# EDGAR Filing Document

**Accession Number:** 0001608016
**File Stem:** 0001145549-23-019513
**Filing Date:** 2023-3
**Character Count:** 160373
**Document Hash:** 7f3def3d0190d235614ae9904e4b192a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-23-019513.hdr.sgml**: 20230329

**ACCESSION NUMBER**: 0001145549-23-019513

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230329

**DATE AS OF CHANGE**: 20230329

**PERIOD START**: 20230731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Palmer Square Opportunistic Income Fund
- **CENTRAL INDEX KEY:** 0001608016
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22969
- **FILM NUMBER:** 23775044

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

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** MISSION WOODS

  - **State:** KS

  - **Foreign country:** US

  - **Zip / Postal Code:** 66205

  - **Telephone number:** 4142992000

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

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

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

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

- **a. Date of fiscal year-end:** 2023-07-31

- **b. Date as of which information is reported:** 2023-01-31

**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:** $297147491.60

**Total Liabilities:** $6958458.28

**Net Assets:** $290189033.30

**Delayed Delivery Securities:** $5195000.00

**Cash Not Reported:** $7107944.41

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.000000000000 | **1-Year:** 115.475455259966 | **5-Year:** 10607.590776525805 | **10-Year:** 24985.526532755290 | **30-Year:** 1156.076594010938

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

- **3-Month:** 0.000000000000 | **1-Year:** 4738.585130875236 | **5-Year:** 40087.899742875555 | **10-Year:** 39650.321615696117 | **30-Year:** 2169.035456948095

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.37%                | 0.46%                | 3.39%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-374277.23              | $9038910.25                                |
| Month 2  | $-390325.89              | $480070.94                                 |
| Month 3  | $414707.22               | $8015783.30                                |

