# EDGAR Filing Document

**Accession Number:** 0001604174
**File Stem:** 0001104659-25-083056
**Filing Date:** 2025-8
**Character Count:** 103767
**Document Hash:** 6b24cf0798863988b00e418664adf785
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001104659-25-083056.hdr.sgml**: 20250826

**ACCESSION NUMBER**: 0001104659-25-083056

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250826

**DATE AS OF CHANGE**: 20250826

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Eagle Point Credit Co Inc.
- **CENTRAL INDEX KEY:** 0001604174

**ORGANIZATION NAME:**
- **EIN:** 465215217
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22974
- **FILM NUMBER:** 251257387

**BUSINESS ADDRESS:**
- **STREET 1:** 600 STEAMBOAT RD, SUITE 202
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830
- **BUSINESS PHONE:** 203.862.3150

**MAIL ADDRESS:**
- **STREET 1:** 600 STEAMBOAT RD, SUITE 202
- **CITY:** GREENWICH
- **STATE:** CT
- **ZIP:** 06830

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Eagle Point Credit Co LLC
- **DATE OF NAME CHANGE:** 20140331

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Eagle Point Credit Co Inc.

- **b. Investment Company Act file number:** 811-22974

- **c. CIK number of Registrant:** 0001604174

- **d. LEI of Registrant:** 549300H82HTZTPXB6822

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

  - **Street Address 1:** 600 Steamboat Road

  - **City:** Greenwich

  - **State:** CT

  - **Foreign country:** US

  - **Zip / Postal Code:** 06830

  - **Telephone number:** 203-340-8500

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

- **a. Name of Series:** Eagle Point Credit Co Inc.

