# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-015539
**Filing Date:** 2026-6
**Character Count:** 279176
**Document Hash:** 281596441944c30aaec3441c44d27a9f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015539.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015539

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Janus Detroit Street Trust
- **CENTRAL INDEX KEY:** 0001500604

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 261128691

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Janus ETF Trust
- **DATE OF NAME CHANGE:** 20100902

## Series and Classes Contracts Data

### Janus Henderson AAA CLO ETF (Series ID: S000069705)

| Class ID   | Class Name                  | Ticker Symbol   |
|:---|:---|:---|
| C000222294 | Janus Henderson AAA CLO ETF | JAAA            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson AAA CLO ETF

- **b. EDGAR series identifier (if any):** S000069705

- **c. LEI of Series:** 549300N7UZ9PO4OVKA94

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

- **a. Date of fiscal year-end:** 2026-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $27513606399.19

**Total Liabilities:** $601684876.28

**Net Assets:** $26911921522.91

**Delayed Delivery Securities:** $224741759.00

**Cash Not Reported:** $11047302.14

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -26675.86965102 | **1-Year:** -1139942.39110633 | **5-Year:** -8023204.56946867 | **10-Year:** -1831963.60004690 | **30-Year:** -23206.78755007

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222294 | 0.16%                | 0.18%                | 0.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $412385.44               | $-51065161.83                              |
| Month 2  | $-6085250.39             | $-49538346.44                              |
| Month 3  | $-1502859.84             | $56079727.45                               |

