# EDGAR Filing Document

**Accession Number:** 0001608016
**File Stem:** 0001193125-25-222929
**Filing Date:** 2025-9
**Character Count:** 181559
**Document Hash:** e5cbcbb090937fa9ddb870e7138e365b
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-222929.hdr.sgml**: 20250929

**ACCESSION NUMBER**: 0001193125-25-222929

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250929

**DATE AS OF CHANGE**: 20250929

**PERIOD START**: 20250731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22969
- **FILM NUMBER:** 251355179

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PALMER SQUARE OPPORTUNISTIC INCOME FUND

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

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

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

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

  - **Street Address 1:** 2000 SHAWNEE MISSION PARKWAY, SUITE 300

  - **City:** MISSION WOODS

  - **State:** KS

  - **Foreign country:** US

  - **Zip / Postal Code:** 66205

  - **Telephone number:** 4142992000

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

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

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

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $554122542.00

**Total Liabilities:** $60736619.15

**Net Assets:** $493385923.04

**Delayed Delivery Securities:** $16036069.59

**Cash Not Reported:** $7528552.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 141.373361231291 | **5-Year:** 4189.103786577124 | **10-Year:** 22014.183716104600 | **30-Year:** 2972.805560210984

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

- **3-Month:** 19.066303060674 | **1-Year:** 5443.938149999351 | **5-Year:** 27509.596170762278 | **10-Year:** 15163.076086187492 | **30-Year:** 796.987616254205

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 1.24%                | 0.68%                | 0.73%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-98089.36               | $4156451.43                                |
| Month 2  | $453562.37               | $1112688.02                                |
| Month 3  | $200644.39               | $-71595.04                                 |

