# EDGAR Filing Document

**Accession Number:** 0001703079
**File Stem:** 0001703079-26-000007
**Filing Date:** 2026-5
**Character Count:** 202278
**Document Hash:** 4d5fd8b98ec172d4330fbd8d69298262
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001703079-26-000007.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001703079-26-000007

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20260930

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** XAI Octagon Floating Rate & Alternative Income Trust
- **CENTRAL INDEX KEY:** 0001703079

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0930

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23247
- **FILM NUMBER:** 261035500

**BUSINESS ADDRESS:**
- **STREET 1:** 321 NORTH CLARK STREET #2430
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60654
- **BUSINESS PHONE:** (312) 374-6930

**MAIL ADDRESS:**
- **STREET 1:** 321 NORTH CLARK STREET #2430
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60654

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XAI Octagon Floating Rate & Alternative Income Term Trust
- **DATE OF NAME CHANGE:** 20170901

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XAI Octagon Floating Rate Alternative Income Term Trust
- **DATE OF NAME CHANGE:** 20170714

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** XAI Octagon Floating Rate Income & Credit Alternative Trust
- **DATE OF NAME CHANGE:** 20170406

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** XAI OCTAGON FLOATING RATE & ALTERNATIVE INCOME TRUST

- **b. Investment Company Act file number:** 811-23247

- **c. CIK number of Registrant:** 0001703079

- **d. LEI of Registrant:** 549300XT617P63BLW552

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

  - **Street Address 1:** 321 NORTH CLARK STREET #2430

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60654

  - **Telephone number:** 3123746930

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

- **a. Name of Series:** XAI Octagon Floating Rate & Alternative Income Trust

- **c. LEI of Series:** 549300XT617P63BLW552

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

- **a. Date of fiscal year-end:** 2026-09-30

- **b. Date as of which information is reported:** 2026-03-31

**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:** $601592695.76

**Total Liabilities:** $261951685.67

**Net Assets:** $339641010.09

**Delayed Delivery Securities:** $848382.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00 | **1-Year:** 0.00 | **5-Year:** 0.00 | **10-Year:** 0.00 | **30-Year:** 0.00

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

- **3-Month:** 27.37772196 | **1-Year:** 10339.77109612 | **5-Year:** 80821.62012179 | **10-Year:** 58845.41915326 | **30-Year:** 4835.03289284

