# EDGAR Filing Document

**Accession Number:** 0001608016
**File Stem:** 0002071691-26-015227
**Filing Date:** 2026-6
**Character Count:** 187108
**Document Hash:** 471a890db3d9f2b6a9b4ad6c019b74ff
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015227.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0002071691-26-015227

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Palmer Square Opportunistic Income Fund
- **CENTRAL INDEX KEY:** 0001608016

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22969
- **FILM NUMBER:** 261121688

**BUSINESS ADDRESS:**
- **STREET 1:** 1900 SHAWNEE MISSION PARKWAY, SUITE 315
- **CITY:** MISSION WOODS
- **STATE:** KS
- **ZIP:** 66205
- **BUSINESS PHONE:** 888-870-3088

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Montage Managers Trust
- **DATE OF NAME CHANGE:** 20140513

## 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 Opportunistic Income Fund

- **b. Investment Company Act file number:** 811-22969

- **c. CIK number of Registrant:** 0001608016

- **d. LEI of Registrant:** 5493003AM16D4H7L6U80

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

  - **Street Address 1:** 2000 Shawnee Mission Parkway,

  - **City:** Mission Woods

  - **State:** KS

  - **Foreign country:** US

  - **Zip / Postal Code:** 66205

  - **Telephone number:** 414-299-2000

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

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

- **c. LEI of Series:** 5493003AM16D4H7L6U80

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

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $514662393.61

**Total Liabilities:** $54537629.36

**Net Assets:** $460124764.25

**Delayed Delivery Securities:** $2000000.00

**Cash Not Reported:** $11393060.98

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 86.52115503 | **1-Year:** 29945.80621762 | **5-Year:** 14763.00879274 | **10-Year:** 2504.79170935 | **30-Year:** 0.00000000

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

- **3-Month:** 17.77479378 | **1-Year:** 19879.68655201 | **5-Year:** 48731.69968523 | **10-Year:** 0.00000000 | **30-Year:** 10.01969060