**Designated Index Information**

- **Index Name:** Funds Securities Portfolio

- **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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Babson CLO Ltd                                | Barings Clo Ltd. 2023-I                                                       | CUSIP: 06762HAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004288.50   | 0.20%             | 2038-04-20      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                                | Barings CLO Ltd. 2024-V                                                       | CUSIP: 06763YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004064.90   | 0.20%             | 2038-07-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                             | Battalion Clo XV Ltd.                                                         | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | KY        |   1837534 | PA      | $1838453.08   | 0.37%             | 2033-01-17      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                             | Battalion CLO X Ltd.                                                          | CUSIP: 07132JBJ2<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $479140.15    | 0.10%             | 2035-01-25      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| BEACH ACQUISITION BIDCO                       | Beach Acquisition Bidco LLC                                                   | CUSIP: 07337JAC1<br>LEI: 254900F2FNX3GBTB6202 | Long             | DBT              | CORP              | US        |    900000 | PA      | $941625.00    | 0.19%             | 2033-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Bean Creek CLO LTD                            | Bean Creek CLO Ltd.                                                           | CUSIP: 07378WAW8<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006615.20   | 0.20%             | 2031-04-20      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XXVII Ltd.                                        | CUSIP: 08179PAW2<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1008090.30   | 0.20%             | 2037-10-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2021-17R Ltd.                                             | CUSIP: 11766MAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1126911.04   | 0.23%             | 2038-01-20      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO VIII Ltd.                                         | CUSIP: 08180YAE0<br>LEI: 549300D98ZLKNSI8CN63 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501509.35    | 0.10%             | 2031-01-20      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XVII Ltd.                                         | CUSIP: 08182BBE7<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004535.00   | 0.20%             | 2037-10-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2023-20 Ltd.                                              | CUSIP: 117919AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004744.20   | 0.20%             | 2038-04-15      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 10/24/2025   /    | EUR FORWARD PALMER CONTRACT 10/24/2025   /                                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -7400000 | OU      | $-8493294.63  | -1.72%            |  |  |  | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO Ltd.                                              | CUSIP: 08182DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003185.80   | 0.41%             | 2038-04-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XVIII Ltd.                                        | CUSIP: 08186PAS2<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003098.40   | 0.20%             | 2034-10-15      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| CBAM CLO Management                           | CBAM 2018-5 Ltd.                                                              | CUSIP: 12481QAL9<br>LEI: 25490038OT2B8HTRW786 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505814.25   | 0.51%             | 2031-04-17      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2021-IV Ltd.                                                     | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002970.00   | 0.20%             | 2037-07-23      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XVIII Ltd.                                        | CUSIP: 08186QAE1<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010245.50   | 0.20%             | 2034-10-15      | Floating      | 11.33%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XXI Ltd.                                          | CUSIP: 08186TAE5<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507497.30   | 0.31%             | 2034-10-15      | Floating      | 11.28%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2017-IV Ltd.                                                     | CUSIP: 12551KAA1<br>LEI: 254900JEH56UBUEZJW15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003903.40   | 0.41%             | 2030-10-24      | Floating      | 10.68%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2018-III Ltd.                                                    | CUSIP: 12551YAG8<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1510441.05   | 0.31%             | 2031-07-18      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XXIII Ltd.                                        | CUSIP: 08186VAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002256.30   | 0.20%             | 2034-04-25      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XXIII Ltd.                                        | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005337.20   | 0.20%             | 2034-04-25      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2018-III Ltd.                                                    | CUSIP: 12552BAA0<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $505224.45    | 0.10%             | 2031-07-18      | Floating      | 10.09%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                              | CIFC Funding 2013-III-R Ltd.                                                  | CUSIP: 12552NAA4<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998261.50    | 0.20%             | 2031-04-24      | Floating      | 10.48%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO 42 Ltd.                                           | CUSIP: 08187LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.41%             | 2038-10-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                | Benefit Street Partners CLO XXXVI Ltd.                                        | CUSIP: 081922AJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506141.45   | 0.31%             | 2038-01-25      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 7/23/2026   /     | EUR FORWARD PALMER CONTRACT 7/23/2026   /                                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2500000 | OU      | $-2915713.67  | -0.59%            |  |  |  | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                        | Canyon Capital CLO 2014-1 Ltd.                                                | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502052.70    | 0.10%             | 2031-01-30      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                          | Birch Grove CLO 8 Ltd.                                                        | CUSIP: 09077UAA0<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $760442.33    | 0.15%             | 2037-04-20      | Floating      | 11.43%                | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 80 CLO Ltd.                                                            | CUSIP: 26245JAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1275000 | PA      | $1249638.21   | 0.25%             | 2033-01-17      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                | Carlyle Global Market Strategies CLO 2012-4 Ltd.                              | CUSIP: 14309YCJ1<br>LEI: 549300R4G5ROMXQ5CG20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.30%             | 2032-04-22      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                | Carlyle Global Market Strategies CLO 2014-1 Ltd.                              | CUSIP: 14310MBE6<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $753354.60    | 0.15%             | 2031-04-17      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                | Carlyle Global Market Strategies CLO 2014-2R Ltd.                             | CUSIP: 14314LAL9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009735.60   | 0.41%             | 2031-05-15      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                             | Cedar Funding IV CLO Ltd.                                                     | CUSIP: 150323BS1<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003684.60   | 0.20%             | 2038-01-23      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                             | Cedar Funding VI CLO Ltd.                                                     | CUSIP: 15032DAX9<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1203054.36   | 0.24%             | 2034-04-20      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                             | Cedar Funding VII Clo Ltd.                                                    | CUSIP: 15032FAP1<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009613.40   | 0.41%             | 2031-01-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding Ltd                             | Cedar Funding XVII CLO Ltd.                                                   | CUSIP: 15033PAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505242.20   | 0.31%             | 2038-07-20      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 12/02/2025   /    | EUR FORWARD PALMER CONTRACT 12/02/2025   /                                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2600000 | OU      | $-2991596.68  | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| LACKAWANNA ENERGY CENTER                      | Lackawanna Energy Center LLC                                                  | CUSIP: 999999999<br>LEI: 549300IW2LJBNY42EC59 | Long             | LON              | CORP              | US        |    500000 | PA      | $503125.00    | 0.10%             | 2032-07-26      | Floating      | 3.06%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQ Co., Inc. TERM LOAN 2/28/27   / | AIMBRIDGE ACQ Co., Inc. TERM LOAN 2/28/27   /                                 | CUSIP: 00900YAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     67348 | PA      | $67656.87     | 0.01%             | 2027-02-28      | Variable      | 9.96%                 | No            |                  2 | On Loan: No      |
| AIMBRIDGE ACQ ROLL U TERM LOAN 07/05/2027   / | AIMBRIDGE ACQ ROLL U TERM LOAN 07/05/2027   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     68762 | PA      | $68676.22     | 0.01%             | 2027-07-05      | Variable      | 11.96%                | No            |                  2 | On Loan: No      |
| Aimco                                         | Aimco CLO 11 Ltd.                                                             | CUSIP: 00140NBE9<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001850.90   | 0.20%             | 2037-07-17      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                        | Acrisure LLC / Acrisure Finance, Inc.                                         | CUSIP: 00489LAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $516869.50    | 0.10%             | 2030-11-06      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                            | Osaic Holdings, Inc.                                                          | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |   1024000 | PA      | $1044480.00   | 0.21%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Aimco                                         | AIMCO CLO Series 2018-A                                                       | CUSIP: 00900HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990065.20    | 0.20%             | 2037-10-17      | Floating      | 11.57%                | Yes           |                  2 | On Loan: No      |
| Aimco                                         | AIMCO CLO 10 Ltd.                                                             | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003582.40   | 0.20%             | 2037-07-22      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Alinea CLO LTD                                | Alinea CLO 2018-1 Ltd.                                                        | CUSIP: 016269AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503811.05   | 0.30%             | 2031-07-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| ALLIANT HOLD / CO-ISSUER                      | Alliant Holdings Intermediate LLC / Alliant Holdings Co.-Issuer               | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    500000 | PA      | $489894.50    | 0.10%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ALTICE FINANCING SA                           | Altice Financing S.A.                                                         | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |   1025000 | PA      | $828968.75    | 0.17%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd                                | Annisa CLO Ltd. 2016-2                                                        | CUSIP: 036011AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1054057.20   | 0.21%             | 2031-07-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XII                                                                | CUSIP: 03764FAD8<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002499.99   | 0.20%             | 2031-04-15      | Floating      | 9.98%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XX                                                                 | CUSIP: 03765MAG5<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1765278.73   | 0.36%             | 2031-07-16      | Floating      | 10.28%                | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XX                                                                 | CUSIP: 03765MAJ9<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   2030000 | PA      | $2008075.59   | 0.41%             | 2031-07-16      | Floating      | 13.28%                | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXIII                                                              | CUSIP: 03765YBN3<br>LEI: 635400C39IXGGYE6DH05 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1242540.63   | 0.25%             | 2033-04-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                        | Blackstone Mortgage Trust, Inc.                                               | CUSIP: 09257WAD2<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |    825000 | PA      | $799297.13    | 0.16%             | 2027-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                          | BlueMountain CLO XXIX Ltd.                                                    | CUSIP: 09630KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003119.40   | 0.20%             | 2034-07-25      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                          | BlueMountain CLO XXX Ltd.                                                     | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253166.50   | 0.25%             | 2035-04-15      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN LEVERAGED CLO 5.15%  01/19/2038   /    | DRYDEN LEVERAGED CLO 5.15%  01/19/2038   /                                    | CUSIP: G284ACAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | XX        |   2600000 | PA      | $3024867.83   | 0.61%             | 2038-01-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                  | OCP Euro 2025-12 DAC                                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1133133.40   | 0.23%             | 2038-01-20      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2024-23 Ltd.                                              | CUSIP: 11765DAA1<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009845.20   | 0.20%             | 2037-05-15      | Floating      | 11.06%                | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                      | Smyrna Ready Mix Concrete LLC                                                 | CUSIP: 83283WAE3<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1055000.00   | 0.21%             | 2031-11-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                             | Generate CLO 3 Ltd.                                                           | CUSIP: 98625UBJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2017507.40   | 0.41%             | 2036-10-20      | Floating      | 9.23%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                            | Zegona Finance PLC                                                            | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |    950000 | PA      | $1012937.50   | 0.21%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| AIMBRIDGE RESTRUCTUR COMMON EQUITY   /        | AIMBRIDGE RESTRUCTUR COMMON EQUITY   /                                        | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |      6465 | OU      | $426690.00    | 0.09%             |  |  |  | No            |                  3 | On Loan: No      |
