# EDGAR Filing Document

**Accession Number:** 0002014487
**File Stem:** 0002071691-26-010706
**Filing Date:** 2026-5
**Character Count:** 198371
**Document Hash:** 52da8a918aeb7068dd17dcc6a82a8caa
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-010706.hdr.sgml**: 20260521

**ACCESSION NUMBER**: 0002071691-26-010706

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260521

**DATE AS OF CHANGE**: 20260521

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Palmer Square Funds Trust
- **CENTRAL INDEX KEY:** 0002014487

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23946
- **FILM NUMBER:** 261006995

**BUSINESS ADDRESS:**
- **STREET 1:** 1900 SHAWNEE MISSION PARKWAY
- **STREET 2:** SUITE 315
- **CITY:** MISSION WOODS
- **STATE:** KS
- **ZIP:** 66205
- **BUSINESS PHONE:** 816-994-3200

**MAIL ADDRESS:**
- **STREET 1:** 1900 SHAWNEE MISSION PARKWAY
- **STREET 2:** SUITE 315
- **CITY:** MISSION WOODS
- **STATE:** KS
- **ZIP:** 66205

## Series and Classes Contracts Data

### Palmer Square Income Plus Fund (Series ID: S000095502)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000264227 | Class T      |  |
| C000264228 | Class I      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Palmer Square Funds Trust

- **b. Investment Company Act file number:** 811-23946

- **c. CIK number of Registrant:** 0002014487

- **d. LEI of Registrant:** 529900TQCYQZ7YNQQZ03

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

  - **Street Address 1:** 1900 Shawnee Mission Parkway,

  - **City:** Mission Woods

  - **State:** KS

  - **Foreign country:** US

  - **Zip / Postal Code:** 66205

  - **Telephone number:** 816-994-3200

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

- **a. Name of Series:** Palmer Square Income Plus Fund

- **b. EDGAR series identifier (if any):** S000095502

- **c. LEI of Series:** 529900AMYF83YCN8BJ31

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

- **a. Date of fiscal year-end:** 2026-06-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $960764710.68

**Total Liabilities:** $32190594.58

**Net Assets:** $928574116.10

**Delayed Delivery Securities:** $7490000.00

**Cash Not Reported:** $7869572.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 3365.46314671 | **1-Year:** 69407.19392587 | **5-Year:** 52136.67316374 | **10-Year:** 1215.36163614 | **30-Year:** 0.00000000

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

- **3-Month:** 25.70135962 | **1-Year:** 12936.77223371 | **5-Year:** 31993.11656843 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000264228 | 0.40%                | 0.30%                | -0.22%               |
| Class ID C000264227 | 0.40%                | 0.30%                | -0.30%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $313933.36               | $277105.56                                 |
| Month 2  | $-400445.79              | $85493.72                                  |
| Month 3  | $248601.49               | $-7508188.78                               |

