# EDGAR Filing Document

**Accession Number:** 0001552947
**File Stem:** 0000910472-26-009751
**Filing Date:** 2026-6
**Character Count:** 120295
**Document Hash:** 248b2c25d55235a2f8eb1a2ebe1e7be3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000910472-26-009751.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0000910472-26-009751

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20260430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Two Roads Shared Trust
- **CENTRAL INDEX KEY:** 0001552947

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22718
- **FILM NUMBER:** 261122166

**BUSINESS ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246
- **BUSINESS PHONE:** 402-895-1600

**MAIL ADDRESS:**
- **STREET 1:** 225 PICTORIA DRIVE
- **STREET 2:** SUITE 450
- **CITY:** CINCINNATI
- **STATE:** OH
- **ZIP:** 45246

## Series and Classes Contracts Data

### Holbrook Income Fund (Series ID: S000054226)

| Class ID   | Class Name                   | Ticker Symbol   |
|:---|:---|:---|
| C000170313 | Class I                      | HOBIX           |
| C000170314 | Investor Class               | HOBEX           |
| C000228717 | Holbrook Income Fund Class A |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Two Roads Shared Trust

- **b. Investment Company Act file number:** 811-22718

- **c. CIK number of Registrant:** 0001552947

- **d. LEI of Registrant:** 549300REHU8QC2CK4V30

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

  - **Street Address 1:** 225 PICTORIA DRIVE

  - **City:** CINCINNATI

  - **State:** OH

  - **Foreign country:** US

  - **Zip / Postal Code:** 45246

  - **Telephone number:** 402-895-1600

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

- **a. Name of Series:** Holbrook Income Fund

- **b. EDGAR series identifier (if any):** S000054226

- **c. LEI of Series:** 549300I4FYPC6WMGV713

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

- **a. Date of fiscal year-end:** 2026-04-30

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3756810161.16

**Total Liabilities:** $47235899.12

**Net Assets:** $3709574262.04

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 14052.07315400 | **1-Year:** 166934.81915400 | **5-Year:** 326840.45945200 | **10-Year:** 21074.03056800 | **30-Year:** 479.32291300

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

- **3-Month:** 1735.23425900 | **1-Year:** 78260.96787100 | **5-Year:** 49700.18867800 | **10-Year:** 14059.21873500 | **30-Year:** 36813.36338400

