# EDGAR Filing Document

**Accession Number:** 0001355064
**File Stem:** 0001752724-23-048431
**Filing Date:** 2023-3
**Character Count:** 86392
**Document Hash:** 40882682be9a6e00fe7efa080e0612ca
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-048431.hdr.sgml**: 20230301

**ACCESSION NUMBER**: 0001752724-23-048431

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230301

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20230630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MUTUAL FUND SERIES TRUST
- **CENTRAL INDEX KEY:** 0001355064
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** OH
- **FISCAL YEAR END:** 0630

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21872
- **FILM NUMBER:** 23688595

**BUSINESS ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474
- **BUSINESS PHONE:** 631 549 1859

**MAIL ADDRESS:**
- **STREET 1:** C/O GEMINI FUND SERVICES LLC
- **STREET 2:** 4221 NORTH 203RD STREET, SUITE 100
- **CITY:** ELKHORN
- **STATE:** NE
- **ZIP:** 68022-3474

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** CATALYST FUNDS
- **DATE OF NAME CHANGE:** 20060303

## Series and Classes Contracts Data

### Catalyst/CIFC Floating Rate Income Fund (Series ID: S000039512)

| Class ID   | Class Name                                      | Ticker Symbol   |
|:---|:---|:---|
| C000121700 | Catalyst/CIFC Floating Rate Income Fund Class A | CFRAX           |
| C000121701 | Catalyst/CIFC Floating Rate Income Fund Class C | CFRCX           |
| C000121702 | Catalyst/CIFC Floating Rate Income Fund Class I | CFRIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MUTUAL FUND SERIES TRUST