**Designated Index Information**

- **Index Name:** Funds Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                       | Title                                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Generate CLO Ltd.                          | Generate CLO 6 Ltd.                                            | CUSIP: 37148HAA5<br>LEI: 254900V675MOVWK0HA08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $919022.12    | 0.32%             | 2035-01-22      | Floating      | 11.62%                | Yes           |                  2 | On Loan: No      |
| GILBERT PARK CLO LTD                       | Gilbert Park CLO Ltd.                                          | CUSIP: 375414AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1728312.34   | 0.60%             | 2030-10-15      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| Grippen Park CLO LTD                       | Grippen Park CLO Ltd.                                          | CUSIP: 39862DAB2<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $1090288.73   | 0.38%             | 2030-01-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 7-2015 Ltd.                         | CUSIP: 40437RAF6<br>LEI: 254900IU43NDZ7HEB142 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1827081.90   | 0.63%             | 2027-03-15      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management                        | HPS Loan Management 15-2019 Ltd.                               | CUSIP: 40439EAJ5<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1828832.66   | 0.63%             | 2035-01-22      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 5-2015 Ltd.                         | CUSIP: 44331DAN9<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1117026.01   | 0.38%             | 2030-10-15      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| INVESCO CLO 2021-1, Ltd                    | Invesco CLO 2021-1 Ltd.                                        | CUSIP: 46090YAA7<br>LEI: 25490016C8NV86EY2059 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $902494.48    | 0.31%             | 2034-04-15      | Floating      | 11.25%                | Yes           |                  2 | On Loan: No      |
| PPM CLO 3 Ltd.                             | PPM CLO 3 Ltd.                                                 | CUSIP: 69355BAE1<br>LEI: 549300UEAJV6RALDS969 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $636591.99    | 0.22%             | 2034-04-17      | Floating      | 11.40%                | Yes           |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                      | Playtika Holding Corp.                                         | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |    650000 | PA      | $540553.00    | 0.19%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                     | RR15 Ltd.                                                      | CUSIP: 74980XAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1395000.02   | 0.48%             | 2036-04-15      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2017-2 Ltd.                                 | CUSIP: 77340HAE9<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $952648.45    | 0.33%             | 2029-10-15      | Floating      | 11.04%                | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2021-2 Ltd.                                 | CUSIP: 77341MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $861918.06    | 0.30%             | 2034-07-20      | Floating      | 11.21%                | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point Clo XII Ltd.                                       | CUSIP: 83610EAE7<br>LEI: 549300EBWPUX52MGF160 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1137543.00   | 0.39%             | 2028-10-20      | Floating      | 11.71%                | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point Clo XX Ltd.                                        | CUSIP: 83611JAG0<br>LEI: 549300RTEBF0FW35D815 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $417199.36    | 0.14%             | 2031-07-26      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | SOUND POINT CLO XXII Ltd.                                      | CUSIP: 83611KAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $893513.80    | 0.31%             | 2032-01-20      | Floating      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO V 2016-1 Ltd.                                         | CUSIP: 87248MAD2<br>LEI: 254900FRG2I3OIEKD552 | Long             | ABS-CBDO         | CORP              | KY        |    688000 | PA      | $602000.00    | 0.21%             | 2031-07-17      | Floating      | 10.54%                | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO I-2 Ltd.                                              | CUSIP: 87248YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1879389.34   | 0.65%             | 2028-04-26      | Floating      | 10.59%                | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO III-2 Ltd.                                            | CUSIP: 87249GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1466460.77   | 0.51%             | 2028-04-20      | Floating      | 10.71%                | Yes           |                  2 | On Loan: No      |
| TICP CLO Ltd                               | TICP CLO XIII Ltd.                                             | CUSIP: 87250BAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $231629.98    | 0.08%             | 2034-04-15      | Floating      | 10.99%                | Yes           |                  2 | On Loan: No      |
| Thayer Park CLO, Ltd.                      | Thayer Park CLO Ltd.                                           | CUSIP: 88330PAG5<br>LEI: 5493000PRLDBEVKBE571 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $805420.30    | 0.28%             | 2034-04-20      | Floating      | 13.68%                | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                         | THL Credit Wind River 2013-2 CLO Ltd.                          | CUSIP: 88432ABC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2058761.97   | 0.71%             | 2030-10-18      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                         | Wind River 2014-3 CLO Ltd.                                     | CUSIP: 88432DBL7<br>LEI: 254900ZK5ODN8CA7YX85 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $651987.83    | 0.22%             | 2031-10-22      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2015-1 Ltd.                                           | CUSIP: 92914NAQ4<br>LEI: 54930085W413OSH6FR69 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $708743.47    | 0.24%             | 2029-01-18      | Floating      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2019-4 Ltd.                                           | CUSIP: 92917UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921806.26    | 0.32%             | 2035-01-15      | Floating      | 11.50%                | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2020-2 Ltd.                                           | CUSIP: 92918JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948958.32    | 0.33%             | 2034-07-19      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2020-3 Ltd.                                           | CUSIP: 92918NAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956413.95    | 0.33%             | 2034-10-20      | Floating      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2022-1 Ltd.                                           | CUSIP: 92919HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $703606.06    | 0.24%             | 2035-04-20      | Floating      | 12.11%                | Yes           |                  2 | On Loan: No      |
| VERTIV GROUP CORP                          | Vertiv Group Corp.                                             | CUSIP: 92537EAC2<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    750000 | PA      | $747937.50    | 0.26%             | 2027-03-02      | Floating      | 2.75%                 | No            |                  2 | On Loan: No      |
| HUDSON RIVER TRADING LLC                   | Hudson River Trading LLC                                       | CUSIP: 44413EAF5<br>LEI: 549300SMOBUC8O5UOE10 | Long             | LON              | CORP              | US        |    750000 | PA      | $730312.50    | 0.25%             | 2028-03-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| PODS LLC                                   | PODS LLC                                                       | CUSIP: 73044EAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746222 | PA      | $730692.79    | 0.25%             | 2028-03-31      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| OCKENFELS GROUP GMBH & C                   | Birkenstock U.S. BidCo, Inc.                                   | CUSIP: 999999999<br>LEI: 5299000ZMFOERHT5OW39 | Long             | LON              | CORP              | US        |    750000 | PA      | $749178.75    | 0.26%             | 2028-04-28      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| WFLD MORTGAGE TRUST                        | WFLD 2014-MONT Mortgage Trust                                  | CUSIP: 92939GAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $410606.54    | 0.14%             | 2031-08-10      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| WESTERN DIGITAL CORP                       | Western Digital Corp.                                          | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |    250000 | PA      | $204073.75    | 0.07%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Worldwide Plaza Trust                      | Worldwide Plaza Trust 2017-WWP                                 | CUSIP: 98162JAQ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $442119.75    | 0.15%             | 2036-11-10      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 2 Ltd.                                            | CUSIP: 98625TAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1169544.19   | 0.40%             | 2031-01-22      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| MAGENTA BUYER LLC                          | Magenta Buyer LLC                                              | CUSIP: 55910RAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493750 | PA      | $434675.28    | 0.15%             | 2028-07-27      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| AI AQUA MERGER SUB INC                     | AI Aqua Merger Sub, Inc.                                       | CUSIP: 00132UAG9<br>LEI: 5493005QMH1D47U26R45 | Long             | LON              | CORP              | US        |    497500 | PA      | $486823.65    | 0.17%             | 2028-07-30      | Floating      | 8.15%                 | No            |                  2 | On Loan: No      |
| EAB GLOBAL INC                             | EAB Global, Inc.                                               | CUSIP: 26835CAC3<br>LEI: 254900WJRUVZKYEF1M36 | Long             | LON              | CORP              | US        |    744361 | PA      | $720749.77    | 0.25%             | 2028-08-16      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| MEDLINE BORROWER LP                        | Medline Borrower LP                                            | CUSIP: 58503UAC7<br>LEI: 254900QT3R363TVK6F09 | Long             | LON              | CORP              | US        |    750000 | PA      | $729633.75    | 0.25%             | 2028-10-21      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTNERS                        | AHP Health Partners, Inc.                                      | CUSIP: 00130MAJ3<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | LON              | CORP              | US        |    746222 | PA      | $741091.39    | 0.26%             | 2028-08-23      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP                     | Pactiv Evergreen Group Holdings, Inc.                          | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |    744347 | PA      | $742392.82    | 0.26%             | 2028-09-24      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| REVERB BUYER INC                           | Reverb Buyer, Inc.                                             | CUSIP: 58462QAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746513 | PA      | $723449.80    | 0.25%             | 2028-11-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| TRAVERSE MIDSTREAM PARTN                   | Traverse Midstream Partners LLC                                | CUSIP: 89435TAB0<br>LEI: 549300DHTM8B2X5QMJ22 | Long             | LON              | CORP              | US        |    923525 | PA      | $925140.88    | 0.32%             | 2024-09-27      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| IVANTI SOFTWARE INC                        | Ivanti Software, Inc.                                          | CUSIP: 46583DAG4<br>LEI: 254900GHAXAYKWDX9F60 | Long             | LON              | CORP              | US        |    641899 | PA      | $534114.84    | 0.18%             | 2027-12-01      | Floating      | 9.01%                 | No            |                  2 | On Loan: No      |
| VISION SOLUTIONS INC                       | Vision Solutions, Inc.                                         | CUSIP: 70477BAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    592500 | PA      | $522288.75    | 0.18%             | 2028-05-28      | Floating      | 8.82%                 | No            |                  2 | On Loan: No      |
| ALLIANT HOLDINGS INTERMEDI                 | Alliant Holdings Intermediate LLC                              | CUSIP: 01881UAJ4<br>LEI: 5493006Q26653NF8SI73 | Long             | LON              | CORP              | US        |    744347 | PA      | $744346.74    | 0.26%             | 2027-11-12      | Floating      | 8.01%                 | No            |                  2 | On Loan: No      |
| HAMILTON PROJECTS ACQUIR                   | Hamilton Projects Acquiror LLC                                 | CUSIP: 14314VAB9<br>LEI: 5493005K6XILIQ2EZY52 | Long             | LON              | CORP              | US        |    680987 | PA      | $680803.02    | 0.23%             | 2027-06-26      | Floating      | 9.23%                 | No            |                  2 | On Loan: No      |
| ALM Loan Funding                           | ALM 2020 Ltd.                                                  | CUSIP: 00166DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $915272.40    | 0.32%             | 2029-10-15      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 9 Ltd.                                            | CUSIP: 37147MAA5<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $946506.10    | 0.33%             | 2034-10-20      | Floating      | 11.66%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman CLO XX Ltd.                                   | CUSIP: 64130UAE2<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $1928295.69   | 0.66%             | 2034-07-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman CLO XXII Ltd.                                 | CUSIP: 64131CAF8<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $912500.00    | 0.31%             | 2030-10-17      | Floating      | 10.85%                | Yes           |                  2 | On Loan: No      |
| NAB HOLDINGS LLC                           | NAB Holdings LLC                                               | CUSIP: 62871NAM7<br>LEI: 549300G4QOYNTNBXSH82 | Long             | LON              | CORP              | US        |    746231 | PA      | $741410.51    | 0.26%             | 2028-11-23      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| DOTDASH MEREDITH INC                       | Dotdash Meredith, Inc.                                         | CUSIP: 25849KAB3<br>LEI: 549300R2AA7U9CJUQO13 | Long             | LON              | CORP              | US        |    746231 | PA      | $635542.69    | 0.22%             | 2028-12-01      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY PARTNERS                    | NextEra Energy Partners LP                                     | CUSIP: 65341BAG1<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |    685000 | PA      | $655202.50    | 0.23%             | 2026-06-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2020-8R Ltd.                                           | CUSIP: 670899AA1<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $472600.20    | 0.16%             | 2032-01-17      | Floating      | 11.79%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2017-14 Ltd.                                           | CUSIP: 67097QAJ4<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $920783.88    | 0.32%             | 2030-11-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners XV             | Octagon Investment Partners XVII Ltd.                          | CUSIP: 67590GBQ1<br>LEI: 54930007Y57X4ONHQV20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1337938.01   | 0.46%             | 2031-01-25      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| ONEDIGITAL BORROWER LLC                    | OneDigital Borrower LLC                                        | CUSIP: 68277FAE9<br>LEI: 2549009GTKWWAO1E9X77 | Long             | LON              | CORP              | US        |    744361 | PA      | $725751.88    | 0.25%             | 2027-11-16      | Floating      | 8.49%                 | No            |                  2 | On Loan: No      |