| Dryden Leveraged Loan CDO                     | Dryden 29 Euro CLO 2013 DAC                                                   | CUSIP: BCC2F5ND5<br>LEI: 635400DCFE7KCIBYHQ75 | Long             | ABS-CBDO         | CORP              | IE        |    905552 | PA      | $1019176.73   | 0.21%             | 2032-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                     | CIFC European Funding CLO III DAC                                             | CUSIP: BCC2QB6H0<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2287958.23   | 0.46%             | 2034-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers                | Neuberger Berman Loan Advisers Euro CLO                                       | CUSIP: BCC2QMIT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1143983.11   | 0.23%             | 2034-04-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Dartry Park CLO                               | Dartry Park CLO DAC                                                           | CUSIP: BCC2QW7N0<br>LEI: 549300EK539GMKPB1K76 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2007108.21   | 0.41%             | 2034-01-28      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| SOPHOS HOLDINGS LLC                           | Sophos Holdings LLC                                                           | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    965157 | PA      | $968819.80    | 0.20%             | 2027-03-05      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| FOREST CITY ENTERPRISES                       | Forest City Enterprises LLC                                                   | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |    703125 | PA      | $685241.02    | 0.14%             | 2025-12-08      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                      | Regatta VIII Funding Ltd.                                                     | CUSIP: 75888KAW4<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501898.70    | 0.10%             | 2037-04-17      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                      | Regatta XVI Funding Ltd.                                                      | CUSIP: 75888QAL5<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007705.10   | 0.20%             | 2033-01-15      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                     | Regatta XXIV Funding Ltd.                                                     | CUSIP: 75889HAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002555.00   | 0.20%             | 2038-01-20      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVI Funding Ltd.                     | Regatta XXVI Funding Ltd.                                                     | CUSIP: 75900QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005287.50   | 0.20%             | 2037-01-25      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                             | Riserva Clo Ltd.                                                              | CUSIP: 76761TAJ4<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $587345.88    | 0.12%             | 2034-01-18      | Floating      | 13.10%                | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                        | Rockford Tower CLO 2017-2 Ltd.                                                | CUSIP: 77340HAE9<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996359.20    | 0.20%             | 2029-10-15      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                      | SCIL IV LLC / SCIL USA Holdings LLC                                           | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    925000 | PA      | $920375.00    | 0.19%             | 2026-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/25/25   /      | EUR FORWARD PALMER CONTRACT 09/25/25   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -4498500 | OU      | $-5153660.85  | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| SCRIPPS ESCROW II INC                         | Scripps Escrow II, Inc.                                                       | CUSIP: 81105DAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    450000 | PA      | $333000.00    | 0.07%             | 2031-01-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Sculptor CLO Ltd                              | Sculptor CLO XXX Ltd.                                                         | CUSIP: 81124PAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1516862.70   | 0.31%             | 2038-07-20      | Floating      | 11.09%                | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                             | 720 East CLO 2023-I Ltd.                                                      | CUSIP: 81785EAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $510632.95    | 0.10%             | 2038-04-15      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                            | Shackleton 2019-XIV Clo Ltd.                                                  | CUSIP: 81880XBC5<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752774.55    | 0.15%             | 2034-07-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                            | Shackleton 2019-XIV Clo Ltd.                                                  | CUSIP: 81880YAJ9<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1248385.88   | 0.25%             | 2034-07-20      | Floating      | 10.23%                | Yes           |                  2 | On Loan: No      |
| Shackleton CLO LTD                            | Shackleton 2013-IV-R CLO Ltd.                                                 | CUSIP: 81882HAG0<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005685.40   | 0.20%             | 2031-04-13      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                          | Signal Peak CLO 5 Ltd.                                                        | CUSIP: 82666VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009717.00   | 0.20%             | 2037-04-25      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                         | Silver Point CLO 2 Ltd.                                                       | CUSIP: 82808EAY7<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505438.85   | 0.31%             | 2038-04-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                         | Silver Point CLO 9 Ltd.                                                       | CUSIP: 82809VAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008420.60   | 0.41%             | 2038-03-31      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                         | Silver Point CLO 11 Ltd.                                                      | CUSIP: 82809XAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500133.05   | 0.30%             | 2038-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                         | Sixth Street CLO XXII Ltd.                                                    | CUSIP: 83011LAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2325000 | PA      | $2320891.49   | 0.47%             | 2038-04-21      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| PHOENIX GUARANTOR INC                         | Phoenix Guarantor, Inc.                                                       | CUSIP: 71913BAK8<br>LEI: 254900JIOIDL3GSUFE55 | Long             | LON              | CORP              | US        |    740653 | PA      | $742293.67    | 0.15%             | 2031-02-21      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                        | AI Aqua Merger Sub, Inc.                                                      | CUSIP: 00132UAP9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |   1231942 | PA      | $1232742.88   | 0.25%             | 2028-07-31      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| AMYNTA AGENCY BORROWER                        | Amynta Agency Borrower, Inc.                                                  | CUSIP: 57810JAL2<br>LEI: 5493000GP6HBRVTWBO85 | Long             | LON              | CORP              | US        |    480545 | PA      | $480847.74    | 0.10%             | 2031-12-29      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                      | Renaissance Holdings Corp.                                                    | CUSIP: 75972JAK0<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    736903 | PA      | $681768.04    | 0.14%             | 2030-04-08      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| ARETEC GROUP INC                              | Aretec Group, Inc.                                                            | CUSIP: 04009DAH7<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    492531 | PA      | $494070.40    | 0.10%             | 2030-08-09      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                   | CHG Healthcare Services, Inc.                                                 | CUSIP: 12541HAW3<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |   1481240 | PA      | $1482395.02   | 0.30%             | 2028-09-29      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                  | MH Sub I LLC                                                                  | CUSIP: 45567YAP0<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    296982 | PA      | $266190.97    | 0.05%             | 2031-12-31      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                               | Whatabrands LLC                                                               | CUSIP: 96244UAJ6<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    727631 | PA      | $728602.53    | 0.15%             | 2028-08-03      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| CENTURY DE BUYER LLC                          | Century DE Buyer LLC                                                          | CUSIP: 15651FAD8<br>LEI: 254900PQRPPYRTQIDX74 | Long             | LON              | CORP              | US        |    495012 | PA      | $496653.47    | 0.10%             | 2030-10-30      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                                  | Acrisure LLC                                                                  | CUSIP: 00488PAV7<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    729193 | PA      | $730217.35    | 0.15%             | 2030-11-06      | Floating      | 7.36%                 | No            |                  2 | On Loan: No      |
| GRANT THORNTON ADVISORS                       | Grant Thornton Advisors LLC                                                   | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744384 | PA      | $745847.10    | 0.15%             | 2031-05-30      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| FLEXERA SOFTWARE LLC                          | Flexera Software LLC                                                          | CUSIP: 33937KAX2<br>LEI: FHBIRN3K4PSRU4ZOQQ49 | Long             | LON              | CORP              | US        |    726246 | PA      | $726826.77    | 0.15%             | 2028-03-03      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| HUNTER DOUGLAS INC                            | Hunter Douglas, Inc.                                                          | CUSIP: N8137FAE0<br>LEI: 529900811T142NS3H544 | Long             | LON              | CORP              | US        |    497500 | PA      | $498432.81    | 0.10%             | 2032-01-20      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| GLOVES BUYER INC                              | Gloves Buyer, Inc.                                                            | CUSIP: 37987UAG7<br>LEI: 54930015O0Y94T5H8Z18 | Long             | LON              | CORP              | US        |    750000 | PA      | $736125.00    | 0.15%             | 2032-05-24      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2023-1 Ltd.                                                          | CUSIP: 73743DAA8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2023654.40   | 0.41%             | 2036-04-20      | Floating      | 12.23%                | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2024-1 Ltd.                                                          | CUSIP: 73743FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1014161.00   | 0.21%             | 2037-04-20      | Floating      | 11.13%                | Yes           |                  2 | On Loan: No      |
| RR Ltd                                        | RR15 Ltd.                                                                     | CUSIP: 74980XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505111.10   | 0.31%             | 2036-04-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| RR 36 LTD                                     | RR 36 Ltd.                                                                    | CUSIP: 74989AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2259161.10   | 0.46%             | 2040-01-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2023-21 Ltd.                                              | CUSIP: 11766BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $760586.33    | 0.15%             | 2036-10-18      | Floating      | 12.80%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2024-22 Ltd.                                              | CUSIP: 11766CAJ3<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003811.90   | 0.20%             | 2037-04-15      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2024-22 Ltd.                                              | CUSIP: 11766EAA8<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1018608.30   | 0.21%             | 2037-04-15      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                       | Bryant Park Funding 2021-17R Ltd.                                             | CUSIP: 11766LAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005777.10   | 0.20%             | 2038-01-20      | Floating      | 11.26%                | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXXIV Ltd.                                                       | CUSIP: 89643KAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1517168.70   | 0.31%             | 2038-04-22      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXXIV Ltd.                                                       | CUSIP: 89643LAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $771870.60    | 0.16%             | 2038-04-22      | Floating      | 11.49%                | Yes           |                  2 | On Loan: No      |
| EURO FORWARD PALMER CONTRACT 10/15/2025   /   | EURO FORWARD PALMER CONTRACT 10/15/2025   /                                   | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2000000 | OU      | $-2294084.27  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| Upland CLO Ltd                                | Upland CLO Ltd.                                                               | CUSIP: 915328AU2<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    517423 | PA      | $518018.31    | 0.10%             | 2031-04-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Verdelite Static CLO Ltd                      | Verdelite Static CLO 2024-1 Ltd.                                              | CUSIP: 92338VAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002923.20   | 0.20%             | 2032-07-20      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| VIRTUSA CORP                                  | Virtusa Corp.                                                                 | CUSIP: 92837TAA0<br>LEI: C77OMXDER63WLJCSKT03 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1219543.88   | 0.25%             | 2028-12-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2016-3 Ltd.                                                          | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503070.75   | 0.51%             | 2031-10-18      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2014-1 Ltd.                                                          | CUSIP: 92915PAR6<br>LEI: 549300ITL5IR423IJ183 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002931.80   | 0.20%             | 2031-04-18      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2017-3 Ltd.                                                          | CUSIP: 92915QBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3017263.50   | 0.61%             | 2034-04-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2018-1 Ltd.                                                          | CUSIP: 92917AAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006383.20   | 0.41%             | 2031-04-19      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2013-1 Ltd.                                                          | CUSIP: 92917CAN2<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501476.60    | 0.10%             | 2030-10-15      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2018-3 Ltd.                                                          | CUSIP: 92917KAE4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999090.40   | 0.41%             | 2031-10-15      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2019-1 Ltd.                                                          | CUSIP: 92917NBC1<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006639.30   | 0.20%             | 2037-10-15      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2020-2 Ltd.                                                          | CUSIP: 92918HBD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000460.50   | 0.20%             | 2038-01-20      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2020-3 Ltd.                                                          | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501700.10   | 0.30%             | 2038-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2020-3 Ltd.                                                          | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002521.70   | 0.20%             | 2038-01-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2020-3 Ltd.                                                          | CUSIP: 92918NBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995315.40    | 0.20%             | 2038-01-20      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2022-3 Ltd.                                                          | CUSIP: 92919WAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1125000 | PA      | $1138300.54   | 0.23%             | 2036-10-20      | Floating      | 12.33%                | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                                  | Voya CLO 2022-4 Ltd.                                                          | CUSIP: 92920MAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $255848.38    | 0.05%             | 2037-04-20      | Floating      | 11.03%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2014-5 Ltd.                                                           | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $2064126.76   | 0.42%             | 2031-04-26      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2020-18 Ltd.                                                          | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1025000 | PA      | $1028587.50   | 0.21%             | 2037-07-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                      | OZLM VI Ltd.                                                                  | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757070.00   | 0.36%             | 2031-04-17      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                      | OZLM VI Ltd.                                                                  | CUSIP: 67108PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1408759.05   | 0.29%             | 2031-04-17      | Floating      | 10.63%                | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                      | OZLM XXI Ltd.                                                                 | CUSIP: 67112AAG6<br>LEI: 5493002HF6D1C4B1AK86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508488.05   | 0.31%             | 2031-01-20      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                      | OZLM XX Ltd.                                                                  | CUSIP: 67112MAG0<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507500.00   | 0.31%             | 2031-04-20      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2022-25 Ltd.                                                          | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506374.10   | 0.31%             | 2037-07-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2023-30 Ltd.                                                          | CUSIP: 67117QAA9<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1536315.45   | 0.31%             | 2037-01-24      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2021-22 Ltd.                                                          | CUSIP: 67117TAU9<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503671.70   | 0.30%             | 2037-10-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2023-2 Ltd.                                                       | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006131.80   | 0.41%             | 2038-07-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management EUR                | GoldenTree Loan Management EUR CLO 5 DAC                                      | CUSIP: 999999999<br>LEI: 549300CU7V3RVI7QLH51 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $846699.93    | 0.17%             | 2034-04-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO DAC                          | Barings Euro CLO 2015-1 DAC                                                   | CUSIP: 999999999<br>LEI: 635400AW6SPWCAGJKI82 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1712211.91   | 0.35%             | 2035-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CUMULUS STATIC CLO                            | Cumulus Static CLO 2024-1 DAC                                                 | CUSIP: BCC3F91D9<br>LEI: 2549005ZFHRHIZ9ONM43 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2305251.17   | 0.47%             | 2033-11-15      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| VOYA EURO CLO                                 | Voya Euro CLO I DAC                                                           | CUSIP: 999999999<br>LEI: 635400EFYWXM2GM8RL10 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2311106.70   | 0.47%             | 2037-10-15      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                     | Dryden 124 Euro CLO 2024 DAC                                                  | CUSIP: 999999999<br>LEI: 635400RDROM1HAXVJU40 | Long             | ABS-CBDO         | CORP              | IE        |   2500000 | PA      | $2870071.89   | 0.58%             | 2037-12-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                 | Voya Euro Clo IX DAC                                                          | CUSIP: BCC3N7HK1<br>LEI: 254900AKUU9IHYZWTU14 | Long             | ABS-CBDO         | CORP              | IE        |   1875000 | PA      | $2139678.19   | 0.43%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| DEDALUS FINANCE GMBH                          | Dedalus Finance GmbH                                                          | CUSIP: 999999999<br>LEI: 391200XH4I9QLL23DB49 | Long             | LON              | CORP              | DE        |    800000 | PA      | $916549.13    | 0.19%             | 2027-07-19      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                       | Red Planet Borrower LLC                                                       | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    723684 | PA      | $722551.64    | 0.15%             | 2028-09-29      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| ROHM HOLDING GMBH                             | Rohm Holding GmbH                                                             | CUSIP: D7000LAC8<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    500639 | PA      | $551671.15    | 0.11%             | 2029-01-29      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| ROHM HOLDING GMBH                             | Rohm Holding GmbH                                                             | CUSIP: D7000LAD6<br>LEI: 529900TDB6090VCVJG31 | Long             | LON              | CORP              | DE        |    500000 | PA      | $485417.50    | 0.10%             | 2029-01-29      | Floating      | 7.60%                 | No            |                  2 | On Loan: No      |
| Cook Park CLO, Ltd                            | Cook Park CLO Ltd.                                                            | CUSIP: 21623RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255804.63   | 0.25%             | 2030-04-17      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                 | CoreLogic, Inc.                                                               | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |   1175000 | PA      | $1108554.93   | 0.22%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                           | LBM Acquisition LLC                                                           | CUSIP: 50179JAH1<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    742500 | PA      | $695748.49    | 0.14%             | 2031-06-06      | Floating      | 8.19%                 | No            |                  2 | On Loan: No      |
| NOURYON FINANCE BV                            | Nouryon Finance B.V.                                                          | CUSIP: N8232NAL1<br>LEI: 549300GD4NJGLPVYB245 | Long             | LON              | CORP              | NL        |    481483 | PA      | $482236.98    | 0.10%             | 2028-04-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| ZACAPA SARL                                   | Zacapa SARL                                                                   | CUSIP: L9901EAG2<br>LEI: 213800VIVQIJLORBU468 | Long             | LON              | CORP              | LU        |    494890 | PA      | $496436.29    | 0.10%             | 2029-03-22      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| CENGAGE LEARNING INC                          | Cengage Learning, Inc.                                                        | CUSIP: 15131YAQ8<br>LEI: 549300BYGM0FWUSVXJ88 | Long             | LON              | CORP              | US        |    495012 | PA      | $495462.96    | 0.10%             | 2031-03-24      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST                           | WFLD 2014-MONT Mortgage Trust                                                 | CUSIP: 92939GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $369894.00    | 0.07%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                             | Wellfleet CLO 2018-2 Ltd.                                                     | CUSIP: 94949JAJ4<br>LEI: 254900QO5AI38SSR4719 | Long             | ABS-CBDO         | CORP              | KY        |    295238 | PA      | $295384.99    | 0.06%             | 2031-10-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd                              | Whitebox CLO IV Ltd.                                                          | CUSIP: 96467KAU3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005815.20   | 0.41%             | 2036-04-20      | Floating      | 8.23%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO Ltd                              | Whitebox CLO IV Ltd.                                                          | CUSIP: 96467LAE7<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1015313.40   | 0.21%             | 2036-04-20      | Floating      | 10.81%                | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2023-1 Ltd.                                           | CUSIP: 05685NAY6<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001404.00   | 0.20%             | 2038-07-16      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 14 Ltd.                                                         | CUSIP: 05874YAE7<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009854.40   | 0.20%             | 2037-07-20      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                                 | Ballyrock CLO 24 Ltd.                                                         | CUSIP: 05875VAE2<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1767173.98   | 0.36%             | 2038-07-15      | Floating      | 10.33%                | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                                | Barings CLO Ltd. 2018-IV                                                      | CUSIP: 06760XAJ3<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2513666.00   | 0.51%             | 2030-10-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO                 | Creeksource 2024-1 Dunes Creek Clo Ltd.                                       | CUSIP: 225914AJ9<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004061.70   | 0.20%             | 2038-01-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO                 | Creeksource 2024-1 Dunes Creek Clo Ltd.                                       | CUSIP: 225917AA1<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1019154.50   | 0.21%             | 2038-01-15      | Floating      | 10.47%                | Yes           |                  2 | On Loan: No      |
| Crestline Denali CLO XV, Ltd.                 | Crestline Denali CLO XV Ltd.                                                  | CUSIP: 22616CAG8<br>LEI: 254900I3X14OTGXOC969 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255925.63   | 0.25%             | 2030-04-20      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                          | DBUBS 2011-LC3 Mortgage Trust                                                 | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $141080.94    | 0.03%             | 2044-05-10      | Variable      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                          | Dewolf Park CLO Ltd.                                                          | CUSIP: 25211CAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1516902.00   | 0.31%             | 2030-10-15      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 45 Senior Loan Fund                                                    | CUSIP: 26244MBE1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $977608.03    | 0.20%             | 2030-10-15      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 49 Senior Loan Fund                                                    | CUSIP: 26244QAU7<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002240.30   | 0.20%             | 2030-07-18      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 86 CLO Ltd.                                                            | CUSIP: 26246AAC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $1491234.00   | 0.30%             | 2030-07-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 30 Senior Loan Fund                                                    | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3014097.60   | 0.61%             | 2028-11-15      | Floating      | 7.19%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 30 Senior Loan Fund                                                    | CUSIP: 26249BBA8<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $741873.40    | 0.15%             | 2028-11-15      | Floating      | 11.84%                | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 65 CLO Ltd.                                                            | CUSIP: 26251YAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751867.65    | 0.15%             | 2030-07-18      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                         | Genesis Energy LP / Genesis Energy Finance Corp.                              | CUSIP: 37185LAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    900000 | PA      | $912375.00    | 0.18%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities                 | Goldentree Loan Opportunities XII Ltd.                                        | CUSIP: 38137MAT4<br>LEI: 5493004WVEVHIF701522 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005250.00   | 0.20%             | 2030-07-21      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XX Ltd.                                                             | CUSIP: 55955BAA2<br>LEI: 5493001WZ3LKC11Q9C47 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005877.10   | 0.20%             | 2031-04-20      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXIX Ltd.                                                           | CUSIP: 55955KAL8<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005890.80   | 0.41%             | 2037-07-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXVIII Ltd.                                                         | CUSIP: 55955LBA9<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001641.60   | 0.20%             | 2038-01-15      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXXIX Ltd.                                                          | CUSIP: 559924AQ8<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1493752.20   | 0.30%             | 2037-01-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                          | Signal Peak CLO 4 Ltd.                                                        | CUSIP: 56846YAE5<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   5121212 | PA      | $736334.52    | 0.15%             | 2034-10-26      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MENLO CLO                                     | Menlo CLO I Ltd.                                                              | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504432.50   | 0.30%             | 2038-01-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MENLO CLO                                     | Menlo CLO I Ltd.                                                              | CUSIP: 586915AG5<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |   1375000 | PA      | $1381720.86   | 0.28%             | 2038-01-20      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| MENLO CLO                                     | Menlo Clo II Ltd.                                                             | CUSIP: 586916AE8<br>LEI: 254900584QQ9TE467R16 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507496.10   | 0.31%             | 2038-04-20      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Milos CLO, LTD                                | Milos CLO Ltd.                                                                | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $787713.12    | 0.16%             | 2030-10-20      | Floating      | 10.74%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2021-1 Ltd.                                    | CUSIP: 61773LAA8<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $987458.40    | 0.20%             | 2034-10-20      | Floating      | 11.33%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2022-16 LLC                                    | CUSIP: 61774KAA9<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1262287.50   | 0.26%             | 2035-04-15      | Floating      | 11.17%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2022-18 Ltd.                                   | CUSIP: 617924AU9<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998886.20    | 0.20%             | 2037-10-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XV                | Octagon Investment Partners XVII Ltd.                                         | CUSIP: 67590GBQ1<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1805000 | PA      | $1818094.91   | 0.37%             | 2031-01-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit                               | OHA Credit Funding 8 Ltd.                                                     | CUSIP: 67707GBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002598.40   | 0.41%             | 2038-01-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                      | Olympus Water U.S. Holding Corp.                                              | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |   1350000 | PA      | $1286678.25   | 0.26%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| ORGANON & CO/ORGANON FOR                      | Organon & Co. / Organon Foreign Debt Co.-Issuer B.V.                          | CUSIP: 68622FAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $697500.00    | 0.14%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/052025   /     | EUR FORWARD PALMER CONTRACT 09/052025   /                                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   1000000 | OU      | $1144036.48   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Post CLO LTD                                  | Post CLO VI Ltd.                                                              | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005910.00   | 0.41%             | 2038-01-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                                  | Post CLO 2023-1 Ltd.                                                          | CUSIP: 73743CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506424.50   | 0.31%             | 2036-04-20      | Floating      | 9.58%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO Ltd                                   | Rad CLO 15 Ltd.                                                               | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019971.50   | 1.02%             | 2040-07-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| RADIOLOGY PARTNERS INC                        | Radiology Partners, Inc.                                                      | CUSIP: 75041VAE4<br>LEI: 549300SFTAG2177WUZ08 | Long             | DBT              | CORP              | US        |   1060000 | PA      | $1071262.50   | 0.22%             | 2032-07-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Recette CLO LLC                               | Recette Clo Ltd.                                                              | CUSIP: 75620RAG7<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1605435.30   | 0.33%             | 2034-04-20      | Floating      | 13.06%                | Yes           |                  2 | On Loan: No      |
| Recette CLO LLC                               | Recette Clo Ltd.                                                              | CUSIP: 75620RAH5<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $22531.20     | 0.00%             | 2034-04-20      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                       | Regatta 32 Funding Ltd.                                                       | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4014106.00   | 0.81%             | 2038-07-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Regatta X Funding Ltd.                        | Regatta X Funding Ltd.                                                        | CUSIP: 75884BAL2<br>LEI: 549300E2FIIBY7XTJE98 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008305.00   | 0.41%             | 2037-07-17      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                       | Regatta VII Funding Ltd.                                                      | CUSIP: 75887TAN6<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1257229.13   | 0.25%             | 2034-06-20      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                       | Regatta VII Funding Ltd.                                                      | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005564.10   | 0.61%             | 2034-06-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                      | Regatta VIII Funding Ltd.                                                     | CUSIP: 75888KAU8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009310.70   | 0.20%             | 2037-04-17      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| PERATON CORP                                  | Peraton Corp.                                                                 | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    722791 | PA      | $645260.44    | 0.13%             | 2028-02-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                                  | RealPage, Inc.                                                                | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    725503 | PA      | $725502.52    | 0.15%             | 2028-04-24      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                       | Petco Health & Wellness Co., Inc.                                             | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    716322 | PA      | $671151.12    | 0.14%             | 2028-03-06      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                      | PODS LLC                                                                      | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727330 | PA      | $691378.05    | 0.14%             | 2028-03-31      | Floating      | 7.54%                 | No            |                  2 | On Loan: No      |
| MEDICAL SOLUTIONS HOLDIN                      | Medical Solutions Holdings, Inc.                                              | CUSIP: 58462QAH4<br>LEI: 549300JH2XHZ7TIKYR39 | Long             | LON              | CORP              | US        |    727804 | PA      | $404233.11    | 0.08%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                         | Worldwide Plaza Trust 2017-WWP                                                | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $39383.25     | 0.01%             | 2036-11-10      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| X-Caliber Rural Lending                       | XRL ALC LLC                                                                   | CUSIP: 98383MAB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2500000 | PA      | $2506637.50   | 0.51%             | 2028-07-15      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                          | Vision Solutions, Inc.                                                        | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    577500 | PA      | $560778.49    | 0.11%             | 2028-04-24      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| PRE-PAID LEGAL SERVICES                       | Pre-Paid Legal Services, Inc.                                                 | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    725728 | PA      | $724171.44    | 0.15%             | 2028-12-15      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                        | Barracuda Networks, Inc.                                                      | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    731250 | PA      | $595650.66    | 0.12%             | 2029-08-15      | Floating      | 8.78%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                         | Lightstone Holdco LLC                                                         | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |   1106855 | PA      | $1108582.12   | 0.22%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| GRINDING MEDIA INC                            | Grinding Media, Inc.                                                          | CUSIP: 39854KAC4<br>LEI: 254900IYFJ03EGFQ8C34 | Long             | LON              | CORP              | US        |    742458 | PA      | $742458.42    | 0.15%             | 2028-10-12      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| IVI AMERICA LLC                               | IVI America LLC                                                               | CUSIP: 999999999<br>LEI: 549300V0LY56J9HGCK92 | Long             | LON              | CORP              | US        |    746231 | PA      | $751365.23    | 0.15%             | 2031-04-14      | Floating      | 8.05%                 | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                         | Lightstone Holdco LLC                                                         | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |     62605 | PA      | $62703.15     | 0.01%             | 2027-01-29      | Floating      | 10.03%                | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                      | Univision Communications, Inc.                                                | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    727500 | PA      | $730228.13    | 0.15%             | 2029-06-25      | Floating      | 8.55%                 | No            |                  2 | On Loan: No      |
| PEER HOLDING III BV                           | Peer Holding III B.V.                                                         | CUSIP: N6872NAN6<br>LEI: 7245002S0K5Q59JCVQ03 | Long             | LON              | CORP              | NL        |    746250 | PA      | $749167.84    | 0.15%             | 2031-07-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CAB                                           | CAB SELAS                                                                     | CUSIP: 999999999<br>LEI: 9695008EGX5O9K1MS743 | Long             | DBT              | CORP              | FR        |   1150000 | PA      | $1257874.02   | 0.25%             | 2028-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| INEOS US PETROCHEM LLC                        | INEOS U.S. Petrochem LLC                                                      | CUSIP: G4770MAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    441000 | PA      | $401310.00    | 0.08%             | 2030-03-01      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                                  | MH Sub I LLC                                                                  | CUSIP: 999999999<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |    438792 | PA      | $419623.79    | 0.09%             | 2028-05-03      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| EP PURCHASER LLC                              | EP Purchaser LLC                                                              | CUSIP: 26881KAD6<br>LEI: 549300GGODRVQG1GH476 | Long             | LON              | CORP              | US        |    745029 | PA      | $744332.51    | 0.15%             | 2028-11-06      | Floating      | 9.06%                 | No            |                  2 | On Loan: No      |
| ENERGYSOLUTIONS LLC                           | EnergySolutions LLC                                                           | CUSIP: 29276MAP2<br>LEI: 549300X3SKIUYR2MFH75 | Long             | LON              | CORP              | US        |    413286 | PA      | $416556.90    | 0.08%             | 2030-09-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                   | Deuce Finco Plc                                                               | CUSIP: G2736HAA0<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   1160000 | PA      | $1529551.61   | 0.31%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VILLA DUTCH BIDCO BV                          | House of HR Group B.V.                                                        | CUSIP: 999999999<br>LEI: 724500AWBTX8I880X774 | Long             | DBT              | CORP              | NL        |    950000 | PA      | $1084103.62   | 0.22%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| CPM HOLDINGS INC                              | CPM Holdings, Inc.                                                            | CUSIP: 12620BAR1<br>LEI: 549300FBUISJCXV8IB65 | Long             | LON              | CORP              | US        |    492500 | PA      | $485156.83    | 0.10%             | 2028-09-28      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ROCKET SOFTWARE INC                           | Rocket Software, Inc.                                                         | CUSIP: 999999999<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    736931 | PA      | $739639.47    | 0.15%             | 2028-11-28      | Floating      | 8.61%                 | No            |                  2 | On Loan: No      |
| OMNIA PARTNERS LLC                            | OMNIA Partners LLC                                                            | CUSIP: 68218HAE7<br>LEI: 254900ZD1P5CVG9GOS22 | Long             | LON              | CORP              | US        |    495009 | PA      | $496645.38    | 0.10%             | 2030-07-25      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                      | Zelis Payments Buyer, Inc.                                                    | CUSIP: 98932TAG8<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    740625 | PA      | $739191.89    | 0.15%             | 2029-09-28      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| UKG INC                                       | UKG, Inc.                                                                     | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    731048 | PA      | $731800.54    | 0.15%             | 2031-02-10      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                           | AssuredPartners, Inc.                                                         | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    740625 | PA      | $742972.78    | 0.15%             | 2031-02-14      | Floating      | 7.86%                 | No            |                  2 | On Loan: No      |
| GRUPO-ANTOLIN IRAUSA SA                       | Grupo Antolin-Irausa S.A.                                                     | CUSIP: 999999999<br>LEI: 213800OILC5Q9AR63B63 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $294408.31    | 0.06%             | 2030-01-30      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| EURO CURRENCY  /                              | EURO CURRENCY  /                                                              | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |     81113 | OU      | $92562.70     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GTCR EVEREST BORROWER                         | GTCR Everest Borrower LLC                                                     | CUSIP: 36269YAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497500 | PA      | $498393.01    | 0.10%             | 2031-09-05      | Floating      | 7.05%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                             | Leia Finco U.S. LLC                                                           | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $750305.78    | 0.15%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| EUR SPOT FORWARD CONTRACT   /                 | EUR SPOT FORWARD CONTRACT   /                                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | STIV             |  | XX        |   1875000 | OU      | $2139678.19   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| EUR SPOT FORWARD CONTRACT   /                 | EUR SPOT FORWARD CONTRACT   /                                                 | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | XX        |    -20750 | OU      | $-23679.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CENTRAL PARENT LLC                            | Central Parent LLC                                                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    447744 | PA      | $366031.01    | 0.07%             | 2029-07-06      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| PROOFPOINT INC                                | Proofpoint, Inc.                                                              | CUSIP: 74345HAG6<br>LEI: 529900C5FODDK0WSR085 | Long             | LON              | CORP              | US        |    746222 | PA      | $748322.27    | 0.15%             | 2028-08-31      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                        | Mitchell International, Inc.                                                  | CUSIP: 60662WAW2<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    744375 | PA      | $746161.50    | 0.15%             | 2031-06-17      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                          | INEOS U.S. Finance LLC                                                        | CUSIP: G4768PAN1<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    454987 | PA      | $423847.61    | 0.09%             | 2030-02-19      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Fidelity Treasury Portfolio                   | Fidelity Treasury Portfolio - Class I                                         | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  79256233 | PA      | $79256233.38  | 16.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ACCESSION RISK MGMT DELAYED TL 11/01/29   /   | ACCESSION RISK MGMT DELAYED TL 11/01/29   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1997292 | PA      | $1997291.67   | 0.40%             | 2029-11-01      | None          | 0.00%                 | No            |                  3 | On Loan: No      |