**Designated Index Information**

- **Index Name:** N/A

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2024-23A, Class E                           | CUSIP: 11765DAA1<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $958618.88    | 0.10%             | 2037-05-15      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                         | Eaton Vance CLO Ltd., Series 2015-1A, Class DR                               | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503910.10   | 0.16%             | 2030-01-20      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC                                     | EFS Cogen Holdings I LLC, First Lien, Term Loan, B                           | CUSIP: 26844HAM9<br>LEI: 549300KDKPYR8NXXKI52 | Long             | LON              | CORP              | US        |   1279375 | PA      | $1283475.13   | 0.14%             | 2031-10-03      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Senior Debt ETF                            | Palmer Square CLO Senior Debt ETF                                            | CUSIP: 696930205<br>LEI: 529900TABPQS963SOB46 | Long             |  | RF                | US        |     26663 | NS      | $544991.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Menlo CLO Ltd.                                               | Menlo CLO Ltd., Series 2024-1A, Class D1                                     | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502886.94   | 0.16%             | 2038-01-20      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Standard Industries, Inc.                                    | Standard Industries, Inc.                                                    | CUSIP: 853496AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    475000 | PA      | $448008.08    | 0.05%             | 2030-07-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO Ltd.                                            | Arini US CLO Ltd., Series 5A, Class D                                        | CUSIP: 04040CAG2<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.11%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                          | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    500000 | PA      | $494952.85    | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| GIP Pilot Acquisition Partners LP                            | GIP Pilot Acquisition Partners LP, First Lien, Initial Term Loan             | CUSIP: 31773HAE2<br>LEI: 254900NQOAOPPA12X060 | Long             | LON              | CORP              | US        |   1650000 | PA      | $1654125.00   | 0.18%             | 2030-10-04      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2021-1A, Class DR                                      | CUSIP: 73742FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1235626.97   | 0.13%             | 2034-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2013-2A, Class CR                                      | CUSIP: 92916WAJ8<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005202.65   | 0.22%             | 2031-04-25      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                          | Constellation Energy Generation LLC                                          | CUSIP: 210385AP5<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1662324.22   | 0.18%             | 2028-01-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Plastipak Packaging, Inc.                                    | Plastipak Packaging, Inc., First Lien, Term Loan, B                          | CUSIP: 72761JAK2<br>LEI: 549300Y39ISK7CP7EO21 | Long             | LON              | CORP              | US        |   2144612 | PA      | $2124956.16   | 0.23%             | 2032-09-24      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd.                                              | Annisa CLO Ltd., Series 2016-2A, Class DRR                                   | CUSIP: 036011AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503909.27   | 0.16%             | 2031-07-20      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                        | Kioxia Holdings Corp.                                                        | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2291000 | PA      | $2330013.30   | 0.25%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gates Corp.                                                  | Gates Corp., First Lien, Initial Dollar Term Loan, B5                        | CUSIP: 36740UAY8<br>LEI: 984500F43C791F4C7894 | Long             | LON              | CORP              | US        |   1571013 | PA      | $1571114.77   | 0.17%             | 2031-06-04      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-3A, Class AR                                   | CUSIP: 29247KAR8<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2998818.79   | 0.32%             | 2039-01-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                          | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1011977 | PA      | $1013774.26   | 0.11%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd.                                            | Flatiron CLO Ltd., Series 2020-1A, Class ER2                                 | CUSIP: 33883NAG7<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1437536.63   | 0.15%             | 2038-11-20      | Floating      | 8.91%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class BR                                      | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500914.64   | 0.16%             | 2038-10-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2021-4, Class A1                            | CUSIP: 19688GAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4199030 | PA      | $3587748.49   | 0.39%             | 2066-10-25      | Variable      | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2022-27A, Class D1R                 | CUSIP: 08179PAW2<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1241418.66   | 0.13%             | 2037-10-20      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Fox Corp.                                                    | Fox Corp.                                                                    | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3860529.94   | 0.42%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO Ltd.                              | Golub Capital Partners CLO Ltd., Series 2024-74A, Class A                    | CUSIP: 38190BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005306.90   | 0.22%             | 2037-07-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Hudson River Trading LLC                                     | Hudson River Trading LLC, First Lien, Term Loan, B2                          | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1949857 | PA      | $1944172.87   | 0.21%             | 2030-03-18      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd.                                            | Whitebox CLO Ltd., Series 2020-2A, Class A1R2                                | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000768.76   | 0.11%             | 2037-10-24      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $74661.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $44359.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Builders FirstSource, Inc.                                   | Builders FirstSource, Inc.                                                   | CUSIP: 12008RAN7<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |    700000 | PA      | $682245.34    | 0.07%             | 2030-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                    | XPLR Infrastructure Operating Partners LP                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    775000 | PA      | $816265.65    | 0.09%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO Ltd.                                           | Battalion CLO Ltd., Series 2020-15A, Class A1RR                              | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1077763 | PA      | $1075292.95   | 0.12%             | 2033-01-17      | Floating      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2020-4A, Class D1RR                                 | CUSIP: 29002QBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1227699.29   | 0.13%             | 2037-10-17      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                         | Roche Holdings, Inc.                                                         | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |   2825000 | PA      | $2672407.91   | 0.29%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP, First Lien, 2024 Dollar Term Loan                         | CUSIP: C8000CAM5<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |   1496212 | PA      | $1493406.72   | 0.16%             | 2030-05-06      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                | Barings Equipment Finance LLC, Series 2025-B, Class A2                       | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1665000 | PA      | $1664824.34   | 0.18%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                       | Chase Auto Owner Trust, Series 2024-5A, Class A2                             | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1258 | PA      | $1257.89      | 0.00%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Notes                                                          | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Short            | DBT              | UST               | US        |  -5250000 | PA      | $-5284658.19  | -0.57%            | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2021-15A, Class B1R                                | CUSIP: 89641XAQ8<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001053.17   | 0.11%             | 2034-04-22      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                      | CUSIP: 44891ADE4<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    875000 | PA      | $877293.72    | 0.09%             | 2027-06-24      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                             | CUSIP: 629377CY6<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1098889.00   | 0.12%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                          | Shackleton CLO Ltd., Series 2013-4RA, Class C                                | CUSIP: 81882HAG0<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2255863.40   | 0.24%             | 2031-04-13      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd.                                            | Whitebox CLO Ltd., Series 2025-5A, Class B                                   | CUSIP: 96467PAE8<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000649.64   | 0.11%             | 2038-07-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Campbell's Co. (The)                                         | Campbell's Co. (The)                                                         | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    900000 | PA      | $808639.80    | 0.09%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2019-3A, Class A1R2                                 | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002833.94   | 0.22%             | 2038-01-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Trans Union LLC                                              | Trans Union LLC, First Lien, 2024 Refinancing Term Loan, B9                  | CUSIP: 89334GBG8<br>LEI: X8NPN6PWJOM1QCTYFV34 | Long             | LON              | CORP              | US        |   1481250 | PA      | $1475606.44   | 0.16%             | 2031-06-24      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd.                                    | Verdelite Static CLO Ltd., Series 2024-1A, Class D                           | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1254217.95   | 0.14%             | 2032-07-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                                 | Zoetis, Inc.                                                                 | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   1385000 | PA      | $1373437.30   | 0.15%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2020-18A, Class ER2                                     | CUSIP: 67570TAN5<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $969579.15    | 0.10%             | 2037-07-20      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Romark Ltd.                                                  | Romark Ltd., Series 2018-1A, Class A1                                        | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54828 | PA      | $54881.81     | 0.01%             | 2031-04-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2017-14A, Class A1R                                     | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002353.77   | 0.32%             | 2037-07-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2019-17A, Class D1R2                | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996088.87    | 0.11%             | 2037-10-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                           | Light & Wonder International, Inc., First Lien, Term Loan, B3                | CUSIP: 80875AAY7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1484962 | PA      | $1486818.60   | 0.16%             | 2029-04-16      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                              | Starbucks Corp.                                                              | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    615000 | PA      | $618053.14    | 0.07%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO Ltd.                                        | Sixth Street CLO Ltd., Series 2023-22A, Class D1R                            | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985573.62    | 0.11%             | 2038-04-21      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| BBCMS Mortgage Trust                                         | BBCMS Mortgage Trust, Series 2019-BWAY, Class D                              | CUSIP: 05492NAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $26355.00     | 0.00%             | 2034-11-15      | Floating      | 2.71%                 | Yes           |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                                 | Ford Credit Auto Owner Trust, Series 2024-D, Class A2A                       | CUSIP: 34535VAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323819 | PA      | $324158.95    | 0.03%             | 2027-10-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Resideo Funding, Inc.                                        | Resideo Funding, Inc., First Lien, Sixth Amendment Term Loan                 | CUSIP: 76090LAM6<br>LEI: 5493000IFJ6XJKH66598 | Long             | LON              | CORP              | US        |   1496241 | PA      | $1494370.30   | 0.16%             | 2032-08-13      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                              | Intercontinental Exchange, Inc.                                              | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1493860.50   | 0.16%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                | Smyrna Ready Mix Concrete LLC                                                | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1935000 | PA      | $1921616.19   | 0.21%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2018-1A, Class D1R                                     | CUSIP: 73742DAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993229.67    | 0.11%             | 2037-10-16      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                   | Mars, Inc.                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   5130000 | PA      | $5162969.84   | 0.56%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                             | CVS Health Corp.                                                             | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494996.92   | 0.16%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2015-2A, Class A1R4                                    | CUSIP: 04015GBB4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3793397.81   | 0.41%             | 2038-07-17      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2014-IVA, Class AR5                 | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497973.46   | 0.27%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                           | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                  | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1943179 | PA      | $1953389.55   | 0.21%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2019-1A, Class AR3                      | CUSIP: 05683VBJ2<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998777.25   | 0.22%             | 2034-04-19      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                               | DTE Energy Co.                                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   3105000 | PA      | $3125855.60   | 0.34%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden Senior Loan Fund, Series 2015-41A, Class DR                           | CUSIP: 26244KAU0<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002607.16   | 0.11%             | 2031-04-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO Ltd.                                              | CarVal CLO Ltd., Series 2019-1A, Class AR2                                   | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1675007 | PA      | $1674167.41   | 0.18%             | 2032-04-20      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                     | Toyota Lease Owner Trust, Series 2024-A, Class A3                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |    568984 | PA      | $569460.93    | 0.06%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Koppers, Inc.                                                | Koppers, Inc., First Lien, 2023 Term Loan, B2                                | CUSIP: 50060JAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    989975 | PA      | $988737.46    | 0.11%             | 2030-04-10      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                             | GE HealthCare Technologies, Inc.                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   4085000 | PA      | $4167447.11   | 0.45%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| McKesson Corp.                                               | McKesson Corp.                                                               | CUSIP: 581557BR5<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2885693.23   | 0.31%             | 2026-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2026-47A, Class A                   | CUSIP: 08186BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2497676.84   | 0.27%             | 2039-04-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd.                               | Barings Loan Partners CLO Ltd., Series LP-5A, Class A                        | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500719.57   | 0.27%             | 2035-01-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd.                                    | Neuberger Berman CLO Ltd., Series 2016-22A, Class ER2                        | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.11%             | 2038-04-15      | Floating      | 10.50%                | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                      | Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A            | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1270252 | PA      | $1272978.85   | 0.14%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                                   | Go Daddy Operating Co. LLC / GD Finance Co., Inc.                            | CUSIP: 38016LAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $931452.00    | 0.10%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd.                                   | AAdvantage Loyalty IP Ltd., First Lien, Term Loan                            | CUSIP: 02376CBS3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |    831872 | PA      | $825632.69    | 0.09%             | 2028-04-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                           | Honda Auto Receivables Owner Trust, Series 2025-2, Class A2A                 | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1131919 | PA      | $1132882.02   | 0.12%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                           | General Motors Co.                                                           | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $2006191.90   | 0.22%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd.                                            | Whitebox CLO Ltd., Series 2023-4A, Class D1R                                 | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999929.92    | 0.11%             | 2036-04-20      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                | Barings Equipment Finance LLC, Series 2025-A, Class A2                       | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2904577 | PA      | $2917474.68   | 0.31%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO Ltd.                                                 | KKR CLO Ltd., Series 18, Class A1R2                                          | CUSIP: 48251JAS2<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |   1165152 | PA      | $1164473.70   | 0.13%             | 2035-10-18      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding CLO Ltd.                                       | Cedar Funding CLO Ltd., Series 2014-4A, Class DR3                            | CUSIP: 150323BS1<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $613293.66    | 0.07%             | 2038-01-23      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                  | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2750000 | PA      | $2700477.59   | 0.29%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                               | PMT Loan Trust, Series 2026-INV4, Class A2                                   | CUSIP: 69383UAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1415000 | PA      | $1416018.80   | 0.15%             | 2057-03-25      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2021-17RA, Class ER                         | CUSIP: 11766LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955380.99    | 0.10%             | 2038-01-20      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2021-3A, Class A1R                                     | CUSIP: 92919DAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997955.29   | 0.32%             | 2038-04-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2024-2A, Class E                                       | CUSIP: 73742WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971942.14    | 0.10%             | 2038-01-20      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                         | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1475000 | PA      | $1477065.19   | 0.16%             | 2027-05-14      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| NYO Commercial Mortgage Trust                                | NYO Commercial Mortgage Trust, Series 2021-1290, Class A                     | CUSIP: 62955HAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2880000 | PA      | $2875584.10   | 0.31%             | 2038-11-15      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Entegris, Inc.                                               | Entegris, Inc.                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |   3765000 | PA      | $3724323.69   | 0.40%             | 2029-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2015-3A, Class A1R4                                    | CUSIP: 92913UBJ4<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    777698 | PA      | $778487.87    | 0.08%             | 2031-10-20      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd.                                    | Neuberger Berman CLO Ltd., Series 2017-16SA, Class D1R2                      | CUSIP: 64131TBG8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986218.77    | 0.11%             | 2039-04-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Iridium Satellite LLC                                        | Iridium Satellite LLC, First Lien, Term Loan, B4                             | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |   1346817 | PA      | $1320446.62   | 0.14%             | 2030-09-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                   | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2094663.50   | 0.23%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $50744.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2016-1A, Class ER3                              | CUSIP: 75887TBA3<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1828908.94   | 0.20%             | 2034-06-20      | Floating      | 10.09%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-1A, Class BR                                   | CUSIP: 29003WAQ8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001194.91   | 0.22%             | 2038-10-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                  | IQVIA, Inc.                                                                  | CUSIP: N/A<br>LEI: 549300PLWY28YB00C717       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1097115.02   | 0.12%             | 2029-03-15      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp.                                               | AppLovin Corp.                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |   1551000 | PA      | $1560355.80   | 0.17%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797SL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9991987.80   | 1.08%             | 2026-04-09      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| BRAVO Residential Funding Trust                              | BRAVO Residential Funding Trust, Series 2026-NQM3, Class A1                  | CUSIP: 10571LAE1<br>LEI: 254900E9MG7I39Q47K50 | Long             | ABS-MBS          | CORP              | US        |   3945000 | PA      | $3926657.33   | 0.42%             | 2065-11-25      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                       | Sequoia Mortgage Trust, Series 2021-4, Class A4                              | CUSIP: 81748WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2664747 | PA      | $2399227.78   | 0.26%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                    | Kubota Credit Owner Trust, Series 2023-2A, Class A3                          | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2158835 | PA      | $2172497.61   | 0.23%             | 2028-01-18      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2022-1A, Class A1R                                  | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001541.74   | 0.22%             | 2037-10-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust                                       | Tesla Auto Lease Trust, Series 2024-A, Class A4                              | CUSIP: 88166VAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1750000 | PA      | $1756880.65   | 0.19%             | 2027-12-20      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                        | Public Service Enterprise Group, Inc.                                        | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   1625000 | PA      | $1657021.76   | 0.18%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                              | Universal Health Services, Inc.                                              | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $990820.07    | 0.11%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                             | CUSIP: 629377DA7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   1095000 | PA      | $1085447.77   | 0.12%             | 2030-10-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2016-1A, Class A1R3                             | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002610.86   | 0.32%             | 2034-06-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                   | AT&T, Inc.                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $3932088.97   | 0.42%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                           | Vertiv Group Corp.                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1975000 | PA      | $1946287.31   | 0.21%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BofA Auto Trust                                              | BofA Auto Trust, Series 2024-1A, Class A3                                    | CUSIP: 09709AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296164 | PA      | $298196.29    | 0.03%             | 2028-11-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-6A, Class D1R2                                 | CUSIP: 29004JBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478016.11   | 0.16%             | 2038-10-17      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                        | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3470346.01   | 0.37%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc., First Lien, Amendment No. 1 Incremental Term Loan, B    | CUSIP: 46284NAV1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | LON              | CORP              | US        |    987374 | PA      | $983365.01    | 0.11%             | 2031-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                              | Starbucks Corp.                                                              | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2901901.89   | 0.31%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.                                | Anchorage Credit Funding Ltd., Series 2016-3A, Class BR                      | CUSIP: 03330EAN4<br>LEI: 5493003NNQWXMTSTMF21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1911368.46   | 0.21%             | 2039-01-28      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Stonepeak Nile Parent LLC                                    | Stonepeak Nile Parent LLC, First Lien, Amendment No. 1 Term Loan             | CUSIP: 86184XAD6<br>LEI: 254900TJV3VAFZD0GU41 | Long             | LON              | CORP              | US        |    997708 | PA      | $997349.16    | 0.11%             | 2032-04-09      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Flutter Financing BV                                         | Flutter Financing BV, First Lien, 2024 Refinancing Term Loan, B              | CUSIP: N3313EAG5<br>LEI: 635400VFWPBIKJK6GN11 | Long             | LON              | CORP              | NL        |   1661750 | PA      | $1647625.13   | 0.18%             | 2030-12-02      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2024-1A, Class D1R                      | CUSIP: 056920AY7<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499954.96   | 0.16%             | 2039-04-16      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Barings Euro CLO                                             | Barings Euro CLO, Series 2015-1X, Class DRR                                  | CUSIP: N/A<br>LEI: 635400AW6SPWCAGJKI82       | Long             | ABS-CBDO         | CORP              | IE        |   3500000 | PA      | $4003400.13   | 0.43%             | 2035-07-25      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2020-INV1, Class A11                                       | CUSIP: 67113CAL0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    984984 | PA      | $964713.78    | 0.10%             | 2049-12-25      | Floating      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $35487.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                          | Medline Borrower LP                                                          | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1935843.60   | 0.21%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                 | Zimmer Biomet Holdings, Inc.                                                 | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1739292.41   | 0.19%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                         | USB Auto Owner Trust, Series 2025-1A, Class A2                               | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    657038 | PA      | $657954.75    | 0.07%             | 2028-06-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                    | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1450071.41   | 0.16%             | 2026-04-10      | Floating      | 4.11%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2025-7A, Class C                                    | CUSIP: 06765FAJ7<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998709.53    | 0.11%             | 2038-01-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                           | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4750000 | PA      | $4785695.40   | 0.52%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                               | THL Credit Wind River CLO Ltd., Series 2019-3A, Class AR3                    | CUSIP: 97314JBC8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1993948.45   | 0.21%             | 2038-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                | Gartner, Inc.                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    574000 | PA      | $540167.94    | 0.06%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797SM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9977849.30   | 1.07%             | 2026-04-23      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-2A, Class AR                                   | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003919.81   | 0.22%             | 2038-10-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2019-2A, Class C2R3                               | CUSIP: 05875MBM3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $490991.00    | 0.05%             | 2038-10-25      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Dryden Euro CLO DAC                                          | Dryden Euro CLO DAC, Series 2024-124X, Class B2                              | CUSIP: N/A<br>LEI: 635400RDROM1HAXVJU40       | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2886116.96   | 0.31%             | 2037-12-20      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2022-1A, Class AR                                      | CUSIP: 73742YAJ4<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3500773.92   | 0.38%             | 2035-04-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2019-2A, Class ER2                              | CUSIP: 75888QAN1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948772.95    | 0.10%             | 2039-04-15      | Floating      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| Kinetik Holdings LP                                          | Kinetik Holdings LP                                                          | CUSIP: 49461MAA8<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1506396.00   | 0.16%             | 2030-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2024-32A, Class D2                                      | CUSIP: 67570CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1494926.90   | 0.16%             | 2037-04-23      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd.                                        | New Mountain CLO Ltd., Series CLO-6A, Class D1                               | CUSIP: 647908AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1748346.56   | 0.19%             | 2037-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                               | Hyundai Auto Receivables Trust, Series 2025-B, Class A2A                     | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    968912 | PA      | $970780.72    | 0.10%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FNMA                                                         | FNMA, Series 2004-T5, Class AB4                                              | CUSIP: 31394AXY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    554617 | PA      | $547058.40    | 0.06%             | 2035-05-28      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797TT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9944439.30   | 1.07%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                           | GS Mortgage Securities Corp. Trust, Series 2012-BWTR, Class A                | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4354601 | PA      | $3817976.38   | 0.41%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                   | Crowdstrike Holdings, Inc.                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    750000 | PA      | $713915.18    | 0.08%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO DAC                                            | Voya Euro CLO DAC, Series 9X, Class B1                                       | CUSIP: N/A<br>LEI: 254900AKUU9IHYZWTU14       | Long             | ABS-CBDO         | CORP              | IE        |   1875000 | PA      | $2163722.25   | 0.23%             | 2038-10-15      | Floating      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                          | Wind River CLO Ltd., Series 2021-4A, Class AR                                | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001208.98   | 0.43%             | 2035-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust           | GM Financial Consumer Automobile Receivables Trust, Series 2025-3, Class A2A | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1324899 | PA      | $1327402.65   | 0.14%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                   | Sherwin-Williams Co. (The)                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |   4775000 | PA      | $4725479.72   | 0.51%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                     | CenterPoint Energy, Inc.                                                     | CUSIP: 15189TBA4<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985468.33   | 0.32%             | 2026-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securitization Trust                  | Porsche Financial Auto Securitization Trust, Series 2024-1A, Class A3        | CUSIP: 73328EAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4354946 | PA      | $4364175.48   | 0.47%             | 2030-01-22      | Fixed         | 4.44%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO Ltd.                                               | Menlo CLO Ltd., Series 2025-3A, Class A                                      | CUSIP: 58682NAA0<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3494991.03   | 0.38%             | 2038-10-16      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Haleon US Capital LLC                                        | Haleon US Capital LLC                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   2975000 | PA      | $2946967.65   | 0.32%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CPV Fairview LLC                                             | CPV Fairview LLC, First Lien, Term Loan, B                                   | CUSIP: 12620SAD5<br>LEI: 549300SLZ4P6TH9PTH93 | Long             | LON              | CORP              | US        |    994066 | PA      | $991580.48    | 0.11%             | 2031-08-14      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2019-10A, Class AR2                                | CUSIP: 89640AAW6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998000.07   | 0.22%             | 2035-01-15      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2025-1A, Class E                                       | CUSIP: 73743JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987460.75    | 0.11%             | 2039-01-20      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                          | Flowers Foods, Inc.                                                          | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $1743122.56   | 0.19%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BPR Trust                                                    | BPR Trust, Series 2021-WILL, Class B                                         | CUSIP: 05591VAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $997958.40    | 0.11%             | 2038-06-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                    | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TKV6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    930000 | PA      | $930613.43    | 0.10%             | 2026-05-18      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2025-B, Class A2A                             | CUSIP: 47800UAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1748457 | PA      | $1750220.54   | 0.19%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Air Canada                                                   | Air Canada                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |   1515000 | PA      | $1508312.18   | 0.16%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   1775000 | PA      | $1793562.65   | 0.19%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                         | 522 Funding CLO Ltd., Series 2019-5A, Class ER                               | CUSIP: 33829UAA1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1356275.28   | 0.15%             | 2035-04-15      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                                 | Stanley Black & Decker, Inc.                                                 | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    700000 | PA      | $639361.28    | 0.07%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | U.S. Treasury 10 Year Notes                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -73 | NC      | $149197.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Clearway Energy Operating LLC                                | Clearway Energy Operating LLC                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    935000 | PA      | $923024.15    | 0.10%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                              | Eli Lilly & Co.                                                              | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1852133.38   | 0.20%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2020-2A, Class D2R2                                | CUSIP: 12547LBB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1358773.05   | 0.15%             | 2039-04-16      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2026-49A, Class D1                  | CUSIP: 08183TAG3<br>LEI: 254900I5A3AKKEZZO648 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.11%             | 2039-04-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Mountain View CLO Ltd.                                       | Mountain View CLO Ltd., Series 2019-1A, Class DR                             | CUSIP: 62432MAW9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1490829.72   | 0.16%             | 2034-10-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                             | OCP Euro CLO DAC, Series 2023-8X, Class DR                                   | CUSIP: N/A<br>LEI: 6354002WH9FBJNG6S553       | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1145046.51   | 0.12%             | 2040-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon Ltd.                                                 | Octagon Ltd., Series 2021-1A, Class AR                                       | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004087.98   | 0.54%             | 2034-10-15      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2017-13A, Class AR2                                     | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3499826.90   | 0.38%             | 2037-11-26      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Recette CLO Ltd.                                             | Recette CLO Ltd., Series 2015-1A, Class FRR                                  | CUSIP: 75620RAG7<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $617552.25    | 0.07%             | 2034-04-20      | Floating      | 12.40%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd.                             | Octagon Investment Partners Ltd., Series 2019-1A, Class D1R                  | CUSIP: 67573LAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $497595.17    | 0.05%             | 2038-10-15      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2021-15A, Class A1R                                | CUSIP: 89641XAN5<br>LEI: 254900ZVDNHQAUJNHH42 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002674.28   | 0.32%             | 2034-04-22      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class D1R                                     | CUSIP: 73743CAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1990253.32   | 0.21%             | 2038-10-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden Senior Loan Fund, Series 2017-49A, Class DR                           | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503889.25   | 0.16%             | 2030-07-18      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson                                              | Janus Henderson US Holdings, Inc., First Lien, Term Loan                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1625000 | PA      | $1625000.00   | 0.17%             | 2033-02-21      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                   | Constellation Brands, Inc.                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1323595.61   | 0.14%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                            | Eversource Energy                                                            | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2236422.25   | 0.24%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2022-21A, Class C1R                                | CUSIP: 89640JAW7<br>LEI: 254900S6ZHFKMFCQD992 | Long             | ABS-CBDO         | CORP              | BM        |   1250000 | PA      | $1252297.98   | 0.13%             | 2038-04-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Notes                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19075000 | PA      | $19164041.53  | 2.06%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                                 | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1825000 | PA      | $1798577.08   | 0.19%             | 2028-08-03      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Zegona Holdco Ltd.                                           | Zegona Holdco Ltd., First Lien, Additional Term Loan, B3                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |    750000 | PA      | $867247.26    | 0.09%             | 2029-07-17      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc., First Lien, Incremental EUR Term Loan, B6             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1375000 | PA      | $1595960.84   | 0.17%             | 2032-10-11      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                        | Dominion Energy, Inc., Series C                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1289407.56   | 0.14%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                          | Invesco US CLO Ltd., Series 2026-1A, Class D1A                               | CUSIP: 46091DAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.16%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $105112.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                         | Siemens Financieringsmaatschappij NV                                         | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |   3950000 | PA      | $3928660.20   | 0.42%             | 2027-03-16      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Eutelsat SA                                                  | Eutelsat SA                                                                  | CUSIP: N/A<br>LEI: 549300MCOOY1V7P2PG30       | Long             | DBT              | CORP              | FR        |   1400000 | PA      | $1538841.48   | 0.17%             | 2028-10-13      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2025-1A, Class A                                    | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2746621.39   | 0.30%             | 2038-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC                                        | Jane Street Group LLC, First Lien, Extended Term Loan, B                     | CUSIP: 47077DAM2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1474432.50   | 0.16%             | 2031-12-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797UN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19805798.00  | 2.13%             | 2026-07-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                                   | CBAMR Ltd., Series 2017-4A, Class BR                                         | CUSIP: 12516EAG6<br>LEI: 635400U9D8ZDLM1G7T76 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002453.64   | 0.11%             | 2038-03-31      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| DLLAA LLC                                                    | DLLAA LLC, Series 2023-1A, Class A3                                          | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2348137 | PA      | $2368918.69   | 0.26%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2021-17A, Class C2R                               | CUSIP: 05876LAW3<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491046.48    | 0.05%             | 2038-10-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO Ltd.                                         | Signal Peak CLO Ltd., Series 2017-4A, Class AR2                              | CUSIP: 82667EAN1<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001601.60   | 0.22%             | 2034-10-26      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2020-86A, Class DR                                   | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978500.00    | 0.11%             | 2034-07-17      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $34690.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AEP Transmission Co. LLC                                     | AEP Transmission Co. LLC                                                     | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1141431.83   | 0.12%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                    | Kubota Credit Owner Trust, Series 2025-2A, Class A2                          | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1660000 | PA      | $1663986.99   | 0.18%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series 2017-28A, Class C1R                                  | CUSIP: 03767CAU4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1741495.36   | 0.19%             | 2038-10-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd.                                        | New Mountain CLO Ltd., Series CLO-9A, Class D1                               | CUSIP: 64755YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1987008.00   | 0.21%             | 2039-04-22      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $145557.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                   | Froneri International Ltd., First Lien, Term Loan, B4                        | CUSIP: G3679YAK8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1469651 | PA      | $1442785.93   | 0.16%             | 2031-09-30      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                           | Ellington Financial Mortgage Trust, Series 2021-2, Class A1                  | CUSIP: 31572LAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3531390 | PA      | $3014105.78   | 0.32%             | 2066-06-25      | Variable      | 0.93%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                            | Lowe's Cos., Inc.                                                            | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4605000 | PA      | $4551249.70   | 0.49%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                       | Sequoia Mortgage Trust, Series 2025-12, Class A26F                           | CUSIP: 81749XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2877506 | PA      | $2896874.02   | 0.31%             | 2055-12-25      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Citco Funding LLC                                            | Citco Funding LLC, First Lien, 2026 Term Loan                                | CUSIP: 17302JAL1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    329175 | PA      | $328338.90    | 0.04%             | 2033-01-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund DAC                                   | CVC Cordatus Loan Fund DAC, Series 36X, Class B                              | CUSIP: N/A<br>LEI: 254900GSFR5E0TT89K39       | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2024092.18   | 0.22%             | 2038-10-20      | Floating      | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2021-17A, Class DR                                | CUSIP: 05876MAE1<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $952179.90    | 0.10%             | 2038-10-20      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                              | Northriver Midstream Finance LP                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    925000 | PA      | $928372.55    | 0.10%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2022-C, Class A3                              | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    163469 | PA      | $163623.64    | 0.02%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square Credit Opportunities ETF                       | Palmer Square Credit Opportunities ETF                                       | CUSIP: 696930106<br>LEI: 529900LY0Z76U5AEGV09 | Long             |  | RF                | US        |     17873 | NS      | $366753.96    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Symphony CLO Ltd.                                            | Symphony CLO Ltd., Series 2021-25A, Class AR                                 | CUSIP: 87167WDC6<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501392.44   | 0.27%             | 2034-04-19      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                 | Verizon Communications, Inc.                                                 | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1675000 | PA      | $1652437.26   | 0.18%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                      | GFL Environmental, Inc.                                                      | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |   1500000 | PA      | $1459261.65   | 0.16%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Standard Building Solutions, Inc.                            | Standard Building Solutions, Inc.                                            | CUSIP: 853191AA2<br>LEI: 54930064UHXCIUWVI755 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500701.00    | 0.05%             | 2032-08-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2023-1A, Class A1R                      | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3005809.26   | 0.32%             | 2038-07-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Peer Holding III BV                                          | Peer Holding III BV, First Lien, Term Loan, B5                               | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    987500 | PA      | $986729.75    | 0.11%             | 2031-07-01      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc.                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    700000 | PA      | $657249.67    | 0.07%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WEX, Inc.                                                    | WEX, Inc., First Lien, Term Loan, B2                                         | CUSIP: 96208UAW1<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |   1984887 | PA      | $1978693.80   | 0.21%             | 2028-04-03      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2021-17A, Class C1R                               | CUSIP: 05876LAU7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1478212.43   | 0.16%             | 2038-10-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust           | GM Financial Consumer Automobile Receivables Trust, Series 2025-2, Class A2A | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    382965 | PA      | $383428.98    | 0.04%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-2A, Class D1R                                  | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985586.08    | 0.11%             | 2038-04-20      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Dryden Euro CLO DAC                                          | Dryden Euro CLO DAC, Series 2021-103X, Class B2R                             | CUSIP: N/A<br>LEI: 635400TTYXOT2GXFXJ41       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2310069.40   | 0.25%             | 2038-01-19      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                    | Atlantica Sustainable Infrastructure Ltd.                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |   1277000 | PA      | $1241170.32   | 0.13%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| EVERTEC Group LLC                                            | EVERTEC Group LLC, First Lien, Term Loan, B                                  | CUSIP: U3000JAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | PR        |   1500000 | PA      | $1498597.50   | 0.16%             | 2030-10-30      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2026-114A, Class D1                                  | CUSIP: 26254HAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.16%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series XXXA, Class CR                                       | CUSIP: 03768CAW9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503904.77   | 0.16%             | 2031-10-18      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                          | General Mills, Inc.                                                          | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3234050.07   | 0.35%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO Ltd.                                        | Silver Point CLO Ltd., Series 2025-12A, Class A1                             | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998750.07   | 0.22%             | 2038-10-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mortgage Loan Trust               | Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM3, Class A1   | CUSIP: 617960AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3140000 | PA      | $3138798.26   | 0.34%             | 2071-03-25      | Variable      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                     | Penn Entertainment, Inc., First Lien, Term Loan, B                           | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496114 | PA      | $1501926.39   | 0.16%             | 2029-05-03      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Hunterstown Generation LLC                                   | Hunterstown Generation LLC, First Lien, Term Loan                            | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1871020 | PA      | $1874920.75   | 0.20%             | 2031-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| CSX Corp.                                                    | CSX Corp.                                                                    | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |   3188000 | PA      | $3160634.27   | 0.34%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fidelity Investments Money Market Funds - Treasury Portfolio | Fidelity Investments Money Market Funds - Treasury Portfolio, Class I        | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  13976094 | NS      | $13976094.18  | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| PCI Gaming Authority                                         | PCI Gaming Authority, First Lien, Term Loan, B                               | CUSIP: 70455DAG9<br>LEI: 549300KPXAJ1LRW5LP59 | Long             | LON              | CORP              | US        |   1477444 | PA      | $1479024.47   | 0.16%             | 2031-07-18      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                | Workday, Inc.                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2135946.50   | 0.23%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-27285.13    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2025-1A, Class D1                                   | CUSIP: 29249DAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998531.96    | 0.11%             | 2038-07-20      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                        | GM Financial Automobile Leasing Trust, Series 2025-3, Class A2A              | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1251589 | PA      | $1252780.70   | 0.13%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                      | Talen Energy Supply LLC, First Lien, 2024-1 Incremental Term Loan, B         | CUSIP: 87422LAY6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2650000 | PA      | $2658003.00   | 0.29%             | 2031-12-15      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                            | 720 East CLO Ltd., Series 2023-2A, Class ER                                  | CUSIP: 817942AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1085803.92   | 0.12%             | 2038-10-15      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                                   | Primo Water Holdings, Inc. / Triton Water Holdings, Inc.                     | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1507183.58   | 0.16%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Hormel Foods Corp.                                           | Hormel Foods Corp.                                                           | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1069804.61   | 0.12%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Penta CLO DAC                                                | Penta CLO DAC, Series 2017-3X, Class CRR                                     | CUSIP: N/A<br>LEI: 6354005OXNNWWOAOCX44       | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1730044.52   | 0.19%             | 2038-10-17      | Floating      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2022-1A, Class DR                                      | CUSIP: 73742YAQ8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990355.89    | 0.11%             | 2035-04-20      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd.                             | Octagon Investment Partners Ltd., Series 2014-1A, Class DRR                  | CUSIP: 67572YBW1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751951.73    | 0.08%             | 2030-01-22      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                       | Becton Dickinson & Co.                                                       | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1711284.90   | 0.18%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HB Fuller Co.                                                | HB Fuller Co.                                                                | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |   1645000 | PA      | $1589796.43   | 0.17%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                         | Verizon Master Trust, Series 2023-7, Class A1A                               | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   5920000 | PA      | $5980536.74   | 0.64%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Bear Stearns ARM Trust                                       | Bear Stearns ARM Trust, Series 2004-3, Class 1A3                             | CUSIP: 07384MR95<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38491 | PA      | $35989.48     | 0.00%             | 2034-07-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                       | KKR Financial CLO Ltd., Series 2013-1A, Class D1R3                           | CUSIP: 48249VBQ3<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998479.81    | 0.11%             | 2038-10-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                           | Elevation CLO Ltd., Series 2018-10A, Class AR                                | CUSIP: 28623CAL5<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |      2516 | PA      | $2516.35      | 0.00%             | 2031-10-20      | Floating      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO Ltd.                                         | Signal Peak CLO 3 Ltd., Series 2016-3A, Class D1R4                           | CUSIP: 82672NAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.16%             | 2039-04-23      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                     | SBA Communications Corp.                