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000228717 | 0.40%                | 0.37%                | 0.59%                |
| Class ID C000170314 | 0.38%                | 0.25%                | 0.67%                |
| Class ID C000170313 | 0.42%                | 0.29%                | 0.61%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $923626.04               | $-3720734.08                               |
| Month 2  | $2124597.47              | $-4175612.29                               |
| Month 3  | $1153698.43              | $2616611.12                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| VENTURE XV CLO LTD                                                        | VENTR 2013-15A BR3      | CUSIP: 92328XBF5<br>LEI: 549300UYHZCJPN3LMT03 | Long             | ABS-CBDO         | CORP              | KY        |   1890000 | PA      | $1891878.66   | 0.05%             | 2032-07-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| READYCAP HOLDINGS LLC                                                     | RDYCAP 4 1/2 10/20/26   | CUSIP: 755763AC3<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5134277.80   | 0.14%             | 2026-10-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEWTEKONE INC                                                             | NEWT 8 3/8 04/01/30     | CUSIP: 652526AE4<br>LEI: 549300YLU78IA8GKJ688 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1974816.96   | 0.05%             | 2030-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO XXIV LTD                                                       | APID 2016-24A BRR       | CUSIP: 03759CAX8<br>LEI: 549300PPHIOJQEKPJH29 | Long             | ABS-CBDO         | CORP              | KY        |    345000 | PA      | $345000.00    | 0.01%             | 2030-10-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XIV LTD / OCTAGON INVESTMENT PARTNERS XIV LLC | OCT16 2013-1A BR        | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4641090 | PA      | $4641195.96   | 0.13%             | 2030-07-17      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON CLO II LTD                                                      | ECLO 2017-2A C          | CUSIP: 28852EAE9<br>LEI: 254900YE647HYXEP3N43 | Long             | ABS-CBDO         | CORP              | KY        |   1112474 | PA      | $1112898.03   | 0.03%             | 2029-02-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| OZLM XXII LTD                                                             | OZLM 2018-22A B         | CUSIP: 67111VAG1<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |   8691911 | PA      | $8693641.16   | 0.23%             | 2031-01-17      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| TCI-SYMPHONY CLO 2017-1 LTD                                               | TSYMP 2017-1A CR        | CUSIP: 87232BAK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2662000 | PA      | $2663578.57   | 0.07%             | 2030-07-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD                                                      | BLUEM 2018-1A C         | CUSIP: 09629TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5254683.00   | 0.14%             | 2030-07-30      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO II LTD                                                    | SNDPT 2013-1A A3R       | CUSIP: 83608GAS5<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |  10220000 | PA      | $10230822.98  | 0.28%             | 2031-01-26      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2012-1 R LTD                                           | CANYC 2012-1RA C        | CUSIP: 13876JAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1851727.90   | 0.05%             | 2030-07-15      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | TII 0 1/8 01/15/30      | CUSIP: 912828Z37<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  90000000 | PA      | $110133274.72 | 2.97%             | 2030-01-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIV LTD                                             | MDPK 2016-24A DR2       | CUSIP: 55820NBC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1127747.25   | 0.03%             | 2029-10-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                       | FSK 7 7/8 01/15/29      | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   4720000 | PA      | $4857420.77   | 0.13%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CROWN POINT CLO 4 LTD                                                     | CRNPT 2018-4A C         | CUSIP: 22845XAJ9<br>LEI: 549300735PG2ZC70V672 | Long             | ABS-CBDO         | CORP              | KY        |   8650000 | PA      | $8654523.95   | 0.23%             | 2031-04-20      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| VENTURE 38 CLO LTD                                                        | VENTR 2019-38A CRR      | CUSIP: 92332NBG9<br>LEI: 549300EM6DS6KQH1HN07 | Long             | ABS-CBDO         | CORP              | KY        |    575000 | PA      | $575330.05    | 0.02%             | 2032-07-30      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| First Help Financial LLC                                                  | FIHEFI 6 11/15/26       | CUSIP: 32050FAA6<br>LEI: 549300N8R7JO1WEZGT69 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1965461.76   | 0.05%             | 2026-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| JAMESTOWN CLO XI LTD                                                      | JTWN 2018-11A A2        | CUSIP: 47049QAC0<br>LEI: 549300ICXRO4NIJIWJ29 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4003204.00   | 0.11%             | 2031-07-14      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| UPLAND CLO LTD                                                            | UPLND 2016-1A BR        | CUSIP: 915328AY4<br>LEI: 54930052JF7HYEE5CO91 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750678.75    | 0.02%             | 2031-04-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| SHACKLETON 2014-V-R CLO LTD                                               | SHACK 2014-5RA C        | CUSIP: 81881JAG7<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |  23000000 | PA      | $23066838.00  | 0.62%             | 2031-05-07      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| FRANKLIN BSP REALTY TRUST INC                                             | FBRT Float 04/25/28     | CUSIP: 35243JAC5<br>LEI: 549300LH3QNZK9Y1KC93 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25174426.25  | 0.68%             | 2028-04-25      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| CARVAL CLO II LTD                                                         | CARVL 2019-1A CR2       | CUSIP: 14686ABC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1475000 | PA      | $1477011.90   | 0.04%             | 2032-04-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Equify Financial LLC                                                      | EQUIFY 9 1/2 04/30/30   | CUSIP: 29446PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4499775.00   | 0.12%             | 2030-04-30      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                      | KD 3.15 10/15/31        | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   3750000 | PA      | $3184327.50   | 0.09%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HORIZON TECHNOLOGY FINANCE CORP                                           | HRZN 7 12/15/28         | CUSIP: 44045AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  57500000 | PA      | $58040500.00  | 1.56%             | 2028-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HC Government Realty Trust Inc.                                           | HCGRTI 7                | CUSIP: 40417L205<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    210500 | NS      | $3946875.00   | 0.11%             |  |  |  | Yes           |                  1 | On Loan: No      |
| LCM 30 LTD                                                                | LCM 30A CR              | CUSIP: 50200YAU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8769110.00   | 0.24%             | 2031-04-20      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| ECP CLO 2015-7 LTD                                                        | GLGU 2018-1A A2R        | CUSIP: 26829CBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    115061 | PA      | $115081.64    | 0.00%             | 2030-04-22      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND X LTD                                              | ATCLO 2018-10A C        | CUSIP: 04942JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21100000 | PA      | $21174757.30  | 0.57%             | 2031-01-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| FIDUS INVESTMENT CORP                                                     | FDUS 3 1/2 11/15/26     | CUSIP: 316500AC1<br>LEI: 549300836CRWCROFBC02 | Long             | DBT              | CORP              | US        |  12064000 | PA      | $11839320.18  | 0.32%             | 2026-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| W & T OFFSHORE INC                                                        | WTI 10 3/4 02/01/29     | CUSIP: 92922PAN6<br>LEI: 549300Q7EOY2YIO3YK85 | Long             | DBT              | CORP              | US        |  23630000 | PA      | $24531366.35  | 0.66%             | 2029-02-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| ZAIS CLO 3 LTD                                                            | ZCLO3 2015-3A BR        | CUSIP: 98887HAN4<br>LEI: 549300SYHU0CNKIXQ691 | Long             | ABS-CBDO         | CORP              | KY        |   2075000 | PA      | $2082665.67   | 0.06%             | 2031-07-15      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| LCM 29 LTD                                                                | LCM 29A BR              | CUSIP: 50201MAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1190000 | PA      | $1190730.66   | 0.03%             | 2031-04-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                               | BLUEM 2016-3A BR        | CUSIP: 09628VAQ7<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3502019.50   | 0.09%             | 2030-11-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2017-1 LTD                                                     | CANYC 2017-1A DR        | CUSIP: 13876GAQ1<br>LEI: 549300ZCQ7Q4BFIA1797 | Long             | ABS-CBDO         | CORP              | KY        |    775000 | PA      | $777501.70    | 0.02%             | 2030-07-15      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO XXII LTD                                                  | SNDPT 2019-1A CRR       | CUSIP: 83611KBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21750000 | PA      | $21765312.00  | 0.59%             | 2032-01-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SpecialTransportHolding                                                   | SpecialTransportHolding | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      3242 | NS      | $7791960.69   | 0.21%             |  |  |  | No            |                  3 | On Loan: No      |