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -5.18%               | -24.04%              | 4.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6061718.02             | $-2922361.05                               |
| Month 2  | $-4209180.89             | $-37776776.22                              |
| Month 3  | $-831008.79              | $-7937679.73                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Varsity Brands 9/25 Cov-Lite TL                    | Varsity Brands 9/25 Cov-Lite TL                    | CUSIP: 92227QAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2310861 | PA      | $2298590.23   | 0.68%             | 2031-08-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Coinmach/CSC ServiceWorks/Air-Serv 1/26 FL20 TL    | Coinmach/CSC ServiceWorks/Air-Serv 1/26 FL20 TL    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   2111943 | PA      | $1652595.71   | 0.49%             | 2030-09-04      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| AkzoNobel Specialty Chemical 10/24 Incremental TLB | AkzoNobel Specialty Chemical 10/24 Incremental TLB | CUSIP: N8232NAM9<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    595057 | PA      | $582662.13    | 0.17%             | 2028-04-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| American Axle 2/25 Incremental TLC                 | American Axle 2/25 Incremental TLC                 | CUSIP: 02406MBB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    496143 | PA      | $493354.54    | 0.15%             | 2033-02-03      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| RV Retailer/Blue Compass RV 2/26 Cov-Lite TLB      | RV Retailer/Blue Compass RV 2/26 Cov-Lite TLB      | CUSIP: 75001CAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    617175 | PA      | $594030.78    | 0.17%             | 2033-02-26      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| Summit Behavioral 8/25 Second Out TL               | Summit Behavioral 8/25 Second Out TL               | CUSIP: 86602KAJ5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    653529 | PA      | $560943.31    | 0.17%             | 2029-12-31      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Clear Channel 3/24 TLB                             | Clear Channel 3/24 TLB                             | CUSIP: 18452RAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1250000 | PA      | $1251562.50   | 0.37%             | 2028-08-21      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2019-5A SUB                                   | CUSIP: 12555GAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8279438 | PA      | $4111403.32   | 1.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| FERTITTA ENTERTAINMENT                             | FERTITTA ENT LLC FRTITA 6 3/4 01/15/30             | CUSIP: 31556TAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    328000 | PA      | $305811.03    | 0.09%             | 2030-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sweetwater Sound 2/26 Cov-Lite TLB                 | Sweetwater Sound 2/26 Cov-Lite TLB                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    339854 | PA      | $339643.58    | 0.10%             | 2033-02-17      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Resilience Parent/MacLean Power 1/26 Cov-Lite TLB  | Resilience Parent/MacLean Power 1/26 Cov-Lite TLB  | CUSIP: 75908HAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    512856 | PA      | $509809.97    | 0.15%             | 2033-02-28      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Numericable / YPSO / Altice 10/25 (USD) New B14 TL | Numericable / YPSO / Altice 10/25 (USD) New B14 TL | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    828975 | PA      | $829496.85    | 0.24%             | 2031-05-31      | Floating      | 10.55%                | No            |                  2 | On Loan: No      |
| Anticimex 10/25 Cov-Lite TL                        | Anticimex 10/25 Cov-Lite TL                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |    506139 | PA      | $506244.99    | 0.15%             | 2031-11-17      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2016-21A SUB                                  | CUSIP: 64130YAE4<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-O            | CORP              | KY        |   4425109 | PA      | $1966960.95   | 0.58%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jostens/Champ Acquisition 11/24 TLB                | Jostens/Champ Acquisition 11/24 TLB                | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    812258 | PA      | $814037.24    | 0.24%             | 2031-11-25      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Signia Aerospace 7/25 Cov-Lite Delayed TL          | Signia Aerospace 7/25 Cov-Lite Delayed TL          | CUSIP: 82670NAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    103114 | PA      | $103242.58    | 0.03%             | 2031-12-11      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bettcher Industries/Fortifi Food 3/26 Cov-Lite TL  | Bettcher Industries/Fortifi Food 3/26 Cov-Lite TL  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1075327 | PA      | $1075326.73   | 0.32%             | 2033-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Services 2/25 TLB                | GFL Environmental Services 2/25 TLB                | CUSIP: 36257SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    684317 | PA      | $683892.77    | 0.20%             | 2032-03-03      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| DISCOVERY PURCHASER CORP                           | DISCOVERY PURCHASER CORPORATION TL 1L              | CUSIP: 25471NAC0<br>LEI: 2549001LSO1ZBIPA5D65 | Long             | LON              | CORP              | US        |   1036082 | PA      | $1017691.92   | 0.30%             | 2029-10-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2019-13A SUB                                 | CUSIP: 03329CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7000000 | PA      | $2137730.00   | 0.63%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2023-2A ER                                    | CUSIP: 14318HAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1964457.40   | 0.58%             | 2038-07-20      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| INC Research /inVentiv Hlth/Syneos/StarParent TL B | INC Research /inVentiv Hlth/Syneos/StarParent TL B | CUSIP: 87169DAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     75474 | PA      | $74544.14     | 0.02%             | 2030-09-28      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                           | MAJORDRIVE HOLDI CLUCAR 6 3/8 06/01/29             | CUSIP: 56085RAA8<br>LEI: 25490044R1FR5N8FIT62 | Long             | DBT              | CORP              | US        |    545000 | PA      | $403654.25    | 0.12%             | 2029-06-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2021-7A SUB                                   | CUSIP: 12567KAC9<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $461570.00    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| INFINITE BIDCO LLC                                 | INFINITE BIDCO LLC TL                              | CUSIP: 45674KAB1<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |    496267 | PA      | $467577.64    | 0.14%             | 2028-03-02      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                           | MAJORDRIVE HOLDINGS IV, LLC TLB                    | CUSIP: 56085UAB9<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    243876 | PA      | $220625.02    | 0.06%             | 2028-06-01      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| Arcis 1/25 Cov-Lite TLB                            | Arcis 1/25 Cov-Lite TLB                            | CUSIP: 03958MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    255707 | PA      | $255494.64    | 0.08%             | 2028-11-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Shermco/Pioneer Acquisitionco 10/25 Cov-Lite TL    | Shermco/Pioneer Acquisitionco 10/25 Cov-Lite TL    | CUSIP: 72353SAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    162098 | PA      | $162571.51    | 0.05%             | 2032-10-27      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Pregis 5/25 TL                                     | Pregis 5/25 TL                                     | CUSIP: 74045BAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218505 | PA      | $218067.54    | 0.06%             | 2029-02-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                           | REG12 2019-1A ERR                                  | CUSIP: 75888LAQ5<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1434544.05   | 0.42%             | 2037-10-15      | Floating      | 10.57%                | Yes           |                  2 | On Loan: No      |
| Treehouse Foods 2/26 Cov-Lite TLB                  | Treehouse Foods 2/26 Cov-Lite TLB                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    490244 | PA      | $487386.02    | 0.14%             | 2033-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Prolamina 2/26 (USD) Cov-Lite TLB                  | Prolamina 2/26 (USD) Cov-Lite TLB                  | CUSIP: 74274NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    580914 | PA      | $559565.03    | 0.16%             | 2033-03-07      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Ply Gem/Pisces Midco/Cornerstone Bldg Cov-Lite TLB | Ply Gem/Pisces Midco/Cornerstone Bldg Cov-Lite TLB | CUSIP: 72431HAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    295694 | PA      | $140454.78    | 0.04%             | 2031-05-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Niagara Park CLO, Ltd.                             | NIAPK 2019-1A SUB                                  | CUSIP: 65357KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2648000 | PA      | $901114.40    | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Euro Garages/EG Group 1/26 (USD) Cov-Lite TLB      | Euro Garages/EG Group 1/26 (USD) Cov-Lite TLB      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1184750 | PA      | $1183861.44   | 0.35%             | 2031-02-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Hertz 11/23 Incremental TLB                        | Hertz 11/23 Incremental TLB                        | CUSIP: 42804VBD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     24754 | PA      | $17823.20     | 0.01%             | 2028-06-30      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Kaman/Ruby/Arxis 1/25 Delayed TL                   | Kaman/Ruby/Arxis 1/25 Delayed TL                   | CUSIP: 48354VAN2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    191847 | PA      | $191810.90    | 0.06%             | 2032-02-26      | Floating      | 1.00%                 | No            |                  2 | On Loan: No      |
| Berkeley Research/BRG 3/25 Cov-Lite TLB            | Berkeley Research/BRG 3/25 Cov-Lite TLB            | CUSIP: 08436UAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    683089 | PA      | $663238.00    | 0.20%             | 2032-05-01      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Berlin Packaging 7/25 TL                           | Berlin Packaging 7/25 TL                           | CUSIP: 08511LBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    749449 | PA      | $720513.00    | 0.21%             | 2031-06-07      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| PennAero/Mahseer Holdings 2/26 Cov-Lite TLB        | PennAero/Mahseer Holdings 2/26 Cov-Lite TLB        | CUSIP: 56017PAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     88082 | PA      | $88357.76     | 0.03%             | 2033-03-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Level 3 9/25 Cov-Lite TLB4                         | Level 3 9/25 Cov-Lite TLB4                         | CUSIP: 52729KAU0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998960.00    | 0.29%             | 2032-03-29      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP 2024-38A SUB                                   | CUSIP: 67120JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $2801500.00   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sovos Compliance 7/25 Cov-Lite TLB                 | Sovos Compliance 7/25 Cov-Lite TLB                 | CUSIP: 84611YAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    747500 | PA      | $708256.25    | 0.21%             | 2029-08-13      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CPV Fairview 9/25 TL                               | CPV Fairview 9/25 TL                               | CUSIP: 12620SAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    170393 | PA      | $169469.89    | 0.05%             | 2031-08-14      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2021-41A ER                                   | CUSIP: 64134CAL2<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1165391.00   | 0.34%             | 2034-04-15      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Regatta 34 Funding Ltd.                            | REG34 2025-3A E                                    | CUSIP: 75904CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1968314.60   | 0.58%             | 2038-07-20      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Icebox Holdco III Inc (DiversiTech Holdings) TL B  | Icebox Holdco III Inc (DiversiTech Holdings) TL B  | CUSIP: 45114NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    913232 | PA      | $913231.60    | 0.27%             | 2031-12-22      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP 2024-36A SUB                                   | CUSIP: 67119VAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |  11000000 | PA      | $5969920.00   | 1.76%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Electronic Arts 3/26 TLB1                          | Electronic Arts 3/26 TLB1                          | CUSIP: 67123SAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    948067 | PA      | $942141.66    | 0.28%             | 2033-03-24      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| SciQuest/Jaggaer 7/25 Cov-Lite TL                  | SciQuest/Jaggaer 7/25 Cov-Lite TL                  | CUSIP: 47189BAF6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1547790 | PA      | $1471375.14   | 0.43%             | 2031-12-05      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Trucordia Insurance 6/25 TLB                       | Trucordia Insurance 6/25 TLB                       | CUSIP: 89783WAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    566512 | PA      | $521191.23    | 0.15%             | 2032-06-17      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                           | OAKC 2016-13A SUB                                  | CUSIP: 67090VAB7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-O            | CORP              | KY        |   1600000 | PA      | $742176.00    | 0.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | GNRT 2024-14A SUB                                  | CUSIP: 37149TAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8000000 | PA      | $2782720.00   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Garnet CLO Ltd                                     | GARNET 2025-2A E                                   | CUSIP: 36626EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    730000 | PA      | $719942.64    | 0.21%             | 2038-10-20      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| Grant Thornton 12/24 Cov-Lite TLB                  | Grant Thornton 12/24 Cov-Lite TLB                  | CUSIP: 38821UAD2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2078096 | PA      | $1931548.53   | 0.57%             | 2031-06-02      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Fairbanks Morse 9/25 TL                            | Fairbanks Morse 9/25 TL                            | CUSIP: 03960DAJ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    858539 | PA      | $858779.28    | 0.25%             | 2030-06-23      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD                             | TPRK 2021-1A SUB                                   | CUSIP: 884886AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $1332000.00   | 0.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                     | GCBSL 2024-74A E                                   | CUSIP: 38190CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $727015.50    | 0.21%             | 2037-07-25      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Liftoff Mobile/Vungle 7/25 TLB                     | Liftoff Mobile/Vungle 7/25 TLB                     | CUSIP: 57165KAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465233 | PA      | $454299.73    | 0.13%             | 2032-09-08      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                            | REG19 2022-1A ER                                   | CUSIP: 75888CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $704736.60    | 0.21%             | 2038-10-20      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Project Alpha (Qlik) 11/24 Cov-Lite TLB            | Project Alpha (Qlik) 11/24 Cov-Lite TLB            | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1926991 | PA      | $1451813.98   | 0.43%             | 2030-10-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| South Field Energy 9/25 TLC                        | South Field Energy 9/25 TLC                        | CUSIP: 83783XAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     80220 | PA      | $80270.13     | 0.02%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Belfor 8/25 TLB                                    | Belfor 8/25 TLB                                    | CUSIP: 07768YAS1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1195188 | PA      | $1195940.51   | 0.35%             | 2030-11-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Hobbs & Associates/Air Control Concepts 7/24 TLB   | Hobbs & Associates/Air Control Concepts 7/24 TLB   | CUSIP: 43385CAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    925296 | PA      | $917393.89    | 0.27%             | 2031-07-23      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Project Aurora/Spectris 9/25 Cov-Lite TL           | Project Aurora/Spectris 9/25 Cov-Lite TL           | CUSIP: 74352DAB6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    130348 | PA      | $130348.28    | 0.04%             | 2032-12-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Wasserman Media 12/25 Cov-Lite TLB                 | Wasserman Media 12/25 Cov-Lite TLB                 | CUSIP: 94105CAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    721261 | PA      | $715851.06    | 0.21%             | 2032-06-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES 2020-58A SUB                                  | CUSIP: 04018CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  12425000 | PA      | $4143364.75   | 1.22%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pacific Bells 12/24 Cov-Lite TLB                   | Pacific Bells 12/24 Cov-Lite TLB                   | CUSIP: 69403HAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    494749 | PA      | $495367.60    | 0.15%             | 2028-11-13      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| HERENS HOLDCO SARL                                 | HERENS HOLDCO S LNZING 4 3/4 05/15/28              | CUSIP: 427169AA5<br>LEI: 2221002FZ55AMAUX4G64 | Long             | DBT              | CORP              | LU        |    444000 | PA      | $374410.22    | 0.11%             | 2028-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Rent-A-Center/Upbound Group 8/25 TLB               | Rent-A-Center/Upbound Group 8/25 TLB               | CUSIP: 76009WAX8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    820180 | PA      | $818474.13    | 0.24%             | 2032-08-13      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2020-16A SUB                                 | CUSIP: 03330XAC6<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-O            | CORP              | KY        |   3305720 | PA      | $1085532.33   | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Equiniti Group/Orbit Private 11/25 Cov-Lite TL     | Equiniti Group/Orbit Private 11/25 Cov-Lite TL     | CUSIP: 04225VAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1028209 | PA      | $1022214.30   | 0.30%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2022-27A SUB                                   | CUSIP: 08182QAE5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-O            | CORP              | JE        |   2250000 | PA      | $1665202.50   | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| DIG INTL FIN/DIFL US LLC                           | DIG INTL/DIFL US DIGDIF 8 