| PRE-PAID LEGAL SERVICES                    | Pre-Paid Legal Services, Inc.                                  | CUSIP: 74006LAS1<br>LEI: 549300DKH5WJ2J8QU878 | Long             | LON              | CORP              | US        |    744375 | PA      | $733488.52    | 0.25%             | 2028-12-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT L                   | Fertitta Entertainment LLC                                     | CUSIP: 31556PAB3<br>LEI: 984500A0805D8V551D35 | Long             | LON              | CORP              | US        |    744375 | PA      | $736983.36    | 0.25%             | 2029-01-27      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| AP GAMING I LLC                            | AP Gaming I LLC                                                | CUSIP: 00185NAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496250 | PA      | $478052.51    | 0.16%             | 2029-02-15      | Floating      | 8.73%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                   | Oak Hill Credit Partners X-R Ltd.                              | CUSIP: 67707CAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1234690.94   | 0.43%             | 2034-04-20      | Floating      | 9.56%                 | Yes           |                  2 | On Loan: No      |
| OLYMPUS WTR US HLDG CORP                   | Olympus Water U.S. Holding Corp.                               | CUSIP: 681639AB6<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    420000 | PA      | $349099.80    | 0.12%             | 2029-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BCP RENAISSANCE PARENT                     | BCP Renaissance Parent LLC                                     | CUSIP: 05549PAC5<br>LEI: 549300GVXMQFQZDSJR97 | Long             | LON              | CORP              | US        |    744171 | PA      | $744170.97    | 0.26%             | 2026-10-31      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| SCIENTIFIC GAMES INTERNATIO                | Scientific Games International, Inc.                           | CUSIP: 80875AAT8<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | LON              | CORP              | US        |    746250 | PA      | $746514.92    | 0.26%             | 2029-04-14      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2021-3 Ltd.                                 | CUSIP: 77341PAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $875581.72    | 0.30%             | 2034-10-20      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| SCIL IV LLC / SCIL USA H                   | SCIL IV LLC / SCIL USA Holdings LLC                            | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $596589.50    | 0.21%             | 2026-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| BRIGHTVIEW LANDSCAPES                      | Brightview Landscapes LLC                                      | CUSIP: 10801XAH0<br>LEI: 549300OSAEQC89PVOW06 | Long             | LON              | CORP              | US        |    750000 | PA      | $740002.50    | 0.26%             | 2029-04-22      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| BARRACUDA NETWORKS INC                     | Barracuda Networks, Inc.                                       | CUSIP: 06832FAB3<br>LEI: 549300CXGRZWNMPU8080 | Long             | LON              | CORP              | US        |    750000 | PA      | $727770.00    | 0.25%             | 2029-08-15      | Floating      | 8.59%                 | No            |                  2 | On Loan: No      |
| SC GAMES HOLDIN/US FINCO                   | Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc. | CUSIP: 80874DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    775000 | PA      | $691300.00    | 0.24%             | 2030-03-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                      | Sixth Street CLO XVII Ltd.                                     | CUSIP: 83012GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $701590.68    | 0.24%             | 2034-01-20      | Floating      | 11.01%                | Yes           |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                      | Lightstone Holdco LLC                                          | CUSIP: 53226GAK7<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |    706217 | PA      | $629062.94    | 0.22%             | 2027-01-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| LIGHTSTONE HOLDCO LLC                      | Lightstone Holdco LLC                                          | CUSIP: 53226GAL5<br>LEI: 549300VXK6UGDG7H3G98 | Long             | LON              | CORP              | US        |     39943 | PA      | $35579.03     | 0.01%             | 2027-01-30      | Floating      | 10.07%                | No            |                  2 | On Loan: No      |
| CENTRAL PARENT INC                         | Central Parent, Inc.                                           | CUSIP: 15477BAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $749415.00    | 0.26%             | 2029-07-06      | Floating      | 9.08%                 | No            |                  2 | On Loan: No      |
| MAXAR TECHNOLOGIES INC                     | Maxar Technologies, Inc.                                       | CUSIP: 999999999<br>LEI: 549300OEN2G821MIJ922 | Long             | LON              | CORP              | US        |    746250 | PA      | $747701.46    | 0.26%             | 2029-06-14      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMUNICATIONS                   | Univision Communications, Inc.                                 | CUSIP: 914908BD9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | LON              | CORP              | US        |    746250 | PA      | $747182.81    | 0.26%             | 2029-06-24      | Floating      | 8.83%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                | Asurion LLC                                                    | CUSIP: 04649VBB5<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    162311 | PA      | $154132.04    | 0.05%             | 2028-08-19      | Floating      | 8.68%                 | No            |                  2 | On Loan: No      |
| ASSUREDPARTNERS INC                        | AssuredPartners, Inc.                                          | CUSIP: 04621HAU7<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |    748125 | PA      | $749527.73    | 0.26%             | 2027-02-13      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| USI INC/NY                                 | USI, Inc.                                                      | CUSIP: 90351NAJ4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    748125 | PA      | $749153.67    | 0.26%             | 2029-11-22      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| GUGGENHEIM PARTNERS                        | Guggenheim Partners Investment Management Holdings LLC         | CUSIP: 40166KAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497066 | PA      | $497687.81    | 0.17%             | 2029-12-12      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| AHP HEALTH PARTN                           | AHP Health Partners, Inc.                                      | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |    725000 | PA      | $597331.85    | 0.21%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                               | Ares LXII CLO Ltd.                                             | CUSIP: 00192XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1497632.90   | 0.52%             | 2034-01-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                     | Acrisure LLC / Acrisure Finance, Inc.                          | CUSIP: 00489LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    750000 | PA      | $714525.00    | 0.25%             | 2025-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| AIRBNB INC                                 | Airbnb, Inc.                                                   | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    750000 | PA      | $645750.00    | 0.22%             | 2026-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| DCERT BUYER INC                            | Dcert Buyer, Inc.                                              | CUSIP: 24022KAB5<br>LEI: 549300EF826JEEUCHZ67 | Long             | LON              | CORP              | US        |    744260 | PA      | $736761.77    | 0.25%             | 2026-10-16      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                   | Albion Financing 1 SARL / Aggreko Holdings, Inc.               | CUSIP: 013304AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    800000 | PA      | $718976.80    | 0.25%             | 2026-10-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                    | Allegany Park CLO Ltd.                                         | CUSIP: 01714PAJ8<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $866805.86    | 0.30%             | 2035-01-20      | Floating      | 11.04%                | Yes           |                  2 | On Loan: No      |
| INEOS US FINANCE LLC                       | INEOS U.S. Finance LLC                                         | CUSIP: 45672JAK6<br>LEI: 5493008MHJ4R367SNK31 | Long             | LON              | CORP              | US        |    463056 | PA      | $464708.77    | 0.16%             | 2024-03-31      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HOSTESS BRANDS LLC                         | Hostess Brands LLC                                             | CUSIP: 44108HAJ0<br>LEI: 549300SW7FLS4O41LD19 | Long             | LON              | CORP              | US        |    679012 | PA      | $680285.16    | 0.23%             | 2025-08-03      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SURF HOLDINGS LLC                          | Surf Holdings LLC                                              | CUSIP: 86875TAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990540 | PA      | $978336.29    | 0.34%             | 2027-03-05      | Floating      | 8.23%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE HOLDING SA                   | Altice France Holding S.A.                                     | CUSIP: 02156TAA2<br>LEI: 5299000JVHXKJPOE6H40 | Long             | DBT              | CORP              | LU        |    830000 | PA      | $561022.73    | 0.19%             | 2028-02-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN AXLE & MFG INC                    | American Axle & Manufacturing, Inc.                            | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |    530000 | PA      | $437386.21    | 0.15%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AUTOKINITON US HOLDINGS                    | Autokiniton U.S. Holdings, Inc.                                | CUSIP: 05278HAB2<br>LEI: 254900EHNKMJ1OSEZL85 | Long             | LON              | CORP              | US        |    746212 | PA      | $743413.82    | 0.26%             | 2028-04-06      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| UNITED AIRLINES INC                        | United Airlines, Inc.                                          | CUSIP: 90932RAJ3<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | LON              | CORP              | US        |    744318 | PA      | $745706.33    | 0.26%             | 2028-04-21      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| US SILICA CO                               | U.S. Silica Co.                                                | CUSIP: 90343KAR3<br>LEI: 549300LB0THBBEFBXE82 | Long             | LON              | CORP              | US        |    743638 | PA      | $743173.00    | 0.26%             | 2025-05-01      | Floating      | 8.44%                 | No            |                  2 | On Loan: No      |
| KESTREL ACQUISITION LLC                    | Kestrel Acquisition LLC                                        | CUSIP: 49254YAB1<br>LEI: 549300ER0JUHJLPPMH08 | Long             | LON              | CORP              | US        |    758150 | PA      | $740856.21    | 0.26%             | 2025-06-30      | Floating      | 8.64%                 | No            |                  2 | On Loan: No      |
| Anchorage Credit Funding Ltd.              | Anchorage Credit Funding 1 Ltd.                                | CUSIP: 03329RAE8<br>LEI: 5493003H2Z81X25TJR71 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1128329.14   | 0.39%             | 2037-07-28      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                               | Ares XXXVIII CLO Ltd.                                          | CUSIP: 04015UAL2<br>LEI: 6354004TAEXDOTEJZN31 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $594829.16    | 0.20%             | 2030-04-20      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| INSULET CORPORATION                        | Insulet Corp.                                                  | CUSIP: 45784QAB5<br>LEI: 549300TZTYD2PYN92D43 | Long             | LON              | CORP              | US        |    746212 | PA      | $746562.84    | 0.26%             | 2028-05-04      | Floating      | 7.69%                 | No            |                  2 | On Loan: No      |
| SURGERY CENTER HOLDINGS INC                | Surgery Center Holdings, Inc.                                  | CUSIP: 86880NAX1<br>LEI: 54930054EVI5HWPPW113 | Long             | LON              | CORP              | US        |    674379 | PA      | $674000.90    | 0.23%             | 2026-08-31      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| SEVERIN ACQUISITION LLC                    | Severin Acquisition LLC                                        | CUSIP: 81812HAB6<br>LEI: 549300L10R4RABI1ER67 | Long             | LON              | CORP              | US        |    488550 | PA      | $489008.89    | 0.17%             | 2025-08-01      | Floating      | 7.09%                 | No            |                  2 | On Loan: No      |
| GENUINE FINANCIAL HOLING                   | Genuine Financial Holdings LLC                                 | CUSIP: 37190DAF0<br>LEI: 5493008VX60Q72RHI784 | Long             | LON              | CORP              | US        |    745550 | PA      | $741885.84    | 0.26%             | 2025-07-12      | Floating      | 8.33%                 | No            |                  2 | On Loan: No      |
| QUIKRETE HOLDINGS INC                      | Quikrete Holdings, Inc.                                        | CUSIP: 74839XAG4<br>LEI: 5493007KIN86DIZWZT22 | Long             | LON              | CORP              | US        |    746241 | PA      | $744628.72    | 0.26%             | 2029-03-18      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| WHATABRANDS LLC                            | Whatabrands LLC                                                | CUSIP: 96244UAF4<br>LEI: 254900HMMX4HTWIP0085 | Long             | LON              | CORP              | US        |    744361 | PA      | $737978.01    | 0.25%             | 2028-08-03      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                               | Ares XLII Clo Ltd.                                             | CUSIP: 04016LAL1<br>LEI: 5493004S1FMDW7K3MU50 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $839968.23    | 0.29%             | 2028-01-22      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                               | ARES XLIV CLO Ltd.                                             | CUSIP: 04016NAZ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $452652.32    | 0.16%             | 2034-04-15      | Floating      | 11.66%                | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                | Asurion LLC                                                    | CUSIP: 999999999<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    746094 | PA      | $739505.74    | 0.25%             | 2024-11-03      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| DUN & BRADSTREET CORP                      | Dun & Bradstreet Corp.                                         | CUSIP: 26483NAN0<br>LEI: RI37BMPWE56BCJ747E14 | Long             | LON              | CORP              | US        |    746087 | PA      | $745754.89    | 0.26%             | 2026-02-08      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| KRATON PERFORM POLYMERS                    | Kraton Corp.                                                   | CUSIP: 23292DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    746241 | PA      | $744994.38    | 0.26%             | 2029-03-15      | Floating      | 8.04%                 | No            |                  2 | On Loan: No      |