| RAMACO RESOURCES INC                                                      | METC 8 1/4              | CUSIP: 75134P808<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EP               | CORP              | US        |   1012813 | NS      | $25381093.78  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| ROMARK CLO II LTD                                                         | RMRK 2018-2A BR         | CUSIP: 77587EAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000660.00   | 0.03%             | 2031-07-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO XIX LTD                                                      | SYMP 2018-19A C         | CUSIP: 87165YAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2252207.25   | 0.06%             | 2031-04-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO IV-R LTD                                                  | SNDPT 2013-3RA B        | CUSIP: 83609YAE6<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |   3495000 | PA      | $3500029.31   | 0.09%             | 2031-04-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ROMARK CLO I LTD                                                          | RMRK 2017-1A B          | CUSIP: 77587UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500700.50   | 0.04%             | 2030-10-23      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| WHITEHORSE FINANCE INC                                                    | WHF 4 12/15/26          | CUSIP: 96524VAB2<br>LEI: 5493006LP9COIV2ZIB05 | Long             | DBT              | RF                | US        |  13065000 | PA      | $12861571.81  | 0.35%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2012-III LTD                                                 | CIFC 2017-4A A2R        | CUSIP: 12551JAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3339081 | PA      | $3340679.94   | 0.09%             | 2030-10-24      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| MMP Capital LLC                                                           | MMPCAP 9 1/2 10/18/29   | CUSIP: 55330PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4511250.00   | 0.12%             | 2029-10-18      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO IX LTD                                                    | SNDPT 2015-2A BRRR      | CUSIP: 83609GBQ7<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |  13250000 | PA      | $13264694.25  | 0.36%             | 2032-07-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2024-BPR2                                  | MSC 2024-BPR2 B         | CUSIP: 61776EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  30625000 | PA      | $32189260.69  | 0.87%             | 2029-05-05      | Fixed         | 8.54%                 | Yes           |                  2 | On Loan: No      |
| OZLM XXII LTD                                                             | OZLM 2018-22A C         | CUSIP: 67111VAJ5<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |   5642000 | PA      | $5654243.14   | 0.15%             | 2031-01-17      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 20 LTD                                                            | KKR 20 DR               | CUSIP: 48251TAL5<br>LEI: 549300HJX0LGFQYWTF96 | Long             | ABS-CBDO         | CORP              | KY        |  37800000 | PA      | $37985409.00  | 1.02%             | 2030-10-16      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 5-2015 LTD                                            | HLM 5A-2015 CR3         | CUSIP: 44331DAW9<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000690.00   | 0.03%             | 2030-10-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                     | XCAL 2024-MSD A         | CUSIP: 98373XBW9<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |   4000000 | PA      | $4026300.00   | 0.11%             | 2027-01-01      | Floating      | 8.25%                 | Yes           |                  2 | On Loan: No      |
| DELPHOS SECURITIES SARL                                                   | VROCK 0 PERP            | CUSIP: L2464KAD9<br>LEI: 2138009URW4RUTSQ7O74 | Long             | ABS-O            | CORP              | LU        |   1250000 | PA      | $1250000.00   | 0.03%             | 2175-01-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BARINGS BDC INC                                                           | BBDC 5.2 09/15/28       | CUSIP: 06759LAE3<br>LEI: 549300GSF4KFZP6ONG49 | Long             | DBT              | CORP              | US        |   9504000 | PA      | $9323925.72   | 0.25%             | 2028-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BOSTON LENDING TRUST                                                      | BOLD 2022-2 A           | CUSIP: 10085BAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3370074 | PA      | $3284391.62   | 0.09%             | 2062-05-25      | Floating      | 3.25%                 | Yes           |                  2 | On Loan: No      |
| TRINITY CAPITAL INC                                                       | TRIN 4 1/4 12/15/26     | CUSIP: 896442AH3<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |  21327000 | PA      | $20977850.99  | 0.57%             | 2026-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Star Mountain Lower Middle-market Capital Corp.                           | STRMT Float 01/15/29    | CUSIP: 854940AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24995240.75  | 0.67%             | 2029-01-15      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| PENNANTPARK INVESTMENT CORP                                               | PNNT 4 11/01/26         | CUSIP: 708062AD6<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |  37495000 | PA      | $37074054.51  | 1.00%             | 2026-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NATIXIS US MEDIUM-TERM NOTE PROGRAM LLC                                   | KNFP Float 03/31/36     | CUSIP: 63873HEZ3<br>LEI: 549300MPTYP2BAQOK371 | Long             | DBT              | CORP              | US        |    629000 | PA      | $492192.50    | 0.01%             | 2036-03-31      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| FREMF 2012-KF01 MORTGAGE TRUST                                            | FREMF 2016-K56 C        | CUSIP: 30289UAU6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2100000 | PA      | $2092577.97   | 0.06%             | 2049-06-25      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                    | CSWC 5.95 09/18/30      | CUSIP: 140501AF4<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | RF                | US        |  17959000 | PA      | $17823950.12  | 0.48%             | 2030-09-18      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| SHACKLETON 2013-IV-R CLO LTD                                              | SHACK 2013-4RA A2A      | CUSIP: 81882HAC9<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   1076673 | PA      | $1077039.75   | 0.03%             | 2031-04-13      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND MORTGAGE TRUST                                               | SMR 2022-IND B          | CUSIP: 78458MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14346756 | PA      | $14361964.02  | 0.39%             | 2039-02-15      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VI LTD                                                | FCBSL 2018-1A DR        | CUSIP: 34955YAJ8<br>LEI: 549300QQ2ENLX323MX94 | Long             | ABS-CBDO         | CORP              | KY        |   1462718 | PA      | $1463797.80   | 0.04%             | 2031-07-23      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                | DRSLF 2016-45A CRR      | CUSIP: 26244MBC5<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250212.75    | 0.01%             | 2030-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| TRINITY CAPITAL INC                                                       | TRIN 4 3/8 08/24/26     | CUSIP: 896442AG5<br>LEI: 549300YGT4SBRQYDVU48 | Long             | DBT              | CORP              | US        |  29643000 | PA      | $29340286.87  | 0.79%             | 2026-08-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XX LTD                                                    | SNDPT 2018-2A C         | CUSIP: 83611JAE5<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |   6815000 | PA      | $6820738.23   | 0.18%             | 2031-07-26      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO XXII LTD                                                     | SYMP 2020-22A CR        | CUSIP: 87167GCP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18250000 | PA      | $18264855.50  | 0.49%             | 2033-04-18      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| VENTURE 32 CLO LTD                                                        | VENTR 2018-32A B        | CUSIP: 92325QAQ0<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7009793.00   | 0.19%             | 2031-07-18      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO XVI LTD                                                      | SYMP 2015-16A C1RR      | CUSIP: 87165VBB4<br>LEI: 5493004PWOYFPAFQVT02 | Long             | ABS-CBDO         | CORP              | KY        |   5920000 | PA      | $5925683.20   | 0.16%             | 2031-10-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| KUVARE UNITED STATES HOLDINGS INC                                         | KUVARE 7 02/17/51       | CUSIP: 50149XAA2<br>LEI: 254900MGBERNLZXF7O58 | Long             | DBT              | CORP              | US        |  58241000 | PA      | $57978628.95  | 1.56%             | 2051-02-17      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2016-1 LTD                                                     | CANYC 2016-1A CR        | CUSIP: 13887PAP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751295.00   | 0.05%             | 2031-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| OWS CRE FUNDING III LLC                                                   | OWSCRE 2025-MARG2 A     | CUSIP: 67121XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32000000 | PA      | $32048070.40  | 0.86%             | 2027-08-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CHARAH SOLUTIONS INC                                                      | CHRA 8 1/2              | CUSIP: 15957P204<br>LEI: 549300I6O29493834F54 | Long             | EP               | CORP              | US        |   2298758 | NS      | $49572716.27  | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| VOYA CLO LTD                                                              | VOYA 2016-1A BR         | CUSIP: 92915CAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4195000 | PA      | $4198188.20   | 0.11%             | 2031-01-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| VERUS SECURITIZATION TRUST 2023-5                                         | VERUS 2023-5 A1         | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-O            | CORP              | US        |    286179 | PA      | $286035.41    | 0.01%             | 2068-06-25      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XXIV LTD                                             | MDPK 2016-24A CR2       | CUSIP: 55820NBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1190000 | PA      | $1192334.78   | 0.03%             | 2029-10-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| ELLINGTON CLO III LTD                                                     | ECLO 2018-3A C          | CUSIP: 28852LAJ2<br>LEI: 254900V20GCNJI0I7591 | Long             | ABS-CBDO         | CORP              | KY        |   2083991 | PA      | $2087072.87   | 0.06%             | 2030-07-20      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| OZLM VI LTD                                                               | OZLM 2014-6A B1T        | CUSIP: 67108LBP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6986973 | PA      | $6989404.26   | 0.19%             | 2031-04-17      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2024-BPR2                                  | MSC 2024-BPR2 A         | CUSIP: 61776EAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11947582 | PA      | $12479246.81  | 0.34%             | 2029-05-05      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| ACRES COMMERCIAL REALTY CORP                                              | ACR 5 3/4 08/15/26      | CUSIP: 00489QAA0<br>LEI: 549300RUJWPCMY4JFR46 | Long             | DBT              | CORP              | US        |  19152000 | PA      | $18651253.91  | 0.50%             | 2026-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XVII LTD                                               | WOODS 2018-17A C        | CUSIP: 66860PAE4<br>LEI: 549300VSNJNLNM3KF997 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501390.50   | 0.04%             | 2031-04-22      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND VII LTD                                            | ATCLO 2016-7A CR        | CUSIP: 04941TAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7009226.00   | 0.19%             | 2031-11-27      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-2 LTD                                             | ROCKT 2018-2A C         | CUSIP: 77342KAE0<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502475.00   | 0.04%             | 2031-10-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                | DRSLF 2017-49A CR       | CUSIP: 26244QAS2<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502037.50   | 0.07%             | 2030-07-18      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2016-3 LTD                                               | BLUEM 2016-3A CR        | CUSIP: 09628VAS3<br>LEI: 549300EYIDIF4X8MHI21 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5121573.00   | 0.14%             | 2030-11-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 12 LTD                                                            | KKR 12 DR2              | CUSIP: 48250RBL9<br>LEI: 2549007YUM7PQ7NZ5U34 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019380.00   | 0.14%             | 2030-10-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| HALCYON LOAN ADVISORS FUNDING 2018-2 LTD                                  | HLA 2018-2A B           | CUSIP: 40490AAG5<br>LEI: 549300OG6D5MQUG20S28 | Long             | ABS-CBDO         | CORP              | KY        |  10927119 | PA      | $10936089.79  | 0.29%             | 2031-01-22      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL FUNDING INC                                                      | NATLFD 5 3/4 08/31/26   | CUSIP: 636190AA8<br>LEI: 254900M755T2IVN0F977 | Long             | DBT              | CORP              | US        |   2476000 | PA      | $2470584.86   | 0.07%             | 2026-08-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Briggs & Stratton Corporation                                             | BGG 6 7/8 12/15/20      | CUSIP: 109043AG4<br>LEI: 549300OYTIWYSPR42284 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $9375.00      | 0.00%             | 2020-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| OZLM XVIII LTD                                                            | OZLM 2018-18A B         | CUSIP: 67112GAC2<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |    898073 | PA      | $898416.48    | 0.02%             | 2031-04-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL VIII LTD                                              | FCBSL 2019-2A CR        | CUSIP: 34962DAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290172.26    | 0.01%             | 2032-10-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO 2014-4 LTD                                                       | VOYA 2014-4A BR2        | CUSIP: 92914RBC5<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4704568.40   | 0.13%             | 2031-07-14      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO 2016-1 LTD                                               | STCR 2016-1A CR         | CUSIP: 858102AZ9<br>LEI: 5493003PZ3HX9NW9PS65 | Long             | ABS-CBDO         | CORP              | KY        |   3720000 | PA      | $3722592.84   | 0.10%             | 2031-06-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| DELPHOS SECURITIES SARL                                                   | VROCK 11 04/29/56       | CUSIP: L2464KAB3<br>LEI: 2138009URW4RUTSQ7O74 | Long             | ABS-O            | CORP              | LU        |  25000000 | PA      | $23750000.00  | 0.64%             | 2056-04-29      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2013-2 LTD                                               | BLUEM 2013-2A CR        | CUSIP: 09626YAU4<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |   2161478 | PA      | $2163058.46   | 0.06%             | 2030-10-22      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                          | OTF 6 3/4 04/04/29      | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10027781.30  | 0.27%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MP CLO VII LLC                                                            | MP7 2015-1A DRR         | CUSIP: 55320RAN7<br>LEI: 5493005EOEZ6JX072G15 | Long             | ABS-CBDO         | CORP              | KY        |   5450462 | PA      | $5464436.50   | 0.15%             | 2028-10-18      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| PM GENERAL PURCHASER LLC                                                  | AMGENE 9 1/2 10/01/28   | CUSIP: 69356MAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  29529000 | PA      | $27446614.92  | 0.74%             | 2028-10-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 11 LTD                                                            | KKR 11 CR               | CUSIP: 48250MAM9<br>LEI: 549300PJRIGYUE3V5M12 | Long             | ABS-CBDO         | CORP              | KY        |  18250000 | PA      | $18262702.00  | 0.49%             | 2031-01-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GLADSTONE CAPITAL CORP                                                    | GLAD 5 7/8 10/01/30     | CUSIP: 376535AG5<br>LEI: 549300AWMOT9JR1SIJ74 | Long             | DBT              | CORP              | US        |   8925000 | PA      | $8498831.25   | 0.23%             | 2030-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 21 LTD                                                            | KKR 21 C                | CUSIP: 48252KAE9<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |  14116000 | PA      | $14141507.61  | 0.38%             | 2031-04-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                     | GBDC 6 07/15/29         | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3009577.41   | 0.08%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2018-2 LTD                                                       | VOYA 2018-2A C1         | CUSIP: 92917JAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4103837.60   | 0.11%             | 2031-07-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | TII 1 5/8 04/15/30      | CUSIP: 91282CNB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 110000000 | PA      | $114712899.05 | 3.09%             | 2030-04-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| GLADSTONE INVESTMENT CORP                                                 | GAIN 6 7/8 11/01/28     | CUSIP: 376546AC1<br>LEI: 549300HFFTVIBC98Z362 | Long             | DBT              | CORP              | US        |  57000000 | PA      | $57305766.81  | 1.54%             | 2028-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Eagle Point Defensive Income Trust                                        | EGPNTD FLOAT 04/30/28   | CUSIP: 26982MAA6<br>LEI: 254900J2H3BOAUD0N649 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $34965223.30  | 0.94%             | 2028-04-30      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO 2015-3 LTD                                                       | VOYA 2015-3A BR4        | CUSIP: 92913UBQ8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3399252 | PA      | $3402171.96   | 0.09%             | 2031-10-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO 2019-3 LTD                                                       | VOYA 2019-3A CR         | CUSIP: 92918FAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501476.00   | 0.04%             | 2032-10-17      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FIRST MARYLAND CAPITAL I                                                  | MTB Float 01/15/27      | CUSIP: 320808AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3965534.44   | 0.11%             | 2027-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO II LLC                                           | BLUEM 2017-2A A2        | CUSIP: 09629EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2501187.50   | 0.07%             | 2030-10-20      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO XX LTD                                                       | SYMP 2018-20A CR2       | CUSIP: 87166VBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3880000 | PA      | $3881761.52   | 0.10%             | 2032-01-16      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORP                                                 | NMFC 6 7/8 02/01/29     | CUSIP: 647551AF7<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |  21800000 | PA      | $21834939.30  | 0.59%             | 2029-02-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| KKR CLO 14 LTD                                                            | KKR 14 CR               | CUSIP: 48250WAL9<br>LEI: 635400KULUKCVCJXZX78 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007288.00   | 0.11%             | 2031-07-15      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| XRL ALC LLC                                                               | XRL 2025-OZK A          | CUSIP: 98383MAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15000000 | PA      | $15038982.00  | 0.41%             | 2028-06-20      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                          | THPT 2023-THL B         | CUSIP: 87252LAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10000000 | PA      | $10066862.00  | 0.27%             | 2034-12-10      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                               | BLUEM 2018-2A C         | CUSIP: 09629VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25680000 | PA      | $25754472.00  | 0.69%             | 2031-08-15      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XII-B LTD                                              | WOODS 2018-12BA CR      | CUSIP: 66858CAS6<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |  12350000 | PA      | $12379146.00  | 0.33%             | 2031-06-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL COMMERCE CAPITAL TRUST I                                         | TFC Float 04/01/27      | CUSIP: 635454AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6950091.96   | 0.19%             | 2027-04-01      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| DRYDEN 45 SENIOR LOAN FUND                                                | DRSLF 2016-45A DRR      | CUSIP: 26244MBE1<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |   8250000 | PA      | $8286341.25   | 0.22%             | 2030-10-15      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| XRL ALC LLC                                                               | XRL 2025-OZK B1         | CUSIP: 98383MAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5014641.00   | 0.14%             | 2028-06-20      | Fixed         | 13.50%                | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2018-1 LTD                                                     | CANYC 2018-1A B         | CUSIP: 13877BAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008205.00   | 0.14%             | 2031-07-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 36 LTD                                        | OCT36 2018-1A C         | CUSIP: 67591UAJ6<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9006741.00   | 0.24%             | 2031-04-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| VOYA CLO 2013-1 LTD                                                       | INGIM 2013-1A BR        | CUSIP: 92917CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6090000 | PA      | $6095109.51   | 0.16%             | 2030-10-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO XX LTD                                                    | SNDPT 2018-2A B         | CUSIP: 83611JAC9<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001499.00   | 0.03%             | 2031-07-26      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| TRINITY CAPITAL INC                                                       | TRIN 7 7/8              | CUSIP: 896442605<br>LEI: 549300YGT4SBRQYDVU48 | Long             | EP               | CORP              | US        |   1075296 | NS      | $27301765.44  | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANS AMERICA CAPITAL II                                                  | AEGON 7.65 12/01/26     | CUSIP: 893472AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4397000 | PA      | $4440881.44   | 0.12%             | 2026-12-01      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2021-WILL                                                       | BPR 2021-WILL A         | CUSIP: 05591VAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6504903 | PA      | $6502885.45   | 0.18%             | 2038-06-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XII LTD                                            | ATCLO 2018-12A C        | CUSIP: 04942UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23750000 | PA      | $23845095.00  | 0.64%             | 2031-10-24      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 60 CLO LTD                                                         | DRSLF 2018-60A B        | CUSIP: 26251NAC4<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004055.00   | 0.13%             | 2031-07-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 55 CLO LTD                                                         | DRSLF 2018-55A C        | CUSIP: 26245MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15350000 | PA      | $15381820.55  | 0.41%             | 2031-04-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| HRR FDG LCC 2021                                                          | HRR 2021-1 B            | CUSIP: 40390PAB4<br>LEI: 549300VSTRU4XB27Q639 | Long             | ABS-O            | CORP              | US        |   2175080 | PA      | $978785.99    | 0.03%             | 2036-12-20      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: No      |