5/8 08/01/32             | CUSIP: 25381MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | JM        |    404000 | PA      | $410090.97    | 0.12%             | 2032-08-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US                      | GLM 2022-12A ER                                    | CUSIP: 38138YAG5<br>LEI: 549300KUSTD1I13BZ897 | Long             | ABS-CBDO         | CORP              | JE        |   1200000 | PA      | $1187628.24   | 0.35%             | 2037-07-20      | Floating      | 9.37%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                              | PLMRS 2024-2A SUB                                  | CUSIP: 69703MAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $1974320.00   | 0.58%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Planet US Buyer/Wood Mackenzie 1/24 Cov-Lite TLB   | Planet US Buyer/Wood Mackenzie 1/24 Cov-Lite TLB   | CUSIP: 72706RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    340370 | PA      | $340087.96    | 0.10%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BIFM/Brookfield Global/BGIS 9/25 Cov-Lite TLB      | BIFM/Brookfield Global/BGIS 9/25 Cov-Lite TLB      | CUSIP: G0757GAH5<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    515449 | PA      | $514964.80    | 0.15%             | 2028-05-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Epicor 5/24 TL                                     | Epicor 5/24 TL                                     | CUSIP: 29426NAZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249367 | PA      | $244317.41    | 0.07%             | 2031-05-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | MDPK 2022-60A ER                                   | CUSIP: 557911AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1125779.50   | 0.33%             | 2037-10-25      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Signia Aerospace 7/25 Cov-Lite TL                  | Signia Aerospace 7/25 Cov-Lite TL                  | CUSIP: 82670NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2115377 | PA      | $2118021.21   | 0.62%             | 2031-12-11      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Carroll County 12/25 TL                            | Carroll County 12/25 TL                            | CUSIP: 14474FBB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    665499 | PA      | $667994.68    | 0.20%             | 2031-06-30      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                            | OAKC 2015-11A SUB                                  | CUSIP: 67109HAE1<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-O            | CORP              | KY        |   4003000 | PA      | $1625458.18   | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Eisner Advisory/EisnerAmper 2/24 Cov-Lite TLB      | Eisner Advisory/EisnerAmper 2/24 Cov-Lite TLB      | CUSIP: 28259HAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    849095 | PA      | $806284.05    | 0.24%             | 2031-02-28      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2018-1RA SUB                                 | CUSIP: 03329BAC7<br>LEI: 549300L8BI45FDIJHO17 | Long             | ABS-O            | CORP              | KY        |   4150000 | PA      | $29914.86     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Parexel International 12/25 Cov-Lite TLB           | Parexel International 12/25 Cov-Lite TLB           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    400828 | PA      | $399156.27    | 0.12%             | 2031-12-12      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2017-3A SUB                                   | CUSIP: 12548KAC3<br>LEI: 254900S2BZHNDNVF2L25 | Long             | ABS-O            | CORP              | KY        |   1400000 | PA      | $300622.00    | 0.09%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2021-23A ER                                    | CUSIP: 08186XAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1473523.65   | 0.43%             | 2034-04-25      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| RR Ltd                                             | RRAM 2021-19A SUB                                  | CUSIP: 74983BAC5<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-O            | CORP              | KY        |  13108000 | PA      | $8197087.80   | 2.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Garnet CLO Ltd                                     | GARNET 2025-4A E                                   | CUSIP: 36626FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1471851.75   | 0.43%             | 2039-01-20      | Floating      | 8.66%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2021-25A SUB                                   | CUSIP: 08187AAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5250000 | PA      | $2679337.50   | 0.79%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ryan 11/25 Cov-Lite TLB                            | Ryan 11/25 Cov-Lite TLB                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1322500 | PA      | $1277455.66   | 0.38%             | 2032-11-05      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Press Ganey 7/25 Cov-Lite TLB                      | Press Ganey 7/25 Cov-Lite TLB                      | CUSIP: 05477JAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1710533 | PA      | $1706684.11   | 0.50%             | 2031-04-30      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Genmab 11/25 Cov-Lite TLB                          | Genmab 11/25 Cov-Lite TLB                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DK        |    854874 | PA      | $857276.19    | 0.25%             | 2032-12-10      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| HERENS US HOLDCO CORP                              | LONZA GROUP AG, TLB                                | CUSIP: L4780EAC8<br>LEI: 549300Y0CIXN5D40L888 | Long             | LON              | CORP              | US        |   1376986 | PA      | $1199121.13   | 0.35%             | 2028-07-03      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TransDigm 8/25 Cov-Lite TLM                        | TransDigm 8/25 Cov-Lite TLM                        | CUSIP: 89364MCE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    169883 | PA      | $169842.35    | 0.05%             | 2032-08-19      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2020-15A ER2                                 | CUSIP: 03329GAJ1<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1952313.40   | 0.57%             | 2038-07-20      | Floating      | 9.72%                 | Yes           |                  2 | On Loan: No      |
| Patterson Companies 4/25 TL                        | Patterson Companies 4/25 TL                        | CUSIP: 69902BAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    491161 | PA      | $403734.23    | 0.12%             | 2032-04-16      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Organon 12/24 (USD) Cov-Lite TL                    | Organon 12/24 (USD) Cov-Lite TL                    | CUSIP: 68621XAG8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    558656 | PA      | $531002.65    | 0.16%             | 2031-05-19      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RealPage 12/24 Incremental TL                      | RealPage 12/24 Incremental TL                      | CUSIP: 75605VAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1017027 | PA      | $985376.99    | 0.29%             | 2028-04-24      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| MAJORDRIVE HOLDINGS IV L                           | Majordrive Holdings IV, LLC TLB 1L                 | CUSIP: 56085UAC7<br>LEI: 25490044R1FR5N8FIT62 | Long             | LON              | CORP              | US        |    285570 | PA      | $258298.30    | 0.08%             | 2029-06-01      | Floating      | 9.35%                 | No            |                  2 | On Loan: No      |
| Regatta 33 Funding Ltd.                            | REG33 2025-2A E                                    | CUSIP: 75890CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $755567.35    | 0.22%             | 2038-07-25      | Floating      | 10.32%                | Yes           |                  2 | On Loan: No      |
| IPS/CP Iris 10/25 Cov-Lite TL                      | IPS/CP Iris 10/25 Cov-Lite TL                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    760349 | PA      | $753225.02    | 0.22%             | 2032-10-27      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Hanger Orthopedic 10/24 Delayed TL                 | Hanger Orthopedic 10/24 Delayed TL                 | CUSIP: 41043BAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    158014 | PA      | $158290.32    | 0.05%             | 2031-10-23      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Lasership 11/24 Third Out TLE                      | Lasership 11/24 Third Out TLE                      | CUSIP: 51809EAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    503894 | PA      | $127233.27    | 0.04%             | 2029-08-10      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                          | REG29 2024-3A E                                    | CUSIP: 758972AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    375000 | PA      | $365453.93    | 0.11%             | 2037-09-06      | Floating      | 9.52%                 | Yes           |                  2 | On Loan: No      |
| ThyssenKrupp Elevator 3/25 (USD) TLB               | ThyssenKrupp Elevator 3/25 (USD) TLB               | CUSIP: D9000BAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2339112 | PA      | $2342854.25   | 0.69%             | 2030-04-30      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ThyssenKrupp Elevator 2/26 Cov-Lite TLB            | ThyssenKrupp Elevator 2/26 Cov-Lite TLB            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |     19026 | PA      | $19045.68     | 0.01%             | 2030-04-30      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | OAKCL 2019-3A ER2                                  | CUSIP: 67400GAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $723415.20    | 0.21%             | 2038-01-20      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| Symphony CLO Ltd                                   | SYMP 2019-21A ER                                   | CUSIP: 87167CAW9<br>LEI: 5493005CJY0RF4FJJP54 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $862258.50    | 0.25%             | 2032-07-15      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| Cable & Wireless 1/25 B7 Cov-Lite TLB              | Cable & Wireless 1/25 B7 Cov-Lite TLB              | CUSIP: G7739PAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1560360 | PA      | $1530915.70   | 0.45%             | 2032-01-31      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CCRR Parent/Trustaff 3/21 Cov-Lite TLB             | CCRR Parent/Trustaff 3/21 Cov-Lite TLB             | CUSIP: 12510MAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1114538 | PA      | $304636.70    | 0.09%             | 2028-03-06      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| United Talent 11/25 Cov-Lite TLB                   | United Talent 11/25 Cov-Lite TLB                   | CUSIP: 91301QAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1410976 | PA      | $1410976.38   | 0.42%             | 2032-06-10      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| PUG/Viagogo/StubHub 3/24 Extended TLB              | PUG/Viagogo/StubHub 3/24 Extended TLB              | CUSIP: 74530DAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1323076 | PA      | $1299101.77   | 0.38%             | 2030-03-15      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Entrata 9/25 TL                                    | Entrata 9/25 TL                                    | CUSIP: 29387PAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     57744 | PA      | $57166.80     | 0.02%             | 2032-09-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Ankura 12/24 Cov-Lite TLB                          | Ankura 12/24 Cov-Lite TLB                          | CUSIP: 03539PAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1595608 | PA      | $1519817.03   | 0.45%             | 2031-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                   | TREST 2021-4A ER                                   | CUSIP: 89533AAE6<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1436749.05   | 0.42%             | 2038-10-30      | Floating      | 9.04%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | MDPK 2018-29A SUB                                  | CUSIP: 55820EAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4330700 | PA      | $857175.45    | 0.25%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Arnott 10/25 Cov-Lite TLB                          | Arnott 10/25 Cov-Lite TLB                          | CUSIP: 83300QAB1<br>LEI: N/A                  | Long             | LON              | CORP              | AU        |    319016 | PA      | $318881.62    | 0.09%             | 2032-10-29      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2021-23A SUB                                   | CUSIP: 08186XAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $2190500.00   | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                          | REG24 2021-5A SUB                                  | CUSIP: 75889TAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $1936150.00   | 0.57%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Banijay/Betclic 1/26 (USD) Cov-Lite TLB            | Banijay/Betclic 1/26 (USD) Cov-Lite TLB            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    283241 | PA      | $282003.69    | 0.08%             | 2031-12-10      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | MDPK 2019-37A SUB                                  | CUSIP: 55817FAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4648815 | PA      | $1138029.91   | 0.34%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hertz 6/21 TLC                                     | Hertz 6/21 TLC                                     | CUSIP: 42804VBC4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    164010 | PA      | $120957.39    | 0.04%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                           | OAKC 2021-9A ER                                    | CUSIP: 67114DAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $983884.60    | 0.29%             | 2037-10-19      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| First Eagle 6/25 Cov-Lite TL                       | First Eagle 6/25 Cov-Lite TL                       | CUSIP: 32009UAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    854167 | PA      | $840892.92    | 0.25%             | 2032-08-16      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2018-2A SUB                                   | CUSIP: 17180YAC5<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-O            | CORP              | KY        |   5100000 | PA      | $1482048.78   | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Infinisource/iSolved 7/25 Cov-Lite TLB             | Infinisource/iSolved 7/25 Cov-Lite TLB             | CUSIP: 46488HAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    763182 | PA      | $725503.46    | 0.21%             | 2030-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                          | REG24 2021-5A ER                                   | CUSIP: 75889TAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $856470.20    | 0.25%             | 2038-01-20      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Odyssey Logistics 7/23 TL                          | Odyssey Logistics 7/23 TL                          | CUSIP: 67611YAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802332 | PA      | $651894.35    | 0.19%             | 2027-10-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Bay Club 1/26 Cov-Lite TL                          | Bay Club 1/26 Cov-Lite TL                          | CUSIP: 12021GAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1334764 | PA      | $1331427.42   | 0.39%             | 2033-02-04      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Forward Air 9/23 Cov-Lite TLB                      | Forward Air 9/23 Cov-Lite TLB                      | CUSIP: 18948EAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1225472 | PA      | $1188707.52   | 0.35%             | 2030-12-19      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Tenneco 11/22 Cov-Lite TLA                         | Tenneco 11/22 Cov-Lite TLA                         | CUSIP: 88037HAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1230938 | PA      | $1196324.34   | 0.35%             | 2028-11-17      | Floating      | 8.51%                 | No            |                  2 | On Loan: No      |
| WideOpenWest 10/24 Super-Senior Second Out TL      | WideOpenWest 10/24 Super-Senior Second Out TL      | CUSIP: 96758DBK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249506 | PA      | $230341.19    | 0.07%             | 2028-12-11      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| MATIV HOLDINGS INC                                 | Schweitzer-Mauduit International, Inc. TLB         | CUSIP: 80854EAH1<br>LEI: 549300Z1FU4IDULG1R21 | Long             | LON              | CORP              | US        |    155960 | PA      | $155569.64    | 0.05%             | 2028-04-20      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | DRSLF 2021-87A SUB                                 | CUSIP: 26246HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2831400 | PA      | $728321.02    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Merlin 1/24 (USD) TL                               | Merlin 1/24 (USD) TL                               | CUSIP: L6526BAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    990734 | PA      | $861938.18    | 0.25%             | 2029-11-12      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| CONSTANT CONTACT INC                               | Constant Contact 2/21                              | CUSIP: 21031HAC5<br>LEI: 2549000JW50H0AI5B946 | Long             | LON              | CORP              | US        |   1373939 | PA      | $1274823.07   | 0.38%             | 2028-02-10      | Floating      | 7.93%                 | No            |                  2 | On Loan: No      |
