NPORT-P false 0000747677 XXXXXXXX S000031152 C000096656 C000096657 C000096658 C000148124 C000096654 C000177604 DEUTSCHE DWS INCOME TRUST 811-04049 0000747677 PZIHX0V87XPKPHRF7Y22 875 Third Avenue NEW YORK 10022-6225 212-454-4500 DWS Short Duration Fund S000031152 R6RWCQSL902ALR34SH62 2020-09-30 2020-03-31 N 1001513754.03 11300083.11 990213670.92 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N Air Lease Corp 5493004NW4M4P8TMMK63 00914AAB8 5000000.00000000 PA USD 4314411.15000000 0.435705068179 Long DBT CORP US N 2 2026-06-01 Fixed 3.75000000 N N N N N N Bear Stearns Adjustable Rate Mortgage Trust N/A 07384MZX3 379852.62000000 PA USD 324539.09000000 0.032774652535 Long ABS-MBS CORP US N 2 2034-01-25 Variable 3.97000000 N N N N N N CAPITAL ONE FINANCIAL CO ZUE8T73ROZOF6FLBAR73 14040HCA1 10000000.00000000 PA USD 10019059.20000000 1.011807804136 Long DBT CORP US N 2 2024-01-29 Fixed 3.90000000 N N N N N N DOMINION ENERGY INC ILUL7B6Z54MRYCF6H308 25746UDB2 2106000.00000000 PA USD 2099490.29000000 0.212023965297 Long DBT CORP US N 2 2024-08-15 Variable 3.07000000 N N N N N N CF Industries Inc 5FVKT86LAD2F40NPC183 12527GAG8 268000.00000000 PA USD 263348.00000000 0.026595068088 Long DBT CORP US N 2 2021-12-01 Fixed 3.40000000 N N N N N N JEFFERIES FIN GROUP INC 549300HOF34RGOJ5YL07 527288BE3 4000000.00000000 PA USD 4047789.40000000 0.408779389628 Long DBT CORP US N 2 2023-10-18 Fixed 5.50000000 N N N N N N JP Morgan Mortgage Trust N/A 466247UB7 218206.23000000 PA USD 191744.64000000 0.019363966144 Long ABS-MBS CORP US N 2 2035-08-25 Variable 4.63000000 N N N N N N SYNGENTA FINANCE NV 54930042S3BYCEGOCN86 87164KAD6 1429000.00000000 PA USD 1426251.43000000 0.144034714111 Long DBT CORP NL N 2 2020-04-24 Fixed 3.70000000 N N N N N N Fair Square Issuance Trust N/A 303394AA8 2540000.00000000 PA USD 2337928.01000000 0.236103386436 Long ABS-O CORP US N 2 2024-09-20 Fixed 2.90000000 N N N N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 368266AR3 500000.00000000 PA USD 505875.00000000 0.051087458682 Long DBT CORP LU N 2 2022-07-19 Fixed 4.95000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276EAF4 24710081.54000000 PA USD 1962744.02000000 0.198214191304 Long ABS-MBS CORP US N 2 2050-06-15 Variable 1.56000000 N N N N N N BANCO DEL ESTADO -CHILE 5493004R4EJC0W0XVQ72 05965MAD5 1045000.00000000 PA USD 1037162.50000000 0.104741282660 Long DBT CORP CL N 2 2021-01-08 Fixed 2.67000000 N N N N N N FREDDIEMAC STRIP S6XOOCT0IEG5ABCC6L87 31325UEV4 15830673.22000000 PA USD 2486002.22000000 0.251057149886 Long ABS-MBS USGSE US N 2 2042-12-15 Fixed 4.50000000 N N N N N N Voya CLO Ltd 549300001G5S0D8B8343 92915HAQ6 4500000.00000000 PA USD 3847684.50000000 0.388571134998 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 3.57000000 N N N N N N Ares CLO Ltd 549300BCHSM41VYCXI96 04014WAL9 10000000.00000000 PA USD 9932500.00000000 1.003066337265 Long ABS-CBDO CORP KY N 2 2026-04-17 Floating 3.44000000 N N N N N N DANSKE BANK A/S MAES062Z21O4RZ2U7M96 23636AAU5 2692000.00000000 PA USD 2679900.05000000 0.270638563039 Long DBT CORP DK N 2 2022-09-20 Fixed 3.00000000 N N N N N N Sequoia Mortgage Trust N/A 81747WAG2 1847368.99000000 PA USD 1841102.90000000 0.185929860803 Long ABS-MBS CORP US N 2 2048-09-25 Variable 4.00000000 N N N N N N Freddie Mac N/A 3133T57C1 67579.11000000 PA USD 74663.19000000 0.007540108987 Long ABS-MBS USGSE US N 2 2024-09-15 Fixed 8.00000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 40423XAE2 554468.74000000 PA USD 530578.90000000 0.053582263665 Long ABS-O CORP US N 2 2023-01-25 Fixed 4.37000000 N N N N N N WILLIAMS COMPANIES INC D71FAKCBLFS2O0RBPG08 969457BW9 1300000.00000000 PA USD 1188545.89000000 0.120029234588 Long DBT CORP US N 2 2024-06-24 Fixed 4.55000000 N N N N N N Sequoia Mortgage Trust N/A 81748GAU5 2513370.63000000 PA USD 2536989.03000000 0.256206221394 Long ABS-MBS CORP US N 2 2049-09-25 Variable 4.00000000 N N N N N N Banc of America Mortgage Securities N/A 05950GAQ6 12976.40000000 PA USD 11789.32000000 0.001190583441 Long ABS-MBS CORP US N 2 2046-07-25 Fixed 6.00000000 N N N N N N INTL FLAVOR & FRAGRANCES BZLRL03D3GPGMOGFO832 459506AJ0 1230000.00000000 PA USD 1235520.04000000 0.124773074366 Long DBT CORP US N 2 2020-09-25 Fixed 3.40000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970HAD2 57489.94000000 PA USD 25642.77000000 0.002589619872 Long ABS-MBS CORP US N 2 2037-01-25 Variable 5.55000000 N N N N N N Intesa Sanpaolo SpA 2W8N8UU78PMDQKZENC08 46115HAZ0 2955000.00000000 PA USD 2819354.45000000 0.284721826490 Long DBT CORP IT N 2 2022-07-14 Fixed 3.13000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCF6 890000.00000000 PA USD 747600.00000000 0.075498856656 Long DBT US N 2 2024-10-01 Fixed 4.75000000 N N N N N N JP Morgan Mortgage Trust N/A 465964AQ7 200023.25000000 PA USD 199251.22000000 0.020122042933 Long ABS-MBS CORP US N 2 2049-04-25 Variable 4.50000000 N N N N N N SLM Student Loan Trust 549300UECCCKC4WVNL14 78442GKW5 5500000.00000000 PA USD 4807059.95000000 0.485456835344 Long ABS-O CORP US N 2 2039-07-25 Floating 2.54000000 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 07274NAC7 3435000.00000000 PA USD 3409141.15000000 0.344283385507 Long DBT CORP US N 2 2021-06-25 Floating 1.85000000 N N N N N N Flagship Credit Auto Trust N/A 33844FAE7 1000000.00000000 PA USD 998501.80000000 0.100837004105 Long ABS-O CORP US N 2 2022-11-15 Fixed 3.89000000 N N N N N N CPS Auto Trust 549300RMJRP95RN5CL91 22412AAB9 1050000.00000000 PA USD 1041904.82000000 0.105220201517 Long ABS-O CORP US N 2 2023-04-17 Fixed 3.09000000 N N N N N N Morgan Stanley BAML Trust N/A 61763XBH8 750000.00000000 PA USD 632874.45000000 0.063912917846 Long ABS-MBS CORP US N 2 2031-08-15 Fixed 4.00000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066DAF3 686357.77000000 PA USD 685709.78000000 0.069248668255 Long ABS-O CORP US N 2 2021-11-08 Fixed 2.87000000 N N N N N N EVERGY INC 549300PGTHDQY6PSUI61 30034WAA4 1818000.00000000 PA USD 1783449.20000000 0.180107511376 Long DBT CORP US N 2 2024-09-15 Fixed 2.45000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAC9 1627000.00000000 PA USD 1618498.79000000 0.163449449096 Long DBT CORP US N 2 2021-06-11 Fixed 3.50000000 N N N N N N BBVA USA C90VT034M03BN29IRA40 20453KAD7 6000000.00000000 PA USD 5822629.74000000 0.588017506826 Long DBT CORP US N 2 2021-06-11 Floating 1.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAC9 750000.00000000 PA USD 742012.67000000 0.074934601671 Long DBT CORP ES N 2 2022-04-11 Fixed 3.50000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00774MAK1 1410000.00000000 PA USD 1212273.82000000 0.122425478015 Long DBT CORP IE N 2 2024-01-16 Fixed 4.88000000 N N N N N N Banc of America Mortgage Securities N/A 05948XYK1 239718.70000000 PA USD 206962.29000000 0.020900770821 Long ABS-MBS CORP US N 2 2033-11-25 Variable 4.03000000 N N N N N N Applebees/IHOP Funding LLC N/A 03789XAD0 2800000.00000000 PA USD 2546600.00000000 0.257176816962 Long ABS-O CORP US N 2 2049-06-07 Fixed 4.19000000 N N N N N N New Residential Mortgage Loan Trust N/A 64830QAA2 1635376.22000000 PA USD 1620552.19000000 0.163656818481 Long ABS-MBS CORP US N 2 2049-04-25 Variable 3.60000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFH7 3000000.00000000 PA USD 3190843.71000000 0.322237897103 Long DBT CORP US N 2 2024-08-26 Fixed 4.20000000 N N N N N N CSC Holdings LLC 3HG2WD2W22M120IUNG49 126307AQ0 500000.00000000 PA USD 517450.00000000 0.052256398310 Long DBT CORP US N 2 2027-04-15 Fixed 5.50000000 N N N N N N Precision Drilling Corp 549300WF2OE8T5BP4B84 740212AE5 452383.97000000 PA USD 339287.98000000 0.034264117933 Long DBT CORP CA N 2 2021-12-15 Fixed 6.50000000 N N N N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 780153AX0 1980000.00000000 PA USD 1783075.95000000 0.180069817491 Long DBT CORP LR N 2 2020-11-28 Fixed 2.65000000 N N N N N N BX Trust N/A 056059AL2 350000.00000000 PA USD 321070.09000000 0.032424324105 Long ABS-MBS CORP US N 2 2035-11-15 Floating 2.00000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31412S6V2 12159.76000000 PA USD 12553.81000000 0.001267787990 Long ABS-MBS USGSE US N 2 2023-04-01 Fixed 4.50000000 N N N N N N Flagship Credit Auto Trust N/A 33843PAL0 980000.00000000 PA USD 992660.72000000 0.100247123338 Long ABS-O CORP US N 2 2023-10-15 Fixed 6.25000000 N N N N N N Oztel Holdings SPC Ltd 549300RABIG0RH4JYT64 692733AA6 1680000.00000000 PA USD 1340572.80000000 0.135382174511 Long DBT CORP AE N 2 2023-10-24 Fixed 5.63000000 N N N N N N OFFICE PPTY INCOME TRST N/A 81618TAD2 5000000.00000000 PA USD 5078390.35000000 0.512858032477 Long DBT US N 2 2022-02-01 Fixed 4.15000000 N N N N N N Tesla Auto Lease Trust N/A 88165GAE0 3000000.00000000 PA USD 2893364.70000000 0.292195996174 Long ABS-O CORP US N 2 2022-12-20 Fixed 2.41000000 N N N N N N CPS Auto Trust N/A 12632YAD8 1915356.36000000 PA USD 1913831.16000000 0.193274564490 Long ABS-O CORP US N 2 2020-11-16 Fixed 5.33000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 6174468K8 4000000.00000000 PA USD 3723428.00000000 0.376022681704 Long DBT CORP US N 2 2023-01-20 Floating 1.61000000 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 15089QAJ3 720000.00000000 PA USD 681656.01000000 0.068839284895 Long DBT CORP US N 2 2024-05-08 Fixed 3.50000000 N N N N N N FWD Securitization Trust 2020-INV1 N/A 302985AA4 2399347.17000000 PA USD 2351957.90000000 0.237520241243 Long ABS-MBS CORP US N 2 2050-01-25 Variable 2.24000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296XDU5 32182.81000000 PA USD 34087.32000000 0.003442420661 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N Conagra Brands Inc 54930035UDEIH090K650 205887BX9 655000.00000000 PA USD 648068.14000000 0.065447302843 Long DBT CORP US N 2 2020-10-22 Floating 2.55000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38376PSZ4 293001.04000000 PA USD 55782.42000000 0.005633372032 Long ABS-MBS USGA US N 2 2039-12-16 Fixed 6.