- **b. Investment Company Act file number:** 811-21872

- **c. CIK number of Registrant:** 0001355064

- **d. LEI of Registrant:** 5493002ZGLQMLR4QMA96

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

  - **Street Address 1:** C/O GEMINI FUND SERVICES LLC

  - **City:** ELKHORN

  - **State:** NE

  - **Foreign country:** US

  - **Zip / Postal Code:** 68022

  - **Telephone number:** 631-470-2600

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

- **a. Name of Series:** Catalyst/ CIFC Floating Rate Income Fund

- **b. EDGAR series identifier (if any):** S000039512

- **c. LEI of Series:** 549300HQL3WT31ZF0202

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

- **a. Date of fiscal year-end:** 2023-06-30

- **b. Date as of which information is reported:** 2022-12-31

**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:** $256915200.77

**Total Liabilities:** $21076264.86

**Net Assets:** $235838935.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 247.42034100 | **10-Year:** 285.95275200 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 7703.12913300 | **5-Year:** 62920.12474000 | **10-Year:** 12204.49373700 | **30-Year:** 111.03060400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000121701 | 0.49%                | 1.41%                | 0.33%                |
| Class ID C000121700 | 0.55%                | 1.47%                | 0.39%                |
| Class ID C000121702 | 0.69%                | 1.49%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1404501.51             | $1520340.23                                |
| Month 2  | $-166790.22              | $2198312.34                                |
| Month 3  | $-1418651.34             | $800967.61                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bausch + Lomb                                                       | BLCOCN TL B 1L USD      | CUSIP: C0787FAB8<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1430865.00   | 0.61%             | 2027-05-05      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| SolarWinds                                                          | SWI TL B 1L USD         | CUSIP: 83417UAK2<br>LEI: 549300GUYI8M0E3S0X29 | Long             | LON              | CORP              | US        |   1470000 | PA      | $1457747.55   | 0.62%             | 2027-02-05      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Howden Group Holdings (fka Hyperion)                                | HYPERION INSUR          | CUSIP: G4712JAR3<br>LEI: 213800R6D9EVRN5D3117 | Long             | LON              | CORP              | US        |   1329674 | PA      | $1297143.45   | 0.55%             | 2027-11-12      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Parts Authority                                                     | PAIHOL TL 1L USD        | CUSIP: 69315JAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1118600 | PA      | $992064.27    | 0.42%             | 2027-10-26      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Magnetite XV Limited                                                | MAGNE 2015-15A ER       | CUSIP: 55953NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $438067.00    | 0.19%             | 2031-07-25      | Floating      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| Asurion                                                             | ASUCOR TL B3 2L USD     | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |   2411000 | PA      | $1894636.13   | 0.80%             | 2028-01-29      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| Solenis                                                             | SOLEIN TL B 1L USD      | CUSIP: 68163YAB1<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |   2027448 | PA      | $1951702.42   | 0.83%             | 2028-10-01      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Cloudera                                                            | CLDR TL B 1L USD        | CUSIP: 74339VAB4<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   1492500 | PA      | $1412046.79   | 0.60%             | 2028-08-10      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS LTD                                     | OCT18 2018-18A C        | CUSIP: 67576FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $444869.50    | 0.19%             | 2031-04-16      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Cubic Corp                                                          | ATLAAC TL C 1L USD      | CUSIP: 04921TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    215610 | PA      | $182575.24    | 0.08%             | 2028-04-29      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Eyecare Partners                                                    | EYEPAR TL 1L USD        | CUSIP: 30233PAH3<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1002970 | PA      | $852023.02    | 0.36%             | 2028-10-14      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| GOLDENTREE LOAN MANAGEMENT US CLO 9 LTD                             | GLM 2021-9A E           | CUSIP: 38138HAA5<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $425850.00    | 0.18%             | 2033-01-20      | Floating      | 8.99%                 | Yes           |                  2 | On Loan: No      |
| Great Canadian Gaming                                               | GCCN TL B 1L USD        | CUSIP: C4111RAE5<br>LEI: 549300FU60SSFLTE0M84 | Long             | LON              | CORP              | US        |   2473043 | PA      | $2434908.63   | 1.03%             | 2026-11-01      | Variable      | 8.75%                 | No            |                  2 | On Loan: No      |
| ION Analytics (fka Dealogic)                                        | DLLN TL 1L USD          | CUSIP: 00510DAB0<br>LEI: 213800PHEXJH1L7ZN896 | Long             | LON              | CORP              | US        |    923922 | PA      | $910063.15    | 0.39%             | 2028-02-04      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| BMC Software                                                        | BMC TL 2L USD           | CUSIP: N/A<br>LEI: 5493006T045HLTF7YX04       | Long             | LON              | CORP              | US        |   1644873 | PA      | $1520997.23   | 0.64%             | 2026-03-23      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Mediaocean                                                          | MEDOCE TL 1L USD        | CUSIP: 67526KAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1318375 | PA      | $1210597.84   | 0.51%             | 2028-12-09      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| EG Group                                                            | OPTFIN TL B 1L USD      | CUSIP: N2820EAB4<br>LEI: 894500KFDM6GTUGDJJ54 | Long             | LON              | CORP              | US        |    580588 | PA      | $549747.35    | 0.23%             | 2025-02-05      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| National Mentor Holdings Inc                                        | MENTOR TL C 1L USD      | CUSIP: 63689EAT2<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |     87656 | PA      | $61748.56     | 0.03%             | 2028-02-18      | Variable      | 7.43%                 | No            |                  2 | On Loan: No      |
| Flatiron Collateralized Loan Obligations 17 Ltd                     | FLAT 2017-1A ER         | CUSIP: 33882FAC4<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $457323.50    | 0.19%             | 2030-05-15      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| Rr 5 Ltd/Llc                                                        | RRAM 2018-5A D          | CUSIP: 74979RAA0<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $433065.50    | 0.18%             | 2031-10-15      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Analytics (Thomson Reuters IP&S)                          | CCC TL B 1L USD         | CUSIP: L2000AAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1096521 | PA      | $1081444.11   | 0.46%             | 2026-10-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Signature Aviation                                                  | SIGLN TL2 1L USD        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1075000 | PA      | $1073237.00   | 0.46%             | 2029-06-08      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Fitness International                                               | LAFTNS TL B 1L          | CUSIP: 33818XAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $556839.00    | 0.24%             | 2025-04-18      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| WestJet Airlines                                                    | WJACN TL B 1LD          | CUSIP: C4927UAB8<br>LEI: 5493004LHNGMD0JHE251 | Long             | LON              | CORP              | US        |   2004645 | PA      | $1838951.10   | 0.78%             | 2026-10-08      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| First Brands (Trico Group)                                          | TRICGR TL B 1L USD      | CUSIP: 31935HAD9<br>LEI: 2549005IXRZR7KSBJD91 | Long             | LON              | CORP              | US        |   3703897 | PA      | $3524258.13   | 1.49%             | 2027-03-24      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| AssuredPartners                                                     | ASSPAR TL 1L USD        | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    104475 | PA      | $101706.41    | 0.04%             | 2027-02-13      | Variable      | 7.59%                 | No            |                  2 | On Loan: No      |