| Par Petroleum/Par Pacific 12/25 Cov-Lite TLB       | Par Petroleum/Par Pacific 12/25 Cov-Lite TLB       | CUSIP: 69889PAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    497442 | PA      | $497068.88    | 0.15%             | 2030-02-28      | Floating      | 6.93%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2014-3RA SUB                                 | CUSIP: 03330BAC4<br>LEI: 549300V7DN3VJ8H1GE96 | Long             | ABS-O            | CORP              | KY        |   1400000 | PA      | $6762.00      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lasership 11/24 Second Out TLB1                    | Lasership 11/24 Second Out TLB1                    | CUSIP: 51809EAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    186820 | PA      | $136445.86    | 0.04%             | 2029-08-10      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Hilex Poly/Novolex 3/25 Cov-Lite TLB               | Hilex Poly/Novolex 3/25 Cov-Lite TLB               | CUSIP: 18972FAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1128353 | PA      | $1051060.56   | 0.31%             | 2032-04-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Citrin Cooperman 3/25 Cov-Lite TLB                 | Citrin Cooperman 3/25 Cov-Lite TLB                 | CUSIP: 17737EAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    474830 | PA      | $455242.92    | 0.13%             | 2032-04-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | WINDR 2018-3A SUB                                  | CUSIP: 88432XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $148290.00    | 0.04%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nexstar Broadcasting 3/26 B7 TL                    | Nexstar Broadcasting 3/26 B7 TL                    | CUSIP: 65336RBF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    310933 | PA      | $307177.03    | 0.09%             | 2033-03-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| RealPage 2/21 Cov-Lite TL                          | RealPage 2/21 Cov-Lite TL                          | CUSIP: 75605VAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1233850 | PA      | $1180004.93   | 0.35%             | 2028-04-24      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| First Eagle 6/25 Cov-Lite Delayed TL               | First Eagle 6/25 Cov-Lite Delayed TL               | CUSIP: 32009UAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145833 | PA      | $143567.08    | 0.04%             | 2032-08-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| INTERNATIONAL TEXTILE 6/23 - EQUITY                | INTERNATIONAL TEXTILE 6/23 - EQUITY                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     20088 | NS      | $36419.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Duravant 11/25 (USD) Cov-Lite TL                   | Duravant 11/25 (USD) Cov-Lite TL                   | CUSIP: 26658NAT6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498854 | PA      | $500225.45    | 0.15%             | 2032-11-26      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Sabre 12/25 11th Amendment TLB2                    | Sabre 12/25 11th Amendment TLB2                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    148722 | PA      | $116003.11    | 0.03%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2022-47A SUB                                  | CUSIP: 64134TAC5<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |  15000000 | PA      | $5608500.00   | 1.65%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chamberlain/Chariot Buyer 7/25 TLB                 | Chamberlain/Chariot Buyer 7/25 TLB                 | CUSIP: 15963CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1327295 | PA      | $1313544.15   | 0.39%             | 2032-09-08      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Horizon US Finco/Travel Corp 12/24 Cov-Lite TLB    | Horizon US Finco/Travel Corp 12/24 Cov-Lite TLB    | CUSIP: 44057XAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    586820 | PA      | $545742.20    | 0.16%             | 2031-10-31      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Kidde Global 1/26 Cov-Lite TLB                     | Kidde Global 1/26 Cov-Lite TLB                     | CUSIP: 50221UAE1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1603616 | PA      | $1603616.28   | 0.47%             | 2031-12-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2019-3A ER2                                   | CUSIP: 12554UAG3<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2673006.05   | 0.79%             | 2038-01-16      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Driven Performance/Holley Performance 11/21 TL     | Driven Performance/Holley Performance 11/21 TL     | CUSIP: 43538JAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    495402 | PA      | $492305.55    | 0.14%             | 2028-11-17      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| SYNIVERSE HOLDINGS INC                             | Syniverse Holdings, Inc.TL 1L                      | CUSIP: 87168TAB7<br>LEI: 549300CYZBHMZC8VLL59 | Long             | LON              | CORP              | US        |    555494 | PA      | $512442.99    | 0.15%             | 2027-05-13      | Floating      | 10.70%                | No            |                  2 | On Loan: No      |
| Genesys 1/25 (USD) TL                              | Genesys 1/25 (USD) TL                              | CUSIP: 39479UAY9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1340313 | PA      | $1280561.97   | 0.38%             | 2032-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2023-32A ER                                    | CUSIP: 08181GAE8<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | JE        |   2400000 | PA      | $2322474.24   | 0.68%             | 2038-10-25      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| PERMIAN PRODUCTION 11/20 - EQUITY                  | PERMIAN PRODUCTION 11/20 - EQUITY                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     18995 | NS      | $0.19         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SKILLSOFT FINANCE II INC                           | SkillSoft Corporation TLB                          | CUSIP: 83066YAB8<br>LEI: 549300LDUD35NU8F0G43 | Long             | LON              | CORP              | US        |    344929 | PA      | $134522.22    | 0.04%             | 2028-07-14      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2020-3A SUB                                   | CUSIP: 12560GAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    203350 | PA      | $106921.43    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                         | APID 2021-35A E                                    | CUSIP: 03768TAA0<br>LEI: 549300KJKTO0Q1OATW69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $961867.70    | 0.28%             | 2034-04-20      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Kaseya 3/25 2nd Lien Cov-Lite TL                   | Kaseya 3/25 2nd Lien Cov-Lite TL                   | CUSIP: 48578AAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    644172 | PA      | $509430.37    | 0.15%             | 2033-03-21      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| LCPR LOAN FINANCING LLC                            | LCPR Loan Financing LLC, TLB                       | CUSIP: 50183CAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    558979 | PA      | $371877.52    | 0.11%             | 2028-10-16      | Floating      | 7.66%                 | No            |                  2 | On Loan: No      |
| CALLAWAY GOLF COMPANY                              | Topgolf Callaway Brands Corp., TLB                 | CUSIP: 89071LAB6<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    226928 | PA      | $227495.22    | 0.07%             | 2030-03-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| OVG Business/Oak View Group 5/24 TLB               | OVG Business/Oak View Group 5/24 TLB               | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1656853 | PA      | $1652711.12   | 0.49%             | 2031-06-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Paradigm Outcomes 7/25 Cov-Lite TLB                | Paradigm Outcomes 7/25 Cov-Lite TLB                | CUSIP: 69002CAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    588177 | PA      | $587535.79    | 0.17%             | 2031-05-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Trace3 10/25 TL                                    | Trace3 10/25 TL                                    | CUSIP: 89668VAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    129377 | PA      | $125064.50    | 0.04%             | 2032-10-29      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| American Residential 7/25 TLB                      | American Residential 7/25 TLB                      | CUSIP: 02927HAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    397000 | PA      | $394518.75    | 0.12%             | 2032-02-02      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Bettcher Industries 12/21 Cov-Lite TL              | Bettcher Industries 12/21 Cov-Lite TL              | CUSIP: 59010LAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1040859 | PA      | $1040858.79   | 0.31%             | 2028-12-14      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Bass Pro Shops/Great American 1/25 Cov-Lite TLB    | Bass Pro Shops/Great American 1/25 Cov-Lite TLB    | CUSIP: 07014QAP6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    461755 | PA      | $460369.86    | 0.14%             | 2032-01-23      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| FENDER MUSICAL INSTRUMENTS CORPORATION             | FENDER MUSICAL INSTRUMENTS CORPORATION             | CUSIP: 31446UAN0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    182101 | PA      | $164233.55    | 0.05%             | 2028-12-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | CANYC 2025-2A E                                    | CUSIP: 13877HAA3<br>LEI: 2549001KZI4SL4Y7BH27 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1967291.20   | 0.58%             | 2038-10-15      | Floating      | 9.34%                 | Yes           |                  2 | On Loan: No      |
| Dayforce 10/25 TLB                                 | Dayforce 10/25 TLB                                 | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500487 | PA      | $1417540.53   | 0.42%             | 2033-02-04      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| South Field Energy 9/25 TLB                        | South Field Energy 9/25 TLB                        | CUSIP: 83783XAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1282786 | PA      | $1283594.23   | 0.38%             | 2031-08-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| BW Gas/Allsup/Yesway 4/21 Cov-Lite TLB             | BW Gas/Allsup/Yesway 4/21 Cov-Lite TLB             | CUSIP: 05604YAE4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    684127 | PA      | $681561.86    | 0.20%             | 2028-03-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| ADP/CDK Global 5/24 TLB                            | ADP/CDK Global 5/24 TLB                            | CUSIP: 15477BAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1561749 | PA      | $1108982.30   | 0.33%             | 2029-07-06      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Hudson River 1/26 TLB                              | Hudson River 1/26 TLB                              | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1124831 | PA      | $1119049.32   | 0.33%             | 2030-03-18      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| R1 RCM 10/24 Cov-Lite Delayed TL                   | R1 RCM 10/24 Cov-Lite Delayed TL                   | CUSIP: 75419XAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     84441 | PA      | $82737.01     | 0.02%             | 2031-11-19      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Bending Spoons 12/25 Incremental TL                | Bending Spoons 12/25 Incremental TL                | CUSIP: 08167PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    799486 | PA      | $727532.34    | 0.21%             | 2031-03-07      | Floating      | 9.54%                 | No            |                  2 | On Loan: No      |
| Openlane 10/25 Cov-Lite TLB                        | Openlane 10/25 Cov-Lite TLB                        | CUSIP: 68373AAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    229652 | PA      | $229365.06    | 0.07%             | 2032-10-08      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| WestJet Airlines 1/24 TLB                          | WestJet Airlines 1/24 TLB                          | CUSIP: C9763HAB3<br>LEI: N/A                  | Long             | LON              | CORP              | CN        |   1128099 | PA      | $1093251.66   | 0.32%             | 2031-02-14      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Avalara 9/25 Cov-Lite TL                           | Avalara 9/25 Cov-Lite TL                           | CUSIP: 05338KAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1333338 | PA      | $1301191.54   | 0.38%             | 2032-03-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Disco Parent/Duck Creek 7/25 Cov-Lite TLB          | Disco Parent/Duck Creek 7/25 Cov-Lite TLB          | CUSIP: 25461GAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     94293 | PA      | $92407.19     | 0.03%             | 2032-08-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2021-2A SUB                                   | CUSIP: 12565TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7705900 | PA      | $3207580.88   | 0.94%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | RAD 2021-11A E                                     | CUSIP: 48662PAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1214566.86   | 0.36%             | 2034-04-15      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| Southern Veterinary/Mission Pet Health 7/25 TL     | Southern Veterinary/Mission Pet Health 7/25 TL     | CUSIP: 84410HAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2224646 | PA      | $2202910.85   | 0.65%             | 2031-12-04      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Pye-Barker 12/25 Cov-Lite TL                       | Pye-Barker 12/25 Cov-Lite TL                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    571533 | PA      | $572041.67    | 0.17%             | 2032-12-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP 2020-8RA SUB                                   | CUSIP: 670899AC7<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-O            | CORP              | KY        |   5390000 | PA      | $1484459.90   | 0.44%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2017-5A SUB                                   | CUSIP: 12551NAC1<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-O            | CORP              | KY        |   6500000 | PA      | $1591850.00   | 0.47%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cornerstone Generation 10/24 TLB                   | Cornerstone Generation 10/24 TLB                   | CUSIP: 21924NAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    542511 | PA      | $542125.53    | 0.16%             | 2032-08-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Gentiva Health/Kindred at Home 1/25 Cov-Lite TLB   | Gentiva Health/Kindred at Home 1/25 Cov-Lite TLB   | CUSIP: 12568YAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2025473 | PA      | $2004711.74   | 0.59%             | 2028-02-11      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 46 Ltd                                 | ELM46 2025-9A E                                    | CUSIP: 29005HAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1987321.40   | 0.59%             | 2039-01-17      | Floating      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| National Mentor/Civitas/Sevita 12/25 TLB           | National Mentor/Civitas/Sevita 12/25 TLB           | CUSIP: 63689EAX3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    385740 | PA      | $383329.48    | 0.11%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Rad CLO 12 Ltd                                     | RAD 2021-12A SUB                                   | CUSIP: 75009QAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6000000 | PA      | $2089620.00   | 0.62%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alvogen Pharma 3/25 2nd Lien PIK TL                | Alvogen Pharma 3/25 2nd Lien PIK TL                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    243553 | PA      | $155874.11    | 0.05%             | 2029-03-01      | Floating      | 14.20%                | No            |                  2 | On Loan: No      |
| SolarWinds/Starlight 3/25 Cov-Lite TL              | SolarWinds/Starlight 3/25 Cov-Lite TL              | CUSIP: 85554UAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1102916 | PA      | $931964.26    | 0.27%             | 2032-04-16      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| AmaWaterways 4/24 TLB                              | AmaWaterways 4/24 TLB                              | CUSIP: 50180PAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1017153 | PA      | $1004438.66   | 0.30%             | 2031-05-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | SIXST 2024-25A SUB                                 | CUSIP: 83011WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7000000 | PA      | $3905930.00   | 1.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Plusgrade 3/25 Cov-Lite TLB                        | Plusgrade 3/25 Cov-Lite TLB                        | CUSIP: C6902LAE6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |    508018 | PA      | $487697.55    | 0.14%             | 2031-03-03      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Flynn Restaurant 1/25 Incremental TL               | Flynn Restaurant 1/25 Incremental TL               | CUSIP: 34410JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1333637 | PA      | $1308150.87   | 0.39%             | 2032-01-28      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                                 | ELM25 2024-1A E                                    | CUSIP: 29001CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1956024.60   | 0.58%             | 2037-04-17      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Zuora 12/24 Cov-Lite TLB                           | Zuora 12/24 Cov-Lite TLB                           | CUSIP: 98980XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    760662 | PA      | $698858.18    | 0.21%             | 2032-02-14      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| CoorsTek 10/25 Cov-Lite TLB                        | CoorsTek 10/25 Cov-Lite TLB                        | CUSIP: 21702EAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    218045 | PA      | $218862.93    | 0.06%             | 2032-10-28      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Pelican Pipeline 3/26 TLB                          | Pelican Pipeline 3/26 TLB                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    509974 | PA      | $509973.85    | 0.15%             | 2033-03-25      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Terrier Media/Cox Media 11/24 TLB2                 | Terrier Media/Cox Media 11/24 TLB2                 | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250000 | PA      | $233500.00    | 0.07%             | 2029-06-18      | Floating      | 7.30%                 | No            |                  2 | On Loan: No      |
| Closure System/Canister 10/24 Cov-Lite TLB         | Closure System/Canister 10/24 Cov-Lite TLB         | CUSIP: 13763HAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     44954 | PA      | $44476.64     | 0.01%             | 2029-03-22      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Promontory Interfinancial/IntraFi Network 1/25 TLB | Promontory Interfinancial/IntraFi Network 1/25 TLB | CUSIP: 65343UAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   3578956 | PA      | $3434187.47   | 1.01%             | 2031-07-31      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| AQ Carver Buyer (CoAdvantage) 7/23 T/L             | AQ Carver Buyer (CoAdvantage) 7/23 T/L             | CUSIP: 00226HAG5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1135496 | PA      | $889467.90    | 0.26%             | 2029-08-02      | Floating      | 9.34%                 | No            |                  2 | On Loan: No      |
| AkzoNobel Specialty Chem(Starfruit) 10/24 TLB      | AkzoNobel Specialty Chem(Starfruit) 10/24 TLB      | CUSIP: N8232NAL1<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    264047 | PA      | $258435.52    | 0.08%             | 2028-04-03      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Power Solutions 1/25 (USD) Incremental TLB         | Power Solutions 1/25 (USD) Incremental TLB         | CUSIP: C8000CAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243429 | PA      | $1239076.88   | 0.36%             | 2032-01-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                             | CANYC 2020-2A ER2                                  | CUSIP: 13876QAG1<br>LEI: 2549001ZLWJBJYTM8I33 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1357335.15   | 0.40%             | 2034-10-15      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Storable 3/25 Cov-Lite TLB                         | Storable 3/25 Cov-Lite TLB                         | CUSIP: 86210LAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    974591 | PA      | $931221.24    | 0.27%             | 2031-04-16      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | MDPK 2019-37A ER2                                  | CUSIP: 55817FAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $665900.18    | 0.20%             | 2037-04-15      | Floating      | 10.27%                | Yes           |                  2 | On Loan: No      |
| Aramsco 10/23 TLB                                  | Aramsco 10/23 TLB                                  | CUSIP: 03853CAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    384586 | PA      | $263156.96    | 0.08%             | 2030-10-10      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2026-37A E                                   | CUSIP: 032915AA8<br>LEI: 6367003PENZLMQJOVV74 | Long             | ABS-CBDO         | CORP              | KY        |    975000 | PA      | $975000.00    | 0.29%             | 2039-04-20      | Floating      | 9.61%                 | Yes           |                  2 | On Loan: No      |