- **c. LEI of Series:** 549300H82HTZTPXB6822

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1481032103.00

**Total Liabilities:** $571806999.00

**Net Assets:** $909225105.00

**Delayed Delivery Securities:** $26452415.09

**Cash Not Reported:** $85382911.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -5.92%               | -2.25%               | 3.31%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $402137.00               | $-87743153.00                              |
| Month 2  | $1059811.00              | $-51969784.00                              |
| Month 3  | $-1130595.00             | $86425200.00                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                        | Title                           | Identifiers                  | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   | Fair Value Level   | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| StepStone Private Equity LP Secondary Opportunities Ltd.    | Subordinated Note               | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-O            | CORP              | US        |  10552547 | PA      | $9631041.18   | 1.06%             | 2035-12-28      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2021-III                                   | CLO Subordinated Note           | CUSIP: 06762UAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $680000.00    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2022-I                                     | CLO Income Note                 | CUSIP: 06761RAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $3102629.53   | 0.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2022-II                                    | CLO Income Note                 | CUSIP: 06762GAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $5440779.99   | 0.60%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2024-II                                    | CLO Income Note                 | CUSIP: 067923AA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9300000 | PA      | $6410975.38   | 0.71%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Belmont Park CLO, Ltd.                                      | CLO Income Note                 | CUSIP: 080494AA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  14950000 | PA      | $8979101.40   | 0.99%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Battalion CLO IX Ltd.                                       | CLO Income Note                 | CUSIP: 07132HAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18734935 | PA      | $595588.27    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Battalion CLO 18 Ltd.                                       | CLO Income Note                 | CUSIP: 07134TAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8400000 | PA      | $2781683.59   | 0.31%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Battalion CLO XIX Ltd.                                      | CLO Income Note                 | CUSIP: 07134BAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $2305068.30   | 0.25%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Battalion CLO XXIII Ltd.                                    | CLO Income Note                 | CUSIP: 07136QAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18010000 | PA      | $6775324.82   | 0.75%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bear Mountain Park CLO, Ltd.                                | CLO Income Note                 | CUSIP: 07403LAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  14500000 | PA      | $14938092.62  | 1.64%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ALP CFO 2024, L.P.                                          | Subordinated Loan, DD           | CUSIP: 00165VAG7<br>LEI: N/A | Long             | ABS-O            | CORP              | KY        |  16286000 | PA      | $13577117.89  | 1.49%             | 2036-10-15      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Bethpage Park CLO, Ltd.                                     | CLO Income Note                 | CUSIP: 087592AA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $5577037.94   | 0.61%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Kings Park CLO, Ltd.                                        | CLO Subordinated Note           | CUSIP: 496097AC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5222500 | PA      | $2461597.70   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BBAM European CLO II DAC                                    | CLO Subordinated Note           | CUSIP: BCC32G071<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1009095.74   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BlueMountain CLO 2013-2 Ltd.                                | CLO Subordinated Note           | CUSIP: BCC2392Z4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  23000000 | PA      | $2300.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BlueMountain CLO 2018-1 Ltd.                                | CLO Subordinated Note           | CUSIP: 09629UAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5550000 | PA      | $555.00       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BlueMountain CLO XXIV Ltd.                                  | CLO Subordinated Note           | CUSIP: 09629XAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7375000 | PA      | $2593966.61   | 0.29%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                   | CLO Subordinated Note           | CUSIP: 09630CAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6525000 | PA      | $3061086.23   | 0.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Basswood Park CLO, Ltd.                                     | CLO Subordinated Note           | CUSIP: 07025AAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  27750000 | PA      | $14774351.19  | 1.62%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Basswood Park CLO, Ltd.                                     | Class M-1 Note                  | CUSIP: 07025AAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $13190.20     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Basswood Park CLO, Ltd.                                     | Class M-2 Note                  | CUSIP: 07025AAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $30777.13     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| JP Intermediate B LLC                                       | Term B 1L Senior Secured Loan   | CUSIP: 46650KAB7<br>LEI: N/A | Long             | LON              | CORP              | US        |    496049 | PA      | $22322.21     | 0.00%             | 2027-11-22      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Bristol Park CLO, Ltd.                                      | CLO Income Note                 | CUSIP: 11015TAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  34250000 | PA      | $2055498.20   | 0.23%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                                  | CLO Subordinated Note           | CUSIP: 913319AC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  34020000 | PA      | $17784283.90  | 1.96%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Whetstone Park CLO, Ltd.                                    | CLO Subordinated Note           | CUSIP: 96330AAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10560000 | PA      | $5221312.13   | 0.57%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wellman Park CLO, Ltd.                                      | CLO Subordinated Note           | CUSIP: 94972AAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20025000 | PA      | $12199073.04  | 1.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wellman Park CLO, Ltd.                                      | Class M-1 Note                  | CUSIP: 94972AAE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20025000 | PA      | $213912.14    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wellman Park CLO, Ltd.                                      | Class M-2 Note                  | CUSIP: 94972AAG9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  24205000 | PA      | $590506.07    | 0.06%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle Global Market Strategies CLO 2014-5, Ltd.           | CLO Subordinated Note           | CUSIP: 14311BAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $108000.00    | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2021-7, Ltd.                                 | CLO Income Note                 | CUSIP: 14316XAE7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13200000 | PA      | $7166567.35   | 0.79%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2018-1, Ltd.                                 | CLO Subordinated Note           | CUSIP: 14311YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4730000 | PA      | $47300.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2018-4, Ltd.                                 | CLO Subordinated Note           | CUSIP: 14315QAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11750000 | PA      | $5111790.86   | 0.56%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Senior Credit Corp 2022 LLC                                 | Senior Unsecured                | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |   6884929 | PA      | $6884929.09   | 0.76%             | 2028-12-05      | Fixed         | 8.50%                 | Yes           | N/A                | On Loan: No      |
| Carlyle US CLO 2019-4, Ltd.                                 | CLO Subordinated Note           | CUSIP: 14317WAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7005000 | PA      | $3738853.81   | 0.41%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2021-1, Ltd.                                 | CLO Income Note                 | CUSIP: 14316GAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14175000 | PA      | $6233215.50   | 0.69%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2021-4, Ltd.                                 | CLO Subordinated Note           | CUSIP: 14316UAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11475000 | PA      | $6143650.79   | 0.68%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2022-1, Ltd.                                 | CLO Income Note                 | CUSIP: 14317FAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8150000 | PA      | $3446597.28   | 0.38%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2023-3, Ltd.                                 | CLO Income Note                 | CUSIP: 14318PAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9400000 | PA      | $5495072.47   | 0.60%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2024-1, Ltd.                                 | CLO Income Note                 | CUSIP: 142913AA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11475000 | PA      | $6829834.25   | 0.75%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2013-II, Ltd.                                  | CLO Income Note                 | CUSIP: 17179WAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17265625 | PA      | $367984.92    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2014, Ltd.                                     | CLO Income Note                 | CUSIP: 12549MAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16033750 | PA      | $335321.03    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2014-III, Ltd.                                 | CLO Income Note                 | CUSIP: 12549TAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18290500 | PA      | $10648970.28  | 1.17%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2014-IV-R, Ltd.                                | CLO Income Note                 | CUSIP: 12549XAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8457500 | PA      | $2446567.77   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Delta Leasing SPV III, LLC                                  | Notes, Delayed Draw             | CUSIP: N/A<br>LEI: N/A       | Long             | DBT              | CORP              | US        |  10588082 | PA      | $10588081.84  | 1.16%             | 2030-07-18      | Fixed         | 13.00%                | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2015-III, Ltd.                                 | CLO Income Note                 | CUSIP: 12550RAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9724324 | PA      | $145864.86    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2019-III, Ltd.                                 | CLO Subordinated Note           | CUSIP: 12554UAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3216500 | PA      | $2422813.63   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2019-IV, Ltd.                                  | CLO Income Note                 | CUSIP: 17182JAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $7486341.57   | 0.82%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2019-V, Ltd.                                   | CLO Subordinated Note           | CUSIP: 12555GAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16075000 | PA      | $8858955.99   | 0.97%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2020-I, Ltd.                                   | CLO Income Note                 | CUSIP: 12561RAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9400000 | PA      | $5025506.16   | 0.55%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2020-II, Ltd.                                  | CLO Subordinated Note           | CUSIP: 12547JAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $3033693.35   | 0.33%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2020-IV, Ltd.                                  | CLO Income Note                 | CUSIP: 12562XAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9625000 | PA      | $7130206.30   | 0.78%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2021-III, Ltd.                                 | CLO Income Note                 | CUSIP: 12570AAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17275000 | PA      | $7202386.51   | 0.79%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2021-VI, Ltd.                                  | CLO Income Note                 | CUSIP: 12567GAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12200000 | PA      | $5884437.81   | 0.65%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2022-I, Ltd.                                   | CLO Income Note                 | CUSIP: 12554SAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12950000 | PA      | $7376509.81   | 0.81%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BSD Capital Inc.                                            | Senior Unsecured                | CUSIP: 05603CAA1<br>LEI: N/A | Long             | DBT              | CORP              | US        |  10726000 | PA      | $9610496.00   | 1.06%             | 2027-10-31      | Floating      | 6.94%                 | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2022-VI, Ltd.                                  | CLO Income Note                 | CUSIP: 12569BAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10700000 | PA      | $8956907.38   | 0.99%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2023-I, Ltd.                                   | CLO Income Note                 | CUSIP: 12575DAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11550000 | PA      | $8916217.04   | 0.98%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2023-II, Ltd.                                  | CLO Subordinated Note           | CUSIP: 125492AE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $3321628.71   | 0.37%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bowling Green Park CLO, LLC                                 | CLO Subordinated Note           | CUSIP: 00871QAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6318000 | PA      | $4153526.27   | 0.46%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Cutwater 2015-I, Ltd.                                       | CLO Income Note                 | CUSIP: 23222NAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  31100000 | PA      | $62160.23     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Eaton Vance CLO 2020-1, Ltd.                                | CLO Subordinated Note           | CUSIP: 278301AC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7975000 | PA      | $4459475.70   | 0.49%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Eaton Vance CLO 2020-2, Ltd.                                | CLO Subordinated Note           | CUSIP: 27830RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13700000 | PA      | $7640999.82   | 0.84%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Elmwood CLO 21 Ltd.                                         | CLO Subordinated Note           | CUSIP: 29002DAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $1901420.58   | 0.21%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dewolf Park CLO, Ltd.                                       | CLO Income Note                 | CUSIP: 25211EAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7700000 | PA      | $1773888.15   | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 53 CLO, Ltd.                                         | CLO Income Note                 | CUSIP: 26243FAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7684999 | PA      | $230549.97    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AASFL 2022-1                                                | Credit Linked Note - Class B    | CUSIP: 255725238<br>LEI: N/A | Long             | ABS-O            | CORP              | FR        |   1481284 | PA      | $1684990.00   | 0.19%             | 2030-12-27      | Floating      | 14.59%                | Yes           | 3                  | On Loan: No      |
| Dryden 76 CLO, Ltd.                                         | CLO Subordinated Note           | CUSIP: 26252XAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12256000 | PA      | $4368063.40   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 64 CLO, Ltd.                                         | CLO Subordinated Note           | CUSIP: 26251MAE2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9600000 | PA      | $96000.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 68 CLO, Ltd.                                         | CLO Income Note                 | CUSIP: 26252UAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14080000 | PA      | $4525063.14   | 0.50%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 85 CLO, Ltd.                                         | CLO Income Note                 | CUSIP: 26246DAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12750000 | PA      | $5725121.92   | 0.63%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 94 CLO, Ltd.                                         | CLO Income Note                 | CUSIP: 26248GAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  19425000 | PA      | $7632089.00   | 0.84%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 90 CLO, Ltd.                                         | CLO Subordinated Note           | CUSIP: 26251KAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  19500000 | PA      | $6421766.60   | 0.71%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 109 CLO, Ltd.                                        | CLO Subordinated Note           | CUSIP: 26248LAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  48500000 | PA      | $25362521.10  | 2.79%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 88 Euro CLO 2020 DAC                                 | CLO Subordinated Note           | CUSIP: BCC306RB7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |    600000 | PA      | $388837.32    | 0.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Eaton Vance CLO 2015-1, Ltd.                                | CLO Subordinated Note           | CUSIP: 27830LAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6372500 | PA      | $63725.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Elmwood CLO 14 Ltd.                                         | CLO Subordinated Note           | CUSIP: 29003XAE3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $3337456.21   | 0.37%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-A            | Class G Note                    | CUSIP: 02007G2A0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   3208846 | PA      | $3244877.10   | 0.36%             | 2032-05-17      | Floating      | 12.75%                | Yes           | 3                  | On Loan: No      |
| Flatiron CLO 17 Ltd.                                        | CLO Subordinated Note           | CUSIP: 33882FAB6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $75000.00     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Greywolf CLO IV, Ltd.                                       | CLO Subordinated Note           | CUSIP: BCC2J9LL7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7520000 | PA      | $2026090.29   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Generate CLO 9 Ltd.                                         | CLO Subordinated Note           | CUSIP: 37147MAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11250000 | PA      | $7023659.50   | 0.77%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Generate CLO 16 Ltd.                                        | CLO Subordinated Note           | CUSIP: 37149WAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $10786538.32  | 1.19%             |  |  |  | Yes           | 3                  | On Loan: No      |
| HarbourView CLO VII-R, Ltd.                                 | CLO Subordinated Note           | CUSIP: 41165HAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $110.00       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lake Shore MM CLO I Ltd.                                    | CLO Income Note                 | CUSIP: 87250NAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14550000 | PA      | $2235256.74   | 0.25%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LCM 38 Ltd.                                                 | CLO Income Note                 | CUSIP: 501966AA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   5228500 | PA      | $3181417.69   | 0.35%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XXI, Ltd.                              | CLO Subordinated Note           | CUSIP: 55820KAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6462500 | PA      | $2067214.44   | 0.23%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XXII, Ltd.                             | CLO Subordinated Note           | CUSIP: 55819VAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11731082 | PA      | $5825656.98   | 0.64%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XL, Ltd.                               | CLO Subordinated Note           | CUSIP: BCC20UG36<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17857979 | PA      | $2844633.30   | 0.31%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Autonoria Spain 2022 FT                                     | Note - Class G                  | CUSIP: BCC37L1S8<br>LEI: N/A | Long             | ABS-O            | CORP              | ES        |   1288908 | PA      | $1484481.80   | 0.16%             | 2040-01-31      | Floating      | 14.09%                | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XLIV, Ltd.                             | CLO Subordinated Note           | CUSIP: 04965EAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9919821 | PA      | $4385430.83   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KKR CLO 36 Ltd.                                             | CLO Subordinated Note           | CUSIP: 48254XAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $2537196.98   | 0.28%             |  |  |  | Yes           | 3                  | On Loan: No      |
