# EDGAR Filing Document

**Accession Number:** 0001650149
**File Stem:** 0001145549-25-048881
**Filing Date:** 2025-7
**Character Count:** 117359
**Document Hash:** f1bd78ffe53804ed912c8bdf0bb0a99d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-048881.hdr.sgml**: 20250728

**ACCESSION NUMBER**: 0001145549-25-048881

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250531

**FILED AS OF DATE**: 20250728

**DATE AS OF CHANGE**: 20250728

**PERIOD START**: 20250831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Series Portfolios Trust
- **CENTRAL INDEX KEY:** 0001650149

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23084
- **FILM NUMBER:** 251156776

**BUSINESS ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202
- **BUSINESS PHONE:** 414-765-6620

**MAIL ADDRESS:**
- **STREET 1:** 615 E. MICHIGAN STREET
- **CITY:** MILWAUKEE
- **STATE:** WI
- **ZIP:** 53202

## Series and Classes Contracts Data

### Eldridge BBB-B CLO ETF (Series ID: S000078329)

| Class ID   | Class Name             | Ticker Symbol   |
|:---|:---|:---|
| C000239093 | Eldridge BBB-B CLO ETF | CLOZ            |

## Nport-Ex

---

| | | |
|:---|:---|:---|
| **Eldridge BBB-B CLO ETF** | **Eldridge BBB-B CLO ETF** | **Eldridge BBB-B CLO ETF** |
| **Schedule of Investments** | **Schedule of Investments** | **Schedule of Investments** |
| **May 31, 2025 (Unaudited)** | **May 31, 2025 (Unaudited)** | **May 31, 2025 (Unaudited)** |
| **COLLATERALIZED LOAN OBLIGATIONS - 87.8%<sup>(a)</sup>** | **Par** | **Value** |
| **Bermuda - 0.9%** | **Bermuda - 0.9%** | **Bermuda - 0.9%** |
|  OHA Credit Funding 13 Ltd., Series 2022-13A, Class D1R, 7.07% (3 mo. Term SOFR + 2.80%), 07/20/2037 <sup>(b)</sup> | 3000000 | $3006774 |
|  Rad CLO 25 Ltd., Series 2024-25A, Class D2, 8.72% (3 mo. Term SOFR + 4.45%), 07/20/2037 <sup>(b)</sup> | 1500000 | 1504686 |
|  RR 20 Ltd., Series 2022-20A, Class DR, 8.76% (3 mo. Term SOFR + 4.50%), 07/15/2037 <sup>(b)</sup> | 2500000 | 2443865 |
|  |  | 6955325 |
| **Cayman Islands - 76.5%<sup>(c)</sup>** | **Cayman Islands - 76.5%<sup>(c)</sup>** | **Cayman Islands - 76.5%<sup>(c)</sup>** |
|  AGL CLO 10 Ltd., Series 2021-10A, Class E, 10.52% (3 mo. Term SOFR + 6.26%), 04/15/2034 <sup>(b)</sup> | 1250000 | 1253165 |
|  AGL CLO 17 Ltd., Series 2022-17A, Class DR, 6.72% (3 mo. Term SOFR + 2.45%), 01/21/2035 <sup>(b)</sup> | 1500000 | 1502085 |
|  Aimco CLO 14 Ltd., Series 2021-14A, Class E, 10.28% (3 mo. Term SOFR + 6.01%), 04/20/2034 <sup>(b)</sup> | 2000000 | 2006046 |
|  Aimco CLO 16 Ltd., Series 2021-16A, Class ER, 9.88% (3 mo. Term SOFR + 5.60%), 07/17/2037 <sup>(b)</sup> | 3500000 | 3534934 |
|  Aimco CLO 23 Ltd., Series 2025-23A, Class D1, 6.66% (3 mo. Term SOFR + 2.40%), 04/20/2038 <sup>(b)</sup> | 4000000 | 3932216 |
| Apidos CLO XXXVI Ltd. | Apidos CLO XXXVI Ltd. | Apidos CLO XXXVI Ltd. |
| &nbsp;&nbsp; Series 2021-36A, Class D, 7.43% (3 mo. Term SOFR + 3.16%), 07/20/2034 <sup>(b)</sup> | 1000000 | 1004515 |
| &nbsp;&nbsp; Series 2021-36A, Class E, 10.48% (3 mo. Term SOFR + 6.21%), 07/20/2034 <sup>(b)</sup> | 4500000 | 4535842 |
|  Apidos CLO XXXVII Ltd., Series 2021-37A, Class D, 7.58% (3 mo. Term SOFR + 3.31%), 10/22/2034 <sup>(b)</sup> | 2000000 | 2009436 |
|  Ares LXI CLO Ltd., Series 2021-61A, Class DR, 8.17% (3 mo. Term SOFR + 3.90%), 04/20/2037 <sup>(b)</sup> | 2900000 | 2928501 |
|  Ares LXIII CLO Ltd., Series 2022-63A, Class D, 7.77% (3 mo. Term SOFR + 3.50%), 04/20/2035 <sup>(b)</sup> | 1250000 | 1252984 |
|  Ares LXIV CLO Ltd., Series 2022-64A, Class ER, 10.76% (3 mo. Term SOFR + 6.50%), 10/24/2039 <sup>(b)</sup> | 4000000 | 4071632 |
|  Ares XLIV CLO Ltd., Series 2017-44A, Class CR, 7.92% (3 mo. Term SOFR + 3.66%), 04/15/2034 <sup>(b)</sup> | 1000000 | 1001433 |
|  Ares XXVII CLO Ltd., Series 2013-2A, Class DR3, 7.28% (3 mo. Term SOFR + 3.00%), 10/28/2034 <sup>(b)</sup> | 3000000 | 3004086 |
|  Ares XXXIX CLO Ltd., Series 2016-39A, Class ER3, 11.02% (3 mo. Term SOFR + 6.75%), 07/18/2037 <sup>(b)</sup> | 5000000 | 5039250 |
|  Bain Capital Credit CLO 2017-2 Ltd., Series 2017-2A, Class ER3, 11.62% (3 mo. Term SOFR + 7.34%), 07/25/2037 <sup>(b)</sup> | 4000000 | 4030000 |
|  Bain Capital Credit CLO 2019-1 Ltd., Series 2019-1A, Class DR2, 7.37% (3 mo. Term SOFR + 3.10%), 04/19/2034 <sup>(b)</sup> | 3060000 | 3064223 |
|  Bain Capital Credit CLO 2019-3 Ltd., Series 2019-3A, Class DRR, 7.09% (3 mo. Term SOFR + 2.80%), 10/21/2034 <sup>(b)</sup> | 5000000 | 4996615 |
|  Bain Capital Credit CLO 2024-4 Ltd., Series 2024-4A, Class D1, 7.38% (3 mo. Term SOFR + 3.10%), 10/23/2037 <sup>(b)</sup> | 4375000 | 4392290 |
| Ballyrock CLO 15 Ltd. | Ballyrock CLO 15 Ltd. | Ballyrock CLO 15 Ltd. |
| &nbsp;&nbsp; Series 2021-1A, Class D1R, 7.11% (3 mo. Term SOFR + 2.85%), 01/15/2038 <sup>(b)</sup> | 4000000 | 4017904 |
| &nbsp;&nbsp; Series 2021-1A, Class ER, 9.51% (3 mo. Term SOFR + 5.25%), 01/15/2038 <sup>(b)</sup> | 5000000 | 4863140 |
|  Ballyrock CLO 25 Ltd., Series 2023-25A, Class C1R, 6.88% (3 mo. Term SOFR + 2.60%), 01/25/2038 <sup>(b)</sup> | 3000000 | 2984607 |
|  Barings CLO 2018-IV Ltd., Series 2018-4A, Class D, 7.42% (3 mo. Term SOFR + 3.16%), 10/15/2030 <sup>(b)</sup> | 1500000 | 1502621 |
|  Barings CLO 2019-II Ltd., Series 2019-2A, Class D1RR, 7.16% (3 mo. Term SOFR + 2.90%), 01/15/2038 <sup>(b)</sup> | 7500000 | 7523340 |
|  Barings CLO 2019-III Ltd., Series 2019-3A, Class D1RR, 7.12% (3 mo. Term SOFR + 2.85%), 01/20/2036 <sup>(b)</sup> | 1000000 | 1001796 |
|  Barings CLO 2020-I Ltd., Series 2020-1A, Class ER2, 9.76% (3 mo. Term SOFR + 5.50%), 01/15/2038 <sup>(b)</sup> | 2000000 | 2007464 |
|  Barings CLO 2021-I Ltd., Series 2021-1A, Class D, 7.44% (3 mo. Term SOFR + 3.16%), 04/25/2034 <sup>(b)</sup> | 1000000 | 1001924 |
|  Basswood Park CLO Ltd., Series 2021-1A, Class E, 10.68% (3 mo. Term SOFR + 6.41%), 04/20/2034 <sup>(b)</sup> | 3000000 | 3008847 |
|  Benefit Street Partners CLO XIV Ltd., Series 2018-14A, Class D1R, 7.52% (3 mo. Term SOFR + 3.25%), 10/20/2037 <sup>(b)</sup> | 1750000 | 1756300 |
|  Benefit Street Partners CLO XXVI Ltd., Series 2022-26A, Class D1R, 7.27% (3 mo. Term SOFR + 3.00%), 07/20/2037 <sup>(b)</sup> | 3250000 | 3259919 |
|  Bethpage Park CLO Ltd., Series 2021-1A, Class D, 7.47% (3 mo. Term SOFR + 3.21%), 10/15/2036 <sup>(b)</sup> | 2000000 | 1997832 |
|  Birch Grove CLO 2 Ltd., Series 2021-2A, Class ER, 11.02% (3 mo. Term SOFR + 6.75%), 10/19/2037 <sup>(b)</sup> | 2000000 | 2007704 |
|  Birch Grove CLO 4 Ltd., Series 2022-4A, Class D1R, 7.46% (3 mo. Term SOFR + 3.20%), 07/15/2037 <sup>(b)</sup> | 1700000 | 1703480 |
|  Carlyle C17 CLO Ltd., Series C17A, Class CR, 7.34% (3 mo. Term SOFR + 3.06%), 04/30/2031 <sup>(b)</sup> | 1500000 | 1507032 |
|  Carlyle US CLO 2017-3 Ltd., Series 2017-3A, Class ER2, 11.77% (3 mo. Term SOFR + 7.50%), 10/21/2037 <sup>(b)</sup> | 6000000 | 6211392 |
|  Carlyle US CLO 2020-2 Ltd., Series 2020-2A, Class DR, 11.24% (3 mo. Term SOFR + 6.96%), 01/25/2035 <sup>(b)</sup> | 2064420 | 2070458 |
|  Carlyle US CLO 2021-10 Ltd., Series 2021-10A, Class D1R, 7.12% (3 mo. Term SOFR + 2.85%), 01/20/2038 <sup>(b)</sup> | 5000000 | 5012500 |
|  Carlyle US CLO 2021-11 Ltd., Series 2021-11A, Class D1R, 7.33% (3 mo. Term SOFR + 3.05%), 07/25/2037 <sup>(b)</sup> | 2500000 | 2508547 |
|  Carlyle US CLO 2021-2 Ltd., Series 2021-2A, Class ER, 9.22% (3 mo. Term SOFR + 4.90%), 04/20/2038 <sup>(b)</sup> | 5500000 | 5488478 |
|  Carlyle US CLO 2021-4 Ltd., Series 2021-4A, Class E, 11.13% (3 mo. Term SOFR + 6.86%), 04/20/2034 <sup>(b)</sup> | 1000000 | 1007428 |
|  Carlyle US CLO 2021-5 Ltd., Series 2021-5A, Class E, 10.78% (3 mo. Term SOFR + 6.51%), 07/20/2034 <sup>(b)</sup> | 1500000 | 1504650 |
|  Carlyle US CLO 2021-6 Ltd., Series 2021-6A, Class ER, 10.26% (3 mo. Term SOFR + 6.00%), 01/15/2038 <sup>(b)</sup> | 5000000 | 5067860 |
|  Carlyle US CLO 2022-3 Ltd., Series 2022-3A, Class D1R, 8.12% (3 mo. Term SOFR + 3.85%), 04/20/2037 <sup>(b)</sup> | 3000000 | 3024891 |
