# EDGAR Filing Document

**Accession Number:** 0001318342
**File Stem:** 0001145549-23-001383
**Filing Date:** 2023-1
**Character Count:** 295352
**Document Hash:** ebb2155255836d93dcdc0b929bda70d9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-001383.hdr.sgml**: 20230113

**ACCESSION NUMBER**: 0001145549-23-001383

**CONFORMED SUBMISSION TYPE**: NPORT-P/A

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20220930

**FILED AS OF DATE**: 20230113

**DATE AS OF CHANGE**: 20230113

**PERIOD START**: 20230630

**FILER**: 

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P/A
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21719
- **FILM NUMBER:** 23529413

**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 | Palmer Square Income Plus Fund | PSYPX           |

## Nport-Ex

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BANK LOANS — 7.4%** |  |
| 2503497 | Allspring Buyer LLC<br> 5.563% (3-Month USD Libor+325 basis points), 11/1/2028<sup>2,3,4</sup> | $2436841 |
| 2232737 | American Builders & Contractors Supply Co., Inc.<br> 5.754% (1-Month USD Libor+200 basis points), 1/15/2027<sup>2,3,4</sup> | 2168970 |
| 2688861 | AmWINS Group, Inc.<br> 5.365% (1-Month USD Libor+225 basis points), 2/19/2028<sup>2,3,4</sup> | 2578712 |
| 994805 | Asurion LLC<br> 6.115% (1-Month USD Libor+300 basis points), 11/3/2024<sup>2,3,4</sup> | 933252 |
| 2165237 | Axalta Coating Systems U.S. Holdings, Inc.<br> 5.424% (3-Month USD Libor+175 basis points), 6/1/2024<sup>2,3,4</sup> | 2136818 |
| 1231250 | Belron Finance U.S. LLC<br> 5.375% (1-Month USD Libor+275 basis points), 4/30/2028<sup>2,3,4</sup> | 1199311 |
| 812170 | Carroll County Energy LLC<br> 7.174% (3-Month USD Libor+350 basis points), 2/15/2026<sup>2,4</sup> | 768516 |
| 1495755 | Centuri Group, Inc.<br> 4.075% (3-Month USD Libor+250 basis points), 8/27/2028<sup>2,3,4</sup> | 1448781 |
| 1250840 | Chemours Co.<br> 3.200% (3-Month EUR Libor+200 basis points), 4/3/2025<sup>2,3,4,5,6</sup> | 1173735 |
| 1500000 | Coherent Corp.<br> 5.314% (3-Month USD Libor+275 basis points), 7/1/2029<sup>2,3,4</sup> | 1456252 |
|  | Covanta Holding Corp. |  |
| 188389 | &nbsp;&nbsp;3.000% (1-Month USD Libor+250 basis points), 11/30/2028<sup>2,3,4,5,6</sup> | 183158 |
| 2502416 | &nbsp;&nbsp;3.264% (1-Month USD Libor+250 basis points), 11/30/2028<sup>2,3,4,5,6</sup> | 2432937 |
| 1500000 | Dedalus Finance GmbH<br> 3.500% (3-Month EUR Libor+375 basis points), 5/31/2027<sup>2,4</sup> | 1360981 |
| 1870158 | FinCo I LLC<br> 5.615% (1-Month USD Libor+250 basis points), 6/27/2025<sup>2,3,4</sup> | 1855552 |
| 2471250 | FleetCor Technologies Operating Co. LLC<br> 4.865% (1-Month USD Libor+175 basis points), 4/30/2028<sup>2,3,4</sup> | 2388525 |
| 997422 | Gates Global LLC<br> 3.000% (3-Month EUR Libor+300 basis points), 3/31/2024<sup>2,3,4,5,6</sup> | 921276 |
| 796183 | Gemini HDPE LLC<br> 5.810% (1-Month USD Libor+300 basis points), 12/31/2027<sup>2,3,4</sup> | 764833 |
| 1484237 | Go Daddy Operating Co. LLC<br> 4.865% (1-Month USD Libor+175 basis points), 2/15/2024<sup>2,3,4</sup> | 1471992 |
| 2500000 | Gray Television, Inc.<br> 5.064% (3-Month USD Libor+250 basis points), 1/2/2026<sup>2,3,4</sup> | 2429537 |
| 1221396 | Guggenheim Partners Investment Management Holdings LLC<br> 5.865% (3-Month USD Libor+275 basis points), 7/22/2023<sup>2,3,4</sup> | 1212809 |
| 2476212 | GVC Holdings Gibraltar Ltd.<br> 6.174% (1-Month USD Libor+250 basis points), 3/16/2027<sup>2,3,4,7</sup> | 2417402 |
| 1546015 | Hostess Brands LLC<br> 5.056% (1-Month USD Libor+225 basis points), 8/3/2025<sup>2,3,4</sup> | 1498908 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BANK LOANS (Continued)** |  |
| 945039 | INEOS U.S. Finance LLC<br> 5.115% (3-Month USD Libor+200 basis points), 3/31/2024<sup>2,3,4</sup> | $916263 |
| 1000000 | IQVIA, Inc.<br> 3.193% (EUR001M+200 basis points), 3/7/2024<sup>2,4</sup> | 954983 |
| 1489802 | Iridium Satellite LLC<br> 5.615% (1-Month USD Libor+250 basis points), 11/4/2026<sup>2,3,4</sup> | 1452252 |
| 1688212 | Jane Street Group LLC<br> 5.865% (1-Month USD Libor+275 basis points), 1/26/2028<sup>2,3,4</sup> | 1622617 |
| 1750000 | Lorca Finco Plc<br> 3.750% (3-Month EUR Libor+375 basis points), 9/18/2027<sup>2,3,4</sup> | 1580814 |
| 2282750 | NAB Holdings LLC<br> 6.703% (1-Month Term SOFR+300 basis points), 11/23/2028<sup>2,3,4</sup> | 2175392 |
| 2500000 | NortonLifeLock, Inc.<br> 4.848% (1-Month Term SOFR+200 basis points), 9/12/2029<sup>2,3,4</sup> | 2408750 |
| 874950 | Oregon Clean Energy LLC<br> 6.865% (3-Month USD Libor+375 basis points), 3/1/2026<sup>2,3,4</sup> | 854642 |
| 1117000 | Organon & Co.<br> 6.188% (1-Month USD Libor+300 basis points), 6/2/2028<sup>2,3,4</sup> | 1094660 |
| 2461760 | PCI Gaming Authority<br> 5.615% (1-Month USD Libor+250 basis points), 5/31/2026<sup>2,3,4</sup> | 2397829 |
| 1350000 | Pike Corp.<br> 3.000% (1-Month USD Libor+300 basis points), 1/21/2028<sup>2,3,4,5,6</sup> | 1313638 |
| 1231250 | Playtika Holding Corp.<br> 5.865% (1-Month USD Libor+275 basis points), 3/11/2028<sup>2,3,4</sup> | 1182492 |
| 2480570 | SBA Senior Finance II LLC<br> 4.870% (1-Month USD Libor+175 basis points), 4/11/2025<sup>2,3,4</sup> | 2418556 |
| 2215128 | Select Medical Corp.<br> 5.620% (3-Month USD Libor+250 basis points), 3/6/2025<sup>2,3,4</sup> | 2147988 |
| 745000 | SkyMiles IP Ltd.<br> 6.460% (3-Month USD Libor+375 basis points), 10/20/2027<sup>2,3,4,7</sup> | 749016 |
|  | SS&C Technologies, Inc. |  |
| 1122259 | &nbsp;&nbsp;5.384% (1-Month Term SOFR+225 basis points), 3/22/2029<sup>2,3,4</sup> | 1094203 |
| 1584666 | &nbsp;&nbsp;5.384% (1-Month Term SOFR+225 basis points), 3/22/2029<sup>2,3,4</sup> | 1545049 |
| 610953 | Tory Burch LLC<br> 6.115% (1-Month USD Libor+350 basis points), 4/16/2028<sup>2,3,4</sup> | 561313 |
|  | Travelport Finance Luxembourg Sarl |  |
| 13020 | &nbsp;&nbsp;11.000% (1-Month USD Libor+700 basis points), 2/28/2025<sup>2,4,7</sup> | 12911 |
| 2566 | &nbsp;&nbsp;7.250% (3-Month USD Libor+675 basis points), 5/29/2026<sup>2,4,7</sup> | 1824 |
| 2500000 | VFH Parent LLC<br> 6.118% (1-Month Term SOFR+300 basis points), 1/13/2029<sup>2,3,4</sup> | 2402350 |
| 1901193 | Vistra Operations Co. LLC<br> 4.804% (1-Month USD Libor+175 basis points), 12/31/2025<sup>2,3,4</sup> | 1840592 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BANK LOANS (Continued)** |  |
| 2696282 | WEX, Inc.<br> 5.365% (1-Month USD Libor+225 basis points), 4/1/2028<sup>2,3,4</sup> | $2622768 |
| 2496399 | WMG Acquisition Corp.<br> 5.240% (1-Month USD Libor+212.5 basis points), 1/20/2028<sup>2,3,4</sup> | 2423067 |
|  | **TOTAL BANK LOANS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;(Cost $72,863,289) | **71013067** |
|  | **BONDS — 87.4%** |  |
|  | **ASSET-BACKED SECURITIES — 45.7%** |  |
|  | 522 Funding CLO Ltd. |  |
| 6250000 | &nbsp;&nbsp;Series 2019-5A, Class AR, 3.658% (3-Month Term SOFR+133 basis points), 4/15/2035<sup>3,4,8</sup> | 6055730 |
| 5500000 | &nbsp;&nbsp;Series 2019-5A, Class BR, 4.178% (3-Month Term SOFR+185 basis points), 4/15/2035<sup>3,4,8</sup> | 5213970 |
| 1500000 | &nbsp;&nbsp;Series 2019-5A, Class ER, 9.088% (3-Month Term SOFR+676 basis points), 4/15/2035<sup>3,4,8</sup> | 1365077 |
| 5000000 | AB BSL CLO Ltd.<br> Series 2020-1A, Class A1R, 3.698% (3-Month Term SOFR+137 basis points), 1/15/2035<sup>3,4,8</sup> | 4837403 |
|  | AIMCO CLO Ltd. |  |
| 1000000 | &nbsp;&nbsp;Series 2018-AA, Class C, 4.490% (3-Month USD Libor+175 basis points), 4/17/2031<sup>3,4,8</sup> | 932500 |
| 600000 | &nbsp;&nbsp;Series 2019-10A, Class DR, 5.659% (3-Month USD Libor+290 basis points), 7/22/2032<sup>3,4,8</sup> | 545565 |
| 1750000 | &nbsp;&nbsp;Series 2017-AA, Class AR, 3.760% (3-Month USD Libor+105 basis points), 4/20/2034<sup>3,4,8</sup> | 1697594 |
| 2500000 | &nbsp;&nbsp;Series 2022-18A, Class D, 8.038% (3-Month Term SOFR+485 basis points), 7/20/2035<sup>3,4,8</sup> | 2454086 |
| 1000000 | Allegany Park CLO Ltd.<br> Series 2019-1A, Class ER, 8.877% (3-Month Term SOFR+640 basis points), 1/20/2035<sup>3,4,8</sup> | 850013 |
| 1000000 | ALM Ltd.<br> Series 2020-1A, Class D, 8.512% (3-Month USD Libor+600 basis points), 10/15/2029<sup>3,4,8</sup> | 840623 |
| 2256226 | AMMC CLO Ltd.<br> Series 2013-13A, Class A1R2, 3.833% (3-Month USD Libor+105 basis points), 7/24/2029<sup>3,4,8</sup> | 2233492 |
| 2000000 | Anchorage Credit Funding 3 Ltd.<br> Series 2016-3A, Class BR, 3.471%, 1/28/2039<sup>3,8</sup> | 1664309 |
| 1500000 | Annisa CLO<br> Series 2016-2A, Class DR, 5.710% (3-Month USD Libor+300 basis points), 7/20/2031<sup>3,4,8</sup> | 1335115 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 2250000 | Apidos CLO<br> Series 2012-11A, Class DR3, 6.490% (3-Month USD Libor+375 basis points), 4/17/2034<sup>3,4,8</sup> | $2049106 |
|  | Ares CLO Ltd. |  |
| 1750000 | &nbsp;&nbsp;Series 2015-38A, Class DR, 5.210% (3-Month USD Libor+250 basis points), 4/20/2030<sup>3,4,8</sup> | 1518236 |
| 750000 | &nbsp;&nbsp;Series 2017-44A, Class DR, 9.382% (3-Month USD Libor+687 basis points), 4/15/2034<sup>3,4,8</sup> | 644550 |
| 1150000 | &nbsp;&nbsp;Series 2022-64A, Class E, 8.479% (3-Month Term SOFR+744 basis points), 4/15/2035<sup>3,4,8</sup> | 1031552 |
|  | ASSURANT CLO Ltd. |  |
| 2000000 | &nbsp;&nbsp;Series 2018-2A, Class A, 3.750% (3-Month USD Libor+104 basis points), 4/20/2031<sup>3,4,8</sup> | 1965246 |
| 1750000 | &nbsp;&nbsp;Series 2017-1A, Class ER, 9.910% (3-Month USD Libor+720 basis points), 10/20/2034<sup>3,4,8</sup> | 1510085 |
| 1250000 | Babson CLO Ltd.<br> Series 2016-1A, Class DR, 5.833% (3-Month USD Libor+305 basis points), 7/23/2030<sup>3,4,8</sup> | 1121225 |
| 1400000 | Bain Capital Credit CLO Ltd.<br> Series 2021-7A, Class D, 6.009% (3-Month USD Libor+325 basis points), 1/22/2035<sup>3,4,8</sup> | 1208446 |
|  | Ballyrock CLO Ltd. |  |
| 1500000 | &nbsp;&nbsp;Series 2019-1A, Class CR, 5.562% (3-Month USD Libor+305 basis points), 7/15/2032<sup>3,4,8</sup> | 1365511 |
| 1250000 | &nbsp;&nbsp;Series 2019-1A, Class DR, 9.262% (3-Month USD Libor+675 basis points), 7/15/2032<sup>3,4,8</sup> | 1107601 |
|  | Barings CLO Ltd. |  |
| 2049913 | &nbsp;&nbsp;Series 2013-IA, Class AR, 3.510% (3-Month USD Libor+80 basis points), 1/20/2028<sup>3,4,8</sup> | 2023508 |
| 825000 | &nbsp;&nbsp;Series 2013-IA, Class CR, 4.210% (3-Month USD Libor+150 basis points), 1/20/2028<sup>3,4,8</sup> | 802313 |
| 2000000 | &nbsp;&nbsp;Series 2013-IA, Class DR, 5.260% (3-Month USD Libor+255 basis points), 1/20/2028<sup>3,4,8</sup> | 1890937 |
| 1000000 | &nbsp;&nbsp;Series 2017-1A, Class E, 8.740% (3-Month USD Libor+600 basis points), 7/18/2029<sup>3,4,8</sup> | 862748 |
| 1000000 | &nbsp;&nbsp;Series 2018-2A, Class C, 5.212% (3-Month USD Libor+270 basis points), 4/15/2030<sup>3,4,8</sup> | 903340 |
| 1000000 | &nbsp;&nbsp;Series 2020-4A, Class D1, 6.410% (3-Month USD Libor+370 basis points), 1/20/2032<sup>3,4,8</sup> | 928177 |
| 1200000 | &nbsp;&nbsp;Series 2019-2A, Class DR, 9.292% (3-Month USD Libor+678 basis points), 4/15/2036<sup>3,4,8</sup> | 1010503 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1000000 | &nbsp;&nbsp;Series 2020-1A, Class ER, 9.162% (3-Month USD Libor+665 basis points), 10/15/2036<sup>3,4,8</sup> | $847656 |
| 3500000 | Barings Euro CLO DAC<br> Series 2015-1X, Class DRR, 3.795% (3-Month EUR Libor+365 basis points), 7/25/2035<sup>3,4</sup> | 2996315 |
|  | Battalion CLO Ltd. |  |
| 500000 | &nbsp;&nbsp;Series 2020-15A, Class A1, 4.090% (3-Month USD Libor+135 basis points), 1/17/2033<sup>3,4,8</sup> | 488627 |
| 2000000 | &nbsp;&nbsp;Series 2016-10A, Class CR2, 6.233% (3-Month USD Libor+345 basis points), 1/25/2035<sup>3,4,8</sup> | 1768728 |
| 61555 | Bear Stearns ARM Trust<br> Series 2004-3, Class 1A3, 3.875%, 7/25/2034<sup>3,9</sup> | 55493 |
|  | Benefit Street Partners CLO Ltd. |  |
| 3000000 | &nbsp;&nbsp;Series 2013-IIIA, Class CR, 6.610% (3-Month USD Libor+390 basis points), 7/20/2029<sup>3,4,8</sup> | 2821682 |
| 1500000 | &nbsp;&nbsp;Series 2017-12A, Class A1R, 3.462% (3-Month USD Libor+95 basis points), 10/15/2030<sup>3,4,8</sup> | 1475277 |
| 1850000 | &nbsp;&nbsp;Series 2017-12A, Class C, 5.562% (3-Month USD Libor+305 basis points), 10/15/2030<sup>3,4,8</sup> | 1677411 |
| 1000000 | &nbsp;&nbsp;Series 2015-8A, Class CR, 5.460% (3-Month USD Libor+275 basis points), 1/20/2031<sup>3,4,8</sup> | 845994 |
| 500000 | &nbsp;&nbsp;Series 2018-14A, Class E, 8.060% (3-Month USD Libor+535 basis points), 4/20/2031<sup>3,4,8</sup> | 403869 |
| 1000000 | &nbsp;&nbsp;Series 2019-17A, Class ER, 8.862% (3-Month USD Libor+635 basis points), 7/15/2032<sup>3,4,8</sup> | 864001 |
| 800000 | &nbsp;&nbsp;Series 2019-19A, Class E, 9.532% (3-Month USD Libor+702 basis points), 1/15/2033<sup>3,4,8</sup> | 704730 |
| 1850000 | &nbsp;&nbsp;Series 2019-18A, Class A1R, 3.682% (3-Month USD Libor+117 basis points), 10/15/2034<sup>3,4,8</sup> | 1774610 |
| 1750000 | &nbsp;&nbsp;Series 2020-21A, Class DR, 5.862% (3-Month USD Libor+335 basis points), 10/15/2034<sup>3,4,8</sup> | 1573084 |
| 750000 | &nbsp;&nbsp;Series 2020-21A, Class ER, 9.212% (3-Month USD Libor+670 basis points), 10/15/2034<sup>3,4,8</sup> | 637858 |
| 1000000 | &nbsp;&nbsp;Series 2019-18A, Class ER, 9.262% (3-Month USD Libor+675 basis points), 10/15/2034<sup>3,4,8</sup> | 845734 |
| 1000000 | &nbsp;&nbsp;Series 2021-24A, Class E, 9.320% (3-Month USD Libor+661 basis points), 10/20/2034<sup>3,4,8</sup> | 843608 |
| 1750000 | BlueMountain CLO Ltd.<br> Series 2020-29A, Class D2R, 7.033% (3-Month USD Libor+425 basis points), 7/25/2034<sup>3,4,8</sup> | 1565915 |
| 580566 | Burnham Park Clo Ltd.<br> Series 2016-1A, Class AR, 3.860% (3-Month USD Libor+115 basis points), 10/20/2029<sup>3,4,8</sup> | 574290 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 397145 | Capital One Prime Auto Receivables Trust<br> Series 2019-2, Class A3, 1.920%, 5/15/2024<sup>3</sup> | $395941 |
| 4000000 | Carlyle Global Market Strategies Euro CLO<br> Series 2022-5X, Class A2B, 6.500%, 10/25/2035<sup>3</sup> | 3841631 |
|  | Carlyle U.S. CLO Ltd. |  |
| 1000000 | &nbsp;&nbsp;Series 2016-4A, Class DR, 8.110% (3-Month USD Libor+540 basis points), 10/20/2027<sup>3,4,8</sup> | 853298 |
| 5000000 | &nbsp;&nbsp;Series 2020-2A, Class A1R, 3.923% (3-Month USD Libor+114 basis points), 1/25/2035<sup>3,4,8</sup> | 4782310 |
|  | CarMax Auto Owner Trust |  |
| 1532782 | &nbsp;&nbsp;Series 2019-3, Class A3, 2.180%, 8/15/2024<sup>3</sup> | 1525879 |
| 2008951 | &nbsp;&nbsp;Series 2019-4, Class A3, 2.020%, 11/15/2024<sup>3</sup> | 1993336 |
| 2175000 | &nbsp;&nbsp;Series 2022-2, Class A2A, 2.810%, 5/15/2025<sup>3</sup> | 2159033 |
| 3912075 | &nbsp;&nbsp;Series 2021-1, Class A3, 0.340%, 12/15/2025<sup>3</sup> | 3786466 |
| 2000000 | CBAM Ltd.<br> Series 2018-6A, Class B2R, 4.689% (3-Month Term SOFR+236.16 basis points), 1/15/2031<sup>3,4,8</sup> | 1965481 |
| 1149000 | Cedar Funding II CLO Ltd.<br> Series 2013-1A, Class ARR, 3.790% (3-Month USD Libor+108 basis points), 4/20/2034<sup>3,4,8</sup> | 1115543 |
| 713065 | Chase Home Lending Mortgage Trust<br> Series 2019-ATR2, Class A11, 3.984% (1-Month USD Libor+90 basis points), 7/25/2049<sup>3,4,8</sup> | 686153 |
| 2800000 | CIFC European Funding CLO<br> Series 3X, Class D, 3.600% (3-Month EUR Libor+360 basis points), 1/15/2034<sup>3,4</sup> | 2464233 |
|  | CIFC Funding Ltd. |  |
| 1937332 | &nbsp;&nbsp;Series 2015-3A, Class AR, 3.608% (3-Month USD Libor+87 basis points), 4/19/2029<sup>3,4,8</sup> | 1909098 |
| 1789000 | &nbsp;&nbsp;Series 2017-1A, Class D, 6.232% (3-Month USD Libor+350 basis points), 4/23/2029<sup>3,4,8</sup> | 1657511 |
| 2992258 | &nbsp;&nbsp;Series 2014-2RA, Class A1, 3.833% (3-Month USD Libor+105 basis points), 4/24/2030<sup>3,4,8</sup> | 2955264 |
| 750000 | &nbsp;&nbsp;Series 2018-2A, Class D, 8.560% (3-Month USD Libor+585 basis points), 4/20/2031<sup>3,4,8</sup> | 642587 |
| 3500000 | &nbsp;&nbsp;Series 2013-3RA, Class A1, 3.763% (3-Month USD Libor+98 basis points), 4/24/2031<sup>3,4,8</sup> | 3433029 |
| 1000000 | &nbsp;&nbsp;Series 2018-4A, Class C, 5.690% (3-Month USD Libor+295 basis points), 10/17/2031<sup>3,4,8</sup> | 897273 |
| 1000000 | &nbsp;&nbsp;Series 2018-4A, Class D, 8.640% (3-Month USD Libor+590 basis points), 10/17/2031<sup>3,4,8</sup> | 837292 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1250000 | &nbsp;&nbsp;Series 2018-5A, Class D, 8.662% (3-Month USD Libor+615 basis points), 1/15/2032<sup>3,4,8</sup> | $1071830 |
| 1000000 | &nbsp;&nbsp;Series 2019-1A, Class DR, 5.810% (3-Month USD Libor+310 basis points), 4/20/2032<sup>3,4,8</sup> | 920658 |
| 500000 | &nbsp;&nbsp;Series 2019-5A, Class DR, 9.292% (3-Month USD Libor+678 basis points), 1/15/2035<sup>3,4,8</sup> | 428183 |
| 750000 | Clear Creek CLO<br> Series 2015-1A, Class CR, 4.660% (3-Month USD Libor+195 basis points), 10/20/2030<sup>3,4,8</sup> | 708600 |
| 243053 | CNH Equipment Trust<br> Series 2019-B, Class A3, 2.520%, 8/15/2024<sup>3</sup> | 242361 |
| 6207255 | COLT Mortgage Loan Trust<br> Series 2021-4, Class A1, 1.397%, 10/25/2066<sup>3,8,9</sup> | 5112034 |
|  | Crestline Denali CLO Ltd. |  |
| 800000 | &nbsp;&nbsp;Series 2017-1A, Class D, 6.440% (3-Month USD Libor+373 basis points), 4/20/2030<sup>3,4,8</sup> | 699504 |
| 750000 | &nbsp;&nbsp;Series 2016-1A, Class DR, 6.133% (3-Month USD Libor+335 basis points), 10/23/2031<sup>3,4,8</sup> | 637299 |
| 2250000 | Dartry Park CLO DAC<br> Series 1X, Class CRR, 3.562% (3-Month EUR Libor+335 basis points), 1/28/2034<sup>3,4</sup> | 1945272 |
| 600000 | Denali Capital CLO Ltd.<br> Series 2016-1A, Class DR, 5.262% (3-Month USD Libor+275 basis points), 4/15/2031<sup>3,4,8</sup> | 501921 |
|  | DLLST LLC |  |
| 2142652 | &nbsp;&nbsp;Series 2022-1A, Class A1, 1.560%, 5/22/2023<sup>3,8</sup> | 2136712 |
| 3300000 | &nbsp;&nbsp;Series 2022-1A, Class A2, 2.790%, 1/22/2024<sup>3,8</sup> | 3263334 |
|  | Dryden CLO Ltd. |  |
| 1000000 | &nbsp;&nbsp;Series 2018-57A, Class D, 5.455% (3-Month USD Libor+255 basis points), 5/15/2031<sup>3,4,8</sup> | 873639 |
| 5500000 | &nbsp;&nbsp;Series 2019-80A, Class AR, 3.731% (3-Month Term SOFR+125 basis points), 1/17/2033<sup>3,4,8</sup> | 5366350 |
| 1500000 | &nbsp;&nbsp;Series 2020-77A, Class ER, 8.854% (3-Month USD Libor+587 basis points), 5/20/2034<sup>3,4,8</sup> | 1214851 |
| 1000000 | &nbsp;&nbsp;Series 2020-86A, Class DR, 5.940% (3-Month USD Libor+320 basis points), 7/17/2034<sup>3,4,8</sup> | 881440 |
| 2000000 | &nbsp;&nbsp;Series 2019-76A, Class DR, 6.010% (3-Month USD Libor+330 basis points), 10/20/2034<sup>3,4,8</sup> | 1756269 |
| 1500000 | Dryden Euro CLO<br> Series 2021-91X, Class D, 4.850% (3-Month EUR Libor+485 basis points), 4/18/2035<sup>3,4</sup> | 1383573 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
|  | Dryden Senior Loan Fund |  |
| 1817249 | &nbsp;&nbsp;Series 2013-30A, Class AR, 3.725% (3-Month USD Libor+82 basis points), 11/15/2028<sup>3,4,8</sup> | $1791234 |
| 2788430 | &nbsp;&nbsp;Series 2014-36A, Class AR3, 3.532% (3-Month USD Libor+102 basis points), 4/15/2029<sup>3,4,8</sup> | 2759492 |
| 1500000 | &nbsp;&nbsp;Series 2017-49A, Class DR, 6.140% (3-Month USD Libor+340 basis points), 7/18/2030<sup>3,4,8</sup> | 1368750 |
| 1500000 | &nbsp;&nbsp;Series 2016-45A, Class DR, 5.662% (3-Month USD Libor+315 basis points), 10/15/2030<sup>3,4,8</sup> | 1344454 |
|  | Eaton Vance CLO Ltd. |  |
| 1500000 | &nbsp;&nbsp;Series 2015-1A, Class DR, 5.210% (3-Month USD Libor+250 basis points), 1/20/2030<sup>3,4,8</sup> | 1303889 |
| 250000 | &nbsp;&nbsp;Series 2014-1RA, Class E, 8.212% (3-Month USD Libor+570 basis points), 7/15/2030<sup>3,4,8</sup> | 201701 |
| 1000000 | &nbsp;&nbsp;Series 2018-1A, Class D, 5.712% (3-Month USD Libor+320 basis points), 10/15/2030<sup>3,4,8</sup> | 886839 |
| 1850000 | &nbsp;&nbsp;Series 2019-1A, Class DR, 6.012% (3-Month USD Libor+350 basis points), 4/15/2031<sup>3,4,8</sup> | 1700549 |
| 2250000 | &nbsp;&nbsp;Series 2013-1A, Class D3R, 9.312% (3-Month USD Libor+680 basis points), 1/15/2034<sup>3,4,8</sup> | 1934914 |
| 1000000 | &nbsp;&nbsp;Series 2020-2A, Class ER, 9.012% (3-Month USD Libor+650 basis points), 1/15/2035<sup>3,4,8</sup> | 858448 |
|  | Ellington Financial Mortgage Trust |  |
| 4120693 | &nbsp;&nbsp;Series 2021-2, Class A1, 0.931%, 6/25/2066<sup>3,8,9</sup> | 3450701 |
| 5991969 | &nbsp;&nbsp;Series 2021-3, Class A1, 1.241%, 9/25/2066<sup>3,8,9</sup> | 4853740 |
| 2750000 | Elmwood CLO Ltd.<br> Series 2022-1A, Class B, 2.450% (3-Month Term SOFR+180 basis points), 4/20/2035<sup>3,4,8</sup> | 2614591 |
|  | Flatiron CLO Ltd. |  |
| 2000000 | &nbsp;&nbsp;Series 2020-1A, Class D, 6.774% (3-Month USD Libor+379 basis points), 11/20/2033<sup>3,4,8</sup> | 1842161 |
| 1500000 | &nbsp;&nbsp;Series 2020-1A, Class E, 10.834% (3-Month USD Libor+785 basis points), 11/20/2033<sup>3,4,8</sup> | 1326636 |
| 1375000 | &nbsp;&nbsp;Series 2021-1A, Class E, 8.738% (3-Month USD Libor+600 basis points), 7/19/2034<sup>3,4,8</sup> | 1173659 |
| 4000000 | &nbsp;&nbsp;Series 2019-1A, Class AR, 4.002% (3-Month USD Libor+108 basis points), 11/16/2034<sup>3,4,8</sup> | 3889890 |