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -0.90%               | -1.28%               | 1.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $565380.60               | $-7094862.42                               |
| Month 2  | $-557424.27              | $-7103347.15                               |
| Month 3  | $-51228.69               | $3571638.12                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AIMCO CLO Ltd.                                               | AIMCO CLO Ltd., Series 2020-11A, Class D2R2                                                  | CUSIP: 00140NBE9<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996423.31    | 0.22%             | 2037-07-17      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Everforth, Inc.                                              | Everforth, Inc.                                                                              | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    375000 | PA      | $350868.64    | 0.08%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ahead DB Holdings LLC                                        | Ahead DB Holdings LLC                                                                        | CUSIP: 00867FAA6<br>LEI: 254900L07WFL833JX193 | Long             | DBT              | CORP              | US        |    800000 | PA      | $794392.56    | 0.17%             | 2028-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO Ltd.                                               | AIMCO CLO Ltd., Series 2018-AA, Class FR                                                     | CUSIP: 00900HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $975269.75    | 0.21%             | 2037-10-17      | Floating      | 10.93%                | Yes           |                  2 | On Loan: No      |
| AIMCO CLO Ltd.                                               | AIMCO CLO Ltd., Series 2015-AA, Class FR4                                                    | CUSIP: 00900MAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $972437.27    | 0.21%             | 2038-10-17      | Floating      | 10.86%                | Yes           |                  2 | On Loan: No      |
| Alinea CLO Ltd.                                              | Alinea CLO Ltd., Series 2018-1A, Class DR                                                    | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504055.91   | 0.33%             | 2031-07-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                            | Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                               | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    275000 | PA      | $270928.38    | 0.06%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC / Allied Universal Finance Corp. / Atlas Luxco 4 SARL            | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    425000 | PA      | $419222.98    | 0.09%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                         | Alpha Generation LLC                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1024771.00   | 0.22%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  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        |   1050000 | PA      | $1052832.27   | 0.23%             | 2031-07-20      | Floating      | 6.48%                 | 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        |   1675000 | PA      | $1679077.67   | 0.36%             | 2038-10-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series 2018-29A, Class D1R                                                  | CUSIP: 03767MAY4<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507969.58   | 0.33%             | 2038-07-25      | Floating      | 6.77%                 | 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      | $1505097.95   | 0.33%             | 2031-10-18      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series 2025-54A, Class A1                                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003928.15   | 0.44%             | 2038-10-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series 2023-44A, Class A1R                                                  | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005392.80   | 0.44%             | 2037-10-26      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2026-80A, Class E                                                      | CUSIP: 039971AA4<br>LEI: 254900LGMPUWTHY3PA11 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750000.00    | 0.16%             | 2039-05-05      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2019-54A, Class ER2                                                    | CUSIP: 04017XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966627.33    | 0.21%             | 2038-07-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2025-76A, Class E                                                      | CUSIP: 04021KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009888.93   | 0.22%             | 2038-05-27      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Arini US CLO Ltd.                                            | Arini US CLO Ltd., Series 1A, Class D                                                        | CUSIP: 04039AAG9<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010175.09   | 0.22%             | 2038-04-15      | Floating      | 7.67%                 | 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      | $1006201.12   | 0.22%             | 2039-04-15      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO Ltd.                                            | Arini US CLO Ltd., Series 5A, Class E                                                        | CUSIP: 04040DAA3<br>LEI: 254900RPWXD20B0D2E70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1020454.60   | 0.22%             | 2039-04-15      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                    | Atlantica Sustainable Infrastructure Ltd.                                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    879000 | PA      | $859097.95    | 0.19%             | 2028-06-15      | Fixed         | 4.12%                 | 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        |   1000000 | PA      | $1004175.39   | 0.22%             | 2031-07-19      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2021-3A, Class D                                        | CUSIP: 05683NAG7<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968075.69    | 0.21%             | 2034-07-24      | Floating      | 7.03%                 | Yes           |                  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        |   1000000 | PA      | $1002422.97   | 0.22%             | 2038-07-16      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                 | Bain Capital Credit CLO Ltd., Series 2023-1A, Class D2R                                      | CUSIP: 05685NAY6<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $995592.12    | 0.22%             | 2038-07-16      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2020-14A, Class DR                                                | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993477.03    | 0.22%             | 2037-07-20      | Floating      | 9.53%                 | Yes           |                  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      | $1005436.92   | 0.22%             | 2038-10-25      | Floating      | 6.37%                 | 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        |   1000000 | PA      | $982236.71    | 0.21%             | 2038-10-25      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                           | Ballyrock CLO Ltd., Series 2023-24A, Class DR                                                | CUSIP: 05875VAE2<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1751801.19   | 0.38%             | 2038-07-15      | Floating      | 9.67%                 | Yes           |                  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        |   1750000 | PA      | $1757151.33   | 0.38%             | 2038-10-20      | Floating      | 6.38%                 | 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        |   1000000 | PA      | $982191.97    | 0.21%             | 2038-10-20      | Floating      | 7.63%                 | 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      | $1000898.94   | 0.22%             | 2038-10-20      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2023-1A, Class D1R                                                  | CUSIP: 06762HAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005191.66   | 0.22%             | 2038-04-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2023-4A, Class FR                                                   | CUSIP: 06763NAG8<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $988952.05    | 0.21%             | 2039-01-20      | Floating      | 11.10%                | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2024-5A, Class D1                                                   | CUSIP: 06763YAL3<br>LEI: 25490047AECQPJIDJC73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005153.62   | 0.22%             | 2038-07-15      | Floating      | 6.67%                 | Yes           |                  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        |    750000 | PA      | $747352.46    | 0.16%             | 2038-01-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2025-8A, Class E                                                    | CUSIP: 06765KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $984665.82    | 0.21%             | 2039-01-15      | Floating      | 8.67%                 | 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        |    816825 | PA      | $817238.72    | 0.18%             | 2033-01-17      | Floating      | 4.66%                 | 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        |    500000 | PA      | $476610.41    | 0.10%             | 2035-01-24      | Floating      | 7.38%                 | 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        |   1000000 | PA      | $996105.43    | 0.22%             | 2037-10-20      | Floating      | 6.83%                 | 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      | $1002431.27   | 0.22%             | 2037-10-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class D1R                                 | CUSIP: 08182DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004878.18   | 0.44%             | 2038-04-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2021-23A, Class DR                                  | CUSIP: 08186VAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998356.93    | 0.22%             | 2034-04-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2021-23A, Class ER                                  | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003110.27   | 0.22%             | 2034-04-25      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2024-36A, Class D1                                  | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509354.54   | 0.33%             | 2038-01-25      | Floating      | 6.62%                 | 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        |   1000000 | PA      | $985189.49    | 0.21%             | 2034-07-25      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO Ltd.                                        | BlueMountain CLO Ltd., Series 2020-30A, Class DR                                             | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1246683.04   | 0.27%             | 2035-04-15      | Floating      | 6.97%                 | 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      | $-2213.95     | -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      | $-1480.53     | -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      | $-2951.93     | -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      | $-5165.88     | -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      | $-10980.33    | -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      | $44262.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2024-23A, Class D2R                                         | CUSIP: 11765CBC8<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.22%             | 2037-05-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 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      | $1000000.00   | 0.22%             | 2037-05-15      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2024-23A, Class ER                                          | CUSIP: 11765DAE3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002675.00   | 0.22%             | 2037-05-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2023-21A, Class ER                                          | CUSIP: 11766BAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994573.29    | 0.22%             | 2038-10-18      | Floating      | 8.93%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2024-22A, Class D                                           | CUSIP: 11766CAJ3<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999500.11    | 0.22%             | 2037-04-15      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2024-22A, Class E                                           | CUSIP: 11766EAA8<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009249.82   | 0.22%             | 2037-04-15      | Floating      | 10.80%                | 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      | $955822.27    | 0.21%             | 2038-01-20      | Floating      | 10.61%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2021-17RA, Class D1R                                        | CUSIP: 11766MAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1120407.54   | 0.24%             | 2038-01-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                     | Bryant Park Funding Ltd., Series 2023-20A, Class DR                                          | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995615.90    | 0.22%             | 2038-04-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                                    | CBAM Ltd., Series 2018-5A, Class D1R                                                         | CUSIP: 12516LAL9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1976591.84   | 0.43%             | 2038-10-17      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2021-4A, Class AR                                                  | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002648.42   | 0.22%             | 2037-07-23      | Floating      | 5.03%                 | Yes           |                  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        |   1000000 | PA      | $998233.00    | 0.22%             | 2039-04-16      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2017-4A, Class D                                                   | CUSIP: 12551KAA1<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506015.51   | 0.33%             | 2030-10-24      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| Canpack Group, Inc.                                          | CANPACK Group, Inc. / CANPACK SA                                                             | CUSIP: 13804MAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    370000 | PA      | $370369.00    | 0.08%             | 2031-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                          | Carlyle US CLO Ltd., Series 2026-2A, Class D                                                 | CUSIP: 142928AJ9<br>LEI: 2549008K66BXTSQHBB60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000084.31   | 0.22%             | 2039-04-20      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                          | Carlyle US CLO Ltd., Series 2026-2A, Class E                                                 | CUSIP: 142931AA2<br>LEI: 2549008K66BXTSQHBB60 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1017485.89   | 0.22%             | 2039-04-20      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.                    | Carlyle Global Market Strategies CLO Ltd., Series 2014-2RA, Class C                          | CUSIP: 14314LAL9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505620.00   | 0.33%             | 2031-05-15      | Floating      | 6.71%                 | Yes           |                  2 | 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      | $994414.33    | 0.22%             | 2035-04-15      | Floating      | 6.92%                 | 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      | $624228.97    | 0.14%             | 2038-01-23      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding CLO Ltd.                                       | Cedar Funding CLO Ltd., Series 2023-17A, Class D1R                                           | CUSIP: 15033PAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507960.85   | 0.33%             | 2038-07-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| CreekSource Dunes Creek CLO Ltd.                             | CreekSource Dunes Creek CLO Ltd., Series 2024-1A, Class E                                    | CUSIP: 225917AA1<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007322.82   | 0.22%             | 2038-01-15      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                                   | Crowdstrike Holdings, Inc.                                                                   | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    350000 | PA      | $333710.72    | 0.07%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                                         | DBUBS Mortgage Trust, Series 2011-LC3A, Class PM2                                            | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $86272.97     | 0.02%             | 2044-05-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden Senior Loan Fund, Series 2016-45A, Class DRR                                          | CUSIP: 26244MBE1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $979093.69    | 0.21%             | 2030-10-15      | Floating      | 6.72%                 | 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        |   1000000 | PA      | $1006667.79   | 0.22%             | 2030-07-18      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2019-80A, Class DR                                                   | CUSIP: 26245JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1238546.69   | 0.27%             | 2033-01-17      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2020-86A, Class SUB                                                  | CUSIP: 26246AAC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $759281.40    | 0.17%             | 2034-07-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden Senior Loan Fund, Series 2013-30A, Class FR                                           | CUSIP: 26249BBA8<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1003077 | PA      | $219489.75    | 0.05%             | 2028-11-15      | Floating      | 11.16%                | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2018-65A, Class D                                                    | CUSIP: 26251YAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754377.99    | 0.16%             | 2030-07-18      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2019-68A, Class DR                                                   | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978660.76    | 0.21%             | 2035-07-15      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2023-102A, Class D1R                                                 | CUSIP: 26253TAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002430.88   | 0.22%             | 2038-10-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2025-120A, Class D2                                                  | CUSIP: 26253YAN4<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002430.60   | 0.22%             | 2039-01-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2025-120A, Class D3                                                  | CUSIP: 26253YAQ7<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002402.92   | 0.22%             | 2039-01-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2025-120A, Class E                                                   | CUSIP: 26254EAA5<br>LEI: 254900RK37YYJANZLP58 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500775.40   | 0.33%             | 2039-01-15      | Floating      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2026-114A, Class E                                                   | CUSIP: 26254JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1020185.45   | 0.22%             | 2039-04-20      | Floating      | 10.13%                | 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        |   1750000 | PA      | $1754250.59   | 0.38%             | 2038-10-15      | Floating      | 6.67%                 | Yes           |                  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      | $937965.80    | 0.20%             | 2037-10-15      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2019-2A, Class FRR                                                  | CUSIP: 29001RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1831103.37   | 0.40%             | 2037-10-20      | Floating      | 11.50%                | 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        |   2500000 | PA      | $2506608.99   | 0.54%             | 2037-07-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2023-1A, Class D2R                                                  | CUSIP: 29001YAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $746785.87    | 0.16%             | 2038-04-17      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-7A, Class FR2                                                  | CUSIP: 29002BAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991104.54    | 0.22%             | 2039-01-20      | Floating      | 10.88%                | 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        |    500000 | PA      | $501322.63    | 0.11%             | 2037-07-18      | Floating      | 5.06%                 | 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        |   3000000 | PA      | $3007295.86   | 0.65%             | 2038-07-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-3A, Class ER2                                                  | CUSIP: 29002WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1518989.44   | 0.33%             | 2038-07-20      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-5A, Class D1R                                                  | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1485282.17   | 0.32%             | 2037-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-5A, Class FR                                                   | CUSIP: 29003CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1177000 | PA      | $1053211.29   | 0.23%             | 2037-10-15      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-3A, Class FR                                                   | CUSIP: 29003DAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $984826.20    | 0.21%             | 2037-04-20      | Floating      | 11.68%                | Yes           |                  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        |   2000000 | PA      | $1984963.11   | 0.43%             | 2038-04-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-1A, Class ER                                                   | CUSIP: 29003XAG8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2678440.03   | 0.58%             | 2038-10-20      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-1A, Class FR                                                   | CUSIP: 29003XAJ2<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2190933.01   | 0.48%             | 2038-10-20      | Floating      | 11.69%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2025-3A, Class F                                                    | CUSIP: 29004GAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1481813.61   | 0.32%             | 2038-03-22      | Floating      | 11.43%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-6A, Class ER2                                                  | CUSIP: 29004YAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $982442.61    | 0.21%             | 2038-10-17      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-1A, Class D1R                                                  | CUSIP: 29244CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507731.96   | 0.33%             | 2038-04-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-1A, Class ER                                                   | CUSIP: 29244NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1261606.07   | 0.27%             | 2038-04-25      | Floating      | 11.01%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Empower CLO Ltd., Series 2024-1A, Class D1R                                                  | CUSIP: 29244RAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.22%             | 2037-04-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2022-1A, Class D1R                                                  | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502908.86   | 0.33%             | 2037-10-20      | Floating      | 6.68%                 | 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        |   1000000 | PA      | $998066.75    | 0.22%             | 2039-01-20      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2023-3A, Class D2R                                                  | CUSIP: 29247KAZ0<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $994777.37    | 0.22%             | 2039-01-20      | Floating      | 7.62%                 | 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      | $978899.52    | 0.21%             | 2039-01-20      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                             | Empower CLO Ltd., Series 2025-1A, Class D2                                                   | CUSIP: 29249DAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998783.34    | 0.22%             | 2038-07-20      | Floating      | 8.18%                 | Yes           |                  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        |  70212545 | NS      | $70212545.36  | 15.26%            |  |  |  | No            |                  1 | 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      | $1292148.31   | 0.28%             | 2035-04-15      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                         | 522 Funding CLO Ltd., Series 2020-6A, Class DR                                               | CUSIP: 33835AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1188353.76   | 0.26%             | 2034-10-23      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                         | 522 Funding CLO Ltd., Series 2020-6A, Class F                                                | CUSIP: 33835BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $709900.00    | 0.15%             | 2034-10-23      | Floating      | 11.97%                | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd.                                            | Flatiron CLO Ltd., Series 2017-1A, Class SUB                                                 | CUSIP: 33882FAB6<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |   5425000 | PA      | $542.50       | 0.00%             | 2030-05-15      | Variable      | 0.00%                 | Yes           |                  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      | $1455468.96   | 0.32%             | 2038-11-20      | Floating      | 8.91%                 | Yes           |                  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        |   3775407 | PA      | $3320330.97   | 0.72%             | 2034-11-05      | Fixed         | 2.95%                 | 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      | $965041.31    | 0.21%             | 2039-01-20      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| Gartner, Inc.                                                | Gartner, Inc.                                                                                | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    470000 | PA      | $442554.01    | 0.10%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd.                                       | Kennedy Lewis CLO Ltd., Series 7A, Class D1R                                                 | CUSIP: 37149LAU1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1225199.52   | 0.27%             | 2037-04-22      | Floating      | 7.66%                 | 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        |    675000 | PA      | $631214.37    | 0.14%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO Ltd.                       | GoldenTree Loan Management US CLO Ltd., Series 2021-9A, Class FR                             | CUSIP: 38138HAJ6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $978168.03    | 0.21%             | 2037-04-20      | Floating      | 12.14%                | Yes           |                  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        |   1000000 | PA      | $1000263.73   | 0.22%             | 2039-04-17      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital CLO Ltd.                                       | Golub Capital CLO Ltd., Series 2026-88A, Class D2                                            | CUSIP: 38190MAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.22%             | 2039-04-17      | Floating      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital CLO Ltd.                                       | Golub Capital CLO Ltd., Series 2026-88A, Class E                                             | CUSIP: 38190NAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003706.26   | 0.22%             | 2039-04-17      | Floating      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | Graphic Packaging International LLC                                                          | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1191823.72   | 0.26%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Grippen Park CLO Ltd.                                        | Grippen Park CLO Ltd., Series 2017-1A, Class SUB                                             | CUSIP: 39862DAB2<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $0.00         | 0.00%             | 2030-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd.                              | Highbridge Loan Management Ltd., Series 12A-18, Class SUB                                    | CUSIP: 40437CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $11900.00     | 0.00%             | 2031-07-18      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                    | HAH Group Holding Co. LLC                                                                    | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    732000 | PA      | $670514.49    | 0.15%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Howden UK Refinance plc                                      | Howden UK Refinance plc / Howden UK Refinance 2 plc / Howden US Refinance LLC                | CUSIP: 44287DAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    550000 | PA      | $525749.13    | 0.11%             | 2032-02-15      | Fixed         | 8.12%                 | 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        |   1250000 | PA      | $1254671.73   | 0.27%             | 2030-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                         | IHO Verwaltungs GmbH                                                                         | CUSIP: 44963BAJ7<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |    265000 | PA      | $269649.03    | 0.06%             | 2033-05-15      | Fixed         | 7.37%                 | Yes           |                  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        |   1000000 | PA      | $1004884.96   | 0.22%             | 2039-04-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                          | Invesco US CLO Ltd., Series 2025-3A, Class D2                                                | CUSIP: 46092FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498867.73    | 0.11%             | 2038-10-15      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                          | Invesco US CLO Ltd., Series 2023-2A, Class ER                                                | CUSIP: 46147LAE0<br>LEI: 2549000VWIHWVWECHQ22 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1008718.44   | 0.22%             | 2038-04-21      | Floating      | 11.55%                | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                          | Invesco US CLO Ltd., Series 2025-1A, Class D                                                 | CUSIP: 46151MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1603887.81   | 0.35%             | 2038-07-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                          | Invesco US CLO Ltd., Series 2025-2A, Class D                                                 | CUSIP: 46151RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1503647.73   | 0.33%             | 2038-07-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                              | Traverse Midstream Partners LLC, First Lien, Advance Term Loan                               | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    873959 | PA      | $876252.83    | 0.19%             | 2028-02-16      | Variable      | 6.17%                 | 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      | $1005352.81   | 0.22%             | 2038-10-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                       | KKR Financial CLO Ltd., Series 2013-1A, Class D2R3                                           | CUSIP: 48249VBS9<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004892.20   | 0.22%             | 2038-10-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                       | LifePoint Health, Inc.                                                                       | CUSIP: 53219LBA6<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    635000 | PA      | $619862.86    | 0.13%             | 2034-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                               | Magnetite Ltd., Series 2020-26A, Class D1R2                                                  | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1232651.14   | 0.27%             | 2038-01-25      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                               | Magnetite Ltd., Series 2020-27A, Class D1RR                                                  | CUSIP: 55955EBC1<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991863.20    | 0.22%             | 2038-10-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                               | Magnetite Ltd., Series 2021-29A, Class AR                                                    | CUSIP: 55955KAL8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005267.16   | 0.44%             | 2037-07-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Ltd.                                               | Magnetite Ltd., Series 2020-28A, Class D1RR                                                  | CUSIP: 55955LBA9<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995798.42    | 0.22%             | 2038-01-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |      6465 | NS      | $300622.50    | 0.07%             |  |  |  | No            |                  3 | On Loan: No      |
| Correct Care Solutions Group Holdings LLC                    | Correct Care Solutions Group Holdings LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |       395 | NS      | $197.69       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Wellpath Recovery Solutions LLC                              | Wellpath Recovery Solutions LLC                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |       106 | NS      | $2323.20      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Correct Care Solutions Group Holdings LLC                    | Correct Care Solutions Group Holdings LLC                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             |  | RF                | US        |       395 | NS      | $5535.32      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Signal Peak CLO Ltd.                                         | Signal Peak CLO Ltd., Series 2017-4A, Class SUB                                              | CUSIP: 56846YAE5<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   5121212 | PA      | $235140.09    | 0.05%             | 2034-10-26      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| McAfee Corp.                                                 | McAfee Corp.                                                                                 | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    600000 | PA      | $486794.64    | 0.11%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO Ltd.                                               | Menlo CLO Ltd., Series 2025-3A, Class D                                                      | CUSIP: 58682NAG7<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008998.70   | 0.22%             | 2038-10-16      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO Ltd.                                               | Menlo CLO Ltd., Series 2024-1A, Class A1                                                     | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503457.31   | 0.33%             | 2038-01-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO Ltd.                                               | Menlo CLO Ltd., Series 2024-1A, Class D1                                                     | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1385784.98   | 0.30%             | 2038-01-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO Ltd.                                               | Menlo CLO Ltd., Series 2025-2A, Class D1                                                     | CUSIP: 586916AE8<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1516171.70   | 0.33%             | 2038-04-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                          | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class SUB                               | CUSIP: 61773LAC4<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   5060500 | PA      | $1558453.58   | 0.34%             | 2037-10-23      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                          | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class ER                                | CUSIP: 61773LAE0<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $969246.45    | 0.21%             | 2037-10-23      | Floating      | 9.73%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                          | Morgan Stanley Eaton Vance CLO Ltd., Series 2022-18A, Class D1R                              | CUSIP: 617924AU9<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990322.95    | 0.22%             | 2037-10-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                          | Morgan Stanley Eaton Vance CLO Ltd., Series 2022-18A, Class ER                               | CUSIP: 617925AE2<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1418834.87   | 0.31%             | 2037-10-20      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                          | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-19A, Class D1R                              | CUSIP: 617934AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004324.55   | 0.22%             | 2038-07-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                          | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-19A, Class D2R                              | CUSIP: 617934AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $968207.72    | 0.21%             | 2038-07-15      | Floating      | 8.17%                 | 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        |    750000 | PA      | $729428.41    | 0.16%             | 2034-10-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Mountain View CLO Ltd.                                       | Mountain View CLO Ltd., Series 2019-2A, Class DR                                             | CUSIP: 62432PBC5<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985702.72    | 0.21%             | 2037-07-15      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                     | NGL Energy Operating LLC / NGL Energy Finance Corp.                                          | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1037062.83   | 0.23%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-36RA, Class A                           | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501096.94   | 0.33%             | 2039-07-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2024-55A, Class E                            | CUSIP: 640982AA2<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1250000.00   | 0.27%             | 2038-04-22      | Floating      | 10.16%                | 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        |   1750000 | PA      | $1740432.99   | 0.38%             | 2039-04-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2018-27A, Class ER                           | CUSIP: 64131UAL5<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1175000 | PA      | $1149766.00   | 0.25%             | 2038-07-15      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2018-27A, Class D2R                          | CUSIP: 64131WAY3<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $985171.80    | 0.21%             | 2038-07-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2019-33A, Class D2R2                         | CUSIP: 64132TBC6<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998853.84    | 0.22%             | 2039-04-16      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2021-41A, Class DR                           | CUSIP: 64134BAQ3<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986941.12    | 0.21%             | 2034-04-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd.                                    | Neuberger Berman CLO Ltd., Series 2019-32RA, Class D1                                        | CUSIP: 64135XAG6<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996529.81   | 0.43%             | 2039-07-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd.                                        | New Mountain CLO Ltd., Series CLO-1A, Class DRR                                              | CUSIP: 64755RBJ1<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503649.93   | 0.33%             | 2038-01-15      | Floating      | 6.52%                 | 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      | $993674.73    | 0.22%             | 2039-04-22      | Floating      | 9.01%                 | 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        |   1000000 | PA      | $997932.37    | 0.22%             | 2039-04-22      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| PODS LLC                                                     | PODS LLC, First Lien, Term Loan                                                              | CUSIP: 73044EAB0<br>LEI: 984500EC4ZCD5U1SDF04 | Long             | LON              | CORP              | US        |    721662 | PA      | $721081.53    | 0.16%             | 2028-03-31      | Variable      | 6.77%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                       | XPLR Infrastructure LP                                                                       | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    700000 | PA      | $698250.00    | 0.15%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| EAB Global, Inc.                                             | EAB Global, Inc., First Lien, Term Loan                                                      | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    740554 | PA      | $657426.95    | 0.14%             | 2030-08-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                              | Northriver Midstream Finance LP                                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    425000 | PA      | $436443.13    | 0.09%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2014-5A, Class CR                                                       | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $2061840.18   | 0.45%             | 2031-04-26      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd.                                                    | OZLM Ltd., Series 2014-6A, Class CT                                                          | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757363.24   | 0.38%             | 2031-04-17      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd.                                                    | OZLM Ltd., Series 2014-6A, Class DS                                                          | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1445795.00   | 0.31%             | 2031-04-17      | Floating      | 9.99%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd.                                                    | OZLM Ltd., Series 2018-20A, Class C                                                          | CUSIP: 67112MAG0<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005852.94   | 0.22%             | 2031-04-20      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                 | OCP CLO Ltd., Series 2021-22A, Class D1R                                                     | CUSIP: 67117TAU9<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503652.00   | 0.33%             | 2037-10-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                                  | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003860.64   | 0.44%             | 2038-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2023-2A, Class D1R                                                  | CUSIP: 67401QAU0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503647.93   | 0.33%             | 2038-07-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2023-2A, Class ER                                                   | CUSIP: 67402AAE0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980695.44    | 0.21%             | 2038-07-20      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2022-1A, Class DR                                                   | CUSIP: 67402LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001759.02   | 0.22%             | 2038-07-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2024-25A, Class A                                                   | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013365.46   | 0.87%             | 2037-04-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Medical Solutions Holdings, Inc.                             | Medical Solutions Holdings, Inc., First Lien, Term Loan                                      | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1714479 | PA      | $283969.12    | 0.06%             | 2028-11-01      | Variable      | 7.26%                 | No            |                  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        |   1000000 | PA      | $1000000.00   | 0.22%             | 2037-04-23      | Fixed         | 9.05%                 | Yes           |                  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      | $895000.00    | 0.19%             | 2037-04-23      | Floating      | 10.43%                | Yes           |                  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        |   1305000 | PA      | $1315496.01   | 0.29%             | 2037-07-20      | Floating      | 9.93%                 | 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        |    800000 | PA      | $804321.96    | 0.17%             | 2038-10-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd.                             | Octagon Investment Partners Ltd., Series 2013-1A, Class DR2                                  | CUSIP: 67590GBQ1<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1055000 | PA      | $1055000.53   | 0.23%             | 2031-01-25      | Floating      | 6.43%                 | 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      | $973540.85    | 0.21%             | 2034-10-15      | Floating      | 7.03%                 | Yes           |                  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      | $968364.59    | 0.21%             | 2035-05-15      | Floating      | 7.35%                 | Yes           |                  2 | On Loan: No      |