| KKR CLO 37 Ltd.                                             | CLO Subordinated Note           | CUSIP: 48254RAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14433000 | PA      | $7605258.12   | 0.84%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XXXIV, Ltd.                            | CLO Subordinated Note           | CUSIP: 55820HAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12825000 | PA      | $6540916.39   | 0.72%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XLVII, Ltd.                            | CLO Subordinated Note           | CUSIP: 55820GAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $2904068.18   | 0.32%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding LII, Ltd.                              | CLO Subordinated Note           | CUSIP: 55822CAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $2769207.52   | 0.30%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding LXII, Ltd.                             | CLO Subordinated Note           | CUSIP: 55817JAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $2878269.59   | 0.32%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marathon CLO VI Ltd.                                        | CLO Subordinated Note           | CUSIP: BCC26VKM1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6375000 | PA      | $637.50       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marathon CLO VII Ltd.                                       | CLO Subordinated Note           | CUSIP: G5807HAB5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10526000 | PA      | $1052.60      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marathon CLO VIII Ltd.                                      | CLO Income Note                 | CUSIP: 56576NAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16333000 | PA      | $16333.00     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P2                      | Credit Linked Note - Class R    | CUSIP: 14688PAJ3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |     23083 | PA      | $7616536.16   | 0.84%             | 2031-06-10      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Marathon CLO XI Ltd.                                        | CLO Subordinated Note           | CUSIP: 56577RAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2075000 | PA      | $207.50       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marathon CLO XII Ltd.                                       | CLO Subordinated Note           | CUSIP: 56578LAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $9000.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Marathon CLO X Ltd.                                         | CLO Subordinated Note           | CUSIP: 56577TAG6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2550.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2023-19, Ltd.                | CLO Subordinated Note           | CUSIP: 617926AC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4150000 | PA      | $2674327.58   | 0.29%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2023-20, Ltd.                | CLO Subordinated Note           | CUSIP: 617937AC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6050000 | PA      | $3764683.08   | 0.41%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta VII Funding Ltd.                                    | CLO Subordinated Note           | CUSIP: 75887TAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6450000 | PA      | $1161000.00   | 0.13%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta VII Funding Ltd.                                    | Class R1A Note                  | CUSIP: 75887TAS5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10126500 | PA      | $10545.61     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta VII Funding Ltd.                                    | Class R2 Note                   | CUSIP: 75887TAW6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10126500 | PA      | $92940.07     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XX Funding Ltd.                                     | CLO Income Note                 | CUSIP: 75889AAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $6626649.25   | 0.73%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XXI Funding Ltd.                                    | CLO Subordinated Note           | CUSIP: 75889KAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $4947552.65   | 0.54%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CRAFT 2022-1                                                | Credit Linked Note              | CUSIP: BCC384676<br>LEI: N/A | Long             | ABS-O            | CORP              | KY        |   4117344 | PA      | $4321112.43   | 0.48%             | 2032-04-21      | Floating      | 16.27%                | Yes           | 3                  | On Loan: No      |
| Regatta XXII Funding Ltd.                                   | CLO Subordinated Note           | CUSIP: 758969AC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2089738.34   | 0.23%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XXIV Funding Ltd.                                   | CLO Subordinated Note           | CUSIP: 75889TAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5800000 | PA      | $3190965.54   | 0.35%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP Euro CLO 2019-3 DAC                                     | CLO Subordinated Note           | CUSIP: BCC2JEG73<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $973361.31    | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP CLO 2021-22, Ltd.                                       | CLO Subordinated Note           | CUSIP: 67118JAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6855000 | PA      | $3821269.72   | 0.42%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP Euro CLO 2022-6 DAC                                     | CLO Subordinated Note           | CUSIP: BCC38F2G5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   1125000 | PA      | $1013269.43   | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP CLO 2023-30, Ltd.                                       | CLO Subordinated Note           | CUSIP: 67117QAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   8350000 | PA      | $5471001.43   | 0.60%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 26, Ltd.                        | CLO Income Note                 | CUSIP: 67591BAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13750000 | PA      | $77335.53     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 27, Ltd.                        | CLO Income Note                 | CUSIP: 67591DAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11804048 | PA      | $70163.06     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                        | CLO Subordinated Note           | CUSIP: 67591KAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  23400000 | PA      | $6002737.47   | 0.66%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 37, Ltd.                        | CLO Subordinated Note           | CUSIP: 67591WAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $217000.00    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Cork Harmony Consumer Loans DAC                             | Mezzanine Loan                  | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-O            | CORP              | IE        |   1714285 | PA      | $1946665.06   | 0.21%             | 2027-07-15      | Floating      | 11.12%                | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners XIV, Ltd.                       | CLO Income Note                 | CUSIP: 675722AA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20572125 | PA      | $5196.26      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                        | CLO Income Note                 | CUSIP: 67592DAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $1804567.99   | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                        | CLO Subordinated Note           | CUSIP: 67577NAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18155000 | PA      | $5716485.25   | 0.63%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 46, Ltd.                        | CLO Income Note                 | CUSIP: 67592JAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10650000 | PA      | $1902597.74   | 0.21%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 48, Ltd.                        | CLO Subordinated Note           | CUSIP: 67577QAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13875000 | PA      | $7166591.72   | 0.79%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon Investment Partners 50, Ltd.                        | CLO Income Note                 | CUSIP: 67592QAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $2612534.21   | 0.29%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon 51, Ltd.                                            | CLO Income B Note               | CUSIP: 67578NAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  19300000 | PA      | $9838985.13   | 1.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon 55, Ltd.                                            | CLO Subordinated Note           | CUSIP: 67592WAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8700000 | PA      | $3440132.45   | 0.38%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Octagon 58, Ltd.                                            | CLO Income Note                 | CUSIP: 675934AA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  15625000 | PA      | $12646290.57  | 1.39%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OFSI BSL VIII, Ltd.                                         | CLO Income Note                 | CUSIP: 67111PAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7719320 | PA      | $308970.16    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Huntington Bank Auto 2024-1                                 | Credit Linked Note - Class E    | CUSIP: 44644NAE9<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1536196 | PA      | $1563407.30   | 0.17%             | 2032-05-20      | Floating      | 12.46%                | Yes           | 3                  | On Loan: No      |