| Ballys (fka Twin River Management Group)                            | BALY TL B 1L USD        | CUSIP: 05875CAB0<br>LEI: 549300NS4D5IK406VT62 | Long             | LON              | CORP              | US        |    498744 | PA      | $462834.17    | 0.20%             | 2028-08-06      | Variable      | 7.54%                 | No            |                  2 | On Loan: No      |
| Playtika                                                            | PLTK TL B 1L USD        | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |   1100000 | PA      | $1052562.50   | 0.45%             | 2028-03-05      | Variable      | 2.86%                 | No            |                  2 | On Loan: No      |
| Bluemountain Clo 2015-4 Ltd / Bluemountain Clo 2015-4 Llc           | BLUEM 2015-4A DR        | CUSIP: 09628NAW2<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |    835000 | PA      | $693945.96    | 0.29%             | 2030-04-20      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| US BANK MMDA                                                        | US BANK MMDA-USBGFS 5   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |  12225000 | PA      | $12225000.00  | 5.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Hearthside Group                                                    | HEFOSO TL 1L            | CUSIP: 40422KAB7<br>LEI: 549300JY2LK0EQ95YT44 | Long             | LON              | CORP              | US        |   1400300 | PA      | $1255768.44   | 0.53%             | 2025-05-31      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| CDK Global                                                          | CDK TL 1L USD           | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2902168 | PA      | $2880895.50   | 1.22%             | 2029-06-09      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Duff & Phelps                                                       | DUFPHE TL B 1LD         | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |   2762622 | PA      | $2586947.29   | 1.10%             | 2027-03-06      | Variable      | 7.84%                 | No            |                  2 | On Loan: No      |
| Bluemountain Clo XXII Ltd                                           | BLUEM 2018-22A E        | CUSIP: 09629QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $410504.00    | 0.17%             | 2031-07-15      | Floating      | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Petco Animal Supplies                                               | WOOF TL B 1L USD        | CUSIP: 71601HAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $972190.00    | 0.41%             | 2028-02-25      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| AssuredPartners                                                     | ASSPAR TL B 1L USD      | CUSIP: 04621HAT0<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    951000 | PA      | $946249.76    | 0.40%             | 2027-02-13      | Variable      | 8.58%                 | No            |                  2 | On Loan: No      |
| AssuredPartners                                                     | ASSPAR TL B 1L USD      | CUSIP: 04621HAS2<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    439920 | PA      | $427162.43    | 0.18%             | 2027-02-13      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| AssuredPartners Inc                                                 | ASSPAR 5 5/8 01/15/29   | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     82000 | PA      | $67595.83     | 0.03%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Edelman Financial Center/Financial Engines                          | EF TL 2LD               | CUSIP: 27943TAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    365994 | PA      | $330929.93    | 0.14%             | 2026-07-20      | Variable      | 10.82%                | No            |                  2 | On Loan: No      |
| NEP Group                                                           | NEP TL B 1L USD         | CUSIP: 62908HAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    703384 | PA      | $615903.72    | 0.26%             | 2025-10-20      | Variable      | 10.50%                | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                | TRICGR TL 1L USD        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    233000 | PA      | $220767.50    | 0.09%             | 2027-03-30      | Variable      | 9.79%                 | No            |                  2 | On Loan: No      |
| Mitchell International                                              | MITCHE TL 2L USD        | CUSIP: 60662WAU6<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    475000 | PA      | $396921.88    | 0.17%             | 2029-10-01      | Variable      | 11.23%                | No            |                  2 | On Loan: No      |
| Asurion                                                             | ASUCOR TL B10 1L USD    | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    275000 | PA      | $246056.25    | 0.10%             | 2028-08-17      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| MyEyeDr                                                             | CAPVIS TL B 2L USD      | CUSIP: 58401DAF1<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |     75000 | PA      | $56875.13     | 0.02%             | 2027-08-30      | Variable      | 12.32%                | No            |                  2 | On Loan: No      |
| Imprivata                                                           | IMPR TL 1L USD          | CUSIP: 45323KAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1496250 | PA      | $1447158.04   | 0.61%             | 2027-12-01      | Variable      | 8.34%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2018-2                                                | WELF 2018-2A D          | CUSIP: 94950MAA2<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $418564.50    | 0.18%             | 2031-10-20      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| CSC ServiceWorks (Coinmach)                                         | DRY TL B 1L USD         | CUSIP: 84850XAK8<br>LEI: 549300QAS44U2GUXGK45 | Long             | LON              | CORP              | US        |   1535399 | PA      | $1302786.37   | 0.55%             | 2028-03-01      | Variable      | 8.76%                 | No            |                  2 | On Loan: No      |
| Hyland Software                                                     | HSI TL 1L USD           | CUSIP: 44908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3233161 | PA      | $3196383.42   | 1.36%             | 2024-07-01      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Multiplan                                                           | MLTPLN TL B 1L USD      | CUSIP: 55328HAK7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | LON              | CORP              | US        |   2465100 | PA      | $2116904.63   | 0.90%             | 2028-08-17      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2016-1 LTD/LLC                                           | CANYC 2018-1A E         | CUSIP: 13877AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $412350.00    | 0.17%             | 2031-07-15      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Incorporated                                          | IRM 5 1/4 07/15/30      | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |    994000 | PA      | $866027.47    | 0.37%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain Fuji U.S. CLO I                                        | BLUEM 2017-1A E         | CUSIP: 09629DAA1<br>LEI: 549300XC3G26BPOECZ28 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $384115.00    | 0.16%             | 2029-07-20      | Floating      | 10.24%                | Yes           |                  2 | On Loan: No      |
| Genesys Telecommunications Laboratories                             | GCTI TL B 1L USD        | CUSIP: 39479UAQ6<br>LEI: 549300CVRD4OUCPHWQ42 | Long             | LON              | CORP              | US        |   3024116 | PA      | $2910091.60   | 1.23%             | 2027-10-08      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Amentum (AECOM management business)                                 | AECMAN TL B 1L USD      | CUSIP: 57776DAE3<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |   1443382 | PA      | $1410004.28   | 0.60%             | 2029-02-07      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xx/Llc                                                   | APID 2015-20A DR        | CUSIP: 03765MAG5<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $418534.50    | 0.18%             | 2031-07-16      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| AssuredPartners                                                     | ASSPAR TL B 1L USD      | CUSIP: 04621HAN3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |   1086034 | PA      | $1057303.17   | 0.45%             | 2027-02-13      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Internet Brands                                                     | INET TL 2L USD          | CUSIP: 55303BAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    550000 | PA      | $492593.75    | 0.21%             | 2029-02-23      | Variable      | 10.65%                | No            |                  2 | On Loan: No      |