|  Carlyle US CLO 2022-5 Ltd., Series 2022-5A, Class ER, 11.36% (3 mo. Term SOFR + 7.10%), 10/15/2037 <sup>(b)</sup> | 2400000 | 2410903 |
|  Carlyle US CLO 2023-1 Ltd., Series 2023-1A, Class E, 12.73% (3 mo. Term SOFR + 8.46%), 07/20/2035 <sup>(b)</sup> | 1000000 | 1007248 |
|  Carlyle US CLO 2023-4 Ltd., Series 2023-4A, Class D, 8.38% (3 mo. Term SOFR + 4.10%), 10/25/2036 <sup>(b)</sup> | 3000000 | 3016104 |
|  Carlyle US CLO 2024-1 Ltd., Series 2024-1A, Class D, 8.16% (3 mo. Term SOFR + 3.90%), 04/15/2037 <sup>(b)</sup> | 4950000 | 4995911 |
|  Carlyle US CLO 2024-7 Ltd., Series 2024-7A, Class E, 9.89% (3 mo. Term SOFR + 5.50%), 01/15/2037 <sup>(b)</sup> | 3000000 | 3044475 |
|  Cayuga Park CLO Ltd., Series 2020-1A, Class DR, 7.64% (3 mo. Term SOFR + 3.36%), 07/17/2034 <sup>(b)</sup> | 3000000 | 3004572 |
|  CIFC Funding 2014-III Ltd., Series 2014-3A, Class ER, 9.52% (3 mo. Term SOFR + 5.25%), 03/31/2038 <sup>(b)</sup> | 6000000 | 6062892 |
|  CIFC Funding 2014-II-R Ltd., Series 2014-2RA, Class ER, 11.52% (3 mo. Term SOFR + 7.24%), 10/24/2037 <sup>(b)</sup> | 7000000 | 7021112 |
|  CIFC Funding 2014-V Ltd., Series 2014-5A, Class ER3, 11.78% (3 mo. Term SOFR + 7.50%), 07/17/2037 <sup>(b)</sup> | 3500000 | 3601266 |
|  CIFC Funding 2017-III Ltd., Series 2017-3A, Class ER, 10.97% (3 mo. Term SOFR + 6.70%), 04/20/2037 <sup>(b)</sup> | 1650000 | 1645245 |
|  CIFC Funding 2019-I Ltd., Series 2019-1A, Class D1R2, 7.32% (3 mo. Term SOFR + 3.05%), 10/20/2037 <sup>(b)</sup> | 5000000 | 5021775 |
|  CIFC Funding 2019-III Ltd., Series 2019-3A, Class D1R2, 7.01% (3 mo. Term SOFR + 2.75%), 01/16/2038 <sup>(b)</sup> | 2480000 | 2465747 |
|  CIFC Funding 2020-I Ltd., Series 2020-1A, Class ER, 10.77% (3 mo. Term SOFR + 6.51%), 07/15/2036 <sup>(b)</sup> | 2000000 | 2014082 |
|  CIFC Funding 2020-IV Ltd., Series 2020-4A, Class DR, 7.06% (3 mo. Term SOFR + 2.80%), 01/15/2040 <sup>(b)</sup> | 500000 | 501143 |
|  CIFC Funding 2021-I Ltd., Series 2021-1A, Class D1R, 7.43% (3 mo. Term SOFR + 3.15%), 07/25/2037 <sup>(b)</sup> | 460000 | 462165 |
|  CIFC Funding 2021-III Ltd., Series 2021-3A, Class E1, 10.92% (3 mo. Term SOFR + 6.66%), 07/15/2036 <sup>(b)</sup> | 1150000 | 1153481 |
|  CIFC Funding 2021-V Ltd., Series 2021-5A, Class D1R, 7.01% (3 mo. Term SOFR + 2.75%), 01/15/2038 <sup>(b)</sup> | 4000000 | 4007208 |
|  CIFC Funding 2021-VI Ltd., Series 2021-6A, Class D, 7.62% (3 mo. Term SOFR + 3.36%), 10/15/2034 <sup>(b)</sup> | 2000000 | 2008236 |
| CIFC Funding 2022-II Ltd. | CIFC Funding 2022-II Ltd. | CIFC Funding 2022-II Ltd. |
| &nbsp;&nbsp; Series 2022-2A, Class DR, 6.82% (3 mo. Term SOFR + 2.55%), 04/19/2035 <sup>(b)</sup> | 3000000 | 2981118 |
| &nbsp;&nbsp; Series 2022-2A, Class ER, 9.02% (3 mo. Term SOFR + 4.75%), 04/19/2035 <sup>(b)</sup> | 1000000 | 976898 |
|  Dryden 87 CLO Ltd., Series 2021-87A, Class D, 7.53% (3 mo. Term SOFR + 3.21%), 05/20/2034 <sup>(b)</sup> | 1000000 | 1001019 |
|  Elmwood CLO 16 Ltd., Series 2022-3A, Class DR, 8.07% (3 mo. Term SOFR + 3.80%), 04/20/2037 <sup>(b)</sup> | 1000000 | 1008822 |
|  Elmwood CLO 18 Ltd., Series 2022-5A, Class ERR, 10.08% (3 mo. Term SOFR + 5.80%), 07/17/2037 <sup>(b)</sup> | 4000000 | 4013012 |
|  Elmwood CLO 19 Ltd., Series 2022-6A, Class DR, 8.43% (3 mo. Term SOFR + 4.15%), 10/17/2036 <sup>(b)</sup> | 4800000 | 4831070 |
|  Elmwood CLO 22 Ltd., Series 2023-1A, Class D1R, 7.08% (3 mo. Term SOFR + 2.80%), 04/17/2038 <sup>(b)</sup> | 3000000 | 3008562 |
|  Elmwood CLO IV Ltd., Series 2020-1A, Class ER, 10.42% (3 mo. Term SOFR + 6.15%), 04/18/2037 <sup>(b)</sup> | 3000000 | 2998047 |
| Elmwood CLO IX Ltd. | Elmwood CLO IX Ltd. | Elmwood CLO IX Ltd. |
| &nbsp;&nbsp; Series 2021-2A, Class D1R, 6.97% (3 mo. Term SOFR + 2.65%), 04/20/2038 <sup>(b)</sup> | 5000000 | 4991110 |
| &nbsp;&nbsp; Series 2021-2A, Class ER, 8.97% (3 mo. Term SOFR + 4.65%), 04/20/2038 <sup>(b)</sup> | 5000000 | 5034790 |
|  Elmwood CLO VI Ltd., Series 2020-3A, Class D1RR, 7.37% (3 mo. Term SOFR + 3.10%), 07/18/2037 <sup>(b)</sup> | 4250000 | 4275304 |
|  Elmwood CLO VII Ltd., Series 2020-4A, Class D1RR, 7.38% (3 mo. Term SOFR + 3.10%), 10/17/2037 <sup>(b)</sup> | 3490000 | 3514995 |
|  Elmwood CLO VIII Ltd., Series 2021-1A, Class ER, 10.52% (3 mo. Term SOFR + 6.25%), 04/20/2037 <sup>(b)</sup> | 3250000 | 3236191 |
|  Elmwood CLO X Ltd., Series 2021-3A, Class ER, 10.12% (3 mo. Term SOFR + 5.85%), 04/20/2034 <sup>(b)</sup> | 3000000 | 2961306 |
|  Elmwood CLO XI Ltd., Series 2021-4A, Class D1R, 6.99% (3 mo. Term SOFR + 2.70%), 01/20/2038 <sup>(b)</sup> | 3500000 | 3506076 |
|  Elmwood CLO XII Ltd., Series 2021-5A, Class ER, 10.16% (3 mo. Term SOFR + 5.90%), 10/15/2037 <sup>(b)</sup> | 5350000 | 5364889 |
|  Goldentree Loan Management US CLO 1 Ltd., Series 2017-1A, Class ER3, 8.77% (3 mo. Term SOFR + 4.50%), 04/20/2034 <sup>(b)</sup> | 2000000 | 1972840 |
|  Goldentree Loan Management US CLO 6 Ltd., Series 2019-6A, Class DR2, 6.72% (3 mo. Term SOFR + 2.45%), 04/20/2035 <sup>(b)</sup> | 5000000 | 5006205 |
|  Goldentree Loan Opportunities US CLO 23 Ltd., Series 2024-23A, Class D, 6.88% (3 mo. Term SOFR + 2.60%), 01/20/2039 <sup>(b)</sup> | 5000000 | 4972840 |
|  KKR CLO 35 Ltd., Series 35A, Class ER, 9.17% (3 mo. Term SOFR + 4.90%), 01/20/2038 <sup>(b)</sup> | 4668000 | 4681509 |
| KKR CLO 37 Ltd. | KKR CLO 37 Ltd. | KKR CLO 37 Ltd. |
| &nbsp;&nbsp; Series 37A, Class D1R, 7.26% (3 mo. Term SOFR + 2.95%), 04/20/2038 <sup>(b)</sup> | 7000000 | 7014700 |
| &nbsp;&nbsp; Series 37A, Class ER, 10.06% (3 mo. Term SOFR + 5.75%), 04/20/2038 <sup>(b)</sup> | 7000000 | 7041916 |
|  KKR CLO 41 Ltd., Series 2022-41A, Class D, 7.51% (3 mo. Term SOFR + 3.25%), 04/15/2035 <sup>(b)</sup> | 1000000 | 981397 |
|  KKR CLO 60 Ltd., Series 2024-60A, Class D1, 7.26% (3 mo. Term SOFR + 3.00%), 01/15/2038 <sup>(b)</sup> | 5000000 | 5009585 |
|  Lodi Park CLO Ltd., Series 2024-1A, Class E, 9.92% (3 mo. Term SOFR + 5.65%), 07/21/2037 <sup>(b)</sup> | 5000000 | 5042620 |
|  Madison Park Funding LI Ltd., Series 2021-51A, Class E, 10.80% (3 mo. Term SOFR + 6.53%), 07/19/2034 <sup>(b)</sup> | 1000000 | 1002557 |
| Madison Park Funding LIV Ltd. | Madison Park Funding LIV Ltd. | Madison Park Funding LIV Ltd. |
| &nbsp;&nbsp; Series 2022-54A, Class D1R, 7.42% (3 mo. Term SOFR + 3.15%), 10/21/2037 <sup>(b)</sup> | 4000000 | 4036960 |
| &nbsp;&nbsp; Series 2022-54A, Class ER, 10.77% (3 mo. Term SOFR + 6.50%), 10/21/2037 <sup>(b)</sup> | 5000000 | 5018435 |
|  Madison Park Funding LXII Ltd., Series 2022-62A, Class DR, 10.13% (3 mo. Term SOFR + 5.85%), 07/17/2036 <sup>(b)</sup> | 1000000 | 1004753 |
|  Madison Park Funding XLVII Ltd., Series 2020-47A, Class ER, 10.92% (3 mo. Term SOFR + 6.65%), 04/19/2037 <sup>(b)</sup> | 2000000 | 2001314 |
|  Madison Park Funding XLVIII Ltd., Series 2021-48A, Class E, 10.78% (3 mo. Term SOFR + 6.51%), 04/19/2033 <sup>(b)</sup> | 1500000 | 1504182 |
|  Madison Park Funding XXVII Ltd., Series 2018-27A, Class ER, 9.82% (3 mo. Term SOFR + 5.50%), 04/20/2038 <sup>(b)</sup> | 7000000 | 7036967 |
|  Madison Park Funding XXVIII Ltd., Series 2018-28A, Class ER, 10.61% (3 mo. Term SOFR + 6.35%), 01/15/2038 <sup>(b)</sup> | 7500000 | 7447680 |
|  Madison Park Funding XXXIV Ltd., Series 2019-34A, Class D1RR, 7.61% (3 mo. Term SOFR + 3.35%), 10/16/2037 <sup>(b)</sup> | 5000000 | 5065000 |
|  Madison Park Funding XXXVII Ltd., Series 2019-37A, Class D1A, 8.01% (3 mo. Term SOFR + 3.75%), 04/15/2037 <sup>(b)</sup> | 5000000 | 5041510 |
|  Magnetite CLO XXIX Ltd., Series 2021-29A, Class DR, 7.31% (3 mo. Term SOFR + 3.05%), 07/15/2037 <sup>(b)</sup> | 3000000 | 3020646 |
|  Magnetite CLO XXVII Ltd., Series 2020-27A, Class DR, 7.38% (3 mo. Term SOFR + 3.11%), 10/20/2034 <sup>(b)</sup> | 1000000 | 1002248 |
|  Magnetite CLO XXX Ltd., Series 2021-30A, Class ER, 9.63% (3 mo. Term SOFR + 5.35%), 10/25/2037 <sup>(b)</sup> | 3000000 | 3054699 |
|  Magnetite CLO XXXV Ltd., Series 2022-35A, Class DR, 8.28% (3 mo. Term SOFR + 4.00%), 10/25/2036 <sup>(b)</sup> | 2000000 | 2009446 |