| NEW WPCC PARENT LLC BANK LOAN 10/01/2026   /  | NEW WPCC PARENT LLC BANK LOAN 10/01/2026   /                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      1282 | PA      | $1185.66      | 0.00%             | 2028-10-01      | Variable      | 13.80%                | No            |                  2 | On Loan: No      |
| CORRECT CARE SOLUTIO COMMON CLASS A EQUIT   / | CORRECT CARE SOLUTIO COMMON CLASS A EQUIT   /                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |       395 | NS      | $98.85        | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| MEDLINE BORROWER LP                           | Medline Borrower LP                                                           | CUSIP: 58503UAF0<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    666150 | PA      | $667402.32    | 0.14%             | 2028-10-23      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| OVG BUSINESS SERVICES                         | Ovg Business Services LLC                                                     | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    614109 | PA      | $613725.57    | 0.12%             | 2031-06-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| CORRECT CARE SOLUTIO PREFFERED EQUITY   /     | CORRECT CARE SOLUTIO PREFFERED EQUITY   /                                     | CUSIP: 999999999<br>LEI: N/A                  | Long             | EC               | RF                | US        |       384 | NS      | $4985.76      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| B&G FOODS INC                                 | B&G Foods, Inc.                                                               | CUSIP: 05508TAV4<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | LON              | CORP              | US        |    496250 | PA      | $460376.09    | 0.09%             | 2029-10-10      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| UGI ENERGY SERVICES LLC                       | UGI Energy Services LLC                                                       | CUSIP: 90276DAE9<br>LEI: 5493001O7RUKEUP5XR11 | Long             | LON              | CORP              | US        |    454909 | PA      | $457549.42    | 0.09%             | 2030-02-22      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Senior Debt                 | Palmer Square CLO Senior Debt ETF                                             | CUSIP: 696930205<br>LEI: 529900TABPQS963SOB46 | Long             |  | RF                | US        |     22791 | NS      | $463796.85    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Palmer Square Credit Opportuni                | Palmer Square Credit Opportunities ETF                                        | CUSIP: 696930106<br>LEI: 529900LY0Z76U5AEGV09 | Long             |  | RF                | US        |     44032 | NS      | $905738.24    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MERMAID BIDCO INC                             | Mermaid Bidco, Inc.                                                           | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    500000 | PA      | $501390.00    | 0.10%             | 2031-07-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PROJECT BOOST PURCHASER                       | Project Boost Purchaser LLC                                                   | CUSIP: 74339NAG1<br>LEI: 254900SVSL94NTLSDY26 | Long             | LON              | CORP              | US        |    742423 | PA      | $743035.58    | 0.15%             | 2031-07-16      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| WELLPATH RECOV SOLUT RECOVERY SOLUTIONS   /   | WELLPATH RECOV SOLUT RECOVERY SOLUTIONS   /                                   | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |       106 | OU      | $2378.88      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2023-2 Ltd.                                                       | CUSIP: 67401QAU0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505525.85   | 0.31%             | 2038-07-20      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd                        | New Mountain CLO 1 Ltd.                                                       | CUSIP: 64755RBJ1<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502498.25   | 0.30%             | 2038-01-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                         | Newark BSL CLO 2 Ltd.                                                         | CUSIP: 65023PAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253103.75   | 0.25%             | 2030-07-25      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                         | Newark BSL CLO 2 Ltd.                                                         | CUSIP: 65023QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505725.35   | 0.31%             | 2030-07-25      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| XPLR INFRASTRUCTURE LP                        | XPLR Infrastructure LP                                                        | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    700000 | PA      | $672910.00    | 0.14%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                       | Dryden 77 CLO Ltd.                                                            | CUSIP: 26252YAG0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $898400.50    | 0.18%             | 2034-05-20      | Floating      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                           | Eaton Vance CLO 2013-1 Ltd.                                                   | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001834.80   | 0.41%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EDGEWATER GENERATION LLC                      | Edgewater Generation LLC                                                      | CUSIP: 28031FAM2<br>LEI: 5493004PLDT1L28SWG83 | Long             | LON              | CORP              | US        |    725027 | PA      | $729167.38    | 0.15%             | 2030-08-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| NORTHAB LLC                                   | NorthAB LLC                                                                   | CUSIP: 66345FAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    727627 | PA      | $721336.24    | 0.15%             | 2028-11-24      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| HP PHRG BORROWER LLC                          | HP PHRG Borrower LLC                                                          | CUSIP: 40445XAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $750626.25    | 0.15%             | 2032-02-20      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| TK ELEVATOR US NEWCO INC                      | TK Elevator U.S. Newco, Inc.                                                  | CUSIP: 999999999<br>LEI: 549300C2AFWPAYWS5574 | Long             | LON              | CORP              | US        |    498750 | PA      | $502054.22    | 0.10%             | 2030-04-30      | Floating      | 3.00%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I                        | GC Ferry Acquisition I, Inc.                                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    109375 | PA      | $107922.50    | 0.02%             | 2032-06-07      | Floating      | 3.88%                 | No            |                  2 | On Loan: No      |
| GC FERRY ACQUISITION I                        | GC Ferry Acquisition I, Inc.                                                  | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    640625 | PA      | $632117.50    | 0.13%             | 2032-06-07      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| OPAL US LLC                                   | Opal U.S. LLC                                                                 | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $754173.75    | 0.15%             | 2032-04-23      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                 | EW Scripps Co.                                                                | CUSIP: 26928BAQ2<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    329483 | PA      | $334218.86    | 0.07%             | 2028-06-30      | Floating      | 10.10%                | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                 | EW Scripps Co.                                                                | CUSIP: 26928BAR0<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    512568 | PA      | $498931.21    | 0.10%             | 2029-11-30      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING                   | Invenergy Thermal Operating I LLC                                             | CUSIP: 46123UAQ1<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |    234375 | PA      | $237070.31    | 0.05%             | 2032-05-06      | Floating      | 7.90%                 | No            |                  2 | On Loan: No      |
| INVENERGY THERMAL OPERATING                   | Invenergy Thermal Operating I LLC                                             | CUSIP: 999999999<br>LEI: 549300JF5R5BXJAMZL67 | Long             | LON              | CORP              | US        |     15625 | PA      | $15804.69     | 0.00%             | 2032-05-06      | Floating      | 7.81%                 | No            |                  2 | On Loan: No      |
| Goldentree Loan Opportunities                 | Goldentree Loan Opportunities XII Ltd.                                        | CUSIP: 38137TAD4<br>LEI: 5493004WVEVHIF701522 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1513300.95   | 0.31%             | 2030-07-21      | Floating      | 9.99%                 | Yes           |                  2 | On Loan: No      |
| IVANTI SECURITY HOLDINGS                      | Ivanti Security Holdings LLC                                                  | CUSIP: 46583VAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    118388 | PA      | $122926.02    | 0.02%             | 2029-06-01      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                           | Ivanti Software, Inc.                                                         | CUSIP: 46583DAH2<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    642988 | PA      | $545241.02    | 0.11%             | 2029-06-01      | Floating      | 8.79%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                 | Goldentree Loan Management U.S. CLO 5 Ltd.                                    | CUSIP: 38138DBE5<br>LEI: 549300O473GD3F35WC55 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002499.40   | 0.20%             | 2032-10-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US                 | Goldentree Loan Management U.S. Clo 9 Ltd.                                    | CUSIP: 38138HAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005018.50   | 0.20%             | 2037-04-20      | Floating      | 12.79%                | Yes           |                  2 | On Loan: No      |
| MARINER LLC                                   | Mariner Wealth Advisors LLC                                                   | CUSIP: 56846TAH9<br>LEI: 549300XJJOOU336E5R24 | Long             | LON              | CORP              | US        |    744374 | PA      | $749338.58    | 0.15%             | 2030-12-30      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| ASPIRE BAKERIES HOLDING                       | Aspire Bakeries Holdings LLC                                                  | CUSIP: 02106XAJ5<br>LEI: 549300MWN7R72KAKOD18 | Long             | LON              | CORP              | US        |    746231 | PA      | $753928.53    | 0.15%             | 2030-12-23      | Floating      | 7.85%                 | No            |                  2 | On Loan: No      |
| FORTRESS INTERMEDIATE                         | Fortress Intermediate 3, Inc.                                                 | CUSIP: 34966LAD6<br>LEI: 254900NLAZ3JQJW5JP75 | Long             | LON              | CORP              | US        |    744375 | PA      | $746701.17    | 0.15%             | 2031-06-27      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CROWN SUBSEA COMMUNICATI                      | Crown Subsea Communications Holding, Inc.                                     | CUSIP: 22860EAK8<br>LEI: 5493003AYLUE132FIO27 | Long             | LON              | CORP              | US        |    748111 | PA      | $754035.87    | 0.15%             | 2031-01-30      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US                 | Goldentree Loan Management U.S. Clo 7 Ltd.                                    | CUSIP: 38138MAG1<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991132.20    | 0.20%             | 2034-04-20      | Floating      | 12.34%                | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                | Golub Capital Partners CLO 74 B Ltd.                                          | CUSIP: 38190BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2009395.80   | 0.41%             | 2037-07-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners Static                 | Golub Capital Partners Static 2024-1 Ltd.                                     | CUSIP: 381929AN8<br>LEI: 25490083RWI1EQQYLH43 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002753.10   | 0.61%             | 2035-07-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                       | Greenwood Park CLO Ltd.                                                       | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500604.55    | 0.10%             | 2031-04-15      | Floating      | 9.53%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                    | Grifols S.A.                                                                  | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |    940000 | PA      | $905925.00    | 0.18%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Grippen Park CLO LTD                          | Grippen Park CLO Ltd.                                                         | CUSIP: 39862DAB2<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $23200.00     | 0.00%             | 2030-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/05/25   /      | EUR FORWARD PALMER CONTRACT 09/05/25   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1000000 | OU      | $-1144036.48  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                       | Highbridge Loan Management 3-2014                                             | CUSIP: 40436XAJ6<br>LEI: 5493006ZY0SLETMEU160 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $858591.12    | 0.17%             | 2029-07-18      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd                       | Highbridge Loan Management 12-2018 Ltd.                                       | CUSIP: 40437CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $14350.00     | 0.00%             | 2031-07-18      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management                           | HPS Loan Management 15-2019 Ltd.                                              | CUSIP: 40439EAJ5<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2010705.40   | 0.41%             | 2035-01-22      | Floating      | 11.13%                | Yes           |                  2 | On Loan: No      |