| Octagon Ltd.                                                 | Octagon Ltd., Series 2023-1A, Class D1R                                                      | CUSIP: 675949AY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005420.06   | 0.22%             | 2038-10-20      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon Ltd.                                                 | Octagon Ltd., Series 2023-1A, Class ER                                                       | CUSIP: 675950AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994874.84    | 0.22%             | 2038-10-20      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding Ltd.                                      | OHA Credit Funding Ltd., Series 2021-8A, Class D1R                                           | CUSIP: 67707GBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1985711.30   | 0.43%             | 2038-01-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Vision Solutions, Inc.                                       | Vision Solutions, Inc., First Lien, New Term Loan, B                                         | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    573000 | PA      | $456251.25    | 0.10%             | 2028-04-24      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Palmer Square Credit Opportunities ETF                       | Palmer Square Credit Opportunities ETF                                                       | CUSIP: 696930106<br>LEI: 529900LY0Z76U5AEGV09 | Long             |  | RF                | US        |     51891 | NS      | $1074143.70   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square CLO Senior Debt ETF                            | Palmer Square CLO Senior Debt ETF                                                            | CUSIP: 696930205<br>LEI: 529900TABPQS963SOB46 | Long             |  | RF                | US        |     12977 | NS      | $266857.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Penn Entertainment, Inc.                                     | Penn Entertainment, Inc.                                                                     | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $642845.57    | 0.14%             | 2029-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Barracuda Networks, Inc.                                     | Barracuda Networks, Inc., First Lien, Initial Term Loan                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    725625 | PA      | $500822.75    | 0.11%             | 2029-08-15      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2024-2A, Class A1                                                      | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004601.89   | 0.44%             | 2038-01-20      | Floating      | 5.10%                 | 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      | $990485.57    | 0.22%             | 2035-04-20      | Floating      | 6.78%                 | 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        |   1500000 | PA      | $1503651.64   | 0.33%             | 2038-10-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class ER                                                      | CUSIP: 73743DAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1989409.78   | 0.43%             | 2038-10-20      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2024-1A, Class E                                                       | CUSIP: 73743FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006217.97   | 0.22%             | 2037-04-20      | Floating      | 10.48%                | Yes           |                  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        |    900000 | PA      | $903943.33    | 0.20%             | 2039-01-20      | Floating      | 7.60%                 | 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      | $993762.87    | 0.22%             | 2039-01-20      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                      | RR Ltd., Series 2020-8A, Class C2R2                                                          | CUSIP: 74980FBN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998446.30    | 0.22%             | 2039-01-15      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                      | RR Ltd., Series 2024-36RA, Class C1R                                                         | CUSIP: 74989AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2261656.11   | 0.49%             | 2040-01-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                     | Radiology Partners, Inc.                                                                     | CUSIP: 75041VAC8<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |    550675 | PA      | $501802.59    | 0.11%             | 2030-02-15      | Fixed         | 9.78%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Finance LLC                                         | INEOS US Finance LLC, First Lien, 2030 Dollar Term Loan                                      | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    451549 | PA      | $421633.63    | 0.09%             | 2030-02-18      | Variable      | 6.90%                 | No            |                  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        |   1750000 | PA      | $1092122.36   | 0.24%             | 2034-04-20      | Floating      | 12.41%                | Yes           |                  2 | On Loan: No      |
| Recette CLO Ltd.                                             | Recette CLO Ltd., Series 2015-1A, Class YRR                                                  | CUSIP: 75620RAH5<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $27350.78     | 0.01%             | 2034-04-20      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2017-3A, Class AR                                               | CUSIP: 75884BAL2<br>LEI: 549300E2FIIBY7XTJE98 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006145.12   | 0.44%             | 2037-07-17      | Floating      | 5.16%                 | Yes           |                  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        |   1250000 | PA      | $1156262.81   | 0.25%             | 2034-06-20      | Floating      | 10.09%                | 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        |   1500000 | PA      | $1501124.29   | 0.33%             | 2034-06-20      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2020-1A, Class SUB                                              | CUSIP: 75888DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $6707383.30   | 1.46%             | 2037-10-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2017-1A, Class D1R                                              | CUSIP: 75888KAU8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.22%             | 2037-04-17      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2017-1A, Class D2R                                              | CUSIP: 75888KAW4<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $491499.60    | 0.11%             | 2037-04-17      | Floating      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2019-1A, Class SUB                                              | CUSIP: 75888LAC6<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $5890905.20   | 1.28%             | 2032-10-15      | Variable      | 0.00%                 | 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      | $978764.08    | 0.21%             | 2039-04-15      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2021-5A, Class D2R                                              | CUSIP: 75889HAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983808.46    | 0.21%             | 2038-01-20      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2023-2A, Class D2R                                              | CUSIP: 75900QAY1<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $980860.87    | 0.21%             | 2039-01-25      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2023-2A, Class D3R                                              | CUSIP: 75900QBA2<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1472481.89   | 0.32%             | 2039-01-25      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                       | INEOS US Petrochem LLC, First Lien, 2030 Dollar Term Loan, B                                 | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437625 | PA      | $394956.56    | 0.09%             | 2030-03-14      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                             | Riserva CLO Ltd., Series 2016-3A, Class FRR                                                  | CUSIP: 76761TAJ4<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $351632.40    | 0.08%             | 2034-01-18      | Floating      | 12.45%                | Yes           |                  2 | On Loan: No      |
| EP Purchaser LLC                                             | EP Purchaser LLC, First Lien, 2023 Incremental Term Loan                                     | CUSIP: 26881KAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    641532 | PA      | $424787.35    | 0.09%             | 2028-11-06      | Variable      | 8.29%                 | No            |                  2 | On Loan: No      |
| RR Ltd.                                                      | RR Ltd., Series 2022-21A, Class DR                                                           | CUSIP: 78090GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $993575.47    | 0.22%             | 2039-07-15      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                      | RR Ltd., Series 2022-23A, Class SUB                                                          | CUSIP: 78111FAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  20000000 | PA      | $9537133.62   | 2.07%             | 2123-10-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EnergySolutions LLC                                          | EnergySolutions LLC, First Lien, Initial Term Loan                                           | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    409749 | PA      | $411926.34    | 0.09%             | 2030-09-23      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| CPM Holdings, Inc.                                           | CPM Holdings, Inc., First Lien, Initial Term Loan                                            | CUSIP: 12620BAR1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    488750 | PA      | $489800.81    | 0.11%             | 2028-09-28      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Scientific Games Holdings LP                                 | Scientific Games Holdings LP / Scientific Games US FinCo, Inc.                               | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $781280.35    | 0.17%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sculptor CLO Ltd.                                            | Sculptor CLO Ltd., Series 29A, Class D2R                                                     | CUSIP: 81124EAY6<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976606.89    | 0.21%             | 2038-07-22      | Floating      | 8.01%                 | Yes           |                  2 | On Loan: No      |
| Sculptor CLO Ltd.                                            | Sculptor CLO Ltd., Series 30A, Class ER                                                      | CUSIP: 81124PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $954125.15    | 0.21%             | 2038-07-20      | Floating      | 10.50%                | Yes           |                  2 | On Loan: No      |
| OMNIA Partners LLC                                           | OMNIA Partners LLC, First Lien, Term Loan, C                                                 | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    491294 | PA      | $494671.34    | 0.11%             | 2032-12-31      | Variable      | 6.43%                 | No            |                  2 | On Loan: No      |