| GREAT OUTDOORS GROUP LLC                   | Great Outdoors Group LLC                                       | CUSIP: 07014QAN1<br>LEI: 549300IYLDI2E8I2AU46 | Long             | LON              | CORP              | US        |    588056 | PA      | $579823.46    | 0.20%             | 2028-03-05      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| Atrium CDO Corp                            | Atrium IX                                                      | CUSIP: 04964KAU5<br>LEI: 549300UTF8S11AHH4P70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $949192.01    | 0.33%             | 2030-05-28      | Floating      | 8.34%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Babson CLO Ltd. 2015-I                                         | CUSIP: 056162AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $921512.69    | 0.32%             | 2031-01-20      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| HYLAND SOFTWARE INC                        | Hyland Software, Inc.                                          | CUSIP: 49908XAT5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744171 | PA      | $743452.85    | 0.26%             | 2024-07-01      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| ALTERRA MOUNTAIN COMPANY                   | Alterra Mountain Co.                                           | CUSIP: 46124CAB3<br>LEI: 549300C5O4FSVNUEI843 | Long             | LON              | CORP              | US        |    744125 | PA      | $744203.46    | 0.26%             | 2024-07-31      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ASCEND LEARNING LLC                        | Ascend Learning LLC                                            | CUSIP: 04349HAK0<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |    744361 | PA      | $711154.96    | 0.25%             | 2028-12-10      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                           | Gates Global LLC                                               | CUSIP: 36740UAX0<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    698250 | PA      | $700121.31    | 0.24%             | 2029-11-16      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| CREATIVE ARTISTS AGENCY LLC                | Creative Artists Agency LLC                                    | CUSIP: 22526WAM0<br>LEI: 5493008FV5TCFL3KHH96 | Long             | LON              | CORP              | US        |    746154 | PA      | $747437.22    | 0.26%             | 2026-11-26      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| IRB HOLDING CORP                           | IRB Holding Corp.                                              | CUSIP: 44988LAF4<br>LEI: 549300HVW4WNWYBXN830 | Long             | LON              | CORP              | US        |    746084 | PA      | $745967.90    | 0.26%             | 2025-02-05      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PLAYTIKA HOLDING CORP                      | Playtika Holding Corp.                                         | CUSIP: 72814CAF5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | LON              | CORP              | US        |    746203 | PA      | $740859.73    | 0.26%             | 2028-03-11      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| CHG HEALTHCARE SERVICES INC                | CHG Healthcare Services, Inc.                                  | CUSIP: 12541HAT0<br>LEI: 54930016Y1HPAVB9PZ54 | Long             | LON              | CORP              | US        |    746222 | PA      | $742445.78    | 0.26%             | 2028-09-30      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2017-I                                        | CUSIP: 06760CAA8<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1324160.98   | 0.46%             | 2029-07-18      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2017-I                                        | CUSIP: 06760CAC4<br>LEI: 549300TE5WUQQTRVZ282 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $807279.70    | 0.28%             | 2029-07-18      | Floating      | 12.24%                | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd                            | Barings CLO Ltd. 2013-I                                        | CUSIP: 06760EAJ5<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $948869.67    | 0.33%             | 2028-01-20      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd                            | Barings CLO Ltd. 2013-I                                        | CUSIP: 06760EAL0<br>LEI: 54930079SUKCXYW8DR07 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $672867.83    | 0.23%             | 2028-01-20      | Floating      | 11.56%                | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd. 2016-II                   | Barings CLO Ltd. 2016-II                                       | CUSIP: 06761CAS8<br>LEI: 549300Z33CTC4YAKLT16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $949898.90    | 0.33%             | 2032-01-20      | Floating      | 7.96%                 | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                             | Barings CLO Ltd. 2020-I                                        | CUSIP: 06762MAE6<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $896968.91    | 0.31%             | 2036-10-15      | Floating      | 11.44%                | Yes           |                  2 | On Loan: No      |
| Battalion CLO LTD                          | Battalion CLO X Ltd.                                           | CUSIP: 07132JBJ2<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $454265.50    | 0.16%             | 2035-01-25      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                    | Victoria's Secret & Co.                                        | CUSIP: 999999999<br>LEI: 5493006T3O70U3UWVF17 | N/A              | DE               |  | US        |       530 | NC      | $19875.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bean Creek CLO LTD                         | Bean Creek CLO Ltd.                                            | CUSIP: 07378WAW8<br>LEI: 635400STD6UUTEW5KM07 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $933197.90    | 0.32%             | 2031-04-20      | Floating      | 7.56%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners Clo XII Ltd.                           | CUSIP: 08179HAD2<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $974420.95    | 0.34%             | 2030-10-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners Clo XII Ltd.                           | CUSIP: 08179JAA4<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $866552.19    | 0.30%             | 2030-10-15      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO II Ltd.                            | CUSIP: 08179XAU9<br>LEI: 549300PVYNJC7QL0GC48 | Long             | ABS-CBDO         | CORP              | KY        |    805000 | PA      | $795029.41    | 0.27%             | 2029-07-15      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO III Ltd.                           | CUSIP: 08180GAG4<br>LEI: 549300Y1V90IQ456QX97 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $896508.85    | 0.31%             | 2029-07-20      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XIV Ltd.                           | CUSIP: 08181NAA1<br>LEI: 5493008E17UEFI73RC63 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1080915.87   | 0.37%             | 2031-04-20      | Floating      | 10.16%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XVII Ltd.                          | CUSIP: 08182AAE0<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $466362.63    | 0.16%             | 2032-07-15      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XVIII Ltd.                         | CUSIP: 08186PAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955008.27    | 0.33%             | 2034-10-15      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XVIII Ltd.                         | CUSIP: 08186QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $922349.18    | 0.32%             | 2034-10-15      | Floating      | 11.54%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XXI Ltd.                           | CUSIP: 08186RAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1212632.26   | 0.42%             | 2034-10-15      | Floating      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XXI Ltd.                           | CUSIP: 08186TAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1406975.46   | 0.48%             | 2034-10-15      | Floating      | 11.49%                | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt             | Benefit Street Partners CLO XXV Ltd.                           | CUSIP: 08187AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1181710.45   | 0.41%             | 2035-01-15      | Floating      | 11.64%                | Yes           |                  2 | On Loan: No      |
| BLACK KNIGHT INFOSERV LL                   | Black Knight InfoServ LLC                                      | CUSIP: 092174AA9<br>LEI: 549300H5PS5C68DAUX66 | Long             | DBT              | CORP              | US        |    750000 | PA      | $668055.00    | 0.23%             | 2028-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                       | BlueMountain CLO XXIX Ltd.                                     | CUSIP: 09630KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $971619.01    | 0.33%             | 2034-07-25      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| BOXER PARENT CO INC                        | Boxer Parent Co., Inc.                                         | CUSIP: 103186AC6<br>LEI: 5493006T045HLTF7YX04 | Long             | DBT              | CORP              | US        |    625000 | PA      | $595068.75    | 0.21%             | 2026-03-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2013-IV Ltd.                                      | CUSIP: 12549FBR9<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1394721.83   | 0.48%             | 2031-04-27      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2013-IV Ltd.                                      | CUSIP: 12549HAJ4<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $873760.37    | 0.30%             | 2031-04-27      | Floating      | 10.26%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2015-III Ltd.                                     | CUSIP: 12550HAG6<br>LEI: 549300UDPJ30BQP2HX62 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1717710.23   | 0.59%             | 2029-04-19      | Floating      | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2017-I Ltd.                                       | CUSIP: 12551AAJ4<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    839000 | PA      | $818535.76    | 0.28%             | 2029-04-23      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2012-II-R Ltd.                                    | CUSIP: 12551QAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $962646.13    | 0.33%             | 2028-01-20      | Floating      | 10.26%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2018-III Ltd.                                     | CUSIP: 12552BAA0<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $438000.40    | 0.15%             | 2031-07-18      | Floating      | 10.29%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2019-II Ltd.                                      | CUSIP: 12554FAE1<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $913668.52    | 0.31%             | 2034-04-17      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2019-V Ltd.                                       | CUSIP: 12555GAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $467220.62    | 0.16%             | 2035-01-15      | Floating      | 11.57%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2021-III Ltd.                                     | CUSIP: 12565BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $920495.00    | 0.32%             | 2036-07-15      | Floating      | 11.19%                | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd                             | Annisa CLO Ltd. 2016-2                                         | CUSIP: 036011AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $711578.20    | 0.25%             | 2031-07-20      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                 | Apidos CLO XXVIII                                              | CUSIP: 03766YAA1<br>LEI: 549300QCAOUF4OXOI275 | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $821894.46    | 0.28%             | 2031-01-20      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| ARDAGH PKG FIN/HLDGS USA                   | Ardagh Packaging Finance PLC / Ardagh Holdings USA, Inc.       | CUSIP: 03969AAP5<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    600000 | PA      | $492228.00    | 0.17%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                             | CVR Energy, Inc.                                               | CUSIP: 12662PAB4<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |    400000 | PA      | $386432.00    | 0.13%             | 2025-02-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Clear Creek CLO Ltd                        | Clear Creek CLO                                                | CUSIP: 18452LAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $924637.09    | 0.32%             | 2030-10-20      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit             | Bain Capital Credit CLO 2021-7 Ltd.                            | CUSIP: 05682NAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $933894.37    | 0.32%             | 2035-01-22      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit             | Bain Capital Credit CLO 2018-1                                 | CUSIP: 05683LAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $465437.34    | 0.16%             | 2031-04-23      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                              | Ballyrock CLO 2019-1 Ltd.                                      | CUSIP: 05875JAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $954067.58    | 0.33%             | 2032-07-15      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                              | Ballyrock CLO 2019-1 Ltd.                                      | CUSIP: 05875KAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $706181.91    | 0.24%             | 2032-07-15      | Floating      | 11.54%                | Yes           |                  2 | On Loan: No      |