|  Magnetite CLO XXXVI Ltd., Series 2023-36A, Class DR, 7.12% (3 mo. Term SOFR + 2.80%), 07/25/2038 <sup>(b)</sup> | 7000000 | 7000000 |
|  Magnetite CLO XXXVII Ltd., Series 2023-37A, Class D, 8.27% (3 mo. Term SOFR + 4.00%), 10/20/2036 <sup>(b)</sup> | 4000000 | 4026308 |
| Neuberger Berman CLO XVI-S Ltd. | Neuberger Berman CLO XVI-S Ltd. | Neuberger Berman CLO XVI-S Ltd. |
| &nbsp;&nbsp; Series 2017-16SA, Class D1R2, 7.01% (3 mo. Term SOFR + 2.70%), 04/15/2039 <sup>(b)</sup> | 7500000 | 7513635 |
| &nbsp;&nbsp; Series 2017-16SA, Class ER2, 9.21% (3 mo. Term SOFR + 4.90%), 04/15/2039 <sup>(b)</sup> | 7500000 | 7525387 |
|  Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class D1R2, 7.07% (3 mo. Term SOFR + 2.80%), 01/20/2039 <sup>(b)</sup> | 3000000 | 3008130 |
|  Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class D1R2, 6.97% (3 mo. Term SOFR + 2.70%), 01/20/2039 <sup>(b)</sup> | 4000000 | 4007708 |
|  Neuberger Berman Loan Advisers CLO 36 Ltd., Series 2020-36A, Class ER2, 11.57% (3 mo. Term SOFR + 7.30%), 04/20/2033 <sup>(b)</sup> | 2650000 | 2661090 |
|  Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class D, 7.27% (3 mo. Term SOFR + 3.01%), 04/16/2033 <sup>(b)</sup> | 2050000 | 2053524 |
|  Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class DR, 6.93% (3 mo. Term SOFR + 2.65%), 07/17/2036 <sup>(b)</sup> | 1000000 | 1001131 |
|  Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class DR, 6.92% (3 mo. Term SOFR + 2.65%), 01/20/2037 <sup>(b)</sup> | 1500000 | 1502951 |
|  Oaktree CLO 2019-2 Ltd., Series 2019-2A, Class DR, 11.45% (3 mo. Term SOFR + 7.19%), 10/15/2037 <sup>(b)</sup> | 3500000 | 3470677 |
|  Oaktree CLO 2022-3 Ltd., Series 2022-3A, Class ER, 10.76% (3 mo. Term SOFR + 6.50%), 10/15/2037 <sup>(b)</sup> | 2000000 | 2012030 |
|  Oaktree CLO 2023-2 Ltd., Series 2023-2A, Class D, 9.72% (3 mo. Term SOFR + 5.45%), 07/20/2036 <sup>(b)</sup> | 2000000 | 2008698 |
| OCP CLO 2015-9 Ltd. | OCP CLO 2015-9 Ltd. | OCP CLO 2015-9 Ltd. |
| &nbsp;&nbsp; Series 2015-9A, Class D1R3, 6.76% (3 mo. Term SOFR + 2.50%), 01/15/2037 <sup>(b)</sup> | 3000000 | 2971458 |
| &nbsp;&nbsp; Series 2015-9A, Class ER3, 8.96% (3 mo. Term SOFR + 4.70%), 01/15/2037 <sup>(b)</sup> | 4000000 | 3955984 |
|  OCP CLO 2015-10 Ltd., Series 2015-10A, Class D1R3, 7.13% (3 mo. Term SOFR + 2.85%), 01/26/2038 <sup>(b)</sup> | 5000000 | 5017485 |
|  OCP CLO 2016-11 Ltd., Series 2016-11A, Class DR2, 7.98% (3 mo. Term SOFR + 3.70%), 04/26/2036 <sup>(b)</sup> | 1260000 | 1265133 |
|  OCP CLO 2020-19 Ltd., Series 2020-19A, Class D1R2, 6.97% (3 mo. Term SOFR + 2.70%), 04/20/2038 <sup>(b)</sup> | 3000000 | 3005775 |
|  OCP CLO 2020-20 Ltd., Series 2020-20A, Class D1R, 7.87% (3 mo. Term SOFR + 3.60%), 04/18/2037 <sup>(b)</sup> | 3150000 | 3158036 |
|  OCP CLO 2021-21 Ltd., Series 2021-21A, Class ER, 8.97% (3 mo. Term SOFR + 4.70%), 01/20/2038 <sup>(b)</sup> | 3000000 | 2961678 |
|  OCP CLO 2021-22 Ltd., Series 2021-22A, Class D1R, 7.27% (3 mo. Term SOFR + 3.00%), 10/20/2037 <sup>(b)</sup> | 1000000 | 1005298 |
|  OCP CLO 2022-25 Ltd., Series 2022-25A, Class ER, 10.12% (3 mo. Term SOFR + 5.85%), 07/20/2037 <sup>(b)</sup> | 5000000 | 5047680 |
|  Octagon 62 Ltd., Series 2022-1A, Class ER, 10.68% (3 mo. Term SOFR + 6.40%), 01/23/2038 <sup>(b)</sup> | 5500000 | 5597223 |
|  Octagon 65 Ltd., Series 2024-4A, Class E, 10.58% (3 mo. Term SOFR + 6.30%), 10/23/2037 <sup>(b)</sup> | 3500000 | 3579398 |
|  Octagon 69 Ltd., Series 2024-3A, Class E, 10.18% (3 mo. Term SOFR + 5.90%), 07/24/2037 <sup>(b)</sup> | 4000000 | 4073808 |
| Octagon Investment Partners 29 Ltd. | Octagon Investment Partners 29 Ltd. | Octagon Investment Partners 29 Ltd. |
| &nbsp;&nbsp; Series 2016-1A, Class DR2, 7.57% (3 mo. Term SOFR + 3.30%), 07/18/2039 <sup>(b)</sup> | 3000000 | 3005028 |
| &nbsp;&nbsp; Series 2016-1A, Class ER2, 11.44% (3 mo. Term SOFR + 7.17%), 07/18/2039 <sup>(b)</sup> | 6000000 | 6056358 |
|  Octagon Investment Partners 42 Ltd., Series 2019-3A, Class ERR, 11.79% (3 mo. Term SOFR + 7.53%), 07/15/2037 <sup>(b)</sup> | 2000000 | 2059308 |
|  Octagon Investment Partners 48 Ltd., Series 2020-3A, Class DAR2, 7.41% (3 mo. Term SOFR + 3.15%), 01/15/2039 <sup>(b)</sup> | 4000000 | 4024776 |
|  Octagon Investment Partners 49 Ltd., Series 2020-5A, Class ER, 11.59% (3 mo. Term SOFR + 7.33%), 04/15/2037 <sup>(b)</sup> | 2500000 | 2509673 |
|  OHA Credit Funding 1 Ltd., Series 2018-1A, Class D1R, 7.87% (3 mo. Term SOFR + 3.60%), 04/20/2037 <sup>(b)</sup> | 4000000 | 4028104 |
|  OHA Credit Funding 2 Ltd., Series 2019-2A, Class D1R2, 6.97% (3 mo. Term SOFR + 2.70%), 01/21/2038 <sup>(b)</sup> | 3000000 | 3005778 |
|  OHA Credit Funding 5 Ltd., Series 2020-5A, Class ER, 9.67% (3 mo. Term SOFR + 5.40%), 10/18/2037 <sup>(b)</sup> | 1000000 | 1016959 |
|  OHA Credit Funding 7 Ltd., Series 2020-7A, Class DR, 7.37% (3 mo. Term SOFR + 3.10%), 02/24/2037 <sup>(b)</sup> | 990000 | 992595 |
|  OHA Credit Funding 8 Ltd., Series 2021-8A, Class D1R, 6.92% (3 mo. Term SOFR + 2.65%), 01/20/2038 <sup>(b)</sup> | 6500000 | 6527625 |
|  OHA Credit Partners XI Ltd., Series 2015-11A, Class D1R2, 7.37% (3 mo. Term SOFR + 3.10%), 04/20/2037 <sup>(b)</sup> | 4300000 | 4319161 |
|  OHA Credit Partners XIII Ltd., Series 2016-13A, Class D1R2, 7.27% (3 mo. Term SOFR + 3.00%), 10/21/2037 <sup>(b)</sup> | 1125000 | 1130649 |
|  OHA Credit Partners XIV Ltd., Series 2017-14A, Class D1R, 7.12% (3 mo. Term SOFR + 2.85%), 07/21/2037 <sup>(b)</sup> | 4000000 | 4011908 |
|  OHA Loan Funding 2016-1 Ltd., Series 2016-1A, Class D1R2, 7.32% (3 mo. Term SOFR + 3.05%), 07/20/2037 <sup>(b)</sup> | 4500000 | 4520543 |
|  Palmer Square CLO 2015-1 Ltd., Series 2015-1A, Class CR5, 7.07% (3 mo. Term SOFR + 2.75%), 05/21/2034 <sup>(b)</sup> | 3195000 | 3193227 |
|  Palmer Square CLO 2018-2 Ltd., Series 2018-2A, Class CR, 8.16% (3 mo. Term SOFR + 3.90%), 04/16/2037 <sup>(b)</sup> | 5000000 | 5050315 |
|  Palmer Square CLO 2021-2 Ltd., Series 2021-2A, Class DR1, 7.16% (3 mo. Term SOFR + 2.90%), 02/15/2038 <sup>(b)</sup> | 1000000 | 1004915 |
|  Palmer Square CLO 2021-3 Ltd., Series 2021-3A, Class E, 10.67% (3 mo. Term SOFR + 6.41%), 01/15/2035 <sup>(b)</sup> | 3400000 | 3394992 |
|  Palmer Square CLO 2021-4 Ltd., Series 2021-4A, Class E, 10.57% (3 mo. Term SOFR + 6.31%), 10/15/2034 <sup>(b)</sup> | 5605000 | 5559134 |
|  Palmer Square CLO 2022-1 Ltd., Series 2022-1A, Class E, 10.62% (3 mo. Term SOFR + 6.35%), 04/20/2035 <sup>(b)</sup> | 2000000 | 2005348 |
|  Palmer Square CLO 2023-2 Ltd., Series 2023-2A, Class DR, 7.73% (3 mo. Term SOFR + 3.40%), 07/20/2038 <sup>(b)</sup> | 5000000 | 5006845 |
|  Palmer Square CLO 2023-4 Ltd., Series 2023-4A, Class D1R, 7.22% (3 mo. Term SOFR + 2.95%), 10/20/2037 <sup>(b)</sup> | 6200000 | 6228979 |
|  Rad CLO 19 Ltd., Series 2023-19A, Class D1R, 7.67% (3 mo. Term SOFR + 3.35%), 03/20/2038 <sup>(b)</sup> | 6000000 | 6085500 |
| Regatta XI Funding Ltd. | Regatta XI Funding Ltd. | Regatta XI Funding Ltd. |
| &nbsp;&nbsp; Series 2018-1A, Class D1R, 7.43% (3 mo. Term SOFR + 3.15%), 07/17/2037 <sup>(b)</sup> | 875000 | 884232 |
| &nbsp;&nbsp; Series 2018-1A, Class ER, 11.03% (3 mo. Term SOFR + 6.75%), 07/17/2037 <sup>(b)</sup> | 5000000 | 5102545 |
|  Regatta XXIV Funding Ltd., Series 2021-5A, Class D1R, 7.07% (3 mo. Term SOFR + 2.80%), 01/20/2038 <sup>(b)</sup> | 6300000 | 6313066 |
| Regatta XXV Funding Ltd. | Regatta XXV Funding Ltd. | Regatta XXV Funding Ltd. |
| &nbsp;&nbsp; Series 2023-1A, Class D, 9.46% (3 mo. Term SOFR + 5.20%), 07/15/2036 <sup>(b)</sup> | 7000000 | 7030709 |
| &nbsp;&nbsp; Series 2023-1A, Class E, 12.67% (3 mo. Term SOFR + 8.41%), 07/15/2036 <sup>(b)</sup> | 2500000 | 2532765 |
|  RR 7 Ltd., Series 2019-7A, Class D1B, 10.76% (3 mo. Term SOFR + 6.50%), 01/15/2037 <sup>(b)</sup> | 4750000 | 4763314 |
|  RR 14 Ltd., Series 2021-14A, Class C, 7.42% (3 mo. Term SOFR + 3.16%), 04/15/2036 <sup>(b)</sup> | 2000000 | 2001980 |
| RR 15 Ltd. | RR 15 Ltd. | RR 15 Ltd. |