| IMA Financial 11/21 Cov-Lite TL                    | IMA Financial 11/21 Cov-Lite TL                    | CUSIP: 44966KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1403260 | PA      | $1389227.52   | 0.41%             | 2028-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien 1/26 Cov-Lite TL                     | Salas O'Brien 1/26 Cov-Lite TL                     | CUSIP: 79400JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15487 | PA      | $15447.96     | 0.00%             | 2033-01-31      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ultimate Software 1/24 Cov-Lite TLB                | Ultimate Software 1/24 Cov-Lite TLB                | CUSIP: 89841EAB1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1458395 | PA      | $1391498.76   | 0.41%             | 2031-02-10      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2024-34A SUB                                   | CUSIP: 081923AC8<br>LEI: 25490002NPB1AZIR3342 | Long             | ABS-O            | CORP              | KY        |   4700000 | PA      | $2659448.00   | 0.78%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                            | DRSLF 2021-87A ER                                  | CUSIP: 26246HAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $964808.50    | 0.28%             | 2038-08-20      | Floating      | 10.01%                | Yes           |                  2 | On Loan: No      |
| Marine One Holdco, LLC (West Marine) - Equity      | Marine One Holdco, LLC (West Marine) - Equity      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |      5865 | NS      | $1466.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MagicLab/Buzz Merger 1/20 Cov-Lite TLB             | MagicLab/Buzz Merger 1/20 Cov-Lite TLB             | CUSIP: G1738KAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    141383 | PA      | $140323.11    | 0.04%             | 2027-01-29      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily 8/25 TLB                          | Wash Multifamily 8/25 TLB                          | CUSIP: 93710RAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    547702 | PA      | $548617.15    | 0.16%             | 2032-09-10      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                         | VIASAT, INC., TL                                   | CUSIP: 92555WAD7<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | LON              | CORP              | US        |    644025 | PA      | $645190.79    | 0.19%             | 2029-03-02      | Floating      | 8.28%                 | No            |                  2 | On Loan: No      |
| ExamWorks/Electron 1/26 TLB                        | ExamWorks/Electron 1/26 TLB                        | CUSIP: 28542CAG4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    682045 | PA      | $680769.26    | 0.20%             | 2033-02-06      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Harbor Freight Tools 5/24 TLB                      | Harbor Freight Tools 5/24 TLB                      | CUSIP: 41151PAR6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249253 | PA      | $246381.35    | 0.07%             | 2031-06-11      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Madison IAQ/Madison Air 10/25 TL                   | Madison IAQ/Madison Air 10/25 TL                   | CUSIP: 55759VAE8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    588601 | PA      | $589383.51    | 0.17%             | 2032-11-08      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Skechers USA 6/25 (USD) TLB                        | Skechers USA 6/25 (USD) TLB                        | CUSIP: 07337FAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    702950 | PA      | $703828.32    | 0.21%             | 2032-09-12      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd                          | REG18 2021-1A SUB                                  | CUSIP: 75884HAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   7175322 | PA      | $3200982.90   | 0.94%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2018-27A ER                                   | CUSIP: 64131UAL5<br>LEI: 549300IWMW28G8CR9G28 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1927088.40   | 0.57%             | 2038-07-15      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| TRUGREEN LP                                        | TRUGREEN LIMITED PARTNERSHIP TL                    | CUSIP: 89787RAH5<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    174561 | PA      | $165833.02    | 0.05%             | 2027-11-02      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| BlueTriton/Triton Water/Primo 3/26 Cov-Lite TLB    | BlueTriton/Triton Water/Primo 3/26 Cov-Lite TLB    | CUSIP: 89678QAF3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    446163 | PA      | $446649.53    | 0.13%             | 2031-03-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TRUGREEN LP                                        | TRUGREEN LIMITED PARTNERSHIP TL                    | CUSIP: 89787RAK8<br>LEI: 549300QNRP2MNHR3QM19 | Long             | LON              | CORP              | US        |    125392 | PA      | $115987.46    | 0.03%             | 2028-11-02      | Floating      | 12.43%                | No            |                  2 | On Loan: No      |
| Univar/Windsor 2/25 (USD) TLB                      | Univar/Windsor 2/25 (USD) TLB                      | CUSIP: 97360BAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    567509 | PA      | $558287.46    | 0.16%             | 2030-08-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                         | APID 2023-45A ER                                   | CUSIP: 037977AG0<br>LEI: 5493000BLHDFQUOR8F12 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $489869.80    | 0.14%             | 2038-07-26      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Relativity Intermediate Holdco 1/26 Cov-Lite TLB   | Relativity Intermediate Holdco 1/26 Cov-Lite TLB   | CUSIP: 75944WAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    525316 | PA      | $518093.12    | 0.15%             | 2033-01-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| INFINITE BIDCO LLC                                 | INFINITE BIDCO LLC TL                              | CUSIP: 45674KAF2<br>LEI: 549300GLV0VRADA9LI65 | Long             | LON              | CORP              | US        |     69869 | PA      | $63580.79     | 0.02%             | 2029-03-02      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| Worldwide Express/GlobalTranz 11/24 Cov-Lite TLB   | Worldwide Express/GlobalTranz 11/24 Cov-Lite TLB   | CUSIP: 00435UAF5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1260624 | PA      | $1260523.38   | 0.37%             | 2028-07-26      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Invesco Treasury Portfolio                         | INVESCO TREASURY PORTFOLIO INSTITUTIONAL CLASS     | CUSIP: 825252406<br>LEI: 5493004B3TM8ZIDDDC39 | Long             | STIV             | RF                | US        |  14096710 | NS      | $14096709.55  | 4.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Hertz 6/21 TLB                                     | Hertz 6/21 TLB                                     | CUSIP: 42804VBB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    828920 | PA      | $611328.52    | 0.18%             | 2028-06-30      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                           | OAKC 2014-10RA SUB                                 | CUSIP: 67106KAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   9091692 | PA      | $2933616.26   | 0.86%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Imperial Bag & Paper/Imperial Dade 2/25 TLB        | Imperial Bag & Paper/Imperial Dade 2/25 TLB        | CUSIP: 05550HAQ8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2391007 | PA      | $2352153.48   | 0.69%             | 2030-12-11      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Focus Financial Partners 1/25 Add-On Cov-Lite TLB  | Focus Financial Partners 1/25 Add-On Cov-Lite TLB  | CUSIP: 34416DBD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1975359 | PA      | $1908888.40   | 0.56%             | 2031-09-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Salas O'Brien 1/26 Cov-Lite TL                     | Salas O'Brien 1/26 Cov-Lite TL                     | CUSIP: 79400JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    120022 | PA      | $119721.72    | 0.04%             | 2033-01-31      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Sharp 9/25 TLB                                     | Sharp 9/25 TLB                                     | CUSIP: 81989LAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    736501 | PA      | $736044.32    | 0.22%             | 2032-09-29      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Liberty Tire 11/25 Cov-Lite TL                     | Liberty Tire 11/25 Cov-Lite TL                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    541530 | PA      | $540988.37    | 0.16%             | 2032-12-17      | Floating      | 7.43%                 | No            |                  2 | On Loan: No      |
| Hyperion Insurance/Howden 12/25 (USD) TLB          | Hyperion Insurance/Howden 12/25 (USD) TLB          | CUSIP: G4712JBD3<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    436792 | PA      | $425483.90    | 0.13%             | 2030-04-18      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                              | KKR 2024-60A E                                     | CUSIP: 49835NAA5<br>LEI: 254900MVMXSUCJ0ZEV03 | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1298572.21   | 0.38%             | 2038-01-15      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Ping Identity 10/25 Cov-Lite TL                    | Ping Identity 10/25 Cov-Lite TL                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    524323 | PA      | $517113.51    | 0.15%             | 2032-11-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| TICP 2020-15A SUB                                  | TICP 2020-15A SUB                                  | CUSIP: 87250TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  21000000 | PA      | $7816620.00   | 2.30%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Creative Artists 7/25 TL                           | Creative Artists 7/25 TL                           | CUSIP: 22526WAU2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1790224 | PA      | $1787145.10   | 0.53%             | 2031-10-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Alera Group 1/26 Cov-Lite TLB                      | Alera Group 1/26 Cov-Lite TLB                      | CUSIP: 01451PAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1184053 | PA      | $1146778.86   | 0.34%             | 2032-05-30      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | OAKCL 2019-3A SUB                                  | CUSIP: 67400GAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $1661840.00   | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP 2022-24A SUB                                   | CUSIP: 67119NAC0<br>LEI: 254900KJTZSIMELS6Y52 | Long             | ABS-O            | CORP              | JE        |   7445299 | PA      | $2967770.63   | 0.87%             |  |  |  | Yes           |                  2 | On Loan: No      |
| New Arclin/ARC Falcon 9/21 Cov-Lite TL             | New Arclin/ARC Falcon 9/21 Cov-Lite TL             | CUSIP: 03880YAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    368768 | PA      | $365194.69    | 0.11%             | 2028-09-30      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Select Medical 3/26 Cov-Lite TLB                   | Select Medical 3/26 Cov-Lite TLB                   | CUSIP: 816194AZ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    596638 | PA      | $594400.35    | 0.18%             | 2031-12-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| BROWN GROUP HOLDING LLC                            | Signature Aviation/BBA Aviation 6/22 TLB2          | CUSIP: 11565HAD8<br>LEI: 25490094PF4HHK9QS109 | Long             | LON              | CORP              | US        |    468012 | PA      | $468424.15    | 0.14%             | 2031-07-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2022-50A SUB                                  | CUSIP: 64134WAC8<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-O            | CORP              | JE        |   6500000 | PA      | $2809105.00   | 0.83%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Babson CLO Ltd                                     | BABSN 2025-4A E                                    | CUSIP: 06764VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1569839.84   | 0.46%             | 2040-10-15      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| UST GLOBAL INC                                     | UST Holdings, Ltd. TL                              | CUSIP: 90355HAB0<br>LEI: 984500398691E4511Z04 | Long             | LON              | CORP              | US        |    439961 | PA      | $420163.07    | 0.12%             | 2028-11-20      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Altera/Gryphon 6/25 Cov-Lite TLB                   | Altera/Gryphon 6/25 Cov-Lite TLB                   | CUSIP: 40054QAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1195723 | PA      | $1196022.04   | 0.35%             | 2032-09-10      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Instructure/Icon Parent 8/25 Cov-Lite TL           | Instructure/Icon Parent 8/25 Cov-Lite TL           | CUSIP: 45115DAC2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    660285 | PA      | $632361.09    | 0.19%             | 2031-11-13      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc TL B                                   | Tenneco Inc TL B                                   | CUSIP: 88037HAP9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    576970 | PA      | $561524.31    | 0.17%             | 2028-11-17      | Floating      | 8.76%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2018-1A SUB                                   | CUSIP: 12547WAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-O            | CORP              | KY        |  10250000 | PA      | $2544665.00   | 0.75%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CORELOGIC INC                                      | CoreLogic, Inc., TL                                | CUSIP: 21870FBA6<br>LEI: 54930086CD8K2UIL0516 | Long             | LON              | CORP              | US        |    975116 | PA      | $930630.83    | 0.27%             | 2028-06-02      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                          | CBAM 2018-8A E2R                                   | CUSIP: 12478FAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $947940.50    | 0.28%             | 2037-07-15      | Floating      | 10.04%                | Yes           |                  2 | On Loan: No      |
| VACO HOLDINGS LLC                                  | Vaco Holdings, LLC TL 1L                           | CUSIP: 91865FAJ8<br>LEI: 54930076HTNXBP03T379 | Long             | LON              | CORP              | US        |    997644 | PA      | $645555.29    | 0.19%             | 2029-01-22      | Floating      | 8.85%                 | No            |                  2 | On Loan: No      |
| Garda World 1/26 Cov-Lite TLB                      | Garda World 1/26 Cov-Lite TLB                      | CUSIP: C4000KAH7<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1409307 | PA      | $1398737.64   | 0.41%             | 2029-02-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Atlantic Broadband/Breezeline 9/23 TL B            | Atlantic Broadband/Breezeline 9/23 TL B            | CUSIP: 19239BAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    294931 | PA      | $278972.01    | 0.08%             | 2030-09-18      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ELEMENT MTRL TECH GP HLDG TL                       | ELEMENT MTRL TECH GP HLDG TL                       | CUSIP: 284375LE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100723 | PA      | $1102792.84   | 0.32%             | 2029-07-06      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Convergint 7/25 Cov-Lite TL                        | Convergint 7/25 Cov-Lite TL                        | CUSIP: 23344MAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1847895 | PA      | $1845585.38   | 0.54%             | 2032-07-09      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Bowlmor AMF/Bowlero/Lucky Strike 9/25 Cov-Lite TLB | Bowlmor AMF/Bowlero/Lucky Strike 9/25 Cov-Lite TLB | CUSIP: 49579GAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1243828 | PA      | $1129806.46   | 0.33%             | 2032-09-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Cotiviti 2/24 TL                                   | Cotiviti 2/24 TL                                   | CUSIP: 22164MAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    593184 | PA      | $545361.28    | 0.16%             | 2031-05-01      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Culligan 1/26 Cov-Lite TLB                         | Culligan 1/26 Cov-Lite TLB                         | CUSIP: 00132UAQ7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   2150028 | PA      | $2143642.13   | 0.63%             | 2028-07-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                  | MAGNE 2019-24A ER                                  | CUSIP: 55954XAE7<br>LEI: 549300P6T1S83Z2MDF55 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $471457.25    | 0.14%             | 2035-04-15      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2024-54A SUB                                  | CUSIP: 64135RAC8<br>LEI: 2549008MU2CMQ0UY7J70 | Long             | ABS-O            | CORP              | JE        |   3465000 | PA      | $1710393.30   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | MDPK 2018-28A SUB                                  | CUSIP: 55821BAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5949336 | PA      | $1133705.47   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sedgwick CMS 2/23 TLB                              | Sedgwick CMS 2/23 TLB                              | CUSIP: 81527CAP2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1035238 | PA      | $1015092.56   | 0.30%             | 2031-07-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Trace3 10/25 TLB                                   | Trace3 10/25 TLB                                   | CUSIP: 89668VAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1229078 | PA      | $1188112.70   | 0.35%             | 2032-10-29      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                     | GALXY 2024-33A SUB                                 | CUSIP: 36321FAC6<br>LEI: 3912004FNLYTWOWSZU31 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1057720.00   | 0.31%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RR Ltd                                             | RRAM 2023-25A SUB                                  | CUSIP: 75000LAE5<br>LEI: 254900FV8ZM4T7O1K491 | Long             | ABS-O            | CORP              | BM        |   9780000 | PA      | $3912000.00   | 1.15%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hanger Orthopedic 10/24 TLB                        | Hanger Orthopedic 10/24 TLB                        | CUSIP: 41043BAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1219169 | PA      | $1221302.33   | 0.36%             | 2031-10-23      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Michael Baker 1/25 TLB                             | Michael Baker 1/25 TLB                             | CUSIP: 59406MAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    271448 | PA      | $271108.42    | 0.08%             | 2028-12-01      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| McDermott International/Lummus 7/25 Cov-Lite TLB   | McDermott International/Lummus 7/25 Cov-Lite TLB   | CUSIP: 45232UAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1813555 | PA      | $1797686.03   | 0.53%             | 2029-12-31      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                         | CLVR 2021-3A SUB                                   | CUSIP: 00142QAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5500000 | PA      | $2043965.00   | 0.60%             |  |  |  | Yes           |                  2 | On Loan: No      |
| National Intergovernmental Purchasing/Omnia TLB    | National Intergovernmental Purchasing/Omnia TLB    | CUSIP: 68218HAE7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2285477 | PA      | $2281203.49   | 0.67%             | 2032-12-31      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Hyperion Insurance/Howden 8/25 TLB                 | Hyperion Insurance/Howden 8/25 TLB                 | CUSIP: G4712JBB7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2979163 | PA      | $2881327.03   | 0.85%             | 2031-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| WeddingWire 12/24 TLB                              | WeddingWire 12/24 TLB                              | CUSIP: 94847DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    863769 | PA      | $733668.22    | 0.22%             | 2028-01-31      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                             | RRAM 2021-19A DR                                   | CUSIP: 74983BAJ0<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $486271.15    | 0.14%             | 2040-04-15      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| Ardonagh 6/24 Cov-Lite TLB                         | Ardonagh 6/24 Cov-Lite TLB                         | CUSIP: Q0500HAB5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1656158 | PA      | $1615797.36   | 0.48%             | 2031-02-15      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Astro Acquisition/Cooper Mach 8/25 Cov-Lite TLB    | Astro Acquisition/Cooper Mach 8/25 Cov-Lite TLB    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    371675 | PA      | $372604.63    | 0.11%             | 2032-08-30      | Floating      | 6.95%                 | No            |                  2 | On Loan: No      |