| 774463 | Ford Credit Auto Owner Trust<br> Series 2019-C, Class A3, 1.870%, 3/15/2024<sup>3</sup> | 772473 |
|  | Galaxy CLO Ltd. |  |
| 4727514 | &nbsp;&nbsp;Series 2017-23A, Class AR, 3.653% (3-Month USD Libor+87 basis points), 4/24/2029<sup>3,4,8</sup> | 4659247 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 3250000 | &nbsp;&nbsp;Series 2015-19A, Class A1RR, 3.733% (3-Month USD Libor+95 basis points), 7/24/2030<sup>3,4,8</sup> | $3207044 |
| 5625000 | &nbsp;&nbsp;Series 2013-15A, Class ARR, 3.482% (3-Month USD Libor+97 basis points), 10/15/2030<sup>3,4,8</sup> | 5532613 |
| 1500000 | &nbsp;&nbsp;Series 2017-24A, Class D, 4.962% (3-Month USD Libor+245 basis points), 1/15/2031<sup>3,4,8</sup> | 1309007 |
|  | Generate CLO Ltd. |  |
| 2295885 | &nbsp;&nbsp;Series 3A, Class AR, 3.960% (3-Month USD Libor+125 basis points), 10/20/2029<sup>3,4,8</sup> | 2273660 |
| 1250000 | &nbsp;&nbsp;Series 3A, Class DR, 6.310% (3-Month USD Libor+360 basis points), 10/20/2029<sup>3,4,8</sup> | 1176583 |
| 1000000 | &nbsp;&nbsp;Series 9A, Class E, 9.560% (3-Month USD Libor+685 basis points), 10/20/2034<sup>3,4,8</sup> | 860801 |
| 2250000 | &nbsp;&nbsp;Series 6A, Class DR, 6.259% (3-Month USD Libor+350 basis points), 1/22/2035<sup>3,4,8</sup> | 2014954 |
| 1500000 | Gilbert Park CLO Ltd.<br> Series 2017-1A, Class E, 8.912% (3-Month USD Libor+640 basis points), 10/15/2030<sup>3,4,8</sup> | 1310348 |
|  | GM Financial Automobile Leasing Trust |  |
| 3000000 | &nbsp;&nbsp;Series 2020-2, Class B, 1.560%, 7/22/2024<sup>3</sup> | 2981436 |
| 2000000 | &nbsp;&nbsp;Series 2021-1, Class A4, 0.330%, 2/20/2025<sup>3</sup> | 1951010 |
|  | GM Financial Consumer Automobile Receivables Trust |  |
| 299382 | &nbsp;&nbsp;Series 2019-3, Class A3, 2.180%, 4/16/2024<sup>3</sup> | 299090 |
| 1009461 | &nbsp;&nbsp;Series 2021-2, Class A2, 0.270%, 6/17/2024<sup>3</sup> | 1006877 |
| 2186345 | &nbsp;&nbsp;Series 2021-4, Class A2, 0.280%, 11/18/2024<sup>3</sup> | 2159826 |
| 4398867 | &nbsp;&nbsp;Series 2020-4, Class A3, 0.380%, 8/18/2025<sup>3</sup> | 4289872 |
| 1000000 | GoldenTree Loan Management EUR CLO DAC<br> Series 5X, Class E, 5.297% (3-Month EUR Libor+525 basis points), 4/20/2034<sup>3,4</sup> | 791847 |
|  | GoldenTree Loan Management U.S. CLO Ltd. |  |
| 500000 | &nbsp;&nbsp;Series 2020-7A, Class FR, 10.460% (3-Month USD Libor+775 basis points), 4/20/2034<sup>3,4,8</sup> | 394441 |
| 1000000 | &nbsp;&nbsp;Series 2021-10A, Class F, 10.500% (3-Month USD Libor+779 basis points), 7/20/2034<sup>3,4,8</sup> | 812404 |
| 500000 | &nbsp;&nbsp;Series 2020-8A, Class ER, 8.860% (3-Month USD Libor+615 basis points), 10/20/2034<sup>3,4,8</sup> | 421099 |
| 2250000 | &nbsp;&nbsp;Series 2019-6A, Class BR, 4.277% (3-Month Term SOFR+180 basis points), 4/20/2035<sup>3,4,8</sup> | 2125157 |
| 1075000 | GoldenTree Loan Opportunities Ltd.<br> Series 2014-9A, Class DR2, 5.806% (3-Month USD Libor+300 basis points), 10/29/2029<sup>3,4,8</sup> | 995205 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1900000 | Greenwood Park CLO Ltd.<br> Series 2018-1A, Class D, 5.012% (3-Month USD Libor+250 basis points), 4/15/2031<sup>3,4,8</sup> | $1656462 |
|  | Grippen Park CLO Ltd. |  |
| 1969683 | &nbsp;&nbsp;Series 2017-1A, Class A, 3.970% (3-Month USD Libor+126 basis points), 1/20/2030<sup>3,4,8</sup> | 1951338 |
| 830000 | &nbsp;&nbsp;Series 2017-1A, Class E, 8.410% (3-Month USD Libor+570 basis points), 1/20/2030<sup>3,4,8</sup> | 693070 |
| 1000000 | Harvest CLO DAC<br> Series 16A, Class B1ER, 1.300% (3-Month EUR Libor+130 basis points), 10/15/2031<sup>3,4,8</sup> | 888132 |
|  | Highbridge Loan Management Ltd. |  |
| 1500000 | &nbsp;&nbsp;Series 7A-2015, Class DR, 5.305% (3-Month USD Libor+240 basis points), 3/15/2027<sup>3,4,8</sup> | 1401244 |
| 1000000 | &nbsp;&nbsp;Series 5A-2015, Class DRR, 5.662% (3-Month USD Libor+315 basis points), 10/15/2030<sup>3,4,8</sup> | 870892 |
|  | Honda Auto Receivables Owner Trust |  |
| 218731 | &nbsp;&nbsp;Series 2019-3, Class A3, 1.780%, 8/15/2023<sup>3</sup> | 218502 |
| 342309 | &nbsp;&nbsp;Series 2019-4, Class A3, 1.830%, 1/18/2024<sup>3</sup> | 340730 |
| 3431812 | &nbsp;&nbsp;Series 2020-2, Class A3, 0.820%, 7/15/2024<sup>3</sup> | 3416070 |
| 2391195 | &nbsp;&nbsp;Series 2020-3, Class A3, 0.370%, 10/18/2024<sup>3</sup> | 2339161 |
| 737311 | HPEFS Equipment Trust<br> Series 2021-2A, Class A2, 0.300%, 9/20/2028<sup>3,8</sup> | 731735 |
|  | HPS Loan Management Ltd. |  |
| 1250000 | &nbsp;&nbsp;Series 13A-18, Class D, 5.512% (3-Month USD Libor+300 basis points), 10/15/2030<sup>3,4,8</sup> | 1086143 |
| 3125000 | &nbsp;&nbsp;Series 6A-2015, Class CR, 5.332% (3-Month USD Libor+250 basis points), 2/5/2031<sup>3,4,8</sup> | 2725873 |
| 2500000 | &nbsp;&nbsp;Series 14A-19, Class ER, 8.933% (3-Month USD Libor+615 basis points), 1/25/2034<sup>3,4,8</sup> | 2072276 |
| 2250000 | &nbsp;&nbsp;Series 15A-19, Class ER, 9.306% (3-Month Term SOFR+680 basis points), 1/22/2035<sup>3,4,8</sup> | 1940577 |
|  | Hyundai Auto Lease Securitization Trust |  |
| 5000000 | &nbsp;&nbsp;Series 2022-B, Class A2A, 2.750%, 10/15/2024<sup>3,8</sup> | 4939585 |
| 1250000 | &nbsp;&nbsp;Series 2022-C, Class A2A, 4.340%, 1/15/2025<sup>3,8</sup> | 1245183 |
| 609649 | Hyundai Auto Receivables Trust<br> Series 2021-B, Class A2, 0.240%, 5/15/2024<sup>3</sup> | 605753 |
| 1000000 | Invesco CLO Ltd.<br> Series 2022-3A, Class D, 8.540% (3-Month Term SOFR+500 basis points), 10/22/2035<sup>3,4,8,10</sup> | 1000000 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1000000 | Jay Park CLO Ltd.<br> Series 2016-1A, Class DR, 7.910% (3-Month USD Libor+520 basis points), 10/20/2027<sup>3,4,8</sup> | $893356 |
| 1500000 | KKR CLO Ltd.<br> Series 13, Class ER, 7.690% (3-Month USD Libor+495 basis points), 1/16/2028<sup>3,4,8</sup> | 1367738 |
| 750000 | LCM LP<br> Series 18A, Class DR, 5.510% (3-Month USD Libor+280 basis points), 4/20/2031<sup>3,4,8</sup> | 648511 |
|  | Madison Park Funding Ltd. |  |
| 2467500 | &nbsp;&nbsp;Series 12A, Class DR, 5.559% (3-Month USD Libor+280 basis points), 4/22/2027<sup>3,4,8</sup> | 2270652 |
| 825000 | &nbsp;&nbsp;Series 2015-19A, Class CR, 4.909% (3-Month USD Libor+215 basis points), 1/22/2028<sup>3,4,8</sup> | 756571 |
| 1825000 | &nbsp;&nbsp;Series 2015-19A, Class DR, 7.109% (3-Month USD Libor+435 basis points), 1/22/2028<sup>3,4,8</sup> | 1619031 |
| 769600 | &nbsp;&nbsp;Series 9A, Class DR, 6.643% (3-Month USD Libor+360 basis points), 5/28/2030<sup>3,4,8</sup> | 699821 |
| 1800000 | &nbsp;&nbsp;Series 2019-33A, Class AR, 3.618% (3-Month Term SOFR+129 basis points), 10/15/2032<sup>3,4,8</sup> | 1770302 |
|  | Magnetite Ltd. |  |
| 1250000 | &nbsp;&nbsp;Series 2015-16A, Class DR, 4.890% (3-Month USD Libor+215 basis points), 1/18/2028<sup>3,4,8</sup> | 1160888 |
| 1500000 | &nbsp;&nbsp;Series 2014-8A, Class ER2, 8.162% (3-Month USD Libor+565 basis points), 4/15/2031<sup>3,4,8</sup> | 1331392 |
| 1000000 | &nbsp;&nbsp;Series 2019-22A, Class ER, 8.862% (3-Month USD Libor+635 basis points), 4/15/2031<sup>3,4,8</sup> | 883563 |
| 2500000 | &nbsp;&nbsp;Series 2016-17A, Class AR, 3.810% (3-Month USD Libor+110 basis points), 7/20/2031<sup>3,4,8</sup> | 2451484 |
| 500000 | &nbsp;&nbsp;Series 2015-12A, Class ER, 8.192% (3-Month USD Libor+568 basis points), 10/15/2031<sup>3,4,8</sup> | 417987 |
| 1000000 | &nbsp;&nbsp;Series 2020-25A, Class E, 9.133% (3-Month USD Libor+635 basis points), 1/25/2032<sup>3,4,8</sup> | 872916 |
|  | Mariner CLO LLC |  |
| 3050000 | &nbsp;&nbsp;Series 2016-3A, Class BR2, 4.283% (3-Month USD Libor+150 basis points), 7/23/2029<sup>3,4,8</sup> | 2978872 |
| 2000000 | &nbsp;&nbsp;Series 2016-3A, Class DR2, 5.683% (3-Month USD Libor+290 basis points), 7/23/2029<sup>3,4,8</sup> | 1833336 |
| 1763060 | Mercedes-Benz Auto Lease Trust<br> Series 2021-B, Class A2, 0.220%, 1/16/2024<sup>3</sup> | 1751248 |
| 6550000 | Mercedes-Benz Auto Receivables Trust<br> Series 2019-1, Class A4, 2.040%, 1/15/2026<sup>3</sup> | 6459472 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 2500000 | Milos CLO Ltd.<br> Series 2017-1A, Class AR, 3.780% (3-Month USD Libor+107 basis points), 10/20/2030<sup>3,4,8</sup> | $2465270 |
|  | MMAF Equipment Finance LLC |  |
| 124528 | &nbsp;&nbsp;Series 2020-BA, Class A2, 0.380%, 8/14/2023<sup>3,8</sup> | 124222 |
| 1024184 | &nbsp;&nbsp;Series 2020-A, Class A2, 0.740%, 4/9/2024<sup>3,8</sup> | 1009600 |
| 6350000 | &nbsp;&nbsp;Series 2022-A, Class A2, 2.770%, 2/13/2025<sup>3,8</sup> | 6227978 |
|  | Morgan Stanley Eaton Vance CLO Ltd. |  |
| 2500000 | &nbsp;&nbsp;Series 2022-16A, Class E, 7.638% (3-Month Term SOFR+685 basis points), 4/15/2035<sup>3,4,8</sup> | 2242937 |
| 500000 | &nbsp;&nbsp;Series 2022-18A, Class E, 12.340% (3-Month Term SOFR+850 basis points), 10/20/2035<sup>3,4,8</sup> | 490000 |
| 1500000 | Mountain View Clo Ltd.<br> Series 2019-1A, Class DR, 6.452% (3-Month USD Libor+394 basis points), 10/15/2034<sup>3,4,8</sup> | 1351767 |
|  | Mountain View CLO Ltd. |  |
| 500000 | &nbsp;&nbsp;Series 2015-10A, Class CR, 4.305% (3-Month USD Libor+185 basis points), 10/13/2027<sup>3,4,8</sup> | 497348 |
| 875000 | &nbsp;&nbsp;Series 2015-9A, Class CR, 5.632% (3-Month USD Libor+312 basis points), 7/15/2031<sup>3,4,8</sup> | 756323 |
| 1175000 | &nbsp;&nbsp;Series 2019-2A, Class D, 6.882% (3-Month USD Libor+437 basis points), 1/15/2033<sup>3,4,8</sup> | 1076839 |
|  | Neuberger Berman Loan Advisers CLO Ltd. |  |
| 2250000 | &nbsp;&nbsp;Series 2018-27A, Class D, 5.112% (3-Month USD Libor+260 basis points), 1/15/2030<sup>3,4,8</sup> | 2020189 |
| 1000000 | &nbsp;&nbsp;Series 2020-36A, Class ER, 9.460% (3-Month USD Libor+675 basis points), 4/20/2033<sup>3,4,8</sup> | 869127 |
| 1000000 | Neuberger Berman Loan Advisers Euro CLO<br> Series 2021-1X, Class D, 3.002% (3-Month EUR Libor+300 basis points), 4/17/2034<sup>3,4</sup> | 857432 |
| 2000000 | New Mountain CLO Ltd.<br> Series CLO-1A, Class ER, 9.192% (3-Month USD Libor+668 basis points), 10/15/2034<sup>3,4,8</sup> | 1714089 |
| 268499 | New Residential Mortgage Loan Trust<br> Series 2019-NQM4, Class A1, 2.492%, 9/25/2059<sup>3,8,9</sup> | 247243 |
|  | Newark BSL CLO Ltd. |  |
| 2678837 | &nbsp;&nbsp;Series 2016-1A, Class A1R, 3.869% (3-Month USD Libor+110 basis points), 12/21/2029<sup>3,4,8</sup> | 2652447 |
| 750000 | &nbsp;&nbsp;Series 2016-1A, Class DR, 9.019% (3-Month USD Libor+625 basis points), 12/21/2029<sup>3,4,8</sup> | 654967 |
|  | Nissan Auto Receivables Owner Trust |  |
| 271014 | &nbsp;&nbsp;Series 2019-B, Class A3, 2.500%, 11/15/2023<sup>3</sup> | 271247 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1940108 | &nbsp;&nbsp;Series 2019-C, Class A3, 1.930%, 7/15/2024<sup>3</sup> | $1932947 |
| 2358093 | &nbsp;&nbsp;Series 2020-A, Class A3, 1.380%, 12/16/2024<sup>3</sup> | 2322766 |
| 541621 | &nbsp;&nbsp;Series 2018-B, Class A4, 3.160%, 12/16/2024<sup>3</sup> | 541547 |
| 2500000 | Oak Hill Credit Partners Ltd.<br> Series 2014-10RA, Class D2R, 7.460% (3-Month USD Libor+475 basis points), 4/20/2034<sup>3,4,8</sup> | 2277380 |
|  | OBX Trust |  |
| 332296 | &nbsp;&nbsp;Series 2018-EXP1, Class 2A1, 3.934% (1-Month USD Libor+85 basis points), 4/25/2048<sup>3,4,8</sup> | 329214 |
| 1459051 | &nbsp;&nbsp;Series 2020-INV1, Class A11, 3.984% (1-Month USD Libor+90 basis points), 12/25/2049<sup>3,4,8</sup> | 1415150 |
| 4635447 | &nbsp;&nbsp;Series 2019-EXP2, Class 2A1B, 3.984% (1-Month USD Libor+90 basis points), 6/25/2059<sup>3,4,8</sup> | 4481235 |
| 2484936 | &nbsp;&nbsp;Series 2021-NQM2, Class A1, 1.101%, 5/25/2061<sup>3,8,9</sup> | 2052207 |
| 6544006 | &nbsp;&nbsp;Series 2021-NQM4, Class A1, 1.957%, 10/25/2061<sup>3,8,9</sup> | 5397673 |
|  | OCP CLO Ltd. |  |
| 2250000 | &nbsp;&nbsp;Series 2014-6A, Class BR, 4.890% (3-Month USD Libor+215 basis points), 10/17/2030<sup>3,4,8</sup> | 2138871 |
| 1000000 | &nbsp;&nbsp;Series 2017-14A, Class C, 5.584% (3-Month USD Libor+260 basis points), 11/20/2030<sup>3,4,8</sup> | 891284 |
| 2000000 | &nbsp;&nbsp;Series 2017-14A, Class D, 8.784% (3-Month USD Libor+580 basis points), 11/20/2030<sup>3,4,8</sup> | 1681650 |
| 500000 | &nbsp;&nbsp;Series 2020-8RA, Class D, 9.740% (3-Month USD Libor+700 basis points), 1/17/2032<sup>3,4,8</sup> | 433790 |
| 1000000 | &nbsp;&nbsp;Series 2020-18A, Class ER, 9.140% (3-Month USD Libor+643 basis points), 7/20/2032<sup>3,4,8</sup> | 854460 |
| 1000000 | &nbsp;&nbsp;Series 2016-12A, Class DR2, 4.061% (3-Month Term SOFR+334 basis points), 4/18/2033<sup>3,4,8</sup> | 918909 |
| 1000000 | &nbsp;&nbsp;Series 2016-12A, Class ER2, 7.871% (3-Month Term SOFR+715 basis points), 4/18/2033<sup>3,4,8</sup> | 896657 |
| 2000000 | &nbsp;&nbsp;Series 2021-22A, Class D, 5.810% (3-Month USD Libor+310 basis points), 12/2/2034<sup>3,4,8</sup> | 1755573 |
| 1000000 | &nbsp;&nbsp;Series 2021-22A, Class E, 9.310% (3-Month USD Libor+660 basis points), 12/2/2034<sup>3,4,8</sup> | 841579 |
|  | Octagon Investment Partners Ltd. |  |
| 750000 | &nbsp;&nbsp;Series 2014-1A, Class DRR, 5.509% (3-Month USD Libor+275 basis points), 1/22/2030<sup>3,4,8</sup> | 638594 |
| 1000000 | &nbsp;&nbsp;Series 2019-3A, Class ER, 9.262% (3-Month USD Libor+675 basis points), 7/15/2034<sup>3,4,8</sup> | 830095 |
| 2500000 | &nbsp;&nbsp;Series 2020-3A, Class AR, 3.860% (3-Month USD Libor+115 basis points), 10/20/2034<sup>3,4,8</sup> | 2406800 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
|  | OHA Credit Partners Ltd. |  |
| 750000 | &nbsp;&nbsp;Series 2015-11A, Class DR, 5.660% (3-Month USD Libor+295 basis points), 1/20/2032<sup>3,4,8</sup> | $684477 |
| 2750000 | &nbsp;&nbsp;Series 2012-7A, Class D2R3, 7.234% (3-Month USD Libor+425 basis points), 2/20/2034<sup>3,4,8</sup> | 2460407 |
|  | OSD CLO Ltd. |  |
| 1000000 | &nbsp;&nbsp;Series 2021-23A, Class D, 5.690% (3-Month USD Libor+295 basis points), 4/17/2031<sup>3,4,8</sup> | 898845 |
| 1000000 | &nbsp;&nbsp;Series 2021-23A, Class E, 8.740% (3-Month USD Libor+600 basis points), 4/17/2031<sup>3,4,8</sup> | 845686 |
|  | OZLM Ltd. |  |
| 1500000 | &nbsp;&nbsp;Series 2014-8A, Class DRR, 8.820% (3-Month USD Libor+608 basis points), 10/17/2029<sup>3,4,8</sup> | 1271229 |
| 2000000 | &nbsp;&nbsp;Series 2014-6A, Class CS, 5.870% (3-Month USD Libor+313 basis points), 4/17/2031<sup>3,4,8</sup> | 1755584 |
| 3250000 | &nbsp;&nbsp;Series 2014-9A, Class A1A3, 3.810% (3-Month USD Libor+110 basis points), 10/20/2031<sup>3,4,8</sup> | 3182893 |
| 750000 | &nbsp;&nbsp;Series 2019-23A, Class DR, 6.262% (3-Month USD Libor+375 basis points), 4/15/2034<sup>3,4,8</sup> | 671391 |
| 1000000 | &nbsp;&nbsp;Series 2017-19A, Class CR, 6.342% (3-Month USD Libor+383 basis points), 1/15/2035<sup>3,4,8</sup> | 893730 |
|  | Post CLO Ltd. |  |
| 1250000 | &nbsp;&nbsp;Series 2021-1A, Class D, 5.812% (3-Month USD Libor+330 basis points), 10/15/2034<sup>3,4,8</sup> | 1102501 |
| 4500000 | &nbsp;&nbsp;Series 2022-1A, Class A, 2.093% (3-Month Term SOFR+138 basis points), 4/20/2035<sup>3,4,8</sup> | 4397511 |
| 2250000 | &nbsp;&nbsp;Series 2022-1A, Class E, 7.463% (3-Month Term SOFR+675 basis points), 4/20/2035<sup>3,4,8</sup> | 2046522 |
| 1500000 | PPM CLO Ltd.<br> Series 2019-3A, Class ER, 9.350% (3-Month USD Libor+661 basis points), 4/17/2034<sup>3,4,8</sup> | 1233750 |
| 1000000 | Recette CLO Ltd.<br> Series 2015-1A, Class FRR, 11.180% (3-Month USD Libor+847 basis points), 4/20/2034<sup>3,4,8</sup> | 807061 |
|  | Regatta Funding LP |  |
| 1018051 | &nbsp;&nbsp;Series 2013-2A, Class A1R3, 3.362% (3-Month USD Libor+85 basis points), 1/15/2029<sup>3,4,8</sup> | 1007054 |
| 2500000 | &nbsp;&nbsp;Series 2013-2A, Class CR2, 6.212% (3-Month USD Libor+370 basis points), 1/15/2029<sup>3,4,8</sup> | 2345963 |
|  | Regatta Funding Ltd. |  |
| 1500000 | &nbsp;&nbsp;Series 2016-1A, Class DR2, 5.810% (3-Month USD Libor+310 basis points), 4/20/2034<sup>3,4,8</sup> | 1335081 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1500000 | &nbsp;&nbsp;&nbsp;Series 2016-1A, Class ER2, 9.927% (3-Month USD Libor+640 basis points), 6/20/2034<sup>3,4,8</sup> | $1237326 |
|  | Rockford Tower CLO Ltd. |  |
| 1750000 | &nbsp;&nbsp;&nbsp;Series 2020-1A, Class E, 9.610% (3-Month USD Libor+690 basis points), 1/20/2032<sup>3,4,8</sup> | 1544612 |
| 750000 | &nbsp;&nbsp;&nbsp;Series 2021-2A, Class E, 9.110% (3-Month USD Libor+640 basis points), 7/20/2034<sup>3,4,8</sup> | 612913 |
| 1375000 | &nbsp;&nbsp;&nbsp;Series 2021-3A, Class E, 9.430% (3-Month USD Libor+672 basis points), 10/20/2034<sup>3,4,8</sup> | 1159217 |
| 2500000 | Shackleton CLO Ltd.<br> Series 2013-4RA, Class C, 5.325% (3-Month USD Libor+287 basis points), 4/13/2031<sup>3,4,8</sup> | 2171873 |
|  | Sound Point CLO Ltd. |  |
| 500000 | &nbsp;&nbsp;&nbsp;Series 2016-3A, Class E, 9.433% (3-Month USD Libor+665 basis points), 1/23/2029<sup>3,4,8</sup> | 442809 |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2019-1A, Class DR, 6.210% (3-Month USD Libor+350 basis points), 1/20/2032<sup>3,4,8</sup> | 1778519 |
| 1500000 | &nbsp;&nbsp;&nbsp;Series 2019-3A, Class DR, 6.283% (3-Month USD Libor+350 basis points), 10/25/2034<sup>3,4,8</sup> | 1310701 |
| 1113542 | STAR Trust<br> Series 2021-1, Class A1, 1.219%, 5/25/2065<sup>3,8,9</sup> | 1039180 |
|  | Starwood Mortgage Residential Trust |  |
| 6546754 | &nbsp;&nbsp;&nbsp;Series 2021-5, Class A1, 1.920%, 9/25/2066<sup>3,8,9</sup> | 5400208 |
| 4335093 | &nbsp;&nbsp;&nbsp;Series 2022-1, Class A1, 2.447%, 12/25/2066<sup>3,8,9</sup> | 3817322 |
|  | Stratus CLO Ltd. |  |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2021-1A, Class B, 4.110% (3-Month USD Libor+140 basis points), 12/29/2029<sup>3,4,8</sup> | 1937500 |
| 1500000 | &nbsp;&nbsp;&nbsp;Series 2021-1A, Class C, 4.460% (3-Month USD Libor+175 basis points), 12/29/2029<sup>3,4,8</sup> | 1410890 |
|  | Symphony CLO Ltd. |  |
| 1740000 | &nbsp;&nbsp;&nbsp;Series 2014-14A, Class E, 7.083% (3-Month USD Libor+460 basis points), 7/14/2026<sup>3,4,8</sup> | 1605054 |
| 750000 | &nbsp;&nbsp;&nbsp;Series 2016-17A, Class ER, 8.062% (3-Month USD Libor+555 basis points), 4/15/2028<sup>3,4,8</sup> | 674232 |
| 1750000 | &nbsp;&nbsp;&nbsp;Series 2018-20A, Class DR, 6.490% (3-Month USD Libor+375 basis points), 1/16/2032<sup>3,4,8</sup> | 1630294 |
| 2500000 | Symphony Static CLO Ltd.<br> Series 2021-1A, Class E1, 8.133% (3-Month USD Libor+535 basis points), 10/25/2029<sup>3,4,8</sup> | 2213628 |
|  | TCI-Symphony CLO Ltd. |  |
| 1064000 | &nbsp;&nbsp;&nbsp;Series 2017-1A, Class E, 8.962% (3-Month USD Libor+645 basis points), 7/15/2030<sup>3,4,8</sup> | 906853 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 3500000 | &nbsp;&nbsp;&nbsp;Series 2016-1A, Class AR2, 3.475% (3-Month USD Libor+102 basis points), 10/13/2032<sup>3,4,8</sup> | $3431506 |
|  | Tesla Auto Lease Trust |  |
| 1635600 | &nbsp;&nbsp;&nbsp;Series 2021-A, Class A2, 0.360%, 3/20/2025<sup>3,8</sup> | 1614009 |
| 1873583 | &nbsp;&nbsp;&nbsp;Series 2021-B, Class A2, 0.360%, 9/22/2025<sup>3,8</sup> | 1826812 |
| 1000000 | THL Credit Wind River CLO Ltd.<br> Series 2013-2A, Class DR, 5.690% (3-Month USD Libor+295 basis points), 10/18/2030<sup>3,4,8</sup> | 885398 |
|  | TICP CLO Ltd. |  |
| 625000 | &nbsp;&nbsp;&nbsp;Series 2018-IIA, Class D, 8.380% (3-Month USD Libor+567 basis points), 4/20/2028<sup>3,4,8</sup> | 562792 |
| 1850000 | &nbsp;&nbsp;&nbsp;Series 2018-IA, Class D, 8.536% (3-Month USD Libor+577 basis points), 4/26/2028<sup>3,4,8</sup> | 1653025 |
| 2100000 | &nbsp;&nbsp;&nbsp;Series 2016-5A, Class ER, 8.490% (3-Month USD Libor+575 basis points), 7/17/2031<sup>3,4,8</sup> | 1744418 |
| 670105 | Toyota Auto Receivables Owner Trust<br> Series 2021-B, Class A2, 0.140%, 1/16/2024<sup>3</sup> | 667615 |
| 473515 | Toyota Lease Owner Trust<br> Series 2021-A, Class A2, 0.270%, 9/20/2023<sup>3,8</sup> | 472644 |
| 1294561 | Visio Trust<br> Series 2020-1, Class A1, 1.545%, 8/25/2055<sup>3,8,9</sup> | 1219018 |
|  | Voya CLO Ltd. |  |
| 2372210 | &nbsp;&nbsp;&nbsp;Series 2015-1A, Class A1R, 3.640% (3-Month USD Libor+90 basis points), 1/18/2029<sup>3,4,8</sup> | 2346831 |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2015-1A, Class CR, 5.090% (3-Month USD Libor+235 basis points), 1/18/2029<sup>3,4,8</sup> | 1828013 |
| 1250000 | &nbsp;&nbsp;&nbsp;Series 2017-1A, Class C, 6.070% (3-Month USD Libor+333 basis points), 4/17/2030<sup>3,4,8</sup> | 1132267 |
| 1750000 | &nbsp;&nbsp;&nbsp;Series 2017-2A, Class A1R, 3.492% (3-Month USD Libor+98 basis points), 6/7/2030<sup>3,4,8</sup> | 1722923 |
| 1000000 | &nbsp;&nbsp;&nbsp;Series 2013-1A, Class CR, 5.462% (3-Month USD Libor+295 basis points), 10/15/2030<sup>3,4,8</sup> | 875357 |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2013-2A, Class CR, 5.553% (3-Month Term SOFR+301.16 basis points), 4/25/2031<sup>3,4,8</sup> | 1722539 |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2016-3A, Class CR, 5.990% (3-Month USD Libor+325 basis points), 10/18/2031<sup>3,4,8</sup> | 1695823 |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2020-2A, Class ER, 9.138% (3-Month USD Libor+640 basis points), 7/19/2034<sup>3,4,8</sup> | 1749198 |
