# EDGAR Filing Document

**Accession Number:** 0001318342
**File Stem:** 0001145549-25-056101
**Filing Date:** 2025-8
**Character Count:** 187243
**Document Hash:** 6e37ca13118b8ee02b30f26acfe36810
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-056101.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001145549-25-056101

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**PERIOD START**: 20250630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Investment Managers Series Trust
- **CENTRAL INDEX KEY:** 0001318342

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21719
- **FILM NUMBER:** 251274903

**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

### Palmer Square Income Plus Fund (Series ID: S000044040)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000136684 | Class I      | PSYPX           |
| C000248662 | Class T      | PSTPX           |

## 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:** Palmer Square Income Plus Fund

- **b. EDGAR series identifier (if any):** S000044040

- **c. LEI of Series:** 549300BE2Y2R1X2JCK82

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $1075753805.19

**Total Liabilities:** $17518344.30

**Net Assets:** $1058235460.89

**Delayed Delivery Securities:** $12582500.00

**Cash Not Reported:** $14797035.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 2127.018774452464 | **1-Year:** 35594.421209620664 | **5-Year:** 36194.902408715027 | **10-Year:** 23187.464824332326 | **30-Year:** 15631.232149522719

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

- **3-Month:** 0.052634038376 | **1-Year:** 6628.334997706020 | **5-Year:** 24829.749764409281 | **10-Year:** 7836.354760015981 | **30-Year:** 96.216363413343

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136684 | 0.40%                | 0.50%                | 0.58%                |
| Class ID C000248662 | 0.30%                | 0.50%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-285599.48              | $954901.13                                 |
| Month 2  | $112964.60               | $1311389.07                                |
| Month 3  | $237041.18               | $2958465.30                                |

