# EDGAR Filing Document

**Accession Number:** 0002014487
**File Stem:** 0002071691-26-005026
**Filing Date:** 2026-2
**Character Count:** 148282
**Document Hash:** 3de8282feb016e26820597d9e2a8feef
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-005026.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002071691-26-005026

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23946
- **FILM NUMBER:** 26685396

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

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

## Series and Classes Contracts Data

### Palmer Square Credit Opportunities ETF (Series ID: S000085069)

| Class ID   | Class Name                             | Ticker Symbol   |
|:---|:---|:---|
| C000249932 | Palmer Square Credit Opportunities ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Mission Woods

  - **State:** KS

  - **Foreign country:** US

  - **Zip / Postal Code:** 66205

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

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

- **a. Name of Series:** Palmer Square Credit Opportunities ETF

- **b. EDGAR series identifier (if any):** S000085069

- **c. LEI of Series:** 529900LY0Z76U5AEGV09

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

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

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $119962116.12

**Total Liabilities:** $1655834.24

**Net Assets:** $118306281.88

**Delayed Delivery Securities:** $1000000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 434.82416776 | **1-Year:** 9478.95054534 | **5-Year:** 1804.09690319 | **10-Year:** 1306.91173197 | **30-Year:** 0.00000000

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

- **3-Month:** 94.33693175 | **1-Year:** 2560.00014308 | **5-Year:** 5784.18157266 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249932 | 0.39%                | 0.44%                | 0.60%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16756.20               | $-82926.16                                 |
| Month 2  | $49214.83                | $41602.55                                  |
| Month 3  | $18091.34                | $72785.39                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AEP Transmission Co. LLC                                     | AEP Transmission Co. LLC                                                                     | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124103.93    | 0.10%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| ASGN, Inc.                                                   | ASGN, Inc.                                                                                   | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221792.68    | 0.19%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AT&T, Inc.                                                   | AT&T, Inc.                                                                                   | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95348.54     | 0.08%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AbbVie, Inc.                                                 | AbbVie, Inc.                                                                                 | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353935.16    | 0.30%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Advanced Drainage Systems, Inc.                              | Advanced Drainage Systems, Inc.                                                              | CUSIP: 00790RAA2<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DBT              | CORP              | US        |    175000 | PA      | $175396.55    | 0.15%             | 2027-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                         | Osaic Holdings, Inc.                                                                         | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    196000 | PA      | $204914.30    | 0.17%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                   | Air Canada                                                                                   | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | CA        |    150000 | PA      | $149370.60    | 0.13%             | 2026-08-15      | Fixed         | 3.88%                 | 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        |    275000 | PA      | $271400.99    | 0.23%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Ally Auto Receivables Trust                                  | Ally Auto Receivables Trust, Series 2025-1, Class A2                                         | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165000 | PA      | $165177.16    | 0.14%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Alpha Generation LLC                                         | Alpha Generation LLC                                                                         | CUSIP: 02073LAA9<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    200000 | PA      | $207146.94    | 0.18%             | 2032-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135CS3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     20000 | PA      | $20066.58     | 0.02%             | 2028-11-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com, Inc.                                             | Amazon.com, Inc.                                                                             | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     35000 | PA      | $35048.69     | 0.03%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| American Builders & Contractors Supply Co., Inc.             | American Builders & Contractors Supply Co., Inc.                                             | CUSIP: 024747AF4<br>LEI: 549300H5GQ4C1BEKG397 | Long             | DBT              | CORP              | US        |    295000 | PA      | $293202.24    | 0.25%             | 2028-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                 | American Express Credit Account Master Trust, Series 2023-1, Class A                         | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-O            | CORP              | US        |    555000 | PA      | $557087.24    | 0.47%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                                 | American Honda Finance Corp.                                                                 | CUSIP: 02665WFV8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    295000 | PA      | $295355.42    | 0.25%             | 2026-05-21      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                         | American Tower Corp.                                                                         | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    325000 | PA      | $308684.96    | 0.26%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                                  | Amgen, Inc.                                                                                  | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    300000 | PA      | $294431.00    | 0.25%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                           | AmWINS Group, Inc.                                                                           | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |    300000 | PA      | $295273.50    | 0.25%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide, Inc.                         | Anheuser-Busch InBev Worldwide, Inc.                                                         | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    300000 | PA      | $306096.76    | 0.26%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd.                                              | Apidos CLO Ltd., Series 2018-18A, Class A1R2                                                 | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $501186.66    | 0.42%             | 2038-01-22      | Floating      | 5.19%                 | 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        |   1000000 | PA      | $1003127.01   | 0.85%             | 2038-10-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp.                                               | AppLovin Corp.                                                                               | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    260000 | PA      | $266777.02    | 0.23%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Archrock Partners LP / Archrock Partners Finance Corp.       | Archrock Partners LP / Archrock Partners Finance Corp.                                       | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $201335.80    | 0.17%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2016-39A, Class AR3                                                    | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003586.99   | 0.85%             | 2037-07-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Ares CLO Ltd.                                                | Ares CLO Ltd., Series 2021-61A, Class ER                                                     | CUSIP: 04019EAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502219.41    | 0.42%             | 2037-04-20      | Floating      | 10.72%                | Yes           |                  2 | On Loan: No      |
| Ares LCLO Ltd.                                               | Ares CLO Ltd., Series 2022-66A, Class D1R2                                                   | CUSIP: 04019RBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1006042.99   | 0.85%             | 2038-10-25      | Floating      | 6.96%                 | 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        |    250000 | PA      | $254619.99    | 0.22%             | 2038-05-27      | Floating      | 11.06%                | Yes           |                  2 | On Loan: No      |