| 1000000 | &nbsp;&nbsp;&nbsp;Series 2022-3A, Class E, 8.352% (3-Month Term SOFR+860 basis points), 10/20/2034<sup>3,4,8</sup> | 980000 |
| 1000000 | &nbsp;&nbsp;&nbsp;Series 2019-4A, Class ER, 9.222% (3-Month USD Libor+671 basis points), 1/15/2035<sup>3,4,8</sup> | 864266 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **ASSET-BACKED SECURITIES (Continued)** |  |
| 1500000 | &nbsp;&nbsp;&nbsp;Series 2022-1A, Class E, 8.352% (3-Month Term SOFR+747 basis points), 4/20/2035<sup>3,4,8</sup> | $1386278 |
| 1750000 | Voya Euro CLO DAC<br> Series 1X, Class B2NE, 2.100%, 10/15/2030<sup>3</sup> | 1466337 |
| 750000 | Wellfleet CLO Ltd.<br> Series 2015-1A, Class DR4, 6.210% (3-Month USD Libor+350 basis points), 7/20/2029<sup>3,4,8</sup> | 703971 |
| 4500000 | Wellman Park CLO Ltd.<br> Series 2021-1A, Class A, 3.612% (3-Month USD Libor+110 basis points), 7/15/2034<sup>3,4,8</sup> | 4352764 |
| 2750000 | Wind River CLO Ltd.<br> Series 2013-1A, Class A1RR, 3.690% (3-Month USD Libor+98 basis points), 7/20/2030<sup>3,4,8</sup> | 2713416 |
|  | World Omni Auto Receivables Trust |  |
| 2468345 | &nbsp;&nbsp;&nbsp;Series 2020-A, Class A3, 1.100%, 4/15/2025<sup>3</sup> | 2438024 |
| 2362218 | &nbsp;&nbsp;&nbsp;Series 2020-B, Class A3, 0.630%, 5/15/2025<sup>3</sup> | 2317622 |
| 1280865 | World Omni Select Auto Trust<br> Series 2021-A, Class A2, 0.290%, 2/18/2025<sup>3</sup> | 1274973 |
|  | **TOTAL ASSET-BACKED SECURITIES** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $472,156,661) | **440763200** |
|  | **COMMERCIAL MORTGAGE-BACKED SECURITIES — 6.6%** |  |
| 2645000 | Alen Mortgage Trust<br> Series 2021-ACEN, Class A, 3.968% (1-Month USD Libor+115 basis points), 4/15/2034<sup>4,8</sup> | 2537272 |
|  | BBCMS Mortgage Trust |  |
| 2550000 | &nbsp;&nbsp;&nbsp;Series 2019-BWAY, Class A, 3.774% (1-Month USD Libor+95.6 basis points), 11/15/2034<sup>4,8</sup> | 2437106 |
| 2000000 | &nbsp;&nbsp;&nbsp;Series 2019-BWAY, Class D, 4.978% (1-Month USD Libor+216 basis points), 11/15/2034<sup>4,8</sup> | 1801456 |
| 2048000 | &nbsp;&nbsp;&nbsp;Series 2018-TALL, Class A, 3.540% (1-Month USD Libor+72.2 basis points), 3/15/2037<sup>4,8</sup> | 1931074 |
| 1000000 | &nbsp;&nbsp;&nbsp;Series 2018-TALL, Class B, 3.789% (1-Month USD Libor+97.1 basis points), 3/15/2037<sup>4,8</sup> | 925243 |
| 2650000 | &nbsp;&nbsp;&nbsp;Series 2020-BID, Class A, 4.958% (1-Month USD Libor+214 basis points), 10/15/2037<sup>4,8</sup> | 2614726 |
| 3025000 | BFLD Trust<br> Series 2021-FPM, Class A, 4.418% (1-Month USD Libor+160 basis points), 6/15/2038<sup>3,4,8</sup> | 2923505 |
|  | BPR Trust |  |
| 3000000 | &nbsp;&nbsp;&nbsp;Series 2022-OANA, Class A, 4.743% (1-Month Term SOFR+189.8 basis points), 4/15/2037<sup>4,8</sup> | 2961720 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)** |  |
| 2912476 | &nbsp;&nbsp;&nbsp;Series 2021-WILL, Class A, 4.568% (1-Month USD Libor+175 basis points), 6/15/2038<sup>4,8</sup> | $2830499 |
| 1000000 | &nbsp;&nbsp;&nbsp;Series 2021-WILL, Class B, 5.818% (1-Month USD Libor+300 basis points), 6/15/2038<sup>4,8</sup> | 969113 |
| 3660000 | BX Commercial Mortgage Trust<br> Series 2019-IMC, Class A, 3.818% (1-Month USD Libor+100 basis points), 4/15/2034<sup>4,8</sup> | 3569924 |
|  | BX Trust |  |
| 1750000 | &nbsp;&nbsp;&nbsp;Series 2022-PSB, Class A, 5.296% (1-Month Term SOFR+245.1 basis points), 8/15/2039<sup>4,8</sup> | 1748145 |
| 1750000 | &nbsp;&nbsp;&nbsp;Series 2022-GPA, Class A, 4.665% (1-Month Term SOFR+216.5 basis points), 10/15/2039<sup>4,8</sup> | 1743887 |
|  | Citigroup Commercial Mortgage Trust |  |
| 1200000 | &nbsp;&nbsp;&nbsp;Series 2018-TBR, Class A, 3.648% (1-Month USD Libor+83 basis points), 12/15/2036<sup>3,4,8</sup> | 1168501 |
| 750000 | &nbsp;&nbsp;&nbsp;Series 2018-TBR, Class B, 3.968% (1-Month USD Libor+115 basis points), 12/15/2036<sup>3,4,8</sup> | 725921 |
| 117883 | COLT Mortgage Loan Trust<br> Series 2020-2, Class A1, 1.853%, 3/25/2065<sup>3,8,9</sup> | 115704 |
| 2500000 | COMM Mortgage Trust<br> Series 2018-HCLV, Class A, 3.818% (1-Month USD Libor+100 basis points), 9/15/2033<sup>3,4,8</sup> | 2360895 |
| 205813 | CORE Mortgage Trust<br> Series 2019-CORE, Class B, 3.918% (1-Month USD Libor+110 basis points), 12/15/2031<sup>4,8</sup> | 201410 |
|  | CSMC |  |
| 1225000 | &nbsp;&nbsp;&nbsp;Series 2020-TMIC, Class A, 5.818% (1-Month USD Libor+300 basis points), 12/15/2035<sup>4,8</sup> | 1220566 |
| 750000 | &nbsp;&nbsp;&nbsp;Series 2020-FACT, Class B, 4.818% (1-Month USD Libor+200 basis points), 10/15/2037<sup>4,8</sup> | 726639 |
| 2841188 | DBUBS Mortgage Trust<br> Series 2011-LC3A, Class PM1, 4.452%, 5/10/2044<sup>3,8</sup> | 2814733 |
| 775623 | Fannie Mae Grantor Trust<br> Series 2004-T5, Class AB4, 2.984%, 5/28/2035<sup>3,9</sup> | 700950 |
|  | Great Wolf Trust |  |
| 2500000 | &nbsp;&nbsp;&nbsp;Series 2019-WOLF, Class B, 4.152% (1-Month USD Libor+133.4 basis points), 12/15/2036<sup>4,8</sup> | 2391147 |
| 1250000 | &nbsp;&nbsp;&nbsp;Series 2019-WOLF, Class C, 4.451% (1-Month USD Libor+163.3 basis points), 12/15/2036<sup>4,8</sup> | 1194198 |
| 2615000 | GS Mortgage Securities Corp. II<br> Series 2012-BWTR, Class A, 2.954%, 11/5/2034<sup>3,8</sup> | 2485952 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **COMMERCIAL MORTGAGE-BACKED SECURITIES (Continued)** |  |
|  | Hilton Orlando Trust |  |
| 2983000 | &nbsp;&nbsp;&nbsp;Series 2018-ORL, Class A, 3.738% (1-Month USD Libor+92 basis points), 12/15/2034<sup>4,8</sup> | $2907918 |
| 1055000 | &nbsp;&nbsp;&nbsp;Series 2018-ORL, Class B, 4.018% (1-Month USD Libor+120 basis points), 12/15/2034<sup>4,8</sup> | 1014371 |
| 34724 | Mellon Residential Funding<br> Series 1999-TBC3, Class A2, 3.017%, 10/20/2029<sup>3,9</sup> | 33872 |
| 2500000 | MTK Mortgage Trust<br> Series 2021-GRNY, Class A, 4.568% (1-Month USD Libor+175 basis points), 12/15/2038<sup>4,8</sup> | 2398405 |
| 5400000 | NYO Commercial Mortgage Trust<br> Series 2021-1290, Class A, 3.913% (1-Month USD Libor+109.5 basis points), 11/15/2038<sup>4,8</sup> | 5077145 |
| 2500000 | Taubman Centers Commercial Mortgage Trust<br> Series 2022-DPM, Class A, 5.031% (1-Month Term SOFR+218.6 basis points), 5/15/2037<sup>4,8</sup> | 2447917 |
| 500000 | UBS-Barclays Commercial Mortgage Trust<br> Series 2012-C4, Class B, 3.718%, 12/10/2045<sup>3,8,9</sup> | 498880 |
| 2886642 | Verus Securitization Trust<br> Series 2022-5, Class A1, 3.800%, 4/25/2067<sup>3,8,11</sup> | 2679967 |
| 1118812 | VMC Finance LLC<br> Series 2021-HT1, Class A, 4.643% (1-Month USD Libor+165 basis points), 1/18/2037<sup>3,4,8</sup> | 1110911 |
| 1575000 | Worldwide Plaza Trust<br> Series 2017-WWP, Class F, 3.715%, 11/10/2036<sup>8,9</sup> | 1131538 |
|  | **TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $66,720,014) | **64401210** |
|  | **CORPORATE — 29.7%** |  |
|  | **BASIC MATERIALS — 2.3%** |  |
| 1500000 | Alcoa Nederland Holding B.V.<br> 6.125%, 5/15/2028<sup>3,7,8</sup> | 1420773 |
| 3100000 | Anglo American Capital PLC<br> 5.625%, 4/1/2030<sup>3,7,8</sup> | 2937107 |
| 851000 | Axalta Coating Systems Dutch Holding B B.V.<br> 3.750%, 1/15/2025<sup>3</sup> | 768035 |
|  | DuPont de Nemours, Inc. |  |
| 2750000 | &nbsp;&nbsp;&nbsp;4.015% (3-Month USD Libor+111 basis points), 11/15/2023<sup>4</sup> | 2761407 |
| 1640000 | &nbsp;&nbsp;&nbsp;4.205%, 11/15/2023<sup>3</sup> | 1630777 |
| 3540000 | Georgia-Pacific LLC<br> 0.625%, 5/15/2024<sup>8</sup> | 3289637 |
| 2515000 | International Flavors & Fragrances, Inc.<br> 1.832%, 10/15/2027<sup>3,8</sup> | 2063268 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **BASIC MATERIALS (Continued)** |  |
| 3000000 | LYB International Finance III LLC<br> 1.250%, 10/1/2025<sup>3</sup> | $2638974 |
| 1740000 | Methanex Corp.<br> 5.125%, 10/15/2027<sup>3,7</sup> | 1464549 |
| 1225000 | NOVA Chemicals Corp.<br> 4.875%, 6/1/2024<sup>3,7,8</sup> | 1152799 |
| 1643000 | SCIL IV LLC / SCIL USA Holdings LLC<br> 4.642% (3-Month EUR Libor+437.5 basis points), 11/1/2026<sup>3,4</sup> | 1476510 |
| 480000 | Sherwin-Williams Co.<br> 4.250%, 8/8/2025 | 468985 |
|  |  | **22072821** |
|  | **COMMUNICATIONS — 4.2%** |  |
| 3785000 | AT&T, Inc.<br> 3.625% (SOFR Index+64 basis points), 3/25/2024<sup>3,4</sup> | 3763857 |
| 2700000 | Charter Communications Operating LLC / Charter Communications Operating Capital<br> 4.908%, 7/23/2025<sup>3</sup> | 2635303 |
| 4570000 | Comcast Corp.<br> 4.150%, 10/15/2028<sup>3</sup> | 4319409 |
| 4170000 | Discovery Communications LLC<br> 3.900%, 11/15/2024<sup>3</sup> | 4057935 |
| 2690000 | eBay, Inc.<br> 1.900%, 3/11/2025<sup>3</sup> | 2499174 |
| 4053000 | Fox Corp.<br> 4.030%, 1/25/2024<sup>3</sup> | 4005807 |
| 7195000 | Juniper Networks, Inc.<br> 2.000%, 12/10/2030<sup>3</sup> | 5319566 |
| 2589000 | Match Group, Inc.<br> 4.625%, 6/1/2028<sup>3,8</sup> | 2267640 |
| 2055000 | Motorola Solutions, Inc.<br> 2.300%, 11/15/2030<sup>3</sup> | 1547125 |
|  | NortonLifeLock, Inc. |  |
| 530000 | &nbsp;&nbsp;&nbsp;6.750%, 9/30/2027<sup>3,8</sup> | 509815 |
| 530000 | &nbsp;&nbsp;&nbsp;7.125%, 9/30/2030<sup>3,8</sup> | 513779 |
|  | T-Mobile USA, Inc. |  |
| 1175000 | &nbsp;&nbsp;&nbsp;3.500%, 4/15/2025<sup>3</sup> | 1124091 |
| 3735000 | &nbsp;&nbsp;&nbsp;3.375%, 4/15/2029<sup>3</sup> | 3232642 |
| 750000 | United Group B.V.<br> 3.625%, 2/15/2028<sup>3</sup> | 513709 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **COMMUNICATIONS (Continued)** |  |
| 3975000 | Verizon Communications, Inc.<br> 3.467% (SOFR Index+79 basis points), 3/20/2026<sup>4</sup> | $3901109 |
|  |  | **40210961** |
|  | **CONSUMER, CYCLICAL — 3.9%** |  |
|  | 7-Eleven, Inc. |  |
| 2936000 | &nbsp;&nbsp;&nbsp;0.800%, 2/10/2024<sup>3,8</sup> | 2777556 |
| 615000 | &nbsp;&nbsp;&nbsp;0.950%, 2/10/2026<sup>3,8</sup> | 531057 |
| 3545000 | American Honda Finance Corp.<br> 0.750%, 8/9/2024 | 3297531 |
|  | BMW U.S. Capital LLC |  |
| 500000 | &nbsp;&nbsp;&nbsp;0.800%, 4/1/2024<sup>8</sup> | 471624 |
| 950000 | &nbsp;&nbsp;&nbsp;3.150%, 4/18/2024<sup>3,8</sup> | 925843 |
| 2180000 | &nbsp;&nbsp;&nbsp;2.774% (SOFR Index+38 basis points), 8/12/2024<sup>4,8</sup> | 2159024 |
| 485000 | Dollar General Corp.<br> 4.250%, 9/20/2024 | 479514 |
| 185000 | Ford Motor Co.<br> 6.100%, 8/19/2032<sup>3</sup> | 163410 |
|  | Ford Motor Credit Co. LLC |  |
| 520000 | &nbsp;&nbsp;&nbsp;2.300%, 2/10/2025<sup>3</sup> | 461457 |
| 1000000 | &nbsp;&nbsp;&nbsp;4.950%, 5/28/2027<sup>3</sup> | 894930 |
|  | General Motors Financial Co., Inc. |  |
| 2000000 | &nbsp;&nbsp;&nbsp;3.950%, 4/13/2024<sup>3</sup> | 1952044 |
| 3000000 | &nbsp;&nbsp;&nbsp;2.350%, 1/8/2031<sup>3</sup> | 2181258 |
| 970000 | Home Depot, Inc.<br> 4.000%, 9/15/2025<sup>3</sup> | 955216 |
| 530000 | International Game Technology PLC<br> 6.500%, 2/15/2025<sup>3,7,8</sup> | 529465 |
| 2835000 | Lowe's Cos., Inc.<br> 4.400%, 9/8/2025 | 2793813 |
| 4015000 | McDonald's Corp.<br> 3.375%, 5/26/2025<sup>3</sup> | 3861081 |
| 2384500 | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd.<br> 6.500%, 6/20/2027<sup>3,8</sup> | 2338336 |
| 2211000 | Nissan Motor Co., Ltd.<br> 4.810%, 9/17/2030<sup>3,7,8</sup> | 1794202 |
| 110000 | PACCAR Financial Corp.<br> 2.650%, 4/6/2023 | 108965 |
| 1495000 | Sally Holdings LLC / Sally Capital, Inc.<br> 5.625%, 12/1/2025<sup>3</sup> | 1418800 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **CONSUMER, CYCLICAL (Continued)** |  |
| 240000 | Starbucks Corp.<br> 2.816% (SOFR Index+42 basis points), 2/14/2024<sup>3,4</sup> | $238615 |
| 1000000 | Vail Resorts, Inc.<br> 6.250%, 5/15/2025<sup>3,8</sup> | 987910 |
|  | Volkswagen Group of America Finance LLC |  |
| 300000 | &nbsp;&nbsp;&nbsp;0.750%, 11/23/2022<sup>8</sup> | 298628 |
| 300000 | &nbsp;&nbsp;&nbsp;0.875%, 11/22/2023<sup>8</sup> | 285768 |
| 3405000 | Walmart, Inc.<br> 3.900%, 9/9/2025 | 3347398 |
|  | ZF Finance GmbH |  |
| 1000000 | &nbsp;&nbsp;&nbsp;3.000%, 9/21/2025<sup>3</sup> | 871170 |
| 800000 | &nbsp;&nbsp;&nbsp;2.000%, 5/6/2027<sup>3</sup> | 609101 |
| 700000 | ZF North America Capital, Inc.<br> 4.750%, 4/29/2025<sup>8</sup> | 637878 |
|  |  | **37371594** |
|  | **CONSUMER, NON-CYCLICAL — 4.5%** |  |
| 2872000 | AbbVie, Inc.<br> 2.300%, 11/21/2022 | 2865234 |
| 2500000 | Amgen, Inc.<br> 3.125%, 5/1/2025<sup>3</sup> | 2398478 |
|  | Baxter International, Inc. |  |
| 3066000 | &nbsp;&nbsp;&nbsp;0.868%, 12/1/2023 | 2930933 |
| 540000 | &nbsp;&nbsp;&nbsp;2.879% (SOFR Index+44 basis points), 11/29/2024<sup>4</sup> | 527727 |
| 2480000 | Biogen, Inc.<br> 4.050%, 9/15/2025<sup>3</sup> | 2409724 |
| 2600000 | Campbell Soup Co.<br> 3.300%, 3/19/2025<sup>3</sup> | 2488782 |
| 2715000 | Global Payments, Inc.<br> 5.300%, 8/15/2029<sup>3</sup> | 2556838 |
| 1900000 | Heineken N.V.<br> 2.750%, 4/1/2023<sup>7,8</sup> | 1881823 |
| 1500000 | House of Finance N.V.<br> 4.375%, 7/15/2026<sup>3</sup> | 1477409 |
| 1985000 | Humana, Inc.<br> 4.500%, 4/1/2025<sup>3</sup> | 1958850 |
| 1000000 | IQVIA, Inc.<br> 2.250%, 3/15/2029<sup>3</sup> | 751272 |
| 1950000 | Jazz Securities DAC<br> 4.375%, 1/15/2029<sup>3,7,8</sup> | 1688622 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **CONSUMER, NON-CYCLICAL (Continued)** |  |
|  | Mondelez International Holdings Netherlands B.V. |  |
| 1350000 | &nbsp;&nbsp;&nbsp;0.750%, 9/24/2024<sup>7,8</sup> | $1238624 |
| 1720000 | &nbsp;&nbsp;&nbsp;1.250%, 9/24/2026<sup>3,7,8</sup> | 1476821 |
| 2725000 | PayPal Holdings, Inc.<br> 1.650%, 6/1/2025<sup>3</sup> | 2511575 |
| 4000000 | PepsiCo, Inc.<br> 2.750%, 3/1/2023 | 3978428 |
| 3496000 | Pernod Ricard S.A.<br> 3.250%, 6/8/2026<sup>3,7,8</sup> | 3299766 |
| 760000 | Prestige Brands, Inc.<br> 5.125%, 1/15/2028<sup>3,8</sup> | 685306 |
| 1000000 | Roche Holdings, Inc.<br> 3.520% (SOFR Rate+56 basis points), 3/10/2025<sup>4,8</sup> | 994104 |
|  | Royalty Pharma PLC |  |
| 2665000 | &nbsp;&nbsp;&nbsp;1.200%, 9/2/2025<sup>3,7</sup> | 2358437 |
| 1775000 | &nbsp;&nbsp;&nbsp;2.150%, 9/2/2031<sup>3,7</sup> | 1309300 |
| 1640000 | U.S. Foods, Inc.<br> 6.250%, 4/15/2025<sup>3,8</sup> | 1613662 |
|  |  | **43401715** |
|  | **ENERGY — 2.9%** |  |
| 2367000 | Boardwalk Pipelines LP<br> 4.450%, 7/15/2027<sup>3</sup> | 2200832 |
|  | Buckeye Partners LP |  |
| 380000 | &nbsp;&nbsp;&nbsp;4.150%, 7/1/2023<sup>3</sup> | 373842 |
| 325000 | &nbsp;&nbsp;&nbsp;3.950%, 12/1/2026<sup>3</sup> | 283792 |
|  | Cheniere Corpus Christi Holdings LLC |  |
| 1040000 | &nbsp;&nbsp;&nbsp;7.000%, 6/30/2024<sup>3</sup> | 1058355 |
| 2350000 | &nbsp;&nbsp;&nbsp;5.875%, 3/31/2025<sup>3</sup> | 2361562 |
| 2800000 | DCP Midstream Operating LP<br> 8.125%, 8/16/2030 | 2979466 |
| 5000000 | Enbridge, Inc.<br> 3.028% (SOFR Index+63 basis points), 2/16/2024<sup>4,7</sup> | 4947705 |
|  | Energy Transfer LP |  |
| 3410000 | &nbsp;&nbsp;&nbsp;5.875%, 1/15/2024<sup>3</sup> | 3418934 |
| 1694000 | &nbsp;&nbsp;&nbsp;4.900%, 2/1/2024<sup>3</sup> | 1685850 |
| 5000000 | Kinder Morgan Energy Partners LP<br> 4.250%, 9/1/2024<sup>3</sup> | 4920695 |
| 3000000 | Sabine Pass Liquefaction LLC<br> 5.625%, 3/1/2025<sup>3</sup> | 3000297 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **ENERGY (Continued)** |  |
| 1238000 | Williams Cos., Inc.<br> 2.600%, 3/15/2031<sup>3</sup> | $972651 |
|  |  | **28203981** |
|  | **FINANCIAL — 2.0%** |  |
|  | American Express Co. |  |
| 1115000 | &nbsp;&nbsp;&nbsp;2.609% (SOFR Index+23 basis points), 11/3/2023<sup>4</sup> | 1106134 |
| 2000000 | &nbsp;&nbsp;&nbsp;3.625%, 12/5/2024<sup>3</sup> | 1946012 |
| 3100000 | American Tower Corp.<br> 2.300%, 9/15/2031<sup>3</sup> | 2324504 |
| 2750000 | Aon Global Ltd.<br> 3.500%, 6/14/2024<sup>3,7</sup> | 2684366 |
| 1673000 | Blackstone Mortgage Trust, Inc.<br> 3.750%, 1/15/2027<sup>3,8</sup> | 1374552 |
| 2750000 | Charles Schwab Corp.<br> 2.916% (SOFR Index+52 basis points), 5/13/2026<sup>3,4</sup> | 2671017 |
| 3472000 | Crown Castle, Inc.<br> 2.500%, 7/15/2031<sup>3</sup> | 2680419 |
| 1429000 | Iron Mountain, Inc.<br> 5.250%, 3/15/2028<sup>3,8</sup> | 1255469 |
| 590000 | Metropolitan Life Global Funding I<br> 4.050%, 8/25/2025<sup>8</sup> | 572541 |
| 250000 | Simon Property Group LP<br> 2.597% (SOFR Index+43 basis points), 1/11/2024<sup>3,4</sup> | 248049 |
| 2915000 | VICI Properties LP / VICI Note Co., Inc.<br> 3.500%, 2/15/2025<sup>3,8</sup> | 2698109 |
|  |  | **19561172** |
|  | **INDUSTRIAL — 2.7%** |  |
| 5030000 | 3M Co.<br> 3.050%, 4/15/2030<sup>3</sup> | 4282884 |
| 500000 | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.<br> 2.125%, 8/15/2026<sup>3</sup> | 378005 |
| 1000000 | BAE Systems Holdings, Inc.<br> 3.800%, 10/7/2024<sup>8</sup> | 972455 |
| 975000 | Ball Corp.<br> 4.875%, 3/15/2026<sup>3</sup> | 926274 |
| 4600000 | Brambles USA, Inc.<br> 4.125%, 10/23/2025<sup>3,8</sup> | 4381638 |
| 1100000 | Cellnex Finance Co., S.A.<br> 1.000%, 9/15/2027<sup>3</sup> | 859421 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **INDUSTRIAL (Continued)** |  |
| 2907000 | CSX Corp.<br> 3.400%, 8/1/2024<sup>3</sup> | $2837177 |
| 5185000 | Graphic Packaging International LLC<br> 0.821%, 4/15/2024<sup>3,8</sup> | 4818768 |
|  | L3Harris Technologies, Inc. |  |
| 1500000 | &nbsp;&nbsp;&nbsp;3.986% (3-Month USD Libor+75 basis points), 3/10/2023<sup>4</sup> | 1497680 |
| 1201000 | &nbsp;&nbsp;&nbsp;3.950%, 5/28/2024<sup>3</sup> | 1183654 |
| 1480000 | Penske Truck Leasing Co. Lp / PTL Finance Corp.<br> 3.350%, 11/1/2029<sup>3,8</sup> | 1264633 |
| 580000 | Republic Services, Inc.<br> 0.875%, 11/15/2025<sup>3</sup> | 510413 |
| 1250000 | Standard Industries, Inc.<br> 2.250%, 11/21/2026<sup>3</sup> | 967415 |
| 1284000 | WESCO Distribution, Inc.<br> 7.250%, 6/15/2028<sup>3,8</sup> | 1260356 |
|  |  | **26140773** |
|  | **TECHNOLOGY — 3.7%** |  |
| 2720000 | Cadence Design Systems, Inc.<br> 4.375%, 10/15/2024<sup>3</sup> | 2691097 |
| 5350000 | Dell International LLC / EMC Corp.<br> 6.200%, 7/15/2030<sup>3</sup> | 5214436 |
| 1505000 | Entegris, Inc.<br> 4.375%, 4/15/2028<sup>3,8</sup> | 1278242 |
|  | Fiserv, Inc. |  |
| 825000 | &nbsp;&nbsp;&nbsp;3.800%, 10/1/2023<sup>3</sup> | 817651 |
| 4750000 | &nbsp;&nbsp;&nbsp;3.850%, 6/1/2025<sup>3</sup> | 4565676 |
| 4500000 | Hewlett Packard Enterprise Co.<br> 4.450%, 10/2/2023<sup>3</sup> | 4482437 |
| 270000 | Infor, Inc.<br> 1.450%, 7/15/2023<sup>3,8</sup> | 260610 |
|  | Leidos, Inc. |  |
| 1557000 | &nbsp;&nbsp;&nbsp;3.625%, 5/15/2025<sup>3</sup> | 1493938 |
| 1650000 | &nbsp;&nbsp;&nbsp;2.300%, 2/15/2031<sup>3</sup> | 1224554 |
| 5000000 | Marvell Technology, Inc.<br> 4.200%, 6/22/2023<sup>3</sup> | 4986770 |
| 2300000 | NXP B.V. / NXP Funding LLC<br> 5.550%, 12/1/2028<sup>3,7</sup> | 2224072 |
| 3310000 | Qorvo, Inc.<br> 1.750%, 12/15/2024<sup>3,8</sup> | 3061280 |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **CORPORATE (Continued)** |  |
|  | **TECHNOLOGY (Continued)** |  |
| 2515000 | VMware, Inc.<br> 4.500%, 5/15/2025<sup>3</sup> | $2459180 |
| 1075000 | Western Digital Corp.<br> 4.750%, 2/15/2026<sup>3</sup> | 996944 |
|  |  | **35756887** |
|  | **UTILITIES — 3.5%** |  |
| 2470000 | AES Corp.<br> 1.375%, 1/15/2026<sup>3</sup> | 2130293 |
| 445000 | American Electric Power Co., Inc.<br> 2.031%, 3/15/2024 | 426185 |
| 3045000 | Atmos Energy Corp.<br> 2.625%, 9/15/2029<sup>3</sup> | 2599230 |
| 3500000 | Avangrid, Inc.<br> 3.150%, 12/1/2024<sup>3</sup> | 3349398 |
| 5120000 | CenterPoint Energy, Inc.<br> 1.450%, 6/1/2026<sup>3</sup> | 4487332 |
| 3560000 | DTE Energy Co.<br> 4.220%, 11/1/2024<sup>11</sup> | 3494781 |
| 4500000 | Duke Energy Corp.<br> 2.783% (SOFR Rate+25 basis points), 6/10/2023<sup>4</sup> | 4476627 |
| 2412000 | Georgia Power Co.<br> 2.200%, 9/15/2024<sup>3</sup> | 2285148 |
|  | NextEra Energy Capital Holdings, Inc. |  |
| 1250000 | &nbsp;&nbsp;&nbsp;2.779% (SOFR Index+40 basis points), 11/3/2023<sup>3,4</sup> | 1238691 |
| 3760000 | &nbsp;&nbsp;&nbsp;4.200%, 6/20/2024 | 3715154 |
| 2000000 | NiSource, Inc.<br> 0.950%, 8/15/2025<sup>3</sup> | 1777082 |
| 500000 | NRG Energy, Inc.<br> 2.450%, 12/2/2027<sup>3,8</sup> | 410077 |
| 2000000 | Southern Co.<br> 3.330% (SOFR Rate+37 basis points), 5/10/2023<sup>3,4</sup> | 1990174 |
| 250000 | Southern Power Co.<br> 0.900%, 1/15/2026<sup>3</sup> | 217673 |
| 1175000 | Vistra Operations Co. LLC<br> 5.625%, 2/15/2027<sup>3,8</sup> | 1102485 |
|  |  | **33700330** |
|  | **TOTAL CORPORATE** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $301,115,910) | **286420234** |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount<sup>1</sup> |  | Value |
|  | **BONDS (Continued)** |  |
|  | **U.S. GOVERNMENT — 5.4%** |  |
|  | United States Treasury Bill |  |
| 3000000 | &nbsp;&nbsp;&nbsp;2.285%, 10/6/2022 | $2999388 |
| 28250000 | &nbsp;&nbsp;&nbsp;5.607%, 10/20/2022 | 28215987 |
| 10750000 | &nbsp;&nbsp;&nbsp;2.565%, 10/27/2022 | 10731596 |
| 10000000 | &nbsp;&nbsp;&nbsp;2.653%, 11/3/2022 | 9977110 |
|  | **TOTAL U.S. GOVERNMENT** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $51,873,351) | **51924081** |
|  | **TOTAL BONDS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $891,865,936) | **843508725** |