| Palmer Square CLO 2021-4, Ltd.                              | CLO Subordinated Note           | CUSIP: 69702GAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $1587132.51   | 0.17%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rockford Tower CLO 2019-1, Ltd.                             | CLO Subordinated Note           | CUSIP: 77342NAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10300000 | PA      | $3282204.92   | 0.36%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rockford Tower CLO 2021-3, Ltd.                             | CLO Subordinated Note           | CUSIP: 77341PAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  46111625 | PA      | $15476479.80  | 1.70%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rockford Tower CLO 2022-3, Ltd.                             | CLO Subordinated Note           | CUSIP: 77341YAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3600000 | PA      | $2416899.30   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rockford Tower CLO 2023-1, Ltd.                             | CLO Subordinated Note           | CUSIP: 77341UAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7280000 | PA      | $5551794.39   | 0.61%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Shackleton 2019-XIV CLO, Ltd.                               | CLO Subordinated Note           | CUSIP: 81880YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5525000 | PA      | $3323404.84   | 0.37%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Steele Creek CLO 2018-1, Ltd.                               | CLO Income Note                 | CUSIP: 85816GAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11370000 | PA      | $150781.15    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Steele Creek CLO 2019-1, Ltd.                               | CLO Income Note                 | CUSIP: 85817DAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $1299798.51   | 0.14%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2013-2 CLO Ltd.                                  | CLO Income Note                 | CUSIP: 87245KAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11597500 | PA      | $68880.65     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2014-1 CLO Ltd.                                  | CLO Subordinated Note           | CUSIP: 88432EAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9681764 | PA      | $968.18       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| LOFT 2022-1                                                 | Note - Class C                  | CUSIP: 25155KAY1<br>LEI: N/A | Long             | ABS-O            | CORP              | DE        |   8776358 | PA      | $9400356.58   | 1.03%             | 2032-02-28      | Floating      | 23.36%                | Yes           | 3                  | On Loan: No      |
| Wind River 2014-3 CLO Ltd.                                  | CLO Subordinated Note           | CUSIP: 88432JAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $1100.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2017-1 CLO Ltd.                                  | CLO Income Note                 | CUSIP: 87248HAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17700000 | PA      | $4012847.78   | 0.44%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2017-3 CLO Ltd.                                  | CLO Income Note                 | CUSIP: 87284PAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  23940000 | PA      | $5913969.04   | 0.65%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2018-1 CLO Ltd.                                  | CLO Income Note                 | CUSIP: 87249HAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  15750000 | PA      | $3317200.96   | 0.36%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2019-2 CLO Ltd.                                  | CLO Income Note                 | CUSIP: 87250KAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13470000 | PA      | $3771725.54   | 0.41%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wind River 2022-2 CLO Ltd.                                  | CLO Income Note                 | CUSIP: 97316HAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $2400429.89   | 0.26%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Venture 41 CLO, Limited                                     | CLO Subordinated Note           | CUSIP: 92326KAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3325000 | PA      | $987830.12    | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Generate CLO 2 Ltd.                                         | CLO Subordinated Note           | CUSIP: 98625RAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2058000 | PA      | $770058.41    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Generate CLO 3 Ltd.                                         | CLO Subordinated Note           | CUSIP: 98625VAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $1841381.75   | 0.20%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Zais CLO 3, Limited                                         | CLO Income Note                 | CUSIP: 98887KAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16871644 | PA      | $20646.36     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BNP Paribas                                                 | Marianne Credit Linked Note     | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-O            | CORP              | FR        |    591323 | PA      | $684594.55    | 0.08%             | 2032-10-12      | Floating      | 11.78%                | Yes           | 3                  | On Loan: No      |
| Zais CLO 5, Limited                                         | CLO Subordinated Note           | CUSIP: 98875MAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5950000 | PA      | $595.00       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Zais CLO 6, Limited                                         | CLO Subordinated Note           | CUSIP: 98887UAB1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11600000 | PA      | $6142.05      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Zais CLO 7, Limited                                         | CLO Income Note                 | CUSIP: 98887XAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12777500 | PA      | $1277.75      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Zais CLO 9, Limited                                         | CLO Subordinated Note           | CUSIP: 98875PAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3015000 | PA      | $3015.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Dryden 78 CLO Ltd.                                          | CLO Subordinated Note           | CUSIP: 26253JAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  26520000 | PA      | $10718124.84  | 1.18%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Elmwood CLO III Ltd.                                        | CLO Subordinated Note           | CUSIP: 29002JAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7460000 | PA      | $3628414.20   | 0.40%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Thompson Park CLO, Ltd.                                     | CLO Subordinated Note           | CUSIP: 884886AC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  34025000 | PA      | $22700607.32  | 2.50%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wehle Park CLO, Ltd.                                        | CLO Subordinated Note           | CUSIP: 94860MAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $2163465.26   | 0.24%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Wehle Park CLO, Ltd.                                        | Class M-2 Note                  | CUSIP: 94860MAG8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $52540.56     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP Euro Clo 2024-10 DAC                                    | CLO Subordinated Note           | CUSIP: BCC3GG3D0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   5000000 | PA      | $4418608.81   | 0.49%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Manitoulin USD Ltd.                                         | Guarantee Linked Note - Class F | CUSIP: 254144088<br>LEI: N/A | Long             | ABS-O            | CORP              | CA        |   3793220 | PA      | $3802999.63   | 0.42%             | 2027-11-10      | Floating      | 14.62%                | Yes           | 3                  | On Loan: No      |
| CIFC European Funding VI DAC                                | CLO Subordinated Note           | CUSIP: BCC3GPM15<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   5000000 | PA      | $4789927.39   | 0.53%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXIII CLO, Ltd.                                        | CLO Subordinated Note           | CUSIP: 039938AC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $3046565.73   | 0.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXVI CLO Ltd.                                          | CLO Subordinated Note           | CUSIP: 04019TAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  12750000 | PA      | $6552654.71   | 0.72%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                                    | CLO Subordinated Note           | CUSIP: 46145YAE4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  16450000 | PA      | $7458117.53   | 0.82%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RR 25 Ltd.                                                  | CLO Subordinated Note           | CUSIP: 75000LAE5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |  15636000 | PA      | $9893587.51   | 1.09%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP CLO 2023-26, Ltd.                                       | CLO Subordinated Note           | CUSIP: 67351PAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $2464968.42   | 0.27%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Clonkeen Park CLO DAC                                       | CLO Subordinated Note           | CUSIP: BCC3GQM21<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |  33291000 | PA      | $25792223.40  | 2.84%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares XLI CLO Ltd.                                           | Subordinated Note               | CUSIP: 04016KAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $202893.73    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP CLO 2019-17, Ltd.                                       | Preferred Share                 | CUSIP: 67113M203<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |     26750 | PA      | $13196203.59  | 1.45%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Generate CLO 4 Ltd.                                         | Subordinated Note               | CUSIP: 98625WAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  12425000 | PA      | $7105980.60   | 0.78%             |  |  |  | Yes           | 3                  | On Loan: No      |
| PXL 2022-1                                                  | Junior Credit Linked Note       | CUSIP: 256384116<br>LEI: N/A | Long             | ABS-O            | CORP              | FR        |   3800000 | PA      | $4369228.75   | 0.48%             | 2029-12-29      | Floating      | 15.23%                | Yes           | 3                  | On Loan: No      |