| Eyecare Partners                                                    | EYEPAR TL 1LD           | CUSIP: 30233PAB6<br>LEI: 254900ZAACWK09RJ8W93 | Long             | LON              | CORP              | US        |   1874917 | PA      | $1524935.51   | 0.65%             | 2027-02-05      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| Peraton (fka Magnolia)                                              | PERCOR TL B 1L USD      | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |   1783307 | PA      | $1744671.79   | 0.74%             | 2028-02-24      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Bomgar Corp                                                         | BOMCOR TL 1L USD        | CUSIP: 10566UAC2<br>LEI: 549300ZU643BIOAXIB73 | Long             | LON              | CORP              | US        |   1150000 | PA      | $1117299.75   | 0.47%             | 2025-04-19      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Pretium Packaging                                                   | PRETPK TL 1L USD        | CUSIP: 74142KAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    464638 | PA      | $372706.74    | 0.16%             | 2028-09-22      | Variable      | 7.74%                 | No            |                  2 | On Loan: No      |
| Xplornet                                                            | BARXPL TL 1L USD        | CUSIP: C8614YAD5<br>LEI: 254900V3NB5MGOZS4O08 | Long             | LON              | CORP              | US        |   1633500 | PA      | $1284339.38   | 0.54%             | 2028-09-30      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| Quirch Foods                                                        | QUIFOO TL B 1L USD      | CUSIP: 74880TAG1<br>LEI: 549300ZJJLQXSE7L4U02 | Long             | LON              | CORP              | US        |    563886 | PA      | $515955.43    | 0.22%             | 2027-10-27      | Variable      | 8.74%                 | No            |                  2 | On Loan: No      |
| Amentum Government Services Holdings Llc                            | AECMAN TL B 2L USD      | CUSIP: 02351UAC8<br>LEI: 5493008CT6B5L54YSE94 | Long             | LON              | CORP              | US        |    725000 | PA      | $668812.50    | 0.28%             | 2028-01-31      | Variable      | 12.92%                | No            |                  2 | On Loan: No      |
| Hub International                                                   | HBGCN TL B 1L USD       | CUSIP: 44332EAV8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3359956 | PA      | $3329162.38   | 1.41%             | 2029-11-10      | Variable      | 8.22%                 | No            |                  2 | On Loan: No      |
| DIRECTV                                                             | DIFILL TL 1L USD        | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2421873 | PA      | $2363094.26   | 1.00%             | 2027-07-22      | Variable      | 9.07%                 | No            |                  2 | On Loan: No      |
| Advisor Group                                                       | ADVGRO TL B 1L USD      | CUSIP: 00775KAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2843610 | PA      | $2787378.07   | 1.18%             | 2026-07-31      | Variable      | 8.57%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 7-2015 LTD                                      | HLM 7A-2015 ER          | CUSIP: 40437TAA3<br>LEI: 254900IU43NDZ7HEB142 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $476343.50    | 0.20%             | 2027-03-15      | Floating      | 9.61%                 | Yes           |                  2 | On Loan: No      |
| MyEyeDr                                                             | CAPVIS TL 1L            | CUSIP: 58401DAC8<br>LEI: 549300660CLPRNK19Z91 | Long             | LON              | CORP              | US        |   2027783 | PA      | $1739615.15   | 0.74%             | 2026-08-02      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Yahoo (fka Verizon Media)                                           | COLLPA TL B1 1L USD     | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    962025 | PA      | $874721.53    | 0.37%             | 2027-09-01      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Upstream Rehabilitation                                             | UPSREH TL 1L USD        | CUSIP: 91678HAF9<br>LEI: 549300Q4K2W4R1EBTH48 | Long             | LON              | CORP              | US        |   1794372 | PA      | $1559614.22   | 0.66%             | 2026-11-20      | Variable      | 8.06%                 | No            |                  2 | On Loan: No      |
| Grippen Park Clo Ltd                                                | GRIPP 2017-1A E         | CUSIP: 39862DAA4<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $217077.00    | 0.09%             | 2030-01-20      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Ares XLVII CLO Ltd/Llc                                              | ARES 2018-47A E         | CUSIP: 04016WAA1<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $406611.00    | 0.17%             | 2030-04-15      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| United Airlines                                                     | UAL TL B 1L USD         | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |   2588449 | PA      | $2563107.72   | 1.09%             | 2028-04-14      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Oha Credit Partners Xv Limited                                      | OAKC 2017-15A E         | CUSIP: 67707AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $439032.00    | 0.19%             | 2030-01-20      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security                                                | GWSC TL 1L USD          | CUSIP: C4000KAE4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | LON              | CORP              | US        |    244388 | PA      | $235833.94    | 0.10%             | 2029-02-11      | Variable      | 8.53%                 | No            |                  2 | On Loan: No      |
| Conservice                                                          | CONSER TL 1LD           | CUSIP: 20848PAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2475188 | PA      | $2407640.08   | 1.02%             | 2027-05-07      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Regatta XI funding LTD                                              | REG11 2018-1A E         | CUSIP: 75887YAA3<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $466834.50    | 0.20%             | 2031-07-17      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain Fuji U.S. CLO III LTD/ LLC                             | BLUEM 2017-3A E         | CUSIP: 09628HAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $391295.00    | 0.17%             | 2030-01-15      | Floating      | 9.28%                 | Yes           |                  2 | On Loan: No      |
| Petsmart Inc / Petsmart Financial Corporation                       | PETM 7 3/4 02/15/29     | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    285000 | PA      | $268204.24    | 0.11%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Mercury Borrower Inc.                                               | ASCENS TL 2L USD        | CUSIP: 03836BAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    832520 | PA      | $731227.11    | 0.31%             | 2029-08-02      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| COOK PARK CLO LTD                                                   | COOK 2018-1A E          | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $410816.50    | 0.17%             | 2030-04-17      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO 2018-3 LTD/LLC                                     | BLUEM 2018-3A E         | CUSIP: 09629YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $399356.00    | 0.17%             | 2030-10-25      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| Solenis                                                             | SOLEIN TL B 1L USD      | CUSIP: 68163YAD7<br>LEI: 549300YU2GGVCBN3MY89 | Long             | LON              | CORP              | US        |    117410 | PA      | $114239.93    | 0.05%             | 2028-11-09      | Variable      | 8.15%                 | No            |                  2 | On Loan: No      |