| Atlantica Sustainable Infrastructure Ltd.                    | Atlantica Sustainable Infrastructure Ltd.                                                    | CUSIP: 04916WAA2<br>LEI: 549300ITBBGKJ651R879 | Long             | DBT              | CORP              | GB        |    230000 | PA      | $224099.19    | 0.19%             | 2028-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc.                                                                        | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |    225000 | PA      | $223952.97    | 0.19%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                        | Avantor Funding, Inc.                                                                        | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48035.52     | 0.04%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                 | Avolon Holdings Funding Ltd.                                                                 | CUSIP: 05401AAX9<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |    120000 | PA      | $122025.43    | 0.10%             | 2030-01-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                           | BMW US Capital LLC                                                                           | CUSIP: 05565EBJ3<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |     65000 | PA      | $63915.54     | 0.05%             | 2029-04-18      | Fixed         | 3.62%                 | 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        |    250000 | PA      | $246424.57    | 0.21%             | 2038-10-20      | Floating      | 9.98%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2023-1A, Class ER                                                   | CUSIP: 06763EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $508933.71    | 0.43%             | 2038-04-20      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                | Barings Equipment Finance LLC, Series 2025-A, Class A2                                       | CUSIP: 06764MAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    362072 | PA      | $364399.62    | 0.31%             | 2028-10-13      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2025-3A, Class D1                                                   | CUSIP: 06764PAJ6<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005181.70   | 0.85%             | 2038-03-31      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Barings Equipment Finance LLC                                | Barings Equipment Finance LLC, Series 2025-B, Class A2                                       | CUSIP: 06764YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140000 | PA      | $140310.67    | 0.12%             | 2029-02-13      | Fixed         | 4.02%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                             | Barings CLO Ltd., Series 2025-7A, Class D1                                                   | CUSIP: 06765FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999959.93    | 0.85%             | 2038-01-15      | Floating      | 6.43%                 | 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      | $1000000.00   | 0.85%             | 2039-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Baxter International, Inc.                                   | Baxter International, Inc.                                                                   | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    385000 | PA      | $329856.28    | 0.28%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Beach Acquisition Bidco LLC                                  | Beach Acquisition Bidco LLC                                                                  | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    150000 | PA      | $165694.95    | 0.14%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Becton Dickinson & Co.                                       | Becton Dickinson & Co.                                                                       | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149435.46    | 0.13%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2014-IVA, Class AR5                                 | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000576.18   | 0.85%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.                             | Benefit Street Partners CLO Ltd., Series 2025-42A, Class A                                   | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002523.69   | 0.85%             | 2038-10-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                         | Birch Grove CLO Ltd., Series 2024-8A, Class E                                                | CUSIP: 09077UAA0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $510201.25    | 0.43%             | 2037-04-20      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| Black Diamond CLO Ltd.                                       | Black Diamond CLO Ltd., Series 2022-1A, Class A1A                                            | CUSIP: 09203BAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1006606.64   | 0.85%             | 2035-10-25      | Floating      | 6.36%                 | 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        |    900000 | PA      | $902126.87    | 0.76%             | 2035-04-15      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                            | Boyd Gaming Corp.                                                                            | CUSIP: 103304BV2<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |    150000 | PA      | $146659.15    | 0.12%             | 2031-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                       | Brightstar Lottery plc / Brightstar Global Solutions Corp.                                   | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    330000 | PA      | $327790.62    | 0.28%             | 2033-01-15      | Fixed         | 5.75%                 | 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        |    500000 | PA      | $500054.92    | 0.42%             | 2038-10-18      | Floating      | 9.16%                 | 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        |    250000 | PA      | $251050.63    | 0.21%             | 2038-04-15      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp.                | CCO Holdings LLC / CCO Holdings Capital Corp.                                                | CUSIP: 1248EPBT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $199841.08    | 0.17%             | 2027-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp.                                  | CDW LLC / CDW Finance Corp.                                                                  | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    310000 | PA      | $288905.30    | 0.24%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| CBAM Ltd.                                                    | CBAM Ltd., Series 2018-5A, Class D1R                                                         | CUSIP: 12516LAL9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002702.29   | 0.85%             | 2038-10-17      | Floating      | 7.11%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                             | CVS Health Corp.                                                                             | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     75000 | PA      | $75029.50     | 0.06%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Calpine Corp.                                                | Calpine Corp.                                                                                | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     56000 | PA      | $56063.39     | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                                 | Canadian Pacific Railway Co.                                                                 | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    325000 | PA      | $318742.82    | 0.27%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                      | Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A                             | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150303.68    | 0.13%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust                     | Capital One Prime Auto Receivables Trust, Series 2022-2, Class A3                            | CUSIP: 14043GAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     13796 | PA      | $13791.46     | 0.01%             | 2027-05-17      | Fixed         | 3.66%                 | No            |                  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        |   1000000 | PA      | $1006636.29   | 0.85%             | 2038-07-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                       | Chase Auto Owner Trust, Series 2025-2A, Class A2                                             | CUSIP: 16144MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    240000 | PA      | $240173.09    | 0.20%             | 2028-12-26      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust                                       | Chase Auto Owner Trust, Series 2024-5A, Class A2                                             | CUSIP: 16144QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15014 | PA      | $15025.94     | 0.01%             | 2027-11-26      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Chase Issuance Trust                                         | Chase Issuance Trust, Series 2024-A1, Class A                                                | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-O            | CORP              | US        |    390000 | PA      | $393610.04    | 0.33%             | 2029-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                        | Cheniere Energy, Inc.                                                                        | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    275000 | PA      | $274630.25    | 0.23%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                            | CIFC Funding Ltd., Series 2018-1A, Class A1R                                                 | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500709.21    | 0.42%             | 2038-01-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust                              | Citizens Auto Receivables Trust, Series 2024-1, Class A3                                     | CUSIP: 17331QAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    536630 | PA      | $539631.61    | 0.46%             | 2028-04-17      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Clean Harbors, Inc.                                          | Clean Harbors, Inc.                                                                          | CUSIP: 184496AP2<br>LEI: 5493000SJVZVZJKHJF48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125219.83    | 0.11%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Clearway Energy Operating LLC                                | Clearway Energy Operating LLC                                                                | CUSIP: 18539UAC9<br>LEI: 549300Z3NFMM54NWBB87 | Long             | DBT              | CORP              | US        |    212000 | PA      | $212317.19    | 0.18%             | 2028-03-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                   | Constellation Brands, Inc.                                                                   | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    130000 | PA      | $115400.94    | 0.10%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CoreLogic, Inc.                                              | CoreLogic, Inc.                                                                              | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |    225000 | PA      | $221486.66    | 0.19%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Reworld Holding Corp.                                        | Reworld Holding Corp.                                                                        | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |    200000 | PA      | $192419.92    | 0.16%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Crown Americas LLC / Crown Americas Capital Corp. V          | Crown Americas LLC / Crown Americas Capital Corp. V                                          | CUSIP: 22819KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    100000 | PA      | $99683.44     | 0.08%             | 2026-09-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle, Inc.                                           | Crown Castle, Inc.                                                                           | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    250000 | PA      | $248105.54    | 0.21%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                                    | DLLAA LLC, Series 2023-1A, Class A3                                                          | CUSIP: 23292HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424559 | PA      | $429220.25    | 0.36%             | 2028-02-22      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                               | DTE Energy Co.                                                                               | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304082.10    | 0.26%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                                 | Dell Equipment Finance Trust, Series 2024-1, Class A3                                        | CUSIP: 24702GAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477419 | PA      | $480955.21    | 0.41%             | 2030-03-22      | Fixed         | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                           | Dell International LLC / EMC Corp.                                                           | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $179073.36    | 0.15%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                           | Dell International LLC / EMC Corp.                                                           | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $180670.43    | 0.15%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                      | Digital Realty Trust LP                                                                      | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    375000 | PA      | $373203.60    | 0.32%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden Senior Loan Fund, Series 2016-45A, Class A1RR                                         | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    132140 | PA      | $132297.78    | 0.11%             | 2030-10-15      | Floating      | 4.98%                 | 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        |    625000 | PA      | $627956.17    | 0.53%             | 2030-10-15      | Floating      | 6.95%                 | 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        |    475000 | PA      | $472280.94    | 0.40%             | 2033-01-17      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                      | Dryden Senior Loan Fund, Series 2013-30A, Class DR                                           | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502815.14    | 0.43%             | 2028-11-15      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2019-75A, Class AR3                                                  | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999863.17    | 0.85%             | 2034-04-14      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Dryden CLO Ltd.                                              | Dryden CLO Ltd., Series 2023-102A, Class ER                                                  | CUSIP: 26253UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501805.58    | 0.42%             | 2038-10-15      | Floating      | 9.75%                 | 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        |    500000 | PA      | $500000.00    | 0.42%             | 2039-01-15      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                            | Duke Energy Corp.                                                                            | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    275000 | PA      | $271784.83    | 0.23%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                         | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                                              | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002476.40   | 0.85%             | 2038-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                         | Eaton Vance CLO Ltd., Series 2013-1A, Class D1R4                                             | CUSIP: 27830BCG7<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005517.14   | 0.85%             | 2038-10-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Elanco Animal Health, Inc.                                   | Elanco Animal Health, Inc.                                                                   | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |    100000 | PA      | $104753.66    | 0.09%             | 2028-08-28      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Ellucian Holdings, Inc.                                      | Ellucian Holdings, Inc.                                                                      | CUSIP: 289178AA3<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204430.20    | 0.17%             | 2029-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-3A, Class AR2                                                  | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003233.42   | 0.85%             | 2038-07-20      | Floating      | 5.18%                 | 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        |   1000000 | PA      | $1005428.96   | 0.85%             | 2038-07-20      | Floating      | 6.93%                 | 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        |   1000000 | PA      | $1001826.20   | 0.85%             | 2037-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2021-1A, Class AR                                                   | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $804127.50    | 0.68%             | 2037-04-20      | Floating      | 5.43%                 | 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        |   1000000 | PA      | $1002217.15   | 0.85%             | 2038-04-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO Ltd.                                             | Elmwood CLO Ltd., Series 2022-1A, Class A1R                                                  | CUSIP: 29003WAL9<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503049.73   | 1.27%             | 2038-10-20      | Floating      | 5.18%                 | 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        |   1000000 | PA      | $1006392.92   | 0.85%             | 2038-04-25      | Floating      | 7.71%                 | 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        |    250000 | PA      | $253747.98    | 0.21%             | 2038-04-25      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                                           | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152572.61    | 0.13%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                           | Energy Transfer LP                                                                           | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152513.98    | 0.13%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                               | Entegris, Inc.                                                                               | CUSIP: 29365BAA1<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | DBT              | CORP              | US        |    333000 | PA      | $334057.94    | 0.28%             | 2029-04-15      | Fixed         | 4.75%                 | 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        |   1338085 | NS      | $1338084.60   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Flagstar Mortgage Trust                                      | Flagstar Mortgage Trust, Series 2021-2, Class A6                                             | CUSIP: 33852EAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    209162 | PA      | $188856.80    | 0.16%             | 2051-04-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Flowers Foods, Inc.                                          | Flowers Foods, Inc.                                                                          | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    310000 | PA      | $274097.85    | 0.23%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co. LLC                                    | Ford Motor Credit Co. LLC                                                                    | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    300000 | PA      | $282047.48    | 0.24%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fox Corp.                                                    | Fox Corp.                                                                                    | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    360000 | PA      | $364694.63    | 0.31%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GFL Environmental, Inc.                                      | GFL Environmental, Inc.                                                                      | CUSIP: 36168QAL8<br>LEI: 894500E7NLBY9VZRT696 | Long             | DBT              | CORP              | CA        |    300000 | PA      | $296077.27    | 0.25%             | 2028-08-01      | Fixed         | 4.00%                 | 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        |    711982 | PA      | $627048.66    | 0.53%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust           | GM Financial Consumer Automobile Receivables Trust, Series 2025-2, Class A2A                 | CUSIP: 362549AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22108 | PA      | $22155.68     | 0.02%             | 2028-02-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                        | Haleon US Capital LLC                                                                        | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297897.72    | 0.25%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                             | GE HealthCare Technologies, Inc.                                                             | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231813.97    | 0.20%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust                          | GS Mortgage-Backed Securities Trust, Series 2025-PJ11, Class A27                             | CUSIP: 36273RBA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $199965.56    | 0.17%             | 2056-05-25      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                        | GM Financial Automobile Leasing Trust, Series 2025-2, Class A2A                              | CUSIP: 362962AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     45871 | PA      | $46012.04     | 0.04%             | 2027-07-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                                | Gartner, Inc.                                                                                | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99701.03     | 0.08%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Mills, Inc.                                          | General Mills, Inc.                                                                          | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    275000 | PA      | $276132.95    | 0.23%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences, Inc.                                        | Gilead Sciences, Inc.                                                                        | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247657.46    | 0.21%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                        | Global Payments, Inc.                                                                        | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244860.67    | 0.21%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Global Medical Response, Inc.                                | Global Medical Response, Inc.                                                                | CUSIP: 37960BAD7<br>LEI: 549300ZFWD4ZFCEJCQ87 | Long             | DBT              | CORP              | US        |    105000 | PA      | $109344.78    | 0.09%             | 2032-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                        | GM Financial Automobile Leasing Trust, Series 2025-3, Class A2A                              | CUSIP: 379965AB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100240.49    | 0.08%             | 2027-10-20      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                        | GM Financial Automobile Leasing Trust, Series 2024-3, Class A2A                              | CUSIP: 38012QAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29331 | PA      | $29346.59     | 0.02%             | 2027-01-20      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners Static Ltd.                           | Golub Capital Partners Static Ltd., Series 2024-1A, Class AR                                 | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003043.20   | 1.69%             | 2035-07-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging International LLC                          | Graphic Packaging International LLC                                                          | CUSIP: 38869AAD9<br>LEI: SO75N4VY5NXGQSK8YQ65 | Long             | DBT              | CORP              | US        |    350000 | PA      | $332269.80    | 0.28%             | 2030-02-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Grifols SA                                                   | Grifols SA                                                                                   | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     45000 | PA      | $44475.29     | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HB Fuller Co.                                                | HB Fuller Co.                                                                                | CUSIP: 40410KAA3<br>LEI: JSMX3Z5FOYM8V0Q52357 | Long             | DBT              | CORP              | US        |    250000 | PA      | $247994.55    | 0.21%             | 2028-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                                    | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200464.57    | 0.17%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                    | HCA, Inc.                                                                                    | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    250000 | PA      | $249234.47    | 0.21%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HAH Group Holding Co. LLC                                    | HAH Group Holding Co. LLC                                                                    | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    125000 | PA      | $117641.12    | 0.10%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                 | Hess Midstream Operations LP                                                                 | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $125583.88    | 0.11%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                               | Hewlett Packard Enterprise Co.                                                               | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251361.04    | 0.21%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                           | Honda Auto Receivables Owner Trust, Series 2025-2, Class A2A                                 | CUSIP: 437921AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62566 | PA      | $62694.97     | 0.05%             | 2028-01-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                           | Honda Auto Receivables Owner Trust, Series 2023-3, Class A3                                  | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    194771 | PA      | $196158.55    | 0.17%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp.                                           | Hormel Foods Corp.                                                                           | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    110000 | PA      | $99342.91     | 0.08%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  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        |    275000 | PA      | $284105.80    | 0.24%             | 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        |    500000 | PA      | $501660.33    | 0.42%             | 2030-10-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                      | Hyundai Auto Lease Securitization Trust, Series 2025-B, Class A2A                            | CUSIP: 44935DAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62847 | PA      | $63091.81     | 0.05%             | 2027-09-15      | Fixed         | 4.58%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                               | Hyundai Auto Receivables Trust, Series 2025-B, Class A2A                                     | CUSIP: 44935XAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     80000 | PA      | $80264.22     | 0.07%             | 2028-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                     | Icon Investments Six DAC                                                                     | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |    325000 | PA      | $331813.31    | 0.28%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                        | International Business Machines Corp.                                                        | CUSIP: 459200JR3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    325000 | PA      | $323207.14    | 0.27%             | 2027-01-27      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                        | International Business Machines Corp.                                                        | CUSIP: 459200JZ5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     75000 | PA      | $74878.45     | 0.06%             | 2026-05-15      | Fixed         | 3.30%                 | No            |                  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        |    250000 | PA      | $255984.80    | 0.22%             | 2038-04-21      | Floating      | 11.75%                | 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        |   1000000 | PA      | $1005248.85   | 0.85%             | 2038-07-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| IQVIA, Inc.                                                  | IQVIA, Inc.                                                                                  | CUSIP: 46266TAC2<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51763.00     | 0.04%             | 2028-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAF8<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222133.08    | 0.19%             | 2029-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                          | Iron Mountain, Inc.                                                                          | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60051.03     | 0.05%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2022-C, Class A3                                              | CUSIP: 47800BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     24217 | PA      | $24277.63     | 0.02%             | 2027-06-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2025-A, Class A2A                                             | CUSIP: 47800DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     42840 | PA      | $42924.31     | 0.04%             | 2028-03-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                       | John Deere Owner Trust, Series 2024-A, Class A3                                              | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    580000 | PA      | $585234.27    | 0.49%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| KKR CLO Ltd.                                                 | KKR CLO Ltd., Series 40A, Class AR                                                           | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001775.18   | 0.85%             | 2034-10-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr. Pepper, Inc.                                      | Keurig Dr. Pepper, Inc.                                                                      | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    170000 | PA      | $168209.53    | 0.14%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                        | Kioxia Holdings Corp.                                                                        | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    242000 | PA      | $249196.03    | 0.21%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                      | Kodiak Gas Services LLC                                                                      | CUSIP: 50012LAC8<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    150000 | PA      | $156142.05    | 0.13%             | 2029-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                    | Kubota Credit Owner Trust, Series 2023-2A, Class A3                                          | CUSIP: 500945AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    214611 | PA      | $216273.17    | 0.18%             | 2028-01-18      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                                    | Kubota Credit Owner Trust, Series 2025-2A, Class A2                                          | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     75000 | PA      | $75411.31     | 0.06%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                              | Eli Lilly & Co.                                                                              | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    150000 | PA      | $151657.76    | 0.13%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                            | Lowe's Cos., Inc.                                                                            | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    425000 | PA      | $420498.59    | 0.36%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Magnetite Ltd.                                               | Magnetite Ltd., Series 2020-27A, Class D1RR                                                  | CUSIP: 55955EBC1<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754160.09    | 0.64%             | 2038-10-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Mars, Inc.                                                   | Mars, Inc.                                                                                   | CUSIP: 571676AX3<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |    300000 | PA      | $304177.84    | 0.26%             | 2028-03-01      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| MasTec, Inc.                                                 | MasTec, Inc.                                                                                 | CUSIP: 576323AP4<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149238.19    | 0.13%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                  | Match Group Holdings II LLC                                                                  | CUSIP: 57665RAG1<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45112.05     | 0.04%             | 2027-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                  | Match Group Holdings II LLC                                                                  | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149369.73    | 0.13%             | 2028-06-01      | Fixed         | 4.62%                 | 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        |    750000 | PA      | $752017.93    | 0.64%             | 2038-10-16      | Floating      | 6.89%                 | 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        |    500000 | PA      | $501244.07    | 0.42%             | 2038-01-20      | Floating      | 5.30%                 | 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        |    500000 | PA      | $502625.77    | 0.42%             | 2038-01-20      | Floating      | 7.13%                 | 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        |    500000 | PA      | $502655.26    | 0.42%             | 2037-10-23      | Floating      | 10.00%                | 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      | $1006649.03   | 0.85%             | 2038-07-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Mueller Water Products, Inc.                                 | Mueller Water Products, Inc.                                                                 | CUSIP: 624758AF5<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | DBT              | CORP              | US        |    193000 | PA      | $188606.66    | 0.16%             | 2029-06-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NGPL PipeCo LLC                                              | NGPL PipeCo LLC                                                                              | CUSIP: 62912XAF1<br>LEI: 549300K3NT1HSQFEM073 | Long             | DBT              | CORP              | US        |    250000 | PA      | $251090.78    | 0.21%             | 2027-08-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                             | NRG Energy, Inc.                                                                             | CUSIP: 629377CR1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    325000 | PA      | $303892.09    | 0.26%             | 2031-02-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| National Mentor Holdings, Inc.                               | National Mentor Holdings, Inc.                                                               | CUSIP: 63688RAF4<br>LEI: 5493004QULJVJP3CNZ62 | Long             | DBT              | CORP              | US        |    225000 | PA      | $226401.35    | 0.19%             | 2030-12-15      | Fixed         | 10.50%                | 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        |   1000000 | PA      | $1001428.14   | 0.85%             | 2039-07-20      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                | Netflix, Inc.                                                                                | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    250000 | PA      | $255411.34    | 0.22%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd.                                    | Neuberger Berman CLO Ltd., Series 2016-22A, Class ER2                                        | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $252372.85    | 0.21%             | 2038-04-15      | Floating      | 10.71%                | 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        |    500000 | PA      | $502533.34    | 0.42%             | 2034-04-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO Ltd.                      | Neuberger Berman Loan Advisers CLO Ltd., Series 2020-39A, Class A1R                          | CUSIP: 64134GAL3<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501079.19    | 0.42%             | 2038-04-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers NBLA CLO Ltd.                 | Neuberger Berman Loan Advisers NBLA CLO Ltd., Series 2022-52A, Class AR                      | CUSIP: 64135FAN0<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003247.65   | 0.85%             | 2038-10-24      | Floating      | 5.22%                 | 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        |   1000000 | PA      | $1005115.92   | 0.85%             | 2039-07-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd.                                        | New Mountain CLO Ltd., Series 4A, Class ER                                                   | CUSIP: 64754PAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    450000 | PA      | $463922.66    | 0.39%             | 2038-03-20      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                        | NextEra Energy Capital Holdings, Inc.                                                        | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    300000 | PA      | $293786.12    | 0.25%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                          | Nexstar Media, Inc.                                                                          | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125757.01    | 0.11%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Padagis LLC                                                  | Padagis LLC, First Lien, Term Loan, B                                                        | CUSIP: 69526PAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    175000 | PA      | $165812.50    | 0.14%             | 2028-07-06      | Variable      | 8.95%                 | No            |                  2 | On Loan: No      |
| Northriver Midstream Finance LP                              | Northriver Midstream Finance LP                                                              | CUSIP: 66679NAB6<br>LEI: 549300SOLNLY3BL6GF18 | Long             | DBT              | CORP              | CA        |    200000 | PA      | $203953.70    | 0.17%             | 2032-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                          | NYACK Park CLO Ltd., Series 2021-1A, Class D1R                                               | CUSIP: 67080PAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498818.47    | 0.42%             | 2038-10-20      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners Ltd.                                     | OHA Credit Partners Ltd., Series 2015-12A, Class ER2                                         | CUSIP: 67110BAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $504792.80    | 0.43%             | 2037-04-23      | Floating      | 10.11%                | 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        |   1000000 | PA      | $1000187.23   | 0.85%             | 2038-07-20      | Floating      | 5.23%                 | 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      | $1005428.98   | 0.85%             | 2038-07-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                             | Oaktree CLO Ltd., Series 2022-1A, Class ER                                                   | CUSIP: 67402NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994873.87    | 0.84%             | 2038-07-15      | Floating      | 9.90%                 | 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        |    250000 | PA      | $250005.51    | 0.21%             | 2038-10-15      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                       | ON Semiconductor Corp.                                                                       | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |    210000 | PA      | $206237.20    | 0.17%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| 1011778 BC ULC / New Red Finance, Inc.                       | 1011778 BC ULC / New Red Finance, Inc.                                                       | CUSIP: 68245XAJ8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    125000 | PA      | $124664.36    | 0.11%             | 2028-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                 | Oracle Corp.                                                                                 | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    300000 | PA      | $286139.23    | 0.24%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AthenaHealth Group, Inc.                                     | AthenaHealth Group, Inc., First Lien, Initial Term Loan                                      | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |     99250 | PA      | $99560.16     | 0.08%             | 2029-02-15      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| PMT Loan Trust                                               | PMT Loan Trust, Series 2025-J5, Class A26                                                    | CUSIP: 69392KBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     75000 | PA      | $74932.82     | 0.06%             | 2057-01-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Panther Escrow Issuer LLC                                    | Panther Escrow Issuer LLC                                                                    | CUSIP: 69867RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $259219.51    | 0.22%             | 2031-06-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Pernod Ricard International Finance LLC                      | Pernod Ricard International Finance LLC                                                      | CUSIP: 71427QAA6<br>LEI: 5493009254WI1A8WXT48 | Long             | DBT              | CORP              | US        |    250000 | PA      | $235139.83    | 0.20%             | 2028-04-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte. Ltd.                      | Pfizer Investment Enterprises Pte. Ltd.                                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    475000 | PA      | $481359.29    | 0.41%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2024-2A, Class E                                                       | CUSIP: 73742WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $515343.89    | 0.44%             | 2038-01-20      | Floating      | 10.38%                | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class A1R                                                     | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002557.88   | 0.85%             | 2038-10-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                | Post CLO Ltd., Series 2023-1A, Class BR                                                      | CUSIP: 73743CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006287.21   | 0.85%             | 2038-10-20      | Floating      | 5.56%                 | 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        |    500000 | PA      | $498083.71    | 0.42%             | 2039-01-20      | Floating      | 9.11%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings, Inc. / Triton Water Holdings, Inc.     | Primo Water Holdings, Inc. / Triton Water Holdings, Inc.                                     | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $243519.78    | 0.21%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Public Service Enterprise Group, Inc.                        | Public Service Enterprise Group, Inc.                                                        | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    150000 | PA      | $154228.91    | 0.13%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd.                                                 | Rad CLO Ltd., Series 2021-15A, Class A1AR                                                    | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002786.60   | 0.85%             | 2040-07-20      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Regatta Funding Ltd.                                         | Regatta Funding Ltd., Series 2025-4A, Class A1                                               | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003587.44   | 0.85%             | 2038-07-25      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                             | Riserva CLO Ltd., Series 2016-3A, Class DRR                                                  | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $496309.11    | 0.42%             | 2034-01-18      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| Roche Holdings, Inc.                                         | Roche Holdings, Inc.                                                                         | CUSIP: 771196BW1<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |    140000 | PA      | $132924.98    | 0.11%             | 2028-12-13      | Fixed         | 1.93%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd.                                                      | RR Ltd., Series 2022-21A, Class DR                                                           | CUSIP: 78090GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $503668.80    | 0.43%             | 2039-07-15      | Floating      | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ryan Specialty LLC                                           | Ryan Specialty LLC                                                                           | CUSIP: 78351MAA0<br>LEI: 549300K52N7QBO3PYY45 | Long             | DBT              | CORP              | US        |     75000 | PA      | $73701.47     | 0.06%             | 2030-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust                    | SFS Auto Receivables Securitization Trust, Series 2023-1A, Class A3                          | CUSIP: 78398AAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     77588 | PA      | $78100.24     | 0.07%             | 2028-10-20      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| S&P Global, Inc.                                             | S&P Global, Inc.                                                                             | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    325000 | PA      | $319958.50    | 0.27%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                     | SBA Communications Corp.                                                                     | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |    280000 | PA      | $268072.03    | 0.23%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                        | Rocket Software, Inc., First Lien, Term Loan, B                                              | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |     99002 | PA      | $99104.84     | 0.08%             | 2028-11-28      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                             | Salesforce, Inc.                                                                             | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325132.36    | 0.27%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Light & Wonder International, Inc.                           | Light & Wonder International, Inc.                                                           | CUSIP: 80874YBE9<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |    100000 | PA      | $102759.12    | 0.09%             | 2029-11-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                       | Sequoia Mortgage Trust, Series 2021-4, Class A4                                              | CUSIP: 81748WAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    206113 | PA      | $183310.54    | 0.15%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                       | Sequoia Mortgage Trust, Series 2025-12, Class A26F                                           | CUSIP: 81749XBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    312206 | PA      | $312769.06    | 0.26%             | 2055-12-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                               | 7-Eleven, Inc.                                                                               | CUSIP: 817826AD2<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |    165000 | PA      | $155869.53    | 0.13%             | 2028-02-10      | Fixed         | 1.30%                 | 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        |    500000 | PA      | $502771.22    | 0.42%             | 2038-10-15      | Floating      | 6.92%                 | 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        |    500000 | PA      | $503353.53    | 0.43%             | 2038-10-15      | Floating      | 9.67%                 | 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        |    500000 | PA      | $494059.26    | 0.42%             | 2034-07-20      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO Ltd.                                          | Shackleton CLO Ltd., Series 2015-7RA, Class ARR                                              | CUSIP: 81883AAS8<br>LEI: 549300NCJRO2LKFZ8G86 | Long             | ABS-CBDO         | CORP              | KY        |    272260 | PA      | $272585.23    | 0.23%             | 2031-07-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cotiviti, Inc.                                               | Cotiviti, Inc., First Lien, New Term Loan, B                                                 | CUSIP: 22164MAB3<br>LEI: 254900YAQHVRTG4IFI64 | Long             | LON              | CORP              | US        |     98750 | PA      | $95129.33     | 0.08%             | 2031-05-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co. (The)                                   | Sherwin-Williams Co. (The)                                                                   | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    300000 | PA      | $297908.63    | 0.25%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Siemens Financieringsmaatschappij NV                         | Siemens Financieringsmaatschappij NV                                                         | CUSIP: 82620KAU7<br>LEI: TAFO772JB70PDRN5VS48 | Long             | DBT              | CORP              | NL        |    400000 | PA      | $398670.67    | 0.34%             | 2027-03-16      | Fixed         | 3.40%                 | 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        |   1500000 | PA      | $1502735.80   | 1.27%             | 2034-10-26      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                      | Simon Property Group LP                                                                      | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    275000 | PA      | $273517.86    | 0.23%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J. M. Smucker Co. (The)                                      | J. M. Smucker Co. (The)                                                                      | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    180000 | PA      | $167425.30    | 0.14%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co. (The)                                        | J. M. Smucker Co. (The)                                                                      | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    175000 | PA      | $183412.04    | 0.16%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                                | Smyrna Ready Mix Concrete LLC                                                                | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    250000 | PA      | $267591.96    | 0.23%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Delta Topco, Inc.                                            | Delta Topco, Inc., Second Lien, Second Amendment Term Loan                                   | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $197646.00    | 0.17%             | 2030-12-24      | Variable      | 9.06%                 | No            |                  2 | On Loan: No      |
| Altium Packaging LLC                                         | Altium Packaging LLC, First Lien, 2024 Refinancing Term Loan                                 | CUSIP: 20902CAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $193750.00    | 0.16%             | 2031-06-11      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Iridium Satellite LLC                                        | Iridium Satellite LLC, First Lien, Term Loan, B4                                             | CUSIP: 46269KAT1<br>LEI: 254900615BJ7139TFM33 | Long             | LON              | CORP              | US        |     97680 | PA      | $95414.66     | 0.08%             | 2030-09-20      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                           | Southern Co. (The)                                                                           | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    175000 | PA      | $177928.78    | 0.15%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                        | Ahlstrom Holding 3 Oy                                                                        | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    100000 | PA      | $98518.60     | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                                  | Block, Inc.                                                                                  | CUSIP: 852234AU7<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    271000 | PA      | $278362.80    | 0.24%             | 2033-08-15      | Fixed         | 6.00%                 | Yes           |                  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        |    198496 | PA      | $199551.25    | 0.17%             | 2031-09-09      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Star Holding LLC                                             | Star Holding LLC                                                                             | CUSIP: 85513AAA6<br>LEI: 254900BDGPE9N1WAKD59 | Long             | DBT              | CORP              | US        |    125000 | PA      | $120513.74    | 0.10%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                              | Starbucks Corp.                                                                              | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    175000 | PA      | $174856.97    | 0.15%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                              | Starbucks Corp.                                                                              | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    280000 | PA      | $282590.02    | 0.24%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fleet Midco I Ltd.                                           | Fleet Midco I Ltd., First Lien, Term Loan, B2                                                | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    199500 | PA      | $200746.88    | 0.17%             | 2031-02-21      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Stryker Corp.                                                | Stryker Corp.                                                                                | CUSIP: 863667BC4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    150000 | PA      | $153572.79    | 0.13%             | 2028-12-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty LLC                                           | Ryan Specialty LLC, First Lien, Term Loan, B1                                                | CUSIP: 78350UAJ4<br>LEI: 549300K52N7QBO3PYY45 | Long             | LON              | CORP              | US        |    198496 | PA      | $199096.69    | 0.17%             | 2031-09-15      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Burlington Coat Factory Warehouse Corp.                      | Burlington Coat Factory Warehouse Corp., First Lien, Term Loan, B                            | CUSIP: 121575AL8<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |    198492 | PA      | $199153.44    | 0.17%             | 2031-09-24      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| WMG Acquisition Corp.                                        | WMG Acquisition Corp., First Lien, Term Loan, B                                              | CUSIP: 92929LBA5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100500.00    | 0.08%             | 2031-01-24      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                                | Surgery Center Holdings, Inc.                                                                | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    200000 | PA      | $202543.66    | 0.17%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150063.34    | 0.13%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                           | T-Mobile USA, Inc.                                                                           | CUSIP: 87264ABR5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124718.77    | 0.11%             | 2026-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citadel Securities LP                                        | Citadel Securities LP, First Lien, 2024 Term Loan, B                                         | CUSIP: 17288YAN2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |     98751 | PA      | $99381.29     | 0.08%             | 2031-10-31      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Hudson River Trading LLC                                     | Hudson River Trading LLC, First Lien, Term Loan, B                                           | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |     98495 | PA      | $99035.71     | 0.08%             | 2030-03-18      | Variable      | 6.49%                 | 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        |     99497 | PA      | $99454.70     | 0.08%             | 2030-10-28      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| TerraForm Power Operating LLC                                | TerraForm Power Operating LLC                                                                | CUSIP: 88104LAG8<br>LEI: 5493000S2OLR3UT5BE13 | Long             | DBT              | CORP              | US        |    207000 | PA      | $201893.48    | 0.17%             | 2030-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GIH Borrower LLC                                             | GIH Borrower LLC, First Lien, Term Loan, B                                                   | CUSIP: 36173YAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99250 | PA      | $99771.06     | 0.08%             | 2031-11-26      | Variable      | 6.50%                 | 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        |     99000 | PA      | $99185.63     | 0.08%             | 2028-10-12      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Installed Building Products, Inc.                            | Installed Building Products, Inc., First Lien, Term Loan, B3                                 | CUSIP: 45780YAZ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     98744 | PA      | $99155.48     | 0.08%             | 2031-03-28      | Variable      | 5.47%                 | No            |                  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        |    248116 | PA      | $249610.47    | 0.21%             | 2031-02-21      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                      | American Airlines, Inc., First Lien, 2024 Term Loan, B                                       | CUSIP: 02376CBR5<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | LON              | CORP              | US        |     98980 | PA      | $99361.16     | 0.08%             | 2028-02-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                          | Toyota Auto Receivables Owner Trust, Series 2025-B, Class A2A                                | CUSIP: 89231HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     57832 | PA      | $57977.23     | 0.05%             | 2028-03-15      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                                     | Toyota Lease Owner Trust, Series 2024-A, Class A3                                            | CUSIP: 89238GAD3<br>LEI: 254900MVSB4M6HOIRE71 | Long             | ABS-O            | CORP              | US        |     59709 | PA      | $59934.38     | 0.05%             | 2027-04-20      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MKS, Inc.                                                    | MKS, Inc., First Lien, 2025-1 Dollar Term Loan, B                                            | CUSIP: 55314NAZ7<br>LEI: 549300KEQATBHAGVF505 | Long             | LON              | CORP              | US        |    173740 | PA      | $174862.09    | 0.15%             | 2029-08-17      | Variable      | 5.72%                 | 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        |     84469 | PA      | $85002.38     | 0.07%             | 2030-06-20      | Variable      | 6.12%                 | 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        |     98750 | PA      | $99122.29     | 0.08%             | 2031-07-02      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Michael Baker International, Inc.                            | Michael Baker International, Inc., First Lien, Term Loan, B1                                 | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99001 | PA      | $99351.71     | 0.08%             | 2028-12-01      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Trestles CLO Ltd.                                            | Trestles CLO Ltd., Series 2025-8A, Class D1                                                  | CUSIP: 89533DAL4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754563.09    | 0.64%             | 2035-06-11      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| Quikrete Holdings, Inc.                                      | Quikrete Holdings, Inc., First Lien, Term Loan, B3                                           | CUSIP: 74839XAL3<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |     99250 | PA      | $99668.34     | 0.08%             | 2032-02-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd.                                            | Trinitas CLO Ltd., Series 2019-10A, Class B1R2                                               | CUSIP: 89640AAY2<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000010.67   | 0.85%             | 2035-01-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Financiere Mendel SAS                                        | Financiere Mendel SAS, First Lien, New Term Loan, B                                          | CUSIP: 58650YAD8<br>LEI: N/A                  | Long             | LON              | CORP              | FR        |    198496 | PA      | $200025.65    | 0.17%             | 2030-11-08      | Variable      | 6.59%                 | No            |                  2 | On Loan: No      |
| Quartz AcquireCo LLC                                         | Quartz AcquireCo LLC, First Lien, Term Loan, B2                                              | CUSIP: 74773KAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    198477 | PA      | $198477.17    | 0.17%             | 2030-06-28      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                         | USB Auto Owner Trust, Series 2025-1A, Class A2                                               | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64773 | PA      | $64917.40     | 0.05%             | 2028-06-15      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| United Rentals North America, Inc.                           | United Rentals North America, Inc.                                                           | CUSIP: 911365BN3<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    200000 | PA      | $194003.66    | 0.16%             | 2030-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797RV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $993934.13    | 0.84%             | 2026-03-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797SB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $993214.04    | 0.84%             | 2026-03-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797SF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $998930.96    | 0.84%             | 2026-01-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797SG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2000000 | PA      | $1996470.70   | 1.69%             | 2026-01-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797SH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $997552.52    | 0.84%             | 2026-01-27      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   2500000 | PA      | $2490433.20   | 2.11%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Bills                                                                          | CUSIP: 912797SY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1000000 | PA      | $993540.79    | 0.84%             | 2026-03-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Notes                                                                          | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1600000 | PA      | $1600531.25   | 1.35%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States of America                                     | U.S. Treasury Notes                                                                          | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1400000 | PA      | $1418101.57   | 1.20%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                              | Universal Health Services, Inc.                                                              | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     50000 | PA      | $49167.51     | 0.04%             | 2026-09-01      | Fixed         | 1.65%                 | 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        |    104124 | PA      | $105574.54    | 0.09%             | 2028-06-30      | Variable      | 9.60%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC                                               | VFH Parent LLC / Valor Co-Issuer, Inc.                                                       | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    225000 | PA      | $236221.20    | 0.20%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VOC Escrow Ltd.                                              | VOC Escrow Ltd.                                                                              | CUSIP: 91832VAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    138000 | PA      | $138059.62    | 0.12%             | 2028-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Veralto Corp.                                                | Veralto Corp.                                                                                | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |    125000 | PA      | $126099.21    | 0.11%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VER1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    345000 | PA      | $347908.97    | 0.29%             | 2028-09-21      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                                 | Verizon Communications, Inc.                                                                 | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124084.21    | 0.10%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Acrisure LLC                                                 | Acrisure LLC, First Lien, 2025 Refinancing Term Loan, B                                      | CUSIP: 00488PAX3<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    199000 | PA      | $199497.50    | 0.17%             | 2032-06-21      | Variable      | 6.97%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                  | Apollo Commercial Real Estate Finance, Inc., First Lien, Initial Term Loan                   | CUSIP: 03768DAE7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | LON              | CORP              | US        |    199000 | PA      | $200865.63    | 0.17%             | 2030-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                           | Vertiv Group Corp.                                                                           | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |    166000 | PA      | $164057.78    | 0.14%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Astoria Energy LLC                                           | Astoria Energy LLC, First Lien, Advance Term Loan, B                                         | CUSIP: 04626LAJ8<br>LEI: 549300BXD26J7I0IPB62 | Long             | LON              | CORP              | US        |    142091 | PA      | $143401.52    | 0.12%             | 2032-06-16      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Virgin Media Finance plc                                     | Virgin Media Finance plc                                                                     | CUSIP: 92769VAJ8<br>LEI: 2138001LVYC87DDHT482 | Long             | DBT              | CORP              | GB        |    175000 | PA      | $154456.26    | 0.13%             | 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        |    149625 | PA      | $149543.45    | 0.13%             | 2032-06-30      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Virtusa Corp.                                                | Virtusa Corp.                                                                                | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197269.43    | 0.17%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                 | Vistra Corp.                                                                                 | CUSIP: 92840MAB8<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $205802.44    | 0.17%             | 2026-10-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                   | VMware LLC                                                                                   | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    200000 | PA      | $197096.58    | 0.17%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                      | Volkswagen Group of America Finance LLC                                                      | CUSIP: 928668CE0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    125000 | PA      | $125337.02    | 0.11%             | 2026-03-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                          | Volkswagen Auto Loan Enhanced Trust, Series 2024-1, Class A2A                                | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    273686 | PA      | $274378.93    | 0.23%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                                | Volvo Financial Equipment LLC, Series 2025-2A, Class A2                                      | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    145000 | PA      | $145194.56    | 0.12%             | 2028-06-15      | Fixed         | 3.96%                 | 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        |   1250000 | PA      | $1253248.23   | 1.06%             | 2034-04-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| LSF12 Crown US Commercial Bidco LLC                          | LSF12 Crown US Commercial Bidco LLC, First Lien, 2025 Refinancing Term Loan                  | CUSIP: 50221UAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     97153 | PA      | $97881.23     | 0.08%             | 2031-12-02      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fugue Finance BV                                             | Fugue Finance BV, First Lien, Fourteenth Amendment Dollar Term Loan                          | CUSIP: N3430BAL8<br>LEI: 254900Y4DWBRGAFENC88 | Long             | LON              | CORP              | NL        |    199000 | PA      | $199945.25    | 0.17%             | 2032-01-09      | Variable      | 6.57%                 | No            |                  2 | On Loan: No      |
| Belron Finance 2019 LLC                                      | Belron Finance 2019 LLC, First Lien, 2031 Dollar Incremental Term Loan                       | CUSIP: 08078UAN3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    198500 | PA      | $199864.69    | 0.17%             | 2031-10-16      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Cross Financial Corp.                                        | Cross Financial Corp., First Lien, Term Loan, B4                                             | CUSIP: 22750JAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99251 | PA      | $99747.51     | 0.08%             | 2031-10-31      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Amynta Agency Borrower, Inc.                                 | Amynta Agency Borrower, Inc., First Lien, 2025 Refinancing Term Loan                         | CUSIP: 57810JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    149250 | PA      | $149762.68    | 0.13%             | 2031-12-29      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                          | Medline Borrower LP, First Lien, 2028 Refinancing Term Loan                                  | CUSIP: 58503UAH6<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |     18296 | PA      | $18371.02     | 0.02%             | 2028-10-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| EFS Cogen Holdings I LLC                                     | EFS Cogen Holdings I LLC, First Lien, Term Loan, B                                           | CUSIP: 26844HAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191436 | PA      | $193196.02    | 0.16%             | 2031-10-03      | Variable      | 6.67%                 | 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        |     98754 | PA      | $99088.03     | 0.08%             | 2031-09-19      | Variable      | 6.22%                 | 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        |    200000 | PA      | $200625.00    | 0.17%             | 2032-09-08      | Variable      | 7.92%                 | 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        |     99919 | PA      | $100661.20    | 0.09%             | 2032-10-01      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Inception Holdco SARL                                        | Inception Holdco SARL, First Lien, Term Loan, B9                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    199500 | PA      | $201433.16    | 0.17%             | 2031-04-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                    | Zayo Group Holdings, Inc., First Lien, Initial Dollar Term Loan                              | CUSIP: 98919XAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    161227 | PA      | $153459.07    | 0.13%             | 2030-03-11      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                                  | SCIL IV LLC, First Lien, Term Loan, B2                                                       | CUSIP: 80881LAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $250860.00    | 0.21%             | 2032-11-08      | Variable      | 7.76%                 | 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        |    199500 | PA      | $200034.66    | 0.17%             | 2031-11-06      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Pioneer AcquisitionCo LLC                                    | Pioneer AcquisitionCo LLC, First Lien, Initial Term Loan                                     | CUSIP: 72353SAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    200000 | PA      | $201125.00    | 0.17%             | 2032-10-27      | Variable      | 6.94%                 | No            |                  2 | On Loan: No      |
| Calpine Construction Finance Co. LP                          | Calpine Construction Finance Co. LP, First Lien, 2025 Refinancing Term Loan                  | CUSIP: 13134NAK7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    100000 | PA      | $100203.00    | 0.08%             | 2030-07-31      | Variable      | 5.47%                 | No            |                  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        |    500000 | PA      | $507938.07    | 0.43%             | 2036-04-20      | Floating      | 10.36%                | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                          | Wind River CLO Ltd., Series 2021-4A, Class AR                                                | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000252.39   | 0.85%             | 2035-01-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Wyndham Hotels & Resorts, Inc.                               | Wyndham Hotels & Resorts, Inc.                                                               | CUSIP: 98311AAB1<br>LEI: 549300FE3MQ4RVXXC673 | Long             | DBT              | CORP              | US        |    225000 | PA      | $222875.06    | 0.19%             | 2028-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                                 | Zimmer Biomet Holdings, Inc.                                                                 | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    175000 | PA      | $180957.57    | 0.15%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                 | Zoetis, Inc.                                                                                 | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    125000 | PA      | $124964.22    | 0.11%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                                 | Zoetis, Inc.                                                                                 | CUSIP: 98978VAW3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    175000 | PA      | $176003.41    | 0.15%             | 2028-08-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-30

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

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

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

**Title:** Principal Executive Officer