**Designated Index Information**

- **Index Name:** Fund's Securities Portfolio

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bank of America Credit Card Tr              | BA Credit Card Trust                                                       | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   4320000 | PA      | $4339651.68   | 0.41%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| BFLD Trust                                  | BFLD 2021-FPM Mortgage Trust                                               | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3025000 | PA      | $3026294.70   | 0.29%             | 2038-06-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                          | BMW U.S. Capital LLC                                                       | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2108016.53   | 0.20%             | 2029-04-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                   | BPR Trust 2021-WILL                                                        | CUSIP: 05591VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991103.00    | 0.09%             | 2038-06-15      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                     | BMW Vehicle Lease Trust 2023-2                                             | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    286022 | PA      | $287054.10    | 0.03%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| BX Trust                                    | BX Trust 2022-CLS                                                          | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2025996.00   | 0.19%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                              | Barings CLO Ltd. 2015-I                                                    | CUSIP: 056162AN0<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |    924613 | PA      | $925894.63    | 0.09%             | 2031-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2018-2                                             | CUSIP: 05682VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505005.65   | 0.14%             | 2031-07-19      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2023-1 Ltd.                                        | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3009503.10   | 0.28%             | 2038-07-16      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit              | Bain Capital Credit CLO 2023-1 Ltd.                                        | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1251829.00   | 0.12%             | 2038-07-16      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                               | Ballyrock CLO 24 Ltd.                                                      | CUSIP: 05875AAL2<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500000.00   | 0.14%             | 2038-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                  | Barings Equipment Finance LLC 2025-A                                       | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4235000 | PA      | $4247281.50   | 0.40%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                           | Battalion Clo XV Ltd.                                                      | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1415310 | PA      | $1411969.44   | 0.13%             | 2033-01-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                           | Battalion Clo XV Ltd.                                                      | CUSIP: 07131AAR5<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999500.00    | 0.09%             | 2033-01-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                           | Battalion CLO X Ltd.                                                       | CUSIP: 07132JBJ2<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1918539.20   | 0.18%             | 2035-01-25      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Bear Stearns Adjustable Rate M              | Bear Stearns ARM Trust 2004-3                                              | CUSIP: 07384MR95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45114 | PA      | $42088.14     | 0.00%             | 2034-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXVII Ltd.                                     | CUSIP: 08179PAW2<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1262054.13   | 0.12%             | 2037-10-20      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO VIII Ltd.                                      | CUSIP: 08180XAW2<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754825.45   | 0.17%             | 2031-01-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XVII Ltd.                                      | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005167.70   | 0.09%             | 2037-10-15      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| PENTA CLO 3 DESIGNATED ACTIVIT              | Penta CLO 3 DAC                                                            | CUSIP: G7S01TAD5<br>LEI: 6354005OXNNWWOAOCX44 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1761914.42   | 0.17%             | 2038-10-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                | OCP Euro 2025-12 DAC                                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1765191.13   | 0.17%             | 2038-01-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| BOYD GAMING CORP                            | Boyd Gaming Corp.                                                          | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1093902.70   | 0.10%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 07/24/2025   /  | EUR FORWARD PALMER CONTRACT 07/24/2025   /                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -6100000 | OU      | $-7198115.75  | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| BROADCOM CRP /  CAYMN FI                    | Broadcom Corp. / Broadcom Cayman Finance Ltd.                              | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   4300000 | PA      | $4271976.90   | 0.40%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2024-23 Ltd.                                           | CUSIP: 11765DAA1<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010187.00   | 0.10%             | 2037-05-15      | Floating      | 11.06%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                     | Bryant Park Funding 2021-17R Ltd.                                          | CUSIP: 11766LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007807.40   | 0.10%             | 2038-01-20      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/22/2026   /  | EUR FORWARD PALMER CONTRACT 04/22/2026   /                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1500000 | OU      | $-1796947.85  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 07/24/2025   /  | EUR FORWARD PALMER CONTRACT 07/24/2025   /                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -3500000 | OU      | $-4130066.41  | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                      | CCO Holdings LLC / CCO Holdings Capital Corp.                              | CUSIP: 1248EPBX0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $594882.00    | 0.06%             | 2028-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd                                   | CBAMR 2017-4 Ltd.                                                          | CUSIP: 12516EAG6<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.09%             | 2038-03-31      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2013-III-R Ltd.                                               | CUSIP: 12552MAL2<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   2972815 | PA      | $2972456.85   | 0.28%             | 2031-04-24      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                            | CIFC Funding 2019-I Ltd.                                                   | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3902738.97   | 0.37%             | 2037-10-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                    | CSX Corp.                                                                  | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1585900.80   | 0.15%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                             | CVS Health Corp.                                                           | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494109.50   | 0.14%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CALPINE CORP                                | Calpine Corp.                                                              | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |   2334000 | PA      | $2319412.50   | 0.22%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut              | Capital One Multi-Asset Execution Trust                                    | CUSIP: 14041NGB1<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   3925000 | PA      | $3929988.68   | 0.37%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execut              | Capital One Multi-Asset Execution Trust                                    | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |   5020000 | PA      | $5026244.88   | 0.47%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva              | Capital One Prime Auto Receivables Trust 2022-2                            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2366442 | PA      | $2358940.84   | 0.22%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                     | CarMax Auto Owner Trust 2024-4                                             | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1361500 | PA      | $1362774.65   | 0.13%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2012-4 Ltd.                           | CUSIP: 14309YCJ1<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005083.00   | 0.19%             | 2032-04-22      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi              | Carlyle Global Market Strategies CLO 2012-3 Ltd.                           | CUSIP: 14312EAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506660.90   | 0.14%             | 2032-01-14      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Carval CLO LTD                              | CarVal CLO II Ltd.                                                         | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1952509 | PA      | $1952069.36   | 0.18%             | 2032-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding XIX CLO Ltd.                                                 | CUSIP: 15033CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003478.20   | 0.09%             | 2038-01-23      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                      | CenterPoint Energy, Inc.                                                   | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2917143.00   | 0.28%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Chase Auto Owner Trust                      | Chase Auto Owner Trust 2024-5                                              | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    648667 | PA      | $648336.91    | 0.06%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Chase Issuance Trust                        | Chase Issuance Trust                                                       | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |   4825000 | PA      | $4820136.40   | 0.46%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                         | Cheniere Energy, Inc.                                                      | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   2490000 | PA      | $2487275.94   | 0.24%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge, Inc.                                                             | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   3700000 | PA      | $3655104.20   | 0.35%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                | Enbridge, Inc.                                                             | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   1450000 | PA      | $1551910.35   | 0.15%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                                | Entegris, Inc.                                                             | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3726713.72   | 0.35%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 03/27/2026   /  | EUR FORWARD PALMER CONTRACT 03/27/2026   /                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1500000 | OU      | $-1794276.01  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/05/25   /    | EUR FORWARD PALMER CONTRACT 09/05/25   /                                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2250000 | OU      | $-2662372.86  | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                           | Eversource Energy                                                          | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2257681.80   | 0.21%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                             | Fair Isaac Corp.                                                           | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1240000 | PA      | $1254465.84   | 0.12%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FORVIA SE                                   | Forvia S.E.                                                                | CUSIP: 31209DAA3<br>LEI: 969500F0VMZLK2IULV85 | Long             | DBT              | CORP              | FR        |    930000 | PA      | $952087.50    | 0.09%             | 2030-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FannieMae Grantor Trust                     | Fannie Mae Grantor Trust 2004-T5                                           | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    587745 | PA      | $577923.30    | 0.05%             | 2035-05-28      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T              | Ellington Financial Mortgage Trust 2021-2                                  | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3854034 | PA      | $3225468.42   | 0.30%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Ellington Financial Mortgage T              | Ellington Financial Mortgage Trust 2021-3                                  | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3961926 | PA      | $3295030.82   | 0.31%             | 2066-09-25      | Variable      | 1.24%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | 522 Funding CLO 2019-5 Ltd.                                                | CUSIP: 33829UAA1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1462140.45   | 0.14%             | 2035-04-15      | Floating      | 11.02%                | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO LTD                         | 522 Funding CLO 2019-5 Ltd.                                                | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6507894.25   | 0.61%             | 2035-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron CLO 24 Ltd.                                                       | CUSIP: 33882HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1016293.10   | 0.10%             | 2037-01-15      | Floating      | 12.09%                | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                            | Flatiron CLO 20 Ltd.                                                       | CUSIP: 33883NAE2<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000266.10   | 0.09%             | 2036-05-20      | Floating      | 10.77%                | Yes           |                  2 | On Loan: No      |