| &nbsp;&nbsp; Series 2021-15A, Class C, 7.42% (3 mo. Term SOFR + 3.16%), 04/15/2036 <sup>(b)</sup> | 1000000 | 1001492 |
| &nbsp;&nbsp; Series 2021-15A, Class D, 10.72% (3 mo. Term SOFR + 6.46%), 04/15/2036 <sup>(b)</sup> | 2500000 | 2490945 |
|  RR 36 Ltd., Series 2024-36RA, Class C1R, 7.01% (3 mo. Term SOFR + 2.75%), 01/15/2040 <sup>(b)</sup> | 720000 | 721305 |
| Sixth Street CLO XIII Ltd. | Sixth Street CLO XIII Ltd. | Sixth Street CLO XIII Ltd. |
| &nbsp;&nbsp; Series 2019-13A, Class D1R2, 6.91% (3 mo. Term SOFR + 2.60%), 01/21/2038 <sup>(b)</sup> | 2000000 | 1997000 |
| &nbsp;&nbsp; Series 2019-13A, Class ER2, 9.07% (3 mo. Term SOFR + 4.80%), 01/21/2038 <sup>(b)</sup> | 3000000 | 2994648 |
|  Sixth Street CLO XVII Ltd., Series 2021-17A, Class ER, 9.03% (3 mo. Term SOFR + 4.75%), 04/17/2038 <sup>(b)</sup> | 1000000 | 994792 |
|  Sixth Street CLO XVIII Ltd., Series 2021-18A, Class E, 11.03% (3 mo. Term SOFR + 6.76%), 04/20/2034 <sup>(b)</sup> | 1000000 | 1008017 |
|  Sixth Street CLO XXII Ltd., Series 2023-22A, Class ER, 9.02% (3 mo. Term SOFR + 4.75%), 04/21/2038 <sup>(b)</sup> | 5200000 | 5221263 |
|  Sixth Street CLO XXVI Ltd., Series 2024-26A, Class D1, 7.17% (3 mo. Term SOFR + 2.90%), 10/18/2037 <sup>(b)</sup> | 4000000 | 4013588 |
|  Thayer Park CLO Ltd., Series 2017-1A, Class DR, 10.78% (3 mo. Term SOFR + 6.51%), 04/20/2034 <sup>(b)</sup> | 2000000 | 1999970 |
| Trestles CLO VI Ltd. | Trestles CLO VI Ltd. | Trestles CLO VI Ltd. |
| &nbsp;&nbsp; Series 2023-6A, Class D1R, 6.92% (3 mo. Term SOFR + 2.65%), 04/25/2038 <sup>(b)</sup> | 2000000 | 1996468 |
| &nbsp;&nbsp; Series 2023-6A, Class ER, 9.02% (3 mo. Term SOFR + 4.75%), 04/25/2038 <sup>(b)</sup> | 2500000 | 2511715 |
| Wellman Park CLO Ltd. | Wellman Park CLO Ltd. | Wellman Park CLO Ltd. |
| &nbsp;&nbsp; Series 2021-1A, Class D1R, 7.31% (3 mo. Term SOFR + 3.05%), 07/15/2037 <sup>(b)</sup> | 2500000 | 2510893 |
| &nbsp;&nbsp; Series 2021-1A, Class ER, 10.56% (3 mo. Term SOFR + 6.30%), 07/15/2037 <sup>(b)</sup> | 5000000 | 5005735 |
|  |  | 559980537 |
| **Jersey - 8.2%** | **Jersey - 8.2%** | **Jersey - 8.2%** |
|  AGL CLO 21 Ltd., Series 2022-21A, Class ER, 9.92% (3 mo. Term SOFR + 5.65%), 10/21/2037 <sup>(b)</sup> | 4500000 | 4522171 |
|  AGL CLO 24 Ltd., Series 2023-24A, Class ER, 11.17% (3 mo. Term SOFR + 6.84%), 03/31/2038 <sup>(b)</sup> | 2500000 | 2512410 |
|  AGL CLO 30 Ltd., Series 2024-30A, Class D, 7.72% (3 mo. Term SOFR + 3.45%), 04/21/2037 <sup>(b)</sup> | 3000000 | 3007971 |
|  Apidos CLO XLI Ltd., Series 2022-41A, Class ER, 9.92% (3 mo. Term SOFR + 5.65%), 10/20/2037 <sup>(b)</sup> | 2000000 | 2015102 |
|  Ares Loan Funding IV Ltd., Series 2023-ALF4A, Class D, 8.94% (3 mo. Term SOFR + 4.68%), 10/15/2036 <sup>(b)</sup> | 3000000 | 3028104 |
|  Ares LXIX CLO Ltd., Series 2024-69A, Class E, 10.76% (3 mo. Term SOFR + 6.50%), 04/15/2036 <sup>(b)</sup> | 4000000 | 4019204 |
|  Bain Capital Credit CLO 2022-5 Ltd., Series 2022-5A, Class DR, 8.53% (3 mo. Term SOFR + 4.25%), 01/24/2037 <sup>(b)</sup> | 5000000 | 5043480 |
| Bain Capital Credit CLO 2023-1 Ltd. | Bain Capital Credit CLO 2023-1 Ltd. | Bain Capital Credit CLO 2023-1 Ltd. |
| &nbsp;&nbsp; Series 2023-1A, Class D, 9.16% (3 mo. Term SOFR + 4.90%), 04/16/2036 <sup>(b)</sup> | 2000000 | 2000100 |
| &nbsp;&nbsp; Series 2023-1A, Class D1R, 7.53% (3 mo. Term SOFR + 3.20%), 07/16/2038 <sup>(b)</sup> | 2000000 | 2010290 |
|  Bear Mountain Park CLO Ltd., Series 2022-1A, Class ER, 10.21% (3 mo. Term SOFR + 5.95%), 07/15/2037 <sup>(b)</sup> | 4000000 | 4041532 |
|  Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class ER, 8.88% (3 mo. Term SOFR + 4.60%), 01/25/2038 <sup>(b)</sup> | 2350000 | 2358509 |
|  Brookhaven Park CLO Ltd., Series 2024-1A, Class D, 7.87% (3 mo. Term SOFR + 3.60%), 04/19/2037 <sup>(b)</sup> | 1500000 | 1514040 |
|  Captree Park CLO Ltd., Series 2024-1A, Class E, 10.27% (3 mo. Term SOFR + 6.00%), 07/20/2037 <sup>(b)</sup> | 3600000 | 3645202 |
|  Dryden 108 CLO Ltd., Series 2022-108A, Class D1R, 7.37% (3 mo. Term SOFR + 3.10%), 07/18/2037 <sup>(b)</sup> | 800000 | 802544 |
|  Dryden 112 CLO Ltd., Series 2022-112A, Class DR, 8.83% (3 mo. Term SOFR + 4.50%), 11/15/2036 <sup>(b)</sup> | 1000000 | 1002961 |
|  Elmwood CLO 15 Ltd., Series 2022-2A, Class D, 7.94% (3 mo. Term SOFR + 3.67%), 04/22/2035 <sup>(b)</sup> | 250000 | 250473 |
|  Goldentree Loan Management US CLO 15 Ltd., Series 2022-15A, Class ER, 10.77% (3 mo. Term SOFR + 6.50%), 10/20/2036 <sup>(b)</sup> | 2500000 | 2522525 |
| Goldentree Loan Management US CLO 20 Ltd. | Goldentree Loan Management US CLO 20 Ltd. | Goldentree Loan Management US CLO 20 Ltd. |
| &nbsp;&nbsp; Series 2024-20A, Class D, 7.42% (3 mo. Term SOFR + 3.15%), 07/20/2037 <sup>(b)</sup> | 1500000 | 1506263 |
| &nbsp;&nbsp; Series 2024-20A, Class E, 10.17% (3 mo. Term SOFR + 5.90%), 07/20/2037 <sup>(b)</sup> | 3000000 | 3026598 |
|  Goldentree Loan Management US CLO 21 Ltd., Series 2024-21A, Class D, 7.32% (3 mo. Term SOFR + 3.05%), 07/20/2037 <sup>(b)</sup> | 1000000 | 1004477 |
|  Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class DR, 7.32% (3 mo. Term SOFR + 3.00%), 07/25/2038 <sup>(b)d)</sup> | 1000000 | 1005142 |
|  Invesco US CLO 2023-1 Ltd., Series 2023-1A, Class ER, 11.17% (3 mo. Term SOFR + 6.90%), 04/22/2037 <sup>(b)</sup> | 1000000 | 1017420 |
|  Invesco US CLO 2024-3 Ltd., Series 2024-3A, Class D, 7.82% (3 mo. Term SOFR + 3.55%), 07/20/2037 <sup>(b)</sup> | 1400000 | 1412932 |
|  Neuberger Berman Loan Advisers CLO 55 Ltd., Series 2024-55A, Class D1, 7.77% (3 mo. Term SOFR + 3.50%), 04/22/2038 <sup>(b)</sup> | 720000 | 724558 |
|  OCP CLO 2024-31 Ltd., Series 2024-31A, Class D, 8.22% (3 mo. Term SOFR + 3.95%), 04/20/2037 <sup>(b)</sup> | 250000 | 252307 |
|  OCP CLO 2024-37 Ltd., Series 2024-37A, Class E, 10.07% (3 mo. Term SOFR + 5.50%), 10/15/2037 <sup>(b)</sup> | 2000000 | 2011456 |
| Palmer Square CLO 2020-3 Ltd. | Palmer Square CLO 2020-3 Ltd. | Palmer Square CLO 2020-3 Ltd. |
| &nbsp;&nbsp; Series 2020-3A, Class CR2, 8.58% (3 mo. Term SOFR + 4.25%), 11/15/2036 <sup>(b)</sup> | 1000000 | 1004793 |
| &nbsp;&nbsp; Series 2020-3A, Class DR2, 11.58% (3 mo. Term SOFR + 7.25%), 11/15/2036 <sup>(b)</sup> | 925000 | 931494 |
|  Regatta XXVII Funding Ltd., Series 2024-1A, Class E, 10.78% (3 mo. Term SOFR + 6.50%), 04/26/2037 <sup>(b)</sup> | 2000000 | 2029124 |
|  |  | 60223182 |
| **United States - 2.2%** | **United States - 2.2%** | **United States - 2.2%** |
|  Clover CLO 2018-1 Ltd., Series 2018-1A, Class D1RR, 7.72% (3 mo. Term SOFR + 3.45%), 04/20/2037 <sup>(b)</sup> | 2750000 | 2768887 |
|  Clover CLO 2021-3 Ltd., Series 2021-3A, Class ER, 9.18% (3 mo. Term SOFR + 4.90%), 01/25/2035 <sup>(b)</sup> | 2000000 | 1971948 |
| Flatiron CLO 23 LLC | Flatiron CLO 23 LLC | Flatiron CLO 23 LLC |
| &nbsp;&nbsp; Series 2023-1A, Class D, 9.53% (3 mo. Term SOFR + 5.25%), 04/17/2036 <sup>(b)</sup> | 5150000 | 5150257 |
| &nbsp;&nbsp; Series 2023-1A, Class DR, 7.01% (3 mo. Term SOFR + 2.70%), 04/17/2036 <sup>(b)</sup> | 5150000 | 5150000 |
|  Green Lakes Park CLO LLC, Series 2025-1A, Class D1RR, 6.79% (3 mo. Term SOFR + 2.50%), 01/25/2038 <sup>(b)</sup> | 1000000 | 996875 |
|  |  | 16037967 |
| **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $644,516,066) | **TOTAL COLLATERALIZED LOAN OBLIGATIONS** (Cost $644,516,066) | 643197011 |
| **TOTAL INVESTMENTS - 87.8% (**Cost $644,516,066**)** | **TOTAL INVESTMENTS - 87.8% (**Cost $644,516,066**)** | 643197011 |
| Money Market Deposit Account - 13.4% <sup>(d)</sup> | Money Market Deposit Account - 13.4% <sup>(d)</sup> | 98263061 |
| Liabilities in Excess of Other Assets - (1.2)% | Liabilities in Excess of Other Assets - (1.2)% | (9010751) |
| **TOTAL NET ASSETS - 100.0%** |  | $732449321 |
| two | two | –% |
| Percentages are stated as a percent of net assets.<br> LLC – Limited Liability Company<br> SOFR – Secured Overnight Financing Rate | Percentages are stated as a percent of net assets.<br> LLC – Limited Liability Company<br> SOFR – Secured Overnight Financing Rate | –% |