| SOUND POINT CLO V R LTD                                                   | SNDPT 2014-1RA C        | CUSIP: 83607EAE2<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12010608.00  | 0.32%             | 2031-07-18      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 41 SENIOR LOAN FUND                                                | DRSLF 2015-41A CR       | CUSIP: 26244KAS5<br>LEI: 5493000CMI5L15ZSNM78 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500468.00    | 0.01%             | 2031-04-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| ALLEGRO CLO X LTD                                                         | ALLEG 2019-1A CRR       | CUSIP: 01750FAW6<br>LEI: 254900MQVJ2U7KN3HP03 | Long             | ABS-CBDO         | CORP              | KY        |   1630000 | PA      | $1631147.52   | 0.04%             | 2032-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CUMULUS MEDIA NEW HOLDINGS INC                                            | CUMINT 6 3/4 07/01/26   | CUSIP: 23110AAA4<br>LEI: 5493001D9VBAVY1OKJ46 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $225000.00    | 0.01%             | 2026-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                       | FSK 6 7/8 08/15/29      | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |   3055000 | PA      | $3047203.64   | 0.08%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2017-1 LTD                                                       | VOYA 2017-1A BR         | CUSIP: 92916MAH4<br>LEI: 54930054YW6PM1FPVU95 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003294.00   | 0.05%             | 2030-04-17      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND MORTGAGE TRUST                                               | SMR 2022-IND C          | CUSIP: 78458MAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6668570 | PA      | $6678728.68   | 0.18%             | 2039-02-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| UIRC-GSA INTERNATIONAL LLC                                                | UIRCIN 7 03/31/30       | CUSIP: 90278WAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  80000000 | PA      | $80000000.00  | 2.16%             | 2030-03-31      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XIII CLO LTD                                                      | VENTR 2013-13A DR       | CUSIP: 92329NAU4<br>LEI: 549300ZVVNSDW7WU0O73 | Long             | ABS-CBDO         | CORP              | KY        |   1490766 | PA      | $1491971.93   | 0.04%             | 2029-09-10      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD                                                    | VENTR 2017-28RR BF      | CUSIP: 60689WAM3<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |    332337 | PA      | $332036.06    | 0.01%             | 2030-07-22      | Fixed         | 3.78%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO 2017-1 LTD                                               | STCR 2017-1A C          | CUSIP: 85816VAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13925000 | PA      | $13956790.78  | 0.38%             | 2030-10-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | TII 1 1/4 04/15/31      | CUSIP: 91282CQP9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  20000000 | PA      | $19961573.10  | 0.54%             | 2031-04-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| KKR CLO 15 LTD                                                            | KKR 15 CR2              | CUSIP: 48251MBG0<br>LEI: 549300K434Q30JZAS486 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4506187.50   | 0.12%             | 2032-01-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| SHACKLETON 2014-V-R CLO LTD                                               | SHACK 2014-5RA B        | CUSIP: 81881JAE2<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |   1625387 | PA      | $1628074.23   | 0.04%             | 2031-05-07      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| FIRST MARYLAND CAPITAL II                                                 | MTB Float 02/01/27      | CUSIP: 32082CAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  18114000 | PA      | $17990534.79  | 0.48%             | 2027-02-01      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2014-4 LTD                                               | BLUEM 2018-22A B        | CUSIP: 09629PAE6<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002406.00   | 0.03%             | 2031-07-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| MEDALLION FINANCIAL CORP                                                  | MFIN 7 1/2 12/30/27     | CUSIP: 583928AE6<br>LEI: 549300FJ4FMGJ2C34Y48 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $1998744.00   | 0.05%             | 2027-12-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2015-3 LLC                                               | BLUEM 2015-3A BR        | CUSIP: 09628JAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22750000 | PA      | $22794453.50  | 0.61%             | 2031-04-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| BX TRUST 2019-IMC                                                         | BX 2019-IMC E           | CUSIP: 05608BAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  32070000 | PA      | $31704167.89  | 0.85%             | 2034-04-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO IV LTD                                                       | TRNTS 2016-4A CR        | CUSIP: 89640XAS5<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |  22650000 | PA      | $22737519.60  | 0.61%             | 2031-10-18      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2017-3 LTD                                             | ROCKT 2017-3A D         | CUSIP: 77341DAJ6<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11050171.00  | 0.30%             | 2030-10-20      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2018-2 LTD                                        | BCC 2018-2A CR          | CUSIP: 05682VAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  37000000 | PA      | $37017945.00  | 1.00%             | 2031-07-19      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| PENNANTPARK FLOATING RATE CAPITAL LTD                                     | PFLT 6 3/4 03/04/29     | CUSIP: 70806AAC0<br>LEI: 529900BH3IP6381K4L72 | Long             | DBT              | RF                | US        |  38500000 | PA      | $38426240.93  | 1.04%             | 2029-03-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| APEX CREDIT CLO 2018 LTD                                                  | APEXC 2018-2A CR3       | CUSIP: 03754LBG9<br>LEI: 254900YNP6L0KTS2VO90 | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19015637.00  | 0.51%             | 2031-10-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| BARINGS CLO 2015-I LTD                                                    | BABSN 2015-IA DR        | CUSIP: 056162AU4<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |  13400000 | PA      | $13423503.60  | 0.36%             | 2031-01-20      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                            | KKR 24 BR               | CUSIP: 48252RAQ7<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1602086.40   | 0.04%             | 2032-04-20      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO 2018 LTD                                                  | APEXC 2018-1A CR        | CUSIP: 03755HAS2<br>LEI: 254900YNP6L0KTS2VO90 | Long             | ABS-CBDO         | CORP              | KY        |  24225000 | PA      | $24240988.50  | 0.65%             | 2031-04-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC MULTIFAMILY DIVISION                                          | FREMF 2016-K57 C        | CUSIP: 30295DAJ1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |   2000000 | PA      | $1989874.00   | 0.05%             | 2049-08-25      | Floating      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| CATAMARAN CLO 2014-1 LTD                                                  | CRMN 2014-1A BR         | CUSIP: 14889DAQ1<br>LEI: 549300C8Q7ISEHHDRH76 | Long             | ABS-CBDO         | CORP              | KY        |   6138014 | PA      | $6175851.73   | 0.17%             | 2030-04-22      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| 522 FUNDING CLO 2018-3(A) LTD                                             | MORGN 2018-3A CR        | CUSIP: 33835NAE1<br>LEI: 635400CQOZFHCREPDQ50 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500254.00    | 0.01%             | 2031-10-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO VII/R LTD                                                 | SNDPT 2014-3RA BR       | CUSIP: 83610HAQ3<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10009930.00  | 0.27%             | 2031-10-23      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY CAPITAL I TRUST 2024-BPR2                                  | MSC 2024-BPR2 C         | CUSIP: 61776EAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6600000 | PA      | $6799383.36   | 0.18%             | 2029-05-05      | Floating      | 9.04%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL Limited                                               | FCBSL 2019-1A CR        | CUSIP: 34956NAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    995000 | PA      | $995845.75    | 0.03%             | 2032-07-23      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| FORTRESS CREDIT BSL X LTD                                                 | FCBSL 2021-1A CR        | CUSIP: 34962HAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10002200.00  | 0.27%             | 2033-04-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXII LTD                                                 | BLUEM 2018-22A C        | CUSIP: 09629PAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6063000 | PA      | $6068123.24   | 0.16%             | 2031-07-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                     | XCAL 2023-MF9 A         | CUSIP: 98373XBD1<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |   2868852 | PA      | $2861384.84   | 0.08%             | 2026-11-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| READYCAP HOLDINGS LLC                                                     | RDYCAP 9 3/8 03/01/28   | CUSIP: 755763AE9<br>LEI: 549300W908MAGNC9E420 | Long             | DBT              | CORP              | US        |  56378000 | PA      | $54784385.06  | 1.48%             | 2028-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXI CLO LTD                                                       | VENTR 2015-22A CR       | CUSIP: 92331LAY6<br>LEI: 5493001C8B2BF8JNTO68 | Long             | ABS-CBDO         | CORP              | KY        |  15625000 | PA      | $15656484.38  | 0.42%             | 2031-01-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| FRANKLIN BSP CAPITAL CORP                                                 | FRBP 6 10/02/30         | CUSIP: 35250VAC8<br>LEI: 549300KJEVMKATLINB36 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4321915.61   | 0.12%             | 2030-10-02      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| OZLM XVIII LTD                                                            | OZLM 2018-18A C         | CUSIP: 67112GAE8<br>LEI: 5493002SZMQH8ZTTHX49 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2452469.60   | 0.07%             | 2031-04-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| TRINITAS CLO IV LTD                                                       | TRNTS 2016-4A DR        | CUSIP: 89640XAT3<br>LEI: 635400UFTIJ9NEWTCB16 | Long             | ABS-CBDO         | CORP              | KY        |   9200000 | PA      | $9236827.60   | 0.25%             | 2031-10-18      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| BRC GROUP HOLDINGS INC                                                    | RILY 8 01/01/28         | CUSIP: 05580MAC2<br>LEI: 529900LRQ75IKIPK4990 | Long             | DBT              | CORP              | US        |  84753000 | PA      | $82316351.25  | 2.22%             | 2028-01-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO IV-R LTD                                                  | SNDPT 2013-3RA C        | CUSIP: 83609YAG1<br>LEI: 549300HOEGQTNS4MTZ12 | Long             | ABS-CBDO         | CORP              | KY        |  11940000 | PA      | $11948477.40  | 0.32%             | 2031-04-18      | Floating      | 6.19%                 | Yes           |                  2 | On Loan: No      |