| Idera 6/24 TL                                      | Idera 6/24 TL                                      | CUSIP: 45168RAT0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    884337 | PA      | $695531.40    | 0.20%             | 2028-03-02      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2019-3A SUB                                   | CUSIP: 12554UAC2<br>LEI: 254900SVOWCOSOG16T40 | Long             | ABS-O            | CORP              | KY        |    840000 | PA      | $476557.20    | 0.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Powerteam Services 2/24 TLC                        | Powerteam Services 2/24 TLC                        | CUSIP: 73937UAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    321790 | PA      | $273521.68    | 0.08%             | 2031-02-15      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| Infoblox 1/25 TLB                                  | Infoblox 1/25 TLB                                  | CUSIP: 24780DAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1370121 | PA      | $1323235.24   | 0.39%             | 2029-11-30      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Digicel 7/25 TLB                                   | Digicel 7/25 TLB                                   | CUSIP: G2761UAC5<br>LEI: N/A                  | Long             | LON              | CORP              | JM        |   1995000 | PA      | $1990431.45   | 0.59%             | 2032-08-06      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Kantar 2/24 Extended TLB                           | Kantar 2/24 Extended TLB                           | CUSIP: L8869UAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1003281 | PA      | $851785.75    | 0.25%             | 2029-02-15      | Floating      | 8.96%                 | No            |                  2 | On Loan: No      |
| Ancestry.com 2/21 Cov-Lite TLB                     | Ancestry.com 2/21 Cov-Lite TLB                     | CUSIP: 03952HAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1481113 | PA      | $1473944.40   | 0.43%             | 2027-12-06      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| TGP Holdings III (Traeger Grills) T/L (6/21)       | TGP Holdings III (Traeger Grills) T/L (6/21)       | CUSIP: 87251RAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    499690 | PA      | $429983.45    | 0.13%             | 2028-06-29      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | SIXST 2021-17A SUB                                 | CUSIP: 83012GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1100000 | PA      | $541739.00    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fleet US/Argus 8/24 TLB                            | Fleet US/Argus 8/24 TLB                            | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     99753 | PA      | $99752.73     | 0.03%             | 2031-02-21      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| ASURION LLC/ASURION CO                             | ASURION LLC/CO ASUCOR 8 3/8 02/01/34               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    309000 | PA      | $299809.76    | 0.09%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Acrisure 12/24 B6 Cov-Lite TL                      | Acrisure 12/24 B6 Cov-Lite TL                      | CUSIP: 00488PAV7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1692298 | PA      | $1636875.20   | 0.48%             | 2030-11-06      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| K-Mac 7/25 Cov-Lite TL                             | K-Mac 7/25 Cov-Lite TL                             | CUSIP: 55304PAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    378593 | PA      | $379350.19    | 0.11%             | 2028-07-21      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES 2017-44A DRR                                  | CUSIP: 04016NBT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $906614.00    | 0.27%             | 2034-04-15      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Univision 5/24 TLB                                 | Univision 5/24 TLB                                 | CUSIP: 914908BG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1254725 | PA      | $1241399.69   | 0.37%             | 2029-01-31      | Floating      | 7.28%                 | No            |                  2 | On Loan: No      |
| Summit Companies 9/25 Cov-Lite TL                  | Summit Companies 9/25 Cov-Lite TL                  | CUSIP: 72349UAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    380641 | PA      | $380759.17    | 0.11%             | 2032-10-01      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Garnet CLO Ltd                                     | GARNET 2025-3A E                                   | CUSIP: 36626UAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1484590.65   | 0.44%             | 2038-10-20      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| McAfee/Magenta 8/24 Super Priority TL              | McAfee/Magenta 8/24 Super Priority TL              | CUSIP: 55909UAC3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    142199 | PA      | $140492.89    | 0.04%             | 2028-07-27      | Floating      | 9.92%                 | No            |                  2 | On Loan: No      |
| MH SUB I, LLC                                      | MH SUB I, LLC                                      | CUSIP: 45567YAN5<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    602955 | PA      | $516816.71    | 0.15%             | 2028-05-03      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                         | SIXST 2020-16A SUB                                 | CUSIP: 83012EAB7<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-O            | CORP              | KY        |   9170000 | PA      | $4779862.50   | 1.41%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                         | CLVR 2019-1A SUB                                   | CUSIP: 00871QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8339200 | PA      | $3050483.53   | 0.90%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2021-5A SUB                                   | CUSIP: 14318AAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $1368000.00   | 0.40%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coinmach/CSC ServiceWorks/Air-Serv 1/26 FL1O TL    | Coinmach/CSC ServiceWorks/Air-Serv 1/26 FL1O TL    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    332590 | PA      | $338549.51    | 0.10%             | 2030-09-04      | Floating      | 9.10%                 | No            |                  2 | On Loan: No      |
| Wilsonart International 7/24 TLB                   | Wilsonart International 7/24 TLB                   | CUSIP: 97246FAM8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    976795 | PA      | $847369.99    | 0.25%             | 2031-08-05      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| Air Medical 9/25 TLB                               | Air Medical 9/25 TLB                               | CUSIP: 37956SAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1749803 | PA      | $1742296.54   | 0.51%             | 2032-10-01      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Pro Mach 10/25 Cov-Lite TLB                        | Pro Mach 10/25 Cov-Lite TLB                        | CUSIP: 74273JAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    789199 | PA      | $787225.68    | 0.23%             | 2032-10-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Paint Intermediate/Wesco Group 9/24 Cov-Lite TLB   | Paint Intermediate/Wesco Group 9/24 Cov-Lite TLB   | CUSIP: 69575EAL3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    189741 | PA      | $188674.60    | 0.06%             | 2031-10-09      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Niagara Park CLO, Ltd.                             | NIAPK 2019-1A G                                    | CUSIP: 65357KAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    225000 | PA      | $220311.00    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Viavi 6/25 TLB                                     | Viavi 6/25 TLB                                     | CUSIP: 92555BAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    257130 | PA      | $257129.80    | 0.08%             | 2032-10-16      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Dave & Buster's 1/24 Cov-Lite TLB                  | Dave & Buster's 1/24 Cov-Lite TLB                  | CUSIP: 23833EAX2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    446565 | PA      | $388882.36    | 0.11%             | 2029-06-29      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2025-2A E                                     | CUSIP: 14320DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    845000 | PA      | $842203.47    | 0.25%             | 2038-07-25      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES 2017-44A SUB                                  | CUSIP: 04016NAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6288428 | PA      | $726313.43    | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd                                 | WINDR 2018-2A SUB                                  | CUSIP: 88433LAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3031000 | PA      | $60438.14     | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BCPE Grill Parent, Inc. (Fogo de Chao) TLB         | BCPE Grill Parent, Inc. (Fogo de Chao) TLB         | CUSIP: 05553QAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    563145 | PA      | $534812.89    | 0.16%             | 2030-09-30      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals 1/26 Cov-Lite TL            | Amneal Pharmaceuticals 1/26 Cov-Lite TL            | CUSIP: 03167DAS3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1922969 | PA      | $1927776.49   | 0.57%             | 2032-08-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| ALTICE FRANCE SA                                   | ALTICE FR LX3/H1 SFRFP 6 7/8 07/15/32              | CUSIP: 02090DAE8<br>LEI: 5493001ZMCICV4N02J21 | Long             | DBT              | CORP              | FR        |    508385 | PA      | $481535.92    | 0.14%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PELICAN PRODUCTS INC                               | PELICAN PRODUCTS, INC. TL                          | CUSIP: 70468BAC7<br>LEI: 5493008CRWH2WFODTF44 | Long             | LON              | CORP              | US        |    471615 | PA      | $416426.93    | 0.12%             | 2028-12-29      | Floating      | 8.21%                 | No            |                  2 | On Loan: No      |
| SunSource 3/24 TL                                  | SunSource 3/24 TL                                  | CUSIP: 12508KAJ6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2219057 | PA      | $2216749.39   | 0.65%             | 2031-03-25      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| WideOpenWest 10/24 Super-Priority FO New Money TL  | WideOpenWest 10/24 Super-Priority FO New Money TL  | CUSIP: 96758DBG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    670308 | PA      | $681200.20    | 0.20%             | 2028-12-11      | Floating      | 10.93%                | No            |                  2 | On Loan: No      |
| ALTICE FRANCE LUX 3                                | ALTICE FRANCE LUX 3                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |     10709 | NS      | $182266.89    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Apidos CLO                                         | APID 2024-1A ER                                    | CUSIP: 037985AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $737904.60    | 0.22%             | 2038-10-25      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| OverDrive/RBmedia 7/25 TLB                         | OverDrive/RBmedia 7/25 TLB                         | CUSIP: 37610GAH1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1065750 | PA      | $1064417.83   | 0.31%             | 2028-12-15      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                                | SNDPT 2017-4A D                                    | CUSIP: 83608DAA1<br>LEI: 549300G09B8CGBRMLL31 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $226808.50    | 0.07%             | 2031-01-21      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| Barnes Industrial 10/25 Cov-Lite TLB               | Barnes Industrial 10/25 Cov-Lite TLB               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    683270 | PA      | $677291.88    | 0.20%             | 2032-10-22      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Unity-Peace Park CLO, Ltd.                         | UNPPK 2022-1A SUB                                  | CUSIP: 913319AC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   4000000 | PA      | $899720.00    | 0.26%             |  |  |  | Yes           |                  2 | On Loan: No      |
| R1 RCM 10/24 Cov-Lite TLB                          | R1 RCM 10/24 Cov-Lite TLB                          | CUSIP: 75419XAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1170353 | PA      | $1146735.02   | 0.34%             | 2031-11-19      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| SHUTTERFLY FINANCE, LLC, TL                        | SHUTTERFLY FINANCE, LLC, TL                        | CUSIP: 82568TAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    366515 | PA      | $348801.61    | 0.10%             | 2027-10-01      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| NFP Wealth 10/25 Delayed TL                        | NFP Wealth 10/25 Delayed TL                        | CUSIP: 16825PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |         0 | PA      | $0.01         | 0.00%             | 2032-11-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Vantage Elevator/Victory Buyer 2/26 Cov-Lite TLB   | Vantage Elevator/Victory Buyer 2/26 Cov-Lite TLB   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    177708 | PA      | $177597.53    | 0.05%             | 2033-02-13      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Broadstreet Partners 5/24 TLB4                     | Broadstreet Partners 5/24 TLB4                     | CUSIP: 11132VAY5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2350688 | PA      | $2289875.59   | 0.67%             | 2031-06-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Endeavor/EOC 1/25 Cov-Lite TLB                     | Endeavor/EOC 1/25 Cov-Lite TLB                     | CUSIP: 26875YAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2174193 | PA      | $2163865.64   | 0.64%             | 2032-03-24      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Viasat 5/23 TL                                     | Viasat 5/23 TL                                     | CUSIP: 92555WAF2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    370499 | PA      | $370439.93    | 0.11%             | 2030-05-30      | Floating      | 8.29%                 | No            |                  2 | On Loan: No      |
| Gray Television 6/24 TLB                           | Gray Television 6/24 TLB                           | CUSIP: 389376BC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     15113 | PA      | $15086.92     | 0.00%             | 2029-06-04      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| PennAero/Mahseer Holdings 2/26 Cov-Lite TL         | PennAero/Mahseer Holdings 2/26 Cov-Lite TL         | CUSIP: 56017PAD9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     14093 | PA      | $14137.24     | 0.00%             | 2033-03-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2018-5A SUB                                   | CUSIP: 12551XAC9<br>LEI: 2549007CW2XYI54L0R94 | Long             | ABS-O            | CORP              | KY        |   5298000 | PA      | $1765505.52   | 0.52%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Catawba Nation Gaming/Two Kings Casino 12/24 TLB   | Catawba Nation Gaming/Two Kings Casino 12/24 TLB   | CUSIP: 14907EAD6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1193096 | PA      | $1208761.49   | 0.36%             | 2032-03-29      | Floating      | 8.42%                 | No            |                  2 | On Loan: No      |
| Genuine Fin 1/25 Cov-Lite TLB                      | Genuine Fin 1/25 Cov-Lite TLB                      | CUSIP: 37190DAN3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1493217 | PA      | $1277447.14   | 0.38%             | 2030-09-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2022-29A ER                                    | CUSIP: 08186FAE5<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1698397.75   | 0.50%             | 2038-01-25      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies/Indicor 01/26 Cov-Lite TLB      | Roper Technologies/Indicor 01/26 Cov-Lite TLB      | CUSIP: 77669LAL7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1524784 | PA      | $1523305.03   | 0.45%             | 2029-11-22      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2024-36A SUB                                   | CUSIP: 081920AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2560000 | PA      | $1472870.40   | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2019-4A DR                                    | CUSIP: 14317WAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $701694.90    | 0.21%             | 2035-04-15      | Floating      | 10.27%                | Yes           |                  2 | On Loan: No      |
| Asurion 9/24 B12 TLB                               | Asurion 9/24 B12 TLB                               | CUSIP: 04649VBD1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    308563 | PA      | $305035.92    | 0.09%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Therakos 10/24 Cov-Lite TLB                        | Therakos 10/24 Cov-Lite TLB                        | CUSIP: 83419KAC0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1735144 | PA      | $1657062.19   | 0.49%             | 2030-11-29      | Floating      | 8.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2022-2A SUB                                   | CUSIP: 143113AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4391000 | PA      | $1548090.96   | 0.46%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nord Security 9/25 Cov-Lite TLB                    | Nord Security 9/25 Cov-Lite TLB                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    245613 | PA      | $241314.63    | 0.07%             | 2032-10-08      | Floating      | 7.65%                 | No            |                  2 | On Loan: No      |
| Ply Gem/Pisces Midco/Cornerstone Building 7/22 TL  | Ply Gem/Pisces Midco/Cornerstone Building 7/22 TL  | CUSIP: 21925FAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493639 | PA      | $264096.70    | 0.08%             | 2028-08-01      | Floating      | 9.30%                 | No            |                  2 | On Loan: No      |