---

(a) Variable rate securities. The coupon is based on a reference index and spread. The rate reported is the rate in effect as of May 31, 2025.

(b) Security is exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may only be resold in transactions exempt from registration to qualified
 institutional investors. As of May 31, 2025, the value of these securities total $643,197,010 or 87.8% of the Fund's net assets.

(c) To the extent that the Fund invests a significant portion of its assets in the securities of companies of a single country or region, it is more likely to be impacted by events or conditions
 affecting such country or region.

(d) The U.S. Bank Money Market Deposit Account (the "MMDA") is a short-term vehicle in which the Fund holds cash balances. The MMDA will bear interest at a variable rate that is determined based on
 market conditions and is subject to change daily. The rate as of May 31, 2025 was 4.11%.

------

#### Investment Valuation
The following is a summary of the Fund's pricing procedures. It is intended to be a general discussion and may not necessarily reflect all the pricing procedures followed by the Fund.

Fixed income securities, including short-term debt instruments having a maturity less than 60 days, are valued at the evaluated mean price supplied by an approved independent third-party pricing service ("Pricing Service"). These securities are categorized in Level 2 of the fair value hierarchy.

In the case of foreign securities, the occurrence of events after the close of foreign markets, but prior to the time the Fund's NAV is calculated will result in an adjustment to the trading prices of foreign securities when foreign markets open on the following business day. The Fund will value foreign securities at fair value, taking into account such events in calculating the NAV. In such cases, use of fair valuation can reduce an investor's ability to seek profit by estimating the Fund's NAV in advance of the time the NAV is calculated. These securities are categorized in Level 2 of the fair value hierarchy.

The Board of Trustees (the "Board") has adopted a pricing and valuation policy for use by the Fund and its Valuation Designee (as defined below) in calculating the Fund's NAV. Pursuant to Rule 2a-5 under the 1940 Act, the Fund has designated Eldridge Structured Credit Adviser, LLC as its "Valuation Designee" to perform all of the fair value determinations as well as to perform all of the responsibilities that may be performed by the Valuation Designee in accordance with Rule 2a-5. The Valuation Designee is authorized to make all necessary determinations of the fair values of the portfolio securities and other assets for which market quotations are not readily available or if it is deemed that the prices obtained from brokers and dealers or independent pricing services are unreliable.

The Fund has adopted authoritative fair value accounting standards which establish an authoritative definition of fair value and set out a hierarchy for measuring fair value. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value, a discussion in changes in valuation techniques and related inputs during the period and expanded disclosure of valuation levels for major security types. These inputs are summarized in the three broad levels listed below:

Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities that the Fund has the ability to access.

Level 2 – Observable inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Level 3 – Unobservable inputs for the asset or liability, to the extent relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions a market participant would use in valuing the asset or liability, and would be based on the best information available.

The inputs or methodology used for valuing securities are not an indication of the risk associated with investing in those securities.