| Ford Credit Floorplan Master O              | Ford Credit Floorplan Master Owner Trust A                                 | CUSIP: 34528QHV9<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-O            | CORP              | US        |   4755000 | PA      | $4777215.36   | 0.45%             | 2028-05-15      | Fixed         | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                | Ford Credit Auto Owner Trust 2024-D                                        | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1030000 | PA      | $1030696.28   | 0.10%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                    | Ford Motor Credit Co. LLC                                                  | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1705471.88   | 0.16%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FORTINET INC                                | Fortinet, Inc.                                                             | CUSIP: 34959EAA7<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |   2779000 | PA      | $2708007.67   | 0.26%             | 2026-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                       | GFL Environmental, Inc.                                                    | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |   2125000 | PA      | $2226305.13   | 0.21%             | 2031-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                | GS Mortgage Securities Corp. Trust 2012-BWTR                               | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2995771 | PA      | $2614376.72   | 0.25%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin              | GM Financial Automobile Leasing Trust 2023-2                               | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    854509 | PA      | $855014.51    | 0.08%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi              | GM Financial Consumer Automobile Receivables Trust 2025-2                  | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    770000 | PA      | $770987.14    | 0.07%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi              | GM Financial Consumer Automobile Receivables Trust 2021-4                  | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5041 | PA      | $5032.87      | 0.00%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                       | Haleon U.S. Capital LLC                                                    | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2932903.75   | 0.28%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobi              | GM Financial Consumer Automobile Receivables Trust 2023-3                  | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3725585 | PA      | $3749845.80   | 0.35%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| GE HEALTHCARE TECH INC                      | GE HealthCare Technologies, Inc.                                           | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4209706.88   | 0.40%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin              | GM Financial Automobile Leasing Trust 2024-1                               | CUSIP: 36269FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    280110 | PA      | $280264.94    | 0.03%             | 2026-06-22      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin              | GM Financial Automobile Leasing Trust 2024-1                               | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6375000 | PA      | $6395400.00   | 0.60%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                              | Galaxy 32 CLO Ltd.                                                         | CUSIP: 362941AA4<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1016225.40   | 0.10%             | 2036-10-20      | Floating      | 11.60%                | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin              | Gm Financial Automobile Leasing Trust 2025-2                               | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1185000 | PA      | $1188325.11   | 0.11%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| GARTNER INC                                 | Gartner, Inc.                                                              | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   3875000 | PA      | $3837412.50   | 0.36%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS CO                           | General Motors Co.                                                         | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2031227.25   | 0.19%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                      | General Motors Financial Co., Inc.                                         | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $2014475.42   | 0.19%             | 2027-02-26      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin              | GM Financial Automobile Leasing Trust 2024-3                               | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1915180 | PA      | $1913124.88   | 0.18%             | 2027-01-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management U.S. CLO 5 Ltd.                                 | CUSIP: 38138DBE5<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004972.00   | 0.09%             | 2032-10-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US               | Goldentree Loan Management U.S. Clo 7 Ltd.                                 | CUSIP: 38138MAG1<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $492146.00    | 0.05%             | 2034-04-20      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT              | Golub Capital Partners CLO 74 B Ltd.                                       | CUSIP: 38190BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002966.40   | 0.19%             | 2037-07-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners Static               | Golub Capital Partners Static 2024-1 Ltd.                                  | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3100000.00   | 0.29%             | 2035-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MCKESSON CORP                               | McKesson Corp.                                                             | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2823807.14   | 0.27%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Mellon Residential Funding Cor              | Mellon Residential Funding Cor Mor Pas Thr Tr Ser 1999-tbc3                | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     15770 | PA      | $15358.19     | 0.00%             | 2029-10-20      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                   | Menlo CLO I Ltd.                                                           | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509006.15   | 0.14%             | 2038-01-20      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust              | Mercedes-Benz Auto Lease Trust 2023-A                                      | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3345421 | PA      | $3346301.01   | 0.32%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust              | Mercedes-Benz Auto Lease Trust 2024-A                                      | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1772015.00   | 0.17%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| MET LIFE GLOB FUNDING I                     | Metropolitan Life Global Funding I                                         | CUSIP: 59217GFC8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |    590000 | PA      | $589488.47    | 0.06%             | 2025-08-25      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| MICRON TECHNOLOGY INC                       | Micron Technology, Inc.                                                    | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2846000 | PA      | $2914150.32   | 0.28%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                    | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd. | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    387000 | PA      | $387749.62    | 0.04%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Milos CLO, LTD                              | Milos CLO Ltd.                                                             | CUSIP: 60162PAE2<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    881596 | PA      | $882823.19    | 0.08%             | 2030-10-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                      | Mondelez International, Inc.                                               | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2436430.00   | 0.23%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                    | Mondelez International Holdings Netherlands B.V.                           | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1720000 | PA      | $1658319.08   | 0.16%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO              | Morgan Stanley Eaton Vance CLO 2022-16 LLC                                 | CUSIP: 61774KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2524586.00   | 0.24%             | 2035-04-15      | Floating      | 11.11%                | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                           | Mountain View Clo XIV Ltd.                                                 | CUSIP: 62432MAW9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505761.95   | 0.14%             | 2034-10-15      | Floating      | 8.46%                 | Yes           |                  2 | On Loan: No      |
| MUELLER WATER PRODUCTS                      | Mueller Water Products, Inc.                                               | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1019381.21   | 0.10%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XXII Ltd.                                             | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1019885.80   | 0.10%             | 2038-04-15      | Floating      | 11.11%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XVI-S Ltd.                                            | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4998804.50   | 0.47%             | 2039-04-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman CLO XVI-S Ltd.                                            | CUSIP: 64131TBG8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004784.30   | 0.09%             | 2039-04-15      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                        | New Mountain CLO 4 Ltd.                                                    | CUSIP: 64754JAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1007911.10   | 0.10%             | 2038-03-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                        | New Mountain CLO 5 Ltd.                                                    | CUSIP: 64754XAA9<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.09%             | 2036-04-20      | Floating      | 11.12%                | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                        | New Mountain CLO 6 Ltd.                                                    | CUSIP: 647908AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757743.75   | 0.17%             | 2037-10-15      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                       | Newark BSL CLO 1 Ltd.                                                      | CUSIP: 65023TAJ1<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |    508292 | PA      | $508812.51    | 0.05%             | 2029-12-21      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 1 Ltd.                       | Newark BSL CLO 1 Ltd.                                                      | CUSIP: 65023UAE9<br>LEI: 549300R0C043JWD1XY94 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $739274.33    | 0.07%             | 2029-12-21      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3452946.00   | 0.33%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                      | NextEra Energy Capital Holdings, Inc.                                      | CUSIP: 65339KCR9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    890000 | PA      | $892143.12    | 0.08%             | 2026-01-29      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                      | XPLR Infrastructure LP                                                     | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1192086.26   | 0.11%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner               | Nissan Auto Receivables 2024-A Owner Trust                                 | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4400000 | PA      | $4451805.60   | 0.42%             | 2028-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner               | Nissan Auto Receivables 2021-A Owner Trust                                 | CUSIP: 65480BAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1707711 | PA      | $1695547.46   | 0.16%             | 2027-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust                     | Nissan Auto Lease Trust 2024-B                                             | CUSIP: 65481DAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4558878 | PA      | $4573334.01   | 0.43%             | 2027-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                | Novelis Corp.                                                              | CUSIP: 670001AH9<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |    960000 | PA      | $863376.00    | 0.08%             | 2031-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2017-13 Ltd.                                                       | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3510439.45   | 0.33%             | 2037-11-26      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2017-14 Ltd.                                                       | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002898.30   | 0.28%             | 2037-07-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2014-5 Ltd.                                                        | CUSIP: 67102SAL8<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |    383049 | PA      | $383471.33    | 0.04%             | 2031-04-26      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXIX Ltd.                                                     | CUSIP: 89643BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3017080.50   | 0.29%             | 2037-07-23      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| EURO FORWARD PALMER CONTRACT 10/15/2025   / | EURO FORWARD PALMER CONTRACT 10/15/2025   /                                | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2000000 | OU      | $-2372286.47  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                        | USB Auto Owner Trust 2025-1                                                | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1090000 | PA      | $1092672.68   | 0.10%             | 2028-06-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10489006.50  | 0.99%             | 2025-07-10      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797MG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5000000 | PA      | $4978180.00   | 0.47%             | 2025-08-07      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797MH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9923290.00   | 0.94%             | 2025-09-04      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797PE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9981620.00   | 0.94%             | 2025-07-17      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797PP6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19877940.00  | 1.88%             | 2025-08-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797PW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $10411096.50  | 0.98%             | 2025-09-11      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797QB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19951500.00  | 1.89%             | 2025-07-22      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797QF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9875550.00   | 0.93%             | 2025-10-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797QG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19735420.00  | 1.86%             | 2025-10-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797QU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19818620.00  | 1.87%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                               | United States Treasury Bill                                                | CUSIP: 912797QV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9901950.00   | 0.94%             | 2025-09-23      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note                                                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22950000 | PA      | $22837040.10  | 2.16%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note                                                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19075000 | PA      | $19251596.35  | 1.82%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                             | United States Treasury Note                                                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -3825000 | PA      | $-3861605.25  | -0.36%            | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VOC ESCROW LTD                              | VOC Escrow Ltd.                                                            | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1309000 | PA      | $1305727.50   | 0.12%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL CALCASIEU                    | Venture Global Calcasieu Pass LLC                                          | CUSIP: 92328MAB9<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1806318.15   | 0.17%             | 2031-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Venture CDO Ltd                             | Venture 38 CLO Ltd.                                                        | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |   1763198 | PA      | $1759373.59   | 0.17%             | 2032-07-30      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| VERALTO CORP                                | Veralto Corp.                                                              | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4833169.05   | 0.46%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                    | Verdelite Static CLO 2024-1 Ltd.                                           | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1247382.13   | 0.12%             | 2032-07-20      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications, Inc.                                               | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2024218.35   | 0.19%             | 2027-03-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                      | Verizon Communications, Inc.                                               | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2872558.26   | 0.27%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                        | Verizon Master Trust                                                       | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   4941000 | PA      | $4951880.08   | 0.47%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                    | Vertiv Group Corp.                                                         | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1082274.21   | 0.10%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                  | Verus Securitization Trust 2021-5                                          | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1375075 | PA      | $1184672.10   | 0.11%             | 2066-09-25      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| Visio 2020-1 Trust                          | Visio 2020-1 Trust                                                         | CUSIP: 92837KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      4904 | PA      | $4890.05      | 0.00%             | 2055-08-25      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced               | Volkswagen Auto Loan Enhanced Trust 2024-1                                 | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2871715 | PA      | $2874779.13   | 0.27%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                 | Volkswagen Auto Lease Trust 2025-A                                         | CUSIP: 92868WAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2525000 | PA      | $2532597.73   | 0.24%             | 2027-12-20      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2015-3 Ltd.                                                       | CUSIP: 92913UBC9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2361877 | PA      | $2364852.09   | 0.22%             | 2031-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2016-3 Ltd.                                                       | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2487975.50   | 0.24%             | 2031-10-18      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2014-1 Ltd.                                                       | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004786.50   | 0.09%             | 2031-04-18      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | VOYA CLO 2017-2                                                            | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    221705 | PA      | $221851.47    | 0.02%             | 2030-06-07      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2017-1 Ltd.                                                       | CUSIP: 92916MAD3<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1254620.13   | 0.12%             | 2030-04-17      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2013-2 Ltd.                                                       | CUSIP: 92916WAJ8<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007317.00   | 0.19%             | 2031-04-25      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2013-1 Ltd.                                                       | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004024.80   | 0.09%             | 2030-10-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2018-3 Ltd.                                                       | CUSIP: 92917KAW4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507563.00   | 0.14%             | 2031-10-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2020-3 Ltd.                                                       | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501066.80   | 0.14%             | 2038-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2021-3 Ltd.                                                       | CUSIP: 92919DAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005780.10   | 0.28%             | 2038-04-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                   | Corpay Technologies Operating Co. LLC                                      | CUSIP: 999999999<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1969810 | PA      | $1972272.25   | 0.19%             | 2028-04-28      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                        | WMG Acquisition Corp.                                                      | CUSIP: 92929LBA5<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   1950000 | PA      | $1957312.50   | 0.18%             | 2031-01-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| RYAN SPECIALTY                              | Ryan Specialty LLC                                                         | CUSIP: 999999999<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1741250 | PA      | $1743426.56   | 0.16%             | 2031-09-15      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp.                                       | CUSIP: 14913UAK6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1812720.43   | 0.17%             | 2026-02-27      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp.                                       | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1476587.10   | 0.14%             | 2027-05-14      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                    | Caterpillar Financial Services Corp.                                       | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1525109.80   | 0.14%             | 2027-01-07      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding IV CLO Ltd.                                                  | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008136.00   | 0.19%             | 2038-01-23      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding IV CLO Ltd.                                                  | CUSIP: 150323BS1<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003253.50   | 0.09%             | 2038-01-23      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                           | Cedar Funding VII Clo Ltd.                                                 | CUSIP: 15032FAP1<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005454.00   | 0.19%             | 2031-01-20      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMERICAS LLC                          | Crown Americas LLC                                                         | CUSIP: 228180AC9<br>LEI: RPPGGRL1J75WGF2DFO04 | Long             | DBT              | CORP              | US        |    890000 | PA      | $896639.40    | 0.08%             | 2033-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CROWN AMER/CAP CORP V                       | Crown Americas LLC / Crown Americas Capital Corp. V                        | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1776114.27   | 0.17%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                   | DLLAA 2023-1 LLC                                                           | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3853000 | PA      | $3901597.89   | 0.37%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                               | DTE Energy Co.                                                             | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3910000 | PA      | $3956787.06   | 0.37%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                   | IQVIA, Inc.                                                                | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1360000 | PA      | $1395448.40   | 0.13%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                   | IQVIA, Inc.                                                                | CUSIP: 46266TAD0<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    735000 | PA      | $758282.60    | 0.07%             | 2030-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                          | Royalty Pharma PLC                                                         | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1850000 | PA      | $1640452.35   | 0.16%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                    | SCIL IV LLC / SCIL USA Holdings LLC                                        | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1693625.00   | 0.16%             | 2026-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitiz              | SFS Auto Receivables Securitization Trust 2023-1                           | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5183045 | PA      | $5218372.14   | 0.49%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 2/17/26   /     | EUR FORWARD PALMER CONTRACT 2/17/26   /                                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1500000 | OU      | $-1790385.29  | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/25/25   /    | EUR FORWARD PALMER CONTRACT 09/25/25   /                                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4655000 | OU      | $-5515535.72  | -0.52%            |  |  |  | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                                | 7-Eleven, Inc.                                                             | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2303000 | PA      | $2252462.97   | 0.21%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                                | 7-Eleven, Inc.                                                             | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2121844.30   | 0.20%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                          | Shackleton 2013-IV-R CLO Ltd.                                              | CUSIP: 81882HAG0<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2258462.93   | 0.21%             | 2031-04-13      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                     | Kestrel Acquisition LLC                                                    | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |   1240625 | PA      | $1242510.75   | 0.12%             | 2031-11-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                    | Hudson River Trading LLC                                                   | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |   1964641 | PA      | $1972931.79   | 0.19%             | 2030-03-18      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                       | Dun & Bradstreet Corp.                                                     | CUSIP: 26483NAW0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |   1492443 | PA      | $1493002.99   | 0.14%             | 2029-01-18      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER                 | Charter Communications Operating LLC                                       | CUSIP: 16117LCE7<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    987206 | PA      | $989861.84    | 0.09%             | 2031-12-15      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| TRANS UNION LLC                             | Trans Union LLC                                                            | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1495693.95   | 0.14%             | 2031-06-24      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                   | Go Daddy Operating Co. LLC                                                 | CUSIP: 38017BAX4<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   2212163 | PA      | $2216365.80   | 0.21%             | 2029-11-13      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| COHERENT CORP                               | Coherent Corp.                                                             | CUSIP: 45173JAS3<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1384073 | PA      | $1387823.80   | 0.13%             | 2029-07-02      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| FLUTTER FINANCING BV                        | Flutter Financing B.V.                                                     | CUSIP: N3313EAG5<br>LEI: 635400EG4YIJLJMZJ782 | Long             | LON              | CORP              | NL        |   1674500 | PA      | $1672406.88   | 0.16%             | 2030-11-29      | Floating      | 6.05%                 | No            |                  2 | On Loan: No      |
| WHITEWATER DBR HOLDCO LL                    | WhiteWater DBR HoldCo LLC                                                  | CUSIP: 96616PAD0<br>LEI: 21380025GXMNBTSJP816 | Long             | LON              | CORP              | US        |   1226760 | PA      | $1229697.94   | 0.12%             | 2031-03-03      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| KOPPERS INC                                 | Koppers, Inc.                                                              | CUSIP: 50060JAH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | LON              | CORP              | US        |    997494 | PA      | $1002171.98   | 0.09%             | 2030-04-10      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| BOOST NEWCO BORROWER LLC                    | Boost Newco Borrower LLC                                                   | CUSIP: 92943EAG1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | LON              | CORP              | US        |    997500 | PA      | $1001240.63   | 0.09%             | 2031-01-31      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| AMWINS GROUP INC                            | AmWINS Group, Inc.                                                         | CUSIP: 03234TBA5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |    995000 | PA      | $996462.65    | 0.09%             | 2032-01-30      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| STONEPEAK NILE PARENT                       | Stonepeak Nile Parent LLC                                                  | CUSIP: 86184XAB0<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1004500.00   | 0.09%             | 2032-04-12      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| PRIMO BRANDS CORP                           | Primo Brands Corp.                                                         | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1507080.00   | 0.14%             | 2028-03-31      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |
| AADVANTAGE LOYALTY IP                       | AAdvantage Loyalty IP Ltd.                                                 | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    838158 | PA      | $833900.08    | 0.08%             | 2028-04-20      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                         | Peer Holding III B.V.                                                      | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    997500 | PA      | $1004108.44   | 0.09%             | 2031-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| ASTORIA ENERGY LLC                          | Astoria Energy LLC                                                         | CUSIP: 999999999<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1754742.50   | 0.17%             | 2032-06-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp.                                                  | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    930000 | PA      | $934665.81    | 0.09%             | 2026-05-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp.                                                  | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1657415.10   | 0.16%             | 2026-08-07      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                    | Toyota Motor Credit Corp.                                                  | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1451742.90   | 0.14%             | 2026-04-10      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                    | Toyota Lease Owner Trust 2024-A                                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |   4728097 | PA      | $4750480.11   | 0.45%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp.                                                                  | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2685000 | PA      | $2634250.82   | 0.25%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                | AES Corp.                                                                  | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1022151.00   | 0.10%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                    | AT&T, Inc.                                                                 | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3870582.38   | 0.37%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                  | AbbVie, Inc.                                                               | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4120803.40   | 0.39%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEM                    | Advanced Drainage Systems, Inc.                                            | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |   1600000 | PA      | $1588475.20   | 0.15%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| AIR CANADA                                  | Air Canada                                                                 | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   2465000 | PA      | $2441814.21   | 0.23%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                       | AIMCO CLO 10 Ltd.                                                          | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002007.00   | 0.09%             | 2037-07-22      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                           | American Builders & Contractors Supply Co., Inc.                           | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   2965000 | PA      | $2902041.19   | 0.27%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Accoun              | American Express Credit Account Master Trust                               | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |   5250000 | PA      | $5245002.00   | 0.50%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp.                                               | CUSIP: 02665WEX5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   4275000 | PA      | $4281108.98   | 0.40%             | 2026-01-09      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                      | American Honda Finance Corp.                                               | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000688.00   | 0.09%             | 2026-05-21      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                         | American Tower Corp.                                                       | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2207239.07   | 0.21%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen, Inc.                                                                | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2661307.00   | 0.25%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                   | Amgen, Inc.                                                                | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   1670000 | PA      | $1706855.23   | 0.16%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                               | Amphenol Corp.                                                             | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2090000 | PA      | $2099634.90   | 0.20%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.               | Anchorage Credit Funding 3 Ltd.                                            | CUSIP: 03330EAN4<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1861726.00   | 0.18%             | 2039-01-28      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XXI Ltd.                                       | CUSIP: 08186TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753989.40    | 0.07%             | 2034-10-15      | Floating      | 11.22%                | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                      | Blackstone Mortgage Trust, Inc.                                            | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    800000 | PA      | $777140.40    | 0.07%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO 2015-3 Ltd.                                               | CUSIP: 09628JAN1<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007340.40   | 0.19%             | 2031-04-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                        | BlueMountain CLO XXIX Ltd.                                                 | CUSIP: 09630KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1737315.65   | 0.16%             | 2034-07-25      | Floating      | 8.79%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                             | BofA Auto Trust 2024-1                                                     | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    450000 | PA      | $454469.40    | 0.04%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN LEVERAGED CLO 5.15%  01/19/2038   /  | DRYDEN LEVERAGED CLO 5.15%  01/19/2038   /                                 | CUSIP: G284ACAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   2000000 | PA      | $2412636.59   | 0.23%             | 2038-01-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                        | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1127924.80   | 0.11%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NGPL PIPECO LLC                             | NGPL PipeCo LLC                                                            | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1393301.00   | 0.13%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy, Inc.                                                           | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    625000 | PA      | $589774.38    | 0.06%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                              | NRG Energy, Inc.                                                           | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1106913.50   | 0.10%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                         | Sherwin-Williams Co.                                                       | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   4175000 | PA      | $4120286.63   | 0.39%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                         | Silgan Holdings, Inc.                                                      | CUSIP: 827048AX7<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1013000 | PA      | $985854.64    | 0.09%             | 2026-04-01      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                       | Silver Point CLO 6 Ltd.                                                    | CUSIP: 82808MAJ2<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993491.80    | 0.09%             | 2037-10-15      | Floating      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                       | Silver Point CLO 9 Ltd.                                                    | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008961.00   | 0.19%             | 2038-03-31      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner               | Toyota Auto Receivables 2025-A Owner Trust                                 | CUSIP: 89240JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5665000 | PA      | $5662229.82   | 0.54%             | 2027-11-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                            | Trestles CLO VI Ltd.                                                       | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997735.40   | 0.19%             | 2038-04-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                            | TRESTLES CLO 2017-1 Ltd.                                                   | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4019079.60   | 0.38%             | 2037-07-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                            | TRESTLES CLO II Ltd.                                                       | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007151.70   | 0.28%             | 2037-07-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                            | Trinitas CLO XXI Ltd.                                                      | CUSIP: 89640JAW7<br>LEI: 254900S6ZHFKMFCQD992 | Long             | ABS-CBDO         | CORP              | BM        |   1250000 | PA      | $1230999.13   | 0.12%             | 2038-04-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XVIII Ltd.                                     | CUSIP: 08186QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008337.40   | 0.10%             | 2034-10-15      | Floating      | 11.27%                | Yes           |                  2 | On Loan: No      |
| Citibank Credit Card Issuance               | Citibank Credit Card Issuance Trust                                        | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |   5205000 | PA      | $5221374.93   | 0.49%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus              | Citizens Auto Receivables Trust 2024-1                                     | CUSIP: 17331QAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    556771 | PA      | $557223.74    | 0.05%             | 2026-10-15      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trus              | Citizens Auto Receivables Trust 2024-1                                     | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5220000 | PA      | $5249493.00   | 0.50%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CLEAN HARBORS INC                           | Clean Harbors, Inc.                                                        | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    575000 | PA      | $569510.48    | 0.05%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CLEARWAY ENERGY OP LLC                      | Clearway Energy Operating LLC                                              | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |   1860000 | PA      | $1843725.00   | 0.17%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2021-4 Mortgage Loan Trust                                            | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4610449 | PA      | $3933256.89   | 0.37%             | 2066-10-25      | Variable      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                            | COLT 2022-1 Mortgage Loan Trust                                            | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4585711 | PA      | $4137333.85   | 0.39%             | 2066-12-27      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 12/02/2025   /  | EUR FORWARD PALMER CONTRACT 12/02/2025   /                                 | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2000000 | OU      | $-2379670.48  | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                                | Comcast Corp.                                                              | CUSIP: 20030NEA5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4260327.75   | 0.40%             | 2027-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO               | Creeksource 2024-1 Dunes Creek Clo Ltd.                                    | CUSIP: 225914AJ9<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255545.25   | 0.12%             | 2038-01-15      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Crestline Denali CLO XV, Ltd.               | Crestline Denali CLO XV Ltd.                                               | CUSIP: 22616CAG8<br>LEI: 254900I3X14OTGXOC969 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $802140.08    | 0.08%             | 2030-04-20      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                     | John Deere Capital Corp.                                                   | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   4265000 | PA      | $4271128.81   | 0.40%             | 2026-03-06      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                | Dell Equipment Finance Trust 2023-1                                        | CUSIP: 24702HAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1858411 | PA      | $1862691.26   | 0.18%             | 2028-09-22      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp.                                         | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2765083.50   | 0.26%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                     | Dell International LLC / EMC Corp.                                         | CUSIP: 24703TAG1<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1722263.16   | 0.16%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                        | Dewolf Park CLO Ltd.                                                       | CUSIP: 25211AAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    570127 | PA      | $570956.54    | 0.05%             | 2030-10-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP                     | Digital Realty Trust LP                                                    | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3462046.23   | 0.33%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T              | Discover Card Execution Note Trust                                         | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   1420000 | PA      | $1422223.72   | 0.13%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note T              | Discover Card Execution Note Trust                                         | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-O            | CORP              | US        |   4295000 | PA      | $4292023.57   | 0.41%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 41 Senior Loan Fund                                                 | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000165.60   | 0.09%             | 2031-04-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 49 Senior Loan Fund                                                 | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503300.90   | 0.14%             | 2030-07-18      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 86 CLO Ltd.                                                         | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996492.10    | 0.09%             | 2034-07-17      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                     | Dryden 30 Senior Loan Fund                                                 | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |     13042 | PA      | $13031.65     | 0.00%             | 2028-11-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| DUKE ENERGY CORP                            | Duke Energy Corp.                                                          | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3215000 | PA      | $3150995.78   | 0.30%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance CLO 2013-1 Ltd.                                                | CUSIP: 27830CAJ1<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2206667.03   | 0.21%             | 2034-01-15      | Floating      | 11.32%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance Clo 2015-1 Ltd.                                                | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504143.15   | 0.14%             | 2030-01-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                         | Eaton Vance CLO 2020-2 Ltd.                                                | CUSIP: 27830RAG4<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003800.70   | 0.09%             | 2037-10-15      | Floating      | 10.76%                | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd                           | Elevation CLO 2018-10 Ltd.                                                 | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |   1306773 | PA      | $1306374.36   | 0.12%             | 2031-10-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                         | Elmwood CLO VI Ltd.                                                        | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007076.50   | 0.47%             | 2037-07-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                         | Elmwood CLO III Ltd.                                                       | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1755335.05   | 0.17%             | 2037-07-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                   | Kubota Credit Owner Trust 2025-2                                           | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1095000 | PA      | $1094867.94   | 0.10%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| LCM Ltd Partnership                         | LCM XXIV Ltd.                                                              | CUSIP: 50188YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    130852 | PA      | $130921.50    | 0.01%             | 2030-03-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COS INC                              | Lowe's Cos., Inc.                                                          | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4518508.89   | 0.43%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                    | Madison Park Funding XXXV Ltd.                                             | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1793225 | PA      | $1796788.60   | 0.17%             | 2032-04-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                       | ON Semiconductor Corp.                                                     | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |   1253000 | PA      | $1213178.41   | 0.11%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                    | 1011778 BC ULC / New Red Finance, Inc.                                     | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1275000 | PA      | $1251527.25   | 0.12%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ONEOK INC                                   | ONEOK, Inc.                                                                | CUSIP: 682680BR3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2927597.40   | 0.28%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp.                                                               | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3725000 | PA      | $3536276.60   | 0.33%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                | Voya CLO 2022-3 Ltd.                                                       | CUSIP: 92919WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1266241.88   | 0.12%             | 2036-10-20      | Floating      | 12.27%                | Yes           |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                        | Waste Management, Inc.                                                     | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   4296000 | PA      | $4402424.81   | 0.42%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                            | Whitebox Clo II Ltd.                                                       | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001439.80   | 0.09%             | 2037-10-24      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd                            | Whitebox CLO IV Ltd.                                                       | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000792.90   | 0.09%             | 2036-04-20      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd                            | Whitebox Clo V Ltd.                                                        | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.09%             | 2038-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Trust                       | Worldwide Plaza Trust 2017-WWP                                             | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $82704.83     | 0.01%             | 2036-11-10      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr              | World Omni Auto Receivables Trust 2024-A                                   | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4908000 | PA      | $4936731.43   | 0.47%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2025-1 Ltd.                                                    | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3753469.13   | 0.35%             | 2038-07-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2025-1 Ltd.                                                    | CUSIP: 29249DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002289.30   | 0.09%             | 2038-07-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners Static               | Golub Capital Partners Static 2024-1 Ltd.                                  | CUSIP: 381944AA5<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.09%             | 2033-04-20      | Floating      | 10.77%                | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                    | Graphic Packaging International LLC                                        | CUSIP: 38869AAB3<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1891062.50   | 0.18%             | 2028-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                     | Greenwood Park CLO Ltd.                                                    | CUSIP: 39729RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1903743.95   | 0.18%             | 2031-04-15      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| H.B. FULLER CO                              | H.B. Fuller Co.                                                            | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1605931.25   | 0.15%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA INC                                     | HCA, Inc.                                                                  | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1855000 | PA      | $1895594.82   | 0.18%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management                         | HPS Loan Management 15-2019 Ltd.                                           | CUSIP: 40439EAJ5<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |   2250000 | PA      | $2261611.80   | 0.21%             | 2035-01-22      | Floating      | 11.07%                | Yes           |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Tru              | Harley-Davidson Motorcycle Trust 2024-A                                    | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5054995.00   | 0.48%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T              | Honda Auto Receivables 2025-2 Owner Trust                                  | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1605000 | PA      | $1603992.06   | 0.15%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T              | Honda Auto Receivables 2024-2 Owner Trust                                  | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4555453.50   | 0.43%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T              | Honda Auto Receivables 2023-3 Owner Trust                                  | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4553208.00   | 0.43%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                     | Highbridge Loan Management 5-2015 Ltd.                                     | CUSIP: 44331DAY5<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995407.50    | 0.09%             | 2030-10-15      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| HYATT HOTELS CORP                           | Hyatt Hotels Corp.                                                         | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    240000 | PA      | $244248.72    | 0.02%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HYUNDAI CAPITAL AMERICA                     | Hyundai Capital America                                                    | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2391644.99   | 0.23%             | 2026-09-27      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat              | Hyundai Auto Lease Securitization Trust 2024-A                             | CUSIP: 448988AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1879283 | PA      | $1881099.99   | 0.18%             | 2026-06-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust              | Hyundai Auto Receivables Trust 2023-C                                      | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4381000 | PA      | $4430049.68   | 0.42%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat              | Hyundai Auto Lease Securitization Trust 2024-B                             | CUSIP: 44934FAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4536882.00   | 0.43%             | 2027-05-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust              | Hyundai Auto Receivables Trust 2025-A                                      | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4500000 | PA      | $4498321.50   | 0.43%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat              | Hyundai Auto Lease Securitization Trust 2025-B                             | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1666188.48   | 0.16%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust              | Hyundai Auto Receivables Trust                                             | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1205000 | PA      | $1207678.72   | 0.11%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                    | Intercontinental Exchange, Inc.                                            | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2987910.00   | 0.28%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                     | International Game Technology PLC                                          | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   1325000 | PA      | $1315062.50   | 0.12%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XII Ltd.                                                         | CUSIP: 55953GCG8<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498748.00    | 0.05%             | 2031-10-15      | Floating      | 10.20%                | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                           | Magnetite XXV Ltd.                                                         | CUSIP: 55955HAA9<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011814.50   | 0.10%             | 2032-01-25      | Floating      | 10.89%                | Yes           |                  2 | On Loan: No      |
| MARS INC                                    | Mars, Inc.                                                                 | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5172768.81   | 0.49%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MASTEC INC                                  | MasTec, Inc.                                                               | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3696180.18   | 0.35%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                              | Mastercard, Inc.                                                           | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1924256.64   | 0.18%             | 2028-03-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                      | Match Group Holdings II LLC                                                | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1624480.00   | 0.15%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM VI Ltd.                                                               | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004421.60   | 0.19%             | 2031-04-17      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                    | OZLM IX Ltd.                                                               | CUSIP: 67109KBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2001347 | PA      | $2004421.41   | 0.19%             | 2031-10-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                    | OBX 2020-INV1 Trust                                                        | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1060867 | PA      | $1008001.94   | 0.10%             | 2049-12-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP Clo 2019-17 Ltd.                                                       | CUSIP: 67113LAY2<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506562.50   | 0.14%             | 2037-07-20      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2022-25 Ltd.                                                       | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4018000.00   | 0.38%             | 2037-07-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit                             | OHA Credit Funding 11 Ltd.                                                 | CUSIP: 67115VAQ5<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1004118.20   | 0.09%             | 2037-07-19      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2023-30 Ltd.                                                       | CUSIP: 67117QAA9<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1521411.60   | 0.14%             | 2037-01-24      | Floating      | 11.37%                | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                             | Oaktree CLO 2019-3 Ltd.                                                    | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004582.40   | 0.19%             | 2038-01-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2024-31 Ltd.                                                       | CUSIP: 67570AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4509964.35   | 0.43%             | 2037-04-20      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2024-32 Ltd.                                                       | CUSIP: 67570CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1518134.85   | 0.14%             | 2037-04-23      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2024-32 Ltd.                                                       | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    895000 | PA      | $910229.32    | 0.09%             | 2037-04-23      | Floating      | 11.04%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                 | OCP CLO 2020-18 Ltd.                                                       | CUSIP: 67570TAN5<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1014116.90   | 0.10%             | 2037-07-20      | Floating      | 10.52%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XX              | Octagon Investment Partners XXII Ltd.                                      | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752086.13    | 0.07%             | 2030-01-22      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                 | Oracle Corp.                                                               | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1833694.30   | 0.17%             | 2028-08-03      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| PARKER-HANNIFIN CORP                        | Parker-Hannifin Corp.                                                      | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2055606.75   | 0.19%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                     | Pfizer Investment Enterprises Pte Ltd.                                     | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |   4075000 | PA      | $4108455.75   | 0.39%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner              | Porsche Innovative Lease Owner Trust 2025-1                                | CUSIP: 73329KAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1080000 | PA      | $1082596.32   | 0.10%             | 2027-12-20      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2018-1 Ltd.                                                       | CUSIP: 73742DAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1011861.40   | 0.10%             | 2037-10-16      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2021-1 Ltd.                                                       | CUSIP: 73742FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1246944.75   | 0.12%             | 2034-10-15      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO VI Ltd.                                                           | CUSIP: 73742WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1025382.30   | 0.10%             | 2038-01-20      | Floating      | 10.96%                | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2022-1 Ltd.                                                       | CUSIP: 73742YAA3<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4510236.15   | 0.43%             | 2035-04-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2023-1 Ltd.                                                       | CUSIP: 73743CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4006859.20   | 0.38%             | 2036-04-20      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2023-1 Ltd.                                                       | CUSIP: 73743CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008816.20   | 0.19%             | 2036-04-20      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                | Post CLO 2024-1 Ltd.                                                       | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010558.50   | 0.47%             | 2037-04-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| QUALCOMM INC                                | QUALCOMM, Inc.                                                             | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |   2612000 | PA      | $2580363.46   | 0.24%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                       | QXO Building Products, Inc.                                                | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |   1235000 | PA      | $1275386.97   | 0.12%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Recette CLO LLC                             | Recette Clo Ltd.                                                           | CUSIP: 75620RAG7<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $904485.10    | 0.09%             | 2034-04-20      | Floating      | 13.00%                | Yes           |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                     | Regatta VI Funding Ltd.                                                    | CUSIP: 75887NBC2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502746.05   | 0.14%             | 2034-04-20      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                     | Regatta VII Funding Ltd.                                                   | CUSIP: 75887TAN6<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2011621.60   | 0.19%             | 2034-06-20      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                     | Regatta VII Funding Ltd.                                                   | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003845.60   | 0.19%             | 2034-06-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Regatta XIII Funding LLC                    | Regatta XIII Funding Ltd.                                                  | CUSIP: 75888FAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3589926 | PA      | $3592901.23   | 0.34%             | 2031-07-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                     | Regatta XIV Funding Ltd.                                                   | CUSIP: 75888MAR1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.14%             | 2031-10-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                    | Regatta XVI Funding Ltd.                                                   | CUSIP: 75888QAL5<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007682.50   | 0.10%             | 2033-01-15      | Floating      | 11.36%                | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                       | Republic Services, Inc.                                                    | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $572132.30    | 0.05%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                          | Roche Holdings, Inc.                                                       | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   3925000 | PA      | $3657444.53   | 0.35%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO Ltd                              | Romark WM-R Ltd.                                                           | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1357244 | PA      | $1358718.22   | 0.13%             | 2031-04-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| SAZERAC CO INC                              | Sazerac Co., Inc.                                                          | CUSIP: 999999999<br>LEI: 9QU0CG1O4LSOB6IFK895 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1752187.50   | 0.17%             | 2032-06-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| SILGAN HOLDINGS INC                         | Silgan Holdings, Inc.                                                      | CUSIP: 999999999<br>LEI: KAF673KJXD92C8KSLU49 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1997471.73   | 0.19%             | 2028-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                    | Celanese U.S. Holdings LLC                                                 | CUSIP: U1259RAB9<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1276813.29   | 0.12%             | 2028-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| FIBERCOP SPA                                | Fibercop S.p.A.                                                            | CUSIP: 999999999<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   1950000 | PA      | $2303924.20   | 0.22%             | 2032-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| WYNDHAM HOTELS & RESORTS                    | Wyndham Hotels & Resorts, Inc.                                             | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1615166.85   | 0.15%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                          | Zegona Finance PLC                                                         | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |   1854000 | PA      | $1983780.00   | 0.19%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| MATTERHORN TELECOM SA                       | Matterhorn Telecom S.A.                                                    | CUSIP: 298531151<br>LEI: 549300MTB0YI26SMUT22 | Long             | DBT              | CORP              | LU        |   1500000 | PA      | $1806129.70   | 0.17%             | 2030-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                   | CIFC European Funding CLO III DAC                                          | CUSIP: BCC2QB6H0<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |   2800000 | PA      | $3300506.68   | 0.31%             | 2034-01-15      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers              | Neuberger Berman Loan Advisers Euro CLO                                    | CUSIP: BCC2QMIT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1180681.71   | 0.11%             | 2034-04-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                 | Harvest CLO XVI DAC                                                        | CUSIP: BCC2QVDE5<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176645.19   | 0.11%             | 2031-10-15      | Floating      | 3.58%                 | Yes           |                  2 | On Loan: No      |
| Dartry Park CLO                             | Dartry Park CLO DAC                                                        | CUSIP: BCC2QW7N0<br>LEI: 549300EK539GMKPB1K76 | Long             | ABS-CBDO         | CORP              | IE        |   2250000 | PA      | $2646685.42   | 0.25%             | 2034-01-28      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management EUR              | GoldenTree Loan Management EUR CLO 5 DAC                                   | CUSIP: 999999999<br>LEI: 549300CU7V3RVI7QLH51 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1165116.03   | 0.11%             | 2034-04-20      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO DAC                        | Barings Euro CLO 2015-1 DAC                                                | CUSIP: 999999999<br>LEI: 635400AW6SPWCAGJKI82 | Long             | ABS-CBDO         | CORP              | IE        |   3500000 | PA      | $4139055.72   | 0.39%             | 2035-07-25      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO                               | Voya Euro CLO I DAC                                                        | CUSIP: 999999999<br>LEI: 635400EFYWXM2GM8RL10 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2388435.15   | 0.23%             | 2037-10-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                   | Avoca CLO XXXII DAC                                                        | CUSIP: 999999999<br>LEI: 635400HVHHJPCXB66K47 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1777997.06   | 0.17%             | 2039-04-15      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                   | Dryden 124 Euro CLO 2024 DAC                                               | CUSIP: 999999999<br>LEI: 635400RDROM1HAXVJU40 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2944987.63   | 0.28%             | 2037-12-20      | Fixed         | 5.10%                 | No            |                  3 | On Loan: No      |
| QUIKRETE HOLDINGS INC                       | Quikrete Holdings, Inc.                                                    | CUSIP: BL4989184<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1496250 | PA      | $1496062.97   | 0.14%             | 2032-02-10      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                   | IQVIA, Inc.                                                                | CUSIP: 999999999<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1129866.89   | 0.11%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                    | Elanco Animal Health, Inc.                                                 | CUSIP: 999999999<br>LEI: 549300SHPNDCE059M934 | Long             | LON              | CORP              | US        |   2077539 | PA      | $2078068.74   | 0.20%             | 2027-08-02      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                        | PCI Gaming Authority                                                       | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |   1488722 | PA      | $1490277.51   | 0.14%             | 2026-05-29      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| EFS COGEN HOLDINGS I LLC                    | EFS Cogen Holdings I LLC                                                   | CUSIP: 999999999<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |   1354713 | PA      | $1362475.14   | 0.13%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATIO                    | Iron Mountain Information Management LLC                                   | CUSIP: 46284NAV1<br>LEI: 5493009M0X1LQXGBWV02 | Long             | LON              | CORP              | US        |    994950 | PA      | $995362.40    | 0.09%             | 2031-01-31      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                         | WEC U.S. Holdings, Inc.                                                    | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    997487 | PA      | $998858.99    | 0.09%             | 2031-01-27      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| MITER BRANDS ACQUISITION                    | MITER Brands Acquisition Holdco, Inc.                                      | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |   1806750 | PA      | $1812911.02   | 0.17%             | 2031-03-28      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                               | TransDigm, Inc.                                                            | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1994949 | PA      | $2004385.60   | 0.19%             | 2030-03-22      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| JANUS INTERNATIONAL GROUP                   | Janus International Group LLC                                              | CUSIP: 47102DAN9<br>LEI: 549300EG57ZJJG8NC776 | Long             | LON              | CORP              | US        |   1157059 | PA      | $1156046.89   | 0.11%             | 2030-08-05      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| ASPLUNDH TREE EXPERT LLC                    | Asplundh Tree Expert LLC                                                   | CUSIP: 04538FAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1989940 | PA      | $1995431.87   | 0.19%             | 2031-05-23      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| CORE & MAIN LP                              | Core & Main LP                                                             | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1491258 | PA      | $1494061.24   | 0.14%             | 2028-07-27      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| HOMESERVE USA HOLDING                       | HomeServe USA Holding Corp.                                                | CUSIP: 43761EAD0<br>LEI: 254900UCR2BMZVFOR729 | Long             | LON              | CORP              | US        |    994962 | PA      | $997141.19    | 0.09%             | 2030-10-21      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| IRIDIUM SATELLITE LLC                       | Iridium Satellite LLC                                                      | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1346817 | PA      | $1350426.77   | 0.13%             | 2030-09-20      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                         | Medline Borrower LP                                                        | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |   1485019 | PA      | $1479449.98   | 0.14%             | 2028-10-23      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                     | Light & Wonder International, Inc.                                         | CUSIP: 80875AAW1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |   1492481 | PA      | $1495652.72   | 0.14%             | 2029-04-16      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| FRONERI US INC                              | Froneri US, Inc.                                                           | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1483427 | PA      | $1470454.29   | 0.14%             | 2031-09-30      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                              | Annisa CLO Ltd. 2016-2                                                     | CUSIP: 036011AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503168.00   | 0.14%             | 2031-07-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                         | Elevance Health, Inc.                                                      | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1927430.70   | 0.18%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XV                                                              | CUSIP: 03764WAG4<br>LEI: 549300HXW2GBYSKFE344 | Long             | ABS-CBDO         | CORP              | KY        |   1578000 | PA      | $1584792.97   | 0.15%             | 2031-04-20      | Floating      | 10.23%                | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XXIII                                                           | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000531.50   | 0.47%             | 2033-04-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XXVIII                                                          | CUSIP: 03767CAE0<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509222.75   | 0.24%             | 2031-01-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XXX                                                             | CUSIP: 03768CAW9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505504.40   | 0.14%             | 2031-10-18      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XLII Ltd.                                                       | CUSIP: 03770GAU0<br>LEI: 213800XUV3WLXWBKOJ53 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $996499.90    | 0.09%             | 2038-04-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                              | Apidos CLO XLV Ltd.                                                        | CUSIP: 037977AA3<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.09%             | 2036-04-26      | Floating      | 12.68%                | Yes           |                  2 | On Loan: No      |