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |   1335000 | PA      | $1265814.69   | 0.14%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                  | Block, Inc.                                                                  | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |   1336000 | PA      | $1315310.06   | 0.14%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EFMT                                                         | EFMT, Series 2026-NQM4, Class A1                                             | CUSIP: 26846KAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4075000 | PA      | $4091068.49   | 0.44%             | 2071-04-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2024-1A, Class A1                                      | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5014954.84   | 0.54%             | 2037-04-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                           | General Motors Financial Co., Inc.                                           | CUSIP: 37045XDQ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2019000 | PA      | $2018724.45   | 0.22%             | 2027-02-26      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2023-1A, Class D1R                      | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1244420.92   | 0.13%             | 2038-07-16      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp.                                                | Veralto Corp.                                                                | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |   3514000 | PA      | $3529008.40   | 0.38%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CreekSource Dunes Creek CLO Ltd.                             | CreekSource Dunes Creek CLO Ltd., Series 2024-1A, Class D                    | CUSIP: 225914AJ9<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252388.82   | 0.13%             | 2038-01-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Parker-Hannifin Corp.                                        | Parker-Hannifin Corp.                                                        | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $2051652.75   | 0.22%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                         | Eaton Vance CLO Ltd., Series 2020-2A, Class ER2                              | CUSIP: 27830RAG4<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $916907.27    | 0.10%             | 2037-10-15      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                               | Enbridge, Inc.                                                               | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2700000 | PA      | $2675029.97   | 0.29%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1462.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2025-1A, Class D2                                      | CUSIP: 73743HAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994543.33    | 0.11%             | 2039-01-20      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| TCI-Symphony CLO Ltd.                                        | TCI-Symphony CLO Ltd., Series 2016-1A, Class AR2                             | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    683136 | PA      | $683849.95    | 0.07%             | 2032-10-13      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| SS&C Technologies, Inc.                                      | SS&C Technologies, Inc., First Lien, Term Loan, B8                           | CUSIP: 78466DBJ2<br>LEI: 549300KY09TR3J12JU49 | Long             | LON              | CORP              | US        |   1575000 | PA      | $1571747.63   | 0.17%             | 2031-05-09      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| RR Ltd.                                                      | RR Ltd., Series 2020-8A, Class DR2                                           | CUSIP: 74980GAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1437350.54   | 0.15%             | 2039-01-15      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1225000 | PA      | $1208340.89   | 0.13%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $48163.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Voya Euro CLO DAC                                            | Voya Euro CLO DAC, Series 1A, Class B2R                                      | CUSIP: N/A<br>LEI: 635400EFYWXM2GM8RL10       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2315059.57   | 0.25%             | 2037-10-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO Ltd.                                            | Trestles CLO Ltd., Series 2017-1A, Class A1RR                                | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4010620.24   | 0.43%             | 2037-07-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2019-75A, Class AR3                                  | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001846.32   | 0.54%             | 2034-04-14      | Floating      | 4.71%                 | Yes           |                  2 | On Loan: No      |
| Shift4 Payments LLC                                          | Shift4 Payments LLC / Shift4 Payments Finance Sub, Inc.                      | CUSIP: 82453AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1054000 | PA      | $1037705.20   | 0.11%             | 2032-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC                                               | 1011778 BC ULC / New Red Finance, Inc.                                       | CUSIP: 68245XAT6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003428.00   | 0.11%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Thayer Park CLO Ltd.                                         | Thayer Park CLO Ltd., Series 2017-1A, Class A1RR                             | CUSIP: 883310AW4<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3748479.97   | 0.40%             | 2034-04-20      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                         | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2222338.75   | 0.24%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                    | Vistra Operations Co. LLC                                                    | CUSIP: 92840VAE2<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    754000 | PA      | $741375.73    | 0.08%             | 2029-07-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class D2R                                     | CUSIP: 73743CAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    200000 | PA      | $197786.62    | 0.02%             | 2038-10-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                      | CUSIP: 44891ACW5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    525000 | PA      | $528629.13    | 0.06%             | 2027-01-08      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2020-3A, Class ARR                                  | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005005.51   | 0.54%             | 2037-07-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                          | Carlyle US CLO Ltd., Series 2026-2A, Class D                                 | CUSIP: 142928AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.11%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                | Volvo Financial Equipment LLC, Series 2025-2A, Class A2                      | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1790000 | PA      | $1789184.30   | 0.19%             | 2028-06-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2013-1A, Class CR                                      | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002602.89   | 0.11%             | 2030-10-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                               | PMT Loan Trust, Series 2026-J2, Class A24                                    | CUSIP: 729921BA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6080000 | PA      | $6064350.69   | 0.65%             | 2057-03-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                               | Wyndham Hotels & Resorts, Inc.                                               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |   1550000 | PA      | $1515040.22   | 0.16%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                 | Verizon Communications, Inc.                                                 | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   2860000 | PA      | $2861336.74   | 0.31%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                    | Toyota Motor Credit Corp.                                                    | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1650000 | PA      | $1652049.28   | 0.18%             | 2026-08-07      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2019-1A, Class A1R2                                | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3902990.79   | 0.42%             | 2037-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2018-2A, Class DR                       | CUSIP: 05682VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503906.17   | 0.16%             | 2031-07-19      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-3A, Class D1R                                  | CUSIP: 29247KAX5<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1976325.04   | 0.21%             | 2039-01-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corp.                                             | Fair Isaac Corp.                                                             | CUSIP: 303250AJ3<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1515956.90   | 0.16%             | 2034-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dartry Park CLO DAC                                          | Dartry Park CLO DAC, Series 1X, Class CRR                                    | CUSIP: N/A<br>LEI: 549300EK539GMKPB1K76       | Long             | ABS-CBDO         | CORP              | IE        |   2250000 | PA      | $2599312.15   | 0.28%             | 2034-01-28      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-33A, Class AR2          | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998249.79    | 0.11%             | 2039-04-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                           | BMW US Capital LLC                                                           | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1093248.41   | 0.12%             | 2029-04-18      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-81774.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   2553000 | PA      | $2550061.27   | 0.27%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2025-7A, Class D1                                   | CUSIP: 06765FAL2<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988091.50    | 0.11%             | 2038-01-15      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd.                                              | Galaxy CLO Ltd., Series 2023-32A, Class ER                                   | CUSIP: 362941AG1<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956502.39    | 0.10%             | 2039-01-20      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                      | Hyundai Capital America                                                      | CUSIP: 44891AAK3<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   2446000 | PA      | $2427797.53   | 0.26%             | 2026-09-27      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| OCP Euro CLO DAC                                             | OCP Euro CLO DAC, Series 2023-8X, Class BR                                   | CUSIP: N/A<br>LEI: 6354002WH9FBJNG6S553       | Long             | ABS-CBDO         | CORP              | IE        |   3000000 | PA      | $3460932.18   | 0.37%             | 2040-01-20      | Floating      | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC                                       | Dell International LLC / EMC Corp.                                           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1378057.12   | 0.15%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                       | Waste Management, Inc.                                                       | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |   4296000 | PA      | $4370171.90   | 0.47%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Octagon Ltd.                                                 | Octagon Ltd., Series 2022-1A, Class D                                        | CUSIP: 675930AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968057.83    | 0.10%             | 2035-05-15      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                        | BlueMountain CLO Ltd., Series 2020-29A, Class D2R                            | CUSIP: 09630KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1725212.53   | 0.19%             | 2034-07-25      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Amentum Holdings, Inc.                                       | Amentum Holdings, Inc., First Lien, Initial Term Loan                        | CUSIP: 02351XAB4<br>LEI: 2549009FJIBLW40CU216 | Long             | LON              | CORP              | US        |   1495298 | PA      | $1497480.94   | 0.16%             | 2031-09-29      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp.                                       | Novartis Capital Corp.                                                       | CUSIP: 66989HAY4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2294000 | PA      | $2269156.09   | 0.24%             | 2030-11-05      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO Ltd.                                        | Silver Point CLO Ltd., Series 2025-9A, Class A1                              | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005778.74   | 0.22%             | 2038-03-31      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                          | Invesco US CLO Ltd., Series 2023-1A, Class AR2                               | CUSIP: 46146GAY8<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1996683.69   | 0.22%             | 2037-04-22      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                      | Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A3             | CUSIP: 44935DAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4395000 | PA      | $4413626.89   | 0.48%             | 2028-04-17      | Fixed         | 4.53%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series 2015-23A, Class ARR                                  | CUSIP: 03765YBG8<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   3665896 | PA      | $3666477.59   | 0.39%             | 2033-04-15      | Floating      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                            | Duke Energy Corp.                                                            | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   3415000 | PA      | $3364926.23   | 0.36%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                       | XPLR Infrastructure LP                                                       | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |   1245000 | PA      | $1237218.75   | 0.13%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $103538.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                                  | Volkswagen Auto Lease Trust, Series 2026-A, Class A3                         | CUSIP: 92868CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3355000 | PA      | $3350511.68   | 0.36%             | 2029-03-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2019-2A, Class C1R3                               | CUSIP: 05875MBK7<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985383.15    | 0.11%             | 2038-10-25      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd.                                        | New Mountain CLO Ltd., Series CLO-4A, Class BR                               | CUSIP: 64754JAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003537.05   | 0.11%             | 2038-03-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Applied Materials, Inc.                                      | Applied Materials, Inc.                                                      | CUSIP: 038222AS4<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |   2175000 | PA      | $2215969.65   | 0.24%             | 2029-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2016-39A, Class AR3                                    | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3759694.52   | 0.40%             | 2037-07-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2019-80A, Class BRR                                  | CUSIP: 26245JBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003713.42   | 0.22%             | 2033-01-17      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Venture CLO Ltd.                                             | Venture CLO Ltd., Series 2019-38A, Class ARR                                 | CUSIP: 92332NBC8<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    936238 | PA      | $937352.70    | 0.10%             | 2032-07-30      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| COLT Mortgage Loan Trust                                     | COLT Mortgage Loan Trust, Series 2022-1, Class A1                            | CUSIP: 19688HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3937146 | PA      | $3622104.76   | 0.39%             | 2066-12-27      | Variable      | 2.28%                 | Yes           |                  2 | On Loan: No      |