| HAH GROUP HOLDING CO LLC                      | HAH Group Holding Co. LLC                                                     | CUSIP: 40518JAA7<br>LEI: 254900FFJQHW9R90FL74 | Long             | DBT              | CORP              | US        |    982000 | PA      | $952543.93    | 0.19%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| HELIOS SOFT/ION CORP SOL                      | Helios Software Holdings, Inc. / ION Corporate Solutions Finance Sarl         | CUSIP: 42329HAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1150000 | PA      | $1079562.50   | 0.22%             | 2028-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd                       | Highbridge Loan Management 5-2015 Ltd.                                        | CUSIP: 44331DAY5<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1246709.25   | 0.25%             | 2030-10-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                 | Invesco U.S. CLO 2023-2 Ltd.                                                  | CUSIP: 46147LAE0<br>LEI: 2549000VWIHWVWECHQ22 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1022640.50   | 0.21%             | 2038-04-21      | Floating      | 12.21%                | Yes           |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                 | INVESCO U.S. CLO 2025-1 Ltd.                                                  | CUSIP: 46151MAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599933.76   | 0.32%             | 2038-07-15      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                      | Madison Park Funding XXXV Ltd.                                                | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1762784 | PA      | $1765241.20   | 0.36%             | 2032-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Invesco U.S. CLO 2025-2, Ltd.                 | Invesco U.S. CLO 2025-2 Ltd.                                                  | CUSIP: 46151RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.30%             | 2038-07-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Jamestown CLO Ltd                             | Jamestown CLO XI Ltd.                                                         | CUSIP: 47049AAA9<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   1335000 | PA      | $1308648.84   | 0.27%             | 2031-07-14      | Floating      | 10.60%                | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXXV Ltd.                                                           | CUSIP: 55954UAE3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $757256.48    | 0.15%             | 2036-10-25      | Floating      | 11.57%                | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                             | Magnetite XXVI Ltd.                                                           | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997960.20   | 0.40%             | 2038-01-25      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| WEC US HOLDINGS INC                           | WEC U.S. Holdings, Inc.                                                       | CUSIP: 92943LAC4<br>LEI: 5493002M6GRSU1IWMG57 | Long             | LON              | CORP              | US        |    990000 | PA      | $991816.65    | 0.20%             | 2031-01-27      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                              | Ensemble RCM LLC                                                              | CUSIP: 29359BAE1<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    734869 | PA      | $739105.36    | 0.15%             | 2029-08-01      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| AUTOKINITON US HOLDINGS                       | Autokiniton U.S. Holdings, Inc.                                               | CUSIP: 999999999<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    727557 | PA      | $704951.63    | 0.14%             | 2028-04-06      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                      | Traverse Midstream Partners LLC                                               | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    873959 | PA      | $878328.48    | 0.18%             | 2028-02-16      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| WELLPATH RECOV SOLTL PIK ACCRUAL   /          | WELLPATH RECOV SOLTL PIK ACCRUAL   /                                          | CUSIP: 999999999<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15839 | PA      | $15838.56     | 0.00%             | 2030-01-27      | Variable      | 11.80%                | No            |                  2 | On Loan: No      |
| SUMMER BC HOLDCO B SARL                       | Summer BC Holdco B SARL                                                       | CUSIP: L8869TAC0<br>LEI: 984500NRF59D5DB9B654 | Long             | DBT              | CORP              | LU        |    545000 | PA      | $613994.77    | 0.12%             | 2030-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CLARIOS GLOBAL LP                             | Clarios Global LP                                                             | CUSIP: C8000CAP8<br>LEI: 549300474L1ZLXZY2P98 | Long             | LON              | CORP              | US        |    500000 | PA      | $500727.50    | 0.10%             | 2032-01-28      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| FILTRATION GROUP CORP                         | Filtration Group Corp.                                                        | CUSIP: 31732FAV8<br>LEI: 549300ZA0D9WN5ECE978 | Long             | LON              | CORP              | US        |    734885 | PA      | $737467.73    | 0.15%             | 2028-10-23      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| HUB INTERNATIONAL LTD                         | HUB International Ltd.                                                        | CUSIP: 44332EAZ9<br>LEI: 549300JQT6ATTUNS5E06 | Long             | LON              | CORP              | US        |    421473 | PA      | $422470.04    | 0.09%             | 2030-06-20      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                      | Great Outdoors Group LLC                                                      | CUSIP: 07014QAP6<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    573266 | PA      | $574555.36    | 0.12%             | 2032-01-23      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2018-2                                                | CUSIP: 05682VAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005746.10   | 0.20%             | 2031-07-19      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2023-1 Ltd.                                           | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2007952.00   | 0.41%             | 2038-07-16      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                | Bain Capital Credit CLO 2023-1 Ltd.                                           | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001438.20   | 0.20%             | 2038-07-16      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| NEXUS BUYER LLC                               | Nexus Buyer LLC                                                               | CUSIP: 65343UAH5<br>LEI: 254900PILSANV8WOOF24 | Long             | LON              | CORP              | US        |    744389 | PA      | $746670.60    | 0.15%             | 2031-07-31      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES                         | Brightview Landscapes LLC                                                     | CUSIP: 10801XAL1<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    463568 | PA      | $463954.92    | 0.09%             | 2029-04-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                       | OneDigital Borrower LLC                                                       | CUSIP: 68277FAN9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    742500 | PA      | $744356.25    | 0.15%             | 2031-07-02      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| TOUCHDOWN ACQUIRER INC                        | Touchdown Acquirer, Inc.                                                      | CUSIP: 89157NAJ2<br>LEI: 2549001J7IO9BK03IC64 | Long             | LON              | CORP              | US        |    746255 | PA      | $747071.84    | 0.15%             | 2031-02-21      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                                | EAB Global, Inc.                                                              | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    746222 | PA      | $744169.55    | 0.15%             | 2030-08-16      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXVIII                                                             | CUSIP: 03766YAA1<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250000.00   | 0.25%             | 2031-01-20      | Floating      | 10.09%                | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXVIII                                                             | CUSIP: 03767CAE0<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250000.00   | 0.46%             | 2031-01-20      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| HIRERIGHT HOLDINGS CORP                       | HireRight Holdings Corp.                                                      | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736922 | PA      | $713970.45    | 0.14%             | 2030-09-30      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                         | QXO Building Products, Inc.                                                   | CUSIP: 07368RAJ0<br>LEI: 549300HDXQWWCBOYXP31 | Long             | LON              | CORP              | US        |    283333 | PA      | $286110.00    | 0.06%             | 2032-04-30      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXVIII                                                             | CUSIP: 03767CAU4<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |   1675000 | PA      | $1675000.00   | 0.34%             | 2038-10-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXIX                                                               | CUSIP: 03767MAY4<br>LEI: 549300AVJUID3QNR9M59 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506674.85   | 0.31%             | 2038-07-25      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Ltd                                | Apidos CLO XXX                                                                | CUSIP: 03768CAW9<br>LEI: 2549001XBZ4DU4T7EC48 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509370.50   | 0.31%             | 2031-10-18      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| ARCHROCK PARTNERS LP/FIN                      | Archrock Partners LP / Archrock Partners Finance Corp.                        | CUSIP: 03959KAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    675000 | PA      | $679218.75    | 0.14%             | 2028-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | Ares XXXIX CLO Ltd.                                                           | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505518.80   | 0.31%             | 2037-07-18      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | ARES XLVII CLO Ltd.                                                           | CUSIP: 04016VAJ4<br>LEI: 5493001J0ZSE1Y09WE50 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003974.80   | 0.41%             | 2030-04-15      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | Ares LIV CLO Ltd.                                                             | CUSIP: 04017XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1009857.50   | 0.20%             | 2038-07-15      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                  | Ares LXXVI CLO Ltd.                                                           | CUSIP: 04021KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1040809.20   | 0.21%             | 2038-05-27      | Floating      | 11.49%                | Yes           |                  2 | On Loan: No      |
| Arini US CLO Limited                          | Arini U.S. CLO I Ltd.                                                         | CUSIP: 04039AAG9<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | KY        |    725000 | PA      | $729908.90    | 0.15%             | 2038-04-15      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO                       | Allied Universal Holdco LLC/Allied Universal Finance Corp./Atlas Luxco 4 Sarl | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    875000 | PA      | $852065.38    | 0.17%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                           | Eaton Vance CLO 2013-1 Ltd.                                                   | CUSIP: 27830BCG7<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756920.20   | 0.36%             | 2038-10-15      | Floating      | 6.69%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                           | Eaton Vance CLO 2013-1 Ltd.                                                   | CUSIP: 27830CAJ1<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2271659.40   | 0.46%             | 2034-01-15      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                            | Elmwood CLO 22 Ltd.                                                           | CUSIP: 29001YAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751065.75    | 0.15%             | 2038-04-17      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                            | Elmwood CLO 21 Ltd.                                                           | CUSIP: 29002DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1495169.85   | 0.30%             | 2036-10-20      | Floating      | 12.08%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                            | Elmwood CLO IV Ltd.                                                           | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3511980.15   | 0.71%             | 2037-04-18      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                           | Elmwood CLO III Ltd.                                                          | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501661.40    | 0.10%             | 2037-07-18      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                             | Elmwood CLO X Ltd.                                                            | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003300.00   | 0.20%             | 2038-07-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                             | Elmwood CLO X Ltd.                                                            | CUSIP: 29002VBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010475.10   | 0.61%             | 2038-07-20      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                             | Elmwood CLO X Ltd.                                                            | CUSIP: 29002WAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1513409.55   | 0.31%             | 2038-07-20      | Floating      | 10.21%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                            | Elmwood CLO 16 Ltd.                                                           | CUSIP: 29003DAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1056712.14   | 0.21%             | 2037-04-20      | Floating      | 12.33%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                            | Elmwood CLO IX Ltd.                                                           | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1992460.60   | 0.40%             | 2038-04-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                            | Elmwood CLO 14 Ltd.                                                           | CUSIP: 29003XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506913.00   | 0.51%             | 2035-04-20      | Floating      | 10.68%                | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2023-1 Ltd.                                                       | CUSIP: 29244CAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1540594.50   | 0.31%             | 2038-04-25      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2023-1 Ltd.                                                       | CUSIP: 29244NAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1278587.13   | 0.26%             | 2038-04-25      | Floating      | 11.66%                | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2022-1 Ltd.                                                       | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2512125.50   | 0.51%             | 2037-10-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2022-1 Ltd.                                                       | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502575.35   | 0.30%             | 2037-10-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                              | Empower CLO 2025-1 Ltd.                                                       | CUSIP: 29249DAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004581.30   | 0.20%             | 2038-07-20      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 03/27/2026   /    | EUR FORWARD PALMER CONTRACT 03/27/2026   /                                    | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1000000 | OU      | $-1157859.74  | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/05/25   /      | EUR FORWARD PALMER CONTRACT 09/05/25   /                                      | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1750000 | OU      | $-2002063.84  | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                           | 522 Funding CLO 2019-5 Ltd.                                                   | CUSIP: 33829UAA1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1462678.20   | 0.30%             | 2035-04-15      | Floating      | 11.08%                | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                           | 522 Funding CLO 2020-6 Ltd.                                                   | CUSIP: 33835BAG2<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $937190.10    | 0.19%             | 2034-10-23      | Floating      | 12.62%                | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                              | Flatiron Clo 17 Ltd.                                                          | CUSIP: 33882FAB6<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |   5425000 | PA      | $308140.00    | 0.06%             | 2030-05-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                              | Flatiron CLO 18 Ltd.                                                          | CUSIP: 33883HAC9<br>LEI: 5493008L4GGS612L9S27 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $383200.00    | 0.08%             | 2031-04-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                              | Flatiron CLO 20 Ltd.                                                          | CUSIP: 33883NAE2<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000400.60   | 0.20%             | 2036-05-20      | Floating      | 10.77%                | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                      | Ford Motor Credit Co. LLC                                                     | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   1125000 | PA      | $1024404.75   | 0.21%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2023-2 Ltd.                                                       | CUSIP: 67402AAE0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007922.30   | 0.20%             | 2038-07-20      | Floating      | 10.33%                | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2022-1 Ltd.                                                       | CUSIP: 67402LAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999956.50    | 0.20%             | 2038-07-15      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                               | Oaktree CLO 2024-25 Ltd.                                                      | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4016355.60   | 0.81%             | 2037-04-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2024-32 Ltd.                                                          | CUSIP: 67570CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1007040.70   | 0.20%             | 2037-04-23      | Fixed         | 9.05%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2024-32 Ltd.                                                          | CUSIP: 67570DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    895000 | PA      | $909421.40    | 0.18%             | 2037-04-23      | Floating      | 11.08%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2019-16 Ltd.                                                          | CUSIP: 67570RAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1709129.68   | 0.35%             | 2033-04-10      | Floating      | 10.94%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                   | OCP CLO 2020-18 Ltd.                                                          | CUSIP: 67570TAN5<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1305000 | PA      | $1330330.18   | 0.27%             | 2037-07-20      | Floating      | 10.58%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners Lt                | Octagon Investment Partners 18-R Ltd.                                         | CUSIP: 67576FAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002729.60   | 0.20%             | 2031-04-16      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                           | Sound Point Clo XX Ltd.                                                       | CUSIP: 83611JAG0<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001333.20   | 0.20%             | 2031-07-26      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                           | Sound Point CLO XXIV                                                          | CUSIP: 83614NAU7<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $966515.60    | 0.20%             | 2034-10-25      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| AHLSTROM HLDG 3 OY                            | Ahlstrom Holding 3 Oy                                                         | CUSIP: 84612JAA0<br>LEI: 743700UEY0YM039XN974 | Long             | DBT              | CORP              | FI        |    430000 | PA      | $414382.40    | 0.08%             | 2028-02-04      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| STAR HOLDING LLC                              | Star Holding LLC                                                              | CUSIP: 85513AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1177408.80   | 0.24%             | 2031-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                              | Symphony CLO XVIII Ltd.                                                       | CUSIP: 87154GFG5<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002957.00   | 0.20%             | 2033-07-23      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2015-1 CLO Ltd.                                         | CUSIP: 87246LAG9<br>LEI: 549300H4V7OE3OL7II20 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2242302.08   | 0.45%             | 2030-10-20      | Floating      | 10.39%                | Yes           |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                         | Thayer Park CLO Ltd.                                                          | CUSIP: 88330PAG5<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $938142.00    | 0.19%             | 2034-04-20      | Floating      | 13.46%                | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2014-2 CLO Ltd.                                         | CUSIP: 88390AAZ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003771.20   | 0.20%             | 2031-01-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2013-2 CLO Ltd.                                         | CUSIP: 88432ABC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2361742.01   | 0.48%             | 2030-10-18      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | Wind River 2014-3 CLO Ltd.                                                    | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $758461.80    | 0.15%             | 2031-10-22      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                              | Trestles CLO VI Ltd.                                                          | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000687.20   | 0.20%             | 2038-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                              | TRESTLES CLO 2017-1 Ltd.                                                      | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005660.60   | 0.20%             | 2037-07-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO LTD                              | TRESTLES CLO II Ltd.                                                          | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1965610.14   | 0.40%             | 2037-07-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXV Ltd.                                                         | CUSIP: 89640BAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2006954.00   | 0.41%             | 2037-01-23      | Floating      | 9.32%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO Ltd                              | Trinitas CLO XXIX Ltd.                                                        | CUSIP: 89643BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008614.00   | 0.41%             | 2037-07-23      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2019-3 Clo Ltd.                                         | CUSIP: 97314JAJ4<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    666747 | PA      | $667147.14    | 0.14%             | 2031-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                            | THL Credit Wind River 2019-3 Clo Ltd.                                         | CUSIP: 97314JAQ8<br>LEI: 549300QKM4OHZM4I5C40 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $754404.53    | 0.15%             | 2031-04-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| AHEAD DB HOLDINGS LLC                         | Ahead DB Holdings LLC                                                         | CUSIP: 00866HAH8<br>LEI: 254900L07WFL833JX193 | Long             | LON              | CORP              | US        |    495006 | PA      | $496038.34    | 0.10%             | 2031-02-03      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| A-AP BUYER INC                                | A-AP Buyer, Inc.                                                              | CUSIP: 00036FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746250 | PA      | $751846.88    | 0.15%             | 2031-09-09      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| HOWDEN GROUP HOLDINGS LT                      | Howden Group Holdings Ltd.                                                    | CUSIP: G4712JAY8<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    736809 | PA      | $739918.38    | 0.15%             | 2030-04-18      | Floating      | 7.83%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                    | Alliant Holdings Intermediate LLC                                             | CUSIP: 01881UAM7<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    597759 | PA      | $598475.83    | 0.12%             | 2031-09-19      | Floating      | 7.10%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                   | Creative Artists Agency LLC                                                   | CUSIP: 22526WAS7<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    735100 | PA      | $736482.19    | 0.15%             | 2031-10-01      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| TCP SUNBELT ACQUISITI                         | TCP Sunbelt Acquisition Co.                                                   | CUSIP: 999999999<br>LEI: 549300P5GYKSLPTV1Y23 | Long             | LON              | CORP              | US        |    746250 | PA      | $749981.25    | 0.15%             | 2031-10-24      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| OUTCOMES GROUP HOLDINGS                       | Outcomes Group Holdings, Inc.                                                 | CUSIP: 69002CAD8<br>LEI: 5493005V7ZG5K84MO728 | Long             | LON              | CORP              | US        |    495009 | PA      | $498259.10    | 0.10%             | 2031-05-06      | Floating      | 8.08%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                      | Raven Acquisition Holdings LLC                                                | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    698250 | PA      | $698808.60    | 0.14%             | 2031-11-20      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| RAVEN ACQUISITION HOLDIN                      | Raven Acquisition Holdings LLC                                                | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     50000 | PA      | $50040.00     | 0.01%             | 2031-11-20      | Floating      | 3.25%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                       | Kestrel Acquisition LLC                                                       | CUSIP: 44579UAB8<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    736193 | PA      | $739031.20    | 0.15%             | 2031-11-06      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                      | Hudson River Trading LLC                                                      | CUSIP: 44413EAJ7<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    731116 | PA      | $733869.07    | 0.15%             | 2030-03-18      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                       | Red Planet Borrower LLC                                                       | CUSIP: 57165KAD8<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    498750 | PA      | $504363.43    | 0.10%             | 2028-09-29      | Floating      | 9.58%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                      | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $500940.00    | 0.10%             | 2033-05-09      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| VS BUYER LLC                                  | VS Buyer LLC                                                                  | CUSIP: 91834WAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744384 | PA      | $746554.26    | 0.15%             | 2031-04-14      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                      | Project Alpha Intermediate Holding, Inc.                                      | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    740653 | PA      | $743337.99    | 0.15%             | 2030-10-28      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                           | Eaton Vance Clo 2015-1 Ltd.                                                   | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1575000 | PA      | $1582656.39   | 0.32%             | 2030-01-20      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                           | Eaton Vance CLO 2020-2 Ltd.                                                   | CUSIP: 27830RAG4<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003858.60   | 0.20%             | 2037-10-15      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                           | Elmwood CLO II Ltd.                                                           | CUSIP: 29001RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1925258.60   | 0.39%             | 2037-10-20      | Floating      | 12.15%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                           | Elmwood CLO VI Ltd.                                                           | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505625.50   | 0.51%             | 2037-07-18      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                  | GS Mortgage Securities Corp. Trust 2012-BWTR                                  | CUSIP: 36192RAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3447782 | PA      | $3028752.21   | 0.61%             | 2034-11-05      | Fixed         | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                | Galaxy 32 CLO Ltd.                                                            | CUSIP: 362941AA4<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1014474.00   | 0.21%             | 2036-10-20      | Floating      | 11.66%                | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                | Galaxy XXVI CLO Ltd.                                                          | CUSIP: 36321MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $990362.40    | 0.20%             | 2031-11-22      | Floating      | 12.59%                | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                             | Generate CLO 7 Ltd.                                                           | CUSIP: 37149LAU1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255990.25   | 0.25%             | 2037-04-22      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2022-18 Ltd.                                   | CUSIP: 617925AE2<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1497322.65   | 0.30%             | 2037-10-20      | Floating      | 10.48%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.                                   | CUSIP: 617934AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001562.60   | 0.20%             | 2038-07-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO                | Morgan Stanley Eaton Vance CLO 2023-19 Ltd.                                   | CUSIP: 617934AW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001643.40   | 0.20%             | 2038-07-15      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                             | Mountain View Clo XIV Ltd.                                                    | CUSIP: 62432MAW9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752167.95    | 0.15%             | 2034-10-15      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                             | Mountain View Clo XV Ltd.                                                     | CUSIP: 62432PBC5<br>LEI: 254900VKL64PZVEG4F33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005304.00   | 0.20%             | 2037-07-15      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| MURRAY ENERGY CORP                            | Murray Energy Corp.                                                           | CUSIP: 62704PAF0<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $0.00         | 0.00%             | 2027-10-17      | None          | 11.25%                | Yes           |                  3 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 55 Ltd.                                    | CUSIP: 640982AA2<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1267784.88   | 0.26%             | 2038-04-22      | Floating      | 10.83%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO XXII Ltd.                                                | CUSIP: 64131CAG6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1018713.50   | 0.21%             | 2038-04-15      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO XVI-S Ltd.                                               | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002064.00   | 0.61%             | 2039-04-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO XVI-S Ltd.                                               | CUSIP: 64131TBG8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756268.68   | 0.36%             | 2039-04-15      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 27 Ltd.                                    | CUSIP: 64131UAL5<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1175000 | PA      | $1200936.36   | 0.24%             | 2038-07-15      | Floating      | 11.07%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 27 Ltd.                                    | CUSIP: 64131WAY3<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004151.00   | 0.20%             | 2038-07-15      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman Loan Advisers CLO 33 Ltd.                                    | CUSIP: 64132TBC6<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001662.20   | 0.20%             | 2039-04-16      | Floating      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                      | Neuberger Berman CLO 32R Ltd.                                                 | CUSIP: 64135XAG6<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001869.60   | 0.41%             | 2039-07-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                          | New Mountain CLO 3 Ltd.                                                       | CUSIP: 647549AA2<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1010010.90   | 0.20%             | 2034-10-20      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-21

**Name of Applicant:** PALMER SQUARE OPPORTUNISTIC INCOME FUND

**Signature:** /s/ Jeffrey Fox

**Name of Signer:** Jeffrey Fox

**Title:** President and Treasurer