---

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  |  |
|  | **COMMERCIAL PAPER — 0.8%** |  |
| $7500000 | Nestle Capital DCP<br> 3.020%, 10/20/2022 | 7487602 |
|  | **TOTAL COMMERCIAL PAPER** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $7,488,441) | **7487602** |

---

---

| | | |
|:---|:---|:---|
| Number<br> of Shares |  |  |
|  | **SHORT-TERM INVESTMENTS — 1.1%** |  |
| 10684590 | Fidelity Investments Money Market Funds - Treasury Portfolio - Class I, 2.79%<sup>12,13</sup> | $10684590 |
|  | **TOTAL SHORT-TERM INVESTMENTS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $10,684,590) | **10684590** |
|  | **TOTAL INVESTMENTS — 96.7%** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Cost $982,902,256) | **932693984** |
|  | Other Assets in Excess of Liabilities — 3.3% | 32043028 |
|  | **TOTAL NET ASSETS — 100.0%** | $**964737012** |

---

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  |  |
|  | **SECURITIES SOLD SHORT — (8.0)%** |  |
|  | **BONDS — (8.0)%** |  |
|  | **U.S. GOVERNMENT — (8.0)%** |  |
|  | United States Treasury Note |  |
| $(29200000) | &nbsp;&nbsp;&nbsp;0.750%, 5/31/2026 | (25794083) |
| (7885000) | &nbsp;&nbsp;&nbsp;3.250%, 6/30/2027 | (7600706) |
| (32650000) | &nbsp;&nbsp;&nbsp;1.375%, 10/31/2028 | (27976969) |
| (2050000) | &nbsp;&nbsp;&nbsp;2.625%, 7/31/2029 | (1884239) |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

---

| | | |
|:---|:---|:---|
| Principal<br> Amount |  | Value |
|  | **SECURITIES SOLD SHORT (Continued)** |  |
|  | **BONDS (Continued)** |  |
|  | **U.S. GOVERNMENT (Continued)** |  |
| $(820000) | &nbsp;&nbsp;&nbsp;1.625%, 5/15/2031 | $(688544) |
| (8953000) | &nbsp;&nbsp;&nbsp;1.875%, 2/15/2032 | (7588366) |
| (6620000) | &nbsp;&nbsp;&nbsp;2.875%, 5/15/2032 | (6121951) |
|  | **TOTAL U.S. GOVERNMENT** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $82,785,798) | **(77654858)** |
|  | **TOTAL BONDS** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $82,785,798) | **(77654858)** |
|  | **TOTAL SECURITIES SOLD SHORT** |  |
|  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(Proceeds $82,785,798) | $**(77654858)** |

---

<sup>1</sup> Local currency.