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29278NAL7 880000.00000000 PA USD 796840.19000000 0.080471539971 Long DBT CORP US N 2 2023-03-15 Fixed 4.25000000 N N N N N N FANNIEMAE STRIP B1V7KEBTPIMZEU4LTD58 3136FG2P1 3528988.07000000 PA USD 539617.42000000 0.054495048477 Long ABS-MBS USGSE US N 2 2041-02-25 Fixed 4.50000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BMQ0 168225.74000000 PA USD 156853.87000000 0.015840406430 Long ABS-MBS CORP US N 2 2032-05-25 Fixed 6.50000000 N N N N N N CPS Auto Trust N/A 12590YAC0 661948.71000000 PA USD 661334.69000000 0.066787069237 Long ABS-O CORP US N 2 2022-03-15 Fixed 4.22000000 N N N N N N Apidos CLO 549300PPHIOJQEKPJH29 03759CAG5 3400000.00000000 PA USD 3121149.00000000 0.315199546487 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 3.27000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T34 10000000.00000000 PA USD 10137500.00000000 1.023768939746 Long DBT UST US N 2 2021-09-30 Fixed 1.13000000 N N N N N N Glencore Funding LLC 213800STG1QDNBY87K49 378272AT5 3480000.00000000 PA USD 3199047.94000000 0.323066428382 Long DBT CORP US N 2 2024-03-12 Fixed 4.13000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAN1 2500000.00000000 PA USD 2545525.00000000 0.257068254534 Long DBT CORP US N 2 2028-08-09 Fixed 4.68000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GWM2 750000.00000000 PA USD 747235.33000000 0.075462029251 Long DBT CORP US N 2 2023-07-24 Fixed 2.91000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828T67 15000000.00000000 PA USD 15250781.25000000 1.540150545066 Long DBT UST US N 2 2021-10-31 Fixed 1.25000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 539439AV1 2880000.00000000 PA USD 2719509.15000000 0.274638618902 Long DBT CORP GB N 2 2026-02-05 Fixed 2.44000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138LUCX1 195887.01000000 PA USD 205205.42000000 0.020723347498 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828UH1 5587400.00000000 PA USD 5520045.79000000 0.557460066661 Long DBT UST US N 2 2023-01-15 Fixed 0.13000000 N N N N N N NOVA Chemicals Corp 5493007M1XGU5E55ZJ25 66977WAQ2 1260000.00000000 PA USD 1105650.00000000 0.111657719184 Long DBT CORP CA N 2 2024-06-01 Fixed 4.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285R7 10000000.00000000 PA USD 10410937.50000000 1.051382929335 Long DBT UST US N 2 2021-12-15 Fixed 2.63000000 N N N N N N ANGLOGOLD HOLDINGS PLC 213800745ZIXC4L6A131 03512TAA9 2500000.00000000 PA USD 2475000.00000000 0.249946054340 Long DBT CORP IM N 2 2020-04-15 Fixed 5.38000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285L0 10000000.00000000 PA USD 10433203.10000000 1.053631494534 Long DBT UST US N 2 2021-11-15 Fixed 2.88000000 N N N N N N SEVERSTAL (STEEL CAP) 222100O3LN8LHUW6LJ83 85805RAB4 1000000.00000000 PA USD 1034540.00000000 0.104476440831 Long DBT CORP LU N 2 2022-10-17 Fixed 5.90000000 N N N N N HARLEY-DAVIDSON FINL SER RLUFFFFW4GRYU77BTS24 41283LAU9 4500000.00000000 PA USD 4399904.43000000 0.444338889596 Long DBT CORP US N 2 2022-02-04 Fixed 4.05000000 N N N N N N Freddie Mac N/A 3137AGZ60 3302867.95000000 PA USD 308714.28000000 0.031176531799 Long ABS-MBS USGSE US N 2 2041-02-15 Fixed 4.00000000 N N N N N N SOUTHERN CAL EDISON 9R1Z5I36FERIBVKW4P77 842400GN7 800000.00000000 PA USD 823250.53000000 0.083138675437 Long DBT CORP US N 2 2025-08-01 Fixed 3.70000000 N N N N N N AEGON Funding Co LLC KEIOKM01PSK5VZ5CCI74 007634AA6 4500000.00000000 PA USD 4593580.88000000 0.463897945958 Long DBT CORP US N 2 2020-12-15 Fixed 5.75000000 N N N N N N BX Trust N/A 12433QAG9 3960000.00000000 PA USD 3306799.58000000 0.333948083844 Long ABS-MBS CORP US N 2 2034-11-15 Floating 1.80000000 N N N N N N WESTINGHOUSE AIR BRAKE 06BTX5UWZD0GQ5N5Y745 960386AP5 980000.00000000 PA USD 951258.42000000 0.096065975247 Long DBT CORP US N 2 2021-09-15 Floating 2.04000000 N N N N N N SPRINT SPECTRUM / SPEC I N/A 85208NAA8 232500.00000000 PA USD 231337.50000000 0.023362381957 Long DBT CORP US N 2 2021-09-20 Fixed 3.36000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128285V8 30000000.00000000 PA USD 31223437.50000000 3.153202022649 Long DBT UST US N 2 2022-01-15 Fixed 2.50000000 N N N N N N Neuberger Berman CLO Ltd 549300BLCSV170UP8R47 64130XAJ5 2000000.00000000 PA USD 1826522.00000000 0.184457360430 Long ABS-CBDO CORP KY N 2 2031-10-19 Floating 3.22000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 05565ACA9 250000.00000000 PA USD 225625.00000000 0.022785486266 Long DBT CORP FR N 2 N/A Fixed 6.75000000 N N N N N N Delta Air Lines Inc Q2CCMS6R0AS67HJMBN42 247361ZM3 1818000.00000000 PA USD 1655337.16000000 0.167169693634 Long DBT CORP US N 2 2021-04-19 Fixed 3.40000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105MAD3 1140000.00000000 PA USD 1128841.68000000 0.113999807632 Long ABS-O CORP US N 2 2023-11-15 Fixed 3.80000000 N N N N N N Fannie Mae - CAS N/A 30711XY24 500000.00000000 PA USD 419901.65000000 0.042405155809 Long ABS-MBS USGSE US N 2 2031-01-25 Floating 3.30000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92939KAG3 240000.00000000 PA USD 243643.92000000 0.024605186451 Long ABS-MBS CORP US N 2 2047-11-15 Fixed 3.93000000 N N N N N N FannieMae Whole Loan N/A 31396XVZ4 539259.00000000 PA USD 608763.12000000 0.061477955503 Long ABS-MBS USGSE US N 2 2037-09-25 Variable 6.60000000 N N N N N N Freddie Mac - STACR 5493007222WHFWMBOC78 35563KAH3 105000.00000000 PA USD 92379.21000000 0.009329219815 Long ABS-MBS USGSE US N 2 2049-01-25 Floating 3.60000000 N N N N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887CF4 1273000.00000000 PA USD 1230036.25000000 0.124219275710 Long DBT CORP US N 2 2020-12-29 Floating 2.25000000 N N N N N N Freddie Mac - STACR N/A 3137G0GT0 1392449.39000000 PA USD 1362472.32000000 0.137593769911 Long ABS-MBS USGSE US N 2 2028-04-25 Floating 3.80000000 N N N N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 000000000 947.00000000 NC USD 2915575.04000000 0.294438980759 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long 2 Year US Treasury Note TUM0 Comdty 2020-06-30 205786947.92000000 USD 2915575.04000000 N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BQC21 14923024.00000000 PA USD 449706.82000000 0.045415129401 Long ABS-MBS USGSE US N 2 2023-03-25 Variable 1.31000000 N N N N N N Boardwalk Pipelines LP 549300W6AQ2GHHCGL606 096630AD0 500000.00000000 PA USD 396183.14000000 0.040009863692 Long DBT CORP US N 2 2024-12-15 Fixed 4.95000000 N N N N N N Answers Holdings, Inc. N/A 000000000 6166.00000000 NS USD 0.01000000 0.000000001009 N/A DE US N 3 N/A N/A Call Purchased ANSWERS HOLDINGS Inc ANSWERS HOLDINGS Inc 1.00000000 1.00000000 USD 2022-04-14 XXXX -713520.47000000 N N N General Mills Inc 2TGYMUGI08PO8X8L6150 370334CB8 821000.00000000 PA USD 799292.17000000 0.080719161275 Long DBT CORP US N 2 2021-04-16 Floating 2.38000000 N N N N N N BLUESTAR FIN HOLDINGS 300300294ZKDSAV43I87 000000000 2000000.00000000 PA USD 1959900.32000000 0.197927010862 Long DBT CORP VG N 2 2024-07-16 Fixed 3.38000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829YAB6 4188873.26000000 PA USD 4145471.93000000 0.418644182739 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.88000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAS6 667000.00000000 PA USD 666500.70000000 0.067308775830 Long DBT CORP US N 2 2021-03-12 Fixed 3.45000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AD9 2000000.00000000 PA USD 1055000.00000000 0.106542661546 Long DBT CORP US N 2 2023-01-13 Floating 2.70000000 N N N N N N Fannie Mae - CAS N/A 20753KAB8 406656.85000000 PA USD 336530.50000000 0.033985644703 Long ABS-MBS USGSE US N 2 