| Planview 12/24 TL                                  | Planview 12/24 TL                                  | CUSIP: 72751PAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1266785 | PA      | $935052.32    | 0.28%             | 2027-12-17      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Hunter Douglas 1/25 (USD) TLB                      | Hunter Douglas 1/25 (USD) TLB                      | CUSIP: N8137FAE0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1705911 | PA      | $1695965.63   | 0.50%             | 2032-01-17      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Global Tel Link 6/24 TL                            | Global Tel Link 6/24 TL                            | CUSIP: 37959JAG6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    779843 | PA      | $779843.24    | 0.23%             | 2029-08-06      | Floating      | 11.17%                | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                         | SIXST 2024-24A SUB                                 | CUSIP: 83011UAC0<br>LEI: 254900750L60VUYV0C32 | Long             | ABS-O            | CORP              | JE        |   7500000 | PA      | $4055550.00   | 1.19%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2019-32RA E                                   | CUSIP: 64136FAA7<br>LEI: 25490093SHVBS5BLDZ40 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1477157.25   | 0.43%             | 2039-07-20      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| GAINWELL ACQUISITION COR                           | MILANO ACQUISITION CORP. TLB                       | CUSIP: 59909TAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439979 | PA      | $426414.44    | 0.13%             | 2027-10-01      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| Arsenal WGH/WCG 1/26 Cov-Lite TLB                  | Arsenal WGH/WCG 1/26 Cov-Lite TLB                  | CUSIP: 23343FAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    980391 | PA      | $953842.13    | 0.28%             | 2032-02-25      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Truist Insurance 12/24 Cov-Lite TLB                | Truist Insurance 12/24 Cov-Lite TLB                | CUSIP: 89788VAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1223713 | PA      | $1204977.68   | 0.35%             | 2031-05-06      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2021-20A ER                                  | CUSIP: 03331QAN6<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1343386.95   | 0.40%             | 2035-01-20      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Tricorbraun 3/21 Cov-Lite TL                       | Tricorbraun 3/21 Cov-Lite TL                       | CUSIP: 00184NAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    845908 | PA      | $802200.03    | 0.24%             | 2031-03-03      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                 | ELMW1 2019-1A SUB                                  | CUSIP: 29001QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   6000000 | PA      | $2625900.00   | 0.77%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Clear Channel 12/24 TL                             | Clear Channel 12/24 TL                             | CUSIP: 45174UAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $436795.00    | 0.13%             | 2029-05-01      | Floating      | 9.56%                 | No            |                  2 | On Loan: No      |
| Hightower 7/25 Cov-Lite TLB                        | Hightower 7/25 Cov-Lite TLB                        | CUSIP: 43117LAP8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1569738 | PA      | $1551105.47   | 0.46%             | 2032-02-03      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2025-6A E                                     | CUSIP: 12576EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    625000 | PA      | $614345.06    | 0.18%             | 2038-10-23      | Floating      | 8.61%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2019-17A ER2                                   | CUSIP: 08182AAG5<br>LEI: 5493001ND55H5MJDIQ39 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2051118.72   | 0.60%             | 2037-10-15      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| ATHENAHEALTH GROUP INC                             | ATHENAHEALTH GROUP INC. TLB 1L                     | CUSIP: 04686RAB9<br>LEI: 254900AA3KZN4Q7A5Z33 | Long             | LON              | CORP              | US        |   2190694 | PA      | $2146880.60   | 0.63%             | 2029-02-15      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2021-5A SUB                                   | CUSIP: 12565HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  10086431 | PA      | $4715204.76   | 1.39%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                         | APID 2024-49A SUB                                  | CUSIP: 03771CAE4<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-O            | CORP              | KY        |  10000000 | PA      | $5283800.00   | 1.56%             |  |  |  | Yes           |                  2 | On Loan: No      |
| RegionalCare/Lifepoint Health 9/24 TLB             | RegionalCare/Lifepoint Health 9/24 TLB             | CUSIP: 75915TAK8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2351746 | PA      | $2351157.77   | 0.69%             | 2031-05-17      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Autodata/JD Power 7/24 TL                          | Autodata/JD Power 7/24 TL                          | CUSIP: 74339NAG1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2960302 | PA      | $2848934.98   | 0.84%             | 2031-07-16      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2017-12A SUB                                   | CUSIP: 08179JAB2<br>LEI: 549300CIOPBDYOSN3T91 | Long             | ABS-O            | CORP              | KY        |   4500000 | PA      | $2574000.00   | 0.76%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                       | ARES 2021-59A SUB                                  | CUSIP: 04018GAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3500000 | PA      | $977060.00    | 0.29%             |  |  |  | Yes           |                  2 | On Loan: No      |
| IPS/CP Iris 10/25 Cov-Lite Delayed TL              | IPS/CP Iris 10/25 Cov-Lite Delayed TL              | CUSIP: 12659EAJ7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     89200 | PA      | $88364.15     | 0.03%             | 2032-10-27      | Floating      | 2.00%                 | No            |                  2 | On Loan: No      |
| Styrolution/Ineos Quattro 10/24 TLB                | Styrolution/Ineos Quattro 10/24 TLB                | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     93969 | PA      | $66012.91     | 0.02%             | 2031-10-07      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Hunterstown 10/25 TL                               | Hunterstown 10/25 TL                               | CUSIP: 44579UAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    454361 | PA      | $454265.18    | 0.13%             | 2031-11-06      | Floating      | 6.76%                 | No            |                  2 | On Loan: No      |
| Gogo 4/21 TLB                                      | Gogo 4/21 TLB                                      | CUSIP: 38046JAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    802764 | PA      | $697906.63    | 0.21%             | 2028-04-30      | Floating      | 7.53%                 | No            |                  2 | On Loan: No      |
| VSE Corp 3/26 Cov-Lite TLB                         | VSE Corp 3/26 Cov-Lite TLB                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     82484 | PA      | $82312.29     | 0.02%             | 2033-03-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                      | BALLY 2022-19A SUB                                 | CUSIP: 05876AAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   4200000 | PA      | $1297137.24   | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2015-6BR ER                                    | CUSIP: 08182EAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1288000 | PA      | $1228149.22   | 0.36%             | 2038-04-20      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO                                         | APID 2017-27A SUB                                  | CUSIP: 03766JAC0<br>LEI: 549300EW146C7Q4UV387 | Long             | ABS-O            | CORP              | KY        |   1300000 | PA      | $36257.00     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2021-25A ER                                    | CUSIP: 08187AAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    480000 | PA      | $468359.66    | 0.14%             | 2035-01-15      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | GRAY MEDIA GTN 7 1/4 08/15/33                      | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    722000 | PA      | $725910.84    | 0.21%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Sabert 6/24 TLB                                    | Sabert 6/24 TLB                                    | CUSIP: 78516EAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    905815 | PA      | $904120.94    | 0.27%             | 2026-12-10      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Tectum Holdings/Truck Hero 1/21 Cov-Lite TLB       | Tectum Holdings/Truck Hero 1/21 Cov-Lite TLB       | CUSIP: 89778PAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    139199 | PA      | $93394.08     | 0.03%             | 2028-01-31      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| First Advantage 7/25 TLB                           | First Advantage 7/25 TLB                           | CUSIP: 78477MAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112380 | PA      | $109219.51    | 0.03%             | 2031-10-31      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| TransDigm 2/26 Cov-Lite TLN                        | TransDigm 2/26 Cov-Lite TLN                        | CUSIP: 89364MCG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    594064 | PA      | $594176.63    | 0.17%             | 2033-02-13      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ascensus 12/24 Cov-Lite TLB                        | Ascensus 12/24 Cov-Lite TLB                        | CUSIP: 03836BAH2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1315690 | PA      | $1293073.69   | 0.38%             | 2032-11-25      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| MSOF Beacon/Potters Industries 12/25 Cov-Lite TLB  | MSOF Beacon/Potters Industries 12/25 Cov-Lite TLB  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    125451 | PA      | $125241.44    | 0.04%             | 2032-12-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Precision Medicine 8/25 Cov-Lite TLB               | Precision Medicine 8/25 Cov-Lite TLB               | CUSIP: 74028HAG0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1367842 | PA      | $1364422.78   | 0.40%             | 2032-08-20      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| ITP Aero 11/25 TL                                  | ITP Aero 11/25 TL                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    387564 | PA      | $387494.69    | 0.11%             | 2032-12-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CHG Healthcare 7/25 Cov-Lite TLB                   | CHG Healthcare 7/25 Cov-Lite TLB                   | CUSIP: 12541HAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1116310 | PA      | $1116656.04   | 0.33%             | 2028-09-29      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| McAfee 12/24 Cov-Lite TLB                          | McAfee 12/24 Cov-Lite TLB                          | CUSIP: 57906HAF4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2736380 | PA      | $2435378.39   | 0.72%             | 2029-03-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Rackspace Hosting 3/24 FLFO New SuperPriority TLB  | Rackspace Hosting 3/24 FLFO New SuperPriority TLB  | CUSIP: 75008UAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    992405 | PA      | $982173.35    | 0.29%             | 2028-05-15      | Floating      | 10.04%                | No            |                  2 | On Loan: No      |
| Fertitta Entertainment, LLC TLB 1L                 | Fertitta Entertainment, LLC TLB 1L                 | CUSIP: 31556PAB3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1438498 | PA      | $1408476.25   | 0.41%             | 2029-01-27      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2019-5A INC                                   | CUSIP: 12554YAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $1241450.00   | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GGP/Brookfield Retail 5/25 TLB                     | GGP/Brookfield Retail 5/25 TLB                     | CUSIP: 11283HAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    749195 | PA      | $751068.12    | 0.22%             | 2030-05-28      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Tacala 9/25 TLB                                    | Tacala 9/25 TLB                                    | CUSIP: 87339PAE3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    309310 | PA      | $308978.62    | 0.09%             | 2031-01-31      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                            | OAKC 2015-12A SUB                                  | CUSIP: 67110BAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  13537295 | PA      | $5209421.86   | 1.53%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | OAKCL 2023-1A ER                                   | CUSIP: 67389EAE9<br>LEI: 254900WZ1Z6PQ6U3P013 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $496932.15    | 0.15%             | 2038-04-15      | Floating      | 11.17%                | Yes           |                  2 | On Loan: No      |
| ABRA Auto Body/Caliber Collision 1/25 Cov-Lite TLB | ABRA Auto Body/Caliber Collision 1/25 Cov-Lite TLB | CUSIP: 93369PAM6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    909201 | PA      | $900681.46    | 0.27%             | 2031-01-30      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Amspec Parent 6/25 Cov-Lite TL                     | Amspec Parent 6/25 Cov-Lite TL                     | CUSIP: 03218AAE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1206567 | PA      | $1201535.81   | 0.35%             | 2031-12-22      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Pye-Barker 12/25 Cov-Lite Delayed TL               | Pye-Barker 12/25 Cov-Lite Delayed TL               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     85401 | PA      | $85477.49     | 0.03%             | 2032-12-16      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| FNZ Group 11/24 (USD) TLB                          | FNZ Group 11/24 (USD) TLB                          | CUSIP: 30339HAD3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1304810 | PA      | $1027133.53   | 0.30%             | 2031-11-05      | Floating      | 8.66%                 | No            |                  2 | On Loan: No      |
| Opella 10/25 (USD) Cov-Lite TL                     | Opella 10/25 (USD) Cov-Lite TL                     | CUSIP: F7000QAC5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1838336 | PA      | $1836423.74   | 0.54%             | 2032-04-28      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| LA Fitness 1/24 TLB                                | LA Fitness 1/24 TLB                                | CUSIP: 33818XAM2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    967451 | PA      | $968660.30    | 0.29%             | 2029-02-12      | Floating      | 8.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2022-3A ER                                    | CUSIP: 12571HAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $810475.60    | 0.24%             | 2035-04-21      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| 19TH HOLDINGS GOLF LLC                             | 19th HOLDINGS GOLF, LLC TLB 1L                     | CUSIP: 68250XAB7<br>LEI: 549300INS30LLUJP0S18 | Long             | LON              | CORP              | US        |    994832 | PA      | $992344.96    | 0.29%             | 2029-02-07      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Cube Industrials/Circor 10/25 Cov-Lite TLB         | Cube Industrials/Circor 10/25 Cov-Lite TLB         | CUSIP: 22971EAD0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1045960 | PA      | $1044212.96   | 0.31%             | 2031-10-17      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Universal Services 8/25 (USD) Cov-Lite TLB         | Universal Services 8/25 (USD) Cov-Lite TLB         | CUSIP: 01957TAX5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1915334 | PA      | $1914280.29   | 0.56%             | 2032-08-20      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| National Mentor/Civitas/Sevita 12/25 Delayed TL    | National Mentor/Civitas/Sevita 12/25 Delayed TL    | CUSIP: 63689EAY1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    165317 | PA      | $164284.07    | 0.05%             | 2030-12-12      | Floating      | 9.67%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2019-4A SUBA                                  | CUSIP: 14317WAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   8740000 | PA      | $2439334.00   | 0.72%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Asurion 6/25 B13 TLB                               | Asurion 6/25 B13 TLB                               | CUSIP: 04649VBE9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    478932 | PA      | $472845.16    | 0.14%             | 2030-09-19      | Floating      | 7.92%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                                 | SHACK 2019-14A ERR                                 | CUSIP: 81880YAJ9<br>LEI: 549300HOHPZON6E4VH77 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $937973.30    | 0.28%             | 2034-07-20      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO Ltd                                        | RAD 2021-10A E                                     | CUSIP: 48662MAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1807455.40   | 0.53%             | 2034-04-23      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| Hilex Poly/Novolex 3/25 TL                         | Hilex Poly/Novolex 3/25 TL                         | CUSIP: 18972FAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      2677 | PA      | $2494.66      | 0.00%             | 2032-04-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2024-55A SUB                                  | CUSIP: 640982AE4<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-O            | CORP              | JE        |   4600000 | PA      | $2390528.00   | 0.70%             |  |  |  | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                        | OCP 2018-15A SUB                                   | CUSIP: 67112QAB2<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-O            | CORP              | KY        |   6000000 | PA      | $1842720.00   | 0.54%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2021-40A ER                                   | CUSIP: 64134KAL4<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   2170000 | PA      | $2025154.89   | 0.60%             | 2037-10-16      | Floating      | 8.82%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2021-4A SUB                                   | CUSIP: 14316UAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $376000.00    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ineos 12/24 (USD) Cov-Lite TLB                     | Ineos 12/24 (USD) Cov-Lite TLB                     | CUSIP: G4768PAS0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    948257 | PA      | $811774.61    | 0.24%             | 2031-02-07      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | OAKCL 2022-3A SUB                                  | CUSIP: 67401WAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  13250000 | PA      | $5758450.00   | 1.70%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2023-53A SUB                                  | CUSIP: 64135LAC1<br>LEI: 254900R37Z1EGG1Y1P54 | Long             | ABS-O            | CORP              | JE        |   7325000 | PA      | $3885912.50   | 1.14%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2025-61A E                                    | CUSIP: 640985AA5<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $719568.72    | 0.21%             | 2039-07-17      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Sabre Industries 8/25 Cov-Lite TLB                 | Sabre Industries 8/25 Cov-Lite TLB                 | CUSIP: 88675UAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    345513 | PA      | $345599.27    | 0.10%             | 2032-08-23      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2022-1A E                                     | CUSIP: 12570BAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1913023.00   | 0.56%             | 2035-04-17      | Floating      | 10.07%                | Yes           |                  2 | On Loan: No      |
| Aimco                                              | AIMCO 2021-16A SUB                                 | CUSIP: 00901GAC8<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-O            | CORP              | KY        |   1812000 | PA      | $921637.56    | 0.27%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ASURION LLC                                        | Assurion, LLC TLB4 2L                              | CUSIP: 04649VBA7<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    629844 | PA      | $625120.15    | 0.18%             | 2029-01-20      | Floating      | 9.03%                 | No            |                  2 | On Loan: No      |