| APPLOVIN CORP                               | AppLovin Corp.                                                             | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1571639.16   | 0.15%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                    | Archrock Partners LP / Archrock Partners Finance Corp.                     | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1575000 | PA      | $1584843.75   | 0.15%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares XXXIV CLO Ltd.                                                        | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4012907.60   | 0.38%             | 2033-04-17      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                | Ares XXXIX CLO Ltd.                                                        | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3766878.75   | 0.36%             | 2037-07-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ASHTEAD CAPITAL INC                         | Ashtead Capital, Inc.                                                      | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1992700.00   | 0.19%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ATLANTICA SUSTAIN INFRA                     | Atlantica Sustainable Infrastructure Ltd.                                  | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1672000 | PA      | $1603887.74   | 0.15%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Atrium CDO Corp                             | Madison Park Funding XL Ltd.                                               | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |    769600 | PA      | $773187.88    | 0.07%             | 2030-05-28      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS 2019-BWAY Mortgage Trust                                             | CUSIP: 05492NAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2518266 | PA      | $1611690.00   | 0.15%             | 2034-11-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S              | BBCMS 2019-BWAY Mortgage Trust                                             | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $17500.00     | 0.00%             | 2034-11-15      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Credit Card Tr              | BA Credit Card Trust                                                       | CUSIP: 05522RDF2<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-O            | CORP              | US        |   5829000 | PA      | $5840663.83   | 0.55%             | 2028-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt              | Benefit Street Partners CLO XVIII Ltd.                                     | CUSIP: 08186PAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1854438.89   | 0.18%             | 2034-10-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                           | Elmwood CLO X Ltd.                                                         | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.09%             | 2038-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                           | Elmwood CLO X Ltd.                                                         | CUSIP: 29002VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.14%             | 2038-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                          | Elmwood CLO IX Ltd.                                                        | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997302.20    | 0.09%             | 2038-04-20      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                            | Empower CLO 2022-1 Ltd.                                                    | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006010.40   | 0.19%             | 2037-10-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust               | NYO Commercial Mortgage Trust 2021-1290                                    | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880000 | PA      | $2876201.28   | 0.27%             | 2038-11-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| NETFLIX INC                                 | Netflix, Inc.                                                              | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2042352.00   | 0.19%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                    | Neuberger Berman Loan Advisers CLO 28 Ltd.                                 | CUSIP: 64130PAU7<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998512.80    | 0.09%             | 2038-10-20      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| EURO CURRENCY  /                            | EURO CURRENCY  /                                                           | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | XX        |   -906036 | OU      | $-1067305.68  | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Treasury Portfolio                 | Fidelity Treasury Portfolio - Class I                                      | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  33533965 | PA      | $33533965.17  | 3.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Senior Debt               | Palmer Square CLO Senior Debt ETF                                          | CUSIP: 696930205<br>LEI: 529900TABPQS963SOB46 | Long             |  | RF                | US        |     22716 | NS      | $459999.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Credit Opportuni              | Palmer Square Credit Opportunities ETF                                     | CUSIP: 696930106<br>LEI: 529900LY0Z76U5AEGV09 | Long             |  | RF                | US        |     19201 | NS      | $393428.49    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. 10YR NOTE SEPT 2025   /                | U.S. 10YR NOTE SEPT 2025   /                                               | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -36 | NC      | $-53548.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO LTD.                       | Sixth Street CLO XXII Ltd.                                                 | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999393.30    | 0.09%             | 2038-04-21      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                         | Sound Point CLO XXIV                                                       | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1440864.30   | 0.14%             | 2034-10-25      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                 | Southern Co.                                                               | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2056114.13   | 0.19%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                           | Southern Power Co.                                                         | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244792.00    | 0.02%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| BLOCK INC                                   | Block, Inc.                                                                | CUSIP: 852234AS2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   2452000 | PA      | $2531390.86   | 0.24%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                    | Smyrna Ready Mix Concrete LLC                                              | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1885000 | PA      | $1882643.75   | 0.18%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRI INC/NY                    | Standard Industries, Inc.                                                  | CUSIP: 853496AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1445000 | PA      | $1428743.75   | 0.14%             | 2028-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| STARBUCKS CORP                              | Starbucks Corp.                                                            | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   4150000 | PA      | $4188055.50   | 0.40%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| STRYKER CORP                                | Stryker Corp.                                                              | CUSIP: 863667AH4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747374.25    | 0.07%             | 2025-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XXI Ltd.                                                      | CUSIP: 87166RGE1<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   1480862 | PA      | $1477782.41   | 0.14%             | 2032-07-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                            | Symphony CLO XXV Ltd.                                                      | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503117.25   | 0.24%             | 2034-04-19      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| TCI-Symphony CLO                            | TCI-Symphony CLO 2016-1 Ltd.                                               | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   2070970 | PA      | $2072533.35   | 0.20%             | 2032-10-13      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                            | T-Mobile USA, Inc.                                                         | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4201869.00   | 0.40%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                      | Tesla Auto Lease Trust 2024-A                                              | CUSIP: 88166VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1764938.00   | 0.17%             | 2027-12-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                      | Tesla Auto Lease Trust 2023-A                                              | CUSIP: 88167PAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    772122 | PA      | $772882.86    | 0.07%             | 2026-06-22      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | THL Credit Wind River 2014-2 CLO Ltd.                                      | CUSIP: 88390AAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     26850 | PA      | $26887.43     | 0.00%             | 2031-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                          | THL Credit Wind River 2013-2 CLO Ltd.                                      | CUSIP: 88432ABC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002854.20   | 0.09%             | 2030-10-18      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                    | Toyota Lease Owner Trust 2024-B                                            | CUSIP: 891943AD4<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |   4295000 | PA      | $4294819.61   | 0.41%             | 2027-09-20      | Fixed         | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner               | Toyota Auto Receivables 2025-B Owner Trust                                 | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1662906.66   | 0.16%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                   | IQVIA, Inc.                                                                | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231180.30    | 0.02%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                      | John Deere Owner Trust 2022-C                                              | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    686433 | PA      | $688364.95    | 0.07%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                      | John Deere Owner Trust 2025                                                | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1335000 | PA      | $1334431.29   | 0.13%             | 2028-03-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                       | KKR CLO 18 Ltd.                                                            | CUSIP: 48251JAL7<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    280592 | PA      | $280939.85    | 0.03%             | 2030-07-18      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                        | Keurig Dr Pepper, Inc.                                                     | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1485778.09   | 0.14%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                        | Keurig Dr Pepper, Inc.                                                     | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2314412.10   | 0.22%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                           | Kinder Morgan, Inc.                                                        | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    355000 | PA      | $362608.36    | 0.03%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                   | Pike Corp.                                                                 | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1359841.50   | 0.13%             | 2028-01-21      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| CENTURI GROUP INC                           | Centuri Group, Inc.                                                        | CUSIP: 15643XAC2<br>LEI: 254900H4HY0IHK5J9N53 | Long             | LON              | CORP              | US        |    890651 | PA      | $892400.74    | 0.08%             | 2028-08-28      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| ALI GROUP NORTH AMERICA                     | Ali Group North America Corp.                                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1632312 | PA      | $1643795.29   | 0.16%             | 2029-07-23      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| NORTHRIVER MIDSTREAM FIN                    | Northriver Midstream Finance LP                                            | CUSIP: 66679PAB1<br>LEI: 549300SOLNLY3BL6GF18 | Long             | LON              | CORP              | CA        |    997370 | PA      | $1002461.21   | 0.09%             | 2030-08-16      | Floating      | 6.55%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-21

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

**Signature:** /s/ Maureen Quill

**Name of Signer:** Maureen Quill

**Title:** President