<sup>2</sup> Bank loans generally pay interest at rates which are periodically determined by reference to a base lending rate plus a premium. All loans carry a variable rate of interest. These base lending rates are generally (i) the Prime Rate offered by one or more major United States banks, (ii) the lending rate offered by one or more European banks such as the London Interbank Offered Rate ("LIBOR"), (iii) the Certificate of Deposit rate, or (iv) Secured Overnight Financing Rate ("SOFR"). Bank Loans, while exempt from registration, under the Securities Act of 1933, contain certain restrictions on resale and cannot be sold publicly. Floating rate bank loans often require prepayments from excess cash flow or permit the borrower to repay at its election. The degree to which borrowers repay, whether as a contractual requirement or at their election, cannot be predicted with accuracy.

<sup>3</sup> Callable.

<sup>4</sup> Floating rate security.

<sup>5</sup> All or a portion of the loan is unfunded.

<sup>6</sup> Denotes investments purchased on a when-issued or delayed delivery basis.

<sup>7</sup> Foreign security denominated in U.S. Dollars.

<sup>8</sup> Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities are restricted and may be resold in transactions exempt from registration normally to qualified institutional buyers. The total value of these securities is $503,648,230 which represents 52.21% of total net assets of the Fund.

<sup>9</sup> Variable rate security.

<sup>10</sup> Level 3 securities fair valued under procedures established by the Board of Trustees, represents 0.10% of Net Assets. The total value of these securities is $1,000,000.

<sup>11</sup> Step rate security.

<sup>12</sup> All or a portion of this security is segregated as collateral for securities sold short. The market value of the securities pledged as collateral was $8,012,893, which represents 0.83% of total net assets of the Fund.

<sup>13</sup> The rate is the annualized seven-day yield at period end.

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

**FUTURES CONTRACTS** 

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Number of<br> Contracts<br> Long (Short)** | **Description** | **Expiration<br> Date** | **Value at<br> Trade Date** | **Value at<br> September 30, 2022** | **Unrealized<br> Appreciation<br> (Depreciation)** |
| (50) | U.S. 5 Year Treasury Note | Dec 2022 | $(5454688) | $(5375391) | $79297 |
| (50) | U.S. 10 Year Treasury Note | Dec 2022 | (5727344) | (5603125) | 124219 |
| **TOTAL FUTURES CONTRACTS** | **TOTAL FUTURES CONTRACTS** |  | $**(11182032)** | $**(10978516)** | $**203516** |

---

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

**SWAP CONTRACTS**

**CREDIT DEFAULT SWAP CONTRACTS**

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Counterparty/<br> Reference Entity | Rating<sup>(a)</sup> <br> (S&P) | Pay/<sup>(b)</sup><br> Receive <br> Fixed <br> Rate | Fixed Rate/<br> Frequency | Expiration <br> Date | Notional <br> Amount | Premium <br> Paid <br> (Received) | Unrealized <br> Appreciation/ <br> (Depreciation) | Value |
| **J.P. Morgan** |  |  |  |  |  |  |  |  |
| Markit CDX NA Investment Grade |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;CDSI Series 37 Index | BBB- | Receive | 1%/Quarterly | 12/20/26 | $6500000 | $(919750) | $63696 | $(856054) |
| **Morgan Stanley** |  |  |  |  |  |  |  |  |
| Markit CDX NA Investment Grade |  |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;CDSI Series 37 Index | BBB- | Receive | 1%/Quarterly | 12/20/26 | 3500000 | (490000) | 29048 | (460952) |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL CREDIT DEFAULT SWAP CONTRACTS** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL CREDIT DEFAULT SWAP CONTRACTS** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL CREDIT DEFAULT SWAP CONTRACTS** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL CREDIT DEFAULT SWAP CONTRACTS** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL CREDIT DEFAULT SWAP CONTRACTS** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL CREDIT DEFAULT SWAP CONTRACTS** | $(1409750) | $92744 | $(1317006) |

---

<sup>(a)</sup> Ratings are presented for credit default contracts in which the fund has sold protection on the underlying referenced debt. Ratings for an underlying index represent the average of the ratings of all the securities included in that index. The Standard & Poor's (S&P) ratings are believed to be the most recent ratings available at September 30, 2022.

<sup>(b)</sup> If Palmer Square Income Plus Fund is paying a fixed rate, the counterparty acts as guarantor of the variable instrument. If Palmer Square Income Plus Fund is receiving a fixed rate, Palmer Square Income Plus Fund acts as guarantor of the variable instrument.

**Palmer Square Income Plus Fund**

**SCHEDULE OF INVESTMENTS - Continued**

**As of September 30, 2022 (Unaudited)**

**FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Sale Contracts** | **Counterparty** | **Currency <br> Exchange** | **Currency <br> Amount <br> Sold** | **Value At <br> Settlement <br> Date** | **Value At <br> September 30, 2022** | **Unrealized <br> Appreciation <br> (Depreciation)** |
| Euro | JP Morgan | EUR per USD | (32527500) | $(33780966) | $(32205698) | $1575268 |
|  |  |  |  | (33780966) | (32205698) | 1575268 |
| **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | **TOTAL FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS** | $(33780966) | $(32205698) | $1575268 |

---

EUR – Euro

## 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:** 2023-06-30

- **b. Date as of which information is reported:** 2022-09-30

**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:** $1076244071.89

**Total Liabilities:** $108436349.70

**Net Assets:** $967807722.19

**Delayed Delivery Securities:** $12310612.96

**Cash Not Reported:** $88142365.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 866.631750392503 | **1-Year:** 28609.521500389926 | **5-Year:** 77590.209876491538 | **10-Year:** 109249.020087833036 | **30-Year:** 36418.980185668305

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

- **3-Month:** 45.529818918892 | **1-Year:** 5375.080342943040 | **5-Year:** 35008.788163895298 | **10-Year:** 34274.271111092298 | **30-Year:** 2519.259101246874

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000136684 | 0.72%                | 0.92%                | -1.50%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $211663.05               | $1638477.91                                |
| Month 2  | $-366981.34              | $4907277.49                                |
| Month 3  | $-1934757.93             | $-16564204.94                              |