| VENTURE 31 CLO LTD                                                        | VENTR 2018-31A C1       | CUSIP: 92331VAG3<br>LEI: 549300WIVX6V4NHW6X79 | Long             | ABS-CBDO         | CORP              | KY        |  17225000 | PA      | $17238797.23  | 0.46%             | 2031-04-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 24 LTD                                                            | KKR 24 CR               | CUSIP: 48252RAS3<br>LEI: 549300LGO0WGOG6NE245 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001560.00   | 0.03%             | 2032-04-20      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| RAMACO RESOURCES INC                                                      | METC 8 3/8              | CUSIP: 75134P709<br>LEI: 5493001BYUI4TCQOPF70 | Long             | EP               | CORP              | US        |    447184 | NS      | $11228790.24  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ZAIS CLO 11 LTD                                                           | ZAIS 2018-11A CR        | CUSIP: 98887YAS6<br>LEI: 549300FPW2E2MXLOFH93 | Long             | ABS-CBDO         | CORP              | KY        |   8825000 | PA      | $8844157.31   | 0.24%             | 2032-01-20      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| SYMPHONY CLO XXI LTD/LLC                                                  | SYMP 2019-21A CR2       | CUSIP: 87166RGJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19029146.00  | 0.51%             | 2032-07-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| B. RILEY FINANCIAL INC                                                    | B. RILEY FIN 7R WARRANT | CUSIP: N/A<br>LEI: N/A                        | Long             | DO               | CORP              | US        |    351012 | NS      | $2022215.23   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MJX VENTURE MANAGEMENT II LLC                                             | VENTR 2015-22RR C       | CUSIP: 60689WCZ2<br>LEI: 549300WMOGGIXRH33849 | Long             | ABS-CBDO         | CORP              | US        |   1875000 | PA      | $1858653.19   | 0.05%             | 2031-01-16      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| LCM 27 LTD                                                                | LCM 27A C               | CUSIP: 50200JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3032282 | PA      | $3034459.28   | 0.08%             | 2031-07-16      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| NEW MOUNTAIN FINANCE CORP                                                 | NMFC 6.2 10/15/27       | CUSIP: 647551AG5<br>LEI: 549300L1MPTT1H7SES77 | Long             | DBT              | CORP              | US        |  46054000 | PA      | $46141083.05  | 1.24%             | 2027-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CANYON CAPITAL CLO 2014-1 LTD                                             | CANYC 2014-1A BR        | CUSIP: 13875LAS7<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |   8665000 | PA      | $8679227.93   | 0.23%             | 2031-01-30      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXVIII CLO LTD                                                    | VENTR 2017-28A C2R      | CUSIP: 92331ABE3<br>LEI: 54930010DKR017G3JK24 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3512424.30   | 0.09%             | 2030-07-20      | Floating      | 6.14%                 | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2016-2 LTD                                                     | CANYC 2016-2A BR        | CUSIP: 13876VAN5<br>LEI: 549300EKYC11MTYD8M47 | Long             | ABS-CBDO         | CORP              | KY        |  15258000 | PA      | $15274600.70  | 0.41%             | 2031-10-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| NexBank Capital, Inc.                                                     | NEXBAN FLOAT PERP       | CUSIP: 65341T305<br>LEI: 549300H29S945S4X7A03 | Long             | EP               | CORP              | US        |     56000 | PA      | $56560000.00  | 1.52%             |  |  |  | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO LTD                                                      | BLUEM 218-1A B          | CUSIP: 09629TAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11150000 | PA      | $11173960.24  | 0.30%             | 2030-07-30      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 54 SENIOR LOAN FUND                                                | DRSLF 2017-54A C        | CUSIP: 26244RAC5<br>LEI: 54930064P37IJ78XTR63 | Long             | ABS-CBDO         | CORP              | KY        |  14605000 | PA      | $14628776.94  | 0.39%             | 2029-10-19      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO VII/R LTD                                                 | SNDPT 2014-3RA C        | CUSIP: 83610HAG5<br>LEI: 549300IYECLSB6ZQZB89 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502202.50   | 0.07%             | 2031-10-23      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO XVIII LTD                                                 | SNDPT 2017-4A B         | CUSIP: 83609TAE7<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006639.00   | 0.08%             | 2031-01-21      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                                | SNDPT 2020-3A B         | CUSIP: 83615CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2525000 | PA      | $2527517.43   | 0.07%             | 2032-01-25      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ELEVATION CLO 2018-10 LTD                                                 | AWPT 2018-10A DR        | CUSIP: 28623CAS0<br>LEI: 5493005Q4N14IP6ASK07 | Long             | ABS-CBDO         | CORP              | KY        |  10305000 | PA      | $10348425.27  | 0.28%             | 2031-10-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP                                                  | SAR 6                   | CUSIP: 80349A802<br>LEI: 54930023WJCWPAGSWE41 | Long             | EP               | CORP              | US        |    445072 | NS      | $11126800.00  | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST AMERICAN FUNDS INC                                                  | FRST AM-GV OB-X         | CUSIP: 31846V336<br>LEI: 549300J5J5SJCZ9IA369 | Long             | STIV             | RF                | US        |  69082874 | PA      | $69082873.77  | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKFORD TOWER CLO 2018-1 LTD                                             | ROCKT 2018-1A C         | CUSIP: 77342JAE3<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500569.50    | 0.01%             | 2031-05-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| SHACKLETON 2013-IV-R CLO LTD                                              | SHACK 2013-4RA A2CR     | CUSIP: 81882HAS4<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   1305058 | PA      | $1309783.31   | 0.04%             | 2031-04-13      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO IX LTD                                                  | MVW 2015-9A A2R         | CUSIP: 62432BAQ6<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |    256137 | PA      | $256320.51    | 0.01%             | 2031-07-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXX CLO LTD                                                       | VENTR 2017-30A C        | CUSIP: 92331NAG1<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002568.00   | 0.08%             | 2031-01-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-2 LTD                                               | BLUEM 2018-2A B         | CUSIP: 09629VAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8515818.50   | 0.23%             | 2031-08-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXX CLO LTD                                                       | VENTR 2017-30RR A2      | CUSIP: 60689WCB5<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1654718.51   | 0.04%             | 2031-01-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN COASTAL INSURANCE CORP                                           | ACIC 6 1/4 12/15/27     | CUSIP: 910710AA0<br>LEI: 5299002P9105LJQA8G51 | Long             | DBT              | CORP              | US        |  69573000 | PA      | $69749089.26  | 1.88%             | 2027-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIDUS INVESTMENT CORP                                                     | FDUS 6 3/4 03/19/30     | CUSIP: 316500AD9<br>LEI: 549300836CRWCROFBC02 | Long             | DBT              | CORP              | US        |  34503000 | PA      | $34183093.36  | 0.92%             | 2030-03-19      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO IX LTD                                                  | MVEW 2017-2A C          | CUSIP: 62432LAE1<br>LEI: 549300URXZ1TS31FK720 | Long             | ABS-CBDO         | CORP              | KY        |     60552 | PA      | $60568.30     | 0.00%             | 2031-01-16      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| SBL HOLDINGS INC                                                          | SECBEN 5.9 09/26/28     | CUSIP: 78397DAE8<br>LEI: 635400MJW3QDSBJRKQ59 | Long             | DBT              | CORP              | US        |  68700000 | PA      | $65775937.70  | 1.77%             | 2028-09-26      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| OZLM VI LTD                                                               | OZLM 2014-6A CT         | CUSIP: 67108LBR3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19960000 | PA      | $19999281.28  | 0.54%             | 2031-04-17      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XVII LTD                                      | OCT17 2013-1A CR2       | CUSIP: 67590GBN8<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   2435000 | PA      | $2435000.00   | 0.07%             | 2031-01-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2015-4 LTD                                               | BLUEM 2015-4A DR2       | CUSIP: 09628NBC5<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15007275.00  | 0.40%             | 2030-04-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BNP PARIBAS SA                                                            | BNP FLOAT 04/30/33      | CUSIP: 05574LHR2<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   1527000 | PA      | $1087987.50   | 0.03%             | 2033-04-30      | Floating      | 2.56%                 | No            |                  2 | On Loan: No      |
| VENTURE 36 CLO LTD                                                        | VENTR 2019-36A C        | CUSIP: 92332LAE9<br>LEI: 549300AZL7IWJJ04HD37 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11070741.00  | 0.30%             | 2032-04-20      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 30 SENIOR LOAN FUND                                                | DRSLF 2013-30A DR       | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   8012500 | PA      | $8023004.39   | 0.22%             | 2028-11-15      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| GREYSTONE SDOF PREFERRED EQUITY LLC                                       | GRSDOF 6 3/4            | CUSIP: 39808B206<br>LEI: N/A                  | Long             | EP               | CORP              | US        |    188000 | NS      | $4684960.00   | 0.13%             |  |  |  | Yes           |                  1 | On Loan: No      |