| Zelis Cost Management Buyer, Inc.                            | Zelis Cost Management Buyer, Inc., First Lien, Term Loan, B2                                 | CUSIP: 98932TAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735000 | PA      | $727955.03    | 0.16%             | 2029-09-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Autokiniton US Holdings, Inc.                                | Autokiniton US Holdings, Inc., First Lien, Term Loan, B                                      | CUSIP: 05278HAC0<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    722017 | PA      | $715623.59    | 0.16%             | 2028-04-06      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                    | UKG, Inc., First Lien, Initial Term Loan                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    727392 | PA      | $703119.24    | 0.15%             | 2031-02-10      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                            | 720 East CLO Ltd., Series 2022-1A, Class SUB                                                 | CUSIP: 81785CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2577356.06   | 0.56%             | 2038-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                                            | 720 East CLO Ltd., Series 2023-IA, Class DR                                                  | CUSIP: 81785EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501012.00    | 0.11%             | 2038-04-15      | Floating      | 7.67%                 | 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        |   1000000 | PA      | $998384.92    | 0.22%             | 2038-10-15      | Floating      | 6.42%                 | Yes           |                  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      | $1095644.45   | 0.24%             | 2038-10-15      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                          | Shackleton CLO Ltd., Series 2019-14A, Class DRR                                              | CUSIP: 81880XBC5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750425.21    | 0.16%             | 2034-07-20      | Floating      | 6.68%                 | 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        |   1500000 | PA      | $1391797.33   | 0.30%             | 2034-07-20      | Floating      | 9.58%                 | 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        |   1000000 | PA      | $1005925.24   | 0.22%             | 2031-04-13      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                      | Summer BC Holdco B SARL, First Lien, Extended Term Loan, B                                   | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    748096 | PA      | $636113.89    | 0.14%             | 2029-02-15      | Variable      | 8.96%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO Ltd.                                         | Signal Peak CLO Ltd., Series 2018-5A, Class D1R                                              | CUSIP: 82666VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991348.86    | 0.22%             | 2037-04-25      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO Ltd.                                         | Signal Peak CLO Ltd., Series 2017-4A, Class BR2                                              | CUSIP: 82667EAQ4<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003128.86   | 0.22%             | 2034-10-26      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO Ltd.                                        | Silver Point CLO Ltd., Series 2023-2A, Class D1R                                             | CUSIP: 82808EAY7<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1493641.90   | 0.32%             | 2038-04-20      | Floating      | 6.83%                 | Yes           |                  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      | $2003900.19   | 0.44%             | 2038-10-15      | Floating      | 4.98%                 | Yes           |                  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      | $2005723.00   | 0.44%             | 2038-03-31      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO Ltd.                                        | Silver Point CLO Ltd., Series 2025-9A, Class E                                               | CUSIP: 82810LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981842.61    | 0.21%             | 2038-03-31      | Floating      | 10.57%                | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO Ltd.                                        | Sixth Street CLO Ltd., Series 2024-26A, Class SUB                                            | CUSIP: 829935AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $7156282.54   | 1.56%             | 2037-10-18      | Variable      | 0.00%                 | Yes           |                  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        |   2325000 | PA      | $2321892.13   | 0.50%             | 2038-04-21      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Rohm Holding GmbH                                            | Rohm Holding GmbH, First Lien, Term Loan                                                     | CUSIP: D7000LAC8<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    501861 | PA      | $576071.24    | 0.13%             | 2029-01-31      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Rohm Holding GmbH                                            | Rohm Holding GmbH, First Lien, Term Loan                                                     | CUSIP: D7000LAD6<br>LEI: N/A                  | Long             | LON              | CORP              | DE        |    496220 | PA      | $473272.35    | 0.10%             | 2029-01-31      | Variable      | 9.13%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO Ltd.                                         | Sound Point CLO Ltd., Series 2018-2A, Class D                                                | CUSIP: 83611JAG0<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001172.01   | 0.22%             | 2031-07-26      | Floating      | 6.93%                 | Yes           |                  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        |   1000000 | PA      | $942418.04    | 0.20%             | 2034-10-25      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Altium Packaging LLC                                         | Altium Packaging LLC, First Lien, 2024 Refinancing Term Loan                                 | CUSIP: 20902CAX8<br>LEI: 549300FG8OPBIML5F686 | Long             | LON              | CORP              | US        |    748096 | PA      | $731264.28    | 0.16%             | 2031-06-11      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                                | White Cap Supply Holdings LLC, First Lien, Term Loan, C                                      | CUSIP: 96350TAH3<br>LEI: 254900L2N0T6GULCL366 | Long             | LON              | CORP              | US        |    750000 | PA      | $747723.75    | 0.16%             | 2029-10-19      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ovg Business Services LLC                                    | Ovg Business Services LLC, First Lien, Initial Term Loan                                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1106944 | PA      | $1109710.87   | 0.24%             | 2031-06-25      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco, Inc.                                          | Mermaid Bidco, Inc., First Lien, USD Term Loan, B                                            | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    496222 | PA      | $486917.50    | 0.11%             | 2031-07-03      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| B&G Foods, Inc.                                              | B&G Foods, Inc., First Lien, Term Loan, B5                                                   | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    492500 | PA      | $476956.70    | 0.10%             | 2029-10-10      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| UGI Energy Services LLC                                      | UGI Energy Services LLC, First Lien, Initial Term Loan                                       | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    451409 | PA      | $454794.95    | 0.10%             | 2030-02-22      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Leia Finco US LLC                                            | Darktrace Finco US LLC, First Lien, Initial Term Loan                                        | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    742500 | PA      | $699965.89    | 0.15%             | 2031-10-09      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| A-AP Buyer, Inc.                                             | A-AP Buyer, Inc., First Lien, Initial Term Loan                                              | CUSIP: 00036FAB0<br>LEI: 254900BOO8W9IR1VYO11 | Long             | LON              | CORP              | US        |    740625 | PA      | $744639.19    | 0.16%             | 2031-09-09      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                             | Star Holding LLC                                                                             | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1225899.60   | 0.27%             | 2031-08-01      | Fixed         | 8.75%                 | 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      | $62673.33     | 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      | $-1239.00     | -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      | $24124.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nouryon Finance BV                                           | Nouryon Finance BV, First Lien, November 2024 Dollar Term Loan, B1                           | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    477819 | PA      | $475728.89    | 0.10%             | 2028-04-03      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| TCP Sunbelt Acquisition Co.                                  | TCP Sunbelt Acquisition Co., First Lien, Initial Term Loan                                   | CUSIP: 87233DAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740625 | PA      | $741550.78    | 0.16%             | 2031-10-24      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                               | Raven Acquisition Holdings LLC, First Lien, 2024 Delayed Draw Term Loan                      | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $49772.50     | 0.01%             | 2031-11-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                               | Raven Acquisition Holdings LLC, First Lien, Initial Term Loan                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    693000 | PA      | $689846.85    | 0.15%             | 2031-11-19      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Clover Holdings 2 LLC                                        | Clover Holdings 2 LLC, First Lien, Initial Term Loan                                         | CUSIP: 18914DAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    562500 | PA      | $549140.63    | 0.12%             | 2031-12-09      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                     | Project Alpha Intermediate Holding, Inc., Second Lien, Initial Term Loan                     | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $304065.00    | 0.07%             | 2033-05-09      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                     | Project Alpha Intermediate Holding, Inc., First Lien, Second Amendment Refinancing Term Loan | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735056 | PA      | $580694.44    | 0.13%             | 2030-10-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Sophos Holdings LLC                                          | Sophos Holdings LLC, First Lien, Dollar Term Loan                                            | CUSIP: 86875TAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748017 | PA      | $726044.14    | 0.16%             | 2027-03-05      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Grinding Media, Inc.                                         | Grinding Media, Inc., First Lien, Term Loan, B                                               | CUSIP: 39854KAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736851 | PA      | $738232.49    | 0.16%             | 2028-10-12      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Thayer Park CLO Ltd.                                         | Thayer Park CLO Ltd., Series 2017-1A, Class ER                                               | CUSIP: 88330PAG5<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $745439.09    | 0.16%             | 2034-04-20      | Floating      | 12.81%                | Yes           |                  2 | On Loan: No      |
| THL Credit Wind River CLO Ltd.                               | THL Credit Wind River CLO Ltd., Series 2014-2A, Class DR                                     | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005901.11   | 0.22%             | 2031-01-15      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                          | Wind River CLO Ltd., Series 2014-3A, Class DR2                                               | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754998.26    | 0.16%             | 2031-10-22      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Phoenix Guarantor, Inc.                                      | Phoenix Guarantor, Inc., First Lien, Term Loan, B5                                           | CUSIP: 71913BAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    735056 | PA      | $738393.41    | 0.16%             | 2031-02-21      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Renaissance Holdings Corp.                                   | Renaissance Holdings Corp., First Lien, 2024-2 Term Loan, B                                  | CUSIP: 75972JAK0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    731292 | PA      | $499629.80    | 0.11%             | 2030-04-05      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| CRC Insurance Group LLC                                      | CRC Insurance Group LLC, First Lien, Term Loan, B                                            | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $746250.00    | 0.16%             | 2031-05-06      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| Whatabrands LLC                                              | Whatabrands LLC, First Lien, 2024-2 Refinancing Term Loan, B                                 | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    722146 | PA      | $724229.88    | 0.16%             | 2028-08-03      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Tronox Finance LLC                                           | Tronox Finance LLC, First Lien, 2024 Term Loan, B2                                           | CUSIP: 89705DAQ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1050000 | PA      | $929775.00    | 0.20%             | 2029-04-04      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                 | Acrisure LLC, First Lien, Term Loan, B6                                                      | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    723696 | PA      | $714107.42    | 0.16%             | 2030-11-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Grant Thornton Advisors LLC                                  | Grant Thornton Advisors LLC, First Lien, 2025 Incremental Term Loan                          | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738801 | PA      | $717487.07    | 0.16%             | 2031-06-02      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Clarios Global LP                                            | Clarios Global LP, First Lien, Amendment No. 6 Dollar Term Loan                              | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    497500 | PA      | $500507.39    | 0.11%             | 2032-01-28      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas, Inc.                                         | Hunter Douglas, Inc., First Lien, Term Loan, B1                                              | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $489958.00    | 0.11%             | 2032-01-16      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                           | Gloves Buyer, Inc., First Lien, Initial Term Loan                                            | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $747104.46    | 0.16%             | 2032-05-21      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Great Outdoors Group LLC                                     | Great Outdoors Group LLC, First Lien, Term Loan, B                                           | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    568944 | PA      | $573282.61    | 0.12%             | 2032-01-23      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| HUB International Ltd.                                       | HUB International Ltd., First Lien, 2025 Incremental Term Loan, B                            | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    417761 | PA      | $419254.13    | 0.09%             | 2030-06-20      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Ascend Learning LLC                                          | Ascend Learning LLC, First Lien, Initial Term Loan                                           | CUSIP: 04349HAN4<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    744361 | PA      | $732663.27    | 0.16%             | 2028-12-11      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| OneDigital Borrower LLC                                      | OneDigital Borrower LLC, First Lien, 2025 Refinancing Term Loan, B                           | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736875 | PA      | $728032.50    | 0.16%             | 2031-07-02      | Variable      | 6.65%                 | No            |                  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        |   1000000 | PA      | $1000277.75   | 0.22%             | 2038-04-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Nexus Buyer LLC                                              | Nexus Buyer LLC, First Lien, Initial Term Loan                                               | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    738792 | PA      | $725789.40    | 0.16%             | 2031-07-31      | Variable      | 7.15%                 | No            |                  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        |   1950000 | PA      | $1956787.10   | 0.43%             | 2037-07-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Genuine Financial Holdings LLC                               | Genuine Financial Holdings LLC, First Lien, 2025 Replacement Term Loan                       | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    731367 | PA      | $677063.18    | 0.15%             | 2030-09-27      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2023-23A, Class D1R                                                | CUSIP: 89642TAU7<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1002433.48   | 0.22%             | 2038-10-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2025-34A, Class D1                                                 | CUSIP: 89643KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507691.73   | 0.33%             | 2038-04-22      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2025-34A, Class E                                                  | CUSIP: 89643LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $759532.79    | 0.17%             | 2038-04-22      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| NAB Holdings LLC                                             | NAB Holdings LLC, First Lien, 2025 Refinancing Term Loan                                     | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    722142 | PA      | $676560.34    | 0.15%             | 2028-11-24      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| HP PHRG Borrower LLC                                         | HP PHRG Borrower LLC, First Lien, Closing Date Term Loan                                     | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744375 | PA      | $742052.55    | 0.16%             | 2032-02-20      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Cotiviti, Inc.                                               | Cotiviti, Inc., First Lien, Amendment No. 2 Term Loan                                        | CUSIP: 22164MAF4<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |    746241 | PA      | $687339.83    | 0.15%             | 2032-03-26      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| TK Elevator Midco GmbH                                       | TK Elevator Midco GmbH, First Lien, Term Loan, B1                                            | CUSIP: D9000BAJ1<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | DE        |    495019 | PA      | $499798.13    | 0.11%             | 2030-04-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| UKG, Inc.                                                    | UKG, Inc.                                                                                    | CUSIP: 90279XAA0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | DBT              | CORP              | US        |    625000 | PA      | $608824.01    | 0.13%             | 2031-02-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc., First Lien, First Out Term Loan                             | CUSIP: 00900YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67348 | PA      | $66590.41     | 0.01%             | 2030-03-11      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| Aimbridge Acquisition Co., Inc.                              | Aimbridge Acquisition Co., Inc., First Lien, Second Out Term Loan                            | CUSIP: 00900YAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     71668 | PA      | $70593.11     | 0.02%             | 2030-03-11      | Variable      | 11.28%                | No            |                  2 | On Loan: No      |
| Recovery Solutions Parent LLC                                | Recovery Solutions Parent LLC, First Lien, Term Loan                                         | CUSIP: 75627HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15722 | PA      | $15748.28     | 0.00%             | 2030-01-28      | Variable      | 11.20%                | No            |                  2 | On Loan: No      |
| EW Scripps Co. (The)                                         | EW Scripps Co. (The), First Lien, Term Loan, B2                                              | CUSIP: 26928BAQ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    586811 | PA      | $591945.76    | 0.13%             | 2028-06-30      | Variable      | 9.53%                 | No            |                  2 | On Loan: No      |
| Ivanti Software, Inc.                                        | Ivanti Software, Inc., First Lien, Initial Term Loan                                         | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    117500 | PA      | $117695.93    | 0.03%             | 2029-06-01      | Variable      | 9.41%                 | No            |                  2 | On Loan: No      |
| VM Consolidated, Inc.                                        | VM Consolidated, Inc.                                                                        | CUSIP: 91835HAA0<br>LEI: 549300GCTGJLEBXJUK89 | Long             | DBT              | CORP              | US        |    550000 | PA      | $539613.86    | 0.12%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ivanti Software, Inc.                                        | Ivanti Software, Inc., First Lien, 2025-1 Fourth Amendment Refinancing Term Loan             | CUSIP: 46583DAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    638154 | PA      | $427030.03    | 0.09%             | 2029-06-01      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| New WPCC Parent LLC                                          | New WPCC Parent LLC, First Lien, Term Loan                                                   | CUSIP: 64929VAA3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1021 | PA      | $1013.46      | 0.00%             | 2030-05-09      | Variable      | 13.15%                | No            |                  2 | On Loan: No      |
| Dedalus Finance GmbH                                         | Dedalus Finance GmbH, First Lien, Senior Extension Term Loan, B2                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    800000 | PA      | $939741.55    | 0.20%             | 2030-05-06      | Variable      | 5.86%                 | 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        |   1000000 | PA      | $1004020.89   | 0.22%             | 2032-07-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                   | First Eagle Holdings, Inc., First Lien, Initial Term Loan                                    | CUSIP: 32009UAD9<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    639023 | PA      | $638314.12    | 0.14%             | 2032-08-16      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| First Eagle Holdings, Inc.                                   | First Eagle Holdings, Inc., First Lien, Delayed Draw Term Loan                               | CUSIP: 32009UAE7<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |    109375 | PA      | $109253.59    | 0.02%             | 2032-08-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Inmar, Inc.                                                  | Inmar, Inc., First Lien, 2025 Term Loan                                                      | CUSIP: 45763FAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744361 | PA      | $712104.01    | 0.15%             | 2031-10-30      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                             | Proofpoint, Inc., First Lien, 2024 Refinancing Term Loan                                     | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740554 | PA      | $720303.70    | 0.16%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                     | Virgin Media Finance plc                                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $675028.88    | 0.15%             | 2030-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Radiology Partners, Inc.                                     | Radiology Partners, Inc., First Lien, Term Loan, B                                           | CUSIP: 75041EAN2<br>LEI: 549300SFTAG2177WUZ08 | Long             | LON              | CORP              | US        |    995000 | PA      | $981010.30    | 0.21%             | 2032-06-30      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                | Virtusa Corp.                                                                                | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    700000 | PA      | $584515.68    | 0.13%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2017-3A, Class CRR                                                     | CUSIP: 92915QBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2245767.44   | 0.49%             | 2034-04-20      | Floating      | 6.78%                 | 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        |    500000 | PA      | $502951.65    | 0.11%             | 2030-10-15      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2019-1A, Class D1RR                                                    | CUSIP: 92917NBC1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002466.10   | 0.22%             | 2037-10-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2020-2A, Class D2RR                                                    | CUSIP: 92918HBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995998.07    | 0.22%             | 2038-01-20      | Floating      | 7.68%                 | Yes           |                  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      | $1501143.87   | 0.33%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2020-3A, Class D1RR                                                    | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995775.93    | 0.22%             | 2038-01-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2020-3A, Class D2RR                                                    | CUSIP: 92918NBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995952.06    | 0.22%             | 2038-01-20      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2021-1A, Class INC                                                     | CUSIP: 92918RAA6<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | KY        |   9100000 | PA      | $3473768.87   | 0.75%             | 2034-07-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                | Voya CLO Ltd., Series 2022-4A, Class ER                                                      | CUSIP: 92920MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $250514.54    | 0.05%             | 2037-04-20      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| WFLD Mortgage Trust                                          | WFLD Mortgage Trust, Series 2014-MONT, Class D                                               | CUSIP: 92939GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $433388.45    | 0.09%             | 2031-08-10      | Variable      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| team.Blue Finco SARL                                         | team.Blue Finco SARL, First Lien, USD Additional Term Loan                                   | CUSIP: L9019GAC5<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    744375 | PA      | $708399.36    | 0.15%             | 2032-07-12      | Variable      | 6.95%                 | 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        |    467153 | PA      | $469489.02    | 0.10%             | 2032-07-23      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Creative Artists Agency LLC                                  | Creative Artists Agency LLC, First Lien, Term Loan                                           | CUSIP: 22526WAU2<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    731425 | PA      | $734419.86    | 0.16%             | 2031-10-01      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Outcomes Group Holdings, Inc.                                | Outcomes Group Holdings, Inc., First Lien, 2025 Replaced Term Loan                           | CUSIP: 69002CAE6<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |    491297 | PA      | $494251.94    | 0.11%             | 2031-05-06      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| VS Buyer LLC                                                 | VS Buyer LLC, First Lien, 2025-1 Initial Term Loan                                           | CUSIP: 91834WAG5<br>LEI: 254900G5QLDMHSCYJK25 | Long             | LON              | CORP              | US        |    740662 | PA      | $733489.14    | 0.16%             | 2031-04-14      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare Services, Inc.                                | CHG Healthcare Services, Inc., First Lien, Amendment No. 7 Refinancing Term Loan             | CUSIP: 12541HAX1<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1470130 | PA      | $1474202.63   | 0.32%             | 2028-09-29      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Filtration Group Corp.                                       | Filtration Group Corp., First Lien, 2025-B Incremental Dollar Term Loan                      | CUSIP: 31732FAX4<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    689955 | PA      | $691925.10    | 0.15%             | 2028-10-23      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                            | Alliant Holdings Intermediate LLC, First Lien, Initial Term Loan                             | CUSIP: 01881UAN5<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    593275 | PA      | $592996.50    | 0.13%             | 2031-09-19      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Red Planet Borrower LLC                                      | Red Planet Borrower LLC, First Lien, Initial Term Loan                                       | CUSIP: 57165KAE6<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    748125 | PA      | $744676.14    | 0.16%             | 2032-09-08      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                  | Allied Universal Holdco LLC, First Lien, Amendment No. 7 Replacement USD Term Loan           | CUSIP: 01957TAX5<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    746250 | PA      | $749242.46    | 0.16%             | 2032-08-20      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| Nexus Buyer LLC                                              | Nexus Buyer LLC, Second Lien, Initial Term Loan                                              | CUSIP: 65343UAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $972500.00    | 0.21%             | 2032-02-16      | Variable      | 9.40%                 | No            |                  2 | On Loan: No      |