| Granite Energy                                                      | GRAGEN TL B 1LD         | CUSIP: 38750BAB3<br>LEI: 549300ERB8DGZI3MXK42 | Long             | LON              | CORP              | US        |   1174749 | PA      | $1143912.04   | 0.49%             | 2026-11-07      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ryan Specialty Group                                                | RYASPE TL B 1L USD      | CUSIP: 78350UAE5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      4713 | PA      | $4691.64      | 0.00%             | 2027-07-23      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Weld North Education Llc                                            | WELDNE TL B 1L USD      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1926604 | PA      | $1892406.79   | 0.80%             | 2027-12-17      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Les Schwab Tire Centers                                             | LESSCH TL B 1L USD      | CUSIP: 50220KAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1111041 | PA      | $1098542.05   | 0.47%             | 2027-11-02      | Variable      | 6.58%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Global Education Holdings                               | MCGHLL TL B 1L USD      | CUSIP: 58063DAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3654121 | PA      | $3449709.31   | 1.46%             | 2028-07-21      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                        | ORGNON TL B 1L USD      | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1000000 | PA      | $992770.00    | 0.42%             | 2028-04-08      | Variable      | 7.75%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY CORPORATION                                    | TIBX TL A 1L USD        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    769917 | PA      | $686188.44    | 0.29%             | 2028-09-30      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Prometric                                                           | PROMET TL B 1LD         | CUSIP: 80358TAC0<br>LEI: 54930034OH1XQT27TX40 | Long             | LON              | CORP              | US        |    910223 | PA      | $804414.07    | 0.34%             | 2025-01-19      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| M6 Midstream                                                        | METXHO TL B 1L USD      | CUSIP: 55285DAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1501642.50   | 0.64%             | 2029-08-11      | Variable      | 9.16%                 | No            |                  2 | On Loan: No      |
| Ascensus                                                            | ASCENS TL B 1L USD      | CUSIP: 03836BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $478960.00    | 0.20%             | 2028-08-02      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| Internet Brands                                                     | INET TL 1L              | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2733922 | PA      | $2662648.68   | 1.13%             | 2024-09-15      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Netsmart Technologies                                               | NETTEC TL B 1L USD      | CUSIP: 64119DAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3166033 | PA      | $3057200.54   | 1.30%             | 2027-10-01      | Variable      | 8.07%                 | No            |                  2 | On Loan: No      |
| McAfee                                                              | MCFE TL B 1L USD        | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   2892750 | PA      | $2700584.62   | 1.15%             | 2029-02-03      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XVIII LTD/LLC                                  | NEUB 2014-18A DR2       | CUSIP: 64128YAF5<br>LEI: 549300FCSYYS3J0RKL34 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $436920.50    | 0.19%             | 2030-10-21      | Floating      | 10.20%                | Yes           |                  2 | On Loan: No      |
| Curium Pharma                                                       | CURBID TL B 1L USD      | CUSIP: L2210TAE5<br>LEI: 213800P2VV9KG6N9L140 | Long             | LON              | CORP              | US        |   1035795 | PA      | $1012489.61   | 0.43%             | 2027-09-10      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Cloudera                                                            | CLDR TL 2L USD          | CUSIP: 74339VAE8<br>LEI: 549300PGONC4JOI0RG62 | Long             | LON              | CORP              | US        |   1235398 | PA      | $1036189.84   | 0.44%             | 2029-08-10      | Variable      | 10.07%                | No            |                  2 | On Loan: No      |
| Solera                                                              | SLH TL B 1L USD         | CUSIP: 73108RAB4<br>LEI: 254900LEPDAG7EDOA064 | Long             | LON              | CORP              | US        |   1396688 | PA      | $1277969.85   | 0.54%             | 2028-06-04      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Aveanna/Epic Health                                                 | EPIHEA TL B 1L USD      | CUSIP: 05549DAJ7<br>LEI: 5493006D6JRLPIY8YV18 | Long             | LON              | CORP              | US        |      1640 | PA      | $1269.90      | 0.00%             | 2028-06-30      | Variable      | 7.77%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer Inc    | ALIANT 6 3/4 10/15/27   | CUSIP: 01883LAA1<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |    243000 | PA      | $218945.43    | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Golden Nugget                                                       | NUGGET TL B 1L USD      | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1662998 | PA      | $1584429.32   | 0.67%             | 2029-01-13      | Variable      | 8.09%                 | No            |                  2 | On Loan: No      |
| IntraFi Network (fka Promontory Interfinancial Network)             | NEXBUY TL B 1L USD      | CUSIP: 65343UAC6<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |      1231 | PA      | $1181.54      | 0.00%             | 2026-11-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Ensono LP                                                           | ENSONO TL B 1L USD      | CUSIP: 29359DAB3<br>LEI: 5493008Y7ZSWJ6T2LW17 | Long             | LON              | CORP              | US        |   2296687 | PA      | $2069888.91   | 0.88%             | 2028-05-20      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| FIRST AMERN FDS INC                                                 | FRST AM-GV OB-U         | CUSIP: 31846V211<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |   8389543 | PA      | $8389543.19   | 3.56%             |  |  |  | No            |                  1 | On Loan: No      |
| StandardAero Aviation Holdings                                      | DAEAVI TL 1LD           | CUSIP: 26812CAE6<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   2441444 | PA      | $2333483.23   | 0.99%             | 2026-04-08      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Regatta Funding Limited/Corp                                        | REG10 2017-3A E         | CUSIP: 75884CAA4<br>LEI: 549300E2FIIBY7XTJE98 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $426317.50    | 0.18%             | 2031-01-17      | Floating      | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Sedgwick CMS                                                        | SEDGEW TL B3 1L USD     | CUSIP: 81527CAN7<br>LEI: 549300BIN4DWJG5VWF64 | Long             | LON              | CORP              | US        |    984615 | PA      | $974646.14    | 0.41%             | 2026-09-03      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Allied Universal                                                    | UNSEAM TL B 1L USD      | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |   2709728 | PA      | $2579674.67   | 1.09%             | 2028-05-05      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxx 2018-30                                              | APID XXXA D             | CUSIP: 03768BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $428256.50    | 0.18%             | 2031-10-18      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC.                                             | ATHENA TL DD 1L USD     | CUSIP: 04686RAC7<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |    181548 | PA      | $164365.85    | 0.07%             | 2029-01-27      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 37 LTD / LLC                            | OCT37 2018-2A D         | CUSIP: 67591WAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $430462.50    | 0.18%             | 2030-07-25      | Floating      | 9.76%                 | Yes           |                  2 | On Loan: No      |
| Motus                                                               | MOTUS 1l USD            | CUSIP: 62014TAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243750 | PA      | $1164460.94   | 0.49%             | 2028-11-03      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                       | TDG TL G 1L USD         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2027-02-28      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group                                           | SBGI TL B4 1L USD       | CUSIP: 82925BAG0<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   2073177 | PA      | $1976255.80   | 0.84%             | 2029-04-13      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Summit Health (FKA CityMD)                                          | CITPRA TL B 1L USD      | CUSIP: 92940KAK1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-11-18      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| One Call Medical                                                    | ONECAL TL B 1L USD      | CUSIP: N/A<br>LEI: 549300WUCCV86ZQHG041       | Long             | LON              | CORP              | US        |   1125048 | PA      | $930043.71    | 0.39%             | 2027-04-08      | Variable      | 9.88%                 | No            |                  2 | On Loan: No      |