| Ares XXXIX CLO Ltd.                                         | CLO Subordinated Note           | CUSIP: 04016BAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11340000 | PA      | $4019902.61   | 0.44%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Danby Park CLO, Ltd.                                        | CLO Subordinated Note           | CUSIP: 23605DAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   5150000 | PA      | $4322387.14   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP CLO 2022-24 Ltd.                                        | CLO Subordinated Note           | CUSIP: 67119NAC0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $2106811.64   | 0.23%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CVC Cordatus Loan Fund XXXIII DAC                           | CLO Subordinated Note           | CUSIP: BCC3HZ2X4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   5417000 | PA      | $5164671.95   | 0.57%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                                    | CLO Class Y Note                | CUSIP: 46145YAC8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   1280000 | PA      | $250087.49    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2020-II, Ltd.                                  | CLO Income Note                 | CUSIP: 12547KAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $993678.97    | 0.11%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CBAM 2019-9 Ltd.                                            | CLO Subordinated Note           | CUSIP: 14987UAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18390000 | PA      | $6227070.83   | 0.68%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lodi Park CLO Ltd.                                          | CLO Subordinated Note           | CUSIP: 540365AC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2775000 | PA      | $2188835.11   | 0.24%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lodi Park CLO Ltd.                                          | CLO Income Note                 | CUSIP: 54036PAA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4725000 | PA      | $3727354.95   | 0.41%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XVII Funding Ltd.                                   | CLO Subordinated Note           | CUSIP: 75888DAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14100000 | PA      | $9006385.81   | 0.99%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Standard Chartered 7                                        | Note - Class B                  | CUSIP: BCC37XX65<br>LEI: N/A | Long             | ABS-O            | CORP              | GB        |   5536923 | PA      | $5520657.39   | 0.61%             | 2031-04-25      | Floating      | 15.37%                | Yes           | 3                  | On Loan: No      |
| Regatta XII Funding Ltd.                                    | CLO Subordinated Note           | CUSIP: 75888LAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20575000 | PA      | $9311683.45   | 1.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Sculptor European CLO XII DAC                               | CLO Subordinated Note           | CUSIP: BCC3JP743<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   7050000 | PA      | $6364253.91   | 0.70%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AMMC CLO 30 Ltd.                                            | CLO Subordinated Note           | CUSIP: 03165YAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3475000 | PA      | $2768186.15   | 0.30%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Benefit Street Partners CLO XII, Ltd.                       | CLO Subordinated Note           | CUSIP: 08179JAB2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11341132 | PA      | $9466239.10   | 1.04%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Flatiron CLO 21 Ltd.                                        | CLO Subordinated Note           | CUSIP: 33883TAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  28145000 | PA      | $18314615.17  | 2.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Signal Peak CLO 8, Ltd.                                     | CLO Subordinated Note           | CUSIP: 56845QAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  42126000 | PA      | $22338539.01  | 2.46%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Park Blue CLO 2022-II, Ltd.                                 | CLO Subordinated Note           | CUSIP: 70018LAE6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  36000000 | PA      | $18058838.58  | 1.99%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RAD CLO 27, Ltd.                                            | CLO Subordinated Note           | CUSIP: 749973AC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $9346646.51   | 1.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Aqueduct European CLO 5-2020 DAC                            | Class M-1 Note                  | CUSIP: BCC2P4K16<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |  13158000 | PA      | $9537662.03   | 1.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Aqueduct European CLO 5-2020 DAC                            | Class M-2 Note                  | CUSIP: BCC2P4K24<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |  13304000 | PA      | $9273881.71   | 1.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| TRAFIN 2023-1                                               | Notes                           | CUSIP: 251525BA8<br>LEI: N/A | Long             | ABS-O            | CORP              | DE        |   2375000 | PA      | $2457517.66   | 0.27%             | 2029-06-01      | Floating      | 14.38%                | Yes           | 3                  | On Loan: No      |
| Blackrock European CLO XV DAC                               | CLO Subordinated Note           | CUSIP: BCC3JQ964<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   3250000 | PA      | $3195273.51   | 0.35%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Muzinich & Co., Inc.                                        | CLO Participation Fee           | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | US        |    200006 | PA      | $1378789.19   | 0.15%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XII Funding Ltd.                                    | Class R1A Note                  | CUSIP: 75888LAS1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14629350 | PA      | $49626.64     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XII Funding Ltd.                                    | Class R2 Note                   | CUSIP: 75888LAW2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14629350 | PA      | $446639.74    | 0.05%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AMMC CLO 28, Limited                                        | CLO Subordinated Note           | CUSIP: 03166JAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  17400000 | PA      | $13513317.11  | 1.49%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Generate CLO 17 Ltd.                                        | CLO Subordinated Note           | CUSIP: 37149UAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2995179.82   | 0.33%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Meacham Park CLO, Ltd.                                      | CLO Subordinated Note           | CUSIP: 58286RAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $3092256.28   | 0.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Aurium CLO XIII Designated Activity Company                 | CLO Subordinated Note           | CUSIP: BCC3KFD20<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   3277500 | PA      | $3427017.87   | 0.38%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares Loan Funding V, Ltd.                                   | CLO Subordinated Note           | CUSIP: 04020PAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  12400000 | PA      | $8908857.06   | 0.98%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Madison Park Funding XX, Ltd.                               | CLO Subordinated Note           | CUSIP: 55819UAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16450000 | PA      | $3730775.59   | 0.41%             |  |  |  | Yes           | 3                  | On Loan: No      |
| BBVA Consumo FTA                                            | Class E Note                    | CUSIP: BCC3FJWZ4<br>LEI: N/A | Long             | ABS-O            | CORP              | ES        |   1131753 | PA      | $1309322.99   | 0.14%             | 2037-04-21      | Floating      | 10.38%                | Yes           | 2                  | On Loan: No      |
| Madison Park Funding XX, Ltd.                               | CLO Subordinated Note           | CUSIP: 55819UAQ1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $4687438.35   | 0.52%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Rockford Tower CLO 2024-2, Ltd.                             | CLO Subordinated Note           | CUSIP: 77340YAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11050000 | PA      | $8786836.01   | 0.97%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Avoca CLO XXXI Designated Activity Company                  | CLO Subordinated Note           | CUSIP: BCC3GV7T8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   2830000 | PA      | $2625169.69   | 0.29%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Henley CLO XI DAC                                           | CLO Subordinated Note           | CUSIP: BCC3KSQW2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1577746.93   | 0.17%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 1988 CLO 6 Ltd.                                             | CLO Secured Note - Class E-R2   | CUSIP: 682936AA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4625000 | PA      | $4091892.70   | 0.45%             |  |  |  | Yes           | 3                  | On Loan: No      |
| CIFC Funding 2025-II Ltd.                                   | CLO Income Note                 | CUSIP: 17182CAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14400000 | PA      | $12881208.34  | 1.42%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Regatta XX Funding Ltd                                      | CLO Subordinated Note           | CUSIP: 75885AAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $137267.73    | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lake George Park CLO, Ltd.                                  | CLO Income Note                 | CUSIP: 509827AJ0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  22650000 | PA      | $18220804.97  | 2.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXXVI CLO Ltd.                                         | CLO Income Note                 | CUSIP: 039958AA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  10075000 | PA      | $7356272.02   | 0.81%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carlyle US CLO 2022-5 Ltd.                                  | CLO Subordinated Note           | CUSIP: 14318NAC1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  11375000 | PA      | $7310498.18   | 0.80%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barclays Bank PLC                                           | PURCHASED USD / SOLD EUR        | CUSIP: N/A<br>LEI: N/A       | N/A              | DFE              |  | US        |         1 | NC      | $848419.27    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| Chase Auto Owner Trust 2024-4                               | Class R1 Notes                  | CUSIP: 16144YAH1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |      5000 | PA      | $1747891.15   | 0.19%             | 2031-11-25      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Madison Park Funding LXIX, Ltd.                             | CLO Subordinated Note           | CUSIP: 55822WAE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8050000 | PA      | $6340182.23   | 0.70%             |  |  |  | Yes           | 3                  | On Loan: No      |
