# EDGAR Filing Document

**Accession Number:** 0000747677
**File Stem:** 0001410368-26-055430
**Filing Date:** 2026-5
**Character Count:** 278950
**Document Hash:** c7821984a71e20ef46b006416d205b28
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-055430.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001410368-26-055430

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04049
- **FILM NUMBER:** 261034456

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE INCOME TRUST
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS INCOME TRUST
- **DATE OF NAME CHANGE:** 20060207

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER INCOME TRUST
- **DATE OF NAME CHANGE:** 20000616

## Series and Classes Contracts Data

### DWS Short Duration Fund (Series ID: S000031152)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000096654 | Class A             | PPIAX           |
| C000096656 | Class C             | PPLCX           |
| C000096657 | Class S             | DBPIX           |
| C000096658 | Institutional Class | PPILX           |
| C000148124 | Class R6            | PPLZX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

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

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

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

- **a. Name of Series:** DWS Short Duration Fund

- **b. EDGAR series identifier (if any):** S000031152

- **c. LEI of Series:** R6RWCQSL902ALR34SH62

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $1235737074.54

**Total Liabilities:** $82700053.75

**Net Assets:** $1153037020.79

**Cash Not Reported:** $3563955.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -3003.67000000 | **1-Year:** -60013.11000000 | **5-Year:** -110485.30000000 | **10-Year:** -10342.94000000 | **30-Year:** -894.53000000

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

- **3-Month:** -601.40000000 | **1-Year:** -11931.72000000 | **5-Year:** -15573.67000000 | **10-Year:** -4123.73000000 | **30-Year:** -8986.36000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000096654 | 0.48%                | 0.47%                | -0.93%               |
| Class ID C000096656 | 0.42%                | 0.42%                | -1.00%               |
| Class ID C000096657 | 0.50%                | 0.49%                | -0.91%               |
| Class ID C000096658 | 0.39%                | 0.50%                | -0.90%               |
| Class ID C000148124 | 0.51%                | 0.38%                | -0.79%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1194622.61              | $-40384.66                                 |
| Month 2  | $-3806405.07             | $4537892.34                                |
| Month 3  | $-328352.83              | $-14313819.43                              |

**Designated Index Information**

- **Index Name:** 40% ICE BofA US Corporate 1-5 Yr Index (CVA0), 20% ICE BofA 0-3 Year US Fixed Rate Asset Backed Securities Index, 15% ICE BofA 1-3 Year Treasury Index (G1O2), 10% ICE BofA 0-3 Year CMBS Index (CMB1), 5.1% ICE BofA BBB & Lower Sovereign External Deb