| Atlantic Aviation FBO                                               | ATLAVI TL 2L USD        | CUSIP: 48254EAE1<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |    500000 | PA      | $485000.00    | 0.21%             | 2029-07-13      | Variable      | 9.82%                 | No            |                  2 | On Loan: No      |
| Merlin Entertainments                                               | MERLLN TL B 1L          | CUSIP: L6526BAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |       459 | PA      | $439.15       | 0.00%             | 2026-11-04      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-1 Limited                 | CGMS 2014-1A ER         | CUSIP: 14310PAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $409395.50    | 0.17%             | 2031-04-17      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| TierPoint                                                           | TIEPOI TL B 1L USD      | CUSIP: 88651BAL6<br>LEI: 549300L53HPEWRGN5U22 | Long             | LON              | CORP              | US        |   2877225 | PA      | $2698290.51   | 1.14%             | 2026-05-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Authentic Brands                                                    | AUTBRA TL 2L USD        | CUSIP: 00076VAY6<br>LEI: 54930020NXD0RJB64985 | Long             | LON              | CORP              | US        |    675000 | PA      | $620156.25    | 0.26%             | 2029-12-10      | Variable      | 10.19%                | No            |                  2 | On Loan: No      |
| HelpSystems                                                         | HELPSY TL 1L USD        | CUSIP: 42351EAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1869438 | PA      | $1690439.00   | 0.72%             | 2026-11-30      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| VeriFone                                                            | PAY TL 1LD              | CUSIP: 92346NAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    292110 | PA      | $269152.61    | 0.11%             | 2025-08-20      | Variable      | 8.36%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                                     | OCT26 2016-1A ER        | CUSIP: 675714AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $392314.00    | 0.17%             | 2030-07-15      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| US Anesthesia Partners                                              | USANES TL B 1L USD      | CUSIP: 90350HAL3<br>LEI: 549300J001GMNRO7SQ51 | Long             | LON              | CORP              | US        |   1793367 | PA      | $1712055.75   | 0.73%             | 2028-09-23      | Variable      | 8.37%                 | No            |                  2 | On Loan: No      |
| ARES LII CLO LTD                                                    | ARES 2019-52A ER        | CUSIP: 04009FAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $418939.50    | 0.18%             | 2031-04-22      | Floating      | 10.77%                | Yes           |                  2 | On Loan: No      |
| USI Inc                                                             | COMINV TL 1L USD        | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1250000 | PA      | $1240625.00   | 0.53%             | 2029-11-16      | Variable      | 7.68%                 | No            |                  2 | On Loan: No      |
| Mavis Tire Express Services                                         | EOCGRO TL 1L USD        | CUSIP: 57777YAB2<br>LEI: 254900NVDM4GTLBL9E56 | Long             | LON              | CORP              | US        |   3336108 | PA      | $3191337.89   | 1.35%             | 2028-04-30      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Orion Advisor Solutions (fka NorthStar Financial Services Group)    | NORTST TL B 1L USD      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1583314 | PA      | $1446752.86   | 0.61%             | 2027-09-24      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| Idera                                                               | IDERA TL 1L USD         | CUSIP: 45168RAQ6<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    992443 | PA      | $938479.22    | 0.40%             | 2028-03-02      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| American Airlines (AA Advantage Loyalty)                            | AAL TL 1L USD           | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4250000 | PA      | $4238716.25   | 1.80%             | 2028-03-10      | Variable      | 8.99%                 | No            |                  2 | On Loan: No      |
| Yahoo (Verizon Media)                                               | COLLPA TL B2 1L USD     | CUSIP: 00187GAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2500000 | PA      | $2261725.00   | 0.96%             | 2027-09-01      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| UKG                                                                 | ULTI TL 2L USD          | CUSIP: 90385KAJ0<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   1738880 | PA      | $1604551.43   | 0.68%             | 2027-05-03      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| Kkr Financial Clo                                                   | KKR 13 ER               | CUSIP: 48250XAJ2<br>LEI: 635400ZS4BDP68TETX94 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $481003.00    | 0.20%             | 2028-01-16      | Floating      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet Clo X Ltd / Llc                                           | WELF 2019-XA DR         | CUSIP: 94949VAE8<br>LEI: 254900A99ZMAJM1OOV76 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $408785.50    | 0.17%             | 2032-07-20      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| Apidos Clo Xxxv Ltd / Llc                                           | APID 2021-35A E         | CUSIP: 03768TAA0<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $435013.00    | 0.18%             | 2034-04-20      | Floating      | 9.99%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Aviation FBO                                               | ATLAVI TL 1L USD        | CUSIP: 48254EAF8<br>LEI: 2549001SCJD3WEYJFM53 | Long             | LON              | CORP              | US        |     66000 | PA      | $66020.79     | 0.03%             | 2028-09-23      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| LX2096                                                              | ALTICE TL 10/28/27      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    251000 | PA      | $240960.00    | 0.10%             | 2027-10-28      | Variable      | 9.57%                 | No            |                  2 | On Loan: No      |
| Formula One                                                         | FMUONE TL B 1L USD      | CUSIP: 9TERM7BA1<br>LEI: 549300BBG8Z3D6QSYP53 | Long             | LON              | CORP              | US        |    238000 | PA      | $238178.50    | 0.10%             | 2030-01-15      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| PQ Performance Chemicals                                            | PQG TL 1L USD           | CUSIP: 84673EAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    646243 | PA      | $630626.10    | 0.27%             | 2028-04-30      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Denali Water Solutions                                              | DISTEA TL B 1L USD      | CUSIP: 25471MAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1750126 | PA      | $1487607.47   | 0.63%             | 2028-03-25      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Univision Communications                                            | UVN TL B 1L USD         | CUSIP: 914908BC1<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |   1000000 | PA      | $986250.00    | 0.42%             | 2026-03-24      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Sedgwick CMS                                                        | SEDGEW TL B2 1L USD     | CUSIP: 81527CAM9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1743573 | PA      | $1714621.23   | 0.73%             | 2026-09-03      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                | DEATIR TL B2 1L USD     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1358000 | PA      | $1346457.00   | 0.57%             | 2027-12-09      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| CDI Escrow Issuer Inc.                                              | CHDN 5 3/4 04/01/30     | CUSIP: 12511VAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    999000 | PA      | $897285.95    | 0.38%             | 2030-04-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Cano Health                                                         | CANHEA TL 1L USD        | CUSIP: 13781HAE0<br>LEI: 254900OGI2T8V1NXN639 | Long             | LON              | CORP              | US        |    919645 | PA      | $733876.48    | 0.31%             | 2027-11-23      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club                                                 | BJ TL B 1L USD          | CUSIP: 09179FAU6<br>LEI: 549300H2XDOGOSR9L398 | Long             | LON              | CORP              | US        |     66000 | PA      | $66116.82     | 0.03%             | 2024-02-03      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Consumer Cellular                                                   | CONCEL TL B 1L USD      | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |   1971279 | PA      | $1888485.56   | 0.80%             | 2027-12-12      | Variable      | 7.55%                 | No            |                  2 | On Loan: No      |