| OCP CLO 2024-36, Ltd.                                       | CLO Subordinated Note           | CUSIP: 67119VAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   3200000 | PA      | $2545881.17   | 0.28%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Steamboat LVII Ltd.                                         | Loan Accumulation Facility      | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | KY        |   2769750 | PA      | $2769753.57   | 0.30%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Steamboat LVI Ltd.                                          | Loan Accumulation Facility      | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | KY        |   5500750 | PA      | $5500750.00   | 0.60%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Steamboat LII Ltd.                                          | Loan Accumulation Facility      | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-CBDO         | CORP              | KY        |   8278000 | PA      | $8289052.69   | 0.91%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Noria DE 2024                                               | Class G Notes                   | CUSIP: BCC3GDS57<br>LEI: N/A | Long             | ABS-O            | CORP              | FR        |   2900000 | PA      | $3323062.16   | 0.37%             | 2043-02-25      | Floating      | 9.34%                 | Yes           | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P3                      | Class R Note                    | CUSIP: 146919AJ4<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |     17730 | PA      | $9512414.53   | 1.05%             | 2032-09-10      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Cherry Securitization Trust 2024-1                          | Class D Note                    | CUSIP: 164737AD0<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   4250000 | PA      | $4261900.00   | 0.47%             | 2032-04-15      | Floating      | 12.28%                | Yes           | 2                  | On Loan: No      |
| Mercury Financial Credit Card Master Trust Series 2024-VFN1 | Class B Note                    | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-O            | CORP              | US        |   5882834 | PA      | $5879412.17   | 0.65%             | 2028-01-20      | Floating      | 12.82%                | Yes           | 3                  | On Loan: No      |
| Fortuna Consumer Loan ABS 2024-2 DAC                        | Class G Note                    | CUSIP: BCC3H8842<br>LEI: N/A | Long             | ABS-O            | CORP              | IE        |   7500000 | PA      | $8463821.93   | 0.93%             | 2034-10-18      | Floating      | 12.62%                | Yes           | 2                  | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes Series 2024-B            | Class G Note                    | CUSIP: 02007G4H3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   1935050 | PA      | $1929518.66   | 0.21%             | 2032-09-15      | Fixed         | 11.39%                | Yes           | 3                  | On Loan: No      |
| Huntington Bank Auto 2024-2                                 | Credit Linked Note - Class G    | CUSIP: 44644NAL3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    772017 | PA      | $774093.02    | 0.09%             | 2032-10-20      | Floating      | 11.83%                | Yes           | 3                  | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                      | Class R Note                    | CUSIP: 14076LAK9<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |     15578 | PA      | $7169453.67   | 0.79%             | 2032-12-10      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2024-B       | Credit Linked Note - Class G    | CUSIP: 80280BAG3<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   5375000 | PA      | $5381681.50   | 0.59%             | 2033-01-18      | Floating      | 12.23%                | Yes           | 3                  | On Loan: No      |
| Pagaya AI Debt Selection Trust                              | Class EFR Note                  | CUSIP: N/A<br>LEI: N/A       | Long             | RA               | CORP              | US        |   3505505 | PA      | $3505855.27   | 0.39%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Carvana Auto Receivables Trust 2025-N1                      | Class EX5 Note                  | CUSIP: 14688XAN7<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |     12500 | PA      | $4267339.56   | 0.47%             | 2032-08-10      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| CFG Investments Limited 2025-1                              | Class C Note                    | CUSIP: 12528GAP7<br>LEI: N/A | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $986700.00    | 0.11%             | 2036-03-25      | Floating      | 12.72%                | Yes           | 2                  | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P1                      | Class R Note                    | CUSIP: 14689MAK6<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |     14850 | PA      | $7641314.01   | 0.84%             | 2033-03-10      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Huntington Bank Auto 2025-1                                 | Credit Linked Note - Class E    | CUSIP: 446438TB9<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   3249757 | PA      | $3249756.88   | 0.36%             | 2033-03-21      | Floating      | 11.50%                | Yes           | 3                  | On Loan: No      |
| US Bank NA 2025-SUP1                                        | Credit Linked Note - Class R    | CUSIP: 90357PBJ2<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   6435577 | PA      | $6435576.90   | 0.71%             | 2032-02-25      | Floating      | 11.85%                | Yes           | 3                  | On Loan: No      |
| PenFed Auto Receivables Owner Trust                         | Class R1 Note                   | CUSIP: 70687FAH2<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |     47660 | PA      | $5684932.37   | 0.63%             | 2032-09-15      | Floating      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Senior Credit Corp 2022 LLC                                 | Common Stock                    | CUSIP: N/A<br>LEI: N/A       | Long             | EC               | CORP              | US        |   2950684 | NS      | $3061102.18   | 0.34%             |  |  |  | Yes           | N/A                | On Loan: No      |
| All Day Holdings LLC                                        | Common Stock                    | CUSIP: N/A<br>LEI: N/A       | Long             | EC               | CORP              | US        |       560 | NS      | $8.40         | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Delta Financial Holdings LLC                                | Common Units                    | CUSIP: N/A<br>LEI: N/A       | Long             | EC               | CORP              | US        |         1 | NS      | $573.50       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Delta Leasing SPV III, LLC                                  | Common Equity                   | CUSIP: N/A<br>LEI: N/A       | Long             | EC               | CORP              | US        |        18 | NS      | $8.76         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Glendower Capital Secondaries CFO, LLC                      | Class B Loan, Delayed Draw      | CUSIP: 378654AC1<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   2111133 | PA      | $2172134.84   | 0.24%             | 2038-07-13      | Fixed         | 11.50%                | Yes           | 3                  | On Loan: No      |
| Lender MCS Holdings, Inc.                                   | Common Stock                    | CUSIP: N/A<br>LEI: N/A       | Long             | EC               | CORP              | US        |       589 | NS      | $5301.00      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Mcdermott International Ltd                                 | Common Stock                    | CUSIP: 58004K406<br>LEI: N/A | Long             | EC               | CORP              | US        |      1951 | NS      | $22924.25     | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Delta Financial Holdings LLC                                | Preferred Units                 | CUSIP: N/A<br>LEI: N/A       | Long             | EP               | CORP              | US        |       252 | NS      | $251858.91    | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| AGL CLO 13 Ltd.                                             | CLO Secured Note - Class E      | CUSIP: 00120KAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5950000 | PA      | $5924415.00   | 0.65%             | 2034-10-20      | Floating      | 11.03%                | Yes           | 2                  | On Loan: No      |
| Ares LXI CLO Ltd.                                           | CLO Secured Note - Class F-R    | CUSIP: 04019EAG5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    227116 | PA      | $222800.58    | 0.02%             | 2037-04-20      | Floating      | 12.27%                | Yes           | 2                  | On Loan: No      |
| Bain Capital Credit CLO 2021-5, Limited                     | CLO Secured Note - Class E      | CUSIP: 05682FAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $482800.00    | 0.05%             | 2034-10-23      | Floating      | 11.04%                | Yes           | 2                  | On Loan: No      |
| Battalion CLO XXI Ltd.                                      | CLO Secured Note - Class E      | CUSIP: 07134XAA9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1625000 | PA      | $1395225.00   | 0.15%             | 2034-07-15      | Floating      | 10.98%                | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Eaton Vance CLO 2021-1, Ltd.                 | CLO Secured Note - Class E      | CUSIP: 61773LAA8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3954400.00   | 0.43%             | 2034-10-23      | Floating      | 11.29%                | Yes           | 2                  | On Loan: No      |
| Allegany Park CLO, Ltd.                                     | CLO Secured Note - Class E-R    | CUSIP: 01714PAJ8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4455900.00   | 0.49%             | 2035-01-20      | Floating      | 10.67%                | Yes           | 2                  | On Loan: No      |
| KKR CLO 17 Ltd.                                             | CLO Secured Note - Class E-R    | CUSIP: 48251GAC3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3747120.00   | 0.41%             | 2034-04-15      | Floating      | 11.91%                | Yes           | 2                  | On Loan: No      |
| Glendower Capital Secondaries CFO, LLC                      | Class C Loan, Delayed Draw      | CUSIP: 378654AE7<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |    966685 | PA      | $1005086.89   | 0.11%             | 2038-07-13      | Fixed         | 14.50%                | Yes           | 3                  | On Loan: No      |
| Dryden 53 CLO, Ltd.                                         | CLO Secured Note - Class F      | CUSIP: 26243EAL5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1664500 | PA      | $672790.90    | 0.07%             | 2031-01-15      | Floating      | 12.02%                | Yes           | 2                  | On Loan: No      |
| Dryden 75 CLO, Ltd.                                         | CLO Secured Note - Class E-R2   | CUSIP: 26252KAJ4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3200000 | PA      | $3070720.00   | 0.34%             | 2034-04-14      | Floating      | 11.12%                | Yes           | 2                  | On Loan: No      |