| Merck & Co., Inc.                                            | Merck & Co., Inc.                                                            | CUSIP: 58933YBV6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4110174.77   | 0.44%             | 2029-03-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2022-25A, Class A1R                                     | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005532.18   | 0.43%             | 2037-07-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Zoetis, Inc.                                                 | Zoetis, Inc.                                                                 | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |   2214000 | PA      | $2207507.05   | 0.24%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                | Starwood Property Trust, Inc.                                                | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1483867.20   | 0.16%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                                 | Mondelez International, Inc.                                                 | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2462992.53   | 0.27%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding Ltd.                                      | OHA Credit Funding Ltd., Series 2022-11A, Class B1R                          | CUSIP: 67115VAQ5<br>LEI: 2549002MG7GTTY5LHR97 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1001343.84   | 0.11%             | 2037-07-19      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                 | Dell Equipment Finance Trust, Series 2024-1, Class A3                        | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2848303 | PA      | $2862129.75   | 0.31%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                          | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2A                | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1008162 | PA      | $1009289.66   | 0.11%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Palmer Square EUR CLO Senior Debt Index UCITS ETF            | Palmer Square EUR CLO Senior Debt Index UCITS ETF                            | CUSIP: N/A<br>LEI: 6354008XYJMSEKLLHQ25       | Long             |  | RF                | IE        |    114579 | NS      | $6722723.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlyle US CLO Ltd.                                          | Carlyle US CLO Ltd., Series 2022-1A, Class DR                                | CUSIP: 14318JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994538.28    | 0.11%             | 2035-04-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                | TerraForm Power Operating LLC                                                | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |   2450000 | PA      | $2347833.04   | 0.25%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO Ltd.                                                 | KKR CLO Ltd., Series 40A, Class AR                                           | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003403.46   | 0.32%             | 2034-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                         | Eaton Vance CLO Ltd., Series 2013-1A, Class D1R4                             | CUSIP: 27830BCG7<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995481.23    | 0.11%             | 2038-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Astoria Energy LLC                                           | Astoria Energy LLC, First Lien, Advance Term Loan, B                         | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |   1608995 | PA      | $1613902.18   | 0.17%             | 2032-06-23      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Golub Capital CLO Ltd.                                       | Golub Capital CLO Ltd., Series 2026-88A, Class D1                            | CUSIP: 38190MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.22%             | 2039-04-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Worldwide Plaza Trust                                        | Worldwide Plaza Trust, Series 2017-WWP, Class F                              | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1575000 | PA      | $7977.38      | 0.00%             | 2036-11-10      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust LP                                      | Digital Realty Trust LP                                                      | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   3505000 | PA      | $3469499.08   | 0.37%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                 | Mueller Water Products, Inc.                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |   1061000 | PA      | $1022922.51   | 0.11%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO Ltd.                                           | Battalion CLO Ltd., Series 2016-10A, Class CR2                               | CUSIP: 07132JBJ2<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1892431.30   | 0.20%             | 2035-01-24      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                           | MIWD Holdco II LLC, First Lien, 2024 Incremental Term Loan                   | CUSIP: 55336CAK8<br>LEI: 254900X3SPV5RVFJEY72 | Long             | LON              | CORP              | US        |   1793199 | PA      | $1657956.28   | 0.18%             | 2031-03-28      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                                | Cyprium Corp. / Cyprium Holdings Luxembourg SARL                             | CUSIP: 23292NAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1300000 | PA      | $1284812.69   | 0.14%             | 2031-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19899375.00  | 2.14%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $12684.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brightstar Lottery plc                                       | Brightstar Lottery plc                                                       | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |   2050000 | PA      | $2034684.25   | 0.22%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Silgan Holdings, Inc.                                        | Silgan Holdings, Inc.                                                        | CUSIP: N/A<br>LEI: KAF673KJXD92C8KSLU49       | Long             | DBT              | CORP              | US        |   2825000 | PA      | $3171980.85   | 0.34%             | 2031-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ASGN, Inc.                                                   | ASGN, Inc.                                                                   | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    850000 | PA      | $823640.23    | 0.09%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                   | Verus Securitization Trust, Series 2021-5, Class A1                          | CUSIP: 92538KAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1222901 | PA      | $1054611.31   | 0.11%             | 2066-09-25      | Variable      | 1.01%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                        | BlueMountain CLO Ltd., Series 2015-3A, Class A2R                             | CUSIP: 09628JAN1<br>LEI: 5493009UJ1T6R11V4458 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003868.20   | 0.22%             | 2031-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                     | BX Trust, Series 2022-CLS, Class A                                           | CUSIP: 05609XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $2008430.40   | 0.22%             | 2027-10-13      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.             | American Builders & Contractors Supply Co., Inc.                             | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |   1490000 | PA      | $1463072.42   | 0.16%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                              | TransDigm, Inc., First Lien, Term Loan, K                                    | CUSIP: 89364MCF9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1984975 | PA      | $1987227.69   | 0.21%             | 2030-03-22      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                           | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   2025000 | PA      | $2043220.65   | 0.22%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2020-3A, Class ARR                                     | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499052.97   | 0.16%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corp.                                              | Atlassian Corp.                                                              | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1760929.89   | 0.19%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                | Stryker Corp.                                                                | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |   1822000 | PA      | $1849744.83   | 0.20%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| OCP Euro DAC                                                 | OCP Euro DAC, Series 2025-12A, Class B2                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1709591.31   | 0.18%             | 2038-01-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                | Netflix, Inc.                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2464000 | PA      | $2496731.83   | 0.27%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2024-32A, Class E                                       | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    895000 | PA      | $869271.41    | 0.09%             | 2037-04-23      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV               | Mondelez International Holdings Netherlands BV                               | CUSIP: 60920LAR5<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   1720000 | PA      | $1696395.68   | 0.18%             | 2026-09-24      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | Graphic Packaging International LLC                                          | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   2225000 | PA      | $2043920.38   | 0.22%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                            | Enterprise Products Operating LLC                                            | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2153282.36   | 0.23%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Clorox Co. (The)                                             | Clorox Co. (The)                                                             | CUSIP: 189054AY5<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |   3150000 | PA      | $3147280.16   | 0.34%             | 2029-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes                              | US Bank C&I Credit-Linked Notes, Series 2025-SUP2, Class B1                  | CUSIP: 90355PAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2467668 | PA      | $2480392.01   | 0.27%             | 2032-09-25      | Fixed         | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Mellon Residential Funding Corp.                             | Mellon Residential Funding Corp., Series 1999-TBC3, Class A2                 | CUSIP: 585525DF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     12777 | PA      | $12473.70     | 0.00%             | 2029-10-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2025-A, Class A2A                             | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    835956 | PA      | $836976.61    | 0.09%             | 2028-03-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Mastercard, Inc.                                             | Mastercard, Inc.                                                             | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |   1920000 | PA      | $1918335.78   | 0.21%             | 2028-03-15      | Floating      | 4.08%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                        | Elevance Health, Inc.                                                        | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1928336.16   | 0.21%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                      | Quikrete Holdings, Inc., First Lien, Term Loan, B2                           | CUSIP: 74839XAK5<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    498728 | PA      | $498869.87    | 0.05%             | 2029-03-19      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                           | Ryan Specialty LLC, First Lien, Term Loan, B1                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |   1728125 | PA      | $1728125.00   | 0.19%             | 2031-09-15      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                | Gartner, Inc.                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   1450000 | PA      | $1426034.34   | 0.15%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NJJ Continental SA                                           | NJJ Continental SA                                                           | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |    750000 | PA      | $865983.16    | 0.09%             | 2030-01-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                      | Keurig Dr. Pepper, Inc.                                                      | CUSIP: 49271VAZ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   2310000 | PA      | $2302418.79   | 0.25%             | 2028-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NJJ Continental SA                                           | NJJ Continental SA                                                           | CUSIP: N/A<br>LEI: 549300MTB0YI26SMUT22       | Long             | DBT              | CORP              | LU        |   1525000 | PA      | $1697933.36   | 0.18%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO Ltd.                                            | Trestles CLO Ltd., Series 2023-6A, Class A1R                                 | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996679.65   | 0.22%             | 2038-04-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                       | Chase Auto Owner Trust, Series 2025-2A, Class A2                             | CUSIP: 16144MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2630000 | PA      | $2628135.33   | 0.28%             | 2028-12-26      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| eBay, Inc.                                                   | eBay, Inc.                                                                   | CUSIP: 278642BD4<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |   1425000 | PA      | $1417772.66   | 0.15%             | 2029-03-06      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                          | GS Mortgage-Backed Securities Trust, Series 2025-PJ11, Class A27             | CUSIP: 36273RBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1752684 | PA      | $1758965.28   | 0.19%             | 2056-05-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                            | 720 East CLO Ltd., Series 2023-2A, Class D1R                                 | CUSIP: 817941AU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1235778.45   | 0.13%             | 2038-10-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Octagon Ltd.                                                 | Octagon Ltd., Series 2021-1A, Class D                                        | CUSIP: 67592XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955699.83    | 0.10%             | 2034-10-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class A1R                                     | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4494149.83   | 0.48%             | 2038-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                         | Caterpillar Financial Services Corp.                                         | CUSIP: 14913UAW0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1525000 | PA      | $1524701.50   | 0.16%             | 2027-01-07      | Floating      | 4.04%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                      | J. M. Smucker Co. (The)                                                      | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   1900000 | PA      | $1752821.54   | 0.19%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd.                                                    | OZLM Ltd., Series 2014-6A, Class CT                                          | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005214.69   | 0.22%             | 2031-04-17      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2024-A, Class A3                              | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4290462 | PA      | $4316872.07   | 0.46%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    928000 | PA      | $928101.88    | 0.10%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corpay Technologies Operating Co. LLC                        | Corpay Technologies Operating Co. LLC, First Lien, Term Loan, B4             | CUSIP: 33903RAZ2<br>LEI: 549300FKKKZCXLK48427 | Long             | LON              | CORP              | US        |   1954962 | PA      | $1955978.76   | 0.21%             | 2028-04-28      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2024-2A, Class D1                               | CUSIP: 75901PAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009213.14   | 0.22%             | 2037-04-25      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797SX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  20000000 | PA      | $19871734.60  | 2.14%             | 2026-06-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                  | Ally Auto Receivables Trust, Series 2025-1, Class A2                         | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1910000 | PA      | $1909473.03   | 0.21%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage Trust                           | Ellington Financial Mortgage Trust, Series 2021-3, Class A1                  | CUSIP: 31573JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3632171 | PA      | $3038964.98   | 0.33%             | 2066-09-25      | Variable      | 1.24%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $72494.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp.                                                  | Intel Corp.                                                                  | CUSIP: 458140AU4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4089819.04   | 0.44%             | 2026-05-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Lackawanna Energy Center LLC                                 | Lackawanna Energy Center LLC, First Lien, Term Loan, B                       | CUSIP: 50550EAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1512927 | PA      | $1517337.13   | 0.16%             | 2032-07-23      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                   | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    600000 | PA      | $526849.13    | 0.06%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2024-29A, Class A1                                 | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007918.51   | 0.32%             | 2037-07-23      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO DAC                                                | Avoca CLO DAC, Series 32X, Class C                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1730008.69   | 0.19%             | 2039-04-15      | Floating      | 4.02%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                        | GM Financial Automobile Leasing Trust, Series 2025-2, Class A2A              | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    831001 | PA      | $832335.33    | 0.09%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                        | Cheniere Energy, Inc.                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   1390000 | PA      | $1386769.89   | 0.15%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| EURO                                                         | EURO                                                                         | CUSIP: N/A<br>LEI: N/A                        | Short            | STIV             |  | XX        |  -3421679 | OU      | $-3954947.97  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2016-1A, Class D2R3                             | CUSIP: 75887NBW8<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $959668.77    | 0.10%             | 2038-10-20      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | CDI                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |         1 | PA      | $39119.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd.                                         | Sound Point CLO Ltd., Series 2019-3A, Class DR                               | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1413658.52   | 0.15%             | 2034-10-25      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                          | Forward Foreign Currency Contract                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25368.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                               | 7-Eleven, Inc.                                                               | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   2300000 | PA      | $2170472.21   | 0.23%             | 2028-02-10      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2019-3A, Class A1RR                                 | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751378.21   | 0.19%             | 2037-07-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                          | CUSIP: 912797QX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  10000000 | PA      | $9929161.70   | 1.07%             | 2026-06-11      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                    | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3          | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2199926 | PA      | $2209879.08   | 0.24%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| MSCI, Inc.                                                   | MSCI, Inc.                                                                   | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2050000 | PA      | $1938647.08   | 0.21%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO Ltd.                                            | Trestles CLO Ltd., Series 2018-2A, Class A1R                                 | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007940.02   | 0.32%             | 2037-07-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Cornerstone Generation LLC                                   | Cornerstone Generation LLC, First Lien, Term Loan, B                         | CUSIP: 21924NAB4<br>LEI: 254900JBGAU2N55LVN75 | Long             | LON              | CORP              | US        |    997494 | PA      | $999633.36    | 0.11%             | 2032-08-11      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cedar Funding CLO Ltd.                                       | Cedar Funding CLO Ltd., Series 2024-19A, Class A1                            | CUSIP: 15033CAC6<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000749.14   | 0.11%             | 2038-01-23      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd.                              | Highbridge Loan Management Ltd., Series 5A-2015, Class DR3                   | CUSIP: 44331DAY5<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000164.20   | 0.11%             | 2030-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2017-1A, Class C                                       | CUSIP: 92916MAD3<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253247.71   | 0.13%             | 2030-04-17      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                      | Quikrete Holdings, Inc., First Lien, Term Loan, B3                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |   1485000 | PA      | $1484071.88   | 0.16%             | 2032-02-10      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                              | NGPL PipeCo LLC                                                              | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1403136.50   | 0.15%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-3A, Class DR2                                  | CUSIP: 29002VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1493118.21   | 0.16%             | 2038-07-20      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd.                                        | New Mountain CLO Ltd., Series CLO-9A, Class E                                | CUSIP: 64755XAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967998.00    | 0.10%             | 2039-04-22      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                                   | Axalta Coating Systems LLC                                                   | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |   2534000 | PA      | $2399435.45   | 0.26%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-3A, Class ER                                   | CUSIP: 29247NAE1<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $964148.65    | 0.10%             | 2039-01-20      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| MasTec, Inc.                                                 | MasTec, Inc.                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |   3745000 | PA      | $3705515.53   | 0.40%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six DAC                                     | Icon Investments Six DAC                                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   3200000 | PA      | $3217088.96   | 0.35%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2018-28A, Class D1R          | CUSIP: 64130PAU7<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996103.45    | 0.11%             | 2038-10-20      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                      | Keurig Dr. Pepper, Inc.                                                      | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1510000 | PA      | $1479638.94   | 0.16%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust                                      | Flagstar Mortgage Trust, Series 2021-2, Class A6                             | CUSIP: 33852EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2698377 | PA      | $2426594.09   | 0.26%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Ashtead Capital, Inc.                                        | Ashtead Capital, Inc.                                                        | CUSIP: 045054AF0<br>LEI: 213800J1134IW58IC398 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1989656.30   | 0.21%             | 2027-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                       | ON Semiconductor Corp.                                                       | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    628000 | PA      | $606351.65    | 0.07%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Core & Main LP                                               | Core & Main LP, First Lien, Term Loan, D                                     | CUSIP: 40416VAG0<br>LEI: 549300ZSLF8Q660SCD17 | Long             | LON              | CORP              | US        |   1478144 | PA      | $1480923.12   | 0.16%             | 2028-07-27      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                          | Nexstar Media, Inc., First Lien, Term Loan, B7                               | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1400000 | PA      | $1386000.00   | 0.15%             | 2033-03-18      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                          | CARLYLE US CLO Ltd., Series 2018-4A, Class D2R                               | CUSIP: 14315RAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984769.39    | 0.11%             | 2037-10-17      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| Spirit AeroSystems, Inc.                                     | Spirit AeroSystems, Inc.                                                     | CUSIP: 85205TAK6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |   2150000 | PA      | $2152113.45   | 0.23%             | 2028-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                          | Carlyle US CLO Ltd., Series 2026-2A, Class E                                 | CUSIP: 142931AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.11%             | 2039-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sazerac Co., Inc.                                            | Sazerac Co., Inc., First Lien, Term Loan, B2                                 | CUSIP: 80583EAP1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1745625 | PA      | $1746716.02   | 0.19%             | 2032-07-09      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| US Bank C&I Credit-Linked Notes                              | US Bank C&I Credit-Linked Notes, Series 2025-SUP2, Class C                   | CUSIP: 90355PAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3701502 | PA      | $3729841.78   | 0.40%             | 2032-09-25      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| PMT Loan Trust                                               | PMT Loan Trust, Series 2026-INV4, Class A38                                  | CUSIP: 69383UBP9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3260000 | PA      | $3252336.39   | 0.35%             | 2057-03-25      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp.                                 | American Honda Finance Corp.                                                 | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000000.41   | 0.11%             | 2026-05-21      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Notes                                                          | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22950000 | PA      | $22820906.25  | 2.46%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX Trust                                                    | OBX Trust, Series 2026-J1, Class AF                                          | CUSIP: 67123TAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3954289 | PA      | $3945990.28   | 0.42%             | 2056-02-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                      | Simon Property Group LP                                                      | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   3200000 | PA      | $3186292.42   | 0.34%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                  | Match Group Holdings II LLC                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1664000 | PA      | $1627834.29   | 0.18%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                          | Shackleton CLO Ltd., Series 2019-14A, Class ERR                              | CUSIP: 81880YAJ9<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $927627.98    | 0.10%             | 2034-07-20      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Palmer Square Funds Trust

**Signature:** /s/ Jeffrey D. Fox

**Name of Signer:** Jeffrey D. Fox

**Title:** Principal Executive Officer