| ROMARK WM-R LTD                                                           | RMRK 2018-1A C          | CUSIP: 77587AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15075000 | PA      | $15102707.85  | 0.41%             | 2031-04-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| STELLUS CAPITAL INVESTMENT CORP                                           | SCM 7 1/4 04/01/30      | CUSIP: 858568AC2<br>LEI: 5493001DZV6QC1KUSC43 | Long             | DBT              | RF                | US        |  45000000 | PA      | $45065959.20  | 1.21%             | 2030-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| DRYDEN 64 CLO LTD                                                         | DRSLF 2018-64A C        | CUSIP: 26251LAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13013273.00  | 0.35%             | 2031-04-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP                                                  | SAR 4.35 02/28/27       | CUSIP: 80349AAF6<br>LEI: 54930023WJCWPAGSWE41 | Long             | DBT              | CORP              | US        |  23650000 | PA      | $23165143.07  | 0.62%             | 2027-02-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DRYDEN 65 CLO LTD                                                         | DRSLF 2018-65A C        | CUSIP: 26251YAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002604.00   | 0.05%             | 2030-07-18      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXIX CLO LTD                                                      | VENTR 2017-29A C        | CUSIP: 92331EAD8<br>LEI: 549300ITFR7G25007V93 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001116.00   | 0.05%             | 2030-09-07      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| ZAIS CLO 7 LTD                                                            | ZAIS7 2017-2A C         | CUSIP: 98887VAE3<br>LEI: 549300XFDOUEB0QTZS87 | Long             | ABS-CBDO         | CORP              | KY        |   4760033 | PA      | $4764169.20   | 0.13%             | 2030-04-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                               | BLUEM 2018-3A C         | CUSIP: 09630AAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5600000 | PA      | $5605135.20   | 0.15%             | 2030-10-25      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| PENNANTPARK INVESTMENT CORP                                               | PNNT 7 02/01/29         | CUSIP: 708062AE4<br>LEI: 529900OK432R4C6NQQ73 | Long             | DBT              | CORP              | US        |  75000000 | PA      | $75666060.00  | 2.04%             | 2029-02-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XIX CLO LTD                                                       | VENTR 2014-19A CRR      | CUSIP: 92330EAT4<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |  20250000 | PA      | $20259659.25  | 0.55%             | 2032-01-15      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                     | XCALFD 5 09/01/24       | CUSIP: 98373XAC4<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |   3300000 | PA      | $3133444.38   | 0.08%             | 2026-10-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BCP INVESTMENT CORP                                                       | LRFC 5 1/4 10/30/26     | CUSIP: 541098AB5<br>LEI: 254900YM5BVQKA01I468 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3600000.00   | 0.10%             | 2026-10-30      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MJX VENTURE MANAGEMENT II LLC                                             | VENTR 2015-22RR B       | CUSIP: 60689WCX7<br>LEI: 549300WMOGGIXRH33849 | Long             | ABS-CBDO         | CORP              | US        |   3199704 | PA      | $3199359.63   | 0.09%             | 2031-01-16      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| MIDCAP FINANCIAL INVESTMENT CORP                                          | MFIC 4 1/2 07/16/26     | CUSIP: 03761UAH9<br>LEI: 5493005P14I7WFB3FW47 | Long             | DBT              | CORP              | US        |   2695000 | PA      | $2681639.00   | 0.07%             | 2026-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VENTURE XXX CLO LTD                                                       | VENTR 2017-30A B        | CUSIP: 92331NAE6<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999852.00    | 0.03%             | 2031-01-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| XCAL 2019-IL-1 MORTGAGE TRUST                                             | XCAL 2019-1 A           | CUSIP: 98370LAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1328038 | PA      | $652111.61    | 0.02%             | 2026-12-31      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2014-5 CORP                                                       | OCP 2014-5A BR          | CUSIP: 67102SAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2729793 | PA      | $2731359.45   | 0.07%             | 2031-04-26      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| LCM XVII LP                                                               | LCM 17A CRR             | CUSIP: 50190AAT9<br>LEI: 549300K6S4MWQOINB710 | Long             | ABS-CBDO         | CORP              | KY        |   6279055 | PA      | $6281986.98   | 0.17%             | 2031-10-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO IX LTD                                                    | SNDPT 2015-2A CRRR      | CUSIP: 83609GBS3<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10007950.00  | 0.27%             | 2032-07-20      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| GLADSTONE INVESTMENT CORP                                                 | GAIN 5                  | CUSIP: 376546800<br>LEI: 549300HFFTVIBC98Z362 | Long             | EP               | CORP              | US        |   1179651 | NS      | $29691815.67  | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BCP INVESTMENT CORP                                                       | BCIC 7 1/2 09/24/29     | CUSIP: 73688FAF9<br>LEI: 254900YM5BVQKA01I468 | Long             | DBT              | CORP              | US        |  49500000 | PA      | $49483188.32  | 1.33%             | 2029-09-24      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BABCOCK & WILCOX ENTERPRISES INC                                          | BW 8.75 06/30/30        | CUSIP: 05614LAB6<br>LEI: 5493006H661OZN2C0T54 | Long             | DBT              | CORP              | US        |  61068000 | PA      | $61220670.00  | 1.65%             | 2030-06-30      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SARATOGA INVESTMENT CORP                                                  | SAR 7.25 05/01/30       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |  50000000 | PA      | $50150946.50  | 1.35%             | 2030-05-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| VENTURE 35 CLO LTD                                                        | VENTR 2018-35A C        | CUSIP: 92331XAL8<br>LEI: 549300NGP7BCR2JAC076 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6503146.00   | 0.18%             | 2031-10-22      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| ANNISA CLO LTD                                                            | ANNSA 2016-2A DRR       | CUSIP: 036011AW4<br>LEI: 635400B2JX1NQDWJQK96 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005896.00   | 0.05%             | 2031-07-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| VENTURE XXVII CLO LTD                                                     | VENTR 2017-27A CR       | CUSIP: 92331LBG4<br>LEI: 549300JZGSLL2771YV05 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500560.50    | 0.01%             | 2030-07-20      | Floating      | 6.24%                 | Yes           |                  2 | On Loan: No      |
| PDOF Msn Issuer LLC                                                       | PDOFMS FLOAT 03/01/25   | CUSIP: 69429PAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5322633 | PA      | $5285335.99   | 0.14%             | 2027-03-15      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| X-Caliber Funding Llc                                                     | XCALFD 5 03/01/25       | CUSIP: 98373XAX8<br>LEI: 549300GGW5CBE4FDT866 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1996746.40   | 0.05%             | 2027-03-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BLACKROCK TCP CAPITAL CORP                                                | TCPC 6.95 05/30/29      | CUSIP: 09259EAC2<br>LEI: 549300JU1XG1HF56J989 | Long             | DBT              | CORP              | US        |  30483000 | PA      | $30154852.03  | 0.81%             | 2029-05-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| CION Investment Corp.                                                     | CION 7.41 12/15/27      | CUSIP: 17259UAC9<br>LEI: 549300XN70JLF94XKX80 | Long             | DBT              | CORP              | US        |  40000000 | PA      | $39493660.40  | 1.06%             | 2027-12-15      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| KKR CLO 12 LTD                                                            | KKR 12 BR2              | CUSIP: 48250RBN5<br>LEI: 2549007YUM7PQ7NZ5U34 | Long             | ABS-CBDO         | CORP              | KY        |    682203 | PA      | $682782.59    | 0.02%             | 2030-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2018-3 LTD                                               | BLUEM 2018-3A BR        | CUSIP: 09630AAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1800000 | PA      | $1801976.40   | 0.05%             | 2030-10-25      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| X-CALI 2020-5 MORTGAGE TRUST                                              | XCALI 2020-5 A          | CUSIP: 98401JAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    943580 | PA      | $941142.86    | 0.03%             | 2026-12-31      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 22 LTD                                                            | KKR 22A B               | CUSIP: 48252WAC7<br>LEI: 549300GKHET0CQ690V42 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3405300.60   | 0.09%             | 2031-07-20      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND MORTGAGE TRUST                                               | SMR 2022-IND A          | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6527460 | PA      | $6543746.10   | 0.18%             | 2039-02-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CURALEAF HOLDINGS INC                                                     | CURACN 11 1/2 02/18/29  | CUSIP: 23126MAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |  36000000 | PA      | $36945000.00  | 1.00%             | 2029-02-18      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| EAGLE POINT ENHANCED INCOME TRUST                                         | EAGLPO Float 11/15/29   | CUSIP: 269806AA3<br>LEI: 254900X2NX42WZSOAZ97 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24759391.75  | 0.67%             | 2029-11-15      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XIX LTD                                                   | SNDPT 2018-1A C         | CUSIP: 83610JAG1<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005792.00   | 0.11%             | 2031-04-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO V R LTD                                                   | SNDPT 2014-1RA B        | CUSIP: 83607EAC6<br>LEI: 549300UPX3H8ENJXHI23 | Long             | ABS-CBDO         | CORP              | KY        |  13130000 | PA      | $13139177.87  | 0.35%             | 2031-07-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XI LTD                                             | ATCLO 2018-11A B        | CUSIP: 04941YAJ8<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |   5232697 | PA      | $5236961.39   | 0.14%             | 2031-07-26      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2019-2 LTD                                             | ROCKT 2019-2A CR2       | CUSIP: 77341GAW0<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7000812.00   | 0.19%             | 