**Designated Index Information**

- **Index Name:** Funds 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 1 Ltd                           | AB BSL CLO 1 Ltd.                                                               | CUSIP: 00038KAN1<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4837403.41   | 0.50%             | 2035-01-15      | Floating      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| AES CORP/THE                               | AES Corp.                                                                       | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |   2470000 | PA      | $2130293.49   | 0.22%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ALM Loan Funding                           | ALM 2020 Ltd.                                                                   | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $840623.04    | 0.09%             | 2029-10-15      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| American Money Management Corp             | AMMC CLO XIII Ltd.                                                              | CUSIP: 00176DAQ2<br>LEI: 549300R4YQWFRASHVE93 | Long             | ABS-CBDO         | CORP              | KY        |   2256226 | PA      | $2233491.61   | 0.23%             | 2029-07-24      | Floating      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| AON GLOBAL LTD                             | Aon Global Ltd.                                                                 | CUSIP: 00185AAF1<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |   2750000 | PA      | $2684365.75   | 0.28%             | 2024-06-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                   | AT&T, Inc.                                                                      | CUSIP: 00206RMH2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3763856.99   | 0.39%             | 2024-03-25      | Floating      | 3.62%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                 | AbbVie, Inc.                                                                    | CUSIP: 00287YBM0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2865233.57   | 0.30%             | 2022-11-21      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Aimco                                      | AIMCO CLO 18 Ltd.                                                               | CUSIP: 00889EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2454086.33   | 0.25%             | 2035-07-20      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                      | AIMCO CLO Series 2017-A                                                         | CUSIP: 00900CAL8<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1697593.97   | 0.18%             | 2034-04-20      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                      | AIMCO CLO Series 2018-A                                                         | CUSIP: 00900GAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $932500.00    | 0.10%             | 2031-04-17      | Floating      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                      | AIMCO CLO 10 Ltd.                                                               | CUSIP: 00901AAQ0<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $545565.36    | 0.06%             | 2032-07-22      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ALCOA NEDERLAND HOLDING                    | Alcoa Nederland Holding B.V.                                                    | CUSIP: 013822AC5<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | NL        |   1500000 | PA      | $1420773.00   | 0.15%             | 2028-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| ALEN 2021-ACEN Mortgage Trust              | Alen 2021-ACEN Mortgage Trust                                                   | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2645000 | PA      | $2537271.80   | 0.26%             | 2034-04-15      | Floating      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                    | Allegany Park CLO Ltd.                                                          | CUSIP: 01714PAJ8<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $850012.65    | 0.09%             | 2035-01-20      | Floating      | 8.88%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER                    | American Electric Power Co., Inc.                                               | CUSIP: 025537AK7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    445000 | PA      | $426184.51    | 0.04%             | 2024-03-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816BK4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1946012.00   | 0.20%             | 2024-12-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                        | American Express Co.                                                            | CUSIP: 025816CJ6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1115000 | PA      | $1106133.52   | 0.11%             | 2023-11-03      | Floating      | 2.61%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE                     | American Honda Finance Corp.                                                    | CUSIP: 02665WDY4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   3545000 | PA      | $3297530.64   | 0.34%             | 2024-08-09      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                        | American Tower Corp.                                                            | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   3100000 | PA      | $2324504.00   | 0.24%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                  | Amgen, Inc.                                                                     | CUSIP: 031162BY5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2398477.50   | 0.25%             | 2025-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DLLST LLC                                  | DLLST 2022-1 LLC                                                                | CUSIP: 23292GAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2142652 | PA      | $2136712.17   | 0.22%             | 2023-05-22      | Fixed         | 1.56%                 | Yes           |                  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      | $1664308.68   | 0.17%             | 2039-01-28      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| ANGLO AMERICAN CAPITAL                     | Anglo American Capital PLC                                                      | CUSIP: 034863AW0<br>LEI: TINT358G1SSHR3L3PW36 | Long             | DBT              | CORP              | GB        |   3100000 | PA      | $2937107.40   | 0.30%             | 2030-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                  | DLLST 2022-1 LLC                                                                | CUSIP: 23292GAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3263333.70   | 0.34%             | 2024-01-22      | Fixed         | 2.79%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                       | DBUBS 2011-LC3 Mortgage Trust                                                   | CUSIP: 23305YAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2841188 | PA      | $2814733.50   | 0.29%             | 2044-05-10      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd                             | Annisa CLO Ltd. 2016-2                                                          | CUSIP: 036011AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1335115.21   | 0.14%             | 2031-07-20      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                 | Apidos CLO XI                                                                   | CUSIP: 03763YBS4<br>LEI: 549300XIP4V1NMCICV93 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2049106.44   | 0.21%             | 2034-04-17      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                               | Ares XXXVIII CLO Ltd.                                                           | CUSIP: 04015UAL2<br>LEI: 6354004TAEXDOTEJZN31 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1518235.93   | 0.16%             | 2030-04-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                               | ARES XLIV CLO Ltd.                                                              | CUSIP: 04016NAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $644550.34    | 0.07%             | 2034-04-15      | Floating      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| DTE ENERGY CO                              | DTE Energy Co.                                                                  | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3560000 | PA      | $3494780.80   | 0.36%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                    | Dell International LLC / EMC Corp.                                              | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5350000 | PA      | $5214436.35   | 0.54%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                               | Ares LXIV CLO Ltd.                                                              | CUSIP: 04019NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1031552.08   | 0.11%             | 2035-04-15      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO LTD                        | ASSURANT CLO Ltd.                                                               | CUSIP: 04623TAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1965246.31   | 0.20%             | 2031-04-20      | Floating      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Denali Capital CLO XII LTD                 | Denali Capital Clo XII Ltd.                                                     | CUSIP: 24824TAW0<br>LEI: 549300X36LAD54U6O618 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $501920.75    | 0.05%             | 2031-04-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                   | Discovery Communications LLC                                                    | CUSIP: 25470DBC2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $4057935.42   | 0.42%             | 2024-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                          | Atmos Energy Corp.                                                              | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |   3045000 | PA      | $2599230.27   | 0.27%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                            | Atrium IX                                                                       | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |    769600 | PA      | $699820.92    | 0.07%             | 2030-05-28      | Floating      | 6.64%                 | Yes           |                  2 | On Loan: No      |
| DOLLAR GENERAL CORP                        | Dollar General Corp.                                                            | CUSIP: 256677AJ4<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |    485000 | PA      | $479513.68    | 0.05%             | 2024-09-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DuPont de Nemours, Inc.                                                         | CUSIP: 26078JAB6<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1630776.64   | 0.17%             | 2023-11-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                            | Madison Park Funding XLI Ltd.                                                   | CUSIP: 04965CAQ1<br>LEI: 549300O252OCTN35RH57 | Long             | ABS-CBDO         | CORP              | KY        |   2467500 | PA      | $2270651.54   | 0.23%             | 2027-04-22      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| AVANGRID INC                               | Avangrid, Inc.                                                                  | CUSIP: 05351WAA1<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3349398.50   | 0.35%             | 2024-12-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| DUPONT DE NEMOURS INC                      | DuPont de Nemours, Inc.                                                         | CUSIP: 26078JAH3<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2761407.00   | 0.29%             | 2023-11-15      | Floating      | 4.02%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 57 Clo Ltd.                                                              | CUSIP: 26243KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $873638.55    | 0.09%             | 2031-05-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 45 Senior Loan Fund                                                      | CUSIP: 26244MAU6<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1344453.99   | 0.14%             | 2030-10-15      | Floating      | 5.66%                 | 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      | $1368750.00   | 0.14%             | 2030-07-18      | Floating      | 6.14%                 | 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        |   2550000 | PA      | $2437106.40   | 0.25%             | 2034-11-15      | Floating      | 3.77%                 | 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      | $1801456.00   | 0.19%             | 2034-11-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 80 CLO Ltd.                                                              | CUSIP: 26245JAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5366350.00   | 0.55%             | 2033-01-17      | Floating      | 3.73%                 | 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      | $881440.26    | 0.09%             | 2034-07-17      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S             | BBCMS 2020-BID Mortgage Trust                                                   | CUSIP: 05493BAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2650000 | PA      | $2614725.85   | 0.27%             | 2037-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| BAE SYSTEMS HOLDINGS INC                   | BAE Systems Holdings, Inc.                                                      | CUSIP: 05523UAK6<br>LEI: MF62XBVMNYTYMC18DL76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972455.00    | 0.10%             | 2024-10-07      | Fixed         | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 30 Senior Loan Fund                                                      | CUSIP: 26249BAQ4<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1817249 | PA      | $1791234.00   | 0.19%             | 2028-11-15      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 36 Senior Loan Fund                                                      | CUSIP: 26249KAZ4<br>LEI: 549300XLLT7H0EYXK263 | Long             | ABS-CBDO         | CORP              | KY        |   2788430 | PA      | $2759492.03   | 0.29%             | 2029-04-15      | Floating      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S             | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2048000 | PA      | $1931073.54   | 0.20%             | 2037-03-15      | Floating      | 3.54%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S             | BBCMS 2018-TALL Mortgage Trust                                                  | CUSIP: 05548WAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $925243.00    | 0.10%             | 2037-03-15      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 76 CLO Ltd.                                                              | CUSIP: 26252WBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1756269.03   | 0.18%             | 2034-10-20      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 77 CLO Ltd.                                                              | CUSIP: 26252YAE5<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1214851.05   | 0.13%             | 2034-05-20      | Floating      | 8.85%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING                    | DCP Midstream Operating LP                                                      | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2979466.00   | 0.31%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                           | Duke Energy Corp.                                                               | CUSIP: 26441CBK0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4476627.00   | 0.46%             | 2023-06-10      | Floating      | 2.78%                 | 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      | $1934913.93   | 0.20%             | 2034-01-15      | Floating      | 9.31%                 | 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      | $1303888.82   | 0.13%             | 2030-01-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2020-2 Ltd.                                                     | CUSIP: 27830RAE9<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $858447.80    | 0.09%             | 2035-01-15      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2014-1R Ltd.                                                    | CUSIP: 27830UAA0<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $201700.79    | 0.02%             | 2030-07-15      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2019-1 Ltd.                                                     | CUSIP: 27830XAS5<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1700549.09   | 0.18%             | 2031-04-15      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2018-1 Ltd.                                                     | CUSIP: 27831BAJ2<br>LEI: 549300R0C8KS2AMEHL81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $886838.85    | 0.09%             | 2030-10-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| BFLD Trust                                 | BFLD Trust                                                                      | CUSIP: 05554BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3025000 | PA      | $2923505.20   | 0.30%             | 2038-06-15      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                            | CUSIP: 05565EBH7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    950000 | PA      | $925843.40    | 0.10%             | 2024-04-18      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| EBAY INC                                   | eBay, Inc.                                                                      | CUSIP: 278642AV5<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   2690000 | PA      | $2499174.09   | 0.26%             | 2025-03-11      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                         | Elmwood CLO 14 Ltd.                                                             | CUSIP: 29003WAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2614591.27   | 0.27%             | 2035-04-20      | Floating      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                            | CUSIP: 05565EBQ7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    500000 | PA      | $471624.50    | 0.05%             | 2024-04-01      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| BMW US CAPITAL LLC                         | BMW U.S. Capital LLC                                                            | CUSIP: 05565EBV6<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   2180000 | PA      | $2159024.04   | 0.22%             | 2024-08-12      | Floating      | 2.77%                 | Yes           |                  2 | On Loan: No      |
| ENBRIDGE INC                               | Enbridge, Inc.                                                                  | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $4947705.00   | 0.51%             | 2024-02-16      | Floating      | 3.03%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29273RAY5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1694000 | PA      | $1685850.17   | 0.17%             | 2024-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                         | Energy Transfer LP                                                              | CUSIP: 29278NAM5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3410000 | PA      | $3418934.20   | 0.35%             | 2024-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTEGRIS INC                               | Entegris, Inc.                                                                  | CUSIP: 29362UAC8<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   1505000 | PA      | $1278241.65   | 0.13%             | 2028-04-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 11/22/2022   / | EUR FORWARD PALMER CONTRACT 11/22/2022   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -855000 | OU      | $-841117.77   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| FannieMae Grantor Trust                    | Fannie Mae Grantor Trust 2004-T5                                                | CUSIP: 31394AXY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    775623 | PA      | $700950.25    | 0.07%             | 2035-05-28      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                  | BPR Trust 2021-WILL                                                             | CUSIP: 05591VAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2912476 | PA      | $2830498.82   | 0.29%             | 2038-06-15      | Floating      | 4.57%                 | Yes           |                  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        |   4120693 | PA      | $3450701.08   | 0.36%             | 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        |   5991969 | PA      | $4853740.47   | 0.50%             | 2066-09-25      | Variable      | 1.24%                 | Yes           |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                    | CUSIP: 337738AP3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4565676.25   | 0.47%             | 2025-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                 | Fiserv, Inc.                                                                    | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    825000 | PA      | $817650.90    | 0.08%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  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      | $1365076.53   | 0.14%             | 2035-04-15      | Floating      | 9.09%                 | 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        |   6250000 | PA      | $6055730.36   | 0.63%             | 2035-04-15      | Floating      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO LTD                        | 522 Funding CLO 2019-5 Ltd.                                                     | CUSIP: 33829WAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5213970.30   | 0.54%             | 2035-04-15      | Floating      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                        | ASSURANT CLO I Ltd.                                                             | CUSIP: 33835QAA2<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1510084.54   | 0.16%             | 2034-10-20      | Floating      | 9.91%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2020-18 Ltd.                                                            | CUSIP: 67570TAG0<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $854460.46    | 0.09%             | 2032-07-20      | Floating      | 9.14%                 | 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      | $638594.42    | 0.07%             | 2030-01-22      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                                           | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |   1075000 | PA      | $996944.25    | 0.10%             | 2026-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 19 Ltd.                                                            | CUSIP: 33883JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3889890.17   | 0.40%             | 2034-11-16      | Floating      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 20 Ltd.                                                            | CUSIP: 33883MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1842160.92   | 0.19%             | 2033-11-20      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 20 Ltd.                                                            | CUSIP: 33883NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1326635.49   | 0.14%             | 2033-11-20      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 21 Ltd.                                                            | CUSIP: 33883TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1173658.71   | 0.12%             | 2034-07-19      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                     | Williams Cos., Inc.                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   1238000 | PA      | $972650.79    | 0.10%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                         | Wind River 2013-1 CLO Ltd.                                                      | CUSIP: 97316FAA9<br>LEI: 549300HNMTL6LADXI169 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2713415.85   | 0.28%             | 2030-07-20      | Floating      | 3.69%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42             | Octagon Investment Partners 42 Ltd.                                             | CUSIP: 67576RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $830095.22    | 0.09%             | 2034-07-15      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 48             | Octagon Investment Partners 48 Ltd.                                             | CUSIP: 67577UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2406799.65   | 0.25%             | 2034-10-20      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust               | Ford Credit Auto Owner Trust 2019-C                                             | CUSIP: 34531KAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    774463 | PA      | $772472.72    | 0.08%             | 2024-03-15      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                         | Ford Motor Co.                                                                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    185000 | PA      | $163410.50    | 0.02%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  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      | $1131538.28   | 0.12%             | 2036-11-10      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| World OMNI Select Auto Trust               | World Omni Select Auto Trust 2021-A                                             | CUSIP: 98163HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1280865 | PA      | $1274972.72   | 0.13%             | 2025-02-18      | Fixed         | 0.29%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397B85<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    520000 | PA      | $461456.84    | 0.05%             | 2025-02-10      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                   | Ford Motor Credit Co. LLC                                                       | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $894930.00    | 0.09%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                   | Oak Hill Credit Partners X-R Ltd.                                               | CUSIP: 67707CAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2277379.57   | 0.24%             | 2034-04-20      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                             | PPM CLO 3 Ltd.                                                                  | CUSIP: 69355BAE1<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1233750.00   | 0.13%             | 2034-04-17      | Floating      | 9.35%                 | Yes           |                  2 | On Loan: No      |
| FOX CORP                                   | Fox Corp.                                                                       | CUSIP: 35137LAG0<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   4053000 | PA      | $4005806.87   | 0.41%             | 2024-01-25      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust               | GS Mortgage Securities Corp. II                                                 | CUSIP: 36192RAA0<br>LEI: 5493005BBCF84ICNQ550 | Long             | ABS-MBS          | CORP              | US        |   2615000 | PA      | $2485952.37   | 0.26%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr             | World Omni Auto Receivables Trust 2020-A                                        | CUSIP: 98163MAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2468345 | PA      | $2438023.94   | 0.25%             | 2025-04-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Tr             | World Omni Auto Receivables Trust 2020-B                                        | CUSIP: 98163WAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2362218 | PA      | $2317621.49   | 0.24%             | 2025-05-15      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term              | GM Financial Consumer Automobile Receivables Trust 2021-4                       | CUSIP: 362554AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2186345 | PA      | $2159826.45   | 0.22%             | 2024-11-18      | Fixed         | 0.28%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term              | GM Financial Consumer Automobile Receivables Trust 2019-3                       | CUSIP: 36257PAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    299382 | PA      | $299090.27    | 0.03%             | 2024-04-16      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| PACCAR FINANCIAL CORP                      | PACCAR Financial Corp.                                                          | CUSIP: 69371RQ74<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |    110000 | PA      | $108965.01    | 0.01%             | 2023-04-06      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                        | PayPal Holdings, Inc.                                                           | CUSIP: 70450YAG8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2511575.28   | 0.26%             | 2025-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 3 Ltd.                                                             | CUSIP: 98625UAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2295885 | PA      | $2273659.79   | 0.23%             | 2029-10-20      | Floating      | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 3 Ltd.                                                             | CUSIP: 98625UBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1176582.57   | 0.12%             | 2029-10-20      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| PENSKE TRUCK LEASING/PTL                   | Penske Truck Leasing Co. Lp / PTL Finance Corp.                                 | CUSIP: 709599BH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1480000 | PA      | $1264633.36   | 0.13%             | 2029-11-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                | PepsiCo, Inc.                                                                   | CUSIP: 713448CG1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3978428.00   | 0.41%             | 2023-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ZF NA CAPITAL                              | ZF North America Capital, Inc.                                                  | CUSIP: 98877DAC9<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |    700000 | PA      | $637878.50    | 0.07%             | 2025-04-29      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| VOYA EURO CLO                              | Voya Euro CLO I DAC                                                             | CUSIP: 999999999<br>LEI: 635400EFYWXM2GM8RL10 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $1466336.73   | 0.15%             | 2030-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin             | GM Financial Automobile Leasing Trust 2020-2                                    | CUSIP: 36259PAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $2981436.00   | 0.31%             | 2024-07-22      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term              | GM Financial Consumer Automobile Receivables Trust 2020-4                       | CUSIP: 36260KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4398867 | PA      | $4289872.29   | 0.44%             | 2025-08-18      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| PERNOD RICARD SA                           | Pernod Ricard S.A.                                                              | CUSIP: 714264AM0<br>LEI: 52990097YFPX9J0H5D87 | Long             | DBT              | CORP              | FR        |   3496000 | PA      | $3299766.02   | 0.34%             | 2026-06-08      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                               | Post CLO 2021-1 Ltd.                                                            | CUSIP: 73742FAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1102500.74   | 0.11%             | 2034-10-15      | Floating      | 5.81%                 | Yes           |                  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      | $2464233.10   | 0.25%             | 2034-01-15      | Floating      | 3.60%                 | 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      | $857431.75    | 0.09%             | 2034-04-17      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin             | GM Financial Automobile Leasing Trust 2021-1                                    | CUSIP: 36261RAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1951010.00   | 0.20%             | 2025-02-20      | Fixed         | 0.33%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy XV CLO Ltd.                                                              | CUSIP: 36318WAK6<br>LEI: 549300MJK1HWQWCLYA68 | Long             | ABS-CBDO         | CORP              | KY        |   5625000 | PA      | $5532612.73   | 0.57%             | 2030-10-15      | Floating      | 3.48%                 | 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      | $4397511.44   | 0.45%             | 2035-04-20      | Floating      | 2.09%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                               | Post CLO 2022-1 Ltd.                                                            | CUSIP: 73743AAA4<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2046522.24   | 0.21%             | 2035-04-20      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy XIX CLO Ltd.                                                             | CUSIP: 36319QBN1<br>LEI: 5493000B2531UL3WQV87 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3207044.27   | 0.33%             | 2030-07-24      | Floating      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy XXIII CLO Ltd.                                                           | CUSIP: 36319TAN6<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |   4727514 | PA      | $4659247.03   | 0.48%             | 2029-04-24      | Floating      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| PRESTIGE BRANDS INC                        | Prestige Brands, Inc.                                                           | CUSIP: 74112BAL9<br>LEI: 549300JBVP4J6D42I235 | Long             | DBT              | CORP              | US        |    760000 | PA      | $685306.44    | 0.07%             | 2028-01-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| QORVO INC                                  | Qorvo, Inc.                                                                     | CUSIP: 74739DAA2<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |   3310000 | PA      | $3061279.98   | 0.32%             | 2024-12-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy Xxiv Clo Ltd.                                                            | CUSIP: 36321BAD3<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1309007.36   | 0.14%             | 2031-01-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XBW5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1952044.00   | 0.20%             | 2024-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                | Harvest CLO XVI DAC                                                             | CUSIP: 999999999<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $888132.11    | 0.09%             | 2031-10-15      | Floating      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Dartry Park CLO                            | Dartry Park CLO DAC                                                             | CUSIP: BCC2QW7N0<br>LEI: 549300EK539GMKPB1K76 | Long             | ABS-CBDO         | CORP              | IE        |   2250000 | PA      | $1945271.65   | 0.20%             | 2034-01-28      | Floating      | 3.56%                 | 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      | $791846.87    | 0.08%             | 2034-04-20      | Floating      | 5.30%                 | 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      | $2996314.67   | 0.31%             | 2035-07-25      | Floating      | 3.79%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                     | General Motors Financial Co., Inc.                                              | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2181258.00   | 0.23%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 9 Ltd.                                                             | CUSIP: 37147MAA5<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $860801.20    | 0.09%             | 2034-10-20      | Floating      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                  | Dryden 91 Euro CLO 2021 DAC                                                     | CUSIP: 999999999<br>LEI: 635400PXNO7XUODXYQ10 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1383572.89   | 0.14%             | 2035-04-18      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle Global Market Strategies Euro CLO 2022-5 DAC                            | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   4000000 | PA      | $3841630.73   | 0.40%             | 2035-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 6 Ltd.                                                             | CUSIP: 37148JAJ2<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2014954.41   | 0.21%             | 2035-01-22      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| GEORGIA-PACIFIC LLC                        | Georgia-Pacific LLC                                                             | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |   3540000 | PA      | $3289637.04   | 0.34%             | 2024-05-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Recette CLO LLC                            | Recette Clo Ltd.                                                                | CUSIP: 75620RAG7<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $807061.15    | 0.08%             | 2034-04-20      | Floating      | 11.18%                | Yes           |                  2 | On Loan: No      |
| Regatta II Funding LP                      | Regatta Funding LP 2013-2A                                                      | CUSIP: 75885WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2345962.79   | 0.24%             | 2029-01-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING                             | Axalta Coating Systems Dutch Holding B B.V.                                     | CUSIP: 999999999<br>LEI: 5493007DMEBZH3CQ5E51 | Long             | DBT              | CORP              | NL        |    851000 | PA      | $768035.01    | 0.08%             | 2025-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HOUSE OF FINANCE NV/THE                    | House of Finance N.V.                                                           | CUSIP: 999999999<br>LEI: 549300XE7YFOWVZ4GM04 | Long             | DBT              | CORP              | BE        |   1500000 | PA      | $1477408.86   | 0.15%             | 2026-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                           | Georgia Power Co.                                                               | CUSIP: 373334KK6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2412000 | PA      | $2285148.10   | 0.24%             | 2024-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                       | Gilbert Park CLO Ltd.                                                           | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1310347.92   | 0.14%             | 2030-10-15      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| STANDARD INDUSTRIES INC                    | Standard Industries, Inc.                                                       | CUSIP: 999999999<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $967414.74    | 0.10%             | 2026-11-21      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IQVIA INC                                  | IQVIA, Inc.                                                                     | CUSIP: 999999999<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $751272.05    | 0.08%             | 2029-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Regatta II Funding LP                      | Regatta Funding LP 2013-2A                                                      | CUSIP: 75885WBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1018051 | PA      | $1007053.85   | 0.10%             | 2029-01-15      | Floating      | 3.36%                 | 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      | $1335081.40   | 0.14%             | 2034-04-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS                        | Guggenheim Partners Investment Management Holdings LLC                          | CUSIP: 40166KAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1221396 | PA      | $1212809.45   | 0.13%             | 2023-07-22      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                       | INEOS U.S. Finance LLC                                                          | CUSIP: 45672JAK6<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    947520 | PA      | $918667.61    | 0.09%             | 2024-03-31      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                    | Regatta VII Funding Ltd.                                                        | CUSIP: 75887TAN6<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1237325.55   | 0.13%             | 2034-06-20      | Floating      | 9.93%                 | Yes           |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                      | Republic Services, Inc.                                                         | CUSIP: 760759AY6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    580000 | PA      | $510412.76    | 0.05%             | 2025-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| GLOBAL PAYMENTS INC                        | Global Payments, Inc.                                                           | CUSIP: 37940XAN2<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   2715000 | PA      | $2556837.68   | 0.26%             | 2029-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term              | GM Financial Consumer Automobile Receivables Trust 2021-2                       | CUSIP: 380149AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1009461 | PA      | $1006877.16   | 0.10%             | 2024-06-17      | Fixed         | 0.27%                 | No            |                  2 | On Loan: No      |
| ROCHE HOLDINGS INC                         | Roche Holdings, Inc.                                                            | CUSIP: 771196CA8<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994104.00    | 0.10%             | 2025-03-10      | Floating      | 3.52%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2020-1 Ltd.                                                  | CUSIP: 77341HAA6<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1544612.16   | 0.16%             | 2032-01-20      | Floating      | 9.61%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Opportunities              | GoldenTree Loan Opportunities IX Ltd.                                           | CUSIP: 38123HAW4<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |   1075000 | PA      | $995205.11    | 0.10%             | 2029-10-29      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US              | Goldentree Loan Management U.S. Clo 8 Ltd.                                      | CUSIP: 38136QAG4<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $421099.05    | 0.04%             | 2034-10-20      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| GATES GLOBAL LLC                           | Gates Global LLC                                                                | CUSIP: 36740UAN2<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |   1000000 | PA      | $923657.39    | 0.10%             | 2024-03-31      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                | Chemours Co.                                                                    | CUSIP: 16384YAG2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |   1254115 | PA      | $1176807.90   | 0.12%             | 2025-04-03      | Floating      | 3.20%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2021-2 Ltd.                                                  | CUSIP: 77341MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $612913.37    | 0.06%             | 2034-07-20      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2021-3 Ltd.                                                  | CUSIP: 77341PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1159217.13   | 0.12%             | 2034-10-20      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| AXALTA COATING SYSTEMS US H                | Axalta Coating Systems U.S. Holdings, Inc.                                      | CUSIP: 90347BAH1<br>LEI: 549300NZ43V4QV4UGN28 | Long             | LON              | CORP              | US        |   2165237 | PA      | $2136817.93   | 0.22%             | 2024-06-01      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                | Asurion LLC                                                                     | CUSIP: 999999999<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    997403 | PA      | $935688.31    | 0.10%             | 2024-11-03      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAH6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   2665000 | PA      | $2358437.06   | 0.24%             | 2025-09-02      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                         | Royalty Pharma PLC                                                              | CUSIP: 78081BAN3<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |   1775000 | PA      | $1309300.35   | 0.14%             | 2031-09-02      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US              | Goldentree Loan Management U.S. Clo 6 Ltd.                                      | CUSIP: 38137WAS4<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2125156.92   | 0.22%             | 2035-04-20      | Floating      | 4.28%                 | 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      | $394440.92    | 0.04%             | 2034-04-20      | Floating      | 10.46%                | Yes           |                  2 | On Loan: No      |