- **Index Identifier:** MLCUYRPYJ

### Schedule of Portfolio Investments

| Name                                                                                | Title                                                                                                      | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGCO CORP                                                                           | AGCO Corp                                                                                                  | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |   1270000 | PA      | $1278651.04   | 0.11%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                                        | AGL CLO 44 Ltd                                                                                             | CUSIP: 00121RAE4<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1239158.75   | 0.11%             | 2037-10-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                                                       | AIB Group PLC                                                                                              | CUSIP: 00135TAD6<br>LEI: 635400AKJBGNS5WNQL34 | Long             | DBT              | CORP              | IE        |    800000 | PA      | $837272.68    | 0.07%             | 2029-09-13      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2110000 | PA      | $2086758.01   | 0.18%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1200000 | PA      | $1089870.91   | 0.09%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                                            | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                  | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   5000000 | PA      | $5117385.10   | 0.44%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Aimco                                                                               | Aimco CLO 20 Ltd                                                                                           | CUSIP: 00901QAS1<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1499460.00   | 0.13%             | 2038-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                                                      | Air Lease Corp                                                                                             | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $971654.80    | 0.08%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                                              | CUSIP: 00928QAU5<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   5000000 | PA      | $4843760.35   | 0.42%             | 2028-01-26      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                                                       | Aircastle Ltd                                                                                              | CUSIP: 00928QAX9<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |   1350000 | PA      | $1399622.71   | 0.12%             | 2028-07-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE / IRELAND DAC                                                             | Aircastle Ltd / Aircastle Ireland DAC                                                                      | CUSIP: 00929JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    957000 | PA      | $964873.86    | 0.08%             | 2030-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ALGONQUIN PWR & UTILITY                                                             | Algonquin Power & Utilities Corp                                                                           | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2802308.15   | 0.24%             | 2026-06-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                                                     | Allegro CLO V-S Ltd                                                                                        | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   2700000 | PA      | $2704050.00   | 0.23%             | 2037-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F050643<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  11010000 | PA      | $10854538.80  | 0.94%             | 2056-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                                                           | Uniform Mortgage-Backed Security, TBA                                                                      | CUSIP: 01F052649<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  30000000 | PA      | $30134100.00  | 2.61%             | 2056-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                         | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8332457.60   | 0.72%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                                  | Ally Financial Inc                                                                                         | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    552000 | PA      | $560608.85    | 0.05%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-B                                                           | CUSIP: 02007G4D2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    255117 | PA      | $256854.11    | 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        |    255117 | PA      | $256678.59    | 0.02%             | 2032-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-A                                                           | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1292268 | PA      | $1296102.30   | 0.11%             | 2033-06-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2025-B                                                           | CUSIP: 02007G6Q1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1245395 | PA      | $1248698.34   | 0.11%             | 2033-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                                                  | Ally Bank Auto Credit-Linked Notes Series 2024-A                                                           | CUSIP: 02007GZ63<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    621101 | PA      | $630543.63    | 0.05%             | 2032-05-17      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| ALPHA GENERATION LLC                                                                | Alpha Generation LLC                                                                                       | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    441000 | PA      | $433213.53    | 0.04%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                                                              | Anglo American Capital PLC                                                                                 | CUSIP: 034863BG4<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   5000000 | PA      | $4942757.45   | 0.43%             | 2031-03-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ANTARES HOLDINGS                                                                    | Antares Holdings LP                                                                                        | CUSIP: 03666HAH4<br>LEI: 5493008EAIGV4283RM42 | Long             | DBT              | CORP              | US        |   2853000 | PA      | $2824119.17   | 0.24%             | 2029-10-23      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| APA CORP                                                                            | APA Corp                                                                                                   | CUSIP: 03743QAX6<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009544.62   | 0.17%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XXXIX Ltd                                                                                       | CUSIP: 03766HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2993967.00   | 0.26%             | 2038-10-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XVIII-R                                                                                         | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1991824.00   | 0.17%             | 2038-01-22      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo XL Ltd                                                                                          | CUSIP: 03769RAN5<br>LEI: 549300CRPUKFOJKGAT02 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000820.00   | 0.17%             | 2037-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| APOLLO DEBT SOLUTIONS BD                                                            | Apollo Debt Solutions BDC                                                                                  | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |   2118000 | PA      | $2091710.43   | 0.18%             | 2028-12-08      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos CLO XLVII Ltd                                                                                       | CUSIP: 03770QAG9<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |   1875000 | PA      | $1875691.88   | 0.16%             | 2037-04-26      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                                          | Apidos Clo LIV                                                                                             | CUSIP: 03771RAE1<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $749977.50    | 0.07%             | 2038-10-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO 2 LLC                                                                | APLD ComputeCo 2 LLC                                                                                       | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496359.55    | 0.04%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Applebees/IHOP Funding LLC                                                          | Applebee's Funding LLC / IHOP Funding LLC                                                                  | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2750000 | PA      | $2772182.33   | 0.24%             | 2053-03-05      | Fixed         | 7.82%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LXXVII CLO Ltd                                                                                        | CUSIP: 03990KAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1991428.00   | 0.17%             | 2038-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                          | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3050000 | PA      | $3091180.15   | 0.27%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                          | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1155675.17   | 0.10%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                                   | Ares Capital Corp                                                                                          | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2946501.90   | 0.26%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                                        | Ares LIX CLO Ltd                                                                                           | CUSIP: 04018EAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1423939.20   | 0.12%             | 2034-04-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| ARES STRATEGIC INCOME FU                                                            | Ares Strategic Income Fund                                                                                 | CUSIP: 04020EAP2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5809580.70   | 0.50%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ASCENT RESOURCES/ARU FIN                                                            | Ascent Resources Utica Holdings LLC / ARU Finance Corp                                                     | CUSIP: 04364VBA0<br>LEI: 549300EGLQ2M2CL7JZ89 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1118889.20   | 0.10%             | 2033-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| AVIENT CORP                                                                         | Avient Corp                                                                                                | CUSIP: 05368VAB2<br>LEI: SM8L9RZYIB34LNTWO040 | Long             | DBT              | CORP              | US        |    216000 | PA      | $217508.54    | 0.02%             | 2031-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AVIATION CAPITAL GROUP                                                              | Aviation Capital Group LLC                                                                                 | CUSIP: 05369AAT8<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   3016000 | PA      | $2981167.43   | 0.26%             | 2030-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                   | CUSIP: 05377REL4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   4166667 | PA      | $4147819.59   | 0.36%             | 2027-08-20      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                   | CUSIP: 05377RGG3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    310000 | PA      | $313868.18    | 0.03%             | 2029-04-20      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                            | Avis Budget Rental Car Funding AESOP LLC                                                                   | CUSIP: 05377RJA3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $512733.95    | 0.04%             | 2030-06-20      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1330000 | PA      | $1368975.77   | 0.12%             | 2028-05-04      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAU5<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $4090484.00   | 0.35%             | 2029-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401AAZ4<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   1257000 | PA      | $1270705.66   | 0.11%             | 2030-05-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401ABA8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   4000000 | PA      | $3972132.04   | 0.34%             | 2030-10-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                                                            | Avolon Holdings Funding Ltd                                                                                | CUSIP: 05401ABE0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |   2928000 | PA      | $2873135.63   | 0.25%             | 2029-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| The BAHA Trust                                                                      | BAHA Trust 2024-MAR                                                                                        | CUSIP: 05493XAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3343000 | PA      | $3411174.80   | 0.30%             | 2041-12-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                                              | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3611055.74   | 0.31%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                                       | BGC Group Inc                                                                                              | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |   3843000 | PA      | $3908691.17   | 0.34%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                                                    | CUSIP: 05578QAE3<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $500000.00    | 0.04%             | 2026-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                                           | BPR Trust 2024-PMDW                                                                                        | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    893000 | PA      | $904165.80    | 0.08%             | 2041-11-05      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2021-VIV5                                                                     | CUSIP: 05605VAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $346274.51    | 0.03%             | 2044-03-09      | Variable      | 2.84%                 | No            |                  2 | On Loan: No      |
| BX Trust 2019-OC11                                                                  | BX Trust 2019-OC11                                                                                         | CUSIP: 05606FAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2363348.50   | 0.20%             | 2041-12-09      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2019-IMC                                                                      | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    941959 | PA      | $937249.10    | 0.08%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Commercial Mortgage Trust 2020-VIV3                                                                     | CUSIP: 05608EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1883849.40   | 0.16%             | 2044-03-09      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                             | BPCE SA                                                                                                    | CUSIP: 056121AA4<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |   5000000 | PA      | $5067359.70   | 0.44%             | 2031-05-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BX Trust 2025-ARIA                                                                                         | CUSIP: 05619TAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000737.00   | 0.09%             | 2042-12-13      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| BACARDI LTD / MARTINI BV                                                            | Bacardi Ltd / Bacardi-Martini BV                                                                           | CUSIP: 05635JAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   1690000 | PA      | $1706325.38   | 0.15%             | 2029-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                            | Bain Capital Specialty Finance Inc                                                                         | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3872609.92   | 0.34%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL SPECIALTY F                                                            | Bain Capital Specialty Finance Inc                                                                         | CUSIP: 05684BAF4<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1363303.58   | 0.12%             | 2031-03-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                                         | Balboa Bay Loan Funding 2024-1 Ltd                                                                         | CUSIP: 05766NAA0<br>LEI: 254900ZDWC7EDY07BS61 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750192.00    | 0.07%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Banc of America Mortgage 2003-J Trust                                                                      | CUSIP: 05948XYK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     82404 | PA      | $72949.86     | 0.01%             | 2033-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Banc of America Mortgage 2005-J Trust                                                                      | CUSIP: 05949CKS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     42169 | PA      | $38650.98     | 0.00%             | 2035-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Banc of America Mortgage Securities                                                 | Banc of America Mortgage 2006-2 Trust                                                                      | CUSIP: 05950GAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4412 | PA      | $3912.87      | 0.00%             | 2046-07-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER MEXICO                                                              | Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand                           | CUSIP: 05969BAF0<br>LEI: SCRYQ25DTVRHYYMM6P89 | Long             | DBT              | CORP              | MX        |    921000 | PA      | $941446.20    | 0.08%             | 2029-12-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANCO BTG PACTUAL/CAYMAN                                                            | Banco BTG Pactual SA/Cayman Islands                                                                        | CUSIP: 05971AAM3<br>LEI: 2549002JHJ73KGETOK78 | Long             | DBT              | CORP              | BR        |   1956000 | PA      | $1889496.00   | 0.16%             | 2031-01-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                                | Bank of America Corp                                                                                       | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3020827.02   | 0.26%             | 2027-09-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Bank                                                                                | BANK 2021-BNK34                                                                                            | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $440102.65    | 0.04%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANQUE FED CRED MUTUEL                                                              | Banque Federative du Credit Mutuel SA                                                                      | CUSIP: 06675DCU4<br>LEI: VBHFXSYT7OG62HNT8T76 | Long             | DBT              | CORP              | FR        |   4000000 | PA      | $3944668.96   | 0.34%             | 2031-01-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                               | CUSIP: 06738EBT1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2844617.70   | 0.25%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                               | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2408000 | PA      | $2506910.12   | 0.22%             | 2029-09-13      | Fixed         | 6.49%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                                        | Barclays PLC                                                                                               | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    674000 | PA      | $676592.88    | 0.06%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                                                   | Battalion Clo XV Ltd                                                                                       | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2492140.00   | 0.22%             | 2033-01-17      | Floating      | 5.17%                 | 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        |     82385 | PA      | $82708.83     | 0.01%             | 2031-12-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate Mortgage Trust                                         | Bear Stearns ARM Trust 2003-8                                                                              | CUSIP: 07384MZX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    193535 | PA      | $186624.36    | 0.02%             | 2034-01-25      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                                                     | Benefit Street Partners CLO 44 Ltd                                                                         | CUSIP: 08187NAE7<br>LEI: 254900Z6HW34YGOYWK97 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3478954.50   | 0.30%             | 2039-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                                                    | Berry Global Inc                                                                                           | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3328851.23   | 0.29%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                             | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1530696.06   | 0.13%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                             | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   2224000 | PA      | $2191135.57   | 0.19%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                             | CUSIP: 09261HBR7<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1470000 | PA      | $1451630.42   | 0.13%             | 2027-09-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE PRIVATE CRE                                                              | Blackstone Private Credit Fund                                                                             | CUSIP: 09261HBZ9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   1384000 | PA      | $1314543.16   | 0.11%             | 2031-03-12      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                                            | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1645400.62   | 0.14%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                                            | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2977346.97   | 0.26%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                                                             | Blackstone Secured Lending Fund                                                                            | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |   2956000 | PA      | $2860560.31   | 0.25%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BLUE OWL CREDIT INCOME                                                              | Blue Owl Credit Income Corp                                                                                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   6820000 | PA      | $6794092.25   | 0.59%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                         | BNP Paribas SA                                                                                             | CUSIP: 09659W3C6<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   2674000 | PA      | $2683505.86   | 0.23%             | 2029-05-09      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Bourzou Issuer LLC, Jamshid Issuer LLC, Cristobal Issuer LLC & COPT DC-6 Issuer LLC | Cloud Capital Holdco LP                                                                                    | CUSIP: 102104AA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1800000 | PA      | $1800156.06   | 0.16%             | 2049-11-22      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                                                              | Brazilian Government International Bond                                                                    | CUSIP: 105756CM0<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   1692000 | PA      | $1720171.80   | 0.15%             | 2030-11-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                                            | BXP Trust 2017-CQHP                                                                                        | CUSIP: 12433QAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3099057 | PA      | $3001675.87   | 0.26%             | 2034-11-15      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| C&S GROUP ENTERPRISES LL                                                            | C&S Group Enterprises LLC                                                                                  | CUSIP: 12467AAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $557954.22    | 0.05%             | 2028-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Credit-Based Asset Servicing and Securitization                                     | Credit-Based Asset Servicing and Securitization LLC                                                        | CUSIP: 12498NAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1530382 | PA      | $1236029.94   | 0.11%             | 2036-12-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| CHS/COMMUNITY HEALTH SYS                                                            | CHS/Community Health Systems Inc                                                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1156837.50   | 0.10%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CIM Trust                                                                           | CIM Trust 2019-INV3                                                                                        | CUSIP: 12557LBK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1094606 | PA      | $1063400.76   | 0.09%             | 2049-08-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2022-VII Ltd                                                                                  | CUSIP: 12569EAU1<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1327021.95   | 0.12%             | 2038-01-22      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                                                    | CIFC Funding 2025-IV Ltd                                                                                   | CUSIP: 12575MAC5<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1508000 | PA      | $1508309.14   | 0.13%             | 2038-10-24      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                                                 | COMM 2013-CCRE6 Mortgage Trust                                                                             | CUSIP: 12624XAP3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |    979170 | PA      | $970193.41    | 0.08%             | 2046-03-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | Consumer Portfolio Services Auto Trust 2025-B                                                              | CUSIP: 12630SAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1130000 | PA      | $1133854.88   | 0.10%             | 2029-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trust                                                     | CSAIL 2016-C6 Commercial Mortgage Trust                                                                    | CUSIP: 12636MAJ7<br>LEI: 549300C2HE5FJAWYZL57 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $996944.00    | 0.09%             | 2049-01-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-2R Mortgage Loan Trust                                                                           | CUSIP: 12656YAA5<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    175127 | PA      | $158581.07    | 0.01%             | 2054-07-27      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| CVS PASS-THROUGH TRUST                                                              | CVS Pass-Through Trust                                                                                     | CUSIP: 126650BP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    399062 | PA      | $402807.85    | 0.03%             | 2028-12-10      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                                     | CVS Health Corp                                                                                            | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2061176.00   | 0.18%             | 2055-03-10      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Countrywide Home Equity Loan Trust                                                  | CWHEQ Revolving Home Equity Loan Trust Series 2006-I                                                       | CUSIP: 12668FAB0<br>LEI: 254900WKCCG7QRE77W83 | Long             | ABS-O            | CORP              | US        |    360592 | PA      | $348806.46    | 0.03%             | 2037-01-15      | Floating      | 3.93%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                                                            | Capital One Financial Corp                                                                                 | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    980000 | PA      | $993402.36    | 0.09%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                             | Carmax Auto Owner Trust 2023-2                                                                             | CUSIP: 142921AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1012041.70   | 0.09%             | 2028-11-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| CarMax Select Receivables Trust                                                     | CarMax Select Receivables Trust 2026-A                                                                     | CUSIP: 142929AF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2234816.33   | 0.19%             | 2032-05-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                                              | CUSIP: 143658BQ4<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    555000 | PA      | $541945.17    | 0.05%             | 2028-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                                                                       | Carnival Corp                                                                                              | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |   1000000 | PA      | $999674.80    | 0.09%             | 2032-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2022-P3                                                                     | CUSIP: 14686MAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1357717.95   | 0.12%             | 2028-10-10      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N1                                                                     | CUSIP: 14687DAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1814755 | PA      | $1804652.59   | 0.16%             | 2028-01-10      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N1                                                                     | CUSIP: 14687DAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    453031 | PA      | $451893.34    | 0.04%             | 2028-01-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N3                                                                     | CUSIP: 14687GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1209265 | PA      | $1180772.28   | 0.10%             | 2028-06-12      | Fixed         | 1.58%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                      | Carvana Auto Receivables Trust 2021-N4                                                                     | CUSIP: 14687HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    818688 | PA      | $802298.97    | 0.07%             | 2028-09-11      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares                      | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  14213309 | NS      | $14213309.00  | 1.23%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                            | Celanese US Holdings LLC                                                                                   | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   2138000 | PA      | $2223413.91   | 0.19%             | 2028-11-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                                                              | Lumen Technologies Inc                                                                                     | CUSIP: 156700BD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    610000 | PA      | $572417.42    | 0.05%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: —       |
| CHARLES RIVER LABORATORI                                                            | Charles River Laboratories International Inc                                                               | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1108726.63   | 0.10%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2022-A                                                                              | CUSIP: 16144JAF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1040000 | PA      | $1042881.42   | 0.09%             | 2028-07-25      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                                              | Chase Auto Owner Trust 2025-2                                                                              | CUSIP: 16144MAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992479.50    | 0.09%             | 2031-03-25      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Home Lending Mortgage Trust Series 2026-2                                                            | CUSIP: 16160ECB5<br>LEI: 529900A7SLLSJMEDIN80 | Long             | ABS-MBS          | CORP              | US        |   1968779 | PA      | $1964415.76   | 0.17%             | 2056-12-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                                  | Expand Energy Corp                                                                                         | CUSIP: 165167DG9<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4502986.38   | 0.39%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Chesapeake Funding II LLC                                                           | Chesapeake Funding II LLC                                                                                  | CUSIP: 165183DC5<br>LEI: 5493000HT7H4OFOD6Z12 | Long             | ABS-O            | CORP              | US        |   2430000 | PA      | $2445093.70   | 0.21%             | 2035-10-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CITADEL FINANCE LLC                                                                 | Citadel Finance LLC                                                                                        | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |   1817000 | PA      | $1825802.31   | 0.16%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CITADEL LP                                                                          | Citadel LP                                                                                                 | CUSIP: 17288XAD6<br>LEI: 549300IPM6EKPVUPFL67 | Long             | DBT              | CORP              | US        |    511000 | PA      | $526047.86    | 0.05%             | 2030-01-23      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CITADEL SECURITIES GLOBA                                                            | Citadel Securities Global Holdings LLC                                                                     | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2031851.64   | 0.18%             | 2030-06-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    500000 | PA      | $482336.80    | 0.04%             | 2029-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT Funding LLC                                                                                           | CUSIP: 19688DAC4<br>LEI: 21380069FFOP8RZNF423 | Long             | ABS-MBS          | CORP              | US        |    179559 | PA      | $166925.89    | 0.01%             | 2064-12-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| COLT Funding LLC                                                                    | COLT 2021-HX1 Mortgage Loan Trust                                                                          | CUSIP: 19688KAB0<br>LEI: 2138001HZNOLT1K3WY73 | Long             | ABS-MBS          | CORP              | US        |    636623 | PA      | $552767.48    | 0.05%             | 2066-10-25      | Variable      | 1.35%                 | No            |                  2 | On Loan: No      |
| COLUMBIA PIPELINE HOLDCO                                                            | Columbia Pipelines Holding Co LLC                                                                          | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4770000 | PA      | $4791661.33   | 0.42%             | 2026-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer III, LLC                                                 | Compass Datacenters Issuer III LLC                                                                         | CUSIP: 20469BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1092000 | PA      | $1081270.12   | 0.09%             | 2050-07-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                                            | CUSIP: 20602DAA9<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |    558000 | PA      | $560457.24    | 0.05%             | 2026-08-02      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                                     | Concentrix Corp                                                                                            | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3975558.36   | 0.34%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: —       |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1016544.70   | 0.09%             | 2044-01-25      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $253428.08    | 0.02%             | 2042-03-25      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754AAB9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    495007 | PA      | $495763.98    | 0.04%             | 2041-12-25      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                                    | Fannie Mae Connecticut Avenue Securities                                                                   | CUSIP: 20754QAA6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |   1824114 | PA      | $1858163.64   | 0.16%             | 2043-05-25      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae                                                                                                 | CUSIP: 21H052645<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  25000000 | PA      | $25148250.00  | 2.18%             | 2056-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corporate One Auto Receivables Trust                                                | Corporate One Auto Receivables Trust 2026-1                                                                | CUSIP: 22004UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1567163.43   | 0.14%             | 2031-01-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| COTY/HFC PRESTIGE/INT US                                                            | Coty Inc/HFC Prestige Products Inc/HFC Prestige International US LLC                                       | CUSIP: 222070AG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946602.80   | 0.17%             | 2029-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CPS Auto Trust                                                                      | CPS Auto Receivables Trust 2023-C                                                                          | CUSIP: 223928AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1187705 | PA      | $1196018.30   | 0.10%             | 2029-10-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE SA                                                                  | Credit Agricole SA                                                                                         | CUSIP: 225313AM7<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |   2000000 | PA      | $1876365.94   | 0.16%             | 2030-01-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Suisse First Boston Mortgage Securities                                      | CSFB Mortgage-Backed Trust Series 2004-7                                                                   | CUSIP: 2254W0KC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33992 | PA      | $33831.22     | 0.00%             | 2019-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CyrusOne Data Centers Issuer I LLC                                                  | CyrusOne Data Centers Issuer I LLC                                                                         | CUSIP: 23284BAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3888250.40   | 0.34%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                                               | DB Master Finance LLC                                                                                      | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1396500 | PA      | $1383195.13   | 0.12%             | 2055-08-20      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                                    | DT Midstream Inc                                                                                           | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1468440.63   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| DXC TECHNOLOGY CO                                                                   | DXC Technology Co                                                                                          | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |   3069000 | PA      | $3031003.08   | 0.26%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| DANSKE BANK A/S                                                                     | Danske Bank A/S                                                                                            | CUSIP: 23636ABL4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   4000000 | PA      | $3927203.68   | 0.34%             | 2031-09-12      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Deephaven Residential Mortgage Trust                                                | Deephaven Residential Mortgage Trust 2025-INV1                                                             | CUSIP: 24382EAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1927651 | PA      | $1922754.67   | 0.17%             | 2060-11-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                                        | Dell Equipment Finance Trust 2025-1                                                                        | CUSIP: 24703UAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1100000 | PA      | $1111496.65   | 0.10%             | 2031-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIRECTV FIN LLC/COINC                                                               | Directv Financing LLC / Directv Financing Co-Obligor Inc                                                   | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    480000 | PA      | $479494.18    | 0.04%             | 2027-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE NA                                                                      | Capital One NA                                                                                             | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $5224054.59   | 0.45%             | 2028-08-09      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                                   | DISH Network Corp                                                                                          | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515122.50    | 0.04%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                                                               | Directv Financing LLC                                                                                      | CUSIP: 254945AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1107000 | PA      | $1104537.26   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                                                     | Domino's Pizza Master Issuer LLC                                                                           | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1091000 | PA      | $1084630.20   | 0.09%             | 2055-07-25      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                                             | Dryden 68 CLO Ltd                                                                                          | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498762.50   | 0.22%             | 2035-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| EAGLE FUNDING LUXCO SARL                                                            | Eagle Funding Luxco Sarl                                                                                   | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | NUSS              | LU        |   1492000 | PA      | $1499833.00   | 0.13%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | PURCHASED USD / SOLD EUR                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |         1 | NC      | $-14918.