| Dryden 68 CLO, Ltd.                                         | CLO Secured Note - Class E-R    | CUSIP: 26252RAE0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4598475.00   | 0.51%             | 2035-07-15      | Floating      | 11.27%                | Yes           | 2                  | On Loan: No      |
| HarbourView CLO VII-R, Ltd.                                 | CLO Secured Note - Class F      | CUSIP: 41165UAC2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    733333 | PA      | $302133.20    | 0.03%             | 2031-07-18      | Floating      | 12.80%                | Yes           | 2                  | On Loan: No      |
| Marathon CLO VII Ltd.                                       | CLO Secured Note - Class D      | CUSIP: 56577CAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1183061 | PA      | $118.31       | 0.00%             | 2025-10-28      | Floating      | 9.94%                 | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners 27, Ltd.                        | CLO Secured Note - Class F-R    | CUSIP: 67591CAG2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $229500.00    | 0.03%             | 2030-07-15      | Floating      | 12.37%                | Yes           | 2                  | On Loan: No      |
| Octagon Investment Partners 43, Ltd.                        | CLO Secured Note - Class E      | CUSIP: 67573MAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4325000 | PA      | $4324567.50   | 0.48%             | 2032-10-25      | Floating      | 11.14%                | Yes           | 2                  | On Loan: No      |
| Octagon 59, Ltd.                                            | CLO Secured Note - Class E      | CUSIP: 675931AA7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3375000 | PA      | $3287587.50   | 0.36%             | 2035-05-15      | Floating      | 11.93%                | Yes           | 2                  | On Loan: No      |
| Rockford Tower CLO 2021-2, Ltd.                             | CLO Secured Note - Class E      | CUSIP: 77341MAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3298680.00   | 0.36%             | 2034-07-20      | Floating      | 10.93%                | Yes           | 2                  | On Loan: No      |
| Wind River 2013-2 CLO Ltd.                                  | CLO Secured Note - Class E-1R   | CUSIP: 88432ABE9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2244375.00   | 0.25%             | 2030-10-18      | Floating      | 11.28%                | Yes           | 2                  | On Loan: No      |
| Glendower Capital Secondaries CFO, LLC                      | Subordinated Loan, Delayed Draw | CUSIP: 378654AG2<br>LEI: N/A | Long             | ABS-O            | CORP              | US        |   2203689 | PA      | $2656730.23   | 0.29%             | 2038-07-13      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| 1988 CLO 2 Ltd.                                             | CLO Income Note                 | CUSIP: 68250QAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   9334000 | PA      | $6162857.32   | 0.68%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 1988 CLO 1 Ltd.                                             | CLO Income Note                 | CUSIP: 65443RAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9196000 | PA      | $6288898.82   | 0.69%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 1988 CLO 3 Ltd.                                             | CLO Income Note                 | CUSIP: 65444DAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9267000 | PA      | $5318394.21   | 0.58%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 1988 CLO 4 Ltd.                                             | CLO Income Note                 | CUSIP: 68252GAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7970000 | PA      | $5566205.57   | 0.61%             |  |  |  | Yes           | 3                  | On Loan: No      |
| 1988 CLO 5 Ltd.                                             | CLO Income Note                 | CUSIP: 68252TAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $5017843.68   | 0.55%             |  |  |  | Yes           | 3                  | On Loan: No      |
| ALM VIII, Ltd.                                              | CLO Preferred Share             | CUSIP: G0230V403<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8725000 | PA      | $4362.50      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Anchorage Credit Funding 12, Ltd.                           | CLO Income Note                 | CUSIP: 03333FAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $4533590.02   | 0.50%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Anchorage Credit Funding 13, Ltd.                           | CLO Subordinated Note           | CUSIP: 03290BAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $758310.40    | 0.08%             |  |  |  | Yes           | 3                  | On Loan: No      |
| RR 23 Ltd.                                                  | CLO Subordinated Note           | CUSIP: 78111FAE8<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | BM        |   6800000 | PA      | $3984655.10   | 0.44%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares XXXIV CLO Ltd.                                         | CLO Subordinated Note           | CUSIP: 04015HAJ6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18075000 | PA      | $3234534.49   | 0.36%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Applied Digital Corporation                                 | Equipment Financing             | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-O            | CORP              | US        |   2445189 | PA      | $2474412.10   | 0.27%             | 2026-04-08      | Fixed         | 14.62%                | Yes           | 3                  | On Loan: No      |
| Ares XLI CLO Ltd.                                           | CLO Income Note                 | CUSIP: 04017BAA6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  29388000 | PA      | $8467546.14   | 0.93%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares XLIII CLO Ltd.                                         | CLO Income Note                 | CUSIP: 04017GAA5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  43860000 | PA      | $14232752.04  | 1.57%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares XLIV CLO Ltd.                                          | CLO Subordinated Note           | CUSIP: 04016NAJ2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  16376572 | PA      | $3387813.81   | 0.37%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares XLVII CLO Ltd.                                         | CLO Subordinated Note           | CUSIP: 04016WAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $1700000.00   | 0.19%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LI CLO Ltd.                                            | CLO Income Note                 | CUSIP: 04017LAA4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  18981463 | PA      | $8858823.96   | 0.97%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LVIII CLO Ltd.                                         | CLO Subordinated Note           | CUSIP: 04018CAC9<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   8925000 | PA      | $4445497.29   | 0.49%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXI CLO Ltd.                                           | CLO Subordinated Note           | CUSIP: 04019EAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   4650000 | PA      | $2012199.86   | 0.22%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXIV CLO Ltd.                                          | CLO Subordinated Note           | CUSIP: 04019NAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  22156000 | PA      | $12187527.01  | 1.34%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXIX CLO Ltd.                                          | CLO Income Note                 | CUSIP: 04020KAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |  14100000 | PA      | $8478277.91   | 0.93%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Ares LXXII CLO Ltd.                                         | CLO Income Note                 | CUSIP: 04020YAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  33950000 | PA      | $23045950.89  | 2.53%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Applied Digital Corporation                                 | Equipment Financing             | CUSIP: N/A<br>LEI: N/A       | Long             | ABS-O            | CORP              | US        |   2337500 | PA      | $2365436.02   | 0.26%             | 2026-04-08      | Fixed         | 14.62%                | Yes           | 3                  | On Loan: No      |
| Ares Loan Funding IV, Ltd.                                  | CLO Subordinated Note           | CUSIP: 04020GAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $1379795.58   | 0.15%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2021-II                                    | CLO Subordinated Note           | CUSIP: 06762KAC4<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $4379158.31   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bain Capital Credit CLO 2021-1, Limited                     | CLO Subordinated Note           | CUSIP: 05684MAC7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   9100000 | PA      | $4071068.10   | 0.45%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bain Capital Credit CLO 2021-7, Limited                     | CLO Subordinated Note           | CUSIP: 05682JAC6<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $3202908.18   | 0.35%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Bardin Hill CLO 2021-2 Ltd.                                 | CLO Subordinated Note           | CUSIP: 06744BAL7<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   5550000 | PA      | $2371583.64   | 0.26%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2018-I                                     | CLO Income Note                 | CUSIP: 06761FAA0<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20808000 | PA      | $3550261.60   | 0.39%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2019-I                                     | CLO Income Note                 | CUSIP: 06760TAA1<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  13085000 | PA      | $5053954.98   | 0.56%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2019-II                                    | CLO Income Note                 | CUSIP: 06761WAA3<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  14700500 | PA      | $8891302.53   | 0.98%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2020-I                                     | CLO Income Note                 | CUSIP: 06762NAA2<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |   6966000 | PA      | $4386142.13   | 0.48%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Barings CLO Ltd. 2021-I                                     | CLO Subordinated Note           | CUSIP: 06762FAC5<br>LEI: N/A | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $9265199.94   | 1.02%             |  |  |  | Yes           | 3                  | On Loan: No      |

### Signature

**Date Signed:** 2025-08-26

**Name of Applicant:** Eagle Point Credit Co Inc.

**Signature:** Thomas P. Majewski

**Name of Signer:** Thomas P. Majewski

**Title:** Chief Executive Officer