| GRAY TELEVISION INC                        | Gray Television, Inc.                                                           | CUSIP: 389376AY0<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2429537.50   | 0.25%             | 2026-01-02      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                        | Select Medical Corp.                                                            | CUSIP: 816194AV6<br>LEI: 549300X05KS0JKR8CB50 | Long             | LON              | CORP              | US        |   2215128 | PA      | $2147987.58   | 0.22%             | 2025-03-06      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SABINE PASS LIQUEFACTION                   | Sabine Pass Liquefaction LLC                                                    | CUSIP: 785592AM8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3000297.00   | 0.31%             | 2025-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SALLY HOLDINGS/SALLY CAP                   | Sally Holdings LLC / Sally Capital, Inc.                                        | CUSIP: 79546VAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1495000 | PA      | $1418799.85   | 0.15%             | 2025-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US              | Goldentree Loan Management U.S. Clo 10 Ltd.                                     | CUSIP: 38138UAC2<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $812404.35    | 0.08%             | 2034-07-20      | Floating      | 10.50%                | Yes           |                  2 | On Loan: No      |
| GRAPHIC PACKAGING INTERN                   | Graphic Packaging International LLC                                             | CUSIP: 38869PAN4<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   5185000 | PA      | $4818767.90   | 0.50%             | 2024-04-15      | Fixed         | 0.82%                 | Yes           |                  2 | On Loan: No      |
| CARROLL COUNTY ENERGY                      | Carroll County Energy LLC                                                       | CUSIP: 14474FAW4<br>LEI: 549300P5WM1CIGEGUG23 | Long             | LON              | CORP              | US        |    812170 | PA      | $768516.31    | 0.08%             | 2026-02-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| OREGON CLEAN ENERGY LLC                    | Oregon Clean Energy LLC                                                         | CUSIP: 68583LAF2<br>LEI: 549300F5O4JADXBZO874 | Long             | LON              | CORP              | US        |    874950 | PA      | $854642.10    | 0.09%             | 2026-03-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                        | Charles Schwab Corp.                                                            | CUSIP: 808513BQ7<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2671017.25   | 0.28%             | 2026-05-13      | Floating      | 2.92%                 | No            |                  2 | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                  | CUSIP: 817826AB6<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2936000 | PA      | $2777555.82   | 0.29%             | 2024-02-10      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                           | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2391147.50   | 0.25%             | 2036-12-15      | Floating      | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                           | Great Wolf Trust 2019-WOLF                                                      | CUSIP: 39152TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1194197.50   | 0.12%             | 2036-12-15      | Floating      | 4.45%                 | 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      | $1656462.43   | 0.17%             | 2031-04-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Grippen Park CLO LTD                       | Grippen Park CLO Ltd.                                                           | CUSIP: 39862DAA4<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $693069.82    | 0.07%             | 2030-01-20      | Floating      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                  | IQVIA, Inc.                                                                     | CUSIP: 44969CBG4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |   1000000 | PA      | $954983.34    | 0.10%             | 2024-03-07      | Floating      | 3.19%                 | No            |                  2 | On Loan: No      |
| HOSTESS BRANDS LLC                         | Hostess Brands LLC                                                              | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |   1546015 | PA      | $1498908.33   | 0.15%             | 2025-08-03      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Grippen Park CLO LTD                       | Grippen Park CLO Ltd.                                                           | CUSIP: 39862EAA2<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   1969683 | PA      | $1951337.48   | 0.20%             | 2030-01-20      | Floating      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Lt             | HPS Loan Management 6-2015 Ltd.                                                 | CUSIP: 40436KAL9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $2725872.78   | 0.28%             | 2031-02-05      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC                  | Go Daddy Operating Co. LLC                                                      | CUSIP: 38017BAN6<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   1484237 | PA      | $1471991.82   | 0.15%             | 2024-02-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ABC SUPPLY CO INC                          | American Builders & Contractors Supply Co., Inc.                                | CUSIP: 02474RAH6<br>LEI: 549300H5GQ4C1BEKG397 | Long             | LON              | CORP              | US        |   2232737 | PA      | $2168969.60   | 0.22%             | 2027-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | HPS Loan Management 13-2018 Ltd.                                                | CUSIP: 40437LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1086142.56   | 0.11%             | 2030-10-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 7-2015 Ltd.                                          | CUSIP: 40437RAF6<br>LEI: 254900IU43NDZ7HEB142 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1401243.73   | 0.14%             | 2027-03-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                       | CUSIP: 88233FAK6<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | LON              | CORP              | US        |   1901193 | PA      | $1840592.14   | 0.19%             | 2025-12-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SBA SENIOR FINANCE II LLC                  | SBA Senior Finance II LLC                                                       | CUSIP: 78404XAH8<br>LEI: 549300PVT2ADFWMYEW87 | Long             | LON              | CORP              | US        |   2480570 | PA      | $2418555.75   | 0.25%             | 2025-04-11      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management                        | HPS Loan Management 14-2019 Ltd.                                                | CUSIP: 40437XAJ5<br>LEI: 254900T7F3OF5X12CP14 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2072276.33   | 0.21%             | 2034-01-25      | Floating      | 8.93%                 | Yes           |                  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      | $1940577.47   | 0.20%             | 2035-01-22      | Floating      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| PCI GAMING AUTHORITY                       | PCI Gaming Authority                                                            | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |   2461760 | PA      | $2397828.54   | 0.25%             | 2026-05-31      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                            | SkyMiles IP Ltd.                                                                | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    745000 | PA      | $749015.55    | 0.08%             | 2027-10-20      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust                      | HPEFS Equipment Trust 2021-2                                                    | CUSIP: 40441JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    737311 | PA      | $731734.98    | 0.08%             | 2028-09-20      | Fixed         | 0.30%                 | Yes           |                  2 | On Loan: No      |
| HEINEKEN NV                                | Heineken N.V.                                                                   | CUSIP: 423012AD5<br>LEI: 724500K5PTPSST86UQ23 | Long             | DBT              | CORP              | NL        |   1900000 | PA      | $1881822.70   | 0.19%             | 2023-04-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| FINCO I LLC                                | FinCo I LLC                                                                     | CUSIP: 31774BAE4<br>LEI: 5493001RSEZ0X6VJMC68 | Long             | LON              | CORP              | US        |   1870158 | PA      | $1855551.70   | 0.19%             | 2025-06-27      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                   | Travelport Finance Luxembourg Sarl                                              | CUSIP: 999999999<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |     12783 | PA      | $12676.62     | 0.00%             | 2025-02-28      | Floating      | 11.00%                | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                           | Hewlett Packard Enterprise Co.                                                  | CUSIP: 42824CBG3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4482436.50   | 0.46%             | 2023-10-02      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hilton USA Trust                           | Hilton Orlando Trust 2018-ORL                                                   | CUSIP: 432885AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2983000 | PA      | $2907917.89   | 0.30%             | 2034-12-15      | Floating      | 3.74%                 | Yes           |                  2 | On Loan: No      |
| 7-ELEVEN INC                               | 7-Eleven, Inc.                                                                  | CUSIP: 817826AC4<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    615000 | PA      | $531056.81    | 0.05%             | 2026-02-10      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                         | Shackleton 2013-IV-R CLO Ltd.                                                   | CUSIP: 81882HAG0<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2171873.46   | 0.22%             | 2031-04-13      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Hilton USA Trust                           | Hilton Orlando Trust 2018-ORL                                                   | CUSIP: 432885AG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1055000 | PA      | $1014370.90   | 0.10%             | 2034-12-15      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| GEMINI HDPE LLC                            | Gemini HDPE LLC                                                                 | CUSIP: 36866KAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    796183 | PA      | $764833.42    | 0.08%             | 2027-12-31      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| PIKE CORP                                  | Pike Corp.                                                                      | CUSIP: 72108PAR5<br>LEI: 549300P4EKEP6HK0NC58 | Long             | LON              | CORP              | US        |   1350000 | PA      | $1313637.75   | 0.14%             | 2028-01-21      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS CO                        | Sherwin-Williams Co.                                                            | CUSIP: 824348BR6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    480000 | PA      | $468984.48    | 0.05%             | 2025-08-08      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                    | Simon Property Group LP                                                         | CUSIP: 828807DR5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248048.50    | 0.03%             | 2024-01-11      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| WMG ACQUISITION CORP                       | WMG Acquisition Corp.                                                           | CUSIP: 92929LAV0<br>LEI: 549300NAS11NXI33CP80 | Long             | LON              | CORP              | US        |   2496399 | PA      | $2423067.28   | 0.25%             | 2028-01-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| JANE STREET GROUP LLC                      | Jane Street Group LLC                                                           | CUSIP: 47077DAG5<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1688212 | PA      | $1622616.59   | 0.17%             | 2028-01-26      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point Clo XIV Ltd.                                                        | CUSIP: 83609MAA0<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $442809.05    | 0.05%             | 2029-01-23      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | SOUND POINT CLO XXII Ltd.                                                       | CUSIP: 83611KAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1778518.83   | 0.18%             | 2032-01-20      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| AMWINS GROUP INC                           | AmWINS Group, Inc.                                                              | CUSIP: 03234TAW8<br>LEI: 549300SJE7MUB8NMRG61 | Long             | LON              | CORP              | US        |   2688861 | PA      | $2578711.65   | 0.27%             | 2028-02-19      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                      | Playtika Holding Corp.                                                          | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1231250 | PA      | $1182492.50   | 0.12%             | 2028-03-11      | Floating      | 5.87%                 | No            |                  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      | $1310701.04   | 0.14%             | 2034-10-25      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| SOUTHERN CO                                | Southern Co.                                                                    | CUSIP: 842587DK0<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1990174.00   | 0.21%             | 2023-05-10      | Floating      | 3.33%                 | No            |                  2 | On Loan: No      |
| SOUTHERN POWER CO                          | Southern Power Co.                                                              | CUSIP: 843646AW0<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |    250000 | PA      | $217672.50    | 0.02%             | 2026-01-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| STARBUCKS CORP                             | Starbucks Corp.                                                                 | CUSIP: 855244BB4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    240000 | PA      | $238615.20    | 0.02%             | 2024-02-14      | Floating      | 2.82%                 | No            |                  2 | On Loan: No      |
| WEX INC                                    | WEX, Inc.                                                                       | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   2696282 | PA      | $2622767.53   | 0.27%             | 2028-04-01      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| BELRON FINANCE US LLC                      | Belron Finance U.S. LLC                                                         | CUSIP: 08078UAF0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1231250 | PA      | $1199311.38   | 0.12%             | 2028-04-30      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Starwood Residential Mortgage              | STAR 2021-1 Trust                                                               | CUSIP: 85573GAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1113542 | PA      | $1039179.56   | 0.11%             | 2065-05-25      | Variable      | 1.22%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential              | Starwood Mortgage Residential Trust 2021-5                                      | CUSIP: 85573QAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6546754 | PA      | $5400207.69   | 0.56%             | 2066-09-25      | Variable      | 1.92%                 | Yes           |                  2 | On Loan: No      |
| Starwood Mortgage Residential              | Starwood Mortgage Residential Trust 2022-1                                      | CUSIP: 85573TAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4335093 | PA      | $3817322.25   | 0.39%             | 2066-12-25      | Variable      | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Stratus CLO                                | Stratus CLO 2021-1 Ltd.                                                         | CUSIP: 863162AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1937500.00   | 0.20%             | 2029-12-29      | Floating      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Stratus CLO                                | Stratus CLO 2021-1 Ltd.                                                         | CUSIP: 863162AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1410890.17   | 0.15%             | 2029-12-29      | Floating      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                           | Symphony CLO XIV Ltd.                                                           | CUSIP: 87159QAW8<br>LEI: 54930085JMJSZBQ6N270 | Long             | ABS-CBDO         | CORP              | KY        |   1740000 | PA      | $1605054.07   | 0.17%             | 2026-07-14      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO                               | Organon & Co.                                                                   | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1117000 | PA      | $1094660.00   | 0.11%             | 2028-06-02      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| TORY BURCH LLC                             | Tory Burch LLC                                                                  | CUSIP: 89148GAF7<br>LEI: 549300GGL74W33KY2650 | Long             | LON              | CORP              | US        |    610000 | PA      | $560437.50    | 0.06%             | 2028-04-16      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALLSPRING BUYER LLC                        | Allspring Buyer LLC                                                             | CUSIP: 98922AAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2509787 | PA      | $2442964.16   | 0.25%             | 2028-11-01      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| FLEETCOR TECHNOLOGIES INC                  | FleetCor Technologies Operating Co. LLC                                         | CUSIP: 33903RAY5<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   2471250 | PA      | $2388524.60   | 0.25%             | 2028-04-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| DEDALUS FINANCE GMBH                       | Dedalus Finance GmbH                                                            | CUSIP: 999999999<br>LEI: 391200XH4I9QLL23DB49 | Long             | LON              | CORP              | DE        |   1500000 | PA      | $1360980.99   | 0.14%             | 2027-05-31      | Floating      | 3.50%                 | No            |                  2 | On Loan: No      |
| GVC HOLDINGS GIBRALTAR L                   | GVC Holdings Gibraltar Ltd.                                                     | CUSIP: X3000CAB7<br>LEI: N/A                  | Long             | LON              | CORP              | GI        |   2476212 | PA      | $2417402.18   | 0.25%             | 2027-03-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM                   | Travelport Finance Luxembourg Sarl                                              | CUSIP: L9308UAX8<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |      2561 | PA      | $1820.60      | 0.00%             | 2026-05-29      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| IRIDIUM SATELLITE LLC                      | Iridium Satellite LLC                                                           | CUSIP: 46269KAL8<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1489802 | PA      | $1452251.97   | 0.15%             | 2026-11-04      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                           | Symphony CLO XVII Ltd.                                                          | CUSIP: 87165XAL9<br>LEI: 549300X84MR2MGY6OR68 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $674231.96    | 0.07%             | 2028-04-15      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                           | Symphony CLO XX Ltd.                                                            | CUSIP: 87166VAP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1630294.45   | 0.17%             | 2032-01-16      | Floating      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| CENTURI GROUP INC                          | Centuri Group, Inc.                                                             | CUSIP: 15643XAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1452892.50   | 0.15%             | 2028-08-27      | Floating      | 4.07%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                         | NortonLifeLock, Inc.                                                            | CUSIP: 66877AAD0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2408750.00   | 0.25%             | 2029-09-12      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                       | Covanta Holding Corp.                                                           | CUSIP: 22282GAC1<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |   2508704 | PA      | $2439049.75   | 0.25%             | 2028-11-30      | Floating      | 3.26%                 | No            |                  2 | On Loan: No      |
| COVANTA HOLDING CORP                       | Covanta Holding Corp.                                                           | CUSIP: 22282GAD9<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | LON              | CORP              | US        |    188389 | PA      | $183158.24    | 0.02%             | 2028-11-30      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| Symphony Static CLO Ltd                    | Symphony Static CLO I Ltd.                                                      | CUSIP: 87190WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2213627.81   | 0.23%             | 2029-10-25      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| TCI-Symphony CLO                           | TCI-Symphony CLO 2016-1 Ltd.                                                    | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3431505.68   | 0.35%             | 2032-10-13      | Floating      | 3.48%                 | Yes           |                  2 | On Loan: No      |
| LORCA FINCO PLC                            | Lorca Finco Plc                                                                 | CUSIP: BL3726546<br>LEI: 549300PONZMYNJTH6970 | Long             | LON              | CORP              | GB        |   1750000 | PA      | $1580813.90   | 0.16%             | 2027-09-18      | Floating      | 3.75%                 | No            |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                           | NAB Holdings LLC                                                                | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |   2282750 | PA      | $2175392.27   | 0.22%             | 2028-11-23      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                           | TCI-Symphony CLO 2017-1 Ltd.                                                    | CUSIP: 87232RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1064000 | PA      | $906852.68    | 0.09%             | 2030-07-15      | Floating      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO V 2016-1 Ltd.                                                          | CUSIP: 87248MAD2<br>LEI: 254900FRG2I3OIEKD552 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $1744418.20   | 0.18%             | 2031-07-17      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| II-VI INC                                  | Coherent Corp.                                                                  | CUSIP: 999999999<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1456252.50   | 0.15%             | 2029-07-01      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                             | VFH Parent LLC                                                                  | CUSIP: 91820UAS9<br>LEI: 549300FRO9M476YHHY64 | Long             | LON              | CORP              | US        |   2500000 | PA      | $2402350.00   | 0.25%             | 2029-01-13      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                      | SS&C Technologies, Inc.                                                         | CUSIP: 78466DBG8<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1122259 | PA      | $1094202.60   | 0.11%             | 2029-03-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| SS&C TECHNOLOGIES INC                      | SS&C Technologies, Inc.                                                         | CUSIP: 78466DBH6<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1584666 | PA      | $1545049.16   | 0.16%             | 2029-03-22      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO I-2 Ltd.                                                               | CUSIP: 87248YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1653024.77   | 0.17%             | 2028-04-26      | Floating      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO II-2 Ltd.                                                              | CUSIP: 87249UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $562791.54    | 0.06%             | 2028-04-20      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ZF FINANCE GMBH                            | ZF Finance GmbH                                                                 | CUSIP: 999999999<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $609100.74    | 0.06%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                            | United Group B.V.                                                               | CUSIP: 999999999<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $513708.84    | 0.05%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                            | ZF Finance GmbH                                                                 | CUSIP: 999999999<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $871170.13    | 0.09%             | 2025-09-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                      | Cellnex Finance Co., S.A.                                                       | CUSIP: 999999999<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |   1100000 | PA      | $859420.82    | 0.09%             | 2027-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABB0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1124090.78   | 0.12%             | 2025-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                           | T-Mobile USA, Inc.                                                              | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   3735000 | PA      | $3232642.50   | 0.33%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                   | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.                        | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    500000 | PA      | $378005.19    | 0.04%             | 2026-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                   | SCIL IV LLC / SCIL USA Holdings LLC                                             | CUSIP: 999999999<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1643000 | PA      | $1476510.19   | 0.15%             | 2026-11-01      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CDXNA IG 37 3-7% A.S. 12/20/2026   /       | CDXNA IG 37 3-7% A.S. 12/20/2026   /                                            | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DCR              |  | US        |  10000000 | NC      | $-1320061.39  | -0.14%            | 2026-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Taubman Centers Commercial Mor             | Taubman Centers Commercial Mortgage Trust 2022-DPM                              | CUSIP: 87666YAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2447917.50   | 0.25%             | 2037-05-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                     | Tesla Auto Lease Trust 2021-A                                                   | CUSIP: 88161FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1635600 | PA      | $1614008.62   | 0.17%             | 2025-03-20      | Fixed         | 0.36%                 | Yes           |                  2 | On Loan: No      |
| EURO CURRENCY  /                           | EURO CURRENCY  /                                                                | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |    981021 | OU      | $961408.74    | 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        |  12350913 | PA      | $12350912.99  | 1.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                     | Tesla Auto Lease Trust 2021-B                                                   | CUSIP: 88161KAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1873583 | PA      | $1826812.31   | 0.19%             | 2025-09-22      | Fixed         | 0.36%                 | 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      | $885397.99    | 0.09%             | 2030-10-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 5YR T-NOTE FUTURE DEC 2022   /             | 5YR T-NOTE FUTURE DEC 2022   /                                                  | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -50 | NC      | $79150.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 10YR T-NOTE FUTURE INDEX DEC 2022   /      | 10YR T-NOTE FUTURE INDEX DEC 2022   /                                           | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DIR              |  | US        |       -50 | NC      | $124067.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M COMPANY                                 | 3M Co.                                                                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |   5030000 | PA      | $4282884.04   | 0.44%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner              | Toyota Auto Receivables 2021-B Owner Trust                                      | CUSIP: 89190GAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    670105 | PA      | $667614.67    | 0.07%             | 2024-01-16      | Fixed         | 0.14%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                   | Toyota Lease Owner Trust 2021-A                                                 | CUSIP: 89238EAB2<br>LEI: 549300UQ4T5S6MJB6C18 | Long             | ABS-O            | CORP              | US        |    473515 | PA      | $472644.34    | 0.05%             | 2023-09-20      | Fixed         | 0.27%                 | Yes           |                  2 | On Loan: No      |
| UBS-Barclays Commercial Mortga             | UBS-Barclays Commercial Mortgage Trust 2012-C4                                  | CUSIP: 90270RAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $498879.50    | 0.05%             | 2045-12-10      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| US FOODS INC                               | U.S. Foods, Inc.                                                                | CUSIP: 90290MAC5<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |   1640000 | PA      | $1613661.60   | 0.17%             | 2025-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TREASURY BILL                              | United States Treasury Bill                                                     | CUSIP: 912796M89<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3000000 | PA      | $2999388.00   | 0.31%             | 2022-10-06      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                              | United States Treasury Bill                                                     | CUSIP: 912796N96<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10000000 | PA      | $9977110.00   | 1.03%             | 2022-11-03      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                              | United States Treasury Bill                                                     | CUSIP: 912796V63<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28250000 | PA      | $28215987.00  | 2.92%             | 2022-10-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| TREASURY BILL                              | United States Treasury Bill                                                     | CUSIP: 912796V71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10750000 | PA      | $10731596.00  | 1.11%             | 2022-10-27      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |   -820000 | PA      | $-688544.16   | -0.07%            | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CCF6<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -29200000 | PA      | $-25794082.80 | -2.67%            | 2026-05-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        | -32650000 | PA      | $-27976968.75 | -2.89%            | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -8953000 | PA      | $-7588365.83  | -0.78%            | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -6620000 | PA      | $-6121950.92  | -0.63%            | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -7885000 | PA      | $-7600706.33  | -0.79%            | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                            | United States Treasury Note                                                     | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -2050000 | PA      | $-1884239.05  | -0.19%            | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VMC Finance LLC                            | VMC Finance 2021-HT1 LLC                                                        | CUSIP: 91835TAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1118812 | PA      | $1110911.15   | 0.11%             | 2037-01-18      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| VAIL RESORTS INC                           | Vail Resorts, Inc.                                                              | CUSIP: 91879QAL3<br>LEI: 529900PSZHRNU9HKH870 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987910.00    | 0.10%             | 2025-05-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                     | Verizon Communications, Inc.                                                    | CUSIP: 92343VGE8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3901108.73   | 0.40%             | 2026-03-20      | Floating      | 3.47%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust                 | Verus Securitization Trust 2022-5                                               | CUSIP: 924921AA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2886642 | PA      | $2679967.15   | 0.28%             | 2067-04-25      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                     | VICI Properties LP / VICI Note Co., Inc.                                        | CUSIP: 92564RAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2698109.43   | 0.28%             | 2025-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Visio 2020-1 Trust                         | Visio 2020-1 Trust                                                              | CUSIP: 92837KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1294561 | PA      | $1219017.93   | 0.13%             | 2055-08-25      | Variable      | 1.54%                 | Yes           |                  2 | On Loan: No      |
| VISTRA OPERATIONS CO LLC                   | Vistra Operations Co. LLC                                                       | CUSIP: 92840VAB8<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1102484.88   | 0.11%             | 2027-02-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| VMWARE INC                                 | VMware, Inc.                                                                    | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2459179.58   | 0.25%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BG6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $298627.80    | 0.03%             | 2022-11-23      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| VOLKSWAGEN GROUP AMERICA                   | Volkswagen Group of America Finance LLC                                         | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    300000 | PA      | $285767.70    | 0.03%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2015-1 Ltd.                                                            | CUSIP: 92914NAJ0<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-CBDO         | CORP              | KY        |   2372210 | PA      | $2346831.47   | 0.24%             | 2029-01-18      | Floating      | 3.64%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2015-1 Ltd.                                                            | CUSIP: 92914NAQ4<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1828012.84   | 0.19%             | 2029-01-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2016-3 Ltd.                                                            | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1695822.83   | 0.18%             | 2031-10-18      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | VOYA CLO 2017-2                                                                 | CUSIP: 92915UAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1722923.26   | 0.18%             | 2030-06-07      | Floating      | 3.49%                 | 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      | $1132267.09   | 0.12%             | 2030-04-17      | Floating      | 6.07%                 | 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      | $1722538.83   | 0.18%             | 2031-04-25      | Floating      | 5.55%                 | 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      | $875356.65    | 0.09%             | 2030-10-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2019-4 Ltd.                                                            | CUSIP: 92917UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $864266.10    | 0.09%             | 2035-01-15      | Floating      | 9.22%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2020-2 Ltd.                                                            | CUSIP: 92918JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1749198.48   | 0.18%             | 2034-07-19      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2022-1 Ltd.                                                            | CUSIP: 92919HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1386278.44   | 0.14%             | 2035-04-20      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2022-3 Ltd.                                                            | CUSIP: 92919WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $980000.00    | 0.10%             | 2034-10-20      | Floating      | 8.35%                 | Yes           |                  2 | On Loan: No      |
| WALMART INC                                | Walmart, Inc.                                                                   | CUSIP: 931142EW9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |   3405000 | PA      | $3347397.62   | 0.35%             | 2025-09-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                          | Wellfleet CLO 2015-1 Ltd.                                                       | CUSIP: 949496BQ5<br>LEI: 254900DLL625KV2D0Z30 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $703970.99    | 0.07%             | 2029-07-20      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                       | Wellman Park CLO Ltd.                                                           | CUSIP: 949723AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4352764.39   | 0.45%             | 2034-07-15      | Floating      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                     | WESCO Distribution, Inc.                                                        | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |   1284000 | PA      | $1260356.42   | 0.13%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| HOME DEPOT INC                             | Home Depot, Inc.                                                                | CUSIP: 437076CR1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    970000 | PA      | $955216.23    | 0.10%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T             | Honda Auto Receivables 2020-2 Owner Trust                                       | CUSIP: 43813DAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3431812 | PA      | $3416070.27   | 0.35%             | 2024-07-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T             | Honda Auto Receivables 2020-3 Owner Trust                                       | CUSIP: 43813KAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2391195 | PA      | $2339160.63   | 0.24%             | 2024-10-18      | Fixed         | 0.37%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T             | Honda Auto Receivables 2019-4 Owner Trust                                       | CUSIP: 43813VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342309 | PA      | $340730.25    | 0.04%             | 2024-01-18      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T             | Honda Auto Receivables 2019-3 Owner Trust                                       | CUSIP: 43815NAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    218731 | PA      | $218502.44    | 0.02%             | 2023-08-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 5-2015 Ltd.                                          | CUSIP: 44331DAN9<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $870892.30    | 0.09%             | 2030-10-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| HUMANA INC                                 | Humana, Inc.                                                                    | CUSIP: 444859BM3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   1985000 | PA      | $1958849.61   | 0.20%             | 2025-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat             | Hyundai Auto Lease Securitization Trust 2022-C                                  | CUSIP: 448978AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1245182.50   | 0.13%             | 2025-01-15      | Fixed         | 4.34%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust             | Hyundai Auto Receivables Trust 2021-B                                           | CUSIP: 44934KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    609649 | PA      | $605752.94    | 0.06%             | 2024-05-15      | Fixed         | 0.24%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat             | Hyundai Auto Lease Securitization Trust 2022-B                                  | CUSIP: 44934LAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $4939585.00   | 0.51%             | 2024-10-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| INFOR INC                                  | Infor, Inc.                                                                     | CUSIP: 45674CAB9<br>LEI: 549300Q3IIYBYI4RHD64 | Long             | DBT              | CORP              | US        |    270000 | PA      | $260609.94    | 0.03%             | 2023-07-15      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES                   | International Flavors & Fragrances, Inc.                                        | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   2515000 | PA      | $2063268.28   | 0.21%             | 2027-10-15      | Fixed         | 1.83%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL GAME TECH                    | International Game Technology PLC                                               | CUSIP: 460599AC7<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |    530000 | PA      | $529464.70    | 0.05%             | 2025-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                            | Invesco CLO 2022-3 Ltd.                                                         | CUSIP: 46146VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.10%             | 2035-10-22      | Floating      | 8.54%                 | Yes           |                  3 | On Loan: No      |