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                | PURCHASED USD / SOLD GBP                                                                                   | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | US        |         1 | NC      | $95406.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC                                                 | PURCHASED JPY / SOLD USD                                                                                   | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |         1 | NC      | $31830.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                                                        | Ecopetrol SA                                                                                               | CUSIP: 279158AT6<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |   3000000 | PA      | $3170730.45   | 0.27%             | 2029-01-19      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                                       | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2015162.04   | 0.17%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                                | Edison International                                                                                       | CUSIP: 281020BC0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2072016.60   | 0.18%             | 2030-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-INV5                                                                                             | CUSIP: 28224UAE4<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   1947540 | PA      | $1940076.21   | 0.17%             | 2070-12-25      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | EFMT 2025-NQM5                                                                                             | CUSIP: 28225KAA3<br>LEI: 2549005YTE90D77H8V23 | Long             | ABS-MBS          | CORP              | US        |   3750289 | PA      | $3731919.28   | 0.32%             | 2070-11-25      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                                                      | CUSIP: 28415AAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    788381 | PA      | $810622.03    | 0.07%             | 2038-02-25      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| ELARA HGV TIMESHARE ISSUER                                                          | Elara HGV Timeshare Issuer 2023-A LLC                                                                      | CUSIP: 28415AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225252 | PA      | $231819.80    | 0.02%             | 2038-02-25      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd                                                                  | Elmwood CLO 43 Ltd                                                                                         | CUSIP: 29004KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1234000 | PA      | $1235627.65   | 0.11%             | 2038-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                                    | Empower CLO 2024-2 Ltd                                                                                     | CUSIP: 29244PAA7<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   1412000 | PA      | $1409548.77   | 0.12%             | 2037-07-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| EQUINIX EU 2 FINANCING C                                                            | Equinix Europe 2 Financing Corp LLC                                                                        | CUSIP: 29390XAG9<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              |  | US        |   4000000 | PA      | $3962698.96   | 0.34%             | 2030-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ESSENT GROUP LTD                                                                    | Essent Group Ltd                                                                                           | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |   6000000 | PA      | $6206550.60   | 0.54%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                                                | CUSIP: 30023JCY2<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1965000 | PA      | $1975689.80   | 0.17%             | 2029-05-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Evergreen Credit Card Trust                                                         | Evergreen Credit Card Trust                                                                                | CUSIP: 30023JDB1<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |   1500000 | PA      | $1491357.45   | 0.13%             | 2029-10-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust 2021-4                                                                 | CUSIP: 30165JAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3985710.40   | 0.35%             | 2028-01-17      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                                                 | Exeter Automobile Receivables Trust                                                                        | CUSIP: 30166XAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    614000 | PA      | $617360.05    | 0.05%             | 2031-10-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                            | FMC Corp                                                                                                   | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    500000 | PA      | $446622.45    | 0.04%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                  | F&G Global Funding                                                                                         | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1377471.11   | 0.12%             | 2028-09-08      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| F&G GLOBAL FUNDING                                                                  | F&G Global Funding                                                                                         | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   2238000 | PA      | $2192183.22   | 0.19%             | 2029-01-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136AJVV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143037 | PA      | $141282.84    | 0.01%             | 2042-08-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136ALLP4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    550395 | PA      | $39575.52     | 0.00%             | 2044-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136BGWY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3101933 | PA      | $433749.12    | 0.04%             | 2051-07-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136BHQ28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2368723 | PA      | $387434.19    | 0.03%             | 2051-06-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136BQUL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4203477 | PA      | $3578123.76   | 0.31%             | 2053-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136BTD26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2902329 | PA      | $2945313.58   | 0.26%             | 2054-12-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae REMICS                                                                                          | CUSIP: 3136BUD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3638548 | PA      | $3689204.32   | 0.32%             | 2055-02-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                                                                     | Fannie Mae Interest Strip                                                                                  | CUSIP: 3136FCGR1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    858549 | PA      | $121110.62    | 0.01%             | 2034-03-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                               | CUSIP: 3137BSP98<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  20828614 | PA      | $22982.29     | 0.00%             | 2026-08-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured Pass Through Certs.                                    | Freddie Mac Multifamily Structured Pass Through Certificates                                               | CUSIP: 3137FNAQ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  17800000 | PA      | $460713.84    | 0.04%             | 2029-06-25      | Variable      | 0.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                         | CUSIP: 3137H4MY3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3567048 | PA      | $472417.02    | 0.04%             | 2049-12-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                                                         | Freddie Mac REMICS                                                                                         | CUSIP: 3137HJQD2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2841941 | PA      | $2863121.39   | 0.25%             | 2055-02-25      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                            | CUSIP: 3138E7JZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1936 | PA      | $1919.33      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                                          | Fannie Mae Pool                                                                                            | CUSIP: 3138LUCX1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7774 | PA      | $7709.22      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FannieMae Whole Loan                                                                | Fannie Mae REMIC Trust 2007-W8                                                                             | CUSIP: 31396XVZ4<br>LEI: 5493006KCWOV61WOTM60 | Long             | ABS-MBS          | USGSE             | US        |    207525 | PA      | $214526.06    | 0.02%             | 2037-09-25      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2021-2                                                                  | CUSIP: 31572LAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    449572 | PA      | $387012.13    | 0.03%             | 2066-06-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                                                  | Ellington Financial Mortgage Trust 2020-2                                                                  | CUSIP: 31573WAC5<br>LEI: 254900UDLJF220C8I638 | Long             | ABS-MBS          | CORP              | US        |    367071 | PA      | $350023.81    | 0.03%             | 2065-10-25      | Variable      | 1.64%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                                                             | Fidelity National Information Services Inc                                                                 | CUSIP: 31620MCD6<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3981139.28   | 0.35%             | 2029-03-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARE                                                            | First Citizens BancShares Inc/NC                                                                           | CUSIP: 31959XAJ2<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5796937.92   | 0.50%             | 2032-03-03      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                          | Fiserv Inc                                                                                                 | CUSIP: 337738BK3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3029468.37   | 0.26%             | 2031-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                                                   | Flash Compute LLC                                                                                          | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    565000 | PA      | $568836.92    | 0.05%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Fontainebleau Miami Beach Trust                                                     | Fontainebleau Miami Beach Mortgage Trust 2024-FBLU                                                         | CUSIP: 34461WAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    533000 | PA      | $533666.25    | 0.05%             | 2039-12-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV2                                                                     | CUSIP: 345285AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3253000 | PA      | $3204098.95   | 0.28%             | 2034-05-15      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV2                                                                     | CUSIP: 345285AD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    905000 | PA      | $891567.36    | 0.08%             | 2034-05-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust/Ford Credit                                            | Ford Credit Auto Owner Trust 2021-REV1                                                                     | CUSIP: 345340AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99887.06     | 0.01%             | 2033-10-17      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1302837.47   | 0.11%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397C68<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3692258.68   | 0.32%             | 2030-03-06      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1457996.76   | 0.13%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989564.56   | 0.17%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                                                            | Ford Motor Credit Co LLC                                                                                   | CUSIP: 345397H48<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2996972.64   | 0.26%             | 2030-09-05      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| FORTITUDE GLOBAL FUNDING                                                            | Fortitude Global Funding                                                                                   | CUSIP: 34967GAA2<br>LEI: 635400TKBOGEHNO5RT68 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5939092.98   | 0.52%             | 2028-10-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Foursight Capital Automobile Receivables Trust                                      | Foursight Capital Automobile Receivables Trust 2023-2                                                      | CUSIP: 35104AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2031557.00   | 0.18%             | 2029-04-16      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                                                           | Orange SA                                                                                                  | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3545794.65   | 0.31%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                                                 | CUSIP: 35563FAA9<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |    162767 | PA      | $162475.91    | 0.01%             | 2051-01-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk                                                  | Freddie Mac Mscr Trust Mn1                                                                                 | CUSIP: 35563FAB7<br>LEI: 549300XWC4JMK6CH6K84 | Long             | ABS-MBS          | USGSE             | US        |   1808000 | PA      | $1874771.25   | 0.16%             | 2051-01-25      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA1                                                                          | CUSIP: 35563KAH3<br>LEI: 5493007222WHFWMBOC78 | Long             | ABS-MBS          | USGSE             | US        |     29923 | PA      | $30438.70     | 0.00%             | 2049-01-25      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2021-DNA7                                                                    | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |   1200000 | PA      | $1202986.08   | 0.10%             | 2041-11-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR REMIC Trust 2023-DNA2                                                                    | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-MBS          | USGSE             | US        |   2000000 | PA      | $2075490.40   | 0.18%             | 2043-04-25      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                                                 | Freddie Mac STACR Trust 2019-DNA2                                                                          | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    174611 | PA      | $177924.16    | 0.02%             | 2049-03-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| GCAT                                                                                | GCAT 2021-NQM2 Trust                                                                                       | CUSIP: 36166XAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    498151 | PA      | $436774.94    | 0.04%             | 2066-05-25      | Variable      | 1.24%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae II Pool                                                                                         | CUSIP: 36202ET58<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1138 | PA      | $1234.35      | 0.00%             | 2038-06-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Ginnie Mae I Pool                                                                                          | CUSIP: 3622A2Y71<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     11076 | PA      | $11617.11     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                                                 | GS Mortgage-Backed Securities Trust 2020-NQM1                                                              | CUSIP: 36259WAB7<br>LEI: 25490038RWR4AJZ5B524 | Long             | ABS-MBS          | CORP              | US        |     51277 | PA      | $48741.45     | 0.00%             | 2060-09-27      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                                      | Galaxy 34 Clo Ltd                                                                                          | CUSIP: 36322AAA0<br>LEI: 3912002JK68FWHXUMG23 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000904.00   | 0.17%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                                                         | Gartner Inc                                                                                                | CUSIP: 366651AJ6<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2926532.70   | 0.25%             | 2031-03-20      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                            | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2174000 | PA      | $2184831.26   | 0.19%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                            | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3054669.21   | 0.26%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                            | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4034725.36   | 0.35%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                                              | General Motors Financial Co Inc                                                                            | CUSIP: 37045XFM3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1005000 | PA      | $990496.29    | 0.09%             | 2031-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                                                               | Genesis Energy LP / Genesis Energy Finance Corp                                                            | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    530000 | PA      | $547646.88    | 0.05%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GEN LUX SARL/GEN USA INC                                                            | Genpact Luxembourg SARL/Genpact USA Inc                                                                    | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3704000 | PA      | $3811212.65   | 0.33%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                        | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    910000 | PA      | $911685.32    | 0.08%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                                                                 | Global Payments Inc                                                                                        | CUSIP: 37940XAV4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5941249.98   | 0.52%             | 2028-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                             | Goldman Sachs Group Inc/The                                                                                | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2009771.32   | 0.17%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS BDC INC                                                               | Goldman Sachs BDC Inc                                                                                      | CUSIP: 38147UAG2<br>LEI: 6D01AGSGBNZIJSN77043 | Long             | DBT              | CORP              | US        |   1886000 | PA      | $1831804.51   | 0.16%             | 2029-01-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS PRIVATE CR                                                            | Goldman Sachs Private Credit Corp                                                                          | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4914580.60   | 0.43%             | 2029-01-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL CAP FND                                                               | Golub Capital Private Credit Fund                                                                          | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3939626.72   | 0.34%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: —       |