| HelpSystems                                                         | HELPSY TL 2L USD        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    750000 | PA      | $597187.49    | 0.25%             | 2027-11-19      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| Jazz Pharmaceuticals                                                | JAZZ TL B 1L USD        | CUSIP: G5080AAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2100442 | PA      | $2085182.44   | 0.88%             | 2028-04-22      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Culligan International                                              | CULLHO TL B 1L USD      | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1232626 | PA      | $1164061.26   | 0.49%             | 2028-06-17      | Variable      | 7.97%                 | No            |                  2 | On Loan: No      |
| Asurion                                                             | ASUCOR TL B4 2L USD     | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    600000 | PA      | $469929.00    | 0.20%             | 2029-01-14      | Variable      | 9.32%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2017-5 LTD                                           | CGMS 2017-5A D          | CUSIP: 14316RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $390426.00    | 0.17%             | 2030-01-20      | Floating      | 9.54%                 | Yes           |                  2 | On Loan: No      |
| Gainwell Technologies (fka Milano Acqusition/DXC State & Local HHS) | MILACQ TL 1L USD        | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   4052634 | PA      | $3814541.99   | 1.62%             | 2027-08-17      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Peraton Corp                                                        | PERCOR TL 2L USD        | CUSIP: 71360HAF4<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    242702 | PA      | $231962.55    | 0.10%             | 2029-02-01      | Variable      | 12.09%                | No            |                  2 | On Loan: No      |
| Avsc Holding Corp                                                   | AVSV TL B 1LD           | CUSIP: 00241YAU8<br>LEI: 549300CLJBQ9YSR4U689 | Long             | LON              | CORP              | US        |   1089024 | PA      | $1007804.13   | 0.43%             | 2026-09-26      | Variable      | 8.68%                 | No            |                  2 | On Loan: No      |
| Sabre Holdings                                                      | SABHLD TL B 1L USD      | CUSIP: 78571YBJ8<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | LON              | CORP              | US        |    902527 | PA      | $836533.86    | 0.35%             | 2028-06-30      | Variable      | 9.19%                 | No            |                  2 | On Loan: No      |
| Open Text                                                           | OTEXCN TL B 1L USD      | CUSIP: 68371YAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    606000 | PA      | $593349.75    | 0.25%             | 2029-11-16      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Carlyle Us Clo Ltd                                                  | CGMS 2017-1A D          | CUSIP: 14314UAA3<br>LEI: 549300VZ0HS3D307K776 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $397432.50    | 0.17%             | 2031-04-20      | Floating      | 10.24%                | Yes           |                  2 | On Loan: No      |
| Univision Communications/Televisa                                   | UVN TLB 1L USD          | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    110722 | PA      | $109670.64    | 0.05%             | 2029-06-08      | Variable      | 7.79%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 2, Ltd.                           | GLM 2017-2A E           | CUSIP: 38136PAA9<br>LEI: 549300UYD6YMBA6XSE43 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $430934.00    | 0.18%             | 2030-11-28      | Floating      | 8.94%                 | Yes           |                  2 | On Loan: No      |
| Charter NEXT Generation (fka Charter NEX)                           | CHANEX TL 1L USD        | CUSIP: 16125TAJ1<br>LEI: 549300KRNU8RNVGYXG75 | Long             | LON              | CORP              | US        |   1750000 | PA      | $1703108.75   | 0.72%             | 2027-12-01      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Wells Fargo National Bank West (Nevada)                             | WELF 2015-1A ER3        | CUSIP: 94949QAN9<br>LEI: 254900DLL625KV2D0Z30 | Long             | ABS-CBDO         | CORP              | US        |    500000 | PA      | $389889.50    | 0.17%             | 2029-07-20      | Floating      | 11.29%                | Yes           |                  2 | On Loan: No      |
| Nomad Foods                                                         | BEIMID TL B 1L USD      | CUSIP: G6562AAM9<br>LEI: 213800FGWQXPVI86SE26 | Long             | LON              | CORP              | US        |   1786790 | PA      | $1784743.73   | 0.76%             | 2029-11-10      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| ION Trading                                                         | IONTRA TL B 1L USD      | CUSIP: L5582BAV9<br>LEI: 5493009ZVXOKZLQ6QJ12 | Long             | LON              | CORP              | US        |   1246222 | PA      | $1185244.03   | 0.50%             | 2028-03-26      | Variable      | 8.42%                 | No            |                  2 | On Loan: No      |
| Creative Artists                                                    | CREART TL 1L            | CUSIP: 22526WAN8<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    237532 | PA      | $235990.91    | 0.10%             | 2026-05-04      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Ssga Active Etf Trust                                               | SPDR BLACKSTONE         | CUSIP: 78467V608<br>LEI: 549300MAXSRPQ75ICU67 | Long             | EC               | RF                | US        |    122250 | NS      | $5000025.00   | 2.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Stetson Midstream                                                   | ENLK TL B 1LD           | CUSIP: 36173DAB2<br>LEI: 549300MLKSDQYN3TMQ54 | Long             | LON              | CORP              | US        |    600756 | PA      | $590056.89    | 0.25%             | 2025-07-18      | Variable      | 8.32%                 | No            |                  2 | On Loan: No      |
| Compassus                                                           | CLPHEA TL B 1L USD      | CUSIP: 20452RAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2821285 | PA      | $2610859.13   | 1.11%             | 2026-12-31      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Hyland Software                                                     | HSI TL 2L USD           | CUSIP: 44908XAV0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    600000 | PA      | $570600.00    | 0.24%             | 2025-07-10      | Variable      | 10.32%                | No            |                  2 | On Loan: No      |
| Blackhawk Network Holdings Inc                                      | HAWK TL 2LD             | CUSIP: 05549YAB8<br>LEI: 549300LFU3K8UIR03132 | Long             | LON              | CORP              | US        |    290970 | PA      | $250743.31    | 0.11%             | 2026-05-22      | Variable      | 10.94%                | No            |                  2 | On Loan: No      |
| LifePoint Health                                                    | RGCARE TL B 1LD         | CUSIP: 75915TAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2243276 | PA      | $2120175.91   | 0.90%             | 2025-11-16      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                 | HEARTL TL 1LD           | CUSIP: 42236WAH0<br>LEI: N/A                  | Long             | LON              | CORP              | N/A       |   1396612 | PA      | $1294310.54   | 0.55%             | 2025-04-19      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners                                           | TGE TL 1LD              | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |    550000 | PA      | $536096.00    | 0.23%             | 2026-03-07      | Variable      | 8.82%                 | No            |                  2 | On Loan: No      |
| athenahealth                                                        | ATHENA TL 1L USD        | CUSIP: 04686RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1068452 | PA      | $967334.15    | 0.41%             | 2029-01-27      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                       | CHTR 6 3/8 09/01/29     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     27000 | PA      | $25424.96     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Xxii                                    | OCT22 2014-1A ERR       | CUSIP: 67574QAL1<br>LEI: 549300MQ9W5DWZ8QX450 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $406449.50    | 0.17%             | 2030-01-22      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Citadel Enterprise                                                  | CITSEC TL B 1L USD      | CUSIP: 17288YAE2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | LON              | CORP              | US        |         0 | PA      | $0.00         | 0.00%             | 2028-02-02      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Staples                                                             | SPLS TL B1 1LD          | CUSIP: 855031AQ3<br>LEI: XQM2JINI1UL7642TU573 | Long             | LON              | CORP              | US        |   1077665 | PA      | $999383.36    | 0.42%             | 2026-04-09      | Variable      | 9.44%                 | No            |                  2 | On Loan: No      |