The following table is a summary of the inputs used to value the Fund's securities by level within the fair value hierarchy as of May 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **<u>Level 1</u>** | **<u>Level 2</u>** | **<u>Level 3</u>** | **<u>Total</u>** |
| <u>Investments at Fair Value:</u><br> Assets |  |  |  |  |
|  &nbsp;&nbsp;&nbsp;&nbsp;Collateralized Loan Obligations | $– | $643197011 | $– | $643197011 |
| Total Investments | $– | $643197011 | $– | $643197011 |
| Refer to the Schedule of Investments for further disaggregation of investment categories. As of the period ended May 31, 2025, the Fund did not hold any Level 3 securities, nor were there any transfers into or out of Level 3. | Refer to the Schedule of Investments for further disaggregation of investment categories. As of the period ended May 31, 2025, the Fund did not hold any Level 3 securities, nor were there any transfers into or out of Level 3. | Refer to the Schedule of Investments for further disaggregation of investment categories. As of the period ended May 31, 2025, the Fund did not hold any Level 3 securities, nor were there any transfers into or out of Level 3. | Refer to the Schedule of Investments for further disaggregation of investment categories. As of the period ended May 31, 2025, the Fund did not hold any Level 3 securities, nor were there any transfers into or out of Level 3. | Refer to the Schedule of Investments for further disaggregation of investment categories. As of the period ended May 31, 2025, the Fund did not hold any Level 3 securities, nor were there any transfers into or out of Level 3. |

---

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Series Portfolios Trust

- **b. Investment Company Act file number:** 811-23084

- **c. CIK number of Registrant:** 0001650149

- **d. LEI of Registrant:** 5493008VNHP5UNYJ3713

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

  - **Street Address 1:** 615 East Michigan Street

  - **City:** Milwaukee

  - **State:** WI

  - **Foreign country:** US

  - **Zip / Postal Code:** 53202

  - **Telephone number:** 414-765-6047

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

- **a. Name of Series:** Eldridge BBB-B CLO ETF

- **b. EDGAR series identifier (if any):** S000078329

- **c. LEI of Series:** 549300DYU8XQXCXJRA05

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-05-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $728927635.38

**Total Liabilities:** $12493838.81

**Net Assets:** $716433796.57

**Delayed Delivery Securities:** $7150000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 43632.628848000000 | **1-Year:** 117225.621291000000 | **5-Year:** 11626.090645000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

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

- **3-Month:** 34862.741863000000 | **1-Year:** 110153.305726000000 | **5-Year:** 12348.260588000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000239093 | -0.92%               | -0.34%               | 1.96%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3443008.60             | $-11554308.49                              |
| Month 2  | $-5567968.49             | $-4058029.17                               |
| Month 3  | $-18116.18               | $8443708.98                                |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                   | Title                                     | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bain Capital Credit CLO Limite         | Bain Capital Credit Clo 2019-3 Ltd        | CUSIP: 05683TBG3<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4996615.00   | 0.70%             | 2034-10-21      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                  | KKR Clo 37 Ltd                            | CUSIP: 48254RAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7041916.00   | 0.98%             | 2038-04-20      | Floating      | 10.06%                | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                   | Birch Grove CLO 2 Ltd                     | CUSIP: 09077MAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007704.00   | 0.28%             | 2037-10-19      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                | Brookhaven Park CLO LTD                   | CUSIP: 113520AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1514040.00   | 0.21%             | 2037-04-19      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                      | Magnetite XXIX Ltd                        | CUSIP: 55955KAS3<br>LEI: 549300XSCWZTP19VRZ67 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3020646.00   | 0.42%             | 2037-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2016-11 Ltd                       | CUSIP: 67110DBL0<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |   1260000 | PA      | $1265133.24   | 0.18%             | 2036-04-26      | Floating      | 7.98%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Funding 1 LTD                  | CUSIP: 67115WBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4028104.00   | 0.56%             | 2037-04-20      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                        | Oaktree CLO 2022-3 Ltd                    | CUSIP: 67401WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012030.00   | 0.28%             | 2037-10-15      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                           | AGL CLO 30 Ltd                            | CUSIP: 00120VAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3007971.00   | 0.42%             | 2037-04-21      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                         | Apidos CLO XXXVII                         | CUSIP: 03769HAG2<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009436.00   | 0.28%             | 2034-10-22      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                         | Apidos CLO XXXVI                          | CUSIP: 03769LAJ7<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004515.00   | 0.14%             | 2034-07-20      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares LXI CLO Ltd                          | CUSIP: 04019DAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2900000 | PA      | $2928501.20   | 0.41%             | 2037-04-20      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                          | Ballyrock CLO 15 Ltd                      | CUSIP: 05875UAE4<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4863140.00   | 0.68%             | 2038-01-15      | Floating      | 9.51%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd                   | Captree Park CLO Ltd                      | CUSIP: 14074FAA6<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |   3600000 | PA      | $3645201.60   | 0.51%             | 2037-07-20      | Floating      | 10.27%                | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US          | Goldentree Loan Management US Clo 15 Ltd  | CUSIP: 38139CAG2<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2522525.00   | 0.35%             | 2036-10-20      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US          | GoldenTree Loan Management US CLO 20 Ltd  | CUSIP: 38139MAJ4<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1506262.50   | 0.21%             | 2037-07-20      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers Clo 40 Ltd | CUSIP: 64134JAG8<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   2050000 | PA      | $2053523.95   | 0.29%             | 2033-04-16      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2021-22 Ltd                       | CUSIP: 67117TAU9<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005298.00   | 0.14%             | 2037-10-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Partners XIV Ltd               | CUSIP: 67706XAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4011908.00   | 0.56%             | 2037-07-21      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                 | RR 14 Ltd                                 | CUSIP: 74980PAG8<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001980.00   | 0.28%             | 2036-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                 | RR 36 LTD                                 | CUSIP: 74989AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $721304.64    | 0.10%             | 2040-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2020-I Ltd                   | CUSIP: 12559DAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2014082.00   | 0.28%             | 2036-07-15      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2021-I Ltd                   | CUSIP: 12563EAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    460000 | PA      | $462165.22    | 0.06%             | 2037-07-25      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2023-1 LTD                 | CUSIP: 14318YAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007248.00   | 0.14%             | 2035-07-20      | Floating      | 12.73%                | No            |                  2 | On Loan: No      |
| Clover CLO                             | Clover CLO 2018-1 LLC                     | CUSIP: 18914GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2768887.00   | 0.39%             | 2037-04-20      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                     | Elmwood CLO 19 Ltd                        | CUSIP: 29004JAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4831070.40   | 0.67%             | 2036-10-17      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                           | AGL CLO 10 Ltd                            | CUSIP: 00119XAA3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253165.00   | 0.17%             | 2034-04-15      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                           | AGL CLO 24 Ltd                            | CUSIP: 00120HAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2512410.00   | 0.35%             | 2038-03-31      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares LXIII CLO Ltd                        | CUSIP: 039937AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252983.75   | 0.17%             | 2035-04-20      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                         | Barings CLO Ltd 2018-IV                   | CUSIP: 06760XAJ3<br>LEI: 549300JWUNSCHZHF6H67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502620.50   | 0.21%             | 2030-10-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                         | Barings CLO Ltd 2019-III                  | CUSIP: 06761KBE0<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001796.00   | 0.14%             | 2036-01-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt         | Benefit Street Partners CLO XXIX Ltd      | CUSIP: 08186FAE5<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   2350000 | PA      | $2358509.35   | 0.33%             | 2038-01-25      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                     | Elmwood CLO 22 Ltd                        | CUSIP: 29001YAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008562.00   | 0.42%             | 2038-04-17      | Floating      | 7.08%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XI Ltd                     | Elmwood CLO XI Ltd                        | CUSIP: 29002LAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506076.00   | 0.49%             | 2038-01-20      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd                     | Elmwood CLO 16 Ltd                        | CUSIP: 29002UAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008822.00   | 0.14%             | 2037-04-20      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                      | Elmwood CLO X Ltd                         | CUSIP: 29002WAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2961306.00   | 0.41%             | 2034-04-20      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                   | Elmwood CLO XII Ltd                       | CUSIP: 29003CAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5350000 | PA      | $5364889.05   | 0.75%             | 2037-10-15      | Floating      | 10.16%                | No            |                  2 | On Loan: No      |
| Elmwood CLO 18 Ltd                     | Elmwood CLO 18 Ltd                        | CUSIP: 29003QAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013012.00   | 0.56%             | 2037-07-17      | Floating      | 10.08%                | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                     | Elmwood CLO IX Ltd                        | CUSIP: 29003VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5034790.00   | 0.70%             | 2038-04-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US          | Goldentree Loan Management US CLO 1 Ltd   | CUSIP: 38136HAS8<br>LEI: 549300BE2068MP2P8N06 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1972840.00   | 0.28%             | 2034-04-20      | Floating      | 8.77%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US          | Goldentree Loan Management US Clo 6 Ltd   | CUSIP: 38137WBE4<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006205.00   | 0.70%             | 2035-04-20      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                        | Invesco US CLO 2023-1 Ltd                 | CUSIP: 46146KAJ2<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1017420.00   | 0.14%             | 2037-04-22      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                        | Invesco US CLO 2024-3 Ltd                 | CUSIP: 46148HAE8<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-CBDO         | CORP              | JE        |   1400000 | PA      | $1412931.80   | 0.20%             | 2037-07-20      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                  | KKR CLO 35 Ltd                            | CUSIP: 48257AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4668000 | PA      | $4681509.19   | 0.65%             | 2038-01-20      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding XXVIII Ltd           | CUSIP: 55821BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7447680.00   | 1.04%             | 2038-01-15      | Floating      | 10.61%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                      | Magnetite Xxx Ltd                         | CUSIP: 55953VAE2<br>LEI: 549300RI4HRUG7CFWM27 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3054699.00   | 0.43%             | 2037-10-25      | Floating      | 9.63%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                      | Magnetite XXXV Ltd                        | CUSIP: 55954TAW6<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009446.00   | 0.28%             | 2036-10-25      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2024-37 Ltd                       | CUSIP: 67120BAA7<br>LEI: 213800VGDQYISNVLCT08 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2011456.00   | 0.28%             | 2037-10-15      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2018-2 Ltd              | CUSIP: 69688MAU9<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5050315.00   | 0.70%             | 2037-04-16      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                 | RR 20 Ltd                                 | CUSIP: 74989TAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2500000 | PA      | $2443865.00   | 0.34%             | 2037-07-15      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2022-1 Ltd              | CUSIP: 69689RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005348.00   | 0.28%             | 2035-04-20      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2023-2 Ltd              | CUSIP: 69703AAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006845.00   | 0.70%             | 2038-07-20      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.               | Regatta XXV Funding Ltd                   | CUSIP: 758978AG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7030709.00   | 0.98%             | 2036-07-15      | Floating      | 9.46%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                  | Sixth Street CLO XXII Ltd                 | CUSIP: 83011NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5221262.80   | 0.73%             | 2038-04-21      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                        | Regatta XI Funding Ltd                    | CUSIP: 75887YAL9<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5102545.00   | 0.71%             | 2037-07-17      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Wellman Park CLO Ltd                   | Wellman Park CLO Ltd                      | CUSIP: 949723AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510892.50   | 0.35%             | 2037-07-15      | Floating      | 7.31%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                          | Ballyrock CLO 15 Ltd                      | CUSIP: 05875TAS6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4017904.00   | 0.56%             | 2038-01-15      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                         | Barings CLO Ltd 2019-II                   | CUSIP: 06761HBA5<br>LEI: 549300JIWL5GWW2H2336 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7523340.00   | 1.05%             | 2038-01-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt         | Benefit Street Partners CLO XIV Ltd       | CUSIP: 08179LAS0<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756300.00   | 0.25%             | 2037-10-20      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt         | Benefit Street Partners CLO XXVI Ltd      | CUSIP: 08186AAQ9<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3259919.00   | 0.46%             | 2037-07-20      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2017-III Ltd                 | CUSIP: 12548KAE9<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1645244.70   | 0.23%             | 2037-04-20      | Floating      | 10.97%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2014-III Ltd                 | CUSIP: 12549RAL7<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6062892.00   | 0.85%             | 2038-03-31      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2020-IV Ltd                  | CUSIP: 12562RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501143.50    | 0.07%             | 2040-01-15      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2021-III Ltd                 | CUSIP: 12565BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1153481.05   | 0.16%             | 2036-07-15      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                           | AGL CLO 17 Ltd                            | CUSIP: 00120DAQ9<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502085.00   | 0.21%             | 2035-01-21      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                           | AGL CLO 21 Ltd                            | CUSIP: 00120GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4522171.50   | 0.63%             | 2037-10-21      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2022-II Ltd                  | CUSIP: 12567QAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $976898.00    | 0.14%             | 2035-04-19      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                | Dryden 108 CLO Ltd                        | CUSIP: 26253MAW0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    800000 | PA      | $802544.00    | 0.11%             | 2037-07-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                     | Elmwood CLO 15 Ltd                        | CUSIP: 29003JAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250472.50    | 0.03%             | 2035-04-22      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                     | Elmwood CLO IX Ltd                        | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4991110.00   | 0.70%             | 2038-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US          | GoldenTree Loan Management US CLO 21 Ltd  | CUSIP: 38139AAN1<br>LEI: 9845004E2AE056868254 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004477.00   | 0.14%             | 2037-07-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2015-9 Ltd                        | CUSIP: 67092BAL7<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3955984.00   | 0.55%             | 2037-01-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                | OHA Credit Partners XI Ltd                | CUSIP: 67109FBE4<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4319160.80   | 0.60%             | 2037-04-20      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49         | Octagon Investment Partners 49 Ltd        | CUSIP: 67578DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509672.50   | 0.35%             | 2037-04-15      | Floating      | 11.59%                | No            |                  2 | On Loan: No      |
| Octagon 65 Ltd                         | Octagon 65 Ltd                            | CUSIP: 675957AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3579397.50   | 0.50%             | 2037-10-23      | Floating      | 10.58%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2020-3 Ltd              | CUSIP: 69701TAL7<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |    925000 | PA      | $931494.43    | 0.13%             | 2036-11-15      | Floating      | 11.58%                | No            |                  2 | On Loan: No      |
| RR Ltd                                 | RR15 Ltd                                  | CUSIP: 74980XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001492.00   | 0.14%             | 2036-04-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.               | Regatta XXV Funding Ltd                   | CUSIP: 758979AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2532765.00   | 0.35%             | 2036-07-15      | Floating      | 12.67%                | No            |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                  | Thayer Park CLO Ltd                       | CUSIP: 88330PAE0<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999970.00   | 0.28%             | 2034-04-20      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| U.S. Bank Money Market Deposit Account | U.S. Bank Money Market Deposit Account    | CUSIP: 8AMMF0A92<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  98263061 | NS      | $98263060.55  | 13.72%            |  |  |  | No            |                  1 | On Loan: No      |
| Wellman Park CLO Ltd                   | Wellman Park CLO Ltd                      | CUSIP: 94972AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005735.00   | 0.70%             | 2037-07-15      | Floating      | 10.56%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2021-V Ltd                   | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007208.00   | 0.56%             | 2038-01-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | Carlyle US CLO 2024-1 Ltd                 | CUSIP: 142923AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4995911.25   | 0.70%             | 2037-04-15      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | Carlyle US CLO 2022-3 Ltd                 | CUSIP: 143111AU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3024891.00   | 0.42%             | 2037-04-20      | Floating      | 8.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2021-2 LTD                 | CUSIP: 14316PAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5488477.50   | 0.77%             | 2038-04-20      | Floating      | 9.22%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2021-4 LTD                 | CUSIP: 14316UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1007428.00   | 0.14%             | 2034-04-20      | Floating      | 11.13%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | Carlyle US CLO 2021-10 LTD                | CUSIP: 14316YAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012500.00   | 0.70%             | 2038-01-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | Carlyle US CLO 2022-5 Ltd                 | CUSIP: 14318NAG2<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2410903.20   | 0.34%             | 2037-10-15      | Floating      | 11.36%                | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                | Dryden 87 CLO Ltd                         | CUSIP: 26246GAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001019.00   | 0.14%             | 2034-05-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                    | Elmwood CLO VI Ltd                        | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4250000 | PA      | $4275304.50   | 0.60%             | 2037-07-18      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                   | Elmwood CLO VIII Ltd                      | CUSIP: 290021AL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3236190.75   | 0.45%             | 2037-04-20      | Floating      | 10.52%                | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                       | Flatiron CLO 23 LLC                       | CUSIP: 33883DAW4<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   5150000 | PA      | $5150000.00   | 0.72%             | 2036-04-17      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding XLVIII Ltd           | CUSIP: 55821WAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504182.00   | 0.21%             | 2033-04-19      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2015-1 Ltd              | CUSIP: 69689ACC2<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | KY        |   3195000 | PA      | $3193226.78   | 0.45%             | 2034-05-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2020-3 Ltd              | CUSIP: 69701RBE6<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1004793.00   | 0.14%             | 2036-11-15      | Floating      | 8.58%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                            | Rad Clo 25 Ltd                            | CUSIP: 75009GAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1504686.00   | 0.21%             | 2037-07-20      | Floating      | 8.72%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                        | Regatta XI Funding Ltd                    | CUSIP: 75887XAU1<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $884232.13    | 0.12%             | 2037-07-17      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                  | Sixth Street CLO XIII Ltd                 | CUSIP: 829922AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2994648.00   | 0.42%             | 2038-01-21      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding LIV Ltd              | CUSIP: 558192AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018435.00   | 0.70%             | 2037-10-21      | Floating      | 10.77%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding XXVII Ltd            | CUSIP: 55820XAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7036967.00   | 0.98%             | 2038-04-20      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers CLO 31 Ltd | CUSIP: 64132JBC8<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007708.00   | 0.56%             | 2039-01-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers CLO 30 Ltd | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008130.00   | 0.42%             | 2039-01-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2021-21 Ltd                       | CUSIP: 670897AE7<br>LEI: 2549000M7NBNQ7XU2038 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2961678.00   | 0.41%             | 2038-01-20      | Floating      | 8.97%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                       | Trestles CLO VI Ltd                       | CUSIP: 894941AG8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2511715.00   | 0.35%             | 2038-04-25      | Floating      | 9.02%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2021-11 LTD                | CUSIP: 143122AQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2508547.50   | 0.35%             | 2037-07-25      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2020-19 Ltd                       | CUSIP: 670881BE0<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005775.00   | 0.42%             | 2038-04-20      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 48         | Octagon Investment Partners 48 Ltd        | CUSIP: 67577UBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4024776.00   | 0.56%             | 2039-01-15      | Floating      | 7.41%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2021-3 Ltd              | CUSIP: 69688JAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3394991.80   | 0.47%             | 2035-01-15      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2023-4 Ltd              | CUSIP: 696924AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6200000 | PA      | $6228978.80   | 0.87%             | 2037-10-20      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                 | RR 7 Ltd                                  | CUSIP: 74980CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4763314.25   | 0.66%             | 2037-01-15      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| RR Ltd                                 | RR15 Ltd                                  | CUSIP: 74980WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2490945.00   | 0.35%             | 2036-04-15      | Floating      | 10.72%                | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.             | Regatta XXVII Funding Ltd                 | CUSIP: 758973AA9<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2029124.00   | 0.28%             | 2037-04-26      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                  | KKR Clo 37 Ltd                            | CUSIP: 48254FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7014700.00   | 0.98%             | 2038-04-20      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                  | KKR CLO 41 Ltd                            | CUSIP: 48255PAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981397.00    | 0.14%             | 2035-04-15      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                  | KKR CLO 60 Ltd                            | CUSIP: 49835MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009585.00   | 0.70%             | 2038-01-15      | Floating      | 7.26%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding XXXVII Ltd           | CUSIP: 55817EBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5041510.00   | 0.70%             | 2037-04-15      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers Clo 43 Ltd | CUSIP: 64134AAQ5<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001131.00   | 0.14%             | 2036-07-17      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2020-20 Ltd                       | CUSIP: 670859AU1<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3158035.65   | 0.44%             | 2037-04-18      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2015-9 Ltd                        | CUSIP: 67091YBN3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2971458.00   | 0.41%             | 2037-01-15      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 42         | Octagon Investment Partners 42 Ltd        | CUSIP: 67576RAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2059308.00   | 0.29%             | 2037-07-15      | Floating      | 11.79%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29         | Octagon Investment Partners 29 Ltd        | CUSIP: 67591JBC5<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005028.00   | 0.42%             | 2039-07-18      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Funding 2 LTD                  | CUSIP: 67707ECA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005778.00   | 0.42%             | 2038-01-21      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                         | Apidos CLO XXXVI                          | CUSIP: 03769JAA1<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4535842.50   | 0.63%             | 2034-07-20      | Floating      | 10.48%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares LXIX CLO Ltd                         | CUSIP: 039954AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4019204.00   | 0.56%             | 2036-04-15      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                         | Barings CLO Ltd 2021-I                    | CUSIP: 06762EAG9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001924.00   | 0.14%             | 2034-04-25      | Floating      | 7.44%                 | No            |                  2 | On Loan: No      |
| Basswood Park CLO Ltd                  | Basswood Park CLO Ltd                     | CUSIP: 07025AAA1<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008847.00   | 0.42%             | 2034-04-20      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| Bethpage Park CLO LTD                  | Bethpage Park CLO Ltd                     | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997832.00   | 0.28%             | 2036-10-15      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                   | Birch Grove CLO 4 Ltd                     | CUSIP: 09077CAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1703479.90   | 0.24%             | 2037-07-15      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | Carlyle US CLO 2020-2 Ltd                 | CUSIP: 14315HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2064420 | PA      | $2070458.43   | 0.29%             | 2035-01-25      | Floating      | 11.24%                | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding XXXIV Ltd            | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5065000.00   | 0.71%             | 2037-10-16      | Floating      | 7.61%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                      | Magnetite XXVII Ltd                       | CUSIP: 55955EAS7<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002248.00   | 0.14%             | 2034-10-20      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Aimco                                  | Aimco CLO 14 Ltd                          | CUSIP: 00144FAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006046.00   | 0.28%             | 2034-04-20      | Floating      | 10.28%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares LXIV CLO Ltd                         | CUSIP: 04019NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4071632.00   | 0.57%             | 2039-10-24      | Floating      | 10.76%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit         | Bain Capital Credit CLO 2019-1            | CUSIP: 05683VBG8<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |   3060000 | PA      | $3064222.80   | 0.43%             | 2034-04-19      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Bear Mountain Park CLO, Ltd            | Bear Mountain Park CLO Ltd                | CUSIP: 07403KAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4041532.00   | 0.56%             | 2037-07-15      | Floating      | 10.21%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2014-II-R Ltd                | CUSIP: 12551FAE4<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7021112.00   | 0.98%             | 2037-10-24      | Floating      | 11.52%                | No            |                  2 | On Loan: No      |
| Carlyle C17 CLO                        | Carlyle C17 CLO Ltd                       | CUSIP: 14307PAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507032.00   | 0.21%             | 2031-04-30      | Floating      | 7.34%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                | Dryden 112 CLO Ltd                        | CUSIP: 26243DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002961.00   | 0.14%             | 2036-11-15      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding LXII Ltd             | CUSIP: 55817HAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004753.00   | 0.14%             | 2036-07-17      | Floating      | 10.13%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2015-10 Ltd                       | CUSIP: 67092DBM0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017485.00   | 0.70%             | 2038-01-26      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Funding 5 Ltd                  | CUSIP: 67113NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1016959.00   | 0.14%             | 2037-10-18      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                        | Oaktree CLO 2019-2 Ltd                    | CUSIP: 67401VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3470677.00   | 0.48%             | 2037-10-15      | Floating      | 11.45%                | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2024-31 Ltd                       | CUSIP: 67570AAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $252307.00    | 0.04%             | 2037-04-20      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Octagon 69 Ltd                         | Octagon 69 Ltd                            | CUSIP: 67579QAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4073808.00   | 0.57%             | 2037-07-24      | Floating      | 10.18%                | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29         | Octagon Investment Partners 29 Ltd        | CUSIP: 67591KAG4<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6056358.00   | 0.85%             | 2039-07-18      | Floating      | 11.44%                | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2021-2 Ltd              | CUSIP: 69701XAS3<br>LEI: 254900HTQ89UZTKY6247 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004915.00   | 0.14%             | 2038-02-15      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                         | APIDOS CLO XLI Ltd                        | CUSIP: 03770EAG6<br>LEI: 213800RGMG7DPJTR8V62 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2015102.00   | 0.28%             | 2037-10-20      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US          | GoldenTree Loan Management US CLO 20 Ltd  | CUSIP: 38139NAA1<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3026598.00   | 0.42%             | 2037-07-20      | Floating      | 10.17%                | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                   | OHA Loan Funding 2016-1 Ltd               | CUSIP: 67110UBG3<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4520542.50   | 0.63%             | 2037-07-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman CLO XVI-S Ltd            | CUSIP: 64131TBG8<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7513635.00   | 1.05%             | 2039-04-15      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers CLO 36 Ltd | CUSIP: 64133JAQ7<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2661090.25   | 0.37%             | 2033-04-20      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Funding 8 Ltd                  | CUSIP: 67707GBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4519125.00   | 0.63%             | 2038-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                  | Palmer Square CLO 2021-4 Ltd              | CUSIP: 69702GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5605000 | PA      | $5559134.29   | 0.78%             | 2034-10-15      | Floating      | 10.57%                | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                            | Rad CLO 19 Ltd                            | CUSIP: 750104AW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6085500.00   | 0.85%             | 2038-03-20      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.              | Regatta XXIV Funding Ltd                  | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6313066.20   | 0.88%             | 2038-01-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                  | Sixth Street CLO XXVI Ltd                 | CUSIP: 829921AG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013588.00   | 0.56%             | 2037-10-18      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                  | Sixth Street CLO XVII Ltd                 | CUSIP: 83012GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994792.00    | 0.14%             | 2038-04-17      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                  | Sixth Street CLO XVIII Ltd                | CUSIP: 83012JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008017.00   | 0.14%             | 2034-04-20      | Floating      | 11.03%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit         | Bain Capital Credit CLO 2023-1 Ltd        | CUSIP: 05685NAJ9<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000100.00   | 0.28%             | 2036-04-16      | Floating      | 9.16%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit         | Bain Capital Credit CLO 2023-1 Ltd        | CUSIP: 05685NAW0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2010290.00   | 0.28%             | 2038-07-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                         | Barings CLO Ltd 2020-I                    | CUSIP: 06762MAF3<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007464.00   | 0.28%             | 2038-01-15      | Floating      | 9.76%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2019-III Ltd                 | CUSIP: 12554VBE5<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |   2480000 | PA      | $2465747.44   | 0.34%             | 2038-01-16      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2022-II Ltd                  | CUSIP: 12567MAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2981118.00   | 0.42%             | 2035-04-19      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2021-6 LTD                 | CUSIP: 143134AG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5067860.00   | 0.71%             | 2038-01-15      | Floating      | 10.26%                | No            |                  2 | On Loan: No      |
| Lodi Park CLO Ltd                      | Lodi Park CLO Ltd                         | CUSIP: 540365AA1<br>LEI: 391200GQ88V33AWI7H75 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5042620.00   | 0.70%             | 2037-07-21      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding LIV Ltd              | CUSIP: 558188AL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4036960.00   | 0.56%             | 2037-10-21      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding LI Ltd               | CUSIP: 55821HAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002557.00   | 0.14%             | 2034-07-19      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2017-3 Ltd                 | CUSIP: 14314GAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6211392.00   | 0.87%             | 2037-10-21      | Floating      | 11.77%                | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                  | Cayuga Park CLO Ltd                       | CUSIP: 149791BB0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004572.00   | 0.42%             | 2034-07-17      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Clover CLO                             | Clover CLO 2021-3 LLC                     | CUSIP: 18915FAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1971948.00   | 0.28%             | 2035-01-25      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                     | Elmwood CLO IV Ltd                        | CUSIP: 29002KAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998047.00   | 0.42%             | 2037-04-18      | Floating      | 10.42%                | No            |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                   | Elmwood CLO VII Ltd                       | CUSIP: 29002QBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3490000 | PA      | $3514995.38   | 0.49%             | 2037-10-17      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                       | Flatiron CLO 23 LLC                       | CUSIP: 33883DAG9<br>LEI: 254900WPX2H2R5L2RO76 | Long             | ABS-CBDO         | CORP              | US        |   5150000 | PA      | $5150257.50   | 0.72%             | 2036-04-17      | Floating      | 9.53%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT         | Golub Capital Partners CLO 66B Ltd        | CUSIP: 38181AAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1005142.00   | 0.14%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC               | Green Lakes Park CLO LLC                  | CUSIP: 39310AAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996875.00    | 0.14%             | 2038-01-25      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares XXVII CLO Ltd                        | CUSIP: 00190YBV6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004086.00   | 0.42%             | 2034-10-28      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Aimco                                  | AIMCO CLO 16 Ltd                          | CUSIP: 00901GAE4<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3534933.50   | 0.49%             | 2037-07-17      | Floating      | 9.88%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares XXXIX CLO Ltd                        | CUSIP: 04016BAJ8<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5039250.00   | 0.70%             | 2037-07-18      | Floating      | 11.02%                | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | ARES XLIV CLO Ltd                         | CUSIP: 04016NAX1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001433.00   | 0.14%             | 2034-04-15      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                           | Ares Loan Funding IV Ltd                  | CUSIP: 04020FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3028104.00   | 0.42%             | 2036-10-15      | Floating      | 8.94%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit         | Bain Capital Credit CLO 2017-2 Ltd        | CUSIP: 05682TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4030000.00   | 0.56%             | 2037-07-25      | Floating      | 11.62%                | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit         | Bain Capital Credit CLO 2022-5 Ltd        | CUSIP: 05685JAS8<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5043480.00   | 0.70%             | 2037-01-24      | Floating      | 8.53%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit         | Bain Capital Credit CLO 2024-4 Ltd        | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | KY        |   4375000 | PA      | $4392290.00   | 0.61%             | 2037-10-23      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                          | Ballyrock CLO 25 Ltd                      | CUSIP: 05876QAU6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2984607.00   | 0.42%             | 2038-01-25      | Floating      | 6.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2021-VI Ltd                  | CUSIP: 12553SAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008236.00   | 0.28%             | 2034-10-15      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2021-5 LTD                 | CUSIP: 14318AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504650.00   | 0.21%             | 2034-07-20      | Floating      | 10.78%                | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | CARLYLE US CLO 2023-4 LTD                 | CUSIP: 14319CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3016104.00   | 0.42%             | 2036-10-25      | Floating      | 8.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi         | Carlyle US CLO 2024-7 Ltd                 | CUSIP: 14319TAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3044475.00   | 0.42%             | 2037-01-15      | Floating      | 9.89%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                       | Trestles CLO VI Ltd                       | CUSIP: 894940BA2<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996468.00   | 0.28%             | 2038-04-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd               | Madison Park Funding XLVII Ltd            | CUSIP: 55820GAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001314.00   | 0.28%             | 2037-04-19      | Floating      | 10.92%                | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                      | Magnetite XXXVII Ltd                      | CUSIP: 55952AAG4<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4026308.00   | 0.56%             | 2036-10-20      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers CLO 55 Ltd | CUSIP: 640969AJ0<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | JE        |    720000 | PA      | $724558.32    | 0.10%             | 2038-04-22      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman CLO XVI-S Ltd            | CUSIP: 64131RAQ1<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7525387.50   | 1.05%             | 2039-04-15      | Floating      | 9.21%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd               | Neuberger Berman Loan Advisers CLO 46 Ltd | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502950.50   | 0.21%             | 2037-01-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Funding 7 Ltd                  | CUSIP: 67098WAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    990000 | PA      | $992594.79    | 0.14%             | 2037-02-24      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Partners XIII Ltd              | CUSIP: 67110NBM6<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1130648.63   | 0.16%             | 2037-10-21      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                        | OHA Credit Funding 13 Ltd                 | CUSIP: 67116CAU7<br>LEI: 254900P7TOYX9E9JQ066 | Long             | ABS-CBDO         | CORP              | BM        |   3000000 | PA      | $3006774.00   | 0.42%             | 2037-07-20      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                            | OCP CLO 2022-25 Ltd                       | CUSIP: 67116FAQ9<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5047680.00   | 0.70%             | 2037-07-20      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                        | Oaktree CLO 2023-2 Ltd                    | CUSIP: 67401QAG1<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008698.00   | 0.28%             | 2036-07-20      | Floating      | 9.72%                 | No            |                  2 | On Loan: No      |
| Octagon 62 Ltd                         | Octagon 62 Ltd                            | CUSIP: 675938AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5597223.50   | 0.78%             | 2038-01-23      | Floating      | 10.68%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2014-V Ltd                   | CUSIP: 12550BAQ7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3601265.50   | 0.50%             | 2037-07-17      | Floating      | 11.78%                | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                       | CIFC Funding 2019-I Ltd                   | CUSIP: 12553DBA4<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5021775.00   | 0.70%             | 2037-10-20      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-28

**Name of Applicant:** Series Portfolios Trust

**Signature:** /s/ Ryan Roell

**Name of Signer:** Series Portfolios Trust

**Title:** President