| Golub Capital Partners CLO, LTD                                                     | Golub Capital Partners CLO 76 B Ltd                                                                        | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1999932.00   | 0.17%             | 2037-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                   | CUSIP: 38376PSZ4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     85222 | PA      | $16133.54     | 0.00%             | 2039-12-16      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                   | CUSIP: 38382KJ61<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3397843 | PA      | $402396.20    | 0.03%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                   | CUSIP: 38382MK99<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   7391854 | PA      | $1016638.12   | 0.09%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                   | CUSIP: 38382TZW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4793783 | PA      | $715597.15    | 0.06%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                   | CUSIP: 38382VMC0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6424952 | PA      | $771727.84    | 0.07%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                            | Government National Mortgage Association                                                                   | CUSIP: 38384HSS8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2788964 | PA      | $2436179.32   | 0.21%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HLF FIN SARL LLC/HERBALI                                                            | HLF Financing Sarl LLC / Herbalife International Inc                                                       | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $467872.10    | 0.04%             | 2029-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                                           | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1486000 | PA      | $1518313.60   | 0.13%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                                    | HF Sinclair Corp                                                                                           | CUSIP: 403949AT7<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1170000 | PA      | $1172665.66   | 0.10%             | 2032-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                                                                    | HILT COMMERCIAL MORTGAGE TRUST 2024-ORL                                                                    | CUSIP: 403956AC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749531.25    | 0.07%             | 2037-05-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2024-1                                                                               | CUSIP: 403963AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $655392.01    | 0.06%             | 2031-11-20      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                          | CUSIP: 404280BL2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $497704.20    | 0.04%             | N/A             | Fixed         | 6.00%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                          | CUSIP: 404280CQ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2732663.70   | 0.24%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: —       |
| HSBC HOLDINGS PLC                                                                   | HSBC Holdings PLC                                                                                          | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3016389.60   | 0.26%             | 2029-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS CORPORATE LENDING FU                                                            | HPS Corporate Lending Fund                                                                                 | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2984927.91   | 0.26%             | 2027-06-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2024-A LLC                                                                                           | CUSIP: 40472QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    420690 | PA      | $426458.41    | 0.04%             | 2043-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| ENVIRI CORP                                                                         | Enviri Corp                                                                                                | CUSIP: 415864AM9<br>LEI: KAO98FK89NPNNPQGUZ43 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1157199.88   | 0.10%             | 2027-07-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HARVEST MIDSTREAM I LP                                                              | Harvest Midstream I LP                                                                                     | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |    850000 | PA      | $858245.85    | 0.07%             | 2028-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| HAWAIIAN ELEC CO                                                                    | Hawaiian Electric Co Inc                                                                                   | CUSIP: 419866AV0<br>LEI: 549300PQE8D806LWQV52 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3994925.20   | 0.35%             | 2033-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hawaii Hotel Trust                                                                  | Hawaii Hotel Trust 2025-MAUI                                                                               | CUSIP: 419909AC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $749531.25    | 0.07%             | 2042-03-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HELMERICH & PAYNE INC                                                               | Helmerich & Payne Inc                                                                                      | CUSIP: 423452AL5<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3002960.16   | 0.26%             | 2027-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                            | CUSIP: 42806MBV0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $125576.96    | 0.01%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                            | CUSIP: 42806MCD9<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   3550000 | PA      | $3606386.78   | 0.31%             | 2028-02-25      | Fixed         | 9.43%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                                         | Hertz Vehicle Financing III LLC                                                                            | CUSIP: 42806MCJ6<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251153.93    | 0.02%             | 2027-06-25      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| HESS MIDSTREAM OPERATION                                                            | Hess Midstream Operations LP                                                                               | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2882811.90   | 0.25%             | 2030-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2025-3EXT                                                                     | CUSIP: 43283DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1124668 | PA      | $1116530.52   | 0.10%             | 2044-10-25      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                                                        | Hilton Grand Vacations Trust 2024-2                                                                        | CUSIP: 43283JAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1647276 | PA      | $1665153.56   | 0.14%             | 2038-03-25      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Hin Timeshare Trust                                                                 | HINNT 2025-B LLC                                                                                           | CUSIP: 433401AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1913015 | PA      | $1903861.33   | 0.17%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                            | Host Hotels & Resorts LP                                                                                   | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |   4000000 | PA      | $3952594.84   | 0.34%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Hotwire Funding LLC                                                                 | Hotwire Funding LLC                                                                                        | CUSIP: 44148JAA7<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |   1268000 | PA      | $1249614.63   | 0.11%             | 2051-11-20      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2025-2                                                                               | CUSIP: 442927AE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1192707.48   | 0.10%             | 2032-11-22      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                                                               | HPEFS Equipment Trust 2023-2                                                                               | CUSIP: 44328UAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348554 | PA      | $348888.36    | 0.03%             | 2031-01-21      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2019-30HY Mortgage Trust                                                                      | CUSIP: 44421GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1900835.20   | 0.16%             | 2039-07-10      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-1                                                     | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1138750 | PA      | $1142716.41   | 0.10%             | 2033-03-21      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2024-1                                                     | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    445682 | PA      | $452000.01    | 0.04%             | 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        |    726006 | PA      | $731625.04    | 0.06%             | 2032-10-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2025-2                                                     | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2401040 | PA      | $2405125.58   | 0.21%             | 2033-09-20      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| The Huntington National Bank                                                        | Huntington Bank Auto Credit-Linked Notes Series 2026-1                                                     | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $3982457.60   | 0.35%             | 2034-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTSMAN INTERNATIONAL L                                                            | Huntsman International LLC                                                                                 | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2805327.21   | 0.24%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hudson Yards                                                                        | Hudson Yards 2025-SPRL Mortgage Trust                                                                      | CUSIP: 44855PAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540000 | PA      | $553319.26    | 0.05%             | 2040-01-13      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                    | CUSIP: 44891ADB0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4033799.76   | 0.35%             | 2027-06-24      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                    | CUSIP: 44891ADK0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020731.40   | 0.44%             | 2027-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                                                             | Hyundai Capital America                                                                                    | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5032791.25   | 0.44%             | 2028-01-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRV Trust                                                                           | IRV Trust 2025-200P                                                                                        | CUSIP: 45006HAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1905000 | PA      | $1886124.50   | 0.16%             | 2047-03-14      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| IAMGOLD CORP                                                                        | IAMGOLD Corp                                                                                               | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |   1140000 | PA      | $1134451.73   | 0.10%             | 2028-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                                                               | Icahn Enterprises LP / Icahn Enterprises Finance Corp                                                      | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |    500000 | PA      | $489953.70    | 0.04%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ICON INVESTMENTS SIX DAC                                                            | Icon Investments Six DAC                                                                                   | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   5830000 | PA      | $5859518.92   | 0.51%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Commercial Mortgage Pass-through Certificates                                       | ILPT Commercial Mortgage Trust 2025-LPF2                                                                   | CUSIP: 451955AE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000696.70   | 0.09%             | 2042-07-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Imperial Fund LLC                                                                   | Imperial Fund Mortgage Trust 2021-NQM2                                                                     | CUSIP: 452761AB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    483529 | PA      | $415070.02    | 0.04%             | 2056-09-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| INDUSTRIAL F&B INV                                                                  | Industrial F&B Investments III Inc                                                                         | CUSIP: 456142AA6<br>LEI: 254900VSX7CEW7CNTO51 | Long             | DBT              | CORP              | US        |    575000 | PA      | $580952.93    | 0.05%             | 2033-02-11      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                                               | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   2910000 | PA      | $2928094.18   | 0.25%             | 2027-09-11      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                                        | ING Groep NV                                                                                               | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $4025056.44   | 0.35%             | 2029-03-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| INTESA SANPAOLO SPA                                                                 | Intesa Sanpaolo SpA                                                                                        | CUSIP: 46115HBD8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |   3425000 | PA      | $3388095.66   | 0.29%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                                                            | Olympus Water US Holding Corp                                                                              | CUSIP: 46150DAA0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    582000 | PA      | $554252.34    | 0.05%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                                                   | Iron Mountain Inc                                                                                          | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |   1050000 | PA      | $1047973.50   | 0.09%             | 2027-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | JPMorgan Chase Bank NA - CHASE                                                                             | CUSIP: 46591HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1742282 | PA      | $1784054.50   | 0.15%             | 2057-10-25      | Floating      | 6.04%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                                                       | JPMorgan Chase Bank NA - JPMWM                                                                             | CUSIP: 46591HBL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1442362 | PA      | $1421783.42   | 0.12%             | 2051-03-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                                                       | JPMorgan Chase Bank NA - JPMWM                                                                             | CUSIP: 46591HBM1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2943638 | PA      | $2916280.16   | 0.25%             | 2051-03-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| J.P. Morgan Wealth Management                                                       | JPMorgan Chase Bank NA - JPMWM                                                                             | CUSIP: 46591HBN9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    603354 | PA      | $597298.93    | 0.05%             | 2051-03-25      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                                                | CUSIP: 46591HBY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1628750 | PA      | $1579130.50   | 0.14%             | 2050-02-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corporation                                                  | Chase Mortgage Finance Corp                                                                                | CUSIP: 46591HBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    848798 | PA      | $822339.68    | 0.07%             | 2050-02-25      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-DSC1                                                                  | CUSIP: 46593TAA0<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1791195 | PA      | $1798944.57   | 0.16%             | 2065-09-25      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2005-A6                                                                           | CUSIP: 466247UB7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |    122963 | PA      | $121762.32    | 0.01%             | 2035-08-25      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                                           | CUSIP: 46646GAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1489630.05   | 0.13%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2016-NINE                                           | CUSIP: 46646GAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $4956482.50   | 0.43%             | 2038-09-06      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust                                          | JPMDB Commercial Mortgage Securities Trust 2016-C4                                                         | CUSIP: 46646RAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $956569.20    | 0.08%             | 2049-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-PHH                                            | CUSIP: 46650FAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5281517 | PA      | $3433091.62   | 0.30%             | 2035-06-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Sec Trust                                       | J.P. Morgan Chase Commercial Mortgage Securities Trust 2019-OSB                                            | CUSIP: 46651EAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $937846.40    | 0.08%             | 2039-06-05      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust 2022-3                                                                            | CUSIP: 46654UAV7<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   2272881 | PA      | $2161464.09   | 0.19%             | 2052-08-25      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| JW Commercial Mortgage Trust 2024-MRCO                                              | JW Commercial Mortgage Trust 2024-MRCO                                                                     | CUSIP: 46657XAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.35%             | 2039-06-15      | Floating      | 5.61%                 | 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        |   1756645 | PA      | $1759795.06   | 0.15%             | 2054-12-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                                            | JP Morgan Mortgage Trust Series 2025-NQM5                                                                  | CUSIP: 46664DAE1<br>LEI: 529900371ZWA9WXVGB88 | Long             | ABS-MBS          | CORP              | US        |   1912996 | PA      | $1898068.08   | 0.16%             | 2066-05-25      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| JEFFERIES FIN GROUP INC                                                             | Jefferies Financial Group Inc                                                                              | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |   3070000 | PA      | $3134683.40   | 0.27%             | 2028-07-21      | Fixed         | 5.88%                 | 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        |   1435500 | PA      | $1451745.84   | 0.13%             | 2055-02-15      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Jersey Mikes Funding LLC                                                            | Jersey Mike's Funding                                                                                      | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    995000 | PA      | $1009843.51   | 0.09%             | 2055-08-16      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                                                            | Development Bank of Kazakhstan JSC                                                                         | CUSIP: 48129VAG1<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   3000000 | PA      | $2928980.16   | 0.25%             | 2031-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KNDR Trust 2021-KIND                                                                | KIND Trust 2021-KIND                                                                                       | CUSIP: 482606AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2975160 | PA      | $2960283.90   | 0.26%             | 2038-08-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| KINETIK HOLDINGS LP                                                                 | Kinetik Holdings LP                                                                                        | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |    663000 | PA      | $674219.95    | 0.06%             | 2028-12-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| KODIAK GAS SERVICES LLC                                                             | Kodiak Gas Services LLC                                                                                    | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    581000 | PA      | $583877.32    | 0.05%             | 2031-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                                                 | LCM XVI LP                                                                                                 | CUSIP: 50181GBG4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |    676664 | PA      | $676739.54    | 0.06%             | 2031-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1519496.85   | 0.13%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                                | Las Vegas Sands Corp                                                                                       | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1306798.13   | 0.11%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                                                               | Level 3 Financing Inc                                                                                      | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    600000 | PA      | $578930.37    | 0.05%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lewey Park CLO Ltd                                                                  | Lewey Park CLO Ltd                                                                                         | CUSIP: 527911AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996048.00    | 0.09%             | 2037-10-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Lex Commercial Loan Master Trust                                                    | LEX 2024-BBG Mortgage Trust                                                                                | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $746828.70    | 0.06%             | 2033-10-13      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| LINCOLN FIN GLBL FUNDING                                                            | Lincoln Financial Global Funding                                                                           | CUSIP: 53359KAD3<br>LEI: 984500OC010458395923 | Long             | DBT              | CORP              | US        |    579000 | PA      | $572522.73    | 0.05%             | 2029-01-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                            | Lindblad Expeditions LLC                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |   1085000 | PA      | $1107775.24   | 0.10%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                            | Lloyds Banking Group PLC                                                                                   | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1140000 | PA      | $1145441.12   | 0.10%             | 2027-08-07      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-INV1 Trust                                                                                        | CUSIP: 552747AC1<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |     40592 | PA      | $39498.07     | 0.00%             | 2056-01-25      | Variable      | 1.26%                 | No            |                  2 | On Loan: No      |