| Equiniti                                                            | EQNLN TL B 1L USD       | CUSIP: 04225VAD4<br>LEI: 549300IWRY8V2R98AJ89 | Long             | LON              | CORP              | US        |   1628591 | PA      | $1618412.08   | 0.69%             | 2028-10-29      | Variable      | 8.17%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS                                                 | GUGGPA TL B 1L USD      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1249924 | PA      | $1237431.40   | 0.52%             | 2029-12-07      | Variable      | 7.53%                 | No            |                  2 | On Loan: No      |
| Burnham Park Clo Llc                                                | BURNH 2016-1A ER        | CUSIP: 12232MAG1<br>LEI: 549300BOEG5O4MSO7220 | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $607686.00    | 0.26%             | 2029-10-20      | Floating      | 9.64%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet Clo 2018-3 Ltd / Llc                                      | WELF 2018-3A D          | CUSIP: 94951EAA9<br>LEI: 254900LA1TLPGMVIGC76 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $377042.50    | 0.16%             | 2032-01-20      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| Dynasty Acquisition Co Inc                                          | DAEAVI TL 1LD           | CUSIP: 26812CAF3<br>LEI: 549300L1RCRPOAUCB870 | Long             | LON              | CORP              | US        |   1313029 | PA      | $1254967.17   | 0.53%             | 2026-04-08      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities X, Limited                            | GLD10 2015-10A ER       | CUSIP: 38137RAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $668217.75    | 0.28%             | 2031-07-20      | Floating      | 9.89%                 | Yes           |                  2 | On Loan: No      |
| York CLO-1 Ltd/LLC                                                  | YCLO 2014-1A ERR        | CUSIP: 986254AE0<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1347670.50   | 0.57%             | 2029-10-22      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Citrix/TIBCO Software                                               | TIBX TL B 1L USD        | CUSIP: 88632NAV2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $895535.00    | 0.38%             | 2029-03-30      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Civitas (fka National Mentor)                                       | MENTOR TL B 1L USD      | CUSIP: 63689EAR6<br>LEI: 5493004QULJVJP3CNZ62 | Long             | LON              | CORP              | US        |   3126122 | PA      | $2202181.08   | 0.93%             | 2028-02-18      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO I Ltd.                                                | JTWN 2013-2A DR         | CUSIP: 47047NAE5<br>LEI: 254900RMH6T8JWW3DN58 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $445306.50    | 0.19%             | 2030-04-22      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| AMC Entertainment                                                   | AMC TL B1 1L USD        | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    426326 | PA      | $233102.22    | 0.10%             | 2026-04-22      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Great American Outdoors (Bass Pro Shops)                            | BASSPR TL B1 1L USD     | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |   2194269 | PA      | $2113355.34   | 0.90%             | 2028-03-05      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVII Ltd.                               | OCT17 2013-1A ER2       | CUSIP: 67590HAG2<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $389672.00    | 0.17%             | 2031-01-25      | Floating      | 9.51%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXI CLO Ltd                                                  | GALXY 2015-21A ER       | CUSIP: 36320XAM6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $429642.00    | 0.18%             | 2031-04-20      | Floating      | 9.49%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                       | CHTR 4 3/4 03/01/30     | CUSIP: 1248EPCD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $641130.00    | 0.27%             | 2030-03-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Ultimate Software                                                   | ULTI TL 1LD             | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    761874 | PA      | $736024.01    | 0.31%             | 2026-04-08      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services/PharMerica                             | CCC TL B 1L USD         | CUSIP: 71913BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    403479 | PA      | $397678.70    | 0.17%             | 2026-10-31      | Variable      | 7.07%                 | No            |                  2 | On Loan: No      |
| Avaya Holdings Corp                                                 | AVAYA HOLDINGS C        | CUSIP: 05351X101<br>LEI: 549300NZS2OZN6Q63A60 | Long             | EC               | CORP              | US        |      7832 | NS      | $1535.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY & EXPLORATION 5.0% 05/13/2022                                | ENXP PIK-TERM B-EXIT 1L | CUSIP: 29273FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     59886 | PA      | $0.00         | 0.00%             | 2049-12-31      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2018-2 Ltd                                        | PLMRS 2018-2A D         | CUSIP: 69688LAA5<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $448924.50    | 0.19%             | 2031-07-16      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Cetera Financial Group                                              | RCAP TL 1LD             | CUSIP: 04009DAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1262730 | PA      | $1237475.07   | 0.52%             | 2025-10-01      | Variable      | 8.44%                 | No            |                  2 | On Loan: No      |
| Lonza Specialty Ingredients                                         | LNZING TL B 1L USD      | CUSIP: L4780EAC8<br>LEI: 2221002FZ55AMAUX4G64 | Long             | LON              | CORP              | US        |    295281 | PA      | $272101.05    | 0.12%             | 2028-04-30      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2017-1 Limited                                        | WELF 2017-1A D          | CUSIP: 94950XAA8<br>LEI: 2549003PA4N7YYXOW035 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $391735.00    | 0.17%             | 2029-04-20      | Floating      | 10.29%                | Yes           |                  2 | On Loan: No      |
| Ensemble Health Partners                                            | ENSHLT TL B 1L USD      | CUSIP: 29359BAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592201 | PA      | $586648.67    | 0.25%             | 2026-08-01      | Variable      | 7.94%                 | No            |                  2 | On Loan: No      |
| Michaels Stores                                                     | MIK TL 1L USD           | CUSIP: 59408UAB3<br>LEI: 549300H9LWMBP7HYLR98 | Long             | LON              | CORP              | US        |   1722688 | PA      | $1493476.17   | 0.63%             | 2028-04-09      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Acrisure                                                            | ACRISU TL B 1LD         | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    913190 | PA      | $859133.31    | 0.36%             | 2027-01-31      | Variable      | 7.57%                 | No            |                  2 | On Loan: No      |
| Mitchell International                                              | MITCHE TL B 1L USD      | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |   1741250 | PA      | $1609759.51   | 0.68%             | 2028-10-01      | Variable      | 8.41%                 | No            |                  2 | On Loan: No      |
| Cubic Corp                                                          | ATLAAC TL B 1L USD      | CUSIP: 04921TAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1060082 | PA      | $897661.57    | 0.38%             | 2028-04-29      | Variable      | 8.98%                 | No            |                  2 | On Loan: No      |
| Sitel Group                                                         | SITEL TL B 1L USD       | CUSIP: 82981MAC6<br>LEI: 5493007DS8CM3ZGION43 | Long             | LON              | CORP              | US        |   1706509 | PA      | $1689017.67   | 0.72%             | 2028-07-29      | Variable      | 7.83%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** MUTUAL FUND SERIES TRUST

**Signature:** Erik Naviloff

**Name of Signer:** Erik Naviloff

**Title:** Treasurer