2032-08-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| MJX VENTURE MANAGEMENT II LLC                                             | VENTR 2015-22RR D       | CUSIP: 60689WDB4<br>LEI: 549300WMOGGIXRH33849 | Long             | ABS-CBDO         | CORP              | US        |   1675000 | PA      | $1594934.83   | 0.04%             | 2031-01-16      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| MADISON PARK FUNDING XIV LTD                                              | MDPK 2014-14A CR4       | CUSIP: 55818RBQ8<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000501.00   | 0.03%             | 2030-10-22      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN FUJI US CLO II LLC                                           | BLUEM 2017-2A B         | CUSIP: 09629EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000954.00   | 0.03%             | 2030-10-20      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| BLUE OWL TECHNOLOGY FINANCE CORP                                          | OTF 6.1 03/15/28        | CUSIP: 095924AB2<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |  13625000 | PA      | $13594887.25  | 0.37%             | 2028-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                  | MAIN 6.95 03/01/29      | CUSIP: 56035LAH7<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9281059.11   | 0.25%             | 2029-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2014-2 LTD                                               | BLUEM 2014-2A BR2       | CUSIP: 09626QBC0<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10769489.75  | 0.29%             | 2030-10-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| RUNWAY GROWTH FINANCE CORP                                                | RWAY 7 1/4              | CUSIP: 78163D407<br>LEI: 254900AXR3J2N1XT0V02 | Long             | EP               | CORP              | US        |    200200 | NS      | $5071066.00   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKFORD TOWER CLO 2017-3 LTD                                             | ROCKT 2017-3A C         | CUSIP: 77341DAG2<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000634.00   | 0.03%             | 2030-10-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO XXI LTD                                                   | SNDPT 2018-3A B         | CUSIP: 83613HAG2<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8028736.80   | 0.22%             | 2031-10-26      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 40 SENIOR LOAN FUND                                                | DRSLF 2015-40A CR2      | CUSIP: 26244GAW5<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13503766.50  | 0.36%             | 2031-08-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 21 LTD                                                            | KKR 21 D                | CUSIP: 48252KAG4<br>LEI: 5493008X0MRR4A6VYF15 | Long             | ABS-CBDO         | CORP              | KY        |   4522000 | PA      | $4536239.78   | 0.12%             | 2031-04-15      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XXI LTD                                       | OCT21 2014-1A CR4       | CUSIP: 67590QCE5<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   6400000 | PA      | $6401075.20   | 0.17%             | 2031-02-14      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD                                                    | JEFFM 2015-1A CRR       | CUSIP: 47421MBN2<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |  12400000 | PA      | $12422320.00  | 0.33%             | 2031-10-20      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO 2014-1R LTD                                              | STCR 2014-1RA C         | CUSIP: 85816WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1228188 | PA      | $1229518.27   | 0.03%             | 2031-04-21      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| OZLM XX LTD                                                               | OZLM 2018-20A B         | CUSIP: 67112MAE5<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |  10799108 | PA      | $10799107.55  | 0.29%             | 2031-04-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT CAPITAL BDC INC                                                  | CCABDC 5                | CUSIP: 225655208<br>LEI: 549300VPIZMU6OEE0V68 | Long             | EP               | CORP              | US        |    254081 | NS      | $6369810.67   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| HUDSON'S BAY SIMON JV TRUST 2015-HBS                                      | HBCT 2015-HB10 B10      | CUSIP: 44422PBW1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5520000 | PA      | $5226583.85   | 0.14%             | 2034-08-05      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CONCENTRIX CORP                                                           | CNXC 6 1/2 03/01/29     | CUSIP: 20602DAD3<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |  28000000 | PA      | $27353144.84  | 0.74%             | 2029-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SHACKLETON 2013-IV-R CLO LTD                                              | SHACK 2013-4RA B        | CUSIP: 81882HAE5<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   1555000 | PA      | $1558260.84   | 0.04%             | 2031-04-13      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| VERDELITE STATIC CLO 2024-1 LTD                                           | BVSTAT 2024-1A C        | CUSIP: 92338VAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750116.25    | 0.02%             | 2032-07-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                       | FSK 3 1/8 10/12/28      | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |  32119000 | PA      | $30100466.99  | 0.81%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                                                      | KD 2.7 10/15/28         | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |  24395000 | PA      | $22920377.14  | 0.62%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| IMPERIAL FUND MORTGAGE TRUST 2022-NQM7                                    | IMPRL 2022-NQM7 A1      | CUSIP: 452763AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2200811 | PA      | $2197726.71   | 0.06%             | 2067-11-25      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| STEELE CREEK CLO 2019-1 LTD                                               | STCR 2019-1A CRR        | CUSIP: 85817BAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15014400.00  | 0.40%             | 2032-04-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XIV LTD / OCTAGON INVESTMENT PARTNERS XIV LLC | OCT16 2013-1A CR        | CUSIP: 67590BAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14250000 | PA      | $14269850.25  | 0.38%             | 2030-07-17      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| WIND RIVER 2014-3K CLO LTD                                                | WINDR 2014-3KRA C       | CUSIP: 88390BAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10800000 | PA      | $10806274.80  | 0.29%             | 2030-10-15      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| DRYDEN 49 SENIOR LOAN FUND                                                | DRSLF 2017-49A BR       | CUSIP: 26244QAQ6<br>LEI: 549300VCB8LYR1RGV869 | Long             | ABS-CBDO         | CORP              | KY        |   1397677 | PA      | $1399692.79   | 0.04%             | 2030-07-18      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Ept 16 LLC                                                                | EPTLLC 7 1/4 08/01/28   | CUSIP: 26889BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.67%             | 2028-08-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 18 LTD                                                            | KKR 18 CR2              | CUSIP: 48251JAY9<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |  13300000 | PA      | $13349067.69  | 0.36%             | 2035-10-18      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| CANYON CLO 2016-1 LTD                                                     | CANYC 2016-1A BR        | CUSIP: 13887PAM7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    290000 | PA      | $290289.71    | 0.01%             | 2031-07-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BCP INVESTMENT CORP                                                       | BCIC 7 1/2 10/15/28     | CUSIP: 73688FAD4<br>LEI: 254900YM5BVQKA01I468 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $10307527.50  | 0.28%             | 2028-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| FMC GMSR ISSUER TRUST                                                     | FMMSR 2022-GT1 A        | CUSIP: 30259RAM7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2002757.20   | 0.05%             | 2027-04-25      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| OZLM XXIV LTD                                                             | OZLM 2019-24A BR        | CUSIP: 67113DBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1065000 | PA      | $1066196.00   | 0.03%             | 2032-07-20      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2013-2 LTD                                               | BLUEM 2013-2A DR        | CUSIP: 09626YAW0<br>LEI: 549300KGXMRFX2DKIX03 | Long             | ABS-CBDO         | CORP              | KY        |   3830000 | PA      | $3847116.27   | 0.10%             | 2030-10-22      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XI LTD                                             | ATCLO 2018-11A C        | CUSIP: 04941YAL3<br>LEI: 635400RPGP64VI1SZW03 | Long             | ABS-CBDO         | CORP              | KY        |  11875000 | PA      | $11903690.00  | 0.32%             | 2031-07-26      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                             | ATCLO 2019-15A B1       | CUSIP: 04942MAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004380.00   | 0.13%             | 2032-10-23      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| SOUND POINT CLO XVI LTD                                                   | SNDPT 2017-2A CR        | CUSIP: 83610KAN3<br>LEI: 549300ZK5CJ7PM7YBH85 | Long             | ABS-CBDO         | CORP              | KY        |   2890000 | PA      | $2891251.37   | 0.08%             | 2030-07-25      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| EATON VANCE CLO 2015-1 LLC                                                | EATON 2015-1A DR        | CUSIP: 27830KBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8425000 | PA      | $8441150.73   | 0.23%             | 2030-01-20      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                          | THPT 2023-THL C         | CUSIP: 87252LAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15205047 | PA      | $15348683.00  | 0.41%             | 2034-12-10      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Tharaldson Hotel Portfolio Trust                                          | THPT 2023-THL A         | CUSIP: 87252LAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7994683 | PA      | $8042479.90   | 0.22%             | 2034-12-10      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| OFS CAPITAL CORP                                                          | OFS 7 1/2               | CUSIP: 67103B803<br>LEI: 549300XTK3HSWPDBJD13 | Long             | EP               | RF                | US        |    526433 | NS      | $13513535.11  | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| HPS LOAN MANAGEMENT 11-2017 LTD                                           | HLM 11A-17 CR           | CUSIP: 40436VAJ0<br>LEI: 549300Z5U2GIJ32SH058 | Long             | ABS-CBDO         | CORP              | KY        |    238984 | PA      | $238994.41    | 0.01%             | 2030-05-06      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SHACKLETON 2013-III CLO LTD                                               | SHACK 2013-3A CR        | CUSIP: 81881QAW6<br>LEI: 549300S9WB2KLCOJR134 | Long             | ABS-CBDO         | CORP              | KY        |  12993163 | PA      | $13066065.30  | 0.35%             | 2030-07-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-28

**Name of Applicant:** Two Roads Shared Trust

**Signature:** Laura Szalyga

**Name of Signer:** Laura Szalyga

**Title:** Treasurer