| MFRA Trust                                                                          | MFA 2021-NQM2 Trust                                                                                        | CUSIP: 55283WAC5<br>LEI: 2549007EHG79GWD49I44 | Long             | ABS-MBS          | CORP              | US        |    280734 | PA      | $250655.19    | 0.02%             | 2064-11-25      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                                | MGIC Investment Corp                                                                                       | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6982148.88   | 0.61%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MRCD Mortgage Trust                                                                 | MRCD 2019-MARK Mortgage Trust                                                                              | CUSIP: 55348UAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5000000 | PA      | $3950000.00   | 0.34%             | 2036-12-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust                                                      | MSWF Commercial Mortgage Trust 2023-2                                                                      | CUSIP: 55361AAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  14810942 | PA      | $798650.45    | 0.07%             | 2056-12-15      | Variable      | 0.92%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-2 LLC                                                                                             | CUSIP: 55389RAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    930659 | PA      | $916753.49    | 0.08%             | 2044-10-20      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2021-1W LLC                                                                                            | CUSIP: 55389TAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75862 | PA      | $73337.24     | 0.01%             | 2041-01-22      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2019-2 LLC                                                                                             | CUSIP: 55400DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    153169 | PA      | $152943.51    | 0.01%             | 2038-10-20      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                                             | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57972 | PA      | $57395.08     | 0.00%             | 2037-10-20      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                                      | MVW 2020-1 LLC                                                                                             | CUSIP: 55400EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    389569 | PA      | $386567.62    | 0.03%             | 2037-10-20      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                                                                 | Macquarie Group Ltd                                                                                        | CUSIP: 55607PAE5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $6009414.42   | 0.52%             | 2027-09-23      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAC2<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $4144486.60   | 0.36%             | 2029-03-26      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| MACQUARIE AIRFINANCE HLD                                                            | Macquarie Airfinance Holdings Ltd                                                                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1989770.42   | 0.17%             | 2030-03-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DISCOVERY HOLDINGS INC                                                              | Discovery Global Holdings Inc                                                                              | CUSIP: 55903VBY8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1064250.00   | 0.09%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Manhattan West                                                                      | Manhattan West 2020-1MW Mortgage Trust                                                                     | CUSIP: 563136AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $963578.50    | 0.08%             | 2039-09-10      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                                                              | Match Group Holdings II LLC                                                                                | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1124281.17   | 0.10%             | 2028-06-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Men's Wearhouse, Inc. (The)                                                         | Men's Wearhouse Inc (The) 2026 Term Loan B                                                                 | CUSIP: 58711MAK5<br>LEI: NKFP7BJ6WYEV4I24P532 | Long             | LON              | CORP              | US        |    174000 | PA      | $174163.56    | 0.02%             | 2031-01-28      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust                                          | Mercury Financial Credit Card Master Trust                                                                 | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4420000 | PA      | $4427232.89   | 0.38%             | 2029-07-20      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| MLCC Mortgage Investors Inc                                                         | Merrill Lynch Mortgage Investors Trust Series MLCC 2004-1                                                  | CUSIP: 59020UNM3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | ABS-MBS          | CORP              | US        |      1712 | PA      | $1690.79      | 0.00%             | 2034-12-25      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                                                  | MetroNet Infrastructure Issuer LLC                                                                         | CUSIP: 59170JBK3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1250547.25   | 0.11%             | 2056-04-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| MICHAELS COS INC/THE                                                                | Michaels Cos Inc/The                                                                                       | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |   1448000 | PA      | $1409619.31   | 0.12%             | 2033-03-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                                                      | CUSIP: 603051AC7<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    575000 | PA      | $582342.27    | 0.05%             | 2027-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                               | Mineral Resources Ltd                                                                                      | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    192000 | PA      | $196208.53    | 0.02%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                                                              | AthenaHealth Group Inc                                                                                     | CUSIP: 60337JAA4<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | DBT              | CORP              | US        |    500000 | PA      | $469311.85    | 0.04%             | 2030-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                                      | CUSIP: 60510MBE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2003246.40   | 0.17%             | 2030-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                                      | CUSIP: 60510MBV9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1755644.80   | 0.15%             | 2031-09-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                                      | CUSIP: 60510MBW7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002892.70   | 0.09%             | 2031-09-15      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                                               | Mission Lane Credit Card Master Trust                                                                      | CUSIP: 60510MCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2443000 | PA      | $2439278.09   | 0.21%             | 2030-12-16      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| MOOG INC                                                                            | Moog Inc                                                                                                   | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |   1080000 | PA      | $1079372.84   | 0.09%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                      | Morgan Stanley                                                                                             | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3027503.58   | 0.26%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-4                                                                             | CUSIP: 618934AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    353211 | PA      | $351226.35    | 0.03%             | 2053-05-20      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2023-1                                                                             | CUSIP: 61945VAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    109333 | PA      | $101124.75    | 0.01%             | 2053-06-20      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loans LLC                                                              | Mosaic Solar Loan Trust 2020-1                                                                             | CUSIP: 61946NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4088183 | PA      | $3604571.97   | 0.31%             | 2046-04-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2025-1 LLC                                                                                             | CUSIP: 627924AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1138963 | PA      | $1140014.34   | 0.10%             | 2042-09-22      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2024-1 LLC                                                                                             | CUSIP: 62847RAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    780891 | PA      | $788364.03    | 0.07%             | 2043-02-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| MVW Owner Trust                                                                     | MVW 2023-1 LLC                                                                                             | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    687995 | PA      | $692559.12    | 0.06%             | 2040-10-20      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| MYLAN INC                                                                           | Mylan Inc                                                                                                  | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989710.04   | 0.17%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                                                      | NRG Energy Inc                                                                                             | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3961106.00   | 0.34%             | 2030-10-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                                     | CUSIP: 62955MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361670 | PA      | $358796.22    | 0.03%             | 2026-07-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                                                                   | NatWest Group PLC                                                                                          | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1280000 | PA      | $1292646.54   | 0.11%             | 2028-03-01      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| NEPTUNE BIDCO US INC                                                                | Neptune Bidco US Inc                                                                                       | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |    625000 | PA      | $626736.25    | 0.05%             | 2029-04-15      | Fixed         | 9.29%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman CLO XVII Ltd                                                                              | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000336.00   | 0.09%             | 2038-07-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                                            | Neuberger Berman Loan Advisers Clo 42 Ltd                                                                  | CUSIP: 64133WAS4<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000700.00   | 0.09%             | 2036-07-16      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| NRZ Excess Spread Collateralized Notes                                              | NRZ Excess Spread-Collateralized Notes                                                                     | CUSIP: 65246QAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683314 | PA      | $674043.13    | 0.06%             | 2026-11-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                                                             | Nissan Motor Acceptance Co LLC                                                                             | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |    730000 | PA      | $733596.82    | 0.06%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                                 | Nomura Holdings Inc                                                                                        | CUSIP: 65535HBQ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |   4500000 | PA      | $4527375.71   | 0.39%             | 2027-07-02      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                                         | Continental Finance Credit Card ABS Master Trust                                                           | CUSIP: 66981PAH1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477016 | PA      | $477533.20    | 0.04%             | 2030-10-15      | Fixed         | 6.19%                 | No            |                  2 | On Loan: No      |
| Continental Credit Card llc                                                         | Continental Finance Credit Card ABS Master Trust                                                           | CUSIP: 66981PAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1304901.26   | 0.11%             | 2032-12-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Novastar Home Equity Loan                                                           | NovaStar Mortgage Funding Trust Series 2004-3                                                              | CUSIP: 66987XFR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395501 | PA      | $373576.56    | 0.03%             | 2034-12-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                                                         | OCCU Auto Receivables Trust 2025-1                                                                         | CUSIP: 67098SAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1550000 | PA      | $1559598.84   | 0.14%             | 2029-11-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO Ltd                                                                                                | CUSIP: 671026BC5<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1985874.00   | 0.17%             | 2039-01-17      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                                                            | OZLM XIV Ltd                                                                                               | CUSIP: 67110HCC0<br>LEI: 549300Y1XB6AVMQY8652 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000352.00   | 0.17%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP Clo 2019-17 Ltd                                                                                        | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250033.75    | 0.02%             | 2037-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM23 Trust                                                                                       | CUSIP: 67123BAF3<br>LEI: 2549009JKGY7CAYS8Y83 | Long             | ABS-MBS          | CORP              | US        |   3291746 | PA      | $3269737.55   | 0.28%             | 2065-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2026-NQM1 Trust                                                                                        | CUSIP: 67123HAC7<br>LEI: 25490068H0VHV68K7086 | Long             | ABS-MBS          | CORP              | US        |   1465013 | PA      | $1451985.93   | 0.13%             | 2065-11-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                                                            | OBX 2025-NQM20 Trust                                                                                       | CUSIP: 67126GAB8<br>LEI: 254900Y8CC35WOVR8295 | Long             | ABS-MBS          | CORP              | US        |   3964846 | PA      | $3943788.62   | 0.34%             | 2065-10-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-36 Ltd                                                                                        | CUSIP: 67570EAE8<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $996623.00    | 0.09%             | 2037-10-16      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                                         | OCP CLO 2024-36 Ltd                                                                                        | CUSIP: 67570EAN8<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000211.00   | 0.09%             | 2037-10-16      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ODEON FINCO PLC                                                                     | Odeon Finco PLC                                                                                            | CUSIP: 67585LAA3<br>LEI: 9845003ECF9901CC5382 | Long             | DBT              | CORP              | GB        |    500000 | PA      | $514664.49    | 0.04%             | 2027-11-01      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| OLIN CORP                                                                           | Olin Corp                                                                                                  | CUSIP: 680665AL0<br>LEI: 549300GKK294V7W57P06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2963962.80   | 0.26%             | 2029-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| 180 MEDICAL INC                                                                     | 180 Medical Inc                                                                                            | CUSIP: 682357AA6<br>LEI: 254900ZB648OPWVFVX59 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4857458.00   | 0.42%             | 2029-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                  | One New York Plaza Trust 2020-1NYP                                                                         | CUSIP: 68249DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2378000 | PA      | $2241265.00   | 0.19%             | 2036-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| One New York Plaza Trust 2020-1NYP                                                  | One New York Plaza Trust 2020-1NYP                                                                         | CUSIP: 68249DAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1166000 | PA      | $1093125.00   | 0.09%             | 2036-01-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                                                           | ONEOK Inc                                                                                                  | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4051258.36   | 0.35%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| OneMain Direct Auto Receivables Trust                                               | Onemain Direct Auto Receivables Trust 2022-1                                                               | CUSIP: 68269DAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     72475 | PA      | $72487.62     | 0.01%             | 2029-03-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                                                                      | Open Text Corp                                                                                             | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |   1170000 | PA      | $1200863.43   | 0.10%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                                               | Palmer Square CLO 2022-3 Ltd                                                                               | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |   2300000 | PA      | $2299937.90   | 0.20%             | 2037-07-20      | Floating      | 5.02%                 | 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        |   1750000 | PA      | $1737869.00   | 0.15%             | 2036-11-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                                              | Park Avenue Institutional Advisers CLO Ltd 2019-2                                                          | CUSIP: 70018AAW0<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   1610000 | PA      | $1598565.78   | 0.14%             | 2034-10-15      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| PARK INTERMED HOLDINGS                                                              | Park Intermediate Holdings LLC / PK Domestic Property LLC / PK Finance Co-Issuer                           | CUSIP: 70052LAC7<br>LEI: N/A                  | Long             | DBT              |  | US        |    600000 | PA      | $575937.78    | 0.05%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                                                 | PenFed Auto Receivables Owner Trust 2022-A                                                                 | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    591446 | PA      | $591480.96    | 0.05%             | 2028-12-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| People's Choice Home Loan Securities Trust                                          | People's Choice Home Loan Securities Trust Series 2004-1                                                   | CUSIP: 71085PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1508945 | PA      | $1587179.52   | 0.14%             | 2034-06-25      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                                      | Pikes Peak CLO 6                                                                                           | CUSIP: 72132YBC8<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1989132.00   | 0.17%             | 2034-05-18      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                                                      | Pikes Peak CLO 14 2023 Ltd                                                                                 | CUSIP: 72134CAQ4<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2504980.00   | 0.22%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Point Broadband Funding LLC                                                         | Point Broadband Funding LLC                                                                                | CUSIP: 73052AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000735.60   | 0.09%             | 2055-07-20      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                                                            | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                                                        | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1180000 | PA      | $1117450.91   | 0.10%             | 2029-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES7                                                                              | CUSIP: 749414AA6<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1835482 | PA      | $1833196.92   | 0.16%             | 2044-10-25      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2024-CES9                                                                              | CUSIP: 749426AB8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1254719 | PA      | $1259647.61   | 0.11%             | 2044-12-25      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES1                                                                              | CUSIP: 749427AA8<br>LEI: 2549002LEW4WNQBOMB89 | Long             | ABS-MBS          | CORP              | US        |   1758555 | PA      | $1767130.77   | 0.15%             | 2045-01-25      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Woodward Capital Management                                                         | RCKT Mortgage Trust 2025-CES2                                                                              | CUSIP: 74942BAA9<br>LEI: 2549001985H26N17CK52 | Long             | ABS-MBS          | CORP              | US        |   2325418 | PA      | $2334391.96   | 0.20%             | 2055-02-25      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                                       | CUSIP: 74970WAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189000 | PA      | $1208722.89   | 0.10%             | 2041-11-13      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| ROCC Trust                                                                          | ROCK Trust 2024-CNTR                                                                                       | CUSIP: 74970WAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $4090057.60   | 0.35%             | 2041-11-13      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| RXO INC                                                                             | RXO Inc                                                                                                    | CUSIP: 74982TAA1<br>LEI: 549300KL8CA6GP8XPM30 | Long             | DBT              | CORP              | US        |    531000 | PA      | $509498.69    | 0.04%             | 2031-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 35 LTD                                                                                                  | CUSIP: 74988DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2399940.00   | 0.21%             | 2040-01-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                                   | Rakuten Group Inc                                                                                          | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |   1000000 | PA      | $1065598.04   | 0.09%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                                                             | Regatta 34 Funding Ltd                                                                                     | CUSIP: 75904BAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1594241.60   | 0.14%             | 2038-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2006-4                                                                  | CUSIP: 75970HAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     57029 | PA      | $17484.11     | 0.00%             | 2037-01-25      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Renaissance Home Equity Loan Trust                                                  | Renaissance Home Equity Loan Trust 2007-2                                                                  | CUSIP: 75970QAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    340249 | PA      | $81488.96     | 0.01%             | 2037-06-25      | Variable      | 5.89%                 | No            |                  2 | On Loan: No      |
| REPSOL E&P CAP MARKETS                                                              | Repsol E&P Capital Markets US LLC                                                                          | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    951000 | PA      | $959043.80    | 0.08%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Residential Accredit Loans, Inc.                                                    | RALI Series 2003-QS18 Trust                                                                                | CUSIP: 76110HJR1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       168 | PA      | $126.31       | 0.00%             | 2018-09-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Residential Asset Mortgage Products, INC.                                           | RAMP Series 2004-SL4 Trust                                                                                 | CUSIP: 76112BGN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22333 | PA      | $22258.00     | 0.00%             | 2032-07-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ROMANIA                                                                             | Romanian Government International Bond                                                                     | CUSIP: 77586RAT7<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |   3000000 | PA      | $3020695.98   | 0.26%             | 2029-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                                              | RR 43 Ltd                                                                                                  | CUSIP: 78110AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1294000 | PA      | $1291305.89   | 0.11%             | 2039-10-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sesac Finance                                                                       | Sesac Finance LLC                                                                                          | CUSIP: 78396YAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    800000 | PA      | $784222.32    | 0.07%             | 2055-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                                    | SBL Holdings Inc                                                                                           | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3775047.28   | 0.33%             | 2028-09-26      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                                                            | SLM Corp                                                                                                   | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1205000 | PA      | $1193892.17   | 0.10%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| SLG Office Trust                                                                    | SLG Office Trust 2021-OVA                                                                                  | CUSIP: 78449RAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4000000 | PA      | $3557430.00   | 0.31%             | 2041-07-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| SM ENERGY CO                                                                        | SM Energy Co                                                                                               | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1148730.75   | 0.10%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| State Street SPDR Bloomberg Short Term High Yield Bond ETF                          | State Street SPDR Bloomberg Short Term High Yield Bond ETF                                                 | CUSIP: 78468R408<br>LEI: 549300YI2V5ELVW58659 | Long             | EC               | RF                | US        |    260000 | NS      | $6494800.00   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Starwood Commercial Mortgage Trust                                                  | STWD 2021-LIH Mortgage Trust                                                                               | CUSIP: 78486EAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499375.00    | 0.04%             | 2036-11-15      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                                                      | SWCH Commercial Mortgage Trust 2025-DATA                                                                   | CUSIP: 78489CAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1975000.00   | 0.17%             | 2042-02-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-C                                                           | CUSIP: 80281HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2321 | PA      | $2318.84      | 0.00%             | 2028-06-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HLDGS                                                            | Santander UK Group Holdings PLC                                                                            | CUSIP: 80281LAQ8<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   3620000 | PA      | $3597750.25   | 0.31%             | 2027-06-14      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receivables Trust                                           | Santander Consumer Auto Receivables Trust 2021-B                                                           | CUSIP: 802824AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196637 | PA      | $195995.40    | 0.02%             | 2029-03-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                                                 | CUSIP: 80282KBG0<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   2659000 | PA      | $2751194.12   | 0.24%             | 2029-06-12      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                                                 | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    611000 | PA      | $612250.78    | 0.05%             | 2027-05-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                                                 | CUSIP: 80282KBN5<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1931512.63   | 0.17%             | 2029-03-20      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                                                              | Santander Holdings USA Inc                                                                                 | CUSIP: 80282KBQ8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4104331.24   | 0.36%             | 2031-03-20      | Fixed         | 5.74%                 | No            |                  2 | On Loan: —       |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2023-3                                                              | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1521652.35   | 0.13%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust                                              | Santander Drive Auto Receivables Trust 2022-5                                                              | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     20680 | PA      | $20684.35     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                                             | Santander Bank Auto Credit-Linked Notes Series 2023-B                                                      | CUSIP: 80290CCC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    738232 | PA      | $746411.29    | 0.06%             | 2033-12-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| SAUDI ARABIAN OIL CO                                                                | Saudi Arabian Oil Co                                                                                       | CUSIP: 80415RAB7<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |   1250000 | PA      | $1223767.50   | 0.11%             | 2029-02-02      | 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        |   2000000 | PA      | $1985662.00   | 0.17%             | 2038-01-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| SDR Commercial Mortgage Trust                                                       | SDR Commercial Mortgage Trust 2024-DSNY                                                                    | CUSIP: 811304AE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499198.40    | 0.04%             | 2039-05-15      | Floating      | 5.41%                 | 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        |    546243 | PA      | $550551.89    | 0.05%             | 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        |   1837362 | PA      | $1833767.56   | 0.16%             | 2033-03-25      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2025-3                                                                              | CUSIP: 817370AA7<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |   1547671 | PA      | $1558311.36   | 0.14%             | 2055-04-25      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                                              | Sequoia Mortgage Trust 2013-2                                                                              | CUSIP: 81745MAG6<br>LEI: 549300671OK77JNRLK28 | Long             | ABS-MBS          | CORP              | US        |    331369 | PA      | $324673.48    | 0.03%             | 2043-02-25      | Variable      | 3.64%                 | No            |                  2 | On Loan: No      |
| Service Experts Issuer                                                              | Service Experts Issuer 2025-1 LLC                                                                          | CUSIP: 81758JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605291 | PA      | $1598228.24   | 0.14%             | 2037-01-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST                                                            | Service Properties Trust                                                                                   | CUSIP: 81761LAF9<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              |  | US        |    650000 | PA      | $591366.93    | 0.05%             | 2027-09-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Servpro Master Issuer, LLC                                                          | SERVPRO Master Issuer LLC                                                                                  | CUSIP: 817743AL1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3491250 | PA      | $3452519.47   | 0.30%             | 2055-10-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| SOUTH BOW USA INFRA HLDS                                                            | South Bow USA Infrastructure Holdings LLC                                                                  | CUSIP: 83007CAB8<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |   1922000 | PA      | $1929723.79   | 0.17%             | 2027-09-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO XXV Ltd                                                                                   | CUSIP: 83011VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2701746.90   | 0.23%             | 2037-07-24      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                                          | Sixth Street CLO 29 Ltd                                                                                    | CUSIP: 83013BAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    929000 | PA      | $929915.99    | 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        |   2000000 | PA      | $1992982.00   | 0.17%             | 2038-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                        | CUSIP: 83368RBV3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3019971.06   | 0.26%             | 2028-01-19      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                        | CUSIP: 83368RCC4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   3000000 | PA      | $3044817.18   | 0.26%             | 2029-04-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                                                    | Societe Generale SA                                                                                        | CUSIP: 83368RCH3<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2129000 | PA      | $2149660.09   | 0.19%             | 2029-05-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Southern Pacific Secured Assets Corp                                                | Southern Pacific Secured Assets Corp                                                                       | CUSIP: 843590DK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         4 | PA      | $4.20         | 0.00%             | 2029-07-25      | Variable      | 6.37%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST AIRLINES CO                                                               | Southwest Airlines Co                                                                                      | CUSIP: 844741BL1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5922236.10   | 0.51%             | 2028-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                                     | CUSIP: 853254BX7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |    635000 | PA      | $580739.57    | 0.05%             | N/A             | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                                     | CUSIP: 853254DB3<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1680000 | PA      | $1699870.27   | 0.15%             | 2028-05-14      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                                                              | Standard Chartered PLC                                                                                     | CUSIP: 85325C2K7<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   4000000 | PA      | $3957769.56   | 0.34%             | 2030-01-13      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| STAPLES INC                                                                         | Staples Inc                                                                                                | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |    565000 | PA      | $522522.90    | 0.05%             | 2029-09-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Starwood Mortgage Residential Trust 2020-INV1                                       | Starwood Mortgage Residential Trust 2020-INV                                                               | CUSIP: 85573EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128331 | PA      | $123674.29    | 0.01%             | 2055-11-25      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                                                   | State Street Corp                                                                                          | CUSIP: 857477CH4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1330000 | PA      | $1351415.66   | 0.12%             | N/A             | Fixed         | 6.70%                 | No            |                  2 | On Loan: —       |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                                                  | CUSIP: 85855CAA8<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1140000 | PA      | $1111805.67   | 0.10%             | 2027-01-29      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FIN US INC                                                               | Stellantis Finance US Inc                                                                                  | CUSIP: 85855CAM2<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $1020192.63   | 0.09%             | 2028-03-17      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| STELLANTIS FINANCIAL SER                                                            | Stellantis Financial Services US Corp                                                                      | CUSIP: 85855FAB9<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3927765.60   | 0.34%             | 2030-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDING                                                            | Summit Midstream Holdings LLC                                                                              | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1095312.03   | 0.09%             | 2029-10-31      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                           | Sunoco LP                                                                                                  | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    191000 | PA      | $190123.94    | 0.02%             | 2031-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                      | CUSIP: 871044AA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2124000 | PA      | $2143943.09   | 0.19%             | 2054-03-25      | Fixed         | 6.28%                 | No            |                  2 | On Loan: No      |
| Switch ABS Issuer, LLC                                                              | Switch ABS Issuer LLC                                                                                      | CUSIP: 871044AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1225298.50   | 0.11%             | 2054-06-25      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                                      | TD SYNNEX Corp                                                                                             | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4944441.65   | 0.43%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                                        | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3007274.49   | 0.26%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                                        | CUSIP: 87165BAR4<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2181030.70   | 0.19%             | 2031-10-28      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                                        | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   1372000 | PA      | $1370863.92   | 0.12%             | 2031-03-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                                 | Synchrony Financial                                                                                        | CUSIP: 87165BAX1<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3496564.58   | 0.30%             | 2029-07-29      | Fixed         | 5.02%                 | No            |                  2 | On Loan: —       |