2031-08-25 Floating 3.25000000 N N N N N N CPS Auto Trust N/A 12596UAB4 1000000.00000000 PA USD 982819.00000000 0.099253224719 Long ABS-O CORP US N 2 2023-08-15 Fixed 2.63000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065TAE2 561637.83000000 PA USD 561379.98000000 0.056692812519 Long ABS-O CORP US N 2 2021-12-08 Fixed 1.83000000 N N N N N N NATIONWIDE BLDG SOCIETY 549300XFX12G42QIKN82 63861VAD9 1540000.00000000 PA USD 1531340.50000000 0.154647481141 Long DBT CORP GB N 2 2023-04-26 Fixed 3.62000000 N N N N N N Atrium CDO Corp 549300BF3YFW8EHN6F75 04966HAC0 2250000.00000000 PA USD 2073480.75000000 0.209397305944 Long ABS-CBDO CORP KY N 2 2030-11-21 Floating 3.06000000 N N N N N N Kraft Heinz Foods Co 5493003STKEZ2S0RNU91 50077LAH9 519000.00000000 PA USD 515143.65000000 0.052023483933 Long DBT CORP US N 2 2020-07-02 Fixed 2.80000000 N N N N N N AVOLON HOLDINGS FNDG LTD 635400ZRKEX9L1BKCH30 05401AAB7 670000.00000000 PA USD 578664.72000000 0.058438369111 Long DBT CORP KY N 2 2023-10-01 Fixed 5.13000000 N N N N N N Transportation Finance Equipment Trust N/A 89389JAF9 1250000.00000000 PA USD 1212307.88000000 0.122428917677 Long ABS-O CORP US N 2 2024-08-23 Fixed 2.19000000 N N N N N N Ellington Financial Mortgage Trust N/A 31573NAA9 997361.64000000 PA USD 985431.10000000 0.099517016270 Long ABS-MBS CORP US N 2 2058-10-25 Variable 4.14000000 N N N N N N CenterPoint Energy Inc 21TPXMRRHFKOBHDC8J74 15189TAT4 1270000.00000000 PA USD 1267385.69000000 0.127991132340 Long DBT CORP US N 2 2021-11-01 Fixed 3.60000000 N N N N N N COMM Mortgage Trust N/A 12624XAP3 2800000.00000000 PA USD 2731080.80000000 0.275807220219 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.40000000 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 06051GFM6 750000.00000000 PA USD 789293.37000000 0.079709399413 Long DBT CORP US N 2 2025-01-22 Fixed 4.00000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VBH2 1708000.00000000 PA USD 1589086.09000000 0.160479110384 Long DBT CORP US N 2 2022-09-09 Floating 2.10000000 N N N N N N Flagship Credit Auto Trust N/A 33843MAE3 4980000.00000000 PA USD 5020748.85000000 0.507036915106 Long ABS-O CORP US N 2 2022-06-15 Fixed 6.22000000 N N N N N N MVW Owner Trust N/A 55389PAA7 3429237.68000000 PA USD 3201923.80000000 0.323356856609 Long ABS-O CORP US N 2 2036-11-20 Fixed 2.89000000 N N N N N N Flagstar Mortgage Trust N/A 33851LAD6 1643335.55000000 PA USD 1629059.24000000 0.164515931040 Long ABS-MBS CORP US N 2 2048-07-25 Variable 4.00000000 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 404119BT5 1000000.00000000 PA USD 1048768.61000000 0.105913364034 Long DBT CORP US N 2 2026-06-15 Fixed 5.25000000 N N N N N N BANCOLOMBIA SA 54930052NWJRPNMP1W58 05968LAM4 3104000.00000000 PA USD 2773455.04000000 0.280086522883 Long DBT CORP CO N 2 2025-01-29 Fixed 3.00000000 N N N N N N Neuberger Berman CLO Ltd 549300IWMW28G8CR9G28 64131WAE7 6000000.00000000 PA USD 5471664.00000000 0.552574071706 Long ABS-CBDO CORP KY N 2 2030-01-15 Floating 3.23000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202EVX4 36618.57000000 PA USD 38882.04000000 0.003926631306 Long ABS-MBS USGA US N 2 2023-09-20 Fixed 6.00000000 N N N N N N Fannie Mae - CAS N/A 20753MAF5 273028.78000000 PA USD 223533.74000000 0.022574293464 Long ABS-MBS USGSE US N 2 2031-09-25 Floating 3.10000000 N N N N N N Verus Securitization Trust N/A 92537FAA3 1786703.05000000 PA USD 1711706.01000000 0.172862288238 Long ABS-MBS CORP US N 2 2059-12-25 Variable 3.40000000 N N N N N N Babson CLO Ltd N/A 056162AQ3 2000000.00000000 PA USD 1807868.00000000 0.182573524592 Long ABS-CBDO CORP KY N 2 2031-01-20 Floating 3.22000000 N N N N N N Freddie Mac N/A 3137ATSY9 5535197.76000000 PA USD 394164.03000000 0.039805957196 Long ABS-MBS USGSE US N 2 2041-05-15 Fixed 4.00000000 N N N N N N BANCO SANTANDER CHILE 3YJP8HORPAEXJ80D6368 05970FAC5 2000000.00000000 PA USD 1915900.00000000 0.193483493135 Long DBT CORP CL N 2 2025-01-10 Fixed 2.70000000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAC9 140000.00000000 PA USD 130550.00000000 0.013184023189 Long DBT US N 2 2025-02-15 Fixed 3.50000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WY2 15000000.00000000 PA USD 15413671.80000000 1.556600585576 Long DBT UST US N 2 2021-07-31 Fixed 2.25000000 N N N N N N CENTURYLINK INC 8M3THTGWLTYZVE6BBY25 156700BC9 325000.00000000 PA USD 315250.00000000 0.031836563083 Long DBT CORP US N 2 2027-02-15 Fixed 4.00000000 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46647PAT3 4000000.00000000 PA USD 3846000.00000000 0.388401020198 Long DBT CORP US N 2 2022-06-18 Floating 1.50000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DCD9 2250000.00000000 PA USD 2183895.23000000 0.220547877103 Long ABS-O CORP US N 2 2023-03-25 Fixed 3.71000000 N N N N N N Dell Equipment Finance Trust N/A 24702JAF6 1250000.00000000 PA USD 1246732.75000000 0.125905426941 Long ABS-O CORP US N 2 2022-10-24 Fixed 2.73000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RBZ6 2666666.68000000 PA USD 2653449.61000000 0.267967377943 Long ABS-O CORP US N 2 2021-07-20 Fixed 3.96000000 N N N N N N DBGS Mortgage Trust N/A 33830CAC4 2500000.00000000 PA USD 2255231.25000000 0.227751980833 Long ABS-MBS CORP US N 2 2033-06-15 Floating 1.53000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BGN4 119142.41000000 PA USD 107254.88000000 0.010831488510 Long ABS-MBS CORP US N 2 2032-07-25 Fixed 7.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379LGG5 3537405.90000000 PA USD 172826.30000000 0.017453435059 Long ABS-MBS USGA US N 2 2044-04-20 Fixed 4.00000000 N N N N N N KAZMUNAYGAS NATIONAL CO 2138001H1M69RFJCSH88 46639UAA3 500000.00000000 PA USD 490000.00000000 0.049484269344 Long DBT CORP KZ N 2 2023-04-30 Fixed 4.40000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065FAG7 3420000.00000000 PA USD 3374665.16000000 0.340801713721 Long ABS-O CORP US N 2 2023-01-18 Fixed 3.13000000 N N N N N N WF-RBS COMMERCIAL MORTGAGE TRUST N/A 92937UAG3 4000000.00000000 PA USD 3922606.00000000 0.396137330274 Long ABS-MBS CORP US N 2 2045-05-15 Fixed 3.55000000 N N N N N N Transnet SOC Ltd 378900B07CD6F01EA796 89378TAC7 2500000.00000000 PA USD 2375000.00000000 0.239847223861 Long DBT CORP ZA N 2 2022-07-26 Fixed 4.00000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAN1 3000000.00000000 PA USD 2731708.71000000 0.275870631786 Long DBT CORP BM N 2 2022-02-15 Fixed 5.50000000 N N N N N N UBS Commercial Mortgage Trust N/A 90276WAT4 29396928.71000000 PA USD 1701591.24000000 0.171840814762 Long ABS-MBS CORP US N 2 2050-12-15 Variable 1.05000000 N N N N N N DTE ENERGY CO 549300IX8SD6XXD71I78 233331BB2 2330000.00000000 PA USD 2278909.90000000 0.230143247556 Long DBT CORP US N 2 2022-06-15 Fixed 2.60000000 N N N N N N Dryden Senior Loan Fund 549300VCB8LYR1RGV869 26244QAB9 570000.00000000 PA USD 519802.38000000 0.052493961178 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 3.52000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829YAA8 2252680.89000000 PA USD 2221842.36000000 0.224380093433 Long ABS-MBS CORP US N 2 2049-01-25 Variable 3.67000000 N N N N N N DWS N/A 147539670 5874885.00000000 NS USD 5874885.00000000 0.593294676950 Long STIV RF US N 1 N N HASBRO INC 549300NUB6D2R1ITYR45 418056AX5 5383000.00000000 PA USD 5100366.93000000 0.515077410036 Long DBT CORP US N 2 2024-11-19 Fixed 3.00000000 N N N N N N PANTHER BF AGGREGATOR 2 N/A 69867DAA6 65000.00000000 PA USD 61425.00000000 0.006203206621 Long DBT CORP XX N 2 2026-05-15 Fixed 6.25000000 N N N N N N Verus Securitization Trust N/A 92537HAA9 872653.86000000 PA USD 859213.51000000 0.086770515822 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.91000000 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967HB0 750000.00000000 PA USD 821278.78000000 0.082939551747 Long DBT CORP US N 2 2025-09-13 Fixed 5.50000000 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 23371DAD6 2000000.00000000 PA USD 1825000.00000000 0.184303656230 Long DBT CORP US N 2 2021-11-15 Fixed 5.25000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36295J7A8 135.45000000 PA USD 136.78000000 0.000013813180 Long ABS-MBS USGA US N 2 2022-12-15 Fixed 6.00000000 N N N N N N Carlyle Global Market Strategies N/A 14310MBA4 4000000.00000000 PA USD 3568140.00000000 0.360340409831 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 3.24000000 N N N N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 78010XAE1 3000000.00000000 PA USD 2999392.71000000 0.302903585163 Long DBT CORP GB N 2 2020-08-24 Fixed 5.63000000 N N N N N BANQUE OUEST AFRICAINE D 529900LIZJABE4JJS826 06675QAA1 1800000.00000000 PA USD 1806300.00000000 0.182415174931 Long DBT NUSS XX N 2 2021-05-06 Fixed 5.50000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154CV9 1455000.00000000 PA USD 1499001.09000000 0.151381578948 Long DBT NUSS KR N 2 2021-11-27 Fixed 3.50000000 N N N N N N GSCG Trust N/A 36260TAG0 1000000.00000000 PA USD 890012.30000000 0.089880833413 Long ABS-MBS CORP US N 2 2034-09-06 Fixed 3.46000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 054967AG9 3500000.00000000 PA USD 2970095.45000000 0.299944904541 Long ABS-MBS CORP US N 2 2034-09-15 Floating 1.85000000 N N N N N N Sequoia Mortgage Trust 2018-CH1 549300ZUG1L9OO3W6B29 81747DAK5 1478337.37000000 PA USD 1469249.88000000 0.148377054685 Long ABS-MBS CORP US N 2 2048-02-25 Variable 4.00000000 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 25466AAK7 2190000.00000000 PA USD 2163149.44000000 0.218452794939 Long DBT CORP US N 2 2023-02-06 Fixed 3.35000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828Z94 3000000.00000000 PA USD 3230039.07000000 0.326196170064 Long DBT UST US N 2 2030-02-15 Fixed 1.50000000 N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BD0 4000000.00000000 PA USD 3811223.48000000 0.384888998397 Long DBT CORP US N 2 2022-09-28 Fixed 2.60000000 N N N N N N Residential Accredit Loans, Inc. N/A 76110HJR1 16414.84000000 PA USD 13131.87000000 0.001326165289 Long ABS-MBS CORP US N 2 2018-09-25 Fixed 5.00000000 N N N N N N EASTERN & SOUTHERN AFRIC 2138004HC83AB2ENIZ64 000000000 2186000.00000000 PA USD 2164489.76000000 0.218588151584 Long DBT NUSS XX N 2 2022-03-14 Fixed 5.38000000 N N N N N N Hilton Grand Vacations Trust N/A 43283AAB1 712866.04000000 PA USD 699718.08000000 0.070663342725 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.96000000 N N N N N N General Motors N/A 361886CB8 460000.00000000 PA USD 447944.69000000 0.045237174880 Long ABS-O CORP US N 2 2024-04-15 Fixed 3.06000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286C9 10000000.00000000 PA USD 10426953.10000000 1.053000317629 Long DBT UST US N 2 2022-02-15 Fixed 2.50000000 N N N N N N EURASIAN DEVELOPMENT BAN 253400Q2AQ3F58BLL187 29843YAB1 2000000.00000000 PA USD 2024312.00000000 0.204431837233 Long DBT NUSS XX N 2 2022-09-20 Fixed 4.77000000 N N N N N N Synchrony Credit Card Master Note Trust 549300G1V1M796QIYC04 87165LBW0 2352000.00000000 PA USD 2366671.54000000 0.239006146804 Long ABS-O CORP US N 2 2025-10-15 Fixed 3.01000000 N N N N N N SIRIUS XM RADIO INC WP5O65E6BMU84LNO4227 82967NBE7 885000.00000000 PA USD 898213.05000000 0.090709013254 Long DBT CORP US N 2 2024-07-15 Fixed 4.63000000 N N N N N N DWS 5493003GD84DGSXJ7618 000000000 8710680.55000000 NS USD 8710680.55000000 0.879676862258 Long STIV RF US N 1 N N N Freddie Mac - STACR 549300L8K4CLYS7FCQ06 35563TAB7 1350000.00000000 PA USD 1097081.69000000 0.110792420082 Long ABS-MBS USGSE US N 2 2030-12-25 Floating 3.10000000 N N N N N N Voya CLO Ltd 549300L8S87K3SMP0R77 92912VAY1 6950000.00000000 PA USD 6532993.05000000 0.659755893284 Long ABS-CBDO CORP KY N 2 2030-04-17 Floating 1.83000000 N N N N N N DB Master Finance LLC 549300F17UZJL70BPB08 233046AJ0 1578075.00000000 PA USD 1525193.71000000 0.154026727239 Long ABS-O CORP US N 2 2049-05-20 Fixed 3.79000000 N N N N N N Taco Bell Funding, LLC N/A 87342RAD6 3950000.00000000 PA USD 3851289.50000000 0.388935197836 Long ABS-O CORP US N 2 2048-11-25 Fixed 4.32000000 N N N N N N AERCAP IRELAND CAP/GLOBA N/A 00772BAR2 2585000.00000000 PA USD 2341142.63000000 0.236428025460 Long DBT CORP IE N 2 2022-02-01 Fixed 3.95000000 N N N N N N Vistra Energy Corp 549300KP43CPCUJOOG15 26817RAB4 2000000.00000000 PA USD 1995000.00000000 0.201471668043 Long DBT CORP US N 2 2023-06-01 Fixed 5.88000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAC4 1750000.00000000 PA USD 1518029.42000000 0.153303217737 Long DBT CORP KY N 2 2023-03-15 Fixed 4.50000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38379PLX3 6886306.80000000 PA USD 800128.73000000 0.080803644051 Long ABS-MBS USGA US N 2 2045-05-20 Fixed 4.00000000 N N N N N N CPS Auto Trust N/A 12637FAC6 566846.55000000 PA USD 565418.15000000 0.057100620462 Long ABS-O CORP US N 2 2023-01-17 Fixed 2.90000000 N N N N N N HPEFS Equipment Trust 549300NXXXDG2TJQD265 40438DAE9 860000.00000000 PA USD 842681.41000000 0.085100967068 Long ABS-O CORP US N 2 2029-09-20 Fixed 2.49000000 N N N N N N CNAC HK Finbridge Co Ltd 549300US1UQ7R7WABI28 000000000 2000000.00000000 PA USD 1987052.38000000 0.200669051372 Long DBT CORP HK N 2 2022-07-19 Fixed 3.50000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05583JAA0 1500000.00000000 PA USD 1485351.62000000 0.150003142111 Long DBT CORP FR N 2 2022-05-22 Fixed 3.00000000 N N N N N N Freddie Mac N/A 3137BJSM6 4160328.81000000 PA USD 388779.07000000 0.039262139214 Long ABS-MBS USGSE US N 2 2045-06-15 Fixed 3.50000000 N N N N N N Banc of America Merrill Lynch Large Loan Inc N/A 054967AJ3 1000000.00000000 PA USD 845623.10000000 0.085398043355 Long ABS-MBS CORP US N 2 2034-09-15 Floating 2.05000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AL7 6500000.00000000 PA USD 6126308.50000000 0.618685509997 Long DBT CORP NL N 2 2023-10-02 Floating 2.45000000 N N N N N N EXPORT-IMPORT BANK KOREA 549300APVP4R32PI3Y06 302154CP2 1680000.00000000 PA USD 1690248.00000000 0.170695280184 Long DBT NUSS KR N 2 2020-11-01 Fixed 2.50000000 N N N N N N DWS 549300BLVWELXUBAZ487 461473845 5313865.75100000 NS USD 5310146.04000000 0.536262646734 Long STIV RF US N 1 N N N Flatiron CLO Ltd 5493008L4GGS612L9S27 33883GAC1 2500000.00000000 PA USD 2235997.50000000 0.225809597025 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 3.19000000 N N N N N N CPS Auto Trust N/A 12595MAC1 3350000.00000000 PA USD 3296033.18000000 0.332860803359 Long ABS-O CORP US N 2 2023-12-15 Fixed 3.05000000 N N N N N N Dell Equipment Finance Trust N/A 24703KAE5 1500000.00000000 PA USD 1469835.90000000 0.148436235851 Long ABS-O CORP US N 2 2024-10-22 Fixed 2.18000000 N N N N N N ROYAL BK SCOTLND GRP PLC 2138005O9XJIJN4JPN90 780097BE0 750000.00000000 PA USD 740646.13000000 0.074796597113 Long DBT CORP GB N 2 2023-05-15 Fixed 3.50000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 013092AD3 250000.00000000 PA USD 246125.00000000 0.024855746514 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N DAIMLER FINANCE NA LLC 549300423Z16BB673J12 233851DR2 3000000.00000000 PA USD 2916104.01000000 0.294492400543 Long DBT CORP US N 2 2022-02-22 Fixed 3.40000000 N N N N N N BANQUE FED CRED MUTUEL VBHFXSYT7OG62HNT8T76 06675FAS6 5000000.00000000 PA USD 4644284.95000000 0.469018464033 Long DBT CORP FR N 2 2022-11-21 Fixed 2.13000000 N N N N N N BROADCOM CRP / CAYMN FI N/A 11134LAF6 5000000.00000000 PA USD 4911408.75000000 0.495994843763 Long DBT CORP US N 2 2024-01-15 Fixed 3.63000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JBK3 900000.00000000 PA USD 887459.22000000 0.089623002192 Long ABS-O CORP CA N 2 2024-09-15 Fixed 2.62000000 N N N N N N STANDARD CHARTERED PLC U4LOSYZ7YG4W3S5F2G91 853254BQ2 4000000.00000000 PA USD 3960300.96000000 0.399944080384 Long DBT CORP GB N 2 2022-09-10 Fixed 2.74000000 N N N N N N SANTANDER HOLDINGS USA 549300SMVCQN2P0O6I58 80282KAS5 6150000.00000000 PA USD 6075738.26000000 0.613578507187 Long DBT CORP US N 2 2023-01-18 Fixed 3.40000000 N N N N N N Dell Equipment Finance Trust 549300CHGEQ6XHCQGX20 24704BAL8 1600000.00000000 PA USD 1601708.80000000 0.161753856469 Long ABS-O CORP US N 2 2025-03-24 Fixed 3.45000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKJ7 1910000.00000000 PA USD 1909717.63000000 0.192859146069 Long DBT CORP US N 2 2021-06-01 Fixed 3.50000000 N N N N N N Fannie Mae - CAS N/A 30711X3H5 315979.69000000 PA USD 277979.94000000 0.028072722904 Long ABS-MBS USGSE US N 2 2031-03-25 Floating 2.95000000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175AX2 4130000.00000000 PA USD 4117150.45000000 0.415784044485 Long DBT CORP US N 2 2020-07-23 Fixed 3.58000000 N N N N N N Voya CLO Ltd N/A 92916GAQ7 6000000.00000000 PA USD 5279664.00000000 0.533184317188 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.73000000 N N N N N N Flagship Credit Auto Trust N/A 33843LAD7 3000000.00000000 PA USD 3019842.90000000 0.304968815184 Long ABS-O CORP US N 2 2022-11-15 Fixed 7.12000000 N N N N N N Towd Point Mortgage Trust N/A 89177WAA7 1724013.72000000 PA USD 1733956.62000000 0.175109339622 Long ABS-O CORP US N 2 2058-11-25 Variable 3.00000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397YS6 6000000.00000000 PA USD 5760000.00000000 0.581692635554 Long DBT CORP US N 2 2020-11-02 Fixed 2.34000000 N N N N N N Novastar Home Equity Loan N/A 66987XFR1 395500.83000000 PA USD 306847.82000000 0.030988041168 Long ABS-MBS CORP US N 2 2034-12-25 Floating 2.00000000 N N N N N N Banc of America Mortgage Securities N/A 05949CKS4 120211.17000000 PA USD 104518.90000000 0.010555186528 Long ABS-MBS CORP US N 2 2035-11-25 Variable 3.90000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03066KAG5 1840000.00000000 PA USD 1783098.00000000 0.180072044283 Long ABS-O CORP US N 2 2025-04-18 Fixed 2.74000000 N N N N N N VOLKSWAGEN GROUP AMERICA 5493002SQ1AVQBY41K40 928668AZ5 3230000.00000000 PA USD 3124057.07000000 0.315493227547 Long DBT CORP US N 2 2022-09-26 Fixed 2.70000000 N N N N N N Intown Hotel Portfolio Trust N/A 46117MAL8 2260000.00000000 PA USD 1977770.97000000 0.199731737511 Long ABS-MBS CORP US N 2 2033-01-15 Floating 1.95000000 N N N N N N Colfax Corp 635400OP2DYYYMOIYL17 15723RAA2 635000.00000000 PA USD 612775.00000000 0.061883108463 Long DBT CORP US N 2 2024-02-15 Fixed 6.00000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAD5 520000.00000000 PA USD 519885.70000000 0.052502375524 Long DBT CORP US N 2 2021-06-15 Fixed 4.42000000 N N N N N N Freddie Mac - STACR N/A 3137G0HT9 369736.00000000 PA USD 367458.35000000 0.037108995845 Long ABS-MBS USGSE US N 2 2028-07-25 Floating 3.85000000 N N N N N N Ares Capital Corp WEQ82666OJYSI5GUAB47 04010LAR4 8000000.00000000 PA USD 7497030.80000000 0.757112431404 Long DBT CORP US N 2 2022-01-19 Fixed 3.63000000 N N N N N N KOREA EAST-WEST POWER CO 549300VDRGYGX9NBTB52 5006EPAG6 2665000.00000000 PA USD 2710361.60000000 0.273714823335 Long DBT CORP KR N 2 2022-06-19 Fixed 2.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KWU8 7061.99000000 PA USD 7500.17000000 0.000757429453 Long ABS-MBS USGA US N 2 2023-11-15 Fixed 6.00000000 N N N N N N COMM Mortgage Trust N/A 12624XAM0 1200000.00000000 PA USD 1187750.76000000 0.119948935758 Long ABS-MBS CORP US N 2 2046-03-10 Fixed 3.15000000 N N N N N N Synchrony Bank 549300UATVPGSLE43Z27 87166FAA1 5300000.00000000 PA USD 5263398.04000000 0.531541645462 Long DBT CORP US N 2 2022-06-15 Fixed 3.00000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JAZ1 4000000.00000000 PA USD 3854213.60000000 0.389230497738 Long ABS-O CORP CA N 2 2023-01-15 Fixed 3.59000000 N N N N N N Prudential Home Mortgage Securities N/A 74434UCP7 1392.40000000 PA USD 1372.62000000 0.000138618566 Long ABS-MBS CORP US N 2 2024-04-28 Variable 6.73000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAA0 4391000.00000000 PA USD 4311131.97000000 0.435373909349 Long DBT CORP US N 2 2025-02-15 Fixed 2.65000000 N N N N N N Spirit AeroSystems Inc ZD2NBKV6GCC3UMGBM518 85205TAH3 2927000.00000000 PA USD 2786830.62000000 0.281437300033 Long DBT CORP US N 2 2021-06-15 Floating 1.54000000 N N N N N N Atrium Hotel Portfolio Trust N/A 04965KAJ9 3500000.00000000 PA USD 2754151.05000000 0.278137045658 Long ABS-MBS CORP US N 2 2035-06-15 Floating 2.13000000 N N N N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AM0 1180000.00000000 PA USD 1121048.39000000 0.113212776486 Long DBT CORP CH N 2 2025-09-11 Fixed 2.59000000 N N N N N N ADANI PORTS AND SPECIAL 335800QOAXP5TM7OYP69 00652MAC6 1000000.00000000 PA USD 953616.68000000 0.096304131926 Long DBT CORP IN N 2 2022-01-19 Fixed 3.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828WU0 5431550.00000000 PA USD 5443133.76000000 0.549692851134 Long DBT UST US N 2 2024-07-15 Fixed 0.13000000 N N N N N N Apidos CLO N/A 03768RAE6 2500000.00000000 PA USD 2317835.00000000 0.234074227418 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 3.33000000 N N N N N N ANTHEM INC 8MYN82XMYQH89CTMTH67 036752AJ2 1400000.00000000 PA USD 1386229.29000000 0.139992946038 Long DBT CORP US N 2 2025-01-15 Fixed 2.38000000 N N N N N N BHARAT PETROLEUM CORP LT 8GRDBX1TJ0PU5NCSHT72 000000000 2920000.00000000 PA USD 2827260.80000000 0.285520275373 Long DBT CORP IN N 2 2022-10-25 Fixed 4.63000000 N N N N N N Battalion CLO LTD 549300CJP8HGT746II19 07131AAC8 5000000.00000000 PA USD 4252785.00000000 0.429481547760 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 3.36000000 N N N N N N COLT Funding LLC N/A 12597KAA7 2911900.57000000 PA USD 2816725.10000000 0.284456292891 Long ABS-MBS CORP US N 2 2050-02-25 Variable 2.49000000 N N N N N N Freddie Mac N/A 312911GW4 10854.62000000 PA USD 11502.75000000 0.001161643222 Long ABS-MBS USGSE US N 2 2022-08-15 Fixed 8.00000000 N N N N N N CHEMOURS CO 549300M1BOLNXL8DOV14 163851AB4 1552000.00000000 PA USD 1319200.00000000 0.133223771670 Long DBT CORP US N 2 2023-05-15 Fixed 6.63000000 N N N N N N ISTAR INC QFFLKWYYS3UPWD86E794 45031UCG4 450000.00000000 PA USD 370080.00000000 0.037373751834 Long DBT US N 2 2025-08-01 Fixed 4.25000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137FNAQ3 17800000.00000000 PA USD 1213497.20000000 0.122549025087 Long ABS-MBS USGSE US N 2 2029-06-25 Variable 0.89000000 N N N N N N Rumo Luxembourg Sarl 222100HOIQFT7YOSPB46 781467AA3 1000000.00000000 PA USD 1000000.00000000 0.100988304783 Long DBT CORP LU N 2 2024-02-09 Fixed 7.38000000 N N N N N DBWF Mortgage Trust N/A 23307GAJ5 250000.00000000 PA USD 188725.33000000 0.019059051146 Long ABS-MBS CORP US N 2 2030-12-19 Floating 2.50000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAL4 1995000.00000000 PA USD 1779180.90000000 0.179676462994 Long ABS-O CORP US N 2 2049-10-25 Fixed 3.67000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286AAF1 2500000.00000000 PA USD 2469683.50000000 0.249409150017 Long ABS-O CORP US N 2 2024-12-16 Fixed 3.81000000 N N N N N N CSAIL Commercial Mortgage Trust N/A 22945DAS2 1000000.00000000 PA USD 965639.50000000 0.097518296137 Long ABS-MBS CORP US N 2 2052-03-15 Fixed 4.48000000 N N N N N N SHELF DRILL HOLD LTD 54930078ZJ3XP4MRYB68 822538AE4 2970000.00000000 PA USD 1419660.00000000 0.143369056769 Long DBT CORP KY N 2 2025-02-15 Fixed 8.25000000 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 21036PBA5 2090000.00000000 PA USD 1970115.51000000 0.198958625583 Long DBT CORP US N 2 2021-11-15 Floating 2.39000000 N N N N N N BX Trust N/A 056059AJ7 1160526.50000000 PA USD 1070414.29000000 0.108099324563 Long ABS-MBS CORP US N 2 2035-11-15 Floating 1.80000000 N N N N N N BX Trust N/A 05608BAG5 3500000.00000000 PA USD 3135586.65000000 0.316657580286 Long ABS-MBS CORP US N 2 2034-04-15 Floating 2.00000000 N N N N N N Verus Securitization Trust N/A 92536MAA9 1357426.53000000 PA USD 1289114.99000000 0.130185537511 Long ABS-MBS CORP US N 2 2058-03-25 Variable 3.63000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KM47 6279.31000000 PA USD 6476.02000000 0.000654002281 Long ABS-MBS USGA US N 2 2022-06-15 Fixed 6.00000000 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 03027XAT7 5000000.00000000 PA USD 5010475.85000000 0.505999462251 Long DBT US N 2 2024-05-15 Fixed 3.38000000 N N N N N N GOLD FIELDS OROGEN HOLD 213800CLGJ2E9KGU2F20 38060AAA2 3000000.00000000 PA USD 2890890.00000000 0.291946080416 Long DBT CORP VG N 2 2020-10-07 Fixed 4.88000000 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 94988J5P8 3000000.00000000 PA USD 3005015.76000000 0.303471447451 Long DBT CORP US N 2 2021-07-23 Fixed 3.33000000 N N N N N N Voya CLO Ltd 54930085W413OSH6FR69 92914NAJ0 3015000.00000000 PA USD 2887203.20000000 0.291573756734 Long ABS-CBDO CORP KY N 2 2029-01-18 Floating 2.72000000 N N N N N N Angel Oak Mortgage Trust N/A 03464QAA3 2875452.20000000 PA USD 2765030.23000000 0.279235715603 Long ABS-MBS CORP US N 2 2059-05-25 Variable 2.93000000 N N N N N N ENRGY TRANS PT/REG FIN N/A 75886AAQ1 2826000.00000000 PA USD 2573444.93000000 0.259887840935 Long DBT CORP US N 2 2022-10-01 Fixed 5.00000000 N N N N N N HYUNDAI CAPITAL AMERICA 549300RIPPWJB5Z0FK07 44891ABE6 2089000.00000000 PA USD 1969490.82000000 0.198895539199 Long DBT CORP US N 2 2023-02-10 Fixed 2.38000000 N N N N N N World OMNI Select Auto Trust N/A 98163BAE2 1500000.00000000 PA USD 1427800.80000000 0.144191182361 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.38000000 N N N N N N EURASIAN DEVELOPMENT BAN 253400Q2AQ3F58BLL187 29843YAC9 1440000.00000000 PA USD 1436929.92000000 0.145113116713 Long DBT NUSS XX N 2 2020-09-26 Fixed 5.00000000 N N N N N N COUNTRY GARDEN HLDGS 549300MGHLPT1EFHGF84 000000000 1000000.00000000 PA USD 945000.00000000 0.095433948020 Long DBT CORP KY N 2 2022-07-25 Fixed 4.75000000 N N N N N N VNESHECONOMBANK(VEB FIN) 635400KYY8E2NCZXJ191 91822CAC2 500000.00000000 PA USD 510190.00000000 0.051523223217 Long DBT CORP IE N 2 2023-11-21 Fixed 5.94000000 N N N N N N NRZ Excess Spread Collateralized Notes N/A 40423XAC6 1874104.36000000 PA USD 1870408.81000000 0.188889414974 Long ABS-O CORP US N 2 2023-01-25 Fixed 3.59000000 N N N N N N TRI Pointe Group Inc N/A 87265HAE9 1375000.00000000 PA USD 1277168.75000000 0.128979106985 Long DBT CORP US N 2 2021-07-01 Fixed 4.88000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAL0 8000000.00000000 PA USD 8283196.96000000 0.836506019181 Long DBT CORP KY N 2 2024-04-11 Fixed 3.28000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DBG3 4000000.00000000 PA USD 3847548.00000000 0.388557350094 Long ABS-O CORP US N 2 2023-10-25 Fixed 3.29000000 N N N N N N Multifamily Connecticut Avenue Securities 549300HG8ZEWVWVSN227 62547NAA7 2425349.26000000 PA USD 2139704.72000000 0.216085152410 Long ABS-MBS CORP US N 2 2049-10-15 Floating 2.65000000 N N N N N N EXPEDIA INC CI7MUJI4USF3V0NJ1H64 30212PAP0 800000.00000000 PA USD 691513.34000000 0.069834759942 Long DBT CORP US N 2 2028-02-15 Fixed 3.80000000 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BL2 500000.00000000 PA USD 473750.00000000 0.047843209391 Long DBT CORP GB N 2 N/A Fixed 6.00000000 N N N N N N LCM Ltd Partnership 549300RB1XGNK3FHRH35 50181GBG4 2120000.00000000 PA USD 1887253.68000000 0.190590549840 Long ABS-CBDO CORP KY N 2 2031-10-15 Floating 3.58000000 N N N N N N COMM Mortgage Trust 549300YJIXJB9DCDOI21 12626BAQ7 2850000.00000000 PA USD 2895568.37000000 0.292418541072 Long ABS-MBS CORP US N 2 2046-08-10 Variable 4.79000000 N N N N N N PRIME SECSRVC BRW/FINANC N/A 74166MAB2 1540000.00000000 PA USD 1521196.60000000 0.153623065876 Long DBT CORP US N 2 2024-04-15 Fixed 5.25000000 N N N N N N Credit-Based Asset Servicing and Securitization N/A 12498NAB9 2271550.83000000 PA USD 1887478.61000000 0.190613265139 Long ABS-O CORP US N 2 2036-12-25 Variable 3.30000000 N N N N N N DISCOVER FINANCIAL SVS Z1YLO2USPORE63VVUL20 254709AK4 1100000.00000000 PA USD 1116834.24000000 0.112787196622 Long DBT CORP US N 2 2024-11-06 Fixed 3.95000000 N N N N N N Indian Oil Corp Ltd 335800J8OBWE4VFUDG88 000000000 2000000.00000000 PA USD 1959740.00000000 0.197910820417 Long DBT CORP IN N 2 2023-08-01 Fixed 5.75000000 N N N N N N NatWest Markets PLC RR3QWICWWIPCS8A4S074 63906AAB6 5000000.00000000 PA USD 4711266.55000000 0.475782822269 Long DBT CORP GB N 2 2022-09-29 Floating 2.77000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796SZ3 2590000.00000000 PA USD 2589399.43000000 0.261499058843 Long STIV UST US N 2 2020-07-16 None 0.00000000 N N N N N N CLEAR CHANNEL WORLDWIDE N/A 18451QAN8 179000.00000000 PA USD 153492.50000000 0.015500947372 Long DBT CORP US N 2 2024-02-15 Fixed 9.25000000 N N N N N N Fannie Mae N/A 3136ALLP4 3729783.90000000 PA USD 333721.07000000 0.033701925129 Long ABS-MBS USGSE US N 2 2044-03-25 Fixed 4.50000000 N N N N N N Countrywide Home Loans N/A 126694VR6 71843.27000000 PA USD 58349.84000000 0.005892651426 Long ABS-MBS CORP US N 2 2036-02-20 Variable 3.50000000 N N N N N N MARKWEST ENERGY PART/FIN N/A 570506AT2 2500000.00000000 PA USD 2058425.38000000 0.207876889650 Long DBT CORP US N 2 2025-06-01 Fixed 4.88000000 N N N N N N Range Resources Corp H3Y3WLYCX0BTO1TRW162 75281AAY5 2200000.00000000 PA USD 1649340.00000000 0.166564050612 Long DBT CORP US N 2 2022-08-15 Fixed 5.00000000 N N N N N Hospitality Mortgage Trust N/A 40443RAG6 3660839.91000000 PA USD 2995826.38000000 0.302543427542 Long ABS-MBS CORP US N 2 2036-11-15 Floating 2.05000000 N N N N N N Foursight Capital Automobile Receivables Trust N/A 35105FAE6 2500000.00000000 PA USD 2351727.50000000 0.237496973538 Long ABS-O CORP US N 2 2025-08-15 Fixed 2.41000000 N N N N N N Mylan NV 549300A0CD4KNFGIIS89 62854AAM6 2500000.00000000 PA USD 2465950.00000000 0.249032110181 Long DBT CORP NL N 2 2021-06-15 Fixed 3.15000000 N N N N N N IMT Trust N/A 44974AAG2 4518740.67000000 PA USD 3957698.35000000 0.399681247212 Long ABS-MBS CORP US N 2 2034-06-15 Floating 1.65000000 N N N N N N QATARI DIAR FINANCE QSC 549300TS2HAOU3GDWY53 74733WAB4 2000000.00000000 PA USD 2003928.00000000 0.202373291628 Long DBT CORP QA N 2 2020-07-21 Fixed 5.00000000 N N N N N N Dell Equipment Finance Trust N/A 24704DAJ9 2000000.00000000 PA USD 2016753.60000000 0.203668527230 Long ABS-O CORP US N 2 2023-10-22 Fixed 3.72000000 N N N N N N TURKIYE SINAI KALKINMA B 549300MFCXK5HOOEWP84 90015YAA7 500000.00000000 PA USD 429875.00000000 0.043412347518 Long DBT CORP TR N 2 2025-01-23 Fixed 6.00000000 N N N N N N Seagate HDD Cayman 529900BD50TRWEG1SF63 81180WAT8 1800000.00000000 PA USD 1793529.38000000 0.181125491666 Long DBT CORP KY N 2 2024-03-01 Fixed 4.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36241KLN6 6526.44000000 PA USD 6684.19000000 0.000675025016 Long ABS-MBS USGA US N 2 2022-01-15 Fixed 6.00000000 N N N N N N Bombardier Inc W7L3VLU8EHQY34Z36697 097751BJ9 2000000.00000000 PA USD 1500000.00000000 0.151482457175 Long DBT CORP CA N 2 2022-10-15 Fixed 6.00000000 N N N N N N VNESHECONOMBANK(VEB FIN) 635400KYY8E2NCZXJ191 91821XAB9 4000000.00000000 PA USD 3995400.00000000 0.403488672933 Long DBT CORP IE N 2 2020-07-09 Fixed 6.90000000 N N N N N N Countrywide Home Equity Loan Trust N/A 12668FAB0 1414093.73000000 PA USD 1258599.42000000 0.127103821827 Long ABS-O CORP US N 2 2037-01-15 Floating 0.84000000 N N N N N N MPLX LP 5493000CZJ19CK4P3G36 55336VAY6 3330000.00000000 PA USD 3188229.75000000 0.321973917713 Long DBT CORP US N 2 2022-12-01 Fixed 3.50000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCE4 4000000.00000000 PA USD 3238116.00000000 0.327011845533 Long DBT CORP US N 2 2023-01-05 Floating 2.89000000 N N N N N N Fanniemae Strip B1V7KEBTPIMZEU4LTD58 3136FCGR1 97805.77000000 PA USD 18894.38000000 0.001908111406 Long ABS-MBS USGSE US N 2 2034-03-25 Fixed 5.50000000 N N N N N N AmeriCredit Automobile Receivables Trust N/A 03065MAF4 44308.25000000 PA USD 44294.53000000 0.004473229495 Long ABS-O CORP US N 2 2021-07-08 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296RUD7 12243.11000000 PA USD 12933.27000000 0.001306109012 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.00000000 N N N N N N MLCC Mortgage Investors Inc N/A 59020UNM3 14182.60000000 PA USD 12891.41000000 0.001301881642 Long ABS-MBS CORP US N 2 2034-12-25 Variable 3.75000000 N N N N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287YBL2 3080000.00000000 PA USD 3082413.18000000 0.311287681691 Long DBT CORP US N 2 2022-11-21 Fixed 2.30000000 N N N N N N SHIMAO PROPERTY HLDGS 254900WTJ6B5CU69ZD26 000000000 2580000.00000000 PA USD 2535054.13000000 0.256010819123 Long DBT CORP KY N 2 2022-07-03 Fixed 4.75000000 N N N N N N COMM Mortgage Trust N/A 20048EBA8 1500000.00000000 PA USD 1490441.25000000 0.150517135217 Long ABS-MBS CORP US N 2 2046-01-10 Fixed 3.28000000 N N N N N N Fannie Mae N/A 3136AJVV5 1709658.86000000 PA USD 1798690.66000000 0.181646720583 Long ABS-MBS USGSE US N 2 2042-08-25 Fixed 4.00000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JBA5 3000000.00000000 PA USD 2877983.40000000 0.290642664762 Long ABS-O CORP CA N 2 2023-01-15 Fixed 3.98000000 N N N N N N Atrium CDO Corp N/A 04965LAJ7 4250000.00000000 PA USD 3837499.25000000 0.387542543866 Long ABS-CBDO CORP KY N 2 2030-08-23 Floating 3.54000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828S27 4000000.00000000 PA USD 4050937.52000000 0.409097312930 Long DBT UST US N 2 2021-06-30 Fixed 1.13000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285HAF7 250000.00000000 PA USD 247861.10000000 0.025031072310 Long ABS-O CORP US N 2 2025-04-15 Fixed 3.42000000 N N N N N N CSMLT TRUST N/A 12637LAD1 1967413.58000000 PA USD 1934559.54000000 0.195367888448 Long ABS-MBS CORP US N 2 2045-08-25 Variable 3.50000000 N N N N N N Neuberger Berman CLO Ltd 549300FCSYYS3J0RKL34 64128QAU9 1800000.00000000 PA USD 1574589.60000000 0.159015134434 Long ABS-CBDO CORP KY N 2 2030-10-21 Floating 3.52000000 N N N N N N CVS Pass-Through Trust N/A 126650BP4 1107311.38000000 PA USD 1201632.11000000 0.121350789762 Long DBT CORP US N 2 2028-12-10 Fixed 6.04000000 N N N N N N Southern Pacific Secured Assets Corp N/A 843590DK3 896.64000000 PA USD 905.33000000 0.000091427741 Long ABS-MBS CORP US N 2 2029-07-25 Variable 6.37000000 N N N N N N GLOBAL BANK CORPORATION 5493005ROG3FS85TE513 37954JAB2 2875000.00000000 PA USD 2804562.50000000 0.283228012535 Long DBT CORP PA N 2 2021-10-20 Fixed 4.50000000 N N N N N N ENERGY TRANSFER OPERATNG 5493008K8W3OKZE54J59 29273RBD0 750000.00000000 PA USD 650926.79000000 0.065735993060 Long DBT CORP US N 2 2025-03-15 Fixed 4.05000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429MAG8 3000000.00000000 PA USD 2888388.30000000 0.291693437974 Long ABS-MBS CORP US N 2 2036-01-10 Fixed 4.68000000 N N N N N N Fannie Mae N/A 3136A62T0 2703790.11000000 PA USD 383840.56000000 0.038763407461 Long ABS-MBS USGSE US N 2 2042-07-25 Fixed 4.50000000 N N N N N N Navistar Financial Dealer Note Master Trust 549300S28N49H5RT4J50 63938PBD0 1250000.00000000 PA USD 1212470.63000000 0.122445353523 Long ABS-O CORP US N 2 2023-09-25 Floating 1.58000000 N N N N N N Banc of America Funding Corporation 54930023UHZHF7UJ8596 05954WAA2 116216.81000000 PA USD 115586.22000000 0.011672856414 Long ABS-MBS CORP US N 2 2037-09-25 Fixed 6.00000000 N N N N N N BAT Capital Corp 2138005GYEXN7XRHFA84 05526DAV7 5265000.00000000 PA USD 5174436.58000000 0.522557578425 Long DBT CORP US N 2 2022-08-15 Fixed 2.76000000 N N N N N N Freddie Mac - STACR 549300BL200YC56BUV20 35563WAH7 540541.00000000 PA USD 444446.65000000 0.044883913750 Long ABS-MBS USGSE US N 2 2048-09-25 Floating 3.05000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36296HBJ7 20030.66000000 PA USD 20891.14000000 0.002109760813 Long ABS-MBS USGA US N 2 2023-09-15 Fixed 6.00000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBE4 5000000.00000000 PA USD 5056320.55000000 0.510629240788 Long DBT CORP GB N 2 2023-02-15 Fixed 4.61000000 N N N N N N Dominos Pizza Master Issuer LLC N/A 25755TAG5 11084850.00000000 PA USD 10700538.25000000 1.080629218142 Long ABS-O CORP US N 2 2047-07-25 Fixed 3.08000000 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 456837AG8 1580000.00000000 PA USD 1587479.74000000 0.160316887821 Long DBT CORP NL N 2 2022-03-29 Fixed 3.15000000 N N N N N N Babson CLO Ltd N/A 06759MAE1 1500000.00000000 PA USD 1356382.50000000 0.136978769313 Long ABS-CBDO CORP KY N 2 2030-07-23 Floating 3.26000000 N N N N N N CNH INDUSTRIAL CAP LLC 549300PNSJ5B81UMVO28 12592BAG9 2185000.00000000 PA USD 2173586.96000000 0.219506862390 Long DBT CORP US N 2 2021-10-15 Fixed 3.88000000 N N N N N N Barclays Commercial Mortgage Securities LLC N/A 05548WAA5 4000000.00000000 PA USD 3709644.40000000 0.374630699306 Long ABS-MBS CORP US N 2 2037-03-15 Floating 1.43000000 N N N N N N CVS HEALTH CORP 549300EJG376EN5NQE29 126650DE7 1360000.00000000 PA USD 1379271.61000000 0.139290301730 Long DBT CORP US N 2 2024-08-15 Fixed 2.63000000 N N N N N N Credit Suisse First Boston Mortgage Securities N/A 2254W0KC8 136591.51000000 PA USD 140877.36000000 0.014226965768 Long ABS-MBS CORP US N 2 2019-10-25 Fixed 5.00000000 N N N N N N BRAVO Residential Funding Trust N/A 10568HAA3 2580354.44000000 PA USD 2533001.07000000 0.255803484074 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.67000000 N N N N N N MARB BondCo PLC 254900PVA1EU6QM1JN57 566007AB6 2000000.00000000 PA USD 1802500.00000000 0.182031419372 Long DBT CORP GB N 2 2025-01-19 Fixed 6.88000000 N N N N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444UBC9 2000000.00000000 PA USD 1907520.00000000 0.192637211141 Long DBT US N 2 2024-11-18 Fixed 2.63000000 N N N N N N DISCOVERY COMMUNICATIONS L2Z2MO2EQURH3BREWI15 25470DBA6 5415000.00000000 PA USD 5456188.66000000 0.551011243354 Long DBT CORP US N 2 2022-06-15 Fixed 3.50000000 N N N N N N Freddie Mac - STACR 549300Y6KOVOWQ8OJC33 35564LAH0 915405.67000000 PA USD 758779.12000000 0.076627817034 Long ABS-MBS USGSE US N 2 2049-03-25 Floating 3.40000000 N N N N N N BHMS Mortgage Trust N/A 05549GAA9 1500000.00000000 PA USD 1254877.80000000 0.126727981732 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.95000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128286M7 28000000.00000000 PA USD 29153906.32000000 2.944203577083 Long DBT UST US N 2 2022-04-15 Fixed 2.25000000 N N N N N N NEXTERA ENERGY OPERATING 549300KJEC5IUVJWR786 65342QAK8 855000.00000000 PA USD 833625.00000000 0.084186375575 Long DBT CORP US N 2 2024-07-15 Fixed 4.25000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 05578QAE3 500000.00000000 PA USD 485112.68000000 0.048990707182 Long DBT CORP FR N 2 2026-04-01 Fixed 4.88000000 N N N N N N CREDIT AGRICOLE LONDON 969500TJ5KRTCJQWXH05 22535WAA5 8000000.00000000 PA USD 7983466.56000000 0.806236754192 Long DBT CORP FR N 2 2022-01-10 Fixed 3.38000000 N N N N N N FHLMC Multifamily Structured Pass Through Certs. N/A 3137BSP98 23493102.51000000 PA USD 1176205.67000000 0.118783016690 Long ABS-MBS USGSE US N 2 2026-08-25 Variable 0.93000000 N N N N N N World Financial Network Credit Card Master Trust N/A 981464FK1 5000000.00000000 PA USD 4976177.00000000 0.502535679534 Long ABS-O CORP US N 2 2025-04-15 Fixed 2.33000000 N N N N N N NOMURA HOLDINGS INC 549300B3CEAHYG7K8164 65535HAP4 2495000.00000000 PA USD 2441218.70000000 0.246534538119 Long DBT CORP JP N 2 2025-01-16 Fixed 2.65000000 N N N N N N Deephaven Residential Mortgage Trust N/A 24381HAA9 1963114.74000000 PA USD 1916803.88000000 0.193574774444 Long ABS-MBS CORP US N 2 2058-04-25 Variable 3.48000000 N N N N N N PARK AEROSPACE HOLDINGS 635400CPI3EOIFF6OC33 70014LAA8 450000.00000000 PA USD 406627.21000000 0.041064592616 Long DBT CORP KY N 2 2022-08-15 Fixed 5.25000000 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 87165BAN3 180000.00000000 PA USD 177069.94000000 0.017881993068 Long DBT CORP US N 2 2024-03-19 Fixed 4.38000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 173067GE3 68671.31000000 PA USD 67367.80000000 0.006803359919 Long ABS-MBS CORP US N 3 2051-09-20 Variable 5.50000000 N N N N N N Renaissance Home Equity Loan Trust N/A 75970QAD2 340248.74000000 PA USD 96400.74000000 0.009735347312 Long ABS-MBS CORP US N 2 2037-06-25 Variable 5.89000000 N N N N N N Hertz Vehicle Financing LLC 549300FPK70TCB78NG05 42806DBS7 1500000.00000000 PA USD 1384072.80000000 0.139775165769 Long ABS-O CORP US N 2 2024-02-25 Fixed 4.39000000 N N N N N N World Omni Select Auto Trust 2018-1 N/A 98162DAG4 1000000.00000000 PA USD 994109.50000000 0.100393433174 Long ABS-O CORP US N 2 2023-07-15 Fixed 3.68000000 N N N N N N People's Choice Home Loan Securities Trust N/A 71085PAD5 1508945.09000000 PA USD 1178605.17000000 0.119025338127 Long ABS-MBS CORP US N 2 2034-06-25 Floating 1.99000000 N N N N N N Altice Financing SA 549300DIYGW8HVDF7Q17 02154CAE3 2250000.00000000 PA USD 2180025.00000000 0.220157029136 Long DBT CORP LU N 2 2026-05-15 Fixed 7.50000000 N N N N N N Freddie Mac N/A 3137B6PB1 4482778.20000000 PA USD 4807354.07000000 0.485486538025 Long ABS-MBS USGSE US N 2 2043-01-15 Fixed 4.00000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38375PP96 416357.93000000 PA USD 45730.36000000 0.004618231533 Long ABS-MBS USGA US N 2 2037-03-20 Fixed 5.50000000 N N N N N N Galaxy CLO Ltd 549300MJK1HWQWCLYA68 36318WAE0 1565000.00000000 PA USD 1478172.24000000 0.149278108696 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 3.03000000 N N N N N N Hudbay Minerals Inc 549300WI524AL577IX21 443628AF9 300000.00000000 PA USD 261000.00000000 0.026357947548 Long DBT CORP CA N 2 2023-01-15 Fixed 7.25000000 N N N N N N VEON Holdings BV 5493000XDKGUH5NQGE22 92718WAF6 1590000.00000000 PA USD 1570125.00000000 0.158564262048 Long DBT CORP NL N 2 2021-06-16 Fixed 3.95000000 N N N N N N Dell Equipment Finance Trust 2018-1 N/A 24704AAF3 500000.00000000 PA USD 501789.90000000 0.050674911358 Long ABS-O CORP US N 2 2023-06-22 Fixed 3.53000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 38378TGH7 17466109.27000000 PA USD 2114358.98000000 0.213525529094 Long ABS-MBS USGA US N 2 2043-05-20 Fixed 3.50000000 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 05964HAE5 3200000.00000000 PA USD 3050328.19000000 0.308047472942 Long DBT CORP ES N 2 2023-02-23 Fixed 3.13000000 N N N N N N KENBOURNE INVEST SA 222100QGH6Y9KFYZ4B27 48855KAA8 425000.00000000 PA USD 312375.00000000 0.031546221706 Long DBT CORP LU N 2 2024-11-26 Fixed 6.88000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80286HAF6 4000000.00000000 PA USD 3860127.60000000 0.389827742573 Long ABS-O CORP US N 2 2025-10-15 Fixed 2.49000000 N N N N N N Morgan Stanley Capital I Trust N/A 61691MAG2 1568800.00000000 PA USD 1257715.12000000 0.127014517869 Long ABS-MBS CORP US N 2 2035-07-15 Floating 1.90000000 N N N N N N Flagship Credit Auto Trust N/A 33845FAE6 3670000.00000000 PA USD 3526064.44000000 0.356091270354 Long ABS-O CORP US N 2 2025-12-15 Fixed 2.77000000 N N N N N N MRCD Mortgage Trust N/A 55348UAN8 5000000.00000000 PA USD 4833892.00000000 0.488166558588 Long ABS-MBS CORP US N 2 2036-12-15 Fixed 2.72000000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 247361ZU5 3000000.00000000 PA USD 2400776.43000000 0.242450341830 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N N Ford Motor Credit Co LLC UDSQCVRUX5BONN0VY111 345397ZB2 6000000.00000000 PA USD 5560800.00000000 0.561575765242 Long DBT CORP US N 2 2023-02-15 Fixed 4.14000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RAV4 3705000.00000000 PA USD 3566735.37000000 0.360198558628 Long DBT CORP FR N 2 2025-01-22 Fixed 2.63000000 N N N N N N GENERAL MOTORS FINL CO 5493008B6JBRUJ90QL97 37045XCV6 4000000.00000000 PA USD 3457703.28000000 0.349187592692 Long DBT CORP US N 2 2025-02-26 Fixed 2.90000000 N N N N N N EQUITABLE HOLDINGS INC 549300FIBAKMNHPZ4009 054561AC9 6010000.00000000 PA USD 5956273.73000000 0.601513986821 Long DBT CORP US N 2 2023-04-20 Fixed 3.90000000 N N N N N N Aircastle Ltd 549300PNK8AKY3OIKP58 00928QAR2 2534000.00000000 PA USD 2423301.12000000 0.244725072089 Long DBT CORP BM N 2 2023-09-25 Fixed 4.40000000 N N N N N N Sequoia Mortgage Trust N/A 81744WAC4 1738773.91000000 PA USD 1611605.55000000 0.162753312474 Long ABS-MBS CORP US N 2 2043-02-25 Variable 1.86000000 N N N N N N Ventas Realty LP 32SXKSJ72K64GM3HOU64 92277GAP2 2100000.00000000 PA USD 2051000.87000000 0.207127100971 Long DBT US N 2 2024-04-15 Fixed 3.50000000 N N N N N N NISSAN MOTOR ACCEPTANCE 7D6DIU2QXTUJRFNNJA49 654740BJ7 2612000.00000000 PA USD 2558872.34000000 0.258416179774 Long DBT CORP US N 2 2021-09-21 Fixed 3.65000000 N N N N N N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 00084DAT7 4024000.00000000 PA USD 4028828.80000000 0.406864590776 Long DBT CORP NL N 2 2021-08-27 Fixed 3.40000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828W89 20000000.00000000 PA USD 20661718.80000000 2.086591955532 Long DBT UST US N 2 2022-03-31 Fixed 1.88000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 9128284L1 10000000.00000000 PA USD 10755078.10000000 1.086137105136 Long DBT UST US N 2 2023-04-30 Fixed 2.75000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 3622A2Y71 35008.67000000 PA USD 42235.94000000 0.004265335981 Long ABS-MBS USGA US N 2 2039-01-15 Fixed 6.00000000 N N N N N N Tencent Holdings Ltd 254900N4SLUMW4XUYY11 88032WAJ5 1180000.00000000 PA USD 1150311.20000000 0.116167978061 Long DBT CORP KY N 2 2023-01-19 Floating 2.42000000 N N N N N N New Residential Mortgage Loan Trust N/A 64829PAA7 1666114.28000000 PA USD 1635691.20000000 0.165185681437 Long ABS-MBS CORP US N 2 2049-07-25 Variable 2.80000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912810SL3 2000000.00000000 PA USD 2316953.12000000 0.233985167852 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N Broadcom Inc 549300WV6GIDOZJTV909 11135FAA9 3509000.00000000 PA USD 3470788.71000000 0.350509068085 Long DBT CORP US N 2 2021-04-15 Fixed 3.13000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912828N30 10000000.00000000 PA USD 10507031.20000000 1.061087269198 Long DBT UST US N 2 2022-12-31 Fixed 2.13000000 N N N N N N DBCG Mortgage Trust N/A 233062AA6 3920000.00000000 PA USD 3537097.14000000 0.357205444024 Long ABS-MBS CORP US N 2 2034-06-15 Floating 1.40000000 N N N N N N Ryder System Inc ZXJ6Y2OSPZXIVGRILD15 78355HKM0 1350000.00000000 PA USD 1354197.89000000 0.136758149252 Long DBT CORP US N 2 2022-06-01 Fixed 2.88000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36220XCR4 8.28000000 PA USD 8.28000000 0.000000836183 Long ABS-MBS USGA US N 2 2020-07-15 Fixed 9.50000000 N N N N N N WAMU Mortgage Pass-Through Certificates N/A 92922FEW4 382070.96000000 PA USD 389102.59000000 0.039294810951 Long ABS-MBS CORP US N 2 2033-10-25 Fixed 5.25000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254BM1 4660000.00000000 PA USD 4678272.09000000 0.472450767686 Long DBT CORP GB N 2 2023-01-20 Fixed 4.25000000 N N N N N N NXP BV/NXP FUNDING LLC N/A 62947QAV0 4000000.00000000 PA USD 4117071.12000000 0.415776033083 Long DBT CORP NL N 2 2023-06-01 Fixed 4.63000000 N N N N N N SUNOCO LP/FINANCE CORP N/A 86765LAJ6 815000.00000000 PA USD 778325.00000000 0.078601722320 Long DBT CORP US N 2 2023-01-15 Fixed 4.88000000 N N N N N N Octagon Investment Partners XVI Ltd N/A 67590BAU4 9000000.00000000 PA USD 7852050.00000000 0.792965218577 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 3.44000000 N N N N N N ASB BANK LIMITED 549300IBZWZL1KTPF918 00216LAC7 6860000.00000000 PA USD 7025069.23000000 0.709449832526 Long DBT CORP NZ N 2 2024-05-23 Fixed 3.13000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3138E7JZ8 45181.66000000 PA USD 47330.97000000 0.004779874424 Long ABS-MBS USGSE US N 2 2027-05-01 Fixed 3.00000000 N N N N N N Santander Drive Auto Receivables Trust N/A 80285FAE4 744190.22000000 PA USD 744411.91000000 0.075176896851 Long ABS-O CORP US N 2 2022-09-15 Fixed 3.03000000 N N N N N N Flagship Credit Auto Trust N/A 33843FAE8 2235000.00000000 PA USD 2083340.05000000 0.210392979937 Long ABS-O CORP US N 2 2026-01-15 Fixed 2.24000000 N N N N N N Residential Funding Mtg Sec I N/A 76111XUG6 893.04000000 PA USD 893.04000000 0.000090186595 Long ABS-MBS CORP US N 2 2020-03-25 Fixed 4.75000000 N N N N N N Residential Asset Mortgage Products, INC. N/A 76112BBR0 239949.86000000 PA USD 232272.54000000 0.023456810062 Long ABS-MBS CORP US N 2 2031-12-25 Fixed 7.50000000 N N N N N N MTRO Commercial Mortgage Trust N/A 55378MAE9 250000.00000000 PA USD 229915.60000000 0.023218786687 Long ABS-MBS CORP US N 2 2033-12-15 Floating 2.00000000 N N N N N N FIRST QUANTUM MINERALS L 549300I7UVBGWRYMYZ18 335934AK1 486000.00000000 PA USD 409151.25000000 0.041319491137 Long DBT CORP CA N 2 2023-04-01 Fixed 7.25000000 N N N N N N JP Morgan Mortgage Trust N/A 46649YAQ8 412854.08000000 PA USD 408080.08000000 0.041211315495 Long ABS-MBS CORP US N 2 2049-02-25 Variable 4.00000000 N N N N N N NYT Mortgage Trust N/A 62954PAG5 500000.00000000 PA USD 470515.10000000 0.047516522324 Long ABS-MBS CORP US N 2 2035-12-15 Floating 2.10000000 N N N N N N Citigroup Commercial Mortgage Trust N/A 29429JAG5 869349.00000000 PA USD 806245.39000000 0.081421355175 Long ABS-MBS CORP US N 2 2036-05-10 Fixed 3.90000000 N N N N N N ASX Clear (Futures) 549300ZD7BBOVZFVHK49 000000000 100.00000000 NC -45494.02000000 -0.00459436395 N/A DIR AU N 1 ASX Clear (Futures) 549300ZD7BBOVZFVHK49 Long 10 Year Commonwealth Treasury Bond XMM0 Comdty 2020-06-15 15135039.00000000 AUD -45494.02000000 N N N Bausch Health Cos Inc B3BS7ACMDUWISF18KY76 91911KAK8 1800000.00000000 PA USD 1833732.00000000 0.185185486107 Long DBT CORP CA N 2 2024-03-15 Fixed 7.00000000 N N N N N N Answers.com Corp 549300X4RCUNHIMQRV95 03662X100 2220.00000000 NS USD 1094.24000000 0.000110505442 Long EC CORP US N 3 N N N United States Treasury 254900HROIFWPRGM1V77 912828WG1 9600000.00000000 PA USD 9822749.95000000 0.991982865766 Long DBT UST US N 2 2021-04-30 Fixed 2.25000000 N N N N N N FWD Securitization Trust N/A 302980AA5 846746.34000000 PA USD 839319.36000000 0.084761439338 Long ABS-MBS CORP US N 2 2049-06-25 Variable 2.81000000 N N N N N N ONGC Videsh Ltd 335800WPRPCRI524XG72 000000000 1000000.00000000 PA USD 971967.38000000 0.098157338011 Long DBT CORP IN N 2 2023-05-07 Fixed 3.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 31410KT61 19167.26000000 PA USD 19604.97000000 0.001979872685 Long ABS-MBS USGSE US N 2 2038-09-01 Floating 4.02000000 N N N N N N DELL INT LLC / EMC CORP N/A 25272KAG8 3200000.00000000 PA USD 3288482.66000000 0.332098289144 Long DBT CORP US N 2 2023-06-15 Fixed 5.45000000 N N N N N N Hilton Grand Vacations Trust N/A 43284AAB0 171664.48000000 PA USD 170025.50000000 0.017170587015 Long ABS-O CORP US N 2 2026-11-25 Fixed 2.07000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TJ8 2900000.00000000 PA USD 2898512.30000000 0.292715843572 Long STIV UST US N 2 2020-09-10 None 0.00000000 N N N N N N Natixis Commercial Mortgage Securities N/A 63874PAE5 3500000.00000000 PA USD 3329275.25000000 0.336217863656 Long ABS-MBS CORP US N 2 2033-07-15 Floating 1.66000000 N N N N N N MOSAIC CO 2YD5STGSJNMUB7H76907 61945CAF0 2515000.00000000 PA USD 2464715.95000000 0.248907485564 Long DBT CORP US N 2 2022-11-15 Fixed 3.25000000 N N N N N N Venture XXVIII CLO Ltd 54930010DKR017G3JK24 92331AAC8 1000000.00000000 PA USD 940473.00000000 0.094976773964 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.93000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 36202ET58 3818.74000000 PA USD 4677.98000000 0.000472421270 Long ABS-MBS USGA US N 2 2038-06-20 Fixed 7.00000000 N N N N N N WESTERN MIDSTREAM OPERAT L6D8A6MLSY454J2JXJ60 958667AB3 1991000.00000000 PA USD 1014900.46000000 0.102493076979 Long DBT CORP US N 2 2025-02-01 Fixed 3.10000000 N N N N N N Republic of Namibia 549300T6Y4CWK77SML15 62987BAA0 1000000.00000000 PA USD 959100.00000000 0.096857883118 Long DBT NUSS NA N 2 2021-11-03 Fixed 5.50000000 N N N N N N Canadian Pacer Auto Receivables Trust 549300G7ER2PTT19ZV22 13645YAG4 1125000.00000000 PA USD 1089005.18000000 0.109976787029 Long ABS-O CORP CA N 2 2026-05-19 Fixed 2.49000000 N N N N N N Canadian Pacer Auto Receivables Trust 549300EBZ7BR10QAH203 13646AAF7 1000000.00000000 PA USD 1009593.40000000 0.101957125986 Long ABS-O CORP CA N 2 2024-01-19 Fixed 3.63000000 N N N N N N D.R. HORTON INC 529900ZIUEYVSB8QDD25 23331ABL2 2070000.00000000 PA USD 2041190.67000000 0.206136385503 Long DBT CORP US N 2 2020-12-01 Fixed 2.55000000 N N N N N N CBQ Finance Ltd 213800FNEMX56U9OHK56 000000000 2000000.00000000 PA USD 2004000.00000000 0.202380562786 Long DBT CORP BM N 2 2023-05-24 Fixed 5.00000000 N N N N N N Fontainebleau Miami Beach Trust N/A 34461LAL8 5000000.00000000 PA USD 3820877.50000000 0.385863941511 Long ABS-MBS CORP US N 2 2036-12-10 Fixed 4.09000000 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 44891AAV9 5000000.00000000 PA USD 4837067.65000000 0.488487262098 Long DBT CORP US N 2 2021-07-08 Floating 2.81000000 N N N N N N 2020-04-17 DEUTSCHE DWS INCOME TRUST Diane Kenneally Diane Kenneally Treasurer and Chief Financial Officer