| Kaman/Ruby/Arxis 1/25 Cov-Lite TLB                 | Kaman/Ruby/Arxis 1/25 Cov-Lite TLB                 | CUSIP: 48354VAM4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2024576 | PA      | $2024190.84   | 0.60%             | 2032-02-26      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                         | REG27 2024-1A SUB                                  | CUSIP: 758973AC5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-O            | CORP              | JE        |   6000000 | PA      | $2799780.00   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| White Cap 6/24 TLB                                 | White Cap 6/24 TLB                                 | CUSIP: 96350TAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2888551 | PA      | $2771940.22   | 0.82%             | 2029-10-19      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | GNRT 3A SUB                                        | CUSIP: 98625VAC4<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-O            | CORP              | KY        |   7008000 | PA      | $1703084.16   | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                              | GNRT 2023-12A SUB                                  | CUSIP: 37147WAC9<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-O            | CORP              | KY        |   8000000 | PA      | $3394480.00   | 1.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| ALM Loan Funding                                   | ALM 2020-1A SUB                                    | CUSIP: 00166DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   5000000 | PA      | $500.00       | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Sabre 12/25 TLB1                                   | Sabre 12/25 TLB1                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    247361 | PA      | $193250.67    | 0.06%             | 2029-07-30      | Floating      | 10.02%                | No            |                  2 | On Loan: No      |
| Kodiak Building Partners 11/24 Cov-Lite TLB        | Kodiak Building Partners 11/24 Cov-Lite TLB        | CUSIP: 50011JAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1069770 | PA      | $1069267.29   | 0.31%             | 2031-12-04      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb 12/25 Cov-Lite TL                    | Bausch + Lomb 12/25 Cov-Lite TL                    | CUSIP: C0787FAL6<br>LEI: N/A                  | Long             | LON              | CORP              | CA        |   1361518 | PA      | $1363219.78   | 0.40%             | 2031-01-15      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                    | OAKCL 2022-3A ER                                   | CUSIP: 67401WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1959977.60   | 0.58%             | 2037-10-15      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Blackhawk Network 1/26 Cov-Lite TLB                | Blackhawk Network 1/26 Cov-Lite TLB                | CUSIP: 09238FAN1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1680234 | PA      | $1656290.34   | 0.49%             | 2029-03-12      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Asurion 2/26 B14 Cov-Lite TLB                      | Asurion 2/26 B14 Cov-Lite TLB                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1128730 | PA      | $1089936.01   | 0.32%             | 2033-02-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Promontory/IntraFi Network 7/25 Incremental TL     | Promontory/IntraFi Network 7/25 Incremental TL     | CUSIP: 65343UAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    515693 | PA      | $498360.99    | 0.15%             | 2031-07-31      | Floating      | 7.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                           | MDPK 2021-39A E                                    | CUSIP: 55821NAA8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1205571.45   | 0.35%             | 2034-10-22      | Floating      | 10.18%                | Yes           |                  2 | On Loan: No      |
| Dave & Buster's 9/24 TLB                           | Dave & Buster's 9/24 TLB                           | CUSIP: 23833EAY0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    997973 | PA      | $829745.09    | 0.24%             | 2031-11-01      | Floating      | 6.94%                 | No            |                  2 | On Loan: No      |
| CORNERSTONE BUILDING                               | Cornerstone Building Brands, Inc. TLB              | CUSIP: 72431HAD2<br>LEI: 549300IW41QEWQ6T0H29 | Long             | LON              | CORP              | US        |   1245221 | PA      | $701769.20    | 0.21%             | 2028-04-12      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Drake Software/Taxwell 6/24 TLB                    | Drake Software/Taxwell 6/24 TLB                    | CUSIP: 23344UAF7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2325717 | PA      | $2176010.17   | 0.64%             | 2031-06-26      | Floating      | 7.95%                 | No            |                  2 | On Loan: No      |
| RLG HOLDINGS LLC                                   | RLG Holdings, Inc. TL 1L                           | CUSIP: 74970AAB4<br>LEI: 254900Y6CDN3X5BPSO77 | Long             | LON              | CORP              | US        |   1312153 | PA      | $485496.75    | 0.14%             | 2028-07-07      | Floating      | 8.18%                 | No            |                  2 | On Loan: No      |
| CLYDESDALE ACQUISITION                             | CLYDESDALE ACQUISITION HOLDINGS, INC.              | CUSIP: 18972FAC6<br>LEI: 254900QKSDYFR3K5YD98 | Long             | LON              | CORP              | US        |    500000 | PA      | $475850.00    | 0.14%             | 2029-04-13      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Janus Henderson 3/26 Cov-Lite TLB                  | Janus Henderson 3/26 Cov-Lite TLB                  | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    165878 | PA      | $165463.58    | 0.05%             | 2033-03-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AMR 5/25 TLB                                       | AMR 5/25 TLB                                       | CUSIP: 02376CBT1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1073417 | PA      | $1062146.33   | 0.31%             | 2032-05-28      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2019-6A ER                                    | CUSIP: 12556CAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $671534.50    | 0.20%             | 2037-07-16      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2015-7A SUBA                                 | CUSIP: 03328UAJ1<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-O            | CORP              | KY        |   1750000 | PA      | $380275.00    | 0.11%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Osttra 5/25 Cov-Lite TL                            | Osttra 5/25 Cov-Lite TL                            | CUSIP: 68631KAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    318140 | PA      | $314627.88    | 0.09%             | 2032-10-08      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                           | OAKC 2020-5A ER                                    | CUSIP: 67113NAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981292.80    | 0.29%             | 2037-10-18      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| Achilles/OneDigital Health 1/25 TL                 | Achilles/OneDigital Health 1/25 TL                 | CUSIP: 68277FAN9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1310984 | PA      | $1264693.48   | 0.37%             | 2031-07-02      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Summit Companies 9/25 Cov-Lite Delayed TL          | Summit Companies 9/25 Cov-Lite Delayed TL          | CUSIP: 72349UAC6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     73384 | PA      | $73406.43     | 0.02%             | 2032-10-01      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2022-4A INC                                   | CUSIP: 12567YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $1194775.00   | 0.35%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Alera Group 5/25 2nd Lien Cov-Lite TL              | Alera Group 5/25 2nd Lien Cov-Lite TL              | CUSIP: 01451PAD8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $722497.50    | 0.21%             | 2033-05-30      | Floating      | 9.18%                 | No            |                  2 | On Loan: No      |
| Groundworks 3/24 Cov-Lite TL                       | Groundworks 3/24 Cov-Lite TL                       | CUSIP: 39954EAB9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1518935 | PA      | $1513710.22   | 0.45%             | 2031-03-14      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Tectum Holdings/Truck Hero 9/23 Incremental TL     | Tectum Holdings/Truck Hero 9/23 Incremental TL     | CUSIP: 89778PAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    336307 | PA      | $229529.60    | 0.07%             | 2028-01-31      | Floating      | 8.93%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2026-3A E                                     | CUSIP: 142926AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.44%             | 2039-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Imperial Bag & Paper/Imperial Dade 3/26 10th Am TL | Imperial Bag & Paper/Imperial Dade 3/26 10th Am TL | CUSIP: 05550HAT2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    743832 | PA      | $731283.32    | 0.22%             | 2032-12-29      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Summit Behavioral 8/25 First Out TL                | Summit Behavioral 8/25 First Out TL                | CUSIP: 86602KAH9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    177865 | PA      | $182681.90    | 0.05%             | 2029-12-31      | Floating      | 9.45%                 | No            |                  2 | On Loan: No      |
| Scenic 7/25 (USD) TLB                              | Scenic 7/25 (USD) TLB                              | CUSIP: 78424SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    423861 | PA      | $415913.22    | 0.12%             | 2032-08-18      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                         | CLVR 2021-3A ER                                    | CUSIP: 18915FAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1888629.60   | 0.56%             | 2035-01-25      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2023-2A SUB                                   | CUSIP: 14318HAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4534341 | PA      | $2193306.09   | 0.65%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hologic 1/26 (USD) Cov-Lite TLB                    | Hologic 1/26 (USD) Cov-Lite TLB                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1399556 | PA      | $1382061.12   | 0.41%             | 2033-01-14      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Allwyn 11/25 Cov-Lite TLB                          | Allwyn 11/25 Cov-Lite TLB                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    899864 | PA      | $881866.99    | 0.26%             | 2032-11-24      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy 01/26 TLB                         | Tallgrass Energy 01/26 TLB                         | CUSIP: 73955HAG9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1372248 | PA      | $1373277.10   | 0.40%             | 2029-08-01      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Ufinet/Zacapa 10/24 TL                             | Ufinet/Zacapa 10/24 TL                             | CUSIP: L9901EAG2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1526303 | PA      | $1520198.04   | 0.45%             | 2029-03-22      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Truist Insurance 5/24 2nd Lien TL                  | Truist Insurance 5/24 2nd Lien TL                  | CUSIP: 89788VAE2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    750000 | PA      | $741330.00    | 0.22%             | 2032-05-06      | Floating      | 8.45%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                               | DCLO 2022-4A ERR                                   | CUSIP: 25255PAJ2<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $581320.08    | 0.17%             | 2039-01-15      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO                               | DCLO 2023-5A DR                                    | CUSIP: 25255TAG0<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1469714.25   | 0.43%             | 2039-01-15      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| GEN II Fund Services 11/24 TLB                     | GEN II Fund Services 11/24 TLB                     | CUSIP: 69381MAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    515731 | PA      | $508856.04    | 0.15%             | 2031-11-26      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                             | HPPK 2024-1A SUB                                   | CUSIP: 412914AC7<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-O            | CORP              | JE        |   5275000 | PA      | $2559957.50   | 0.75%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Osmose Utilities 6/21 Cov-Lite TL                  | Osmose Utilities 6/21 Cov-Lite TL                  | CUSIP: 68835HAH3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    996648 | PA      | $977651.59    | 0.29%             | 2028-06-23      | Floating      | 7.03%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                            | REG19 2022-1A SUB                                  | CUSIP: 75888CAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  12102000 | PA      | $5773259.10   | 1.70%             |  |  |  | Yes           |                  2 | On Loan: No      |
| National Intergov Purch/Omnia 10/25 2nd Lien TL    | National Intergov Purch/Omnia 10/25 2nd Lien TL    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    541500 | PA      | $540146.25    | 0.16%             | 2032-05-31      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                         | APID 2024-48A SUB                                  | CUSIP: 03770XAE9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-O            | CORP              | JE        |   9000000 | PA      | $5074290.00   | 1.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nyack Park CLO, Ltd.                               | NYKPK 2021-1A SUB                                  | CUSIP: 67080QAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1358700 | PA      | $439648.15    | 0.13%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ahead 7/24 TLB3                                    | Ahead 7/24 TLB3                                    | CUSIP: 00866HAH8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    249382 | PA      | $245446.55    | 0.07%             | 2031-02-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2020-2A INC                                   | CUSIP: 12547KAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1806500 | PA      | $691876.13    | 0.20%             |  |  |  | Yes           |                  2 | On Loan: No      |
| COVETRUS INC                                       | CORGI BIDCO, INC. TL 1L                            | CUSIP: 22304EAC0<br>LEI: 5493009S30DUFCF75V87 | Long             | LON              | CORP              | US        |   1010136 | PA      | $935527.49    | 0.28%             | 2029-10-13      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| M6 Midstream 9/25 TLB                              | M6 Midstream 9/25 TLB                              | CUSIP: 55285DAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    226498 | PA      | $227100.30    | 0.07%             | 2032-04-01      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Styrolution/Ineos Quattro 11/23 Cov-Lite TLB       | Styrolution/Ineos Quattro 11/23 Cov-Lite TLB       | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    339517 | PA      | $263974.28    | 0.08%             | 2029-04-02      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2021-10A SUB                                  | CUSIP: 14318EAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |  14549815 | PA      | $4222210.81   | 1.24%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Zelis/RedCard 10/24 TLB                            | Zelis/RedCard 10/24 TLB                            | CUSIP: 98932TAH6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    774936 | PA      | $748588.06    | 0.22%             | 2031-11-26      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                     | CGMS 2021-2A SUB                                   | CUSIP: 14316PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2530000 | PA      | $1115224.00   | 0.33%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hillenbrand 1/26 (USD) Cov-Lite TLB                | Hillenbrand 1/26 (USD) Cov-Lite TLB                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    455935 | PA      | $449324.18    | 0.13%             | 2033-02-10      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC                                     | GRAY MEDIA GTN 5 3/8 11/15/31                      | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    112000 | PA      | $82774.27     | 0.02%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Endo Pharmaceuticals 10/24 TLB                     | Endo Pharmaceuticals 10/24 TLB                     | CUSIP: 29280UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    649409 | PA      | $645350.36    | 0.19%             | 2031-04-23      | Floating      | 7.42%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                           | NEUB 2024-57A E                                    | CUSIP: 64135YAA7<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | KY        |   1875000 | PA      | $1869601.31   | 0.55%             | 2038-10-24      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2021-21A ER                                  | CUSIP: 03331LAJ6<br>LEI: 54930063NKPB83QNUF90 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1795224.00   | 0.53%             | 2034-10-20      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance 9/25 Cov-Lite TLB2               | Baldwin Insurance 9/25 Cov-Lite TLB2               | CUSIP: 05825HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2022568 | PA      | $1985494.59   | 0.58%             | 2031-05-26      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                          | ANCHC 2015-6A ER4                                  | CUSIP: 03328RBA6<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   1765000 | PA      | $1712420.12   | 0.50%             | 2038-07-22      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Transdigm, Inc. 11/23 TLJ                          | Transdigm, Inc. 11/23 TLJ                          | CUSIP: 89364MCA0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1066573 | PA      | $1066455.21   | 0.31%             | 2031-02-28      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                     | BSP 2022-28A ER                                    | CUSIP: 08181RAE4<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $1938377.80   | 0.57%             | 2037-10-20      | Floating      | 9.07%                 | Yes           |                  2 | On Loan: No      |
| Kaseya 3/25 Cov-Lite TL                            | Kaseya 3/25 Cov-Lite TL                            | CUSIP: 48578AAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1452379 | PA      | $1352528.04   | 0.40%             | 2032-03-22      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Needle Exit TL                                     | Needle Exit TL                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |    119194 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CIFC Funding Ltd                                   | CIFC 2019-5A ER2                                   | CUSIP: 12555GAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $981867.20    | 0.29%             | 2038-10-15      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Staples 5/24 Cov-Lite TLB                          | Staples 5/24 Cov-Lite TLB                          | CUSIP: 855031AU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    267652 | PA      | $242642.48    | 0.07%             | 2029-09-04      | Floating      | 9.41%                 | No            |                  2 | On Loan: No      |
| Brand Energy/BrandSafway 4/24 TLB                  | Brand Energy/BrandSafway 4/24 TLB                  | CUSIP: 10524MAS6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    624603 | PA      | $534554.37    | 0.16%             | 2030-08-01      | Floating      | 8.16%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** XAI OCTAGON FLOATING RATE & ALTERNATIVE INCOME TRUST

**Signature:** Derek Mullins

**Name of Signer:** Derek Mullins

**Title:** Principal Financial Officer