| Aveanna Healthcare LLC                                       | Aveanna Healthcare LLC, First Lien, 2025 Term Loan                                           | CUSIP: 05549DAN8<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |    696999 | PA      | $699786.75    | 0.15%             | 2032-09-17      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                | Global Medical Response, Inc., First Lien, Initial Term Loan                                 | CUSIP: 37956SAB0<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | LON              | CORP              | US        |    748125 | PA      | $751828.22    | 0.16%             | 2032-10-01      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Inception Finco SARL                                         | Inception Finco SARL, First Lien, Term Loan, B9                                              | CUSIP: 45073SAD7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    742500 | PA      | $747883.13    | 0.16%             | 2031-04-18      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                                 | Lavender Dutch BorrowerCo BV, First Lien, USD Term Loan, B                                   | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    498750 | PA      | $496725.08    | 0.11%             | 2032-12-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO Ltd.                               | Wellington Management CLO Ltd., Series 2024-2A, Class ER                                     | CUSIP: 94958DAE6<br>LEI: 213800D61SXQACUYP461 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $746173.69    | 0.16%             | 2039-04-20      | Floating      | 10.10%                | Yes           |                  2 | On Loan: No      |
| OPAL US LLC                                                  | OPAL US LLC, First Lien, Term Loan, B4                                                       | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $750137.96    | 0.16%             | 2032-04-28      | Variable      | 6.70%                 | 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        |    666869 | PA      | $670620.20    | 0.15%             | 2031-11-06      | Variable      | 7.01%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                           | Aretec Group, Inc., First Lien, Term Loan, B4                                                | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    490065 | PA      | $491763.56    | 0.11%             | 2030-08-09      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| NSM Top Holdings Corp.                                       | NSM Top Holdings Corp., First Lien, Amendment No. 9 Term Loan                                | CUSIP: 42237DAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497500 | PA      | $501231.25    | 0.11%             | 2029-05-14      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Hyperion Refinance SARL                                      | Hyperion Refinance SARL, First Lien, 2025-3 Dollar Refinancing Term Loan                     | CUSIP: G4712JBD3<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | LU        |    733087 | PA      | $724891.40    | 0.16%             | 2030-04-18      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd.                                            | Whitebox CLO Ltd., Series 2019-1A, Class D2R3                                                | CUSIP: 96467FBS8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999462.83    | 0.22%             | 2037-01-24      | Floating      | 7.42%                 | Yes           |                  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        |   2000000 | PA      | $2009014.57   | 0.44%             | 2036-04-20      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd.                                            | Whitebox CLO Ltd., Series 2023-4A, Class SUB                                                 | CUSIP: 96467LAC1<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $1934390.09   | 0.42%             | 2036-04-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd.                                            | Whitebox CLO Ltd., Series 2023-4A, Class ER                                                  | CUSIP: 96467LAE7<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $986159.72    | 0.21%             | 2036-04-20      | Floating      | 10.16%                | Yes           |                  2 | On Loan: No      |
| Aspire Bakeries Holdings LLC                                 | Aspire Bakeries Holdings LLC, First Lien, Initial Term Loan                                  | CUSIP: 02106XAK2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    742500 | PA      | $747608.40    | 0.16%             | 2030-12-23      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Platform Bidco Ltd.                                          | Platform Bidco Ltd., First Lien, Senior EUR Term Loan, B6                                    | CUSIP: G7124FAR6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    500000 | PA      | $580120.52    | 0.13%             | 2031-09-30      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                 | Amynta Agency Borrower, Inc., First Lien, 2026 Refinancing Term Loan                         | CUSIP: 57810JAN8<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    491309 | PA      | $488548.03    | 0.11%             | 2031-12-29      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| Petco Health & Wellness Co., Inc.                            | Petco Health & Wellness Co., Inc., First Lien, 2026 Term Loan                                | CUSIP: 71601HAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $497595.00    | 0.11%             | 2031-01-31      | Variable      | 7.95%                 | No            |                  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        |    725615 | PA      | $728426.39    | 0.16%             | 2030-03-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Mitchell International, Inc.                                 | Mitchell International, Inc., First Lien, Initial Term Loan                                  | CUSIP: 60662WBC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    738773 | PA      | $722073.47    | 0.16%             | 2031-06-17      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Cengage Learning, Inc.                                       | Cengage Learning, Inc., First Lien, 2026 Refinancing Term Loan                               | CUSIP: 15131YAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    492525 | PA      | $483314.79    | 0.11%             | 2031-03-24      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                             | Ensemble RCM LLC, First Lien, Closing Date Term Loan                                         | CUSIP: 29359BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $745957.50    | 0.16%             | 2033-02-09      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Osmosis Buyer Ltd.                                           | Osmosis Buyer Ltd., First Lien, 2026 Refinancing Term Loan, B                                | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1225767 | PA      | $1230259.40   | 0.27%             | 2028-07-31      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| GTCR Everest Borrower LLC                                    | GTCR Everest Borrower LLC, First Lien, 2026-1 Term Loan                                      | CUSIP: 36269YAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493775 | PA      | $493236.75    | 0.11%             | 2031-09-05      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bulldog Purchaser, Inc.                                      | Bulldog Purchaser, Inc., First Lien, Initial Term Loan                                       | CUSIP: 12021GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $502062.50    | 0.11%             | 2033-02-07      | Variable      | 6.91%                 | No            |                  2 | On Loan: No      |
| Touchdown Acquirer, Inc.                                     | Touchdown Acquirer, Inc., First Lien, Term Loan, B                                           | CUSIP: 89157NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740644 | PA      | $734240.89    | 0.16%             | 2031-02-21      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Crown Subsea Communications Holding, Inc.                    | Crown Subsea Communications Holding, Inc., First Lien, 2026 Term Loan                        | CUSIP: 22860EAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748111 | PA      | $754267.78    | 0.16%             | 2031-01-30      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Galileo Parent, Inc.                                         | Galileo Parent, Inc., First Lien, Initial Term Loan                                          | CUSIP: 36355RAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $500627.50    | 0.11%             | 2033-03-03      | Variable      | 8.12%                 | No            |                  2 | On Loan: No      |
| Workday, Inc.                                                | Workday, Inc.                                                                                | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    850000 | PA      | $791695.67    | 0.17%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  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        |    750000 | PA      | $3821.25      | 0.00%             | 2036-11-10      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                    | XPLR Infrastructure Operating Partners LP                                                    | CUSIP: 98380MAA3<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |   1025000 | PA      | $1095751.65   | 0.24%             | 2031-01-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| XRL ALC LLC                                                  | XRL ALC LLC, Series 2025-OZK, Class B1                                                       | CUSIP: 98383MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2507154.25   | 0.54%             | 2028-07-15      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| OAK-Eagle Acquireco, Inc.                                    | OAK-Eagle Acquireco, Inc., First Lien, Term Loan, B1                                         | CUSIP: 67123SAB5<br>LEI: 6488ICS9P20290MA1H31 | Long             | LON              | CORP              | US        |    750000 | PA      | $751125.00    | 0.16%             | 2033-03-23      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Select Medical Corp.                                         | Select Medical Corp., First Lien, Term Loan                                                  | CUSIP: 816194AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $753750.00    | 0.16%             | 2031-12-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Tega MC Australia Holdings Pty. Ltd.                         | Tega MC Australia Holdings Pty. Ltd., First Lien, Term Loan, B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | AU        |    700000 | PA      | $700875.00    | 0.15%             | 2033-03-24      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Jupiter Borrower, Inc.                                       | Jupiter Borrower, Inc., First Lien, Term Loan, B                                             | CUSIP: 48207CAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $1005000.00   | 0.22%             | 2033-03-25      | Variable      | 6.22%                 | 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        |    900000 | PA      | $900495.00    | 0.20%             | 2033-03-18      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Tory Burch LLC                                               | Tory Burch LLC, First Lien, Term Loan, B                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    700000 | PA      | $696062.50    | 0.15%             | 2031-04-18      | Variable      | 7.81%                 | No            |                  2 | On Loan: No      |
| Edelman Financial Engines Center LLC (The)                   | Edelman Financial Engines Center LLC (The), First Lien, Term Loan, B                         | CUSIP: 27943UAN6<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |    700000 | PA      | $701750.00    | 0.15%             | 2031-11-28      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Traverse Midstream Partners LLC                              | Traverse Midstream Partners LLC, First Lien, Term Loan, B                                    | CUSIP: 89435TAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    900000 | PA      | $902533.50    | 0.20%             | 2033-04-20      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| BCP V Modular Services Finance plc                           | BCP V Modular Services Finance plc                                                           | CUSIP: N/A<br>LEI: 213800K8U94KVZL98H64       | Long             | DBT              | CORP              | GB        |    600000 | PA      | $496649.60    | 0.11%             | 2029-11-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CTEC II GmbH                                                 | CTEC II GmbH                                                                                 | CUSIP: N/A<br>LEI: 98450044C9BACG3DA974       | Long             | DBT              | CORP              | DE        |    413000 | PA      | $462291.97    | 0.10%             | 2030-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| APCOA GmbH                                                   | APCOA GmbH                                                                                   | CUSIP: N/A<br>LEI: 529900H8FIYAOV5FUW68       | Long             | DBT              | CORP              | DE        |   1000000 | PA      | $1178817.56   | 0.26%             | 2031-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                         | EURO                                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |   2233632 | OU      | $2621502.08   | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2018-1X, Class FR                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1380700.92   | 0.30%             | 2037-10-16      | Floating      | 13.68%                | Yes           |                  2 | On Loan: No      |
| Pound Sterling                                               | Pound Sterling                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |   1189947 | OU      | $1619219.85   | 0.35%             |  |  |  | No            |                  1 | 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      | $2932362.39   | 0.64%             | 2037-12-20      | Fixed         | 5.10%                 | Yes           |                  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      | $2207205.42   | 0.48%             | 2038-10-15      | Floating      | 4.15%                 | 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        |   1750000 | PA      | $2060905.34   | 0.45%             | 2034-01-28      | Floating      | 5.51%                 | 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        |   1500000 | PA      | $1776998.69   | 0.39%             | 2035-07-25      | Floating      | 5.82%                 | Yes           |                  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      | $2351329.55   | 0.51%             | 2037-10-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Cumulus Static CLO DAC                                       | Cumulus Static CLO DAC, Series 2024-1A, Class E                                              | CUSIP: N/A<br>LEI: 2549005ZFHRHIZ9ONM43       | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2369760.66   | 0.52%             | 2033-11-15      | Floating      | 8.22%                 | 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        |   2600000 | PA      | $3050126.85   | 0.66%             | 2038-01-19      | Fixed         | 5.15%                 | Yes           |                  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        |   1000000 | PA      | $1155435.86   | 0.25%             | 2038-01-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Palmer Square Opportunistic Income Fund

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

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

**Title:** Principal Executive Officer