| VanEck Oil Services ETF                    | VanEck Oil Services ETF                                        | CUSIP: 999999999<br>LEI: 549300WSDUDKDJCJOV22 | N/A              | DE               |  | US        |        42 | NC      | $42840.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/05/2023   / | EUR FORWARD PALMER CONTRACT 04/05/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1000000 | OU      | $-1091386.39  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                              | Ballyrock CLO 2019-2 Ltd.                                      | CUSIP: 05875MAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1434327.42   | 0.49%             | 2030-11-20      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock Ltd                              | Ballyrock CLO 23 Ltd.                                          | CUSIP: 05875RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1100000 | PA      | $1094521.73   | 0.38%             | 2036-04-25      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| CABLE ONE INC                              | Cable One, Inc.                                                | CUSIP: 12685JAG0<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |    800000 | PA      | $618800.00    | 0.21%             | 2028-03-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                     | Canyon Capital CLO 2014-1 Ltd.                                 | CUSIP: 13875LAU2<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $456198.04    | 0.16%             | 2031-01-30      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 12/07/2023   / | EUR FORWARD PALMER CONTRACT 12/07/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1218750 | OU      | $-1348318.13  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/11/2023   / | EUR FORWARD PALMER CONTRACT 04/11/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -902500 | OU      | $-985332.53   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle Global Market Strategies CLO 2014-1 Ltd.               | CUSIP: 14310MBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $670002.24    | 0.23%             | 2031-04-17      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle Global Market Strategies CLO 2014-2R Ltd.              | CUSIP: 14314LAL9<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1345356.31   | 0.46%             | 2031-05-15      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                           | CIFC Funding 2016-I Ltd.                                       | CUSIP: 17180TBJ0<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $955354.66    | 0.33%             | 2031-10-21      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 01/25/2024   / | EUR FORWARD PALMER CONTRACT 01/25/2024   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1500000 | OU      | $-1664094.20  | -0.57%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/12/2023   / | EUR FORWARD PALMER CONTRACT 04/12/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -857500 | OU      | $-936258.82   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 86 CLO Ltd.                                             | CUSIP: 26246AAC0<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $2418337.19   | 0.83%             | 2030-07-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 02/03/2023   / | EUR FORWARD PALMER CONTRACT 02/03/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -8000000 | OU      | $-8699084.53  | -3.00%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 03/14/2023   / | EUR FORWARD PALMER CONTRACT 03/14/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1750000 | OU      | $-1907625.16  | -0.66%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/18/2023   / | EUR FORWARD PALMER CONTRACT 04/18/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1000000 | OU      | $-1092242.16  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 09/18/2023   / | EUR FORWARD PALMER CONTRACT 09/18/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -980000 | OU      | $-1079287.89  | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 30 Senior Loan Fund                                     | CUSIP: 26249BAW1<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2297076.07   | 0.79%             | 2028-11-15      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 30 Senior Loan Fund                                     | CUSIP: 26249BBA8<br>LEI: 549300AS2O1RYPD2ED41 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $781418.53    | 0.27%             | 2028-11-15      | Floating      | 11.86%                | Yes           |                  2 | On Loan: No      |
| VanEck Oil Services ETF                    | VanEck Oil Services ETF                                        | CUSIP: 999999999<br>LEI: 549300WSDUDKDJCJOV22 | N/A              | DE               |  | US        |        66 | NC      | $38610.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Crestline Denali CLO XVI, Ltd.             | Crestline Denali CLO XVI Ltd.                                  | CUSIP: 22615EAG5<br>LEI: 2549008AB2W065F6TK51 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $644809.91    | 0.22%             | 2030-01-20      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 38 Senior Loan Fund                                     | CUSIP: 26249QAY4<br>LEI: 549300ARO9JRDQL4OE07 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1218677.90   | 0.42%             | 2030-07-15      | Floating      | 7.79%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 65 CLO Ltd.                                             | CUSIP: 26251YAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $698233.54    | 0.24%             | 2030-07-18      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 77 CLO Ltd.                                             | CUSIP: 26252YAE5<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $841144.68    | 0.29%             | 2034-05-20      | Floating      | 10.55%                | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 77 CLO Ltd.                                             | CUSIP: 26252YAG0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $778170.54    | 0.27%             | 2034-05-20      | Floating      | 12.27%                | Yes           |                  2 | On Loan: No      |
| Crestline Denali CLO XIV, LTD              | Crestline Denali CLO XIV Ltd.                                  | CUSIP: 22615MAU6<br>LEI: 549300SBJ7CCHEFNE215 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $855099.98    | 0.29%             | 2031-10-23      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Crestline Denali CLO XV, Ltd.              | Crestline Denali CLO XV Ltd.                                   | CUSIP: 22616CAG8<br>LEI: 254900I3X14OTGXOC969 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1066197.72   | 0.37%             | 2030-04-20      | Floating      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2013-1 Ltd.                                    | CUSIP: 27830CAJ1<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1420262.66   | 0.49%             | 2034-01-15      | Floating      | 11.59%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance Clo 2015-1 Ltd.                                    | CUSIP: 27830KBA1<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |   1075000 | PA      | $984394.81    | 0.34%             | 2030-01-20      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| DBUBS Mortgage Trust                       | DBUBS 2011-LC3 Mortgage Trust                                  | CUSIP: 23305YAW9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    203000 | PA      | $192837.41    | 0.07%             | 2044-05-10      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Denali Capital CLO XII LTD                 | Denali Capital Clo XII Ltd.                                    | CUSIP: 24824TAW0<br>LEI: 549300X36LAD54U6O618 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $845065.16    | 0.29%             | 2031-04-15      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 57 Clo Ltd.                                             | CUSIP: 26243KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    995000 | PA      | $904238.34    | 0.31%             | 2031-05-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 57 Clo Ltd.                                             | CUSIP: 26243KAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    330000 | PA      | $281322.32    | 0.10%             | 2031-05-15      | Floating      | 9.81%                 | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                    | Dryden 45 Senior Loan Fund                                     | CUSIP: 26244MAU6<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $713632.14    | 0.25%             | 2030-10-15      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                      | Genesis Energy LP / Genesis Energy Finance Corp.               | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    418000 | PA      | $425310.82    | 0.15%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                           | Getty Images, Inc.                                             | CUSIP: 374276AJ2<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |    600000 | PA      | $595383.00    | 0.21%             | 2027-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Opportunities              | GoldenTree Loan Opportunities IX Ltd.                          | CUSIP: 38123GAG1<br>LEI: 549300IOBSI2NBFBJX90 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1382848.37   | 0.48%             | 2029-10-29      | Floating      | 10.46%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance Clo 2015-1 Ltd.                                    | CUSIP: 27830LAC6<br>LEI: 5493008YP5U5LTXAO749 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $740644.29    | 0.26%             | 2030-01-20      | Floating      | 10.41%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2020-2 Ltd.                                    | CUSIP: 27830RAE9<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $925542.05    | 0.32%             | 2035-01-15      | Floating      | 11.29%                | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US              | Goldentree Loan Management U.S. Clo 8 Ltd.                     | CUSIP: 38136QAG4<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $452120.26    | 0.16%             | 2034-10-20      | Floating      | 10.96%                | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Opportunities              | Goldentree Loan Opportunities XII Ltd.                         | CUSIP: 38137TAD4<br>LEI: 5493004WVEVHIF701522 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1351208.25   | 0.47%             | 2030-07-21      | Floating      | 10.22%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2014-1R Ltd.                                   | CUSIP: 27830UAA0<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $440538.32    | 0.15%             | 2030-07-15      | Floating      | 10.49%                | Yes           |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                        | Eaton Vance CLO 2018-1 Ltd.                                    | CUSIP: 27831BAJ2<br>LEI: 549300R0C8KS2AMEHL81 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1177450.37   | 0.41%             | 2030-10-15      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US              | Goldentree Loan Management U.S. Clo 7 Ltd.                     | CUSIP: 38138MAG1<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $785147.95    | 0.27%             | 2034-04-20      | Floating      | 12.56%                | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US              | Goldentree Loan Management U.S. Clo 10 Ltd.                    | CUSIP: 38138UAC2<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $589209.33    | 0.20%             | 2034-07-20      | Floating      | 12.60%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                        | Elmwood CLO II Ltd.                                            | CUSIP: 29001LAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $945595.37    | 0.33%             | 2034-04-20      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                        | Elmwood CLO III Ltd.                                           | CUSIP: 29002JAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $479496.56    | 0.17%             | 2034-10-20      | Floating      | 12.55%                | Yes           |                  2 | On Loan: No      |
| GUITAR CENTER INC                          | Guitar Center, Inc.                                            | CUSIP: 40204BAA3<br>LEI: N/A                  | Short            | DBT              | CORP              | US        |   -750000 | PA      | $-655946.25   | -0.23%            | 2026-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                            | Invesco CLO 2022-3 Ltd.                                        | CUSIP: 46146VAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $997244.15    | 0.34%             | 2035-10-22      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/12/2023   / | EUR FORWARD PALMER CONTRACT 04/12/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1355625 | OU      | $-1480135.12  | -0.51%            |  |  |  | No            |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 02/22/2023   / | EUR FORWARD PALMER CONTRACT 02/22/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |   -641000 | OU      | $-697797.46   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XII Ltd.                                             | CUSIP: 55953GCJ2<br>LEI: 549300Z6VW568TT64K70 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $903938.15    | 0.31%             | 2031-10-15      | Floating      | 12.74%                | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XVI Ltd.                                             | CUSIP: 55953PAG0<br>LEI: 549300Z3WHVYABE20I45 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $472935.49    | 0.16%             | 2028-01-18      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 03/14/2023   / | EUR FORWARD PALMER CONTRACT 03/14/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1000000 | OU      | $-1090071.52  | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                        | 522 Funding CLO 2019-5 Ltd.                                    | CUSIP: 33829UAA1<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1327499.99   | 0.46%             | 2035-04-15      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XVIII Ltd.                                           | CUSIP: 55954AAE7<br>LEI: 549300BDVLRWS2SODX97 | Long             | ABS-CBDO         | CORP              | KY        |    875000 | PA      | $783147.99    | 0.27%             | 2028-11-15      | Floating      | 9.86%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XXII Ltd.                                            | CUSIP: 55954DAE1<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $936057.15    | 0.32%             | 2031-04-15      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                       | Signal Peak CLO 4 Ltd.                                         | CUSIP: 56846YAE5<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |   5121212 | PA      | $2260373.41   | 0.78%             | 2034-10-26      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO             | Morgan Stanley Eaton Vance Clo 2022-18 Ltd.                    | CUSIP: 617925AA0<br>LEI: 549300O0I1STG733YG49 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $979418.78    | 0.34%             | 2035-10-20      | Floating      | 12.34%                | Yes           |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                          | Mountain View Clo XIV Ltd.                                     | CUSIP: 62432MAW9<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $736819.27    | 0.25%             | 2034-10-15      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM VIII Ltd.                                                 | CUSIP: 67107HAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1301388.90   | 0.45%             | 2029-10-17      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                        | 522 Funding CLO 2020-6 Ltd.                                    | CUSIP: 33835BAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $798089.14    | 0.28%             | 2034-10-23      | Floating      | 12.86%                | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                        | ASSURANT CLO I Ltd.                                            | CUSIP: 33835QAA2<br>LEI: 635400A6LSLGJQHVOZ36 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $901290.14    | 0.31%             | 2034-10-20      | Floating      | 12.01%                | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM VI Ltd.                                                   | CUSIP: 67108LBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1646713.67   | 0.57%             | 2031-04-17      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM XVI Ltd.                                                  | CUSIP: 67111KAG5<br>LEI: 54930042UBEHLEPQ4B17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $931323.37    | 0.32%             | 2030-05-16      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM XXII Ltd.                                                 | CUSIP: 67111VAJ5<br>LEI: 549300SDDOLWC85Q9Q65 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1100806.51   | 0.38%             | 2031-01-17      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| OZLM Ltd                                   | OZLM XX Ltd.                                                   | CUSIP: 67112MAG0<br>LEI: 549300ROA1URR67W0G46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $903330.83    | 0.31%             | 2031-04-20      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron Clo 17 Ltd.                                           | CUSIP: 33882FAB6<br>LEI: 549300ZUHE1G4KLVKW25 | Long             | ABS-CBDO         | CORP              | KY        |   5425000 | PA      | $2441468.76   | 0.84%             | 2030-05-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 18 Ltd.                                           | CUSIP: 33883HAC9<br>LEI: 5493008L4GGS612L9S27 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $1583626.01   | 0.55%             | 2031-04-17      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP Clo 2019-17 Ltd.                                           | CUSIP: 67113MAE4<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $916548.62    | 0.32%             | 2032-07-20      | Floating      | 11.31%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2021-22 Ltd.                                           | CUSIP: 67117TAG0<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $926409.55    | 0.32%             | 2034-12-02      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 20 Ltd.                                           | CUSIP: 33883MAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $967791.05    | 0.33%             | 2033-11-20      | Floating      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 20 Ltd.                                           | CUSIP: 33883NAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1731311.30   | 0.60%             | 2033-11-20      | Floating      | 12.53%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2021-22 Ltd.                                           | CUSIP: 67118JAA4<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $912681.56    | 0.31%             | 2034-12-02      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2020-18 Ltd.                                           | CUSIP: 67570TAG0<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1172585.78   | 0.40%             | 2032-07-20      | Floating      | 11.24%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42             | Octagon Investment Partners 42 Ltd.                            | CUSIP: 67576RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $439426.02    | 0.15%             | 2034-07-15      | Floating      | 11.54%                | Yes           |                  2 | On Loan: No      |
| Post CLO LTD                               | Post CLO 2022-1 Ltd.                                           | CUSIP: 73743AAA4<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1345914.67   | 0.46%             | 2035-04-20      | Floating      | 11.39%                | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron RR CLO 22 LLC                                         | CUSIP: 33883QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $702580.69    | 0.24%             | 2034-10-15      | Floating      | 10.99%                | Yes           |                  2 | On Loan: No      |
| Flatiron CLO Ltd                           | Flatiron CLO 21 Ltd.                                           | CUSIP: 33883TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $705112.57    | 0.24%             | 2034-07-19      | Floating      | 10.80%                | Yes           |                  2 | On Loan: No      |
| Regatta XV Funding Ltd.                    | Regatta XV Funding Ltd.                                        | CUSIP: 75888PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    812500 | PA      | $719410.36    | 0.25%             | 2031-10-25      | Floating      | 11.32%                | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                     | Rockford Tower CLO 2020-1 Ltd.                                 | CUSIP: 77341HAA6<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1331767.28   | 0.46%             | 2032-01-20      | Floating      | 11.71%                | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy XXIII CLO Ltd.                                          | CUSIP: 36319WAA7<br>LEI: 5493001X8XC4DMSYH466 | Long             | ABS-CBDO         | CORP              | KY        |   1320000 | PA      | $1217351.51   | 0.42%             | 2029-04-24      | Floating      | 10.97%                | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy Xxiv Clo Ltd.                                           | CUSIP: 36321BAD3<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $929386.06    | 0.32%             | 2031-01-15      | Floating      | 7.24%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point Clo XIV Ltd.                                       | CUSIP: 83609NAN0<br>LEI: 549300TT7IR66ASPWY89 | Long             | ABS-CBDO         | CORP              | KY        |    901268 | PA      | $898113.96    | 0.31%             | 2029-01-23      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO LTD                        | Sound Point CLO XXIV                                           | CUSIP: 83614NAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $826906.86    | 0.28%             | 2034-10-25      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| SMYRNA READY MIX CONCRET                   | Smyrna Ready Mix Concrete LLC                                  | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |    625000 | PA      | $571428.13    | 0.20%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2013-1 Ltd.                                           | CUSIP: 92917CAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $434760.69    | 0.15%             | 2030-10-15      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Galaxy CLO Ltd                             | Galaxy Xxiv Clo Ltd.                                           | CUSIP: 36321CAA7<br>LEI: 6354006LLTU5DRVJLQ86 | Long             | ABS-CBDO         | CORP              | KY        |   1125000 | PA      | $1013020.89   | 0.35%             | 2031-01-15      | Floating      | 10.29%                | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIX Ltd.                                  | CUSIP: 55819RAJ4<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $847129.18    | 0.29%             | 2028-01-22      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman Loan Advisers CLO 27 Ltd.                     | CUSIP: 64131UAA9<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $907911.71    | 0.31%             | 2030-01-15      | Floating      | 9.99%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                   | Neuberger Berman Loan Advisers CLO 36 Ltd.                     | CUSIP: 64133JAL8<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $949890.25    | 0.33%             | 2033-04-20      | Floating      | 11.56%                | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2022-3 Ltd.                                           | CUSIP: 92919WAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $978502.74    | 0.34%             | 2034-10-20      | Floating      | 12.61%                | Yes           |                  2 | On Loan: No      |
| York CLO Ltd                               | York CLO 1 Ltd.                                                | CUSIP: 986254AE0<br>LEI: 549300EJZ6JIZVXIHF06 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1121557.71   | 0.39%             | 2029-10-22      | Floating      | 10.40%                | Yes           |                  2 | On Loan: No      |
| New Mountain CLO Ltd                       | New Mountain CLO 3 Ltd.                                        | CUSIP: 647549AA2<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $959497.04    | 0.33%             | 2034-10-20      | Floating      | 11.41%                | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd                     | New Mountain CLO 2 Ltd.                                        | CUSIP: 64754KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1175000 | PA      | $1129813.79   | 0.39%             | 2034-04-15      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| Dartry Park CLO                            | Dartry Park CLO DAC                                            | CUSIP: BCC2QW7N0<br>LEI: 549300EK539GMKPB1K76 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $1746038.89   | 0.60%             | 2034-01-28      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| AMER ROCK SALT CO LLC                      | American Rock Salt Co. LLC                                     | CUSIP: 02932JAS6<br>LEI: 549300FBKBNV4GSVVR46 | Long             | LON              | CORP              | US        |    500000 | PA      | $480000.00    | 0.17%             | 2029-06-11      | Floating      | 11.82%                | No            |                  2 | On Loan: No      |
| RED PLANET BORROWER LLC                    | Red Planet Borrower LLC                                        | CUSIP: 57165KAB2<br>LEI: 254900LGTHBRY5NA0C90 | Long             | LON              | CORP              | US        |    742481 | PA      | $494017.29    | 0.17%             | 2028-09-30      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| QUEST SOFTWARE INC                         | Quest Software, Inc.                                           | CUSIP: BL3833367<br>LEI: 549300LMV4JEXTGLE324 | Long             | LON              | CORP              | US        |    500000 | PA      | $328332.50    | 0.11%             | 2030-02-01      | Floating      | 12.33%                | No            |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd                     | New Mountain CLO 1 Ltd.                                        | CUSIP: 64755AAE0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1466507.72   | 0.51%             | 2034-10-15      | Floating      | 11.47%                | Yes           |                  2 | On Loan: No      |
| Newark BSL CLO 2 Ltd.                      | Newark BSL CLO 2 Ltd.                                          | CUSIP: 65023PAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1165625.00   | 0.40%             | 2030-07-25      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| LSF9 ATLANTIS HOLDINGS L                   | LSF9 Atlantis Holdings LLC                                     | CUSIP: 50226BAH1<br>LEI: 549300KWDYQKQSF0MQ18 | Long             | LON              | CORP              | US        |    592500 | PA      | $581390.63    | 0.20%             | 2029-03-31      | Floating      | 10.80%                | No            |                  2 | On Loan: No      |
| ZF FINANCE GMBH                            | ZF Finance GmbH                                                | CUSIP: 999999999<br>LEI: 5493001N9T6QDCCXB426 | Long             | DBT              | CORP              | DE        |    800000 | PA      | $748330.51    | 0.26%             | 2027-05-06      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2016-12 Ltd.                                           | CUSIP: 67092TAG9<br>LEI: 254900U8BS6KLMI9K654 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $926592.28    | 0.32%             | 2033-04-18      | Floating      | 11.78%                | Yes           |                  2 | On Loan: No      |
| OSD CLO 2021-23 Ltd                        | OSD CLO 2021-23 Ltd.                                           | CUSIP: 671025AA2<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $871750.51    | 0.30%             | 2031-04-17      | Floating      | 10.79%                | Yes           |                  2 | On Loan: No      |
| GLOBAL SWITCH FINANCE                      | Global Switch Finance B.V.                                     | CUSIP: 999999999<br>LEI: 635400GVJAKOJNEUMF33 | Long             | DBT              | CORP              | NL        |    665000 | PA      | $609620.93    | 0.21%             | 2030-10-07      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| KAIXO BONDCO TELECOM SA                    | Kaixo Bondco Telecom S.A.                                      | CUSIP: 999999999<br>LEI: 959800ULWB3MZHZ69055 | Long             | DBT              | CORP              | ES        |   1000000 | PA      | $944063.93    | 0.33%             | 2029-09-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                | OCP CLO 2014-5 Ltd.                                            | CUSIP: 67102SAS3<br>LEI: 254900NXH68CRC058O44 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1377591.33   | 0.47%             | 2031-04-26      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 47             | Octagon Investment Partners 47 Ltd.                            | CUSIP: 67576YAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $666677.48    | 0.23%             | 2034-07-20      | Floating      | 11.06%                | Yes           |                  2 | On Loan: No      |
| WP/AP TELECOM HOLDINGS                     | Wp/ap Telecom Holdings III B.V.                                | CUSIP: 999999999<br>LEI: 724500FOAL1MNGOJKP07 | Long             | DBT              | CORP              | NL        |    300000 | PA      | $274269.41    | 0.09%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OI EUROPEAN GROUP BV                       | OI European Group B.V.                                         | CUSIP: 999999999<br>LEI: 72450053F5WRDY8CDZ66 | Long             | DBT              | CORP              | NL        |    200000 | PA      | $211906.07    | 0.07%             | 2024-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| EURO CURRENCY  /                           | EURO CURRENCY  /                                               | CUSIP: 999999999<br>LEI: N/A                  | Short            | STIV             |  | XX        |     -9505 | OU      | $-10333.31    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity Treasury Portfolio                | Fidelity Treasury Portfolio - Class I                          | CUSIP: 316175504<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  17209977 | PA      | $17209977.25  | 5.93%             |  |  |  | No            |                  1 | On Loan: No      |
| SL Green Realty Corp                       | SL Green Realty Corp. - REIT                                   | CUSIP: 78440X887<br>LEI: 549300VQZPJU97H3GT17 | Long             |  | CORP              | US        |      6869 | NS      | $282659.35    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Vornado Realty Trust                       | Vornado Realty Trust - REIT                                    | CUSIP: 929042109<br>LEI: N/A                  | Long             |  | CORP              | US        |     10700 | NS      | $260973.00    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Shackleton CLO LTD                         | Shackleton 2013-IV-R CLO Ltd.                                  | CUSIP: 81882HAG0<br>LEI: 5493000LHXWSIZGUY418 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $900509.41    | 0.31%             | 2031-04-13      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                  | Block, Inc.                                                    | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |    800000 | PA      | $677600.00    | 0.23%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate Clo 11 Ltd.                                           | CUSIP: 37149HAG1<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000039.50   | 0.69%             | 2035-04-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Opportunities              | Goldentree Loan Opportunities XI Ltd.                          | CUSIP: 38137JBJ2<br>LEI: 549300ZH5R2TCUAYC824 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $790046.56    | 0.27%             | 2031-01-18      | Floating      | 11.24%                | Yes           |                  2 | On Loan: No      |
| Greenwood Park CLO, Ltd                    | Greenwood Park CLO Ltd.                                        | CUSIP: 39729TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $417237.47    | 0.14%             | 2031-04-15      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| Grippen Park CLO LTD                       | Grippen Park CLO Ltd.                                          | CUSIP: 39862DAA4<br>LEI: 549300P7KR0IARP7PG22 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $879730.98    | 0.30%             | 2030-01-20      | Floating      | 10.51%                | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/12/2023   / | EUR FORWARD PALMER CONTRACT 04/12/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -2000000 | OU      | $-2183694.04  | -0.75%            |  |  |  | No            |                  2 | On Loan: No      |
| HPS Loan Management 6-2015, Lt             | HPS Loan Management 6-2015 Ltd.                                | CUSIP: 40436KAL9<br>LEI: 549300OYG05TXUTUVD98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1326244.06   | 0.46%             | 2031-02-05      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 3-2014                              | CUSIP: 40436XAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $804974.97    | 0.28%             | 2029-07-18      | Floating      | 8.39%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 12-2018 Ltd.                        | CUSIP: 40437CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1860000 | PA      | $1611244.88   | 0.56%             | 2031-07-18      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd             | Highbridge Loan Management 12-2018 Ltd.                        | CUSIP: 40437CAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $1345767.15   | 0.46%             | 2031-07-18      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 8-2016, LT             | HPS Loan Management 8-2016 Ltd.                                | CUSIP: 40437JAA5<br>LEI: 54930040W4QDWLO30S73 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $421870.02    | 0.15%             | 2030-07-20      | Floating      | 10.31%                | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                            | Invesco U.S. CLO 2023-1 Ltd.                                   | CUSIP: 46146KAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1470029.63   | 0.51%             | 2035-04-22      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Jay Park CLO, Ltd.                         | Jay Park CLO Ltd.                                              | CUSIP: 47206WAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $916503.28    | 0.32%             | 2027-10-20      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                      | KKR CLO 13 Ltd.                                                | CUSIP: 48250XAJ2<br>LEI: 635400ZS4BDP68TETX94 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $719471.42    | 0.25%             | 2028-01-16      | Floating      | 9.74%                 | Yes           |                  2 | On Loan: No      |
| EUR FORWARD PALMER CONTRACT 04/12/2023   / | EUR FORWARD PALMER CONTRACT 04/12/2023   /                     | CUSIP: 999999999<br>LEI: N/A                  | N/A              | DFE              |  | XX        |  -1282500 | OU      | $-1400293.80  | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                        | LCM XVIII LP                                                   | CUSIP: 50188GAW3<br>LEI: 549300PYL1KC7BYM8G75 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $680092.60    | 0.23%             | 2031-04-20      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| LIBERTY LATIN AMERICA                      | Liberty Latin America Ltd.                                     | CUSIP: 53069QAB5<br>LEI: 213800YWQHEAX7CAVO83 | Long             | DBT              | CORP              | BM        |    550000 | PA      | $506687.50    | 0.17%             | 2024-07-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                              | Life Time, Inc.                                                | CUSIP: 53190FAC9<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |    300000 | PA      | $291750.00    | 0.10%             | 2026-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LIONS GATE CAPITAL HOLD                    | Lions Gate Capital Holdings LLC                                | CUSIP: 53627NAE1<br>LEI: 549300MWJHNLR35C0837 | Long             | DBT              | CORP              | US        |    650000 | PA      | $423423.00    | 0.15%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIII Ltd.                                 | CUSIP: 55818NAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1868920.43   | 0.64%             | 2030-04-19      | Floating      | 10.55%                | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIII Ltd.                                 | CUSIP: 55818NAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $888690.55    | 0.31%             | 2030-04-19      | Floating      | 12.75%                | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIX Ltd.                                  | CUSIP: 55819QAL1<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1189476.71   | 0.41%             | 2028-01-22      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XIX Ltd.                                  | CUSIP: 55819RAG0<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $898122.34    | 0.31%             | 2028-01-22      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                   | Madison Park Funding XXVI Ltd.                                 | CUSIP: 55819YAG5<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1638447.70   | 0.56%             | 2030-07-29      | Floating      | 7.80%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite VII Ltd.                                             | CUSIP: 55952XAG4<br>LEI: 549300B54XJTQC6DWJ15 | Long             | ABS-CBDO         | CORP              | KY        |   2150000 | PA      | $1922033.06   | 0.66%             | 2028-01-15      | Floating      | 9.29%                 | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite VIII Ltd.                                            | CUSIP: 55953AAN8<br>LEI: 549300NJNSVWVLHGRY73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $912984.11    | 0.31%             | 2031-04-15      | Floating      | 10.44%                | Yes           |                  2 | On Loan: No      |
| Magnetite CLO Ltd                          | Magnetite XIV-R Ltd.                                           | CUSIP: 55954MAC5<br>LEI: 549300XD71H6EU9N2I97 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1225529.68   | 0.42%             | 2031-10-18      | Floating      | 12.72%                | Yes           |                  2 | On Loan: No      |
| MRT MID PART/MRT MID FIN                   | Martin Midstream Partners LP / Martin Midstream Finance Corp.  | CUSIP: 573334AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    650000 | PA      | $630500.00    | 0.22%             | 2028-02-15      | Fixed         | 11.50%                | Yes           |                  2 | On Loan: No      |
| MCAFEE CORP                                | McAfee Corp.                                                   | CUSIP: 579063AB4<br>LEI: 2549009UKR8UEZYVCR93 | Long             | DBT              | CORP              | US        |    750000 | PA      | $624035.25    | 0.22%             | 2030-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Milos CLO, LTD                             | Milos CLO Ltd.                                                 | CUSIP: 60162QAC4<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $708558.94    | 0.24%             | 2030-10-20      | Floating      | 10.96%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO             | Morgan Stanley Eaton Vance Clo 2021-1 Ltd.                     | CUSIP: 61773LAA8<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $889400.66    | 0.31%             | 2034-10-20      | Floating      | 11.57%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO             | Morgan Stanley Eaton Vance CLO 2022-16 Ltd.                    | CUSIP: 61774KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1112522.41   | 0.38%             | 2035-04-15      | Floating      | 11.51%                | Yes           |                  2 | On Loan: No      |
| Mountain View CLO Ltd                      | Mountain View CLO X Ltd.                                       | CUSIP: 62432DAA7<br>LEI: 549300RHYK4B5L898W39 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $944450.16    | 0.33%             | 2027-10-13      | Floating      | 9.66%                 | Yes           |                  2 | On Loan: No      |
| MURRAY ENERGY CORP                         | Murray Energy Corp.                                            | CUSIP: 62704PAF0<br>LEI: 549300WM5IIFYHZYTT63 | Long             | DBT              | CORP              | US        |    300000 | PA      | $0.00         | 0.00%             | 2023-10-17      | None          | 11.25%                | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 50             | Octagon Investment Partners 50 Ltd.                            | CUSIP: 67592NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1388684.06   | 0.48%             | 2035-01-15      | Floating      | 11.59%                | Yes           |                  2 | On Loan: No      |
| PRESIDIO HOLDING INC                       | Presidio Holdings, Inc.                                        | CUSIP: 74101XAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    600000 | PA      | $577752.00    | 0.20%             | 2028-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MODIVCARE INC                              | ModivCare, Inc.                                                | CUSIP: 743815AE2<br>LEI: 549300EFZIFW7F7I0Q28 | Long             | DBT              | CORP              | US        |    575000 | PA      | $556525.25    | 0.19%             | 2025-11-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Recette CLO LLC                            | Recette Clo Ltd.                                               | CUSIP: 75620RAG7<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1411514.17   | 0.49%             | 2034-04-20      | Floating      | 13.28%                | Yes           |                  2 | On Loan: No      |
| Recette CLO LLC                            | Recette Clo Ltd.                                               | CUSIP: 75620RAH5<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $34038.90     | 0.01%             | 2034-04-20      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Regatta II Funding LP                      | Regatta Funding LP 2013-2A                                     | CUSIP: 75885WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1173000.00   | 0.40%             | 2029-01-15      | Floating      | 8.49%                 | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                    | Regatta VII Funding Ltd.                                       | CUSIP: 75887TAN6<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $659647.12    | 0.23%             | 2034-06-20      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                          | Riserva Clo Ltd.                                               | CUSIP: 76761TAJ4<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $504891.60    | 0.17%             | 2034-01-18      | Floating      | 13.30%                | Yes           |                  2 | On Loan: No      |
| Stratus CLO                                | Stratus CLO 2021-2 Ltd.                                        | CUSIP: 86315TAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $697893.80    | 0.24%             | 2029-12-28      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Stratus CLO                                | Stratus CLO 2021-2 Ltd.                                        | CUSIP: 86315VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $839493.06    | 0.29%             | 2029-12-28      | Floating      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Stratus CLO                                | Stratus CLO 2021-1 Ltd.                                        | CUSIP: 863171AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $538027.00    | 0.19%             | 2029-12-29      | Floating      | 12.06%                | Yes           |                  2 | On Loan: No      |
| SUMMER (BC) BIDC                           | Summer BC Bidco B LLC                                          | CUSIP: 865632AA1<br>LEI: 213800CCW2O2WZ7YV169 | Long             | DBT              | CORP              | US        |    500000 | PA      | $412236.50    | 0.14%             | 2026-10-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                       | TCI-Flatiron CLO 2016-1 Ltd.                                   | CUSIP: 87230ABC9<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $903597.81    | 0.31%             | 2032-01-17      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| TCI-Flatiron CLO Ltd                       | TCI-Flatiron CLO 2016-1 Ltd.                                   | CUSIP: 87230BAH7<br>LEI: 549300EEOTVLW827QY91 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1360971.57   | 0.47%             | 2032-01-17      | Floating      | 10.91%                | Yes           |                  2 | On Loan: No      |
| TCI-Symphony CLO                           | TCI-Symphony CLO 2017-1 Ltd.                                   | CUSIP: 87232RAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $637617.95    | 0.22%             | 2030-07-15      | Floating      | 11.24%                | Yes           |                  2 | On Loan: No      |
| TRIDENT TPI HOLDINGS INC                   | Trident TPI Holdings, Inc.                                     | CUSIP: 89616RAA7<br>LEI: 549300TPLK304J3RNC85 | Long             | DBT              | CORP              | US        |    512000 | PA      | $459929.09    | 0.16%             | 2025-11-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TRIVIUM PACKAGING FIN                      | Trivium Packaging Finance B.V.                                 | CUSIP: 89686QAB2<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |    800000 | PA      | $770696.00    | 0.27%             | 2027-08-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd                               | Voya CLO 2016-3 Ltd.                                           | CUSIP: 92915HAU7<br>LEI: 549300001G5S0D8B8343 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1747001.59   | 0.60%             | 2031-10-18      | Floating      | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 7 Ltd.                                            | CUSIP: 98625DAG5<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1203349.14   | 0.41%             | 2033-01-22      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO Ltd.                          | Generate CLO 3 Ltd.                                            | CUSIP: 98625VAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $956027.21    | 0.33%             | 2029-10-20      | Floating      | 11.21%                | Yes           |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                  | Dryden 29 Euro CLO 2013 B.V.                                   | CUSIP: BCC2F5ND5<br>LEI: 724500ARBNDVUTSNPI66 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $953726.89    | 0.33%             | 2032-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| VOYA EURO CLO                              | Voya Euro CLO I DAC                                            | CUSIP: 999999999<br>LEI: 635400EFYWXM2GM8RL10 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1446634.37   | 0.50%             | 2030-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Griffith Park CLO                          | Griffith Park CLO DAC                                          | CUSIP: BCC2I6219<br>LEI: 549300NJW6RV6EP3DG48 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $946386.98    | 0.33%             | 2031-11-21      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CIFC European Funding CLO                  | CIFC European Funding CLO III DAC                              | CUSIP: BCC2QB6H0<br>LEI: 5493000EF0244RPYUG32 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $1998428.01   | 0.69%             | 2034-01-15      | Floating      | 5.89%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers             | Neuberger Berman Loan Advisers Euro CLO                        | CUSIP: BCC2QMIT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $966109.54    | 0.33%             | 2034-04-17      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Harvest CLO                                | Harvest CLO XVI DAC                                            | CUSIP: BCC2QVDE5<br>LEI: 635400HU8ASOJYEX2I14 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1037909.63   | 0.36%             | 2031-10-15      | Floating      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management EUR             | GoldenTree Loan Management EUR CLO 5 DAC                       | CUSIP: 999999999<br>LEI: 549300CU7V3RVI7QLH51 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $674509.39    | 0.23%             | 2034-04-20      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Invesco Euro CLO                           | Invesco Euro CLO                                               | CUSIP: BCC313H40<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1542905.93   | 0.53%             | 2034-07-15      | Floating      | 3.94%                 | No            |                  2 | On Loan: No      |
| Barings Euro CLO DAC                       | Barings Euro CLO 2015-1 DAC                                    | CUSIP: 999999999<br>LEI: 635400AW6SPWCAGJKI82 | Long             | ABS-CBDO         | CORP              | IE        |   1500000 | PA      | $1408090.22   | 0.49%             | 2035-07-25      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                  | Dryden 91 Euro CLO 2021 DAC                                    | CUSIP: 999999999<br>LEI: 635400PXNO7XUODXYQ10 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1019722.91   | 0.35%             | 2035-04-18      | Floating      | 7.18%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi             | Carlyle Global Market Strategies Euro CLO 2022-5 DAC           | CUSIP: 999999999<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1082750.95   | 0.37%             | 2035-10-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Dryden Leveraged Loan CDO                  | Dryden 103 Euro Clo 2021 DAC                                   | CUSIP: BCC387FV6<br>LEI: 635400TTYXOT2GXFXJ41 | Long             | ABS-CBDO         | CORP              | IE        |   1250000 | PA      | $1337600.25   | 0.46%             | 2036-01-19      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| MAUSER PACKAGING SOLUT                     | Mauser Packaging Solutions Holding Co.                         | CUSIP: 999999999<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |    900000 | PA      | $977864.97    | 0.34%             | 2024-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CHEMOURS CO                                | Chemours Co.                                                   | CUSIP: 16384YAG2<br>LEI: 549300M1BOLNXL8DOV14 | Long             | LON              | CORP              | US        |    497389 | PA      | $538957.09    | 0.19%             | 2025-04-03      | Floating      | 3.90%                 | No            |                  2 | On Loan: No      |
| RENAISSANCE HOLDINGS COR                   | Renaissance Holdings Corp.                                     | CUSIP: 75972JAE4<br>LEI: 549300UKKEC0Y6TXNF09 | Long             | LON              | CORP              | US        |    400000 | PA      | $382500.00    | 0.13%             | 2026-05-29      | Floating      | 11.57%                | No            |                  2 | On Loan: No      |
| CCS-CMGC HOLDINGS INC                      | CCS-CMGC Holdings, Inc.                                        | CUSIP: 12509EAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    150000 | PA      | $133125.00    | 0.05%             | 2026-10-01      | Floating      | 13.83%                | No            |                  2 | On Loan: No      |
| IQVIA INC                                  | IQVIA, Inc.                                                    | CUSIP: 44969CBG4<br>LEI: 549300PLWY28YB00C717 | Long             | LON              | CORP              | US        |    400000 | PA      | $435231.57    | 0.15%             | 2024-03-07      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDING                   | Aruba Investments Holdings LLC                                 | CUSIP: 04317JAB4<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    245641 | PA      | $244412.42    | 0.08%             | 2027-11-24      | Floating      | 8.30%                 | No            |                  2 | On Loan: No      |
| ARUBA INVESTMENT HOLDING                   | Aruba Investments Holdings LLC                                 | CUSIP: 04317JAF5<br>LEI: 254900GMIYFF4FZ0A357 | Long             | LON              | CORP              | US        |    400000 | PA      | $363666.00    | 0.13%             | 2028-11-24      | Floating      | 12.30%                | No            |                  2 | On Loan: No      |
| LBM ACQUISITION LLC                        | LBM Acquisition LLC                                            | CUSIP: 50179JAB4<br>LEI: 549300FAEB3VWZL4NI86 | Long             | LON              | CORP              | US        |    196595 | PA      | $178307.71    | 0.06%             | 2027-12-18      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| CP ATLAS BUYER INC                         | CP Atlas Buyer, Inc.                                           | CUSIP: 12658HAG7<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    742642 | PA      | $668997.62    | 0.23%             | 2027-11-23      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| ASURION LLC                                | Asurion LLC                                                    | CUSIP: 04649VAZ3<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    750000 | PA      | $629437.50    | 0.22%             | 2028-02-03      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| CANADA GOOSE INC                           | Canada Goose, Inc.                                             | CUSIP: 999999999<br>LEI: 5493005JT54IX5MZ9P52 | Long             | LON              | CORP              | CA        |    294013 | PA      | $291378.77    | 0.10%             | 2027-10-07      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| REDSTONE HOLDCO 2 LP                       | Redstone Holdco 2 LP                                           | CUSIP: BL3600709<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $447453.75    | 0.15%             | 2029-08-06      | Floating      | 12.56%                | No            |                  2 | On Loan: No      |
| DEDALUS FINANCE GMBH                       | Dedalus Finance GmbH                                           | CUSIP: 999999999<br>LEI: 391200XH4I9QLL23DB49 | Long             | LON              | CORP              | DE        |    800000 | PA      | $785496.85    | 0.27%             | 2027-05-31      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                     | Mitchell International, Inc.                                   | CUSIP: 60662WAU6<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    750000 | PA      | $645120.00    | 0.22%             | 2029-10-15      | Floating      | 11.23%                | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                            | United Group B.V.                                              | CUSIP: 999999999<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    250000 | PA      | $215843.12    | 0.07%             | 2028-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NOBIAN FINANCE B                           | Nobian Finance B.V.                                            | CUSIP: 999999999<br>LEI: 254900ZGJ6MMZN9IQQ31 | Long             | DBT              | CORP              | NL        |    750000 | PA      | $707071.92    | 0.24%             | 2026-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| PSOIX FUNDING I LLC    /                   | PSOIX FUNDING I LLC    /                                       | CUSIP: 999999999<br>LEI: N/A                  | Long             |  | PF                | US        |         1 | OU      | $23736516.84  | 8.18%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                              | AppLovin Corp.                                                 | CUSIP: 03835EAC8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | LON              | CORP              | US        |    746114 | PA      | $734146.22    | 0.25%             | 2025-08-15      | Floating      | 9.75%                 | No            |                  2 | On Loan: No      |
| MAYFIELD AGENCY BORROWER                   | Amynta Agency Borrower, Inc.                                   | CUSIP: 57810JAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744157 | PA      | $738017.90    | 0.25%             | 2025-02-28      | Floating      | 8.88%                 | No            |                  2 | On Loan: No      |
| OREGON CLEAN ENERGY LLC                    | Oregon Clean Energy LLC                                        | CUSIP: 68583LAF2<br>LEI: 549300F5O4JADXBZO874 | Long             | LON              | CORP              | US        |    637256 | PA      | $622917.57    | 0.21%             | 2026-03-01      | Floating      | 8.43%                 | No            |                  2 | On Loan: No      |
| MINOTAUR ACQUISITION INC                   | Minotaur Acquisition, Inc.                                     | CUSIP: 60441EAC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744201 | PA      | $716758.62    | 0.25%             | 2026-03-29      | Floating      | 9.17%                 | No            |                  2 | On Loan: No      |
| PRAIRIE ECI ACQUIROR LP                    | Prairie ECI Acquiror LP                                        | CUSIP: 73955HAB0<br>LEI: 549300EXIECHUG4F3335 | Long             | LON              | CORP              | US        |    100000 | PA      | $98868.00     | 0.03%             | 2026-03-11      | Floating      | 9.13%                 | No            |                  2 | On Loan: No      |
| APTEAN INC                                 | Aptean, Inc.                                                   | CUSIP: 999999999<br>LEI: 549300D5LUPGZUDZXC96 | Long             | LON              | CORP              | US        |    992265 | PA      | $951596.99    | 0.33%             | 2026-04-23      | Floating      | 8.98%                 | No            |                  2 | On Loan: No      |
| UKG INC                                    | UKG, Inc.                                                      | CUSIP: 90385KAB7<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |    746144 | PA      | $740033.04    | 0.26%             | 2026-05-03      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| JAZZ ACQUISITION INC                       | Jazz Acquisition, Inc.                                         | CUSIP: 47214DAK0<br>LEI: 549300L8N9LERNS63192 | Long             | LON              | CORP              | US        |    744231 | PA      | $730641.11    | 0.25%             | 2026-06-19      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| ENSEMBLE RCM LLC                           | Ensemble RCM LLC                                               | CUSIP: 29359BAB7<br>LEI: 254900PDXJVVI20WAQ37 | Long             | LON              | CORP              | US        |    744231 | PA      | $745205.70    | 0.26%             | 2026-08-01      | Floating      | 7.94%                 | No            |                  2 | On Loan: No      |
| FOREST CITY ENTERPRISES                    | Forest City Enterprises LP                                     | CUSIP: 34555QAF7<br>LEI: 54930078MCT017XXRD21 | Long             | LON              | CORP              | US        |    703125 | PA      | $664101.56    | 0.23%             | 2025-12-07      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| MH SUB I LLC                               | MH Sub I LLC                                                   | CUSIP: 45567YAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    744275 | PA      | $737762.40    | 0.25%             | 2024-09-15      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| ECI MACOLA MAX HOLDING                     | ECI Macola/Max Holding LLC                                     | CUSIP: BL3443779<br>LEI: 549300MZ2LKM75L5EI42 | Long             | LON              | CORP              | US        |    735000 | PA      | $723669.98    | 0.25%             | 2027-11-09      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| ALLIANCE LAUNDRY SYSTEMS                   | Alliance Laundry Systems LLC                                   | CUSIP: 01862LAW8<br>LEI: 549300YBOGK6MBI5ND34 | Long             | LON              | CORP              | US        |    746151 | PA      | $745610.06    | 0.26%             | 2027-10-08      | Floating      | 8.31%                 | No            |                  2 | On Loan: No      |
| CCI BUYER INC                              | CCI Buyer, Inc.                                                | CUSIP: 12510EAC1<br>LEI: 254900TMV7DAFRQALU04 | Long             | LON              | CORP              | US        |    294750 | PA      | $289960.31    | 0.10%             | 2027-12-17      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                              | EW Scripps Co.                                                 | CUSIP: 26928BAM1<br>LEI: 549300U1OW41QPKYW028 | Long             | LON              | CORP              | US        |    632353 | PA      | $630819.48    | 0.22%             | 2028-01-07      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| PETVET CARE CENTERS LLC                    | PetVet Care Centers LLC                                        | CUSIP: 70476XAK1<br>LEI: 549300V0HK8MSXZNOM91 | Long             | LON              | CORP              | US        |    744231 | PA      | $708321.63    | 0.24%             | 2025-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| PERATON CORP                               | Peraton Corp.                                                  | CUSIP: 71360HAB3<br>LEI: 549300EQPCK07ZW63836 | Long             | LON              | CORP              | US        |    744214 | PA      | $741608.88    | 0.26%             | 2028-02-01      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| REALPAGE INC                               | RealPage, Inc.                                                 | CUSIP: 75605VAD4<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |    744347 | PA      | $727461.23    | 0.25%             | 2028-04-22      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| MITCHELL INTERNATIONAL                     | Mitchell International, Inc.                                   | CUSIP: 60662WAS1<br>LEI: 5493002RDNIGEM7SSV41 | Long             | LON              | CORP              | US        |    746241 | PA      | $714409.71    | 0.25%             | 2028-10-15      | Floating      | 8.41%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC                               | Acrisure LLC                                                   | CUSIP: 00488PAL9<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | LON              | CORP              | US        |    744260 | PA      | $719375.85    | 0.25%             | 2027-02-15      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| NFP CORP                                   | NFP Corp.                                                      | CUSIP: 62910PAF0<br>LEI: VO2L9FZNXDJNQNEYH039 | Long             | LON              | CORP              | US        |    545791 | PA      | $536411.40    | 0.18%             | 2027-02-13      | Floating      | 7.63%                 | No            |                  2 | On Loan: No      |
| DEERFIELD DAKOTA HOLDING                   | Deerfield Dakota Holding LLC                                   | CUSIP: 24440EAB3<br>LEI: 549300FDREJLOIGXY104 | Long             | LON              | CORP              | US        |    746173 | PA      | $723653.94    | 0.25%             | 2027-04-09      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| FLEXERA SOFTWARE LLC                       | Flexera Software LLC                                           | CUSIP: 33937KAV6<br>LEI: FHBIRN3K4PSRU4ZOQQ49 | Long             | LON              | CORP              | US        |    746179 | PA      | $739318.22    | 0.25%             | 2028-03-03      | Floating      | 8.14%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                              | Life Time, Inc.                                                | CUSIP: 50218KAG3<br>LEI: 549300PALKE96VYH4X17 | Long             | LON              | CORP              | US        |   1160956 | PA      | $1163713.15   | 0.40%             | 2024-12-15      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| ALIXPARTNERS LLP                           | AlixPartners LLP                                               | CUSIP: 01642PBB1<br>LEI: 5493005G2MHUFTGARL57 | Long             | LON              | CORP              | US        |    746203 | PA      | $745997.33    | 0.26%             | 2028-02-04      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| ZELIS PAYMENTS BUYER INC                   | Zelis Payments Buyer, Inc.                                     | CUSIP: 98932TAD5<br>LEI: 549300U8NGLZN5R1Y309 | Long             | LON              | CORP              | US        |    744304 | PA      | $743805.13    | 0.26%             | 2026-09-30      | Floating      | 7.88%                 | No            |                  2 | On Loan: No      |
| IDERA INC                                  | Idera, Inc.                                                    | CUSIP: 45168RAQ6<br>LEI: 549300VQ6S3PWR8NUC48 | Long             | LON              | CORP              | US        |    683205 | PA      | $662282.13    | 0.23%             | 2028-03-02      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| SPRINGER NATURE DEUTSCHL                   | Springer Nature Deutschland GmbH                               | CUSIP: D1200YAV9<br>LEI: 549300WM0X4AUT710770 | Long             | LON              | CORP              | DE        |    750000 | PA      | $750375.00    | 0.26%             | 2026-08-14      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| THRYV INC                                  | Thryv, Inc.                                                    | CUSIP: 88602GAD3<br>LEI: 254900W0Q0EQ1QHCLN20 | Long             | LON              | CORP              | US        |    453660 | PA      | $450827.03    | 0.16%             | 2026-03-01      | Floating      | 12.88%                | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                        | Boxer Parent Co., Inc.                                         | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    745634 | PA      | $733659.28    | 0.25%             | 2025-10-02      | Floating      | 8.13%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS                    | Petco Health & Wellness Co., Inc.                              | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |    750000 | PA      | $743478.75    | 0.26%             | 2028-03-04      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-02-10

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

**Signature:** /s/ Jeffrey Fox

**Name of Signer:** Jeffrey Fox

**Title:** President and Treasurer