| CARLYLE SECURED LENDING                                                             | Carlyle Secured Lending Inc                                                                                | CUSIP: 872280AB8<br>LEI: 5493003POT0JT6WD1D83 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3777415.40   | 0.33%             | 2031-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                                                        | TICP CLO XI Ltd                                                                                            | CUSIP: 87249QAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500280.50   | 0.13%             | 2037-04-25      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                                              | Taco Bell Funding LLC                                                                                      | CUSIP: 87342RAL8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2438000 | PA      | $2380974.45   | 0.21%             | 2055-08-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TAKEOFF MERGER SUB INC                                                              | Takeoff Merger Sub Inc                                                                                     | CUSIP: 873923AA4<br>LEI: 984500DF5ACB4A114F45 | Long             | DBT              | CORP              | US        |   6000000 | PA      | $5967821.40   | 0.52%             | 2028-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                                         | Texas Debt Capital CLO 2023-I Ltd                                                                          | CUSIP: 88238CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2190729.20   | 0.19%             | 2038-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| CLOUD SOFTWARE GRP INC                                                              | Cloud Software Group Inc                                                                                   | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    575000 | PA      | $560952.92    | 0.05%             | 2029-03-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2017-1                                                                           | CUSIP: 89173FAC4<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   1954527 | PA      | $1931367.03   | 0.17%             | 2056-10-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2022-SJ1                                                                         | CUSIP: 89180GAC3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2444741.75   | 0.21%             | 2062-03-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                                                           | Towd Point Mortgage Trust 2025-CRM1                                                                        | CUSIP: 891946AA3<br>LEI: 25490010CSYSAQU59J50 | Long             | ABS-MBS          | CORP              | US        |   2976839 | PA      | $2996421.91   | 0.26%             | 2065-01-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc                                                                       | TransDigm Inc 2024 Term Loan L                                                                             | CUSIP: 89364MCD4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    987469 | PA      | $988520.31    | 0.09%             | 2032-01-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN AQUILA LTD                                                               | Transocean Aquila Ltd                                                                                      | CUSIP: 893790AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    307692 | PA      | $314911.08    | 0.03%             | 2028-09-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                                                   | Trimaran Cavu 2023-2 Ltd                                                                                   | CUSIP: 89623WAW9<br>LEI: 254900N0C728FOYWNB70 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972174.00   | 0.17%             | 2039-01-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                                            | CUSIP: 90137LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2356250.00   | 0.20%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| 20 TSQ GroundCo LLC                                                                 | 20 Times Square Trust 2018-20TS                                                                            | CUSIP: 90137LAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $937500.00    | 0.08%             | 2035-05-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C1                                                                      | CUSIP: 90276EAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  15291137 | PA      | $139585.14    | 0.01%             | 2050-06-15      | Variable      | 1.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                       | UBS Commercial Mortgage Trust 2017-C7                                                                      | CUSIP: 90276WAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  21532866 | PA      | $286288.07    | 0.02%             | 2050-12-15      | Variable      | 0.96%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                                              | CUSIP: 90355PAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1645112 | PA      | $1645745.77   | 0.14%             | 2032-09-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank C&I Credit-Linked Notes Series 2025-2                                                              | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1645112 | PA      | $1651535.41   | 0.14%             | 2032-09-25      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                                                 | CUSIP: 90355PAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2488366.50   | 0.22%             | 2046-12-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| U.S. Bank National Association                                                      | US Bank NA                                                                                                 | CUSIP: 90357PAV6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | ABS-O            | CORP              | US        |    315958 | PA      | $318626.89    | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | No            |                  2 | On Loan: No      |
| UNICREDIT SPA                                                                       | UniCredit SpA                                                                                              | CUSIP: 904678AW9<br>LEI: 549300TRUWO2CD2G5692 | Long             | DBT              | CORP              | IT        |   4000000 | PA      | $3981523.16   | 0.35%             | 2027-06-03      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust 2026-1                                                             | CUSIP: 90945FAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1198184.52   | 0.10%             | 2029-05-10      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust                                             | United Auto Credit Securitization Trust 2026-1                                                             | CUSIP: 90945FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2250000 | PA      | $2243880.00   | 0.19%             | 2031-06-10      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES HOLDINGS                                                            | United Airlines Holdings Inc                                                                               | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |     92000 | PA      | $90097.14     | 0.01%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bonds                                               | Mexico Government International Bonds                                                                      | CUSIP: 91087BBB5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    447000 | PA      | $461527.50    | 0.04%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UNITED MEXICAN STATES                                                               | Mexico Government International Bond                                                                       | CUSIP: 91087BBJ8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   2154000 | PA      | $2101227.00   | 0.18%             | 2031-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bills                                                                                        | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1489357.98   | 0.13%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Bonds                                                                                        | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10351953.10  | 0.90%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4652929.70   | 0.40%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4850146.50   | 0.42%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13000000 | PA      | $12337304.72  | 1.07%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2835468.75   | 0.25%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15000000 | PA      | $14049609.30  | 1.22%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9818359.40   | 0.85%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $3944375.00   | 0.34%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9939062.50   | 0.86%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4102031.24   | 0.36%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4990039.05   | 0.43%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6068906.28   | 0.53%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $5036718.75   | 0.44%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9934765.60   | 0.86%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   6000000 | PA      | $6049687.50   | 0.52%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $7088593.75   | 0.61%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4000000 | PA      | $4004531.24   | 0.35%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $10003906.20  | 0.87%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CNV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9970312.50   | 0.86%             | 2027-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                                              | U.S. Treasury Notes                                                                                        | CUSIP: 91282CQA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4956640.60   | 0.43%             | 2029-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                                               | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    580000 | PA      | $544905.07    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                                                            | Univision Communications Inc                                                                               | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    550000 | PA      | $558245.60    | 0.05%             | 2028-08-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                                            | Vnesheconombank Via VEB Finance PLC                                                                        | CUSIP: 91822CAA6<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |   1500000 | PA      | $0.00         | 0.00%             | 2022-07-05      | Fixed         | 6.03%                 | No            |                  3 | On Loan: No      |
| VNESHECONOMBANK(VEB FIN)                                                            | Vnesheconombank Via VEB Finance PLC                                                                        | CUSIP: 91822CAC2<br>LEI: 635400KYY8E2NCZXJ191 | Long             | DBT              | CORP              | IE        |    500000 | PA      | $0.00         | 0.00%             | 2023-11-21      | Fixed         | 5.94%                 | No            |                  3 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                              | Venture Global LNG Inc                                                                                     | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1531579.50   | 0.13%             | 2030-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: —       |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2026-R1                                                                         | CUSIP: 924932AB2<br>LEI: 213800IRNLDELLG4XV07 | Long             | ABS-MBS          | CORP              | US        |   2158416 | PA      | $2135342.61   | 0.19%             | 2067-10-25      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                             | Versant Media Group Inc                                                                                    | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |    568000 | PA      | $581291.77    | 0.05%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                                                          | Verus Securitization Trust 2021-R3                                                                         | CUSIP: 92538EAB3<br>LEI: 213800278TKDEXPH6140 | Long             | ABS-MBS          | CORP              | US        |    174178 | PA      | $166353.49    | 0.01%             | 2064-04-25      | Variable      | 1.28%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                                  | VICI Properties LP                                                                                         | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |   2000000 | PA      | $2002036.56   | 0.17%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VIPER ENERGY PARTNERS LL                                                            | Viper Energy Partners LLC                                                                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2998020.00   | 0.26%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                   | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1632000 | PA      | $1636933.54   | 0.14%             | 2026-12-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                                                    | CUSIP: 928668CL4<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4011974.40   | 0.35%             | 2027-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                                                            | Volkswagen Group of America Finance LLC                                                                    | CUSIP: 928668CW0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2991319.53   | 0.26%             | 2028-09-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| VORNADO REALTY LP                                                                   | Vornado Realty LP                                                                                          | CUSIP: 929043AN7<br>LEI: 549300BMOJ05INE4YK86 | Long             | DBT              |  | US        |   3240000 | PA      | $3177233.49   | 0.28%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                                        | Voya CLO 2024-1 Ltd                                                                                        | CUSIP: 92920DAC9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2651772.85   | 0.23%             | 2037-04-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| VOYA GLOBAL FUNDING                                                                 | Voya Global Funding                                                                                        | CUSIP: 92921LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1585000 | PA      | $1561060.67   | 0.14%             | 2030-11-24      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WAMU Mortgage Pass-Through Certificates                                             | WaMu Mortgage Pass-Through Certificates Series 2003-S9 Trust                                               | CUSIP: 92922FEW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    153141 | PA      | $151581.17    | 0.01%             | 2033-10-25      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| WB Commercial Mortgage Trust                                                        | WB Commercial Mortgage Trust 2024-HQ                                                                       | CUSIP: 92943PAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2358000 | PA      | $2361453.29   | 0.20%             | 2040-03-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust                                                     | WHARF Commercial Mortgage Trust 2025-DC                                                                    | CUSIP: 92987LAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1714437.08   | 0.15%             | 2040-07-15      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                                               | Wells Fargo Commercial Mortgage Trust 2026-1250B                                                           | CUSIP: 949939AA0<br>LEI: 549300PX4QZK7CUM8D08 | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2971119.90   | 0.26%             | 2041-03-10      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                                                                  | Wendy's Funding LLC                                                                                        | CUSIP: 95058XAR9<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |   2493750 | PA      | $2468311.51   | 0.21%             | 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        |   3877063 | PA      | $4147855.95   | 0.36%             | 2059-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                                               | Westlake Automobile Receivables Trust 2022-3                                                               | CUSIP: 96043PAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127641 | PA      | $127740.59    | 0.01%             | 2027-12-15      | Fixed         | 6.44%                 | No            |                  2 | On Loan: No      |
| Windsor Holdings III LLC                                                            | Windsor Holdings III LLC 2025 USD Term Loan B                                                              | CUSIP: 97360BAH8<br>LEI: 254900IXUJZ9H146T437 | Long             | LON              | CORP              | US        |   1725841 | PA      | $1703733.22   | 0.15%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WINGSTOP FUNDING LLC                                                                | Wingstop Funding LLC                                                                                       | CUSIP: 974153AE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1218681.96   | 0.11%             | 2054-12-05      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| WOODSIDE FINANCE LTD                                                                | Woodside Finance Ltd                                                                                       | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |   4907000 | PA      | $5010782.51   | 0.43%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DWS                                                                                 | DWS Central Cash Management Government Fund                                                                | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |  38134145 | NS      | $38134145.45  | 3.31%             |  |  |  | No            |                  1 | On Loan: No      |
| TRAVEL + LEISURE CO                                                                 | Travel + Leisure Co                                                                                        | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000848.00   | 0.09%             | 2026-07-31      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zais CLO 13, Limited                                                                | Zais Clo 13 Ltd                                                                                            | CUSIP: 98876NAW4<br>LEI: 549300GODB02F7ODZK39 | Long             | ABS-CBDO         | CORP              | KY        |    689822 | PA      | $689854.05    | 0.06%             | 2032-07-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                            | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018301.40   | 0.18%             | 2055-03-20      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Zayo Issuer LLC                                                                     | Zayo Issuer LLC                                                                                            | CUSIP: 98919WAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1526124.30   | 0.13%             | 2055-06-20      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. LLC                                                            | Long: BDWFG7PT0 CDS USD R F   .50000 BDWFG7PV5 CMBX / Short: BDWFG7PT0 CDS USD P V 01MEVENT BDWFG7PU7 CMBX | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DCR              |  | US        |   5000000 | OU      | $-72584.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                                                                | Colombia Government International Bond                                                                     | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |   4000000 | PA      | $4525381.55   | 0.39%             | 2028-09-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERSHING SQUARE HOLDINGS                                                            | Pershing Square Holdings Ltd/Fund                                                                          | CUSIP: 000000000<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   3000000 | PA      | $2974359.54   | 0.26%             | 2032-10-28      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NORTH MACEDONIA                                                                     | North Macedonia Government International Bond                                                              | CUSIP: 000000000<br>LEI: 635400RD1N6RVNCE4958 | Long             | DBT              | NUSS              | MK        |   3000000 | PA      | $3331936.07   | 0.29%             | 2030-01-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                              | US 10YR NOTE (CBT)JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -67 | NC      | $110793.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 5YR NOTE (CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |      -104 | NC      | $153305.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                              | US 2YR NOTE (CBT) JUN26                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       592 | NC      | $-866337.54   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                                                          | U.K. Gilts                                                                                                 | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |   8600000 | PA      | $11374190.86  | 0.99%             | 2028-03-07      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Connect Finco Sarl                                                                  | Connect Finco Sarl 2024 Extended Term Loan B                                                               | CUSIP: 000000000<br>LEI: 2594001KNYIQ456J2792 | Long             | LON              | CORP              | LU        |    994924 | PA      | $998500.61    | 0.09%             | 2029-09-27      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                                                            | Vistra Operations Co LLC                                                                                   | CUSIP: 000000000<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1145000 | PA      | $1117947.23   | 0.10%             | 2029-05-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-15

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

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer