# EDGAR Filing Document

**Accession Number:** 0001318342
**File Stem:** 0001145549-23-008308
**Filing Date:** 2023-2
**Character Count:** 158217
**Document Hash:** 6b263015aa19626dd4bddb0eafe8d55d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-008308.hdr.sgml**: 20230222

**ACCESSION NUMBER**: 0001145549-23-008308

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230222

**DATE AS OF CHANGE**: 20230222

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Investment Managers Series Trust
- **CENTRAL INDEX KEY:** 0001318342
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21719
- **FILM NUMBER:** 23653969

**BUSINESS ADDRESS:**
- **STREET 1:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212
- **BUSINESS PHONE:** 626-914-4141

**MAIL ADDRESS:**
- **STREET 1:** 235 WEST GALENA STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53212

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Claymore Trust
- **DATE OF NAME CHANGE:** 20050603

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Claymore Equity Trust
- **DATE OF NAME CHANGE:** 20050218

## Series and Classes Contracts Data

### AAM/HIMCO Short Duration Fund (Series ID: S000045893)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000142996 | Class A      | ASDAX           |
| C000142997 | Class C      | ASDCX           |
| C000142998 | Class I      | ASDIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** INVESTMENT MANAGERS SERIES TRUST

- **b. Investment Company Act file number:** 811-21719

- **c. CIK number of Registrant:** 0001318342

- **d. LEI of Registrant:** 549300ESWU4ZNAH5Y054

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

  - **Street Address 1:** 235 WEST GALENA STREET

  - **City:** MILWAUKEE

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 532123948

  - **Telephone number:** 4142992000

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

- **a. Name of Series:** AAM HIMCO Short Duration Income Fund

- **b. EDGAR series identifier (if any):** S000045893

- **c. LEI of Series:** 549300E0AXI7AMELH667

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

- **a. Date of fiscal year-end:** 2023-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $534480423.80

**Total Liabilities:** $1182407.48

**Net Assets:** $533298016.32

**Delayed Delivery Securities:** $833000.00

**Cash Not Reported:** $261649.66

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2242.336126051988 | **1-Year:** 28073.934590106399 | **5-Year:** 12365.144437542373 | **10-Year:** 10892.473313726845 | **30-Year:** 21162.581220936896

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

- **3-Month:** 14.682272250000 | **1-Year:** 2965.301089096232 | **5-Year:** 8136.922886625728 | **10-Year:** 1730.810950901621 | **30-Year:** 2584.568621596421

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000142996 | -0.09%               | 0.57%                | 0.38%                |
| Class ID C000142997 | -0.26%               | 0.51%                | 0.42%                |
| Class ID C000142998 | -0.07%               | 0.59%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-72588.50               | $-1932162.50                               |
| Month 2  | $-35409.69               | $1814494.19                                |
| Month 3  | $-44988.89               | $729820.15                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AGL Core 4 CLO Ltd                           | AGL Core CLO 4 Ltd.                                                        | CUSIP: 001199AE8<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249630.08    | 0.05%             | 2033-04-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 2 LTD.                          | AGL Core CLO 2 Ltd.                                                        | CUSIP: 001200AE4<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1456587.15   | 0.27%             | 2032-04-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| AMN HEALTHCARE INC                           | AMN Healthcare, Inc.                                                       | CUSIP: 00175PAB9<br>LEI: 549300H27NUKBFFQEE84 | Long             | DBT              | CORP              | US        |    750000 | PA      | $691552.50    | 0.13%             | 2027-10-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                     | AT&T, Inc.                                                                 | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4478490.00   | 0.84%             | 2024-03-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable               | Westlake Automobile Receivables Trust 2020-1                               | CUSIP: 96042KAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $294436.80    | 0.06%             | 2025-06-16      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivable               | Westlake Automobile Receivables Trust 2021-2                               | CUSIP: 96042RAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1274000 | PA      | $1142616.20   | 0.21%             | 2027-03-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| COOPERAT RABOBANK UA/NY                      | Cooperatieve Rabobank UA                                                   | CUSIP: 21688AAT9<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   4000000 | PA      | $3946476.00   | 0.74%             | 2025-01-10      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Auto Loan Tr               | Credit Acceptance Auto Loan Trust 2019-3                                   | CUSIP: 22535KAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    885000 | PA      | $879834.26    | 0.16%             | 2029-03-15      | Fixed         | 3.06%                 | Yes           |                  2 | On Loan: No      |
| APTIV PLC / APTIV CORP                       | Aptiv PLC / Aptiv Corp.                                                    | CUSIP: 00217GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1430000 | PA      | $1349416.64   | 0.25%             | 2025-02-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                  | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1924272.00   | 0.36%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                     | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                  | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2000000 | PA      | $1845510.00   | 0.35%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                 | AGL Core CLO 8 Ltd.                                                        | CUSIP: 00851KAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $911206.18    | 0.17%             | 2032-10-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivable               | Westlake Automobile Receivables Trust 2021-1                               | CUSIP: 96043FAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    867000 | PA      | $831620.33    | 0.16%             | 2026-03-16      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivable               | Westlake Automobile Receivables Trust 2021-3                               | CUSIP: 96043JAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1830000 | PA      | $1580629.56   | 0.30%             | 2027-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                       | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $496866.00    | 0.09%             | 2023-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY                       | Albertsons Cos., Inc. / Safeway, Inc. / New Albertsons LP / Albertsons LLC | CUSIP: 013092AF8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    400000 | PA      | $364822.00    | 0.07%             | 2026-03-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| WESTPAC BANKING CORP                         | Westpac Banking Corp.                                                      | CUSIP: 961214EV1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   3000000 | PA      | $2972337.00   | 0.56%             | 2024-11-18      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                             | CSC Holdings LLC                                                           | CUSIP: 64072UAE2<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |   1738291 | PA      | $1648768.99   | 0.31%             | 2025-07-17      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co.                                                       | CUSIP: 025816BT5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2477000 | PA      | $2477004.95   | 0.46%             | 2023-02-27      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co.                                                       | CUSIP: 025816BX6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    860000 | PA      | $860296.70    | 0.16%             | 2023-08-03      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| AVOLON TLB BORROWER 1 US                     | Avolon TLB Borrower 1 U.S. LLC                                             | CUSIP: 05400KAE0<br>LEI: 635400O84AGITYFZQB55 | Long             | LON              | CORP              | US        |    340309 | PA      | $339742.45    | 0.06%             | 2025-01-15      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                         | Aramark Services, Inc.                                                     | CUSIP: 03852JAL5<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |    983166 | PA      | $979940.84    | 0.18%             | 2025-03-11      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                          | American Express Co.                                                       | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1618995.60   | 0.30%             | 2025-03-04      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2019-5                                            | CUSIP: 03464KAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403925 | PA      | $381156.45    | 0.07%             | 2049-10-25      | Variable      | 2.92%                 | Yes           |                  2 | On Loan: No      |
| HILTON WORLDWIDE FINANCE                     | Hilton Worldwide Finance LLC                                               | CUSIP: 43289DAH6<br>LEI: 549300406TN7EY0NPH20 | Long             | LON              | CORP              | US        |   1501163 | PA      | $1498258.47   | 0.28%             | 2026-06-21      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                     | Elanco Animal Health, Inc.                                                 | CUSIP: 28414BAF3<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |    908463 | PA      | $874250.64    | 0.16%             | 2027-08-01      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2020-4                                            | CUSIP: 03464LAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    724446 | PA      | $595463.46    | 0.11%             | 2065-06-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2020-1                                            | CUSIP: 03464RAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    274260 | PA      | $253893.33    | 0.05%             | 2059-12-25      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                        | ON Semiconductor Corp.                                                     | CUSIP: 68218EAH7<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | LON              | CORP              | US        |   1147485 | PA      | $1147009.24   | 0.22%             | 2026-09-19      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC                     | Virgin Media Bristol LLC                                                   | CUSIP: G9368PBC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    998000 | PA      | $983119.82    | 0.18%             | 2028-01-31      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2019-6                                            | CUSIP: 03464VAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    183011 | PA      | $173105.09    | 0.03%             | 2059-11-25      | Variable      | 2.93%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2020-5                                            | CUSIP: 03464WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    532275 | PA      | $471793.93    | 0.09%             | 2065-05-25      | Variable      | 2.04%                 | Yes           |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                  | Charter Communications Operating LLC                                       | CUSIP: 16117LBW8<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |   1356857 | PA      | $1352826.91   | 0.25%             | 2025-04-30      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                             | LPL Holdings, Inc.                                                         | CUSIP: 50212XAX4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | LON              | CORP              | US        |   1469716 | PA      | $1464204.22   | 0.27%             | 2026-11-12      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2020-R1                                           | CUSIP: 034651AE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1640182.00   | 0.31%             | 2053-04-25      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                     | Angel Oak Mortgage Trust 2020-3                                            | CUSIP: 03465LAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1332800 | PA      | $1084403.40   | 0.20%             | 2065-04-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                     | Vistra Operations Co. LLC                                                  | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   1161893 | PA      | $1153510.14   | 0.22%             | 2025-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                    | SBA Senior Finance II LLC                                                  | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   1276363 | PA      | $1273707.87   | 0.24%             | 2025-04-11      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| JFIN CLO Ltd                                 | JFIN CLO 2015-II Ltd.                                                      | CUSIP: 03754QAE4<br>LEI: 254900VJGL23NNLC3592 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995847.20    | 0.19%             | 2026-10-17      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                   | Apidos CLO XXXIV                                                           | CUSIP: 03768WAQ8<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $951348.80    | 0.18%             | 2035-01-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                               | 1011778 BC ULC                                                             | CUSIP: C6901LAH0<br>LEI: 549300RHSHNRWI5LLA86 | Long             | LON              | CORP              | CA        |   1509016 | PA      | $1485973.41   | 0.28%             | 2026-11-19      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| TELESAT LLC                                  | Telesat LLC                                                                | CUSIP: 87951YAU5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    408860 | PA      | $192893.95    | 0.04%             | 2026-12-06      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                     | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.                   | CUSIP: 03969AAN0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    913000 | PA      | $790861.60    | 0.15%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                 | Ares XXXIX CLO Ltd.                                                        | CUSIP: 04015WBC7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1952008.40   | 0.37%             | 2031-04-18      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                        | Level 3 Financing, Inc.                                                    | CUSIP: 52729KAP1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | LON              | CORP              | US        |   1106023 | PA      | $1062672.53   | 0.20%             | 2027-03-01      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                        | SS&C Technologies, Inc.                                                    | CUSIP: 78466DBF0<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1268549 | PA      | $1249286.32   | 0.23%             | 2025-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                 | Ares LVIII CLO Ltd.                                                        | CUSIP: 04018AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1714285 | PA      | $1708385.90   | 0.32%             | 2035-01-15      | Floating      | 4.61%                 | Yes           |                  2 | On Loan: No      |
| Arroyo Mortgage Trust                        | Arroyo Mortgage Trust 2019-2                                               | CUSIP: 042858AD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1290192 | PA      | $1073942.92   | 0.20%             | 2049-04-25      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| TRANSDIGM INC                                | TransDigm, Inc.                                                            | CUSIP: 89364MBR4<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    483788 | PA      | $478829.16    | 0.09%             | 2025-12-09      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HOLDINGS IN                     | Mileage Plus Holdings LLC                                                  | CUSIP: 59921PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1149300 | PA      | $1184209.99   | 0.22%             | 2027-06-20      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA PLC                              | AstraZeneca PLC                                                            | CUSIP: 046353AS7<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |   3930000 | PA      | $3930251.52   | 0.74%             | 2023-08-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| ASTRAZENECA FINANCE LLC                      | Astrazeneca Finance LLC                                                    | CUSIP: 04636NAC7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    835000 | PA      | $787287.27    | 0.15%             | 2024-05-28      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                              | SkyMiles IP Ltd.                                                           | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |   1927000 | PA      | $1967833.13   | 0.37%             | 2027-10-20      | Floating      | 7.99%                 | No            |                  2 | On Loan: No      |
| ENERGIZER HOLDINGS INC                       | Energizer Holdings, Inc.                                                   | CUSIP: 29267YAS1<br>LEI: 5493000D6NN0V57UME20 | Long             | LON              | CORP              | US        |   1293739 | PA      | $1272716.12   | 0.24%             | 2027-12-22      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund               | Atalaya Equipment Leasing Trust 21-1                                       | CUSIP: 046497AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    516861 | PA      | $501951.95    | 0.09%             | 2026-05-15      | Fixed         | 1.23%                 | Yes           |                  2 | On Loan: No      |
| Atalaya Equipment Leasing Fund               | Atalaya Equipment Leasing Trust 21-1                                       | CUSIP: 046497AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234800 | PA      | $220178.06    | 0.04%             | 2027-02-15      | Fixed         | 2.08%                 | Yes           |                  2 | On Loan: No      |
| PETSMART INC                                 | PetSmart LLC                                                               | CUSIP: 71677HAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    948988 | PA      | $931488.17    | 0.17%             | 2028-02-12      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                        | AAdvantage Loyalty IP Ltd.                                                 | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   1075000 | PA      | $1072145.88   | 0.20%             | 2028-04-20      | Floating      | 8.99%                 | No            |                  2 | On Loan: No      |
| ICON LUXEMBOURG SARL                         | ICON Luxembourg Sarl                                                       | CUSIP: L5000DAC1<br>LEI: 635400PUWMHSPI2DDA35 | Long             | LON              | CORP              | LU        |    692282 | PA      | $691073.68    | 0.13%             | 2028-07-01      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines, Inc.                                                      | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    565422 | PA      | $559886.85    | 0.10%             | 2028-04-21      | Floating      | 8.11%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                            | Atmos Energy Corp.                                                         | CUSIP: 049560AV7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1748934.25   | 0.33%             | 2023-03-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AVOLON HOLDINGS FNDG LTD                     | Avolon Holdings Funding Ltd.                                               | CUSIP: 05401AAF8<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    577000 | PA      | $552749.27    | 0.10%             | 2024-07-01      | Fixed         | 3.95%                 | Yes           |                  2 | On Loan: No      |
| DT MIDSTREAM INC                             | DT Midstream, Inc.                                                         | CUSIP: 23345NAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    199664 | PA      | $200226.05    | 0.04%             | 2028-06-10      | Floating      | 3.69%                 | No            |                  2 | On Loan: No      |
| PRA HEALTH SCIENCES INC                      | PRA Health Sciences, Inc.                                                  | CUSIP: L5000DAD9<br>LEI: 549300R1HR1VWWHIAK47 | Long             | LON              | CORP              | US        |    172482 | PA      | $172181.43    | 0.03%             | 2028-07-01      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                   | BFLD Trust 2020-EYP                                                        | CUSIP: 05493AAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1280757.00   | 0.24%             | 2035-10-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Banc of America Merrill Lynch                | BAMLL Commercial Mortgage Securities Trust 2015-200P                       | CUSIP: 05526QAU0<br>LEI: 549300UQK6PJ8BF5JQ90 | Long             | ABS-MBS          | CORP              | US        |   9000000 | PA      | $23886.00     | 0.00%             | 2033-04-14      | Variable      | 0.11%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                      | HCA, Inc.                                                                  | CUSIP: 404122BH5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | LON              | CORP              | US        |   1234375 | PA      | $1235146.51   | 0.23%             | 2028-06-30      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AVANTOR FUNDING INC                          | Avantor Funding, Inc.                                                      | CUSIP: 05350NAL8<br>LEI: 5493003VM0XB4U8YD238 | Long             | LON              | CORP              | US        |    681824 | PA      | $679693.30    | 0.13%             | 2027-11-06      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Financial Square               | Goldman Sachs Financial Square Government Fund - Class FST                 | CUSIP: 38141W273<br>LEI: 549300BRJMXN4GUWZ402 | Long             | STIV             | RF                | US        |  19986901 | PA      | $19986901.28  | 3.75%             |  |  |  | No            |                  1 | On Loan: No      |
| STANDARD INDUSTRIES TERM LOAN 09/22/2028   / | STANDARD INDUSTRIES TERM LOAN 09/22/2028   /                               | CUSIP: 85350EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    850000 | PA      | $840743.50    | 0.16%             | 2028-09-22      | None          | 7.33%                 | No            |                  2 | On Loan: No      |
| BB-UBS Trust                                 | BB-UBS Trust 2012-SHOW                                                     | CUSIP: 05538UAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    900000 | PA      | $788767.20    | 0.15%             | 2036-11-05      | Variable      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW U.S. Capital LLC                                                       | CUSIP: 05565EBN4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1592235.20   | 0.30%             | 2024-04-01      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                           | BMW U.S. Capital LLC                                                       | CUSIP: 05565EBV6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1980732.00   | 0.37%             | 2024-08-12      | Floating      | 4.34%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2               | BX Commercial Mortgage Trust 2019-XL                                       | CUSIP: 056054AK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1700000 | PA      | $1627236.59   | 0.31%             | 2036-10-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2019-RP                                                           | CUSIP: 05607VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     22812 | PA      | $22385.26     | 0.00%             | 2034-06-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2021-VINO                                     | CUSIP: 05608KAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1306921.00   | 0.25%             | 2038-05-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX 2021-MFM1                                                               | CUSIP: 05608VAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $940073.00    | 0.18%             | 2034-01-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2021-SOAR                                     | CUSIP: 05608WAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1587971 | PA      | $1474465.82   | 0.28%             | 2038-06-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2021-LBA                                                          | CUSIP: 05609BAP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1066548.00   | 0.20%             | 2036-02-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2021-LBA                                                          | CUSIP: 05609BBK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1066548.00   | 0.20%             | 2036-02-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2021-XL2                                      | CUSIP: 05609KAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1390073 | PA      | $1297693.93   | 0.24%             | 2038-10-15      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX 2021-LBA3 Mortgage Trust                                                | CUSIP: 05609PAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1369795.50   | 0.26%             | 2036-10-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2021-VOLT                                     | CUSIP: 05609VAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $736004.00    | 0.14%             | 2036-09-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2022-LP2                                      | CUSIP: 05610HAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021229 | PA      | $950431.26    | 0.18%             | 2039-02-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit               | Bain Capital Credit CLO 2020-2 Ltd.                                        | CUSIP: 05683EAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1496437.35   | 0.28%             | 2034-07-19      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                  | Balboa Bay Loan Funding 2020-1 Ltd.                                        | CUSIP: 05766BAL2<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |   1268000 | PA      | $1214838.85   | 0.23%             | 2032-01-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp.                                                      | CUSIP: 06051GHK8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000327.00   | 0.56%             | 2024-07-23      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp.                                                      | CUSIP: 06051GJU4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974198.00   | 0.37%             | 2025-04-22      | Floating      | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                         | Bank of America Corp.                                                      | CUSIP: 06051GKS7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1954592.00   | 0.37%             | 2025-04-25      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                           | CUSIP: 06368EJS2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   4000000 | PA      | $3994924.00   | 0.75%             | 2023-04-14      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                             | Bank of Montreal                                                           | CUSIP: 06368FAB5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1994402.00   | 0.37%             | 2023-09-15      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                       | Bank of New York Mellon Corp.                                              | CUSIP: 06406RAT4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1986204.00   | 0.37%             | 2024-04-26      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia                                                        | CUSIP: 0641593W4<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2973837.00   | 0.56%             | 2024-04-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                          | Bank of Nova Scotia                                                        | CUSIP: 064159YN0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2996172.00   | 0.56%             | 2023-09-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                               | CUSIP: 06738EBC8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   2733000 | PA      | $2732543.59   | 0.51%             | 2024-05-16      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                               | CUSIP: 06738EBQ7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1330000 | PA      | $1266366.15   | 0.24%             | 2024-12-10      | Variable      | 1.01%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                 | Barclays PLC                                                               | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1037637.00   | 0.19%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| BAYER US FINANCE II LLC                      | Bayer U.S. Finance II LLC                                                  | CUSIP: 07274NAE3<br>LEI: 529900XWNEXYNJ3X6T40 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1478202.00   | 0.28%             | 2023-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                         | BlueMountain CLO XXIII Ltd.                                                | CUSIP: 09629LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1693897.63   | 0.32%             | 2031-10-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co.                                                                 | CUSIP: 097023CS2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497208.50   | 0.28%             | 2023-05-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BOEING CO                                    | Boeing Co.                                                                 | CUSIP: 097023DE2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2866077.00   | 0.54%             | 2024-02-04      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus               | BRAVO Residential Funding Trust 2021-NQM3                                  | CUSIP: 105690AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1286842 | PA      | $1041886.48   | 0.20%             | 2060-04-25      | Variable      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| BRAVO Residential Funding Trus               | BRAVO Residential Funding Trust 2021-NQM2                                  | CUSIP: 10569EAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388990 | PA      | $364713.54    | 0.07%             | 2060-03-25      | Variable      | 1.28%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                          | Buckeye Partners LP                                                        | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    908000 | PA      | $812387.60    | 0.15%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                          | Buckeye Partners LP                                                        | CUSIP: 118230AT8<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    307000 | PA      | $292536.31    | 0.05%             | 2025-03-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Commercial Mortgage Trust 2020-VKNG                                     | CUSIP: 12433YAN7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $979805.40    | 0.18%             | 2037-10-15      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                     | BX Trust 2021-LGCY                                                         | CUSIP: 12434DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1348405.50   | 0.25%             | 2036-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CBAM CLO Management                          | CBAM 2018-6 Ltd.                                                           | CUSIP: 12481XAS9<br>LEI: 254900FSYLEH1VUJJF28 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $585041.52    | 0.11%             | 2031-01-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust               | CAMB Commercial Mortgage Trust 2019-LIFE                                   | CUSIP: 12482HAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $571369.80    | 0.11%             | 2037-12-15      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Capital Automotive Reit                      | CARS-DB4 LP                                                                | CUSIP: 12510HAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    372109 | PA      | $347874.64    | 0.07%             | 2050-02-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Cantor Commercial Real Estate                | Cantor Commercial Real Estate Lending 2019-CF1                             | CUSIP: 12529MAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    492422 | PA      | $483227.45    | 0.09%             | 2052-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus               | CFCRE Commercial Mortgage Trust 2016-C3                                    | CUSIP: 12531WBC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2324351 | PA      | $56646.75     | 0.01%             | 2048-01-10      | Variable      | 0.98%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                   | Cigna Corp.                                                                | CUSIP: 125523BV1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    535000 | PA      | $529120.89    | 0.10%             | 2023-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CIGNA CORP                                   | Cigna Corp.                                                                | CUSIP: 125523CN8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |   2100000 | PA      | $1991465.70   | 0.37%             | 2024-03-15      | Fixed         | 0.61%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                          | COMM 2013-CCRE12 Mortgage Trust                                            | CUSIP: 12591KAD7<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |   1166827 | PA      | $1153382.78   | 0.22%             | 2046-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                          | COMM 2014-CCRE19 Mortgage Trust                                            | CUSIP: 12592GBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    867776 | PA      | $9478.72      | 0.00%             | 2047-08-10      | Variable      | 0.93%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                 | CSMC 2019-AFC1 Trust                                                       | CUSIP: 12596XAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    995053 | PA      | $749505.76    | 0.14%             | 2049-07-25      | Variable      | 3.06%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Trust                               | CPS Auto Receivables Trust 2020-C                                          | CUSIP: 12597TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67004 | PA      | $66579.75     | 0.01%             | 2026-08-17      | Fixed         | 1.71%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                          | COMM 2015-DC1 Mortgage Trust                                               | CUSIP: 12629NAH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1530000 | PA      | $1439070.57   | 0.27%             | 2048-02-10      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                 | CSMC 2020-NET                                                              | CUSIP: 126438AC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7209078 | PA      | $198754.28    | 0.04%             | 2037-08-15      | Variable      | 1.26%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                 | CSMC 2020-NET                                                              | CUSIP: 126438AE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1263207.40   | 0.24%             | 2037-08-15      | Fixed         | 2.82%                 | Yes           |                  2 | On Loan: No      |
| CALPINE CORP                                 | Calpine Corp.                                                              | CUSIP: 131347CK0<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    182000 | PA      | $173359.19    | 0.03%             | 2026-06-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK                       | Canadian Imperial Bank of Commerce                                         | CUSIP: 13607HVD1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   3000000 | PA      | $2995299.00   | 0.56%             | 2023-06-22      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp.                                                | CUSIP: 14040HCD5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1983760.00   | 0.37%             | 2023-05-11      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                     | Capital One Financial Corp.                                                | CUSIP: 14040HCQ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1465719.00   | 0.27%             | 2025-05-09      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                     | Caterpillar Financial Services Corp.                                       | CUSIP: 14913R2M8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1991926.00   | 0.37%             | 2024-05-17      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup, Inc.                                                            | CUSIP: 172967MA6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4240000 | PA      | $4244642.80   | 0.80%             | 2024-06-01      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup, Inc.                                                            | CUSIP: 172967MW8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1969572.00   | 0.37%             | 2025-05-01      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup, Inc.                                                            | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2005512.00   | 0.38%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                | Citigroup Mortgage Loan Trust 2015-RP2                                     | CUSIP: 17323TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    768726 | PA      | $728778.31    | 0.14%             | 2053-01-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Mortgage Loan Trust                | Citigroup Mortgage Loan Trust, Inc.                                        | CUSIP: 17326QAA1<br>LEI: 549300R1KUK063S4I339 | Long             | ABS-MBS          | CORP              | US        |    128021 | PA      | $122128.42    | 0.02%             | 2064-09-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                | Citigroup, Inc.                                                            | CUSIP: 17327CAP8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1954978.00   | 0.37%             | 2026-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CITIZENS BANK NA/RI                          | Citizens Bank N.A./Providence RI                                           | CUSIP: 17401QAR2<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000663.00   | 0.19%             | 2023-03-29      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                         | Cleveland-Cliffs, Inc.                                                     | CUSIP: 185899AG6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |    309000 | PA      | $309772.50    | 0.06%             | 2026-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Cold Storage Trust                           | Cold Storage Trust 2020-ICE5                                               | CUSIP: 193051AQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1965981 | PA      | $1884540.28   | 0.35%             | 2037-11-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                             | COLT 2021-4 Mortgage Loan Trust                                            | CUSIP: 19688GAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1485847 | PA      | $1190074.44   | 0.22%             | 2066-10-25      | Variable      | 1.65%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                | Commonbond Student Loan Trust 2016-B                                       | CUSIP: 20267UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12290 | PA      | $11045.79     | 0.00%             | 2040-10-25      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| COMMONBOND STUDENT LOAN TRUST                | Commonbond Student Loan Trust 2018-C-GS                                    | CUSIP: 20267XAA1<br>LEI: 549300O1CSZVJJTIR319 | Long             | ABS-O            | CORP              | US        |    411033 | PA      | $394034.38    | 0.07%             | 2046-02-25      | Fixed         | 3.87%                 | Yes           |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                       | ConocoPhillips Co.                                                         | CUSIP: 20826FAT3<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2899554.00   | 0.54%             | 2024-03-08      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE GROUP AG                       | Credit Suisse Group A.G.                                                   | CUSIP: 225401AH1<br>LEI: 549300506SI9CRFV9Z86 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1894000.00   | 0.36%             | 2024-06-12      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| CREDIT SUISSE NEW YORK                       | Credit Suisse A.G./New York NY                                             | CUSIP: 22550L2H3<br>LEI: 549300D0YARF5HYP1809 | Long             | DBT              | CORP              | CH        |   2000000 | PA      | $1845442.00   | 0.35%             | 2025-02-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                               | Crown City CLO III                                                         | CUSIP: 22824DAA7<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1244837.00   | 0.23%             | 2034-07-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CROWNROCK LP/CROWNROCK F                     | CrownRock LP / CrownRock Finance, Inc.                                     | CUSIP: 228701AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    859000 | PA      | $828935.00    | 0.16%             | 2025-10-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                 | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    520000 | PA      | $517046.40    | 0.10%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                 | CUSIP: 23311VAG2<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    513000 | PA      | $508229.10    | 0.10%             | 2025-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                      | DCP Midstream Operating LP                                                 | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |    149000 | PA      | $147956.70    | 0.03%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                      | Daimler Trucks Finance North America LLC                                   | CUSIP: 233853AC4<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2982018.00   | 0.56%             | 2023-12-14      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| DAIMLER TRUCKS FINAN NA                      | Daimler Trucks Finance North America LLC                                   | CUSIP: 233853AE0<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1972734.00   | 0.37%             | 2024-12-13      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DANSKE BANK A/S                              | Danske Bank A/S                                                            | CUSIP: 23636AAQ4<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   2000000 | PA      | $2000170.00   | 0.38%             | 2023-09-12      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| DARLING INGREDIENTS INC                      | Darling Ingredients, Inc.                                                  | CUSIP: 237266AH4<br>LEI: L1N0SPPKS7EXZYUMZ898 | Long             | DBT              | CORP              | US        |    474000 | PA      | $456149.16    | 0.09%             | 2027-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage               | Deephaven Residential Mortgage Trust 2021-4                                | CUSIP: 24381JAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    540090 | PA      | $441079.73    | 0.08%             | 2066-11-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage               | Deephaven Residential Mortgage Trust 2021-3                                | CUSIP: 24381VAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1061071 | PA      | $864354.10    | 0.16%             | 2066-08-25      | Variable      | 1.19%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage               | Deephaven Residential Mortgage Trust 2021-3                                | CUSIP: 24381VAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1049911 | PA      | $842103.82    | 0.16%             | 2066-08-25      | Variable      | 1.55%                 | Yes           |                  2 | On Loan: No      |
| Deephaven Residential Mortgage               | Deephaven Residential Mortgage Trust 2022-1                                | CUSIP: 24382JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    931335 | PA      | $804911.01    | 0.15%             | 2067-01-25      | Variable      | 2.21%                 | Yes           |                  2 | On Loan: No      |
| DEUTSCHE BANK NY                             | Deutsche Bank A.G./New York NY                                             | CUSIP: 251526CJ6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   2000000 | PA      | $1870796.00   | 0.35%             | 2024-05-28      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| DEVON ENERGY CORPORATION                     | Devon Energy Corp.                                                         | CUSIP: 25179MBC6<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192243.65    | 0.04%             | 2024-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T               | Discover Card Execution Note Trust                                         | CUSIP: 254683CE3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2499502.50   | 0.47%             | 2025-08-15      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                          | Dominion Energy, Inc.                                                      | CUSIP: 25746UDH9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3992092.00   | 0.75%             | 2023-09-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                 | Drive Auto Receivables Trust 2021-1                                        | CUSIP: 262108AE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    903000 | PA      | $882734.87    | 0.17%             | 2027-06-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                      | Dryden 72 CLO Ltd.                                                         | CUSIP: 26252NAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $597293.04    | 0.11%             | 2032-05-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp.                                                                  | CUSIP: 26884LAH2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    689000 | PA      | $690619.15    | 0.13%             | 2025-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                     | EQT Corp.                                                                  | CUSIP: 26884LAM1<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    777000 | PA      | $714028.81    | 0.13%             | 2026-05-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| ERAC USA FINANCE LLC                         | ERAC USA Finance LLC                                                       | CUSIP: 26884TAT9<br>LEI: LTKX5ODQW6Z7BQ2K1V47 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3426853.50   | 0.64%             | 2023-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                          | Eaton Vance CLO 2020-1 Ltd.                                                | CUSIP: 278300AL2<br>LEI: 5493004NKU3QU5G6QW39 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1438170.30   | 0.27%             | 2034-10-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                         | CUSIP: 29278NAL7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    320000 | PA      | $319217.60    | 0.06%             | 2023-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                        | Entergy Louisiana LLC                                                      | CUSIP: 29364WBK3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1024410.20   | 0.19%             | 2024-10-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                            | Eversource Energy                                                          | CUSIP: 30040WAM0<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2240000 | PA      | $2231557.44   | 0.42%             | 2023-08-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                | Exeter Automobile Receivables Trust 2020-3                                 | CUSIP: 30166NAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    301108 | PA      | $297706.74    | 0.06%             | 2025-07-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                | Exeter Automobile Receivables Trust 2020-3                                 | CUSIP: 30166NAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    840000 | PA      | $809269.44    | 0.15%             | 2026-07-15      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                | Exeter Automobile Receivables Trust 2019-2                                 | CUSIP: 30167LAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490294 | PA      | $485249.83    | 0.09%             | 2025-03-17      | Fixed         | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                  | Extended Stay America Trust 2021-ESH                                       | CUSIP: 30227FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2440481 | PA      | $2342524.54   | 0.44%             | 2038-07-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| FWD Securitization Trust                     | FWD Securitization Trust 2020-INV1                                         | CUSIP: 302985AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    241965 | PA      | $215261.26    | 0.04%             | 2050-01-25      | Variable      | 2.24%                 | Yes           |                  2 | On Loan: No      |
| Fanniemae-Aces                               | Fannie Mae-Aces                                                            | CUSIP: 3136AKQQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7963592 | PA      | $20092.14     | 0.00%             | 2024-06-25      | Variable      | 0.29%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137BGK40<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $27339.30     | 0.01%             | 2043-02-25      | Variable      | 1.63%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137BHCZ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4218524 | PA      | $51858.32     | 0.01%             | 2025-01-25      | Variable      | 0.74%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137BJP80<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2900000 | PA      | $81898.90     | 0.02%             | 2043-04-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137BLWB0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    900000 | PA      | $31266.00     | 0.01%             | 2043-10-25      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137BMTZ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $43715.10     | 0.01%             | 2044-01-25      | Variable      | 1.61%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137BSQ22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4600000 | PA      | $22162.80     | 0.00%             | 2023-09-25      | Variable      | 0.84%                 | No            |                  2 | On Loan: No      |
| FHLMC Multifamily Structured P               | Freddie Mac Multifamily Structured Pass-Through Certificates               | CUSIP: 3137FNX88<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1721882 | PA      | $176565.22    | 0.03%             | 2046-09-25      | Variable      | 2.02%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T               | Ellington Financial Mortgage Trust 2020-2                                  | CUSIP: 31573WAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    150878 | PA      | $135039.47    | 0.03%             | 2065-10-25      | Variable      | 1.49%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T               | Ellington Financial Mortgage Trust 2020-1                                  | CUSIP: 31574PAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1918667 | PA      | $1800360.07   | 0.34%             | 2065-05-25      | Variable      | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T               | Ellington Financial Mortgage Trust 2017-1                                  | CUSIP: 31574XAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    361654 | PA      | $286646.93    | 0.05%             | 2066-02-25      | Variable      | 1.11%                 | Yes           |                  2 | On Loan: No      |
| FIDELITY NATL INFO SERV                      | Fidelity National Information Services, Inc.                               | CUSIP: 31620MBP0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   2375000 | PA      | $2357068.75   | 0.44%             | 2023-03-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| FirstKey Homes 2020-SFR1 Trust               | FirstKey Homes 2020-SFR1 Trust                                             | CUSIP: 33767MAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1575000 | PA      | $1436600.03   | 0.27%             | 2037-08-17      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                     | Florida Power & Light Co.                                                  | CUSIP: 341081GD3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3793638.80   | 0.71%             | 2023-05-10      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                     | Florida Power & Light Co.                                                  | CUSIP: 341081GH4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |   1905000 | PA      | $1891501.17   | 0.35%             | 2024-01-12      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANS & INFRAST                     | Fortress Transportation and Infrastructure Investors LLC                   | CUSIP: 34960PAB7<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |    323000 | PA      | $303685.89    | 0.06%             | 2025-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                         | Freeport-McMoRan, Inc.                                                     | CUSIP: 35671DAZ8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    425000 | PA      | $423839.75    | 0.08%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GCAT                                         | GCAT 2021-NQM5 Trust                                                       | CUSIP: 36168KAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1325272 | PA      | $1034423.56   | 0.19%             | 2066-07-25      | Variable      | 1.42%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MILLS INC                            | General Mills, Inc.                                                        | CUSIP: 370334CC6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002164.00   | 0.19%             | 2023-10-17      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                       | General Motors Financial Co., Inc.                                         | CUSIP: 37045XDN3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1943934.00   | 0.36%             | 2024-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| GLENCORE FUNDING LLC                         | Glencore Funding LLC                                                       | CUSIP: 378272AT5<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   1665000 | PA      | $1638827.87   | 0.31%             | 2024-03-12      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US                | GoldenTree Loan Management U.S. CLO 16 Ltd.                                | CUSIP: 38138VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1992528.00   | 0.37%             | 2035-01-20      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group, Inc.                                                  | CUSIP: 38141GWU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1870000 | PA      | $1870936.87   | 0.35%             | 2023-02-23      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                      | Goldman Sachs Group, Inc.                                                  | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1914412.00   | 0.36%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38378KY37<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2313744 | PA      | $44743.17     | 0.01%             | 2054-10-16      | Variable      | 0.31%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38378NHQ9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322035 | PA      | $1619.19      | 0.00%             | 2055-05-16      | Variable      | 0.21%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38378XMD0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    167087 | PA      | $1836.45      | 0.00%             | 2056-04-16      | Variable      | 0.49%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38380JFE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3315446 | PA      | $114220.42    | 0.02%             | 2060-01-16      | Variable      | 0.59%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38380JGQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2327082 | PA      | $81899.33     | 0.02%             | 2059-04-16      | Variable      | 0.54%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38380JTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2168421 | PA      | $81983.65     | 0.02%             | 2060-05-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38380JYR3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3547757 | PA      | $146430.13    | 0.03%             | 2060-07-16      | Variable      | 0.60%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38380ME98<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1271830 | PA      | $71777.01     | 0.01%             | 2060-11-16      | Variable      | 0.87%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A               | Government National Mortgage Association                                   | CUSIP: 38380NN47<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  17508158 | PA      | $785960.46    | 0.15%             | 2062-01-16      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                          | CUSIP: 404280BR9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $2987955.00   | 0.56%             | 2024-05-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                          | CUSIP: 404280CU1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1957000 | PA      | $1886113.55   | 0.35%             | 2024-08-17      | Variable      | 0.73%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                            | HSBC Holdings PLC                                                          | CUSIP: 404280CZ0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |   1120000 | PA      | $1093788.64   | 0.21%             | 2024-11-22      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| HERC HOLDINGS INC                            | Herc Holdings, Inc.                                                        | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |    542000 | PA      | $505550.50    | 0.09%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HERO Funding Trust                           | HERO Funding Trust 2015-2                                                  | CUSIP: 42770UAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    263786 | PA      | $249937.65    | 0.05%             | 2040-09-20      | Fixed         | 3.99%                 | Yes           |                  2 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994025.00    | 0.19%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                             | Hewlett Packard Enterprise Co.                                             | CUSIP: 42824CBJ7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1910796.00   | 0.36%             | 2024-04-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| HILTON DOMESTIC OPERATIN                     | Hilton Domestic Operating Co., Inc.                                        | CUSIP: 432833AG6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494903.00    | 0.09%             | 2025-05-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| HOUSTON TX ARPT SYS REVENUE                  | City of Houston TX Airport System Revenue                                  | CUSIP: 442349EK8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1685000 | PA      | $1653291.67   | 0.31%             | 2023-07-01      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON NATIONAL BANK                     | Huntington National Bank                                                   | CUSIP: 44644MAD3<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1110000 | PA      | $1087030.77   | 0.20%             | 2025-05-16      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                      | Hyundai Capital America                                                    | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2773191.00   | 0.52%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                    | IQVIA, Inc.                                                                | CUSIP: 449934AD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    510000 | PA      | $486886.80    | 0.09%             | 2026-10-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ING GROEP NV                                 | ING Groep N.V.                                                             | CUSIP: 456837BD4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3000000 | PA      | $2986470.00   | 0.56%             | 2026-03-28      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                     | International Flavors & Fragrances, Inc.                                   | CUSIP: 459506AC5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993744.00    | 0.19%             | 2023-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                      | International Game Technology PLC                                          | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1488000 | PA      | $1387789.15   | 0.26%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                    | IQVIA, Inc.                                                                | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $953300.00    | 0.18%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co.                                                       | CUSIP: 46647PAW6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4005036.00   | 0.75%             | 2024-07-23      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCA2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3065811.90   | 0.57%             | 2024-03-16      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                          | JPMorgan Chase & Co.                                                       | CUSIP: 46647PCX2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2950818.00   | 0.55%             | 2026-02-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                                  | KeyBank N.A./Cleveland OH                                                  | CUSIP: 49327M3D4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979924.00   | 0.56%             | 2024-06-14      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                | Lendbuzz Securitization Trust 2021-1                                       | CUSIP: 52607BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110547 | PA      | $105385.59    | 0.02%             | 2026-06-15      | Fixed         | 1.46%                 | Yes           |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                        | Level 3 Financing, Inc.                                                    | CUSIP: 527298BN2<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    779000 | PA      | $648517.50    | 0.12%             | 2027-09-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                     | Liberty Mutual Group, Inc.                                                 | CUSIP: 53079EBE3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985754.00   | 0.37%             | 2023-06-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Life Financial Services Trust                | Life 2021-BMR Mortgage Trust                                               | CUSIP: 53218CAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1474455 | PA      | $1391206.00   | 0.26%             | 2038-03-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                | MHC Commercial Mortgage Trust 2021-MHC                                     | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $562397.40    | 0.11%             | 2038-04-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                      | MPT Operating Partnership LP / MPT Finance Corp.                           | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1014000 | PA      | $852297.42    | 0.16%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MACQUARIE GROUP LTD                          | Macquarie Group Ltd.                                                       | CUSIP: 55608JBB3<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1952818.00   | 0.37%             | 2025-10-14      | Floating      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| MACQUARIE BANK LTD                           | Macquarie Bank Ltd.                                                        | CUSIP: 55608PBK9<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   2000000 | PA      | $1997234.00   | 0.37%             | 2025-03-21      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                     | Warnermedia Holdings, Inc.                                                 | CUSIP: 55903VAB9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1938718.00   | 0.36%             | 2024-03-15      | Fixed         | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                         | Signal Peak CLO 7 Ltd.                                                     | CUSIP: 56844AAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $972518.90    | 0.18%             | 2032-04-30      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                         | Signal Peak CLO 2 LLC                                                      | CUSIP: 56844XBG3<br>LEI: 549300SC4HK60KIV1S28 | Long             | ABS-CBDO         | CORP              | US        |   1104019 | PA      | $1090442.06   | 0.20%             | 2029-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                         | Mariner CLO 2016-3 LLC                                                     | CUSIP: 56845AAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1453880.10   | 0.27%             | 2029-07-23      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| MASSMUTUAL GLOBAL FUNDIN                     | MassMutual Global Funding II                                               | CUSIP: 57629WDF4<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1975652.00   | 0.37%             | 2024-10-21      | Floating      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                      | Metropolitan Life Global Funding I                                         | CUSIP: 59217GEF2<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    660000 | PA      | $660005.28    | 0.12%             | 2023-01-13      | Floating      | 4.26%                 | Yes           |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                      | Metropolitan Life Global Funding I                                         | CUSIP: 59217GEQ8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2969331.00   | 0.56%             | 2024-09-27      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Mill City Mortgage Trust                     | Mill City Mortgage Trust 2015-1                                            | CUSIP: 599809CN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1275000 | PA      | $1190686.80   | 0.22%             | 2056-06-25      | Variable      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                       | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822AS3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   2294000 | PA      | $2294830.43   | 0.43%             | 2023-03-02      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                       | Mitsubishi UFJ Financial Group, Inc.                                       | CUSIP: 606822CQ5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   1500000 | PA      | $1490121.00   | 0.28%             | 2025-09-12      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                             | CUSIP: 6174468W2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2979927.00   | 0.56%             | 2024-01-25      | Variable      | 0.53%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                             | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1838278.00   | 0.34%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                             | CUSIP: 61747YEJ0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2958300.00   | 0.55%             | 2025-01-24      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                               | Morgan Stanley                                                             | CUSIP: 61747YEN1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1968654.00   | 0.37%             | 2026-02-18      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley BAML Trust                    | Morgan Stanley Bank of America Merrill Lynch Trust 2013-C12                | CUSIP: 61762XAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1959126.00   | 0.37%             | 2046-10-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                | MTN Commercial Mortgage Trust 2022-LPFL                                    | CUSIP: 62475WAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1411774.50   | 0.26%             | 2039-03-15      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| NBN CO LTD                                   | NBN Co., Ltd.                                                              | CUSIP: 62878U2C5<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |   2565000 | PA      | $2366084.25   | 0.44%             | 2024-10-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| NMLT Trust                                   | NLT 2021-INV2 Trust                                                        | CUSIP: 62917JAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1645455 | PA      | $1275446.46   | 0.24%             | 2056-08-25      | Variable      | 1.52%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                             | NTT Finance Corp.                                                          | CUSIP: 62954WAA3<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   1710000 | PA      | $1700317.98   | 0.32%             | 2023-03-03      | Fixed         | 0.37%                 | Yes           |                  2 | On Loan: No      |
| NTT FINANCE CORP                             | NTT Finance Corp.                                                          | CUSIP: 62954WAB1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   2140000 | PA      | $2029276.40   | 0.38%             | 2024-03-01      | Fixed         | 0.58%                 | Yes           |                  2 | On Loan: No      |
| NADG NNN Operating LP                        | NADG NNN Operating LP                                                      | CUSIP: 629682AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    837250 | PA      | $776635.61    | 0.15%             | 2049-12-28      | Fixed         | 3.37%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL BANK OF CANADA                      | National Bank of Canada                                                    | CUSIP: 63307A2Q7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1765000 | PA      | $1744947.84   | 0.33%             | 2024-08-06      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| NATWEST MARKETS PLC                          | NatWest Markets PLC                                                        | CUSIP: 63906YAF5<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $991154.00    | 0.19%             | 2025-03-22      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Navient Student Loan Trust                   | Navient Private Education Refi Loan Trust 2019-C                           | CUSIP: 63940YAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1776966.00   | 0.33%             | 2068-02-15      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                  | Netflix, Inc.                                                              | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    500000 | PA      | $481250.00    | 0.09%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan                | New Residential Mortgage Loan Trust 2020-NQM1                              | CUSIP: 64830VAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    115819 | PA      | $102894.02    | 0.02%             | 2060-01-26      | Variable      | 2.72%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan                | New Residential Mortgage Loan Trust 2020-NQM1                              | CUSIP: 64830VAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    231638 | PA      | $204709.99    | 0.04%             | 2060-01-26      | Variable      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                               | CUSIP: 64952WDZ3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2940000 | PA      | $2939335.56   | 0.55%             | 2023-02-02      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                               | CUSIP: 64952WEC3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1985968.00   | 0.37%             | 2024-04-26      | Floating      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                     | New York Life Global Funding                                               | CUSIP: 64952WEL3<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1977980.00   | 0.37%             | 2025-01-14      | Floating      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| NewRez Warehouse Securitizatio               | NewRez Warehouse Securitization Trust 2021-1                               | CUSIP: 65246PAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    670968 | PA      | $649362.16    | 0.12%             | 2055-05-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| NORTHWESTERN MUTUAL GLBL                     | Northwestern Mutual Global Funding                                         | CUSIP: 66815L2C2<br>LEI: 635400LZXFVELZDVP257 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1191852.00   | 0.22%             | 2024-03-25      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Continental Credit Card llc                  | Continental Finance Credit Card ABS Master Trust                           | CUSIP: 66981PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1851664.00   | 0.35%             | 2029-12-17      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| OPG Trust                                    | OPG Trust 2021-PORT                                                        | CUSIP: 67118AAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1429420 | PA      | $1321880.81   | 0.25%             | 2036-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                              | Oaktree CLO 2019-3 Ltd.                                                    | CUSIP: 67400EAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $765043.12    | 0.14%             | 2034-10-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp.                                                      | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    371000 | PA      | $307176.87    | 0.06%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                  | Oracle Corp.                                                               | CUSIP: 68389XBL8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1959308.00   | 0.37%             | 2023-09-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                               | PDC Energy, Inc.                                                           | CUSIP: 69327RAG6<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |     64000 | PA      | $63078.98     | 0.01%             | 2024-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PDC ENERGY INC                               | PDC Energy, Inc.                                                           | CUSIP: 69327RAJ0<br>LEI: 5493008W8H2T511J5Y59 | Long             | DBT              | CORP              | US        |    882000 | PA      | $841930.74    | 0.16%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                       | PPL Electric Utilities Corp.                                               | CUSIP: 69351UAX1<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1866757.50   | 0.35%             | 2023-09-28      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTI                             | PPL Electric Utilities Corp.                                               | CUSIP: 69351UAY9<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |   1055000 | PA      | $1038949.23   | 0.19%             | 2024-06-24      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi               | Park Avenue Institutional Advisers CLO Ltd. 2019-1                         | CUSIP: 70017WAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $973442.90    | 0.18%             | 2032-05-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Park Avenue Institutional Advi               | Park Avenue Institutional Advisers CLO Ltd. 2019-2                         | CUSIP: 70018AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1916596.80   | 0.36%             | 2034-10-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                     | Penske Truck Leasing Co. Lp / PTL Finance Corp.                            | CUSIP: 709599BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2983134.00   | 0.56%             | 2023-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                     | Penske Truck Leasing Co. Lp / PTL Finance Corp.                            | CUSIP: 709599BG8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2737000 | PA      | $2581226.38   | 0.48%             | 2024-11-01      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| PERKINELMER INC                              | PerkinElmer, Inc.                                                          | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1646665.90   | 0.31%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                     | Prime Security Services Borrower LLC / Prime Finance, Inc.                 | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $589386.00    | 0.11%             | 2024-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PROTECTIVE LIFE GLOBAL                       | Protective Life Global Funding                                             | CUSIP: 74368CAR5<br>LEI: 635400EVYITCJYWL2I50 | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1278182.10   | 0.24%             | 2023-06-09      | Fixed         | 1.08%                 | Yes           |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                         | RLJ Lodging Trust LP                                                       | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |    703000 | PA      | $625438.71    | 0.12%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Race Point CLO Ltd                           | Race Point IX CLO Ltd.                                                     | CUSIP: 74982WAE6<br>LEI: 549300C3570PBQ31OI09 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1425032.40   | 0.27%             | 2030-10-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Regatta XV Funding Ltd.                      | Regatta XV Funding Ltd.                                                    | CUSIP: 75888RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964991.90    | 0.18%             | 2031-10-25      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus               | Residential Mortgage Loan Trust 2021-1R                                    | CUSIP: 76090NAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210073 | PA      | $192234.91    | 0.04%             | 2065-01-25      | Variable      | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus               | Residential Mortgage Loan Trust 2019-2                                     | CUSIP: 76119DAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70518 | PA      | $68479.00     | 0.01%             | 2059-05-25      | Variable      | 3.22%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus               | Residential Mortgage Loan Trust 2019-3                                     | CUSIP: 76119NAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130739 | PA      | $126429.33    | 0.02%             | 2059-09-25      | Variable      | 3.04%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus               | Residential Mortgage Loan Trust 2020-2                                     | CUSIP: 76123MAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2400615 | PA      | $2209595.66   | 0.41%             | 2060-05-25      | Variable      | 2.91%                 | Yes           |                  2 | On Loan: No      |
| Residential Mortgage Loan Trus               | Residential Mortgage Loan Trust 2020-2                                     | CUSIP: 76123MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    833333 | PA      | $694772.22    | 0.13%             | 2060-05-25      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| RIVERSIDE CA PENSN OBLG                      | City of Riverside CA                                                       | CUSIP: 769036BK9<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |    500000 | PA      | $494212.50    | 0.09%             | 2023-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROCKWELL AUTOMATION                          | Rockwell Automation, Inc.                                                  | CUSIP: 773903AK5<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946500.00   | 0.36%             | 2023-08-15      | Fixed         | 0.35%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                            | NatWest Group PLC                                                          | CUSIP: 780097BH3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1000000 | PA      | $1000252.00   | 0.19%             | 2024-06-25      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                         | Royal Bank of Canada                                                       | CUSIP: 78016EZV2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4944230.00   | 0.93%             | 2024-07-29      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                           | Royalty Pharma PLC                                                         | CUSIP: 78081BAG8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1665000 | PA      | $1612970.42   | 0.30%             | 2023-09-02      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SG Capital Partners                          | SG Residential Mortgage Trust 2021-1                                       | CUSIP: 784212AC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1140861 | PA      | $912713.84    | 0.17%             | 2061-07-25      | Variable      | 1.56%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                          | SG Residential Mortgage Trust 2019-3                                       | CUSIP: 78432BAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    236879 | PA      | $226984.20    | 0.04%             | 2059-09-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                          | SG Residential Mortgage Trust 2019-3                                       | CUSIP: 78432BAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    245174 | PA      | $235171.37    | 0.04%             | 2059-09-25      | Variable      | 3.08%                 | Yes           |                  2 | On Loan: No      |
| NAVIENT CORP                                 | Navient Corp.                                                              | CUSIP: 78442FET1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    758000 | PA      | $742551.20    | 0.14%             | 2024-03-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                     | SLM Corp.                                                                  | CUSIP: 78442PGD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    727000 | PA      | $665173.01    | 0.12%             | 2025-10-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SMRT                                         | SMRT 2022-MINI                                                             | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1368460.50   | 0.26%             | 2039-01-15      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| SPCM SA                                      | SPCM S.A.                                                                  | CUSIP: 7846ELAD9<br>LEI: 969500F7036FEDYPRV54 | Long             | DBT              | CORP              | FR        |    536000 | PA      | $460960.00    | 0.09%             | 2027-03-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr               | SoFi Professional Loan Program 2017-D LLC                                  | CUSIP: 78471CAC3<br>LEI: 549300RC6OGKQI1MHM67 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $434796.50    | 0.08%             | 2040-09-25      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                  | SREIT Trust 2021-MFP                                                       | CUSIP: 78472UAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $1305214.40   | 0.24%             | 2038-11-15      | Floating      | 6.94%                 | Yes           |                  2 | On Loan: No      |
| SAN BERNARDINO CNTY CA PENSN O               | County of San Bernardino CA                                                | CUSIP: 796839BP2<br>LEI: 254900RTS8DDNPA7MX91 | Long             | DBT              | MUN               | US        |    595000 | PA      | $598099.95    | 0.11%             | 2023-08-01      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Santander Consumer Auto Receiv               | Santander Consumer Auto Receivables Trust 2021-B                           | CUSIP: 802824AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400175 | PA      | $393091.42    | 0.07%             | 2028-10-16      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivabl               | Santander Drive Auto Receivables Trust 2020-3                              | CUSIP: 80285WAG2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $958714.00    | 0.18%             | 2026-11-16      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                          | Charles Schwab Corp.                                                       | CUSIP: 808513BM6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   4665000 | PA      | $4650174.63   | 0.87%             | 2024-03-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                 | 7-Eleven, Inc.                                                             | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951493.00    | 0.18%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                          | SG Residential Mortgage Trust 2020-2                                       | CUSIP: 81882JAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1418858 | PA      | $1102763.40   | 0.21%             | 2065-05-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| SG Capital Partners                          | SG Residential Mortgage Trust 2020-2                                       | CUSIP: 81882JAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $917686.80    | 0.17%             | 2065-05-25      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| SIEMENS FINANCIERINGSMAT                     | Siemens Financieringsmaatschappij N.V.                                     | CUSIP: 82620KBB8<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   2460000 | PA      | $2451321.12   | 0.46%             | 2024-03-11      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                       | Skyworks Solutions, Inc.                                                   | CUSIP: 83088MAJ1<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2940618.00   | 0.55%             | 2023-06-01      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Social Professional Loan Progr               | SoFi Professional Loan Program 2017-E LLC                                  | CUSIP: 83404KAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22481 | PA      | $22324.16     | 0.00%             | 2040-11-26      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |
| Social Professional Loan Progr               | Sofi Professional Loan Program 2018-A LLC                                  | CUSIP: 83406EAD7<br>LEI: 5493002WMPR84WZ75V46 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $494721.70    | 0.09%             | 2042-02-25      | Fixed         | 3.61%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                     | Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd.                         | CUSIP: 84859BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    276000 | PA      | $276888.72    | 0.05%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SPIRIT LOYALTY KY LTD/IP                     | Spirit Loyalty Cayman Ltd. / Spirit IP Cayman Ltd.                         | CUSIP: 84859BAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    110000 | PA      | $110564.30    | 0.02%             | 2025-09-20      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                         | OneMain Finance Corp.                                                      | CUSIP: 85172FAL3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $498202.50    | 0.09%             | 2023-03-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUS               | Spruce Hill Mortgage Loan Trust 2020-SH1                                   | CUSIP: 85209FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     48038 | PA      | $47436.18     | 0.01%             | 2050-01-28      | Variable      | 2.52%                 | Yes           |                  2 | On Loan: No      |
| SPRUCE HILL MORTGAGE LOAN TRUS               | Spruce Hill Mortgage Loan Trust 2020-SH1                                   | CUSIP: 85209FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123037 | PA      | $121438.86    | 0.02%             | 2050-01-28      | Variable      | 2.83%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                     | CUSIP: 853254BY5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1415473.50   | 0.27%             | 2025-01-12      | Variable      | 0.99%                 | Yes           |                  2 | On Loan: No      |
| STANDARD CHARTERED PLC                       | Standard Chartered PLC                                                     | CUSIP: 853254CF5<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | DBT              | CORP              | GB        |   2000000 | PA      | $1943130.00   | 0.36%             | 2025-11-23      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Starwood Residential Mortgage                | STAR 2021-1 Trust                                                          | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    624014 | PA      | $564119.02    | 0.11%             | 2065-05-25      | Variable      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential                | Starwood Mortgage Residential Trust 2021-4                                 | CUSIP: 85573PAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    967487 | PA      | $778425.54    | 0.15%             | 2056-08-25      | Variable      | 1.16%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential                | Starwood Mortgage Residential Trust 2021-4                                 | CUSIP: 85573PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    505664 | PA      | $406089.16    | 0.08%             | 2056-08-25      | Variable      | 1.58%                 | Yes           |                  2 | On Loan: No      |
| STORE Master Funding LLC                     | Store Master Funding I-VII                                                 | CUSIP: 86212VAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1171263 | PA      | $1081994.23   | 0.20%             | 2048-10-20      | Fixed         | 4.29%                 | Yes           |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                     | Sumitomo Mitsui Financial Group, Inc.                                      | CUSIP: 86562MAW0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |   2094000 | PA      | $2093981.15   | 0.39%             | 2023-01-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                           | Energy Transfer LP                                                         | CUSIP: 86765BAL3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998330.00   | 0.37%             | 2023-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                 | TICP CLO XII Ltd.                                                          | CUSIP: 87250FAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1466665 | PA      | $1461500.43   | 0.27%             | 2034-07-15      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                             | T-Mobile USA, Inc.                                                         | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1368571.75   | 0.26%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CN0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2993220.00   | 0.56%             | 2023-04-18      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                     | Thermo Fisher Scientific, Inc.                                             | CUSIP: 883556CQ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1981004.00   | 0.37%             | 2024-10-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank                                                      | CUSIP: 89114QCF3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1175000 | PA      | $1174989.43   | 0.22%             | 2023-01-27      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank                                                      | CUSIP: 89114QCL0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $998249.00    | 0.19%             | 2023-09-28      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank                                                      | CUSIP: 89114TZC9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1996556.00   | 0.37%             | 2023-06-02      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                        | Toronto-Dominion Bank                                                      | CUSIP: 89114TZM7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2000000 | PA      | $1967304.00   | 0.37%             | 2025-01-10      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp.                                                  | CUSIP: 89236TJP1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1622232.24   | 0.30%             | 2024-09-13      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                     | Toyota Motor Credit Corp.                                                  | CUSIP: 89236TJS5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998628.00   | 0.37%             | 2023-06-13      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes                        | Tricon American Homes 2018-SFR1 Trust                                      | CUSIP: 89613TAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1868580.00   | 0.35%             | 2037-05-17      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Toorak Mortgage Corp.                        | TRK 2021-INV1 Trust                                                        | CUSIP: 89688WAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    938656 | PA      | $777815.03    | 0.15%             | 2056-07-25      | Variable      | 1.56%                 | Yes           |                  2 | On Loan: No      |
| TRUIST BANK                                  | Truist Bank                                                                | CUSIP: 89788JAD1<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2980278.00   | 0.56%             | 2024-01-17      | Floating      | 3.91%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                        | Truist Financial Corp.                                                     | CUSIP: 89788MAF9<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2937051.00   | 0.55%             | 2025-06-09      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| UBS AG LONDON                                | UBS A.G./London                                                            | CUSIP: 902674YC8<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |   5000000 | PA      | $4976505.00   | 0.93%             | 2024-02-09      | Floating      | 4.31%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                | UBS Commercial Mortgage Trust 2019-C18                                     | CUSIP: 90278PBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12139299 | PA      | $558019.29    | 0.10%             | 2052-12-15      | Variable      | 1.02%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                          | United Airlines, Inc.                                                      | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    480000 | PA      | $444924.48    | 0.08%             | 2026-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 9128283Z1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9669140.00   | 1.81%             | 2025-02-28      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 912828WE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4914845.00   | 0.92%             | 2023-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 91282CCC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9416020.00   | 1.77%             | 2024-05-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 91282CDV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4798240.00   | 0.90%             | 2024-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 91282CEG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9705470.00   | 1.82%             | 2024-03-31      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 91282CFG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9795700.00   | 1.84%             | 2024-08-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                              | United States Treasury Note                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4904100.00   | 0.92%             | 2025-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                              | Venture 36 Clo Ltd.                                                        | CUSIP: 92332LAY5<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1437702.75   | 0.27%             | 2032-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO Ltd                              | Vibrant Clo VI Ltd.                                                        | CUSIP: 92558EAL6<br>LEI: 549300WOQQ4NNX4VIU97 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1079034.33   | 0.20%             | 2029-06-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO Ltd                              | Vibrant CLO XI Ltd.                                                        | CUSIP: 92558NAN2<br>LEI: 5493008IYL3HLPE46G85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1898042.80   | 0.36%             | 2032-07-20      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co., Inc.                                   | CUSIP: 92564RAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    800000 | PA      | $745060.00    | 0.14%             | 2026-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co., Inc.                                   | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    888000 | PA      | $837233.04    | 0.16%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                       | VICI Properties LP / VICI Note Co., Inc.                                   | CUSIP: 92564RAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992755.00    | 0.19%             | 2024-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU               | WFRBS Commercial Mortgage Trust 2014-C22                                   | CUSIP: 92890KBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6400000 | PA      | $39603.20     | 0.01%             | 2057-09-15      | Variable      | 0.45%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                 | Voya CLO 2016-2 Ltd.                                                       | CUSIP: 92911UAL2<br>LEI: 549300LKPCV27FMG5J85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955643.30    | 0.18%             | 2028-07-19      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                 | Voya CLO 2018-4 Ltd.                                                       | CUSIP: 92917WAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1245051.73   | 0.23%             | 2032-01-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU               | WFRBS Commercial Mortgage Trust 2014-C19                                   | CUSIP: 92938VAS4<br>LEI: 549300FCX3YXSYSLU895 | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1455123.00   | 0.27%             | 2047-03-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU               | WFRBS Commercial Mortgage Trust 2014-C21                                   | CUSIP: 92939FAW9<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $951934.00    | 0.18%             | 2047-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU               | WFRBS Commercial Mortgage Trust 2014-C21                                   | CUSIP: 92939FBB4<br>LEI: 5493000F7E2NMQ4HIO61 | Long             | ABS-MBS          | CORP              | US        |   3200000 | PA      | $32915.20     | 0.01%             | 2047-08-15      | Variable      | 0.64%                 | No            |                  2 | On Loan: No      |
| WF-RBS COMMERCIAL MORTGAGE TRU               | WFRBS Commercial Mortgage Trust 2014-C25                                   | CUSIP: 92939LAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    815000 | PA      | $773081.29    | 0.14%             | 2047-11-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag               | Wells Fargo Commercial Mortgage Trust 2015-LC22                            | CUSIP: 94989TBC7<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |   2195626 | PA      | $35534.01     | 0.01%             | 2058-09-15      | Variable      | 0.76%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                        | Wells Fargo & Co.                                                          | CUSIP: 95000U2X0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1937028.00   | 0.36%             | 2026-04-25      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                     | Western Midstream Operating LP                                             | CUSIP: 958254AE4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $946560.00    | 0.18%             | 2025-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivable               | Westlake Automobile Receivables Trust 2019-2                               | CUSIP: 96041LAF9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350011 | PA      | $349275.56    | 0.07%             | 2024-11-15      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivable               | Westlake Automobile Receivables Trust 2019-3                               | CUSIP: 96042HAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    526142 | PA      | $522708.42    | 0.10%             | 2024-11-15      | Fixed         | 2.72%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-09

**Name of Applicant:** INVESTMENT MANAGERS SERIES TRUST

**Signature:** /s/ Terrance P. Gallagher

**Name of Signer:** Terrance P. Gallagher

**Title:** Assistant Vice President