| IRON MOUNTAIN INC                          | Iron Mountain, Inc.                                                             | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1429000 | PA      | $1255469.39   | 0.13%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Jay Park CLO, Ltd.                         | Jay Park CLO Ltd.                                                               | CUSIP: 47206WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $893356.26    | 0.09%             | 2027-10-20      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                        | Jazz Securities DAC                                                             | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |   1950000 | PA      | $1688622.00   | 0.17%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                       | Juniper Networks, Inc.                                                          | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   7195000 | PA      | $5319565.69   | 0.55%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                      | KKR CLO 13 Ltd.                                                                 | CUSIP: 48250XAJ2<br>LEI: 635400ZS4BDP68TETX94 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1367738.40   | 0.14%             | 2028-01-16      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| KINDER MORGAN ENER PART                    | Kinder Morgan Energy Partners LP                                                | CUSIP: 494550BV7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4920695.00   | 0.51%             | 2024-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                        | LCM XVIII LP                                                                    | CUSIP: 50188GAW3<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $648511.22    | 0.07%             | 2031-04-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AG4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1497679.50   | 0.15%             | 2023-03-10      | Floating      | 3.99%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                          | L3Harris Technologies, Inc.                                                     | CUSIP: 502431AK5<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1201000 | PA      | $1183653.96   | 0.12%             | 2024-05-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LYB INT FINANCE III                        | LYB International Finance III LLC                                               | CUSIP: 50249AAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2638974.00   | 0.27%             | 2025-10-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                 | Leidos, Inc.                                                                    | CUSIP: 52532XAD7<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1557000 | PA      | $1493938.39   | 0.15%             | 2025-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                 | Leidos, Inc.                                                                    | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1224554.10   | 0.13%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                             | Lowe's Cos., Inc.                                                               | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   2835000 | PA      | $2793813.12   | 0.29%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                 | MMAF Equipment Finance LLC 2022-A                                               | CUSIP: 55317RAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6350000 | PA      | $6227978.40   | 0.64%             | 2025-02-13      | Fixed         | 2.77%                 | Yes           |                  2 | On Loan: No      |
| MTK Mortgage Trust                         | MTK 2021-GRNY Mortgage Trust                                                    | CUSIP: 55379DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2398404.88   | 0.25%             | 2038-12-15      | Floating      | 4.57%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XXXIII Ltd.                                                | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1770302.33   | 0.18%             | 2032-10-15      | Floating      | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIX Ltd.                                                   | CUSIP: 55819QAL1<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $756571.42    | 0.08%             | 2028-01-22      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIX Ltd.                                                   | CUSIP: 55819RAG0<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   1825000 | PA      | $1619031.47   | 0.17%             | 2028-01-22      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite VIII Ltd.                                                             | CUSIP: 55953AAN8<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1331391.72   | 0.14%             | 2031-04-15      | Floating      | 8.16%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XII Ltd.                                                              | CUSIP: 55953GCG8<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $417987.19    | 0.04%             | 2031-10-15      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XVI Ltd.                                                              | CUSIP: 55953RAU5<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1160888.47   | 0.12%             | 2028-01-18      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XXII Ltd.                                                             | CUSIP: 55954DAE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $883562.71    | 0.09%             | 2031-04-15      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XVII Ltd.                                                             | CUSIP: 55954EAQ2<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2451484.25   | 0.25%             | 2031-07-20      | Floating      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XXV Ltd.                                                              | CUSIP: 55955HAA9<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $872915.50    | 0.09%             | 2032-01-25      | Floating      | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                       | Mariner CLO 2016-3 LLC                                                          | CUSIP: 56845AAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3050000 | PA      | $2978872.13   | 0.31%             | 2029-07-23      | Floating      | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                       | Mariner CLO 2016-3 LLC                                                          | CUSIP: 56845ABA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1833335.79   | 0.19%             | 2029-07-23      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MARVELL TECHNOLOGY INC                     | Marvell Technology, Inc.                                                        | CUSIP: 573874AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4986770.00   | 0.52%             | 2023-06-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                     | Match Group Holdings II LLC                                                     | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   2589000 | PA      | $2267640.38   | 0.23%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                            | McDonald's Corp.                                                                | CUSIP: 58013MEU4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   4015000 | PA      | $3861080.96   | 0.40%             | 2025-05-26      | Fixed         | 3.38%                 | 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        |     34724 | PA      | $33872.21     | 0.00%             | 2029-10-20      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust             | Mercedes-Benz Auto Lease Trust 2021-B                                           | CUSIP: 58769KAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1763060 | PA      | $1751247.73   | 0.18%             | 2024-01-16      | Fixed         | 0.22%                 | No            |                  2 | On Loan: No      |
| MERCEDES-BENZ AUTO RECEIVABLES             | Mercedes-Benz Auto Receivables Trust 2019-1                                     | CUSIP: 58769TAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6550000 | PA      | $6459472.45   | 0.67%             | 2026-01-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP                              | Methanex Corp.                                                                  | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1740000 | PA      | $1464549.30   | 0.15%             | 2027-10-15      | Fixed         | 5.12%                 | 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      | $572541.31    | 0.06%             | 2025-08-25      | Fixed         | 4.05%                 | Yes           |                  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        |   2384500 | PA      | $2338336.08   | 0.24%             | 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        |   2500000 | PA      | $2465269.70   | 0.25%             | 2030-10-20      | Floating      | 3.78%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                 | MMAF Equipment Finance LLC 2020-B                                               | CUSIP: 60700KAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124528 | PA      | $124221.66    | 0.01%             | 2023-08-14      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| MMAF Equipment Finance LLC                 | MMAF Equipment Finance LLC 2020-A                                               | CUSIP: 60700MAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1024184 | PA      | $1009600.45   | 0.10%             | 2024-04-09      | Fixed         | 0.74%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTL HLDINGS NE                   | Mondelez International Holdings Netherlands B.V.                                | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1350000 | PA      | $1238623.65   | 0.13%             | 2024-09-24      | Fixed         | 0.75%                 | Yes           |                  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      | $1476821.24   | 0.15%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO             | Morgan Stanley Eaton Vance CLO 2022-16 Ltd.                                     | CUSIP: 61774KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2242937.10   | 0.23%             | 2035-04-15      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO             | Morgan Stanley Eaton Vance Clo 2022-18 Ltd.                                     | CUSIP: 617925AA0<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490000.00    | 0.05%             | 2035-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                     | Motorola Solutions, Inc.                                                        | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   2055000 | PA      | $1547125.25   | 0.16%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mountain View CLO Ltd                      | Mountain View CLO IX Ltd.                                                       | CUSIP: 62432BAU7<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $756323.37    | 0.08%             | 2031-07-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Mountain View CLO Ltd                      | Mountain View CLO X Ltd.                                                        | CUSIP: 62432CAW1<br>LEI: 549300RHYK4B5L898W39 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497348.13    | 0.05%             | 2027-10-13      | Floating      | 4.31%                 | 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      | $1351767.27   | 0.14%             | 2034-10-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                          | Mountain View Clo XV Ltd.                                                       | CUSIP: 62432PAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1175000 | PA      | $1076839.42   | 0.11%             | 2033-01-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                             | NRG Energy, Inc.                                                                | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    500000 | PA      | $410076.50    | 0.04%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NXP BV/NXP FUNDING LLC                     | NXP B.V. / NXP Funding LLC                                                      | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |   2300000 | PA      | $2224072.40   | 0.23%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  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        |   5400000 | PA      | $5077144.80   | 0.52%             | 2038-11-15      | Floating      | 3.91%                 | Yes           |                  2 | On Loan: No      |
| NESTLE CAPITAL DCP,  10/20/22   /          | NESTLE CAPITAL DCP,  10/20/22   /                                               | CUSIP: 64106HKL4<br>LEI: N/A                  | Long             | ABS-APCP         | CORP              | US        |   7500000 | PA      | $7487602.50   | 0.77%             | 2022-10-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman Loan Advisers CLO 27 Ltd.                                      | CUSIP: 64131WAJ6<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2020189.46   | 0.21%             | 2030-01-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman Loan Advisers CLO 36 Ltd.                                      | CUSIP: 64133JAL8<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $869126.49    | 0.09%             | 2033-04-20      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd                     | New Mountain CLO 1 Ltd.                                                         | CUSIP: 64755AAE0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1714089.27   | 0.18%             | 2034-10-15      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan              | New Residential Mortgage Loan Trust 2019-NQM4                                   | CUSIP: 64828EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    268499 | PA      | $247242.87    | 0.03%             | 2059-09-25      | Variable      | 2.49%                 | 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        |   2678837 | PA      | $2652446.86   | 0.27%             | 2029-12-21      | Floating      | 3.87%                 | 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      | $654966.79    | 0.07%             | 2029-12-21      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KBX7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238691.25   | 0.13%             | 2023-11-03      | Floating      | 2.78%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                     | NextEra Energy Capital Holdings, Inc.                                           | CUSIP: 65339KCF5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3760000 | PA      | $3715154.48   | 0.38%             | 2024-06-20      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                               | NiSource, Inc.                                                                  | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1777082.00   | 0.18%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                            | Nissan Motor Co., Ltd.                                                          | CUSIP: 654744AD3<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |   2211000 | PA      | $1794202.18   | 0.19%             | 2030-09-17      | Fixed         | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner              | Nissan Auto Receivables 2018-B Owner Trust                                      | CUSIP: 65479GAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    541621 | PA      | $541546.74    | 0.06%             | 2024-12-16      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner              | Nissan Auto Receivables 2019-B Owner Trust                                      | CUSIP: 65479HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271014 | PA      | $271246.71    | 0.03%             | 2023-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner              | Nissan Auto Receivables 2019-C Owner Trust                                      | CUSIP: 65479JAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1940108 | PA      | $1932947.42   | 0.20%             | 2024-07-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner              | Nissan Auto Receivables 2020-A Owner Trust                                      | CUSIP: 65479MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2358093 | PA      | $2322766.08   | 0.24%             | 2024-12-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                         | NortonLifeLock, Inc.                                                            | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    530000 | PA      | $509814.95    | 0.05%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NORTONLIFELOCK INC                         | NortonLifeLock, Inc.                                                            | CUSIP: 668771AL2<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |    530000 | PA      | $513779.35    | 0.05%             | 2030-09-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| NOVA CHEMICALS CORP                        | NOVA Chemicals Corp.                                                            | CUSIP: 66977WAQ2<br>LEI: 549300ZOD6N7RI2FJP09 | Long             | DBT              | CORP              | CA        |   1225000 | PA      | $1152798.50   | 0.12%             | 2024-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX 2021-NQM2 Trust                                                             | CUSIP: 670857AA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2484936 | PA      | $2052206.85   | 0.21%             | 2061-05-25      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2020-8R Ltd.                                                            | CUSIP: 670899AA1<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433790.04    | 0.04%             | 2032-01-17      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2016-12 Ltd.                                                            | CUSIP: 67092RAS7<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $918909.15    | 0.09%             | 2033-04-18      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2016-12 Ltd.                                                            | CUSIP: 67092TAG9<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $896656.66    | 0.09%             | 2033-04-18      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2017-14 Ltd.                                                            | CUSIP: 67097QAJ4<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $891283.70    | 0.09%             | 2030-11-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2017-14 Ltd.                                                            | CUSIP: 67097TAA7<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1681649.91   | 0.17%             | 2030-11-20      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX 2018-EXP1 Trust                                                             | CUSIP: 67097VAS3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    332296 | PA      | $329213.73    | 0.03%             | 2048-04-25      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| OSD CLO 2021-23 Ltd                        | OSD CLO 2021-23 Ltd.                                                            | CUSIP: 671025AA2<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $845686.23    | 0.09%             | 2031-04-17      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| OSD CLO 2021-23 Ltd                        | OSD CLO 2021-23 Ltd.                                                            | CUSIP: 671026AG7<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $898845.01    | 0.09%             | 2031-04-17      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                    | OHA Credit Partners VII Ltd.                                                    | CUSIP: 67102QBH0<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2460407.32   | 0.25%             | 2034-02-20      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2014-6 Ltd.                                                             | CUSIP: 67106BAS6<br>LEI: 2549001TBA76KDJQIQ68 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2138870.53   | 0.22%             | 2030-10-17      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM VIII Ltd.                                                                  | CUSIP: 67107HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1271229.05   | 0.13%             | 2029-10-17      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM VI Ltd.                                                                    | CUSIP: 67108LBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1755584.31   | 0.18%             | 2031-04-17      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                    | OHA Credit Partners XI Ltd.                                                     | CUSIP: 67109FAQ8<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $684477.34    | 0.07%             | 2032-01-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM IX Ltd.                                                                    | CUSIP: 67109KBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3182893.14   | 0.33%             | 2031-10-20      | Floating      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM XIX Ltd.                                                                   | CUSIP: 67112CAS6<br>LEI: 5493009C40QUU66J8E83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $893730.03    | 0.09%             | 2035-01-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM XXIII Ltd.                                                                 | CUSIP: 67112WAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $671390.55    | 0.07%             | 2034-04-15      | Floating      | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX 2020-INV1 Trust                                                             | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1459051 | PA      | $1415149.69   | 0.15%             | 2049-12-25      | Floating      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | OBX 2019-EXP2 Trust                                                             | CUSIP: 67113KAK4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4635447 | PA      | $4481235.09   | 0.46%             | 2059-06-25      | Floating      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                   | Onslow Bay Mortgage Loan Trust                                                  | CUSIP: 67115DAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6544006 | PA      | $5397672.72   | 0.56%             | 2061-10-25      | Variable      | 1.96%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2021-22 Ltd.                                                            | CUSIP: 67117TAG0<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1755573.06   | 0.18%             | 2034-12-02      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2021-22 Ltd.                                                            | CUSIP: 67118JAA4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $841578.53    | 0.09%             | 2034-12-02      | Floating      | 9.31%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                  | BPR Trust 2021-WILL                                                             | CUSIP: 05591VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $969113.00    | 0.10%             | 2038-06-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                  | BPR Trust 2022-OANA                                                             | CUSIP: 05592DAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3000000 | PA      | $2961720.00   | 0.31%             | 2037-04-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2022-PSB                                                               | CUSIP: 05606DAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1748145.00   | 0.18%             | 2039-08-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                   | BX Commercial Mortgage Trust 2019-IMC                                           | CUSIP: 05608BAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3660000 | PA      | $3569923.74   | 0.37%             | 2034-04-15      | Floating      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                   | BX Trust 2022-GPA                                                               | CUSIP: 05608UAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1743887.25   | 0.18%             | 2039-10-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit             | Bain Capital Credit CLO 2021-7 Ltd.                                             | CUSIP: 05682NAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1208445.76   | 0.12%             | 2035-01-22      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| BALL CORP                                  | Ball Corp.                                                                      | CUSIP: 058498AV8<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |    975000 | PA      | $926274.38    | 0.10%             | 2026-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                              | Ballyrock CLO 2019-1 Ltd.                                                       | CUSIP: 05875JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1365511.36   | 0.14%             | 2032-07-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                              | Ballyrock CLO 2019-1 Ltd.                                                       | CUSIP: 05875KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1107601.31   | 0.11%             | 2032-07-15      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Babson CLO Ltd. 2016-I                                                          | CUSIP: 06759MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1121225.28   | 0.12%             | 2030-07-23      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2017-I                                                         | CUSIP: 06760CAA8<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $862748.18    | 0.09%             | 2029-07-18      | Floating      | 8.74%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd                            | Barings CLO Ltd. 2013-I                                                         | CUSIP: 06760EAA4<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   2049913 | PA      | $2023507.57   | 0.21%             | 2028-01-20      | Floating      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd                            | Barings CLO Ltd. 2013-I                                                         | CUSIP: 06760EAE6<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $802312.50    | 0.08%             | 2028-01-20      | Floating      | 4.21%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd                            | Barings CLO Ltd. 2013-I                                                         | CUSIP: 06760EAG1<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1890937.29   | 0.20%             | 2028-01-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2018-II                                                        | CUSIP: 06760JAL9<br>LEI: 549300I8OP7Y4MO3JF74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $903339.97    | 0.09%             | 2030-04-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2019-II                                                        | CUSIP: 06761JAE4<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1010502.83   | 0.10%             | 2036-04-15      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2020-IV                                                        | CUSIP: 06762BAJ9<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $928176.90    | 0.10%             | 2032-01-20      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2020-I                                                         | CUSIP: 06762MAE6<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $847656.02    | 0.09%             | 2036-10-15      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                          | Battalion Clo XV Ltd.                                                           | CUSIP: 07131AAA2<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $488627.27    | 0.05%             | 2033-01-17      | Floating      | 4.09%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                          | Battalion CLO X Ltd.                                                            | CUSIP: 07132JBJ2<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1768727.70   | 0.18%             | 2035-01-25      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International, Inc.                                                      | CUSIP: 071813CE7<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   3066000 | PA      | $2930933.50   | 0.30%             | 2023-12-01      | Fixed         | 0.87%                 | No            |                  2 | On Loan: No      |
| BAXTER INTERNATIONAL INC                   | Baxter International, Inc.                                                      | CUSIP: 071813DB2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    540000 | PA      | $527726.88    | 0.05%             | 2024-11-29      | Floating      | 2.88%                 | No            |                  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        |     61555 | PA      | $55492.75     | 0.01%             | 2034-07-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners Clo XII Ltd.                                            | CUSIP: 08179HAD2<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1677410.54   | 0.17%             | 2030-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners Clo XII Ltd.                                            | CUSIP: 08179HAE0<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1475277.02   | 0.15%             | 2030-10-15      | Floating      | 3.46%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO III Ltd.                                            | CUSIP: 08180EAW4<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2821682.34   | 0.29%             | 2029-07-20      | Floating      | 6.61%                 | 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        |   1000000 | PA      | $845993.49    | 0.09%             | 2031-01-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XIV Ltd.                                            | CUSIP: 08181NAA1<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $403868.52    | 0.04%             | 2031-04-20      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XVII Ltd.                                           | CUSIP: 08182AAE0<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $864000.91    | 0.09%             | 2032-07-15      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XXIV Ltd.                                           | CUSIP: 08182PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $843608.09    | 0.09%             | 2034-10-20      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XIX Ltd.                                            | CUSIP: 08183PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $704730.24    | 0.07%             | 2033-01-15      | Floating      | 9.53%                 | Yes           |                  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      | $1774609.77   | 0.18%             | 2034-10-15      | Floating      | 3.68%                 | 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      | $845733.77    | 0.09%             | 2034-10-15      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XXI Ltd.                                            | CUSIP: 08186RAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1573084.04   | 0.16%             | 2034-10-15      | Floating      | 5.86%                 | 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      | $637857.51    | 0.07%             | 2034-10-15      | Floating      | 9.21%                 | Yes           |                  2 | On Loan: No      |
| BIOGEN INC                                 | Biogen, Inc.                                                                    | CUSIP: 09062XAF0<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2409724.24   | 0.25%             | 2025-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                     | Blackstone Mortgage Trust, Inc.                                                 | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |   1673000 | PA      | $1374551.86   | 0.14%             | 2027-01-15      | Fixed         | 3.75%                 | 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      | $1565915.39   | 0.16%             | 2034-07-25      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| BOARDWALK PIPELINES LP                     | Boardwalk Pipelines LP                                                          | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |   2367000 | PA      | $2200831.87   | 0.23%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| BRAMBLES USA INC                           | Brambles USA, Inc.                                                              | CUSIP: 10510KAC1<br>LEI: 549300ELM3HO6HFZSW59 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4381638.00   | 0.45%             | 2025-10-23      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                             | CUSIP: 118230AK7<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    380000 | PA      | $373842.10    | 0.04%             | 2023-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BUCKEYE PARTNERS LP                        | Buckeye Partners LP                                                             | CUSIP: 118230AQ4<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |    325000 | PA      | $283791.63    | 0.03%             | 2026-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Burnham Park CLO Ltd.                      | Burnham Park Clo Ltd.                                                           | CUSIP: 12232KAQ3<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | KY        |    580566 | PA      | $574290.44    | 0.06%             | 2029-10-20      | Floating      | 3.86%                 | Yes           |                  2 | On Loan: No      |
| CBAM CLO Management                        | CBAM 2018-6 Ltd.                                                                | CUSIP: 12481XAU4<br>LEI: 254900FSYLEH1VUJJF28 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1965481.15   | 0.20%             | 2031-01-15      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2014-II-R Ltd.                                                     | CUSIP: 12548RAB0<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   2992258 | PA      | $2955263.52   | 0.31%             | 2030-04-24      | Floating      | 3.83%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2015-III Ltd.                                                      | CUSIP: 12550MAJ9<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |   1937332 | PA      | $1909098.23   | 0.20%             | 2029-04-19      | Floating      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2017-I Ltd.                                                        | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |   1789000 | PA      | $1657511.42   | 0.17%             | 2029-04-23      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2018-V Ltd.                                                        | CUSIP: 12551XAA3<br>LEI: 2549007CW2XYI54L0R94 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1071830.01   | 0.11%             | 2032-01-15      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2013-III-R Ltd.                                                    | CUSIP: 12552MAC2<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3433029.00   | 0.35%             | 2031-04-24      | Floating      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2019-I Ltd.                                                        | CUSIP: 12553DAQ0<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $920658.07    | 0.10%             | 2032-04-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2019-V Ltd.                                                        | CUSIP: 12555GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $428183.31    | 0.04%             | 2035-01-15      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust                        | CNH Equipment Trust 2019-B                                                      | CUSIP: 12596TAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243053 | PA      | $242361.03    | 0.03%             | 2024-08-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC 2020-TMIC                                                                  | CUSIP: 126390AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1225000 | PA      | $1220565.50   | 0.13%             | 2035-12-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust               | CSMC 2020-FACT                                                                  | CUSIP: 126395AG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $726639.00    | 0.08%             | 2037-10-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CSX CORP                                   | CSX Corp.                                                                       | CUSIP: 126408HB2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   2907000 | PA      | $2837176.77   | 0.29%             | 2024-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| CADENCE DESIGN SYS INC                     | Cadence Design Systems, Inc.                                                    | CUSIP: 127387AL2<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |   2720000 | PA      | $2691097.28   | 0.28%             | 2024-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| CAMPBELL SOUP CO                           | Campbell Soup Co.                                                               | CUSIP: 134429BA6<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |   2600000 | PA      | $2488782.40   | 0.26%             | 2025-03-19      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receiva             | Capital One Prime Auto Receivables Trust 2019-2                                 | CUSIP: 14043TAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    397145 | PA      | $395941.05    | 0.04%             | 2024-05-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle U.S. CLO 2016-4 Ltd.                                                    | CUSIP: 14311VAE6<br>LEI: 54930054F35TGSKQ6V76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $853297.58    | 0.09%             | 2027-10-20      | Floating      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle U.S. CLO 2020-2 Ltd.                                                    | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4782309.55   | 0.49%             | 2035-01-25      | Floating      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                    | Carmax Auto Owner Trust 2019-3                                                  | CUSIP: 14315PAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1532782 | PA      | $1525878.76   | 0.16%             | 2024-08-15      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                    | Carmax Auto Owner Trust 2019-4                                                  | CUSIP: 14315WAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2008951 | PA      | $1993335.70   | 0.21%             | 2024-11-15      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                    | Carmax Auto Owner Trust 2021-1                                                  | CUSIP: 14316NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3912075 | PA      | $3786466.10   | 0.39%             | 2025-12-15      | Fixed         | 0.34%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                    | CarMax Auto Owner Trust 2022-2                                                  | CUSIP: 14317HAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2175000 | PA      | $2159033.33   | 0.22%             | 2025-05-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                          | Cedar Funding II CLO Ltd.                                                       | CUSIP: 15032TBE5<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | KY        |   1149000 | PA      | $1115542.90   | 0.12%             | 2034-04-20      | Floating      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                     | CenterPoint Energy, Inc.                                                        | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   5120000 | PA      | $4487331.84   | 0.46%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                   | Charter Communications Operating LLC / Charter Communications Operating Capital | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2700000 | PA      | $2635302.60   | 0.27%             | 2025-07-23      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Chase Mortgage Finance Corpora             | Chase Home Lending Mortgage Trust 2019-ATR2                                     | CUSIP: 16159GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    713065 | PA      | $686152.77    | 0.07%             | 2049-07-25      | Floating      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                   | Cheniere Corp.us Christi Holdings LLC                                           | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2361562.00   | 0.24%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                   | Cheniere Corp.us Christi Holdings LLC                                           | CUSIP: 16412XAD7<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |   1040000 | PA      | $1058354.96   | 0.11%             | 2024-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2018-II Ltd.                                                       | CUSIP: 17180YAA9<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $642586.99    | 0.07%             | 2031-04-20      | Floating      | 8.56%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2018-IV Ltd.                                                       | CUSIP: 17181TAG6<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $897272.65    | 0.09%             | 2031-10-17      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2018-IV Ltd.                                                       | CUSIP: 17182HAA4<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $837291.49    | 0.09%             | 2031-10-17      | Floating      | 8.64%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage              | Citigroup Commercial Mortgage Trust 2018-TBR                                    | CUSIP: 17326MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1200000 | PA      | $1168501.20   | 0.12%             | 2036-12-15      | Floating      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage              | Citigroup Commercial Mortgage Trust 2018-TBR                                    | CUSIP: 17326MAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $725920.50    | 0.08%             | 2036-12-15      | Floating      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| Clear Creek CLO Ltd                        | Clear Creek CLO                                                                 | CUSIP: 18452LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $708600.00    | 0.07%             | 2030-10-20      | Floating      | 4.66%                 | 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        |   6207255 | PA      | $5112034.35   | 0.53%             | 2066-10-25      | Variable      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| COLT Funding LLC                           | COLT 2020-2 Mortgage Loan Trust                                                 | CUSIP: 19688JAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117882 | PA      | $115704.03    | 0.01%             | 2065-03-25      | Variable      | 1.85%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 01/05/2023   / | EUR FORWARD PALMER CONTRACT 01/05/2023   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1000000 | OU      | $-987207.82   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 01/11/2023   / | EUR FORWARD PALMER CONTRACT 01/11/2023   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -902500 | OU      | $-891360.13   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 01/25/2024   / | EUR FORWARD PALMER CONTRACT 01/25/2024   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -3500000 | OU      | $-3559008.76  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/18/2023   / | EUR FORWARD PALMER CONTRACT 04/18/2023   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1500000 | OU      | $-1492454.81  | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/18/2023   / | EUR FORWARD PALMER CONTRACT 09/18/2023   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -3920000 | OU      | $-3946373.39  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 10/14/2022   / | EUR FORWARD PALMER CONTRACT 10/14/2022   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2800000 | OU      | $-2746810.76  | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 11/03/2022   / | EUR FORWARD PALMER CONTRACT 11/03/2022   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        | -15800000 | OU      | $-15522138.20 | -1.60%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 12/14/2022   / | EUR FORWARD PALMER CONTRACT 12/14/2022   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2250000 | OU      | $-2219226.72  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| COMCAST CORP                               | Comcast Corp.                                                                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   4570000 | PA      | $4319408.62   | 0.45%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                        | COMM 2018-HCLV Mortgage Trust                                                   | CUSIP: 20048KAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2360895.00   | 0.24%             | 2033-09-15      | Floating      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| CORE 2019-CORE MORTGAGE TRUST              | CORE 2019-CORE Mortgage Trust                                                   | CUSIP: 21871FAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205813 | PA      | $201409.90    | 0.02%             | 2031-12-15      | Floating      | 3.92%                 | Yes           |                  2 | On Loan: No      |
| Crestline Denali CLO XIV, LTD              | Crestline Denali CLO XIV Ltd.                                                   | CUSIP: 22615MAU6<br>LEI: 549300SBJ7CCHEFNE215 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $637299.42    | 0.07%             | 2031-10-23      | Floating      | 6.13%                 | 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      | $699504.17    | 0.07%             | 2030-04-20      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                           | Crown Castle, Inc.                                                              | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   3472000 | PA      | $2680418.72   | 0.28%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-13

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

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

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

**Title:** Assistant Vice President