**Designated Index Information**

- **Index Name:** J.P. Morgan Collateralized Loan Obligation AAA Index 100%

- **Index Identifier:** IXJAAA10BM

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 5 Ltd.                                                 | AB BSL CLO 5 Ltd., Series 2024-5A, Class A1                                                  | CUSIP: 00038GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   70000000 | PA      | $70174265.00   | 0.26%             | 2038-01-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                                                 | AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R2                                                | CUSIP: 00038KBA8<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |  229000000 | PA      | $229556630.30  | 0.85%             | 2038-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 7 Ltd.                                                 | AB BSL CLO 7 Ltd., Series 2025-7A, Class A1                                                  | CUSIP: 00039FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125152587.50  | 0.47%             | 2039-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 7 Ltd.                                                 | AB BSL CLO 7 Ltd., Series 2025-7A, Class A2                                                  | CUSIP: 00039FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12003315.60   | 0.04%             | 2039-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 6 Ltd.                                                 | AB BSL CLO 6 Ltd., Series 2025-6A, Class A                                                   | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  100250000 | PA      | $100370741.10  | 0.37%             | 2037-07-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 27 Ltd.                                              | AGL Core CLO 27 Ltd., Series 2023-27A, Class AR                                              | CUSIP: 00092DAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125078175.00  | 0.46%             | 2039-01-21      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 22 Ltd.                                                   | AGL CLO 22 Ltd., Series 2022-22A, Class BR                                                   | CUSIP: 00118XAW6<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | US        |   30500000 | PA      | $30610013.50   | 0.11%             | 2037-01-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 29 Ltd.                                                   | AGL CLO 29 Ltd., Series 2024-29A, Class A2R                                                  | CUSIP: 00119BAL7<br>LEI: 254900MM5EQZ35CZG002 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12002136.00   | 0.04%             | 2039-04-21      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 20 Ltd.                                                   | AGL CLO 20 Ltd., Series 2022-20A, Class A1R                                                  | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15850000 | PA      | $15881956.77   | 0.06%             | 2037-10-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                   | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                                  | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | US        |   78100000 | PA      | $78040144.16   | 0.29%             | 2038-04-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 21 Ltd.                                                   | AGL CLO 21 Ltd., Series 2022-21A, Class A1R                                                  | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39000000 | PA      | $39076268.40   | 0.15%             | 2037-10-21      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 1 Ltd.                                                    | AGL CLO 1 Ltd., Series 2019-1A, Class BRR                                                    | CUSIP: 00119HAS9<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15044052.00   | 0.06%             | 2034-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 5 Ltd.                                                    | AGL CLO 5 Ltd., Series 2020-5A, Class AR3                                                    | CUSIP: 00119TBD5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | US        |   70000000 | PA      | $70036547.00   | 0.26%             | 2039-01-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 6 Ltd.                                                    | AGL CLO 6 Ltd., Series 2020-6A, Class A1R2                                                   | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | US        |   11750000 | PA      | $11781133.98   | 0.04%             | 2038-04-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 2 Ltd.                                               | AGL Core CLO 2 Ltd., Series 2019-2A, Class A1R                                               | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | US        |  110000000 | PA      | $110178805.00  | 0.41%             | 2037-07-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                                   | AGL CLO 17 Ltd., Series 2022-17A, Class AR                                                   | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | US        |   49858000 | PA      | $49795687.47   | 0.19%             | 2035-01-21      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                                   | AGL CLO 16 Ltd., Series 2021-16A, Class AR                                                   | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | US        |  143394000 | PA      | $143215374.09  | 0.53%             | 2035-01-20      | Floating      | 4.63%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 19 Ltd.                                                   | AGL CLO 19 Ltd., Series 2022-19A, Class A1R                                                  | CUSIP: 001210AQ6<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50128000.00   | 0.19%             | 2038-07-21      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 32 Ltd.                                                   | AGL CLO 32 Ltd., Series 2024-32A, Class A1                                                   | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16350000 | PA      | $16370666.40   | 0.06%             | 2037-07-21      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                                   | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                                   | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | US        |   85751724 | PA      | $85886414.23   | 0.32%             | 2038-04-22      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 44 Ltd.                                                   | AGL CLO 44 Ltd., Series 2025-44A, Class A                                                    | CUSIP: 00121RAA2<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | US        |   41000000 | PA      | $40956560.50   | 0.15%             | 2037-10-22      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                                                   | AGL CLO 40 Ltd., Series 2025-40A, Class A1                                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | US        |    9750000 | PA      | $9768514.28    | 0.04%             | 2038-07-22      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd.                                                 | Aimco CLO 14 Ltd., Series 2021-14A, Class A1R                                                | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40000000 | PA      | $40067440.00   | 0.15%             | 2038-10-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 25 Ltd.                                                  | AMMC CLO 25 Ltd., Series 2022-25A, Class A1R2                                                | CUSIP: 00177GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  109100000 | PA      | $109325891.55  | 0.41%             | 2038-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 26 Ltd.                                                  | AMMC CLO 26 Ltd., Series 2023-26A, Class A1R                                                 | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  167750000 | PA      | $167792977.55  | 0.62%             | 2036-04-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Ares XXVII CLO Ltd.                                               | Ares XXVII CLO Ltd., Series 2013-2A, Class BR3                                               | CUSIP: 00190YBR5<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10023669.00   | 0.04%             | 2034-10-28      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 42 Ltd.                                                   | AGL CLO 42 Ltd., Series 2025-42A, Class A1                                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | US        |   24890000 | PA      | $24954796.14   | 0.09%             | 2038-07-22      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 11 Ltd.                                                   | AGL CLO 11 Ltd., Series 2021-11A, Class A1R                                                  | CUSIP: 00851TAQ9<br>LEI: 549300G9RL3BICT9HA62 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25051302.50   | 0.09%             | 2038-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 26 Ltd.                                                   | AGL CLO 26 Ltd., Series 2023-26A, Class A2R                                                  | CUSIP: 00852HAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20049844.00   | 0.07%             | 2038-10-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 38 Ltd.                                              | AGL Core CLO 38 Ltd., Series 2025-38A, Class A1                                              | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | US        |   96500000 | PA      | $96646680.00   | 0.36%             | 2038-01-22      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 17 Ltd.                                                 | AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R                                                | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14200000 | PA      | $14233744.88   | 0.05%             | 2037-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                                         | AIMCO CLO, Series 2018-AA, Class B1R                                                         | CUSIP: 00900GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12047008.80   | 0.04%             | 2037-10-17      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                                         | AIMCO CLO, Series 2015-AA, Class A1R4                                                        | CUSIP: 00900LBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   62080000 | PA      | $62216445.63   | 0.23%             | 2038-10-17      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                 | AIMCO CLO 10 Ltd., Series 2019-10A, Class ARR                                                | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |   10970000 | PA      | $10983290.16   | 0.04%             | 2037-07-22      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                                            | Allegany Park CLO Ltd., Series 2019-1A, Class ARR                                            | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   26000000 | PA      | $26008309.60   | 0.10%             | 2035-01-20      | Floating      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XVI Ltd.                                              | Allegro CLO XVI Ltd., Series 2024-1A, Class A2R                                              | CUSIP: 01749FAS9<br>LEI: 213800XPKDKUTQ6UKE25 | Long             | ABS-CBDO         | CORP              | US        |    9710000 | PA      | $9709946.60    | 0.04%             | 2037-04-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO V-S Ltd.                                              | Allegro CLO V-S Ltd., Series 2024-2A, Class A1                                               | CUSIP: 01750RAC4<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | US        |   21275000 | PA      | $21313688.59   | 0.08%             | 2037-07-24      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                              | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                              | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | US        |   26825000 | PA      | $26858413.22   | 0.10%             | 2037-07-21      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIV Ltd.                                              | Allegro CLO XIV Ltd., Series 2021-2A, Class A1R                                              | CUSIP: 01751AAQ9<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024408.00   | 0.04%             | 2037-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XVIII Ltd.                                            | Allegro CLO XVIII Ltd., Series 2024-4A, Class A1                                             | CUSIP: 01751NAC2<br>LEI: 213800Y2KN94QCXLH659 | Long             | ABS-CBDO         | CORP              | US        |   42100000 | PA      | $42174243.35   | 0.16%             | 2038-01-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XVII Ltd.                                             | Allegro CLO XVII Ltd., Series 2025-2A, Class A2                                              | CUSIP: 01751VAE0<br>LEI: 213800WM4HOIEMCU1G38 | Long             | ABS-CBDO         | CORP              | US        |    9500000 | PA      | $9521163.15    | 0.04%             | 2038-07-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 30 Ltd.                                                  | AMMC CLO 30 Ltd., Series 2024-30A, Class A1R                                                 | CUSIP: 03165UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30035772.00   | 0.11%             | 2039-04-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 32 Ltd.                                                  | AMMC CLO 32 Ltd., Series 2025-32A, Class A1                                                  | CUSIP: 03166KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8750000 | PA      | $8771327.25    | 0.03%             | 2038-10-17      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                     | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                     | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | US        |   52500000 | PA      | $52626698.25   | 0.20%             | 2038-10-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 37 Ltd.                                     | Anchorage Capital CLO 37 Ltd., Series 2026-37A, Class A2                                     | CUSIP: 032923AC8<br>LEI: 6367003PENZLMQJOVV74 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8008787.20    | 0.03%             | 2039-04-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd.                                      | Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class AR4                                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | US        |   34500000 | PA      | $34593436.35   | 0.13%             | 2038-07-22      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                                      | Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR3                                      | CUSIP: 03328WBE7<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10014818.00   | 0.04%             | 2037-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 13 LLC                                      | Anchorage Capital CLO 13 LLC, Series 2019-13A, Class ARR                                     | CUSIP: 033291AY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   95300000 | PA      | $95513900.85   | 0.35%             | 2038-04-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                     | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                   | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125216362.50  | 0.47%             | 2038-07-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                      | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class A1R3                                     | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | US        |   19775000 | PA      | $19819032.99   | 0.07%             | 2038-10-27      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.                                     | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A1R2                                   | CUSIP: 03330WAU8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        |  211875000 | PA      | $212159018.44  | 0.79%             | 2038-01-19      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 24 Ltd.                                     | Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A2R                                    | CUSIP: 03331GAS7<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18043470.00   | 0.07%             | 2037-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                     | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                    | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | US        |  207000000 | PA      | $207226685.70  | 0.77%             | 2038-02-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd.                                     | Anchorage Capital CLO 30 Ltd., Series 2024-30A, Class A1                                     | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | US        |   28250000 | PA      | $28287761.78   | 0.11%             | 2037-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO Ltd.                                        | Anchorage Capital CLO Ltd., Series 2026-22A, Class BR4                                       | CUSIP: 03333KAG2<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | US        |   11750000 | PA      | $11786352.15   | 0.04%             | 2039-01-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                              | Apex Credit CLO Ltd., Series 2024-1A, Class A1R                                              | CUSIP: 03753AAS9<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | US        |   81125000 | PA      | $81272339.23   | 0.30%             | 2036-04-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                              | Apex Credit CLO Ltd., Series 2024-1A, Class BR                                               | CUSIP: 03753AAW0<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | US        |   19950000 | PA      | $20009195.64   | 0.07%             | 2036-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                              | Apex Credit CLO Ltd., Series 2024-2A, Class A                                                | CUSIP: 03753EAA0<br>LEI: 213800V47GF24QSFBA63 | Long             | ABS-CBDO         | CORP              | US        |   34650000 | PA      | $34689348.54   | 0.13%             | 2037-07-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO 12 Ltd.                                           | Apex Credit CLO 12 Ltd., Series 2025-12A, Class A1                                           | CUSIP: 03753GAA5<br>LEI: 213800NFRK9CK455KQ32 | Long             | ABS-CBDO         | CORP              | US        |   12800000 | PA      | $12827321.60   | 0.05%             | 2038-04-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                               | Apex Credit CLO LLC, Series 2020-2A, Class AR                                                | CUSIP: 03753JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   73750000 | PA      | $73853471.25   | 0.27%             | 2038-10-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO 13 Ltd.                                           | Apex Credit CLO 13 Ltd., Series 2025-13A, Class A2                                           | CUSIP: 03754FAC2<br>LEI: 213800YWVGHPCY8VWA19 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15015144.00   | 0.06%             | 2039-01-22      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                                                | Apidos CLO XVIII-R, Series 2018-18A, Class BR2                                               | CUSIP: 03767NBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8320000 | PA      | $8357417.54    | 0.03%             | 2038-01-22      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXVI                                                  | Apidos CLO XXXVI, Series 2021-36A, Class BR                                                  | CUSIP: 03769LAS7<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | US        |   20580000 | PA      | $20669261.63   | 0.08%             | 2039-01-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO LIII                                                   | Apidos CLO LIII, Series 2025-53A, Class A1                                                   | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | US        |   23450000 | PA      | $23512273.82   | 0.09%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XLIV Ltd.                                              | Apidos CLO XLIV Ltd., Series 2023-44A, Class A1R                                             | CUSIP: 037989AL4<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | US        |   40000000 | PA      | $40078680.00   | 0.15%             | 2037-10-26      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XLIV Ltd.                                              | Apidos CLO XLIV Ltd., Series 2023-44A, Class A2R                                             | CUSIP: 037989AM2<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10023071.00   | 0.04%             | 2037-10-26      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXIV CLO Ltd.                                               | Ares LXXIV CLO Ltd., Series 2024-74A, Class A2                                               | CUSIP: 03990FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22500000 | PA      | $22554913.50   | 0.08%             | 2036-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                                         | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class A1                                       | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  154500000 | PA      | $154471046.70  | 0.57%             | 2038-03-31      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                              | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                              | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23675000 | PA      | $23737618.01   | 0.09%             | 2038-07-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIII CLO Ltd.                                               | Ares LXIII CLO Ltd., Series 2022-63A, Class A1R                                              | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10026070.00   | 0.04%             | 2038-10-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVII CLO Ltd.                                               | Ares LXVII CLO Ltd., Series 2022-67A, Class A1R                                              | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   90350000 | PA      | $90346548.63   | 0.34%             | 2038-01-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ares LXX CLO Ltd.                                                 | Ares LXX CLO Ltd., Series 2023-70A, Class BR                                                 | CUSIP: 039951AW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40000000 | PA      | $40165488.00   | 0.15%             | 2039-01-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIX CLO Ltd.                                                | Ares LXIX CLO Ltd., Series 2024-69A, Class A2                                                | CUSIP: 039953AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17500000 | PA      | $17541851.25   | 0.07%             | 2036-04-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIV CLO Ltd.                                               | Ares XXXIV CLO Ltd., Series 2015-2A, Class A2R4                                              | CUSIP: 04015GBD0<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $14037774.80   | 0.05%             | 2038-07-17      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                               | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                              | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |   39250000 | PA      | $39299246.98   | 0.15%             | 2037-07-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Ares LV CLO Ltd.                                                  | Ares LV CLO Ltd., Series 2020-55A, Class A1R2                                                | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39250000 | PA      | $39327401.00   | 0.15%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| ARES Loan Funding II Ltd.                                         | ARES Loan Funding II Ltd., Series 2022-ALF2A, Class A1R2                                     | CUSIP: 04018UAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  130000000 | PA      | $130285818.00  | 0.48%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ares LXV CLO Ltd.                                                 | Ares LXV CLO Ltd., Series 2022-65A, Class A1R                                                | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   68800000 | PA      | $68799896.80   | 0.26%             | 2034-07-25      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIV CLO Ltd.                                                | Ares LXIV CLO Ltd., Series 2022-64A, Class AR                                                | CUSIP: 04019HAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39500000 | PA      | $39576179.70   | 0.15%             | 2039-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                                                | Ares LXVI CLO Ltd., Series 2022-66A, Class A1R2                                              | CUSIP: 04019RBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33350000 | PA      | $33417953.96   | 0.12%             | 2038-10-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXII CLO Ltd.                                               | Ares LXXII CLO Ltd., Series 2024-72A, Class A2                                               | CUSIP: 04020WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24500000 | PA      | $24560960.90   | 0.09%             | 2036-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding VIII Ltd.                                       | Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1                                      | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  133440000 | PA      | $133660162.66  | 0.50%             | 2038-01-24      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO I Ltd.                                               | Arini US CLO I Ltd., Series 1A, Class A                                                      | CUSIP: 04039AAA2<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10018720.00   | 0.04%             | 2038-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO II Ltd.                                              | Arini US CLO II Ltd., Series 2A, Class A                                                     | CUSIP: 04039BAA0<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | US        |   39170000 | PA      | $39233251.72   | 0.15%             | 2038-03-31      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Avenue Ltd.                                              | Atlantic Avenue Ltd., Series 2024-2A, Class A                                                | CUSIP: 04822BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50088975.00   | 0.19%             | 2037-04-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                                                | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                 | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | US        |  117550000 | PA      | $117607035.26  | 0.44%             | 2038-03-30      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Bbam US CLO V Ltd.                                                | Bbam US CLO V Ltd., Series 2025-5A, Class A1                                                 | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25065557.50   | 0.09%             | 2038-07-25      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2017-2A, Class A2R3                                     | CUSIP: 05683HAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15040000 | PA      | $15076059.90   | 0.06%             | 2037-07-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2021-2A, Class A2R2                                     | CUSIP: 05684RAY8<br>LEI: 254900REGRH89UW3BK51 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9990441.00    | 0.04%             | 2034-07-16      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2021-2A, Class BR2                                      | CUSIP: 05684RBA9<br>LEI: 254900REGRH89UW3BK51 | Long             | ABS-CBDO         | CORP              | US        |   14500000 | PA      | $14484474.85   | 0.05%             | 2034-07-16      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2022-1A, Class A2R                                      | CUSIP: 05684UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16511696.85   | 0.06%             | 2038-10-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2021-4A, Class BRR                                      | CUSIP: 05685ABE7<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | US        |   13600000 | PA      | $13584757.12   | 0.05%             | 2034-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2022-4A, Class A1R                                      | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16161250 | PA      | $16192916.35   | 0.06%             | 2037-10-16      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R                                      | CUSIP: 05685EAN0<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | US        |   28600000 | PA      | $28634497.32   | 0.11%             | 2039-01-21      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2023-1A, Class A1R                                      | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | US        |  107820000 | PA      | $107992371.83  | 0.40%             | 2038-07-16      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2024-6A, Class A1                                       | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20044672.00   | 0.07%             | 2038-01-21      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2025-5A, Class A2                                       | CUSIP: 056917AC1<br>LEI: 254900UZIWHOC1Z47I85 | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $16005488.00   | 0.06%             | 2039-01-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2024-1A, Class A2R                                      | CUSIP: 056920AS0<br>LEI: 254900I37RDDKARGQN22 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15001486.50   | 0.06%             | 2039-04-16      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A2RR                                     | CUSIP: 05766BBC1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $16038177.60   | 0.06%             | 2035-10-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2022-1A, Class AR                                       | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20001400.00   | 0.07%             | 2037-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2021-2A, Class BR                                       | CUSIP: 05766GAN7<br>LEI: 549300N3EVICXRV85R74 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10029468.00   | 0.04%             | 2035-01-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2025-2A, Class A2                                       | CUSIP: 057915AL4<br>LEI: 2549002Z9TKO9WGID477 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8002925.60    | 0.03%             | 2039-01-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                             | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                           | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | US        |   23700000 | PA      | $23753386.62   | 0.09%             | 2037-07-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                                               | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | US        |  141040000 | PA      | $141306241.21  | 0.53%             | 2038-10-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 15 Ltd.                                             | Ballyrock CLO 15 Ltd., Series 2021-1A, Class A1R                                             | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | US        |   10050000 | PA      | $10072429.59   | 0.04%             | 2038-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 16 Ltd.                                             | Ballyrock CLO 16 Ltd., Series 2021-16A, Class A1R                                            | CUSIP: 05876KAL9<br>LEI: 2549003CI27B7ZDOMR46 | Long             | ABS-CBDO         | CORP              | US        |    1175000 | PA      | $1173819.13    | 0.00%             | 2038-04-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 17 Ltd.                                             | Ballyrock CLO 17 Ltd., Series 2021-17A, Class A1AR                                           | CUSIP: 05876LAL7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | US        |  136000000 | PA      | $136078295.20  | 0.51%             | 2038-10-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 26 Ltd.                                             | Ballyrock CLO 26 Ltd., Series 2024-26A, Class A1A                                            | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | US        |   20750000 | PA      | $20773679.90   | 0.08%             | 2037-07-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 25 Ltd.                                             | Ballyrock CLO 25 Ltd., Series 2023-25A, Class A1AR                                           | CUSIP: 05876QAL6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | US        |   26100000 | PA      | $26107446.33   | 0.10%             | 2038-01-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 32 Ltd.                                             | Ballyrock CLO 32 Ltd., Series 2025-32A, Class A1B                                            | CUSIP: 058944AC3<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15051000.00   | 0.06%             | 2039-01-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2019-1A, Class AR2                                                  | CUSIP: 06759JAY4<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |  137350000 | PA      | $137651785.42  | 0.51%             | 2038-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2022-2A, Class A1R                                                  | CUSIP: 06759UAL7<br>LEI: 549300RW4E3G80IH3A51 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20039508.00   | 0.07%             | 2039-07-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-4A, Class A2                                                   | CUSIP: 06764TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18017661.60   | 0.07%             | 2040-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-5A, Class A1                                                   | CUSIP: 06765BAA5<br>LEI: 254900FQ7YGEJTO4G246 | Long             | ABS-CBDO         | CORP              | US        |   26000000 | PA      | $26053092.00   | 0.10%             | 2038-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-7A, Class A2                                                   | CUSIP: 06765FAE8<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10009253.00   | 0.04%             | 2038-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-1A, Class A                                                    | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | US        |   53000000 | PA      | $52945934.70   | 0.20%             | 2038-04-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd.                                          | Barrow Hanley CLO I Ltd., Series 2023-1A, Class A1R                                          | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   70000000 | PA      | $70162372.00   | 0.26%             | 2038-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO III Ltd.                                        | Barrow Hanley CLO III Ltd., Series 2024-3A, Class A2                                         | CUSIP: 06875VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12028905.60   | 0.04%             | 2037-04-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO XXV Ltd.                                            | Battalion CLO XXV Ltd., Series 2024-25A, Class AR                                            | CUSIP: 07134FAJ9<br>LEI: 5493006S0D1X0TK7V334 | Long             | ABS-CBDO         | CORP              | US        |  150000000 | PA      | $149997705.00  | 0.56%             | 2037-03-13      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVIII Ltd.                           | Benefit Street Partners CLO XXVIII Ltd., Series 2022-28A, Class AR                           | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | US        |   16250000 | PA      | $16286604.75   | 0.06%             | 2037-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                               | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                              | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10011959.00   | 0.04%             | 2037-07-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                               | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                                | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11028019.20   | 0.04%             | 2038-10-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                               | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class AR5                              | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | US        |   22000000 | PA      | $22050549.40   | 0.08%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.                            | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class AR                            | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |   45000000 | PA      | $45026644.50   | 0.17%             | 2038-10-25      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.                                | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class A1R3                              | CUSIP: 08181LBE6<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | US        |   21540000 | PA      | $21590515.61   | 0.08%             | 2038-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                          | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                           | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47633000 | PA      | $47749824.70   | 0.18%             | 2038-01-25      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XLV Ltd.                              | Benefit Street Partners CLO XLV Ltd., Series 2025-45A, Class A2                              | CUSIP: 08183JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16499249.25   | 0.06%             | 2039-01-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.                              | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A2R2                            | CUSIP: 08186RBA6<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13501971.00   | 0.05%             | 2039-01-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                            | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class A                           | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  113841000 | PA      | $114057639.42  | 0.42%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                                            | Birch Grove CLO 6 Ltd., Series 2023-6A, Class A1R                                            | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | US        |   46000000 | PA      | $46080403.40   | 0.17%             | 2037-07-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 9 Ltd.                                            | Birch Grove CLO 9 Ltd., Series 2024-9A, Class A1                                             | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20041146.00   | 0.07%             | 2037-10-22      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 11 Ltd.                                           | Birch Grove CLO 11 Ltd., Series 2024-11A, Class A1                                           | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | US        |  141000000 | PA      | $141357491.40  | 0.53%             | 2038-01-22      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 12 Ltd.                                           | Birch Grove CLO 12 Ltd., Series 2025-12A, Class A1                                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32500000 | PA      | $32498397.75   | 0.12%             | 2038-04-22      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                         | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                                       | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  105760000 | PA      | $106003332.61  | 0.39%             | 2038-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                         | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A2RR                                       | CUSIP: 09627FBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7516513.50    | 0.03%             | 2038-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXIII Ltd.                                      | BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class A1R                                     | CUSIP: 09630MAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23250000 | PA      | $23307955.28   | 0.09%             | 2038-10-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                                        | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class A1R                                       | CUSIP: 09631RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   63450000 | PA      | $63588727.08   | 0.24%             | 2037-10-22      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                                        | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class A2R                                       | CUSIP: 09631RAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11027332.80   | 0.04%             | 2037-10-22      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                                              | Brant Point CLO Ltd., Series 2023-1A, Class A1R                                              | CUSIP: 104922AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12600000 | PA      | $12623027.76   | 0.05%             | 2038-07-26      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                          | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                           | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16250000 | PA      | $16267283.50   | 0.06%             | 2038-04-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                          | Bryant Park Funding Ltd., Series 2025-26A, Class A                                           | CUSIP: 11765WAA9<br>LEI: 391200IOZVIDW3YK6P85 | Long             | ABS-CBDO         | CORP              | US        |   23000000 | PA      | $23006336.50   | 0.09%             | 2038-04-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                                        | CBAMR Ltd., Series 2021-14A, Class A1R                                                       | CUSIP: 12516KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  101450000 | PA      | $101641263.69  | 0.38%             | 2038-10-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| CFIP CLO Ltd.                                                     | CFIP CLO Ltd., Series 2021-1A, Class A                                                       | CUSIP: 12529QAC3<br>LEI: 549300NTT3VNL25G1526 | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18011482.20   | 0.07%             | 2035-01-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2021-4A, Class AR                                                  | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22161000 | PA      | $22211139.26   | 0.08%             | 2037-07-23      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                 | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10019467.00   | 0.04%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-3A, Class A1R                                                 | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |  120359276 | PA      | $120337190.07  | 0.45%             | 2038-03-31      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-5A, Class A1R3                                                | CUSIP: 12550ABD7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |  138200000 | PA      | $138371851.70  | 0.51%             | 2037-07-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-5A, Class A2R3                                                | CUSIP: 12550ABF2<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   11250000 | PA      | $11277219.38   | 0.04%             | 2037-07-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-3A, Class A1R                                                 | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |   20172000 | PA      | $20212602.20   | 0.08%             | 2038-10-18      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-3A, Class A2R                                                 | CUSIP: 12551YAL7<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8020030.40    | 0.03%             | 2038-10-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-5A, Class A2R2                                                | CUSIP: 12554XBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15014907.00   | 0.06%             | 2038-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2020-3A, Class A1R2                                                | CUSIP: 12560EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  158700000 | PA      | $158831371.86  | 0.59%             | 2038-10-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2020-3A, Class A2R2                                                | CUSIP: 12560EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10004176.00   | 0.04%             | 2038-10-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding                                                      | CIFC Funding, Series 2021-2A, Class A1R                                                      | CUSIP: 12563YAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  135050000 | PA      | $135122886.49  | 0.50%             | 2039-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding                                                      | CIFC Funding, Series 2021-2A, Class A2R                                                      | CUSIP: 12563YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10013539.00   | 0.04%             | 2039-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2021-5A, Class A1R                                                 | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   75950000 | PA      | $76083018.83   | 0.28%             | 2038-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2025-3A, Class A1                                                  | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29850000 | PA      | $29929654.73   | 0.11%             | 2038-07-21      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2023-1A, Class A1R                                                 | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15031375.50   | 0.06%             | 2038-10-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2023-1A, Class A2R                                                 | CUSIP: 12575RAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10016197.00   | 0.04%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2025-7A, Class A1                                                  | CUSIP: 12575VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29750000 | PA      | $29766404.15   | 0.11%             | 2039-01-22      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2024-3A, Class A1                                                  | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10011421.00   | 0.04%             | 2037-07-21      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2025-8A, Class A2                                                  | CUSIP: 12576CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10000723.00   | 0.04%             | 2039-01-24      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2025-9A, Class A1                                                  | CUSIP: 12576GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   67715000 | PA      | $67739113.31   | 0.25%             | 2038-01-21      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                                   | CQS US CLO Ltd., Series 2025-4A, Class A1                                                    | CUSIP: 12674KAC9<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | US        |   57175000 | PA      | $57258103.86   | 0.21%             | 2036-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                                                 | CQS US CLO 5 Ltd., Series 2025-5A, Class A1                                                  | CUSIP: 12676EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12028498.80   | 0.04%             | 2039-01-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                                                 | CQS US CLO 5 Ltd., Series 2025-5A, Class A2                                                  | CUSIP: 12676EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22800000 | PA      | $22815089.04   | 0.08%             | 2039-01-17      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CTM CLO Ltd.                                                      | CTM CLO Ltd., Series 2025-1A, Class A1                                                       | CUSIP: 12719PAA9<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | US        |   13100000 | PA      | $13133689.27   | 0.05%             | 2038-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CTM CLO Ltd.                                                      | CTM CLO Ltd., Series 2025-2A, Class A1                                                       | CUSIP: 12719RAA5<br>LEI: 213800L5ASLFYFEP3Y39 | Long             | ABS-CBDO         | CORP              | US        |   11875000 | PA      | $11903946.50   | 0.04%             | 2038-10-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                           | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13503723.30   | 0.05%             | 2038-04-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                           | Canyon Capital CLO Ltd., Series 2019-1A, Class BRR                                           | CUSIP: 13887TAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7016015.30    | 0.03%             | 2037-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                           | Canyon Capital CLO Ltd., Series 2019-2A, Class BR2                                           | CUSIP: 13887WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29500000 | PA      | $29575142.40   | 0.11%             | 2034-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Capital Four US CLO III Ltd.                                      | Capital Four US CLO III Ltd., Series 2022-2A, Class A1R                                      | CUSIP: 14016LAN6<br>LEI: 2138007OEEVG7UTPUH03 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25055055.00   | 0.09%             | 2038-04-21      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2026-3A, Class A2                                                | CUSIP: 142925AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21000000 | PA      | $21121800.00   | 0.08%             | 2039-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2026-2A, Class A2                                                | CUSIP: 142928AC4<br>LEI: 2549008K66BXTSQHBB60 | Long             | ABS-CBDO         | CORP              | US        |   19000000 | PA      | $19034730.10   | 0.07%             | 2039-04-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-8A, Class A1R                                               | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  181550000 | PA      | $181920362.00  | 0.68%             | 2038-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                               | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   93860000 | PA      | $94040689.89   | 0.35%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-1A, Class A1AR                                              | CUSIP: 14316MAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15250000 | PA      | $15280988.00   | 0.06%             | 2040-01-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-7A, Class A1R                                               | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   54100000 | PA      | $54126920.16   | 0.20%             | 2038-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-10A, Class A1R                                              | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  174750000 | PA      | $175197831.83  | 0.65%             | 2038-01-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2022-4A, Class A2R                                               | CUSIP: 14317BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16150000 | PA      | $16189924.42   | 0.06%             | 2036-07-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2023-3A, Class A1R                                               | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15026971.50   | 0.06%             | 2038-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2022-1A, Class BR                                                | CUSIP: 14318JAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28335000 | PA      | $28248025.72   | 0.10%             | 2035-04-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2022-5A, Class A2R                                               | CUSIP: 14318LAN1<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25060820.00   | 0.09%             | 2037-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-3A, Class A                                                 | CUSIP: 14320EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10021435.00   | 0.04%             | 2038-07-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-5A, Class A2                                                | CUSIP: 14320JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7501768.50    | 0.03%             | 2039-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-6A, Class A2                                                | CUSIP: 14320LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10001912.00   | 0.04%             | 2039-01-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-7A, Class A2                                                | CUSIP: 14320PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15000448.50   | 0.06%             | 2039-01-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO VII-C Ltd.                                             | CarVal CLO VII-C Ltd., Series 2023-1A, Class A1R                                             | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10012454.00   | 0.04%             | 2037-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Carval CLO VIII-C Ltd.                                            | Carval CLO VIII-C Ltd., Series 2022-2A, Class A1R                                            | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | US        |   26500000 | PA      | $26558013.80   | 0.10%             | 2037-10-22      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Cayuga Park CLO Ltd.                                              | Cayuga Park CLO Ltd., Series 2020-1A, Class AR2                                              | CUSIP: 149791BG9<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | US        |   37500000 | PA      | $37519935.00   | 0.14%             | 2038-10-17      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                                         | CBAM Ltd., Series 2017-1A, Class AR2                                                         | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        |  162000000 | PA      | $162298371.60  | 0.60%             | 2038-01-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                                        | CBAMR Ltd., Series 2019-11RA, Class A2R                                                      | CUSIP: 14988AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22000000 | PA      | $22024248.40   | 0.08%             | 2038-03-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                                         | Cedar Funding IV CLO Ltd., Series 2014-4A, Class AR3                                         | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | US        |  126075000 | PA      | $126339316.24  | 0.47%             | 2038-01-23      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding V CLO Ltd.                                          | Cedar Funding V CLO Ltd., Series 2016-5A, Class AR2                                          | CUSIP: 15032ABC0<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10516775.85   | 0.04%             | 2039-01-17      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                                       | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class ARR                                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | US        |    9500000 | PA      | $9507913.50    | 0.04%             | 2038-01-17      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                        | Cedar Funding VII CLO Ltd., Series 2018-7A, Class AR2                                        | CUSIP: 15032FAW6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | US        |   96080000 | PA      | $96266135.78   | 0.36%             | 2038-10-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XV CLO Ltd.                                         | Cedar Funding XV CLO Ltd., Series 2022-15A, Class BR                                         | CUSIP: 15032QAN2<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | US        |   23200000 | PA      | $23298774.00   | 0.09%             | 2039-01-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding II CLO Ltd.                                         | Cedar Funding II CLO Ltd., Series 2013-1A, Class AR3                                         | CUSIP: 15032TBS4<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | US        |   23695000 | PA      | $23749000.91   | 0.09%             | 2038-07-22      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                                        | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class A1                                        | CUSIP: 15033CAC6<br>LEI: 213800XI96J5YS3DBD91 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20047730.00   | 0.07%             | 2038-01-23      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XII CLO Ltd.                                        | Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR                                       | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25007500.00   | 0.09%             | 2038-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                        | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class AR                                        | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  143415000 | PA      | $143679385.55  | 0.53%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-1A, Class A1R                                                 | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |   14811000 | PA      | $14844096.66   | 0.06%             | 2038-01-18      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-1A, Class A2R                                                 | CUSIP: 17181NAE4<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |   22000000 | PA      | $22039351.40   | 0.08%             | 2038-01-18      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-4A, Class A1R2                                                | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   55075000 | PA      | $55216383.03   | 0.21%             | 2038-07-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-4A, Class AJR2                                                | CUSIP: 17182XAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15032520.00   | 0.06%             | 2038-07-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-7A, Class A2R                                                 | CUSIP: 171935AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12014380.80   | 0.04%             | 2038-10-19      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                                    | Clover CLO LLC, Series 2018-1A, Class A1R3                                                   | CUSIP: 18914GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  109750000 | PA      | $109739025.00  | 0.41%             | 2037-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                                    | Clover CLO LLC, Series 2018-1A, Class A2R3                                                   | CUSIP: 18914GBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30084000.00   | 0.11%             | 2037-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO IV                                                 | Crown City CLO IV, Series 2022-4A, Class AJ                                                  | CUSIP: 228233AN2<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | US        |   19000000 | PA      | $19046873.00   | 0.07%             | 2037-04-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO I                                                  | Crown City CLO I, Series 2020-1A, Class A1RR                                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | US        |   38000000 | PA      | $38094946.80   | 0.14%             | 2038-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                                           | Crown Point CLO 11 Ltd., Series 2021-11A, Class A1R                                          | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20040380.00   | 0.07%             | 2038-02-28      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 8 Ltd.                                            | Crown Point CLO 8 Ltd., Series 2019-8A, Class AR                                             | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10003856.00   | 0.04%             | 2034-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Danby Park CLO Ltd.                                               | Danby Park CLO Ltd., Series 2022-1A, Class AR                                                | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10520361.60   | 0.04%             | 2037-10-21      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                       | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                         | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   48750000 | PA      | $48725571.38   | 0.18%             | 2038-04-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                       | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1R                                       | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | US        |   86285000 | PA      | $86465542.73   | 0.32%             | 2037-10-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                              | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                                              | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | US        |   54200000 | PA      | $54323922.88   | 0.20%             | 2038-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2016-5A, Class A1RR                                               | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | US        |   18250000 | PA      | $18281107.13   | 0.07%             | 2038-01-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2013-1A, Class A1R3                                               | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | US        |   19000000 | PA      | $19027903.40   | 0.07%             | 2038-07-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2025-18A, Class A1                                                | CUSIP: 28623JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  142300000 | PA      | $142602914.01  | 0.53%             | 2038-03-28      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2021-14A, Class A1R                                               | CUSIP: 28623RBC1<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | US        |   62250000 | PA      | $62388531.15   | 0.23%             | 2038-01-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd.                                               | Elmwood CLO 25 Ltd., Series 2024-1A, Class A2                                                | CUSIP: 29001BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024455.00   | 0.04%             | 2037-04-17      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd.                                               | Elmwood CLO 30 Ltd., Series 2024-6A, Class A                                                 | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32000000 | PA      | $32041478.40   | 0.12%             | 2037-07-17      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                               | Elmwood CLO II Ltd., Series 2019-2A, Class A1RR                                              | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   65315000 | PA      | $65440450.52   | 0.24%             | 2037-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                               | Elmwood CLO VI Ltd., Series 2020-3A, Class ARR                                               | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24815000 | PA      | $24845969.12   | 0.09%             | 2037-07-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd.                                               | Elmwood CLO 24 Ltd., Series 2023-3A, Class AR                                                | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   44692000 | PA      | $44791783.83   | 0.17%             | 2038-01-17      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd.                                               | Elmwood CLO IV Ltd., Series 2020-1A, Class ARR                                               | CUSIP: 29002GAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  123000000 | PA      | $123265372.50  | 0.46%             | 2037-04-18      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                              | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                             | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38000000 | PA      | $38047397.40   | 0.14%             | 2037-07-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                              | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                                             | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  103750000 | PA      | $103951378.75  | 0.39%             | 2037-10-17      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd.                                               | Elmwood CLO 16 Ltd., Series 2022-3A, Class ARR                                               | CUSIP: 29002UAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  159000000 | PA      | $158768098.50  | 0.59%             | 2037-04-20      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                              | Elmwood CLO XII Ltd., Series 2021-5A, Class AR                                               | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29600000 | PA      | $29656464.96   | 0.11%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 31 Ltd.                                               | Elmwood CLO 31 Ltd., Series 2024-7A, Class A1                                                | CUSIP: 29003HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18038550.60   | 0.07%             | 2037-07-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 28 Ltd.                                               | Elmwood CLO 28 Ltd., Series 2024-4A, Class AR                                                | CUSIP: 29003NAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  150000000 | PA      | $150179190.00  | 0.56%             | 2037-04-17      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd.                                               | Elmwood CLO 23 Ltd., Series 2023-2A, Class BR                                                | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10537665.60   | 0.04%             | 2036-04-16      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd.                                               | Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2                                               | CUSIP: 29004JAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   49240000 | PA      | $49340104.92   | 0.18%             | 2038-10-17      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 35 Ltd.                                               | Elmwood CLO 35 Ltd., Series 2024-11A, Class B                                                | CUSIP: 29004NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $14065196.60   | 0.05%             | 2037-10-18      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                  | Empower CLO Ltd., Series 2022-1A, Class A1R                                                  | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11022388.30   | 0.04%             | 2037-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                              | 522 Funding CLO Ltd., Series 2019-5A, Class BR2                                              | CUSIP: 33829WAN9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | US        |   11815000 | PA      | $11828449.01   | 0.04%             | 2035-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                                              | 522 Funding CLO Ltd., Series 2020-6A, Class BR2                                              | CUSIP: 33835ABC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7017198.30    | 0.03%             | 2034-10-23      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd.                                    | Fortress Credit BSL XVIII Ltd., Series 2023-1A, Class A1R                                    | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  168000000 | PA      | $168320863.20  | 0.63%             | 2036-04-23      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd.                                    | Fortress Credit BSL XVIII Ltd., Series 2023-1A, Class BR                                     | CUSIP: 34965DAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7500000 | PA      | $7503750.75    | 0.03%             | 2036-04-23      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXVI Ltd.                                     | Fortress Credit BSL XXVI Ltd., Series 2024-4A, Class A                                       | CUSIP: 34966VAA0<br>LEI: 254900DPXY8BVCQBIY30 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20040378.00   | 0.07%             | 2038-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIII Ltd.                                    | Fortress Credit BSL XXIII Ltd., Series 2025-2A, Class A                                      | CUSIP: 34967CAC7<br>LEI: 254900NTUP17SJ2ZXU57 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13522276.35   | 0.05%             | 2038-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIV Ltd.                                     | Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class A                                       | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47500000 | PA      | $47609644.25   | 0.18%             | 2038-04-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Galaxy 35 CLO Ltd.                                                | Galaxy 35 CLO Ltd., Series 2025-35A, Class A                                                 | CUSIP: 362930AA7<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | US        |  171500000 | PA      | $171507065.80  | 0.64%             | 2038-04-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Gallatin CLO XI Ltd.                                              | Gallatin CLO XI Ltd., Series 2024-1A, Class A1                                               | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20031204.00   | 0.07%             | 2037-10-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Garnet CLO 2 Ltd.                                                 | Garnet CLO 2 Ltd., Series 2025-2A, Class A                                                   | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20049914.00   | 0.07%             | 2038-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 20 Ltd.                                         | Kennedy Lewis CLO 20 Ltd., Series 2024-20A, Class A                                          | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24925000 | PA      | $24984388.80   | 0.09%             | 2038-01-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 20 Ltd.                                         | Kennedy Lewis CLO 20 Ltd., Series 2024-20A, Class B                                          | CUSIP: 370912AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11700000 | PA      | $11741854.41   | 0.04%             | 2038-01-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 9 Ltd.                                          | Kennedy Lewis CLO 9 Ltd., Series 9A, Class AR                                                | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  132750000 | PA      | $133074640.13  | 0.49%             | 2038-01-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 12 Ltd.                                         | Kennedy Lewis CLO 12 Ltd., Series 2023-12A, Class AR                                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | US        |   54070000 | PA      | $54194398.85   | 0.20%             | 2038-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 22 Ltd.                                         | Kennedy Lewis CLO 22 Ltd., Series 2025-22A, Class A                                          | CUSIP: 37150AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  112250000 | PA      | $112512519.08  | 0.42%             | 2038-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                         | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                        | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | US        |   73680000 | PA      | $73581681.41   | 0.27%             | 2038-01-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 9 Ltd.                          | GoldenTree Loan Management US CLO 9 Ltd., Series 2021-9A, Class AR2                          | CUSIP: 38138JBC6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125144350.00  | 0.47%             | 2037-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.                         | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class AJ                         | CUSIP: 38138TAQ4<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | US        |   18900000 | PA      | $18946883.34   | 0.07%             | 2037-10-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 22 Ltd.                         | GoldenTree Loan Management US CLO 22 Ltd., Series 2024-22A, Class AJ                         | CUSIP: 38139EAE3<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12020755.20   | 0.04%             | 2037-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 22 Ltd.                         | GoldenTree Loan Management US CLO 22 Ltd., Series 2024-22A, Class B                          | CUSIP: 38139EAG8<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10041172.00   | 0.04%             | 2037-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 20 Ltd.                         | GoldenTree Loan Management US CLO 20 Ltd., Series 2024-20A, Class A                          | CUSIP: 38139MAC9<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10014524.00   | 0.04%             | 2037-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 26 Ltd.                         | GoldenTree Loan Management US CLO 26 Ltd., Series 2025-26A, Class AJ                         | CUSIP: 38139QAE6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10512044.55   | 0.04%             | 2038-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 24 Ltd.                         | GoldenTree Loan Management US CLO 24 Ltd., Series 2025-24A, Class AJ                         | CUSIP: 38139VAE5<br>LEI: 254900PS1VHPJR2OTF82 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10006203.00   | 0.04%             | 2038-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 27 Ltd.                         | GoldenTree Loan Management US CLO 27 Ltd., Series 2025-27A, Class A                          | CUSIP: 38140AAC2<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | US        |  111000000 | PA      | $111020379.60  | 0.41%             | 2039-01-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 27 Ltd.                         | GoldenTree Loan Management US CLO 27 Ltd., Series 2025-27A, Class AJ                         | CUSIP: 38140AAE8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10002512.00   | 0.04%             | 2039-01-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd.                             | Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR2                            | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | US        |   15420000 | PA      | $15456201.53   | 0.06%             | 2038-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.                               | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class A1R                              | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | US        |   33175000 | PA      | $33253442.29   | 0.12%             | 2037-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                              | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                              | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28000000 | PA      | $28066922.80   | 0.10%             | 2038-07-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B-R Ltd.                             | Golub Capital Partners CLO 58B-R Ltd., Series 2021-58A, Class A2R                            | CUSIP: 38181NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12014278.80   | 0.04%             | 2037-10-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 19B-R3 Ltd.                            | Golub Capital Partners CLO 19B-R3 Ltd., Series 2017-19RA, Class A1R3                         | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $49943300.00   | 0.19%             | 2036-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                                            | Greenacre Park CLO LLC, Series 2021-2A, Class AR                                             | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11550000 | PA      | $11580982.88   | 0.04%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO IV Ltd.                                              | Greywolf CLO IV Ltd., Series 2019-1A, Class A1R2                                             | CUSIP: 39809TAW7<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12008397.60   | 0.04%             | 2034-04-17      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO IV Ltd.                                              | Greywolf CLO IV Ltd., Series 2019-1A, Class A2R2                                             | CUSIP: 39809TAY3<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | US        |   32320000 | PA      | $32339004.16   | 0.12%             | 2034-04-17      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                                               | Guggenheim CLO Ltd., Series 2022-2A, Class A2R                                               | CUSIP: 40172PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10009810.00   | 0.04%             | 2035-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                                          | HPS Loan Management Ltd., Series 2026-27A, Class A2                                          | CUSIP: 403970AC0<br>LEI: 529900RNXYTS8MT70394 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13490734.95   | 0.05%             | 2039-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                                          | HPS Loan Management Ltd., Series 2019-15A, Class A1R2                                        | CUSIP: 40439DBA5<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | US        |   80000000 | PA      | $80163584.00   | 0.30%             | 2038-10-22      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                            | Halseypoint CLO 7 Ltd., Series 2023-7A, Class A1R                                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | US        |   36950000 | PA      | $37004601.02   | 0.14%             | 2038-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO II Ltd.                                           | Halseypoint CLO II Ltd., Series 2020-2A, Class AR                                            | CUSIP: 40638TAL6<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15017929.50   | 0.06%             | 2037-07-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                            | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R                                            | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10170000 | PA      | $10185980.12   | 0.04%             | 2037-07-30      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                                            | Halseypoint CLO 6 Ltd., Series 2022-6A, Class A1R                                            | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | US        |   23000000 | PA      | $23055809.50   | 0.09%             | 2038-01-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Harmony-Peace Park CLO Ltd.                                       | Harmony-Peace Park CLO Ltd., Series 2024-1A, Class A                                         | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | US        |   26850000 | PA      | $26901570.80   | 0.10%             | 2037-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                               | Harvest US CLO Ltd., Series 2025-2A, Class A1                                                | CUSIP: 41757PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   52000000 | PA      | $52119641.60   | 0.19%             | 2038-07-17      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                               | Harvest US CLO Ltd., Series 2025-1A, Class A1                                                | CUSIP: 41757QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25007015.00   | 0.09%             | 2038-04-18      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XII Ltd.                                                | Hayfin US XII Ltd., Series 2020-12A, Class A1R                                               | CUSIP: 42087DAL3<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | US        |   33210000 | PA      | $33249632.81   | 0.12%             | 2038-01-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                | Hayfin US XIV Ltd., Series 2021-14A, Class AJR                                               | CUSIP: 42088AAN4<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | US        |   13525000 | PA      | $13561625.70   | 0.05%             | 2038-03-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XV Ltd.                                                 | Hayfin US XV Ltd., Series 2024-15A, Class A2                                                 | CUSIP: 420916AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8019178.40    | 0.03%             | 2037-04-28      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Honey Hill Park CLO Ltd.                                          | Honey Hill Park CLO Ltd., Series 2026-1A, Class A2                                           | CUSIP: 438453AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $13985958.00   | 0.05%             | 2039-04-24      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                                          | HPS Loan Management Ltd., Series 2023-17A, Class AR                                          | CUSIP: 44328HAT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39050000 | PA      | $39148464.58   | 0.15%             | 2038-04-23      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                 | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                  | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | US        |   32000000 | PA      | $32057724.80   | 0.12%             | 2038-07-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                   | ICG US CLO Ltd., Series 2024-1A, Class A2                                                    | CUSIP: 44934DAJ9<br>LEI: 213800SIU3X7HQWS6V84 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8019507.20    | 0.03%             | 2037-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2023-4A, Class A2R                                               | CUSIP: 46091XAQ3<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10001241.00   | 0.04%             | 2039-01-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2023-4A, Class BR                                                | CUSIP: 46091XAS9<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | US        |   10750000 | PA      | $10794694.20   | 0.04%             | 2039-01-18      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2024-2A, Class A2                                                | CUSIP: 46148AAC7<br>LEI: 213800I1JTG497RNQZ31 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15036157.50   | 0.06%             | 2037-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2024-4A, Class A1                                                | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | US        |   55175000 | PA      | $55306327.54   | 0.21%             | 2038-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 45a Ltd.                                                  | KKR CLO 45a Ltd., Series 2024-45A, Class A1R                                                 | CUSIP: 48190AAN6<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024236.00   | 0.04%             | 2038-07-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 44 Ltd.                                                   | KKR CLO 44 Ltd., Series 44A, Class A2R                                                       | CUSIP: 481950AQ6<br>LEI: 254900ADEC5BQFZA7W53 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5002498.00    | 0.02%             | 2039-01-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 44 Ltd.                                                   | KKR CLO 44 Ltd., Series 44A, Class BR                                                        | CUSIP: 481950AS2<br>LEI: 254900ADEC5BQFZA7W53 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25128180.00   | 0.09%             | 2039-01-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                            | KKR Financial CLO Ltd., Series 2013-1A, Class A2R3                                           | CUSIP: 48249VBJ9<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | US        |    6000000 | PA      | $6002101.80    | 0.02%             | 2038-10-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                                   | KKR CLO 27 Ltd., Series 27A, Class A2R2                                                      | CUSIP: 48253YBN7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13516676.55   | 0.05%             | 2035-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 37 Ltd.                                                   | KKR CLO 37 Ltd., Series 37A, Class BR                                                        | CUSIP: 48254FAU2<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8029738.40    | 0.03%             | 2038-04-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 37 Ltd.                                                   | KKR CLO 37 Ltd., Series 37A, Class AR                                                        | CUSIP: 48254FBC1<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | US        |   75600000 | PA      | $75610251.36   | 0.28%             | 2038-04-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                                   | KKR CLO 35 Ltd., Series 35A, Class AR                                                        | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  249004000 | PA      | $249126161.36  | 0.93%             | 2038-01-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                   | KKR CLO 52 Ltd., Series 2023-52A, Class A1R                                                  | CUSIP: 48255XAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   80000000 | PA      | $80195312.00   | 0.30%             | 2038-07-16      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 48 Ltd.                                                   | KKR CLO 48 Ltd., Series 48A, Class AR                                                        | CUSIP: 48256EAQ2<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | US        |   66600000 | PA      | $66739600.26   | 0.25%             | 2038-10-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 56 Ltd.                                                   | KKR CLO 56 Ltd., Series 2024-56A, Class A1                                                   | CUSIP: 48256GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28000000 | PA      | $28058203.60   | 0.10%             | 2037-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                   | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                    | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   93000000 | PA      | $93226854.90   | 0.35%             | 2038-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 61 Ltd.                                                   | KKR CLO 61 Ltd., Series 2025-61A, Class A1                                                   | CUSIP: 48257CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   56000000 | PA      | $56078976.80   | 0.21%             | 2037-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 58 Ltd.                                                   | KKR CLO 58 Ltd., Series 2025-58A, Class A1                                                   | CUSIP: 48257HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  107830000 | PA      | $108070881.44  | 0.40%             | 2038-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 38 Ltd.                                                   | KKR CLO 38 Ltd., Series 38A, Class A2R                                                       | CUSIP: 48259BAU6<br>LEI: 254900OAJ15MUAFDVE64 | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7009440.20    | 0.03%             | 2038-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO I Ltd.                                                | Katayma CLO I Ltd., Series 2023-1A, Class AR                                                 | CUSIP: 48585JAL4<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20045042.00   | 0.07%             | 2039-01-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO II Ltd.                                               | Katayma CLO II Ltd., Series 2024-2A, Class A1                                                | CUSIP: 485862AA4<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |   98500000 | PA      | $98671242.25   | 0.37%             | 2037-04-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 13 Ltd.                                         | Kennedy Lewis CLO 13 Ltd., Series 2023-13A, Class A1R                                        | CUSIP: 488930AA6<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | US        |   47700000 | PA      | $47666137.77   | 0.18%             | 2038-01-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 13 Ltd.                                         | Kennedy Lewis CLO 13 Ltd., Series 2023-13A, Class A2R                                        | CUSIP: 488930AC2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | US        |   11850000 | PA      | $11875645.77   | 0.04%             | 2038-01-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 14 Ltd.                                         | Kennedy Lewis CLO 14 Ltd., Series 2024-14A, Class AR                                         | CUSIP: 48936FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125000625.00  | 0.46%             | 2037-04-22      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Kings Park CLO Ltd.                                               | Kings Park CLO Ltd., Series 2021-1A, Class A1R                                               | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  115000000 | PA      | $115059512.50  | 0.43%             | 2039-01-21      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LCM 40 Ltd.                                                       | LCM 40 Ltd., Series 40A, Class A1R                                                           | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   73150000 | PA      | $73289665.30   | 0.27%             | 2038-01-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| LCM 41 Ltd.                                                       | LCM 41 Ltd., Series 41A, Class A1R                                                           | CUSIP: 501971AN5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25011540.00   | 0.09%             | 2036-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LCM 42 Ltd.                                                       | LCM 42 Ltd., Series 42A, Class A1                                                            | CUSIP: 52113AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   48000000 | PA      | $48095606.40   | 0.18%             | 2038-01-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                   | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A1R2                                 | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   53370000 | PA      | $53481767.45   | 0.20%             | 2037-07-22      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                   | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A2R2                                 | CUSIP: 55817ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   24000000 | PA      | $24059462.40   | 0.09%             | 2037-07-22      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                    | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                    | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  125580000 | PA      | $125442351.76  | 0.47%             | 2038-04-23      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXII Ltd.                                    | Madison Park Funding LXII Ltd., Series 2022-62A, Class BR2                                   | CUSIP: 55817HBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17000000 | PA      | $17081040.70   | 0.06%             | 2038-07-16      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XVII Ltd.                                    | Madison Park Funding XVII Ltd., Series 2015-17A, Class AR3                                   | CUSIP: 55818YCC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30072822.00   | 0.11%             | 2037-10-21      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LV Ltd.                                      | Madison Park Funding LV Ltd., Series 2022-55A, Class A1R                                     | CUSIP: 55819FAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    4279000 | PA      | $4287723.60    | 0.02%             | 2037-07-18      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXV Ltd.                                    | Madison Park Funding XXXV Ltd., Series 2019-35A, Class A1R2                                  | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10004997.00   | 0.04%             | 2039-02-13      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXII Ltd.                                    | Madison Park Funding XXII Ltd., Series 2016-22A, Class AR2                                   | CUSIP: 55819XBJ0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | US        |   23000000 | PA      | $23055135.60   | 0.09%             | 2038-01-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.                                     | Madison Park Funding XLV Ltd., Series 2020-45A, Class BRR                                    | CUSIP: 55820BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15015003.00   | 0.06%             | 2034-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                    | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                  | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   87340000 | PA      | $87339362.42   | 0.32%             | 2038-03-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Atrium XV                                                         | Atrium XV, Series 15A, Class A2RR                                                            | CUSIP: 55820LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47250000 | PA      | $47364250.50   | 0.18%             | 2037-07-16      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Atrium XIV LLC                                                    | Atrium XIV LLC, Series 14A, Class A2RR                                                       | CUSIP: 55820WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   35200000 | PA      | $35286218.88   | 0.13%             | 2037-10-16      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXVIII Ltd.                                  | Madison Park Funding XXVIII Ltd., Series 2018-28A, Class A2R                                 | CUSIP: 55821AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15575000 | PA      | $15605095.57   | 0.06%             | 2038-01-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LI Ltd.                                      | Madison Park Funding LI Ltd., Series 2021-51A, Class A1R                                     | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   66750000 | PA      | $66857067.00   | 0.25%             | 2038-10-19      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                 | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A1R                                | CUSIP: 55821KAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  128000000 | PA      | $128237696.00  | 0.48%             | 2038-10-17      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                                  | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class AR                                  | CUSIP: 55821UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20019926.00   | 0.07%             | 2039-01-19      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                    | Madison Park Funding LVII Ltd., Series 2022-57A, Class A2R                                   | CUSIP: 55822GAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16500000 | PA      | $16530371.55   | 0.06%             | 2034-07-27      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                    | Madison Park Funding LVII Ltd., Series 2022-57A, Class BR                                    | CUSIP: 55822GAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10530311.40   | 0.04%             | 2034-07-27      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXI Ltd.                                     | Madison Park Funding LXI Ltd., Series 2023-61A, Class AR                                     | CUSIP: 55822NAW9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | US        |  115000000 | PA      | $115118369.50  | 0.43%             | 2039-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIX Ltd.                                    | Madison Park Funding LXIX Ltd., Series 2024-69A, Class A2                                    | CUSIP: 55822VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024087.00   | 0.04%             | 2037-07-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXV Ltd.                                     | Madison Park Funding LXV Ltd., Series 2025-65A, Class A1                                     | CUSIP: 55823FAA3<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | US        |  115500000 | PA      | $115775455.95  | 0.43%             | 2038-07-16      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                                  | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class A1                                  | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50121335.00   | 0.19%             | 2038-10-17      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                                  | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class A2                                  | CUSIP: 55823HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12014102.40   | 0.04%             | 2038-10-17      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                    | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class A                                    | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   70985000 | PA      | $71144567.18   | 0.26%             | 2038-10-16      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVII Ltd.                                             | Magnetite XXXVII Ltd., Series 2023-37A, Class A1R                                            | CUSIP: 55952AAL3<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | US        |   10850000 | PA      | $10856099.87   | 0.04%             | 2038-10-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                                              | Magnetite XXXII Ltd., Series 2022-32A, Class AR                                              | CUSIP: 55953WAL4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        |  175000000 | PA      | $174823722.50  | 0.65%             | 2037-10-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                                              | Magnetite XXXII Ltd., Series 2022-32A, Class AJR                                             | CUSIP: 55953WAW0<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10018920.00   | 0.04%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd.                                              | Magnetite XXIII Ltd., Series 2019-23A, Class BR2                                             | CUSIP: 55954NAU3<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10013377.00   | 0.04%             | 2035-01-25      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXV Ltd.                                               | Magnetite XXXV Ltd., Series 2022-35A, Class A1RR                                             | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125066037.50  | 0.46%             | 2039-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd.                                               | Magnetite XXVI Ltd., Series 2020-26A, Class AR2                                              | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        |   51815000 | PA      | $51778159.54   | 0.19%             | 2038-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVII Ltd.                                              | Magnetite XXVII Ltd., Series 2020-27A, Class ARR                                             | CUSIP: 55955EAW8<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | US        |   55750000 | PA      | $55848789.00   | 0.21%             | 2038-10-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                 | Magnetite XL Ltd., Series 2024-40A, Class A1                                                 | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12018814.80   | 0.04%             | 2037-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xli Ltd.                                                | Magnetite Xli Ltd., Series 2024-41A, Class A                                                 | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-CBDO         | CORP              | US        |   36250000 | PA      | $36347458.13   | 0.14%             | 2038-01-25      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Man US CLO Ltd.                                                   | Man US CLO Ltd., Series 2024-1A, Class A                                                     | CUSIP: 56167CAA2<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25046597.50   | 0.09%             | 2037-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XVII Ltd.                                        | Marble Point CLO XVII Ltd., Series 2020-1A, Class AR                                         | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | US        |   27200000 | PA      | $27232792.32   | 0.10%             | 2037-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                                         | Marble Point CLO XXI Ltd., Series 2021-3A, Class A2R                                         | CUSIP: 56606KAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $9998388.00    | 0.04%             | 2034-10-17      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd.                                         | Marble Point CLO XIX Ltd., Series 2020-3A, Class AR2                                         | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30500000 | PA      | $30563586.40   | 0.11%             | 2038-10-19      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                                             | Meacham Park CLO Ltd., Series 2024-1A, Class A2                                              | CUSIP: 58286QAC9<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10023621.00   | 0.04%             | 2037-10-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO III Ltd.                                                | Menlo CLO III Ltd., Series 2025-3A, Class A                                                  | CUSIP: 58682NAA0<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | US        |   35000000 | PA      | $35084574.00   | 0.13%             | 2038-10-16      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XXI                                           | MidOcean Credit CLO XXI, Series 2025-21A, Class A1                                           | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | US        |   29750000 | PA      | $29813688.80   | 0.11%             | 2038-10-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XI Ltd.                                       | MidOcean Credit CLO XI Ltd., Series 2022-11A, Class A1R2                                     | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   49500000 | PA      | $49499123.85   | 0.18%             | 2036-01-18      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                               | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class A1R                               | CUSIP: 61773KAN2<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | US        |   47800000 | PA      | $47896732.86   | 0.18%             | 2037-10-23      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                               | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-20A, Class A2R                              | CUSIP: 617936AN9<br>LEI: 254900GO0S1YGYH4HD83 | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $10999815.20   | 0.04%             | 2037-01-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Mountain View CLO XIV Ltd.                                        | Mountain View CLO XIV Ltd., Series 2019-1A, Class A2R                                        | CUSIP: 62432MAQ2<br>LEI: 549300IB1UGD5G8HYT10 | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $16025084.80   | 0.06%             | 2034-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Mountain View CLO XVI Ltd.                                        | Mountain View CLO XVI Ltd., Series 2022-1A, Class A1RR                                       | CUSIP: 62432UBA8<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30070716.00   | 0.11%             | 2038-03-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Navesink CLO 3 Ltd.                                               | Navesink CLO 3 Ltd., Series 2025-3A, Class A1                                                | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | US        |  130000000 | PA      | $130182078.00  | 0.48%             | 2037-07-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Navesink CLO 4 Ltd.                                               | Navesink CLO 4 Ltd., Series 2025-4A, Class A1                                                | CUSIP: 63943VAA7<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | US        |   50250000 | PA      | $50348173.43   | 0.19%             | 2037-10-15      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                       | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class A                       | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | US        |   67000000 | PA      | $67147185.60   | 0.25%             | 2039-07-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 60 Ltd.                        | Neuberger Berman Loan Advisers CLO 60 Ltd., Series 2025-60A, Class A1                        | CUSIP: 640983AA0<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | US        |   24060000 | PA      | $24122469.38   | 0.09%             | 2037-04-22      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 60 Ltd.                        | Neuberger Berman Loan Advisers CLO 60 Ltd., Series 2025-60A, Class B                         | CUSIP: 640983AG7<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | US        |   35000000 | PA      | $35166145.00   | 0.13%             | 2039-04-22      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 61 Ltd.                        | Neuberger Berman Loan Advisers CLO 61 Ltd., Series 2025-61A, Class A2                        | CUSIP: 640989AC3<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11014353.90   | 0.04%             | 2039-07-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                                     | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                                   | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | US        |   16170000 | PA      | $16205777.74   | 0.06%             | 2039-01-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.                        | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR2                       | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30058212.00   | 0.11%             | 2038-10-19      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 28 Ltd.                        | Neuberger Berman Loan Advisers CLO 28 Ltd., Series 2018-28A, Class A2R                       | CUSIP: 64130PAN3<br>LEI: 5493008C5LSWKG3UQ392 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10022003.00   | 0.04%             | 2038-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                    | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class A2R3                                  | CUSIP: 64131BBC6<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12017752.80   | 0.04%             | 2040-04-17      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.                        | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class AR2                       | CUSIP: 64131QAN0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | US        |    3000000 | PA      | $3005818.20    | 0.01%             | 2038-10-18      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 31 Ltd.                        | Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class AR2                       | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | US        |   45000000 | PA      | $45060354.00   | 0.17%             | 2039-01-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.                        | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2                       | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | US        |   83525000 | PA      | $83629264.26   | 0.31%             | 2039-04-16      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                        | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R2                      | CUSIP: 64132YBE1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | US        |   72875000 | PA      | $73062937.34   | 0.27%             | 2039-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.                        | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class BR                        | CUSIP: 64133VAL1<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |   17995000 | PA      | $18028609.26   | 0.07%             | 2035-10-16      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                        | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class AR                        | CUSIP: 64134JAL7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | US        |  140940000 | PA      | $141135497.87  | 0.52%             | 2037-10-16      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd.                        | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class BR2                       | CUSIP: 64134VBA3<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | US        |   15750000 | PA      | $15759891.00   | 0.06%             | 2036-07-23      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 51 Ltd.                        | Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class BR2                       | CUSIP: 64135BAY5<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | US        |   40375000 | PA      | $40402378.29   | 0.15%             | 2036-10-23      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd. | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd., Series 2024-2A, Class A1R | CUSIP: 64135NAN3<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-CBDO         | CORP              | US        |  150000000 | PA      | $150360495.00  | 0.56%             | 2038-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd. | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd., Series 2024-2A, Class A2R | CUSIP: 64135NAQ6<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024870.00   | 0.04%             | 2038-04-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers NBLA CLO 53 Ltd.                   | Neuberger Berman Loan Advisers NBLA CLO 53 Ltd., Series 2023-53A, Class A2R                  | CUSIP: 64135WAL7<br>LEI: 254900R37Z1EGG1Y1P54 | Long             | ABS-CBDO         | CORP              | US        |   33000000 | PA      | $33069725.70   | 0.12%             | 2037-10-24      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd.                                           | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                            | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  105420000 | PA      | $105687302.95  | 0.39%             | 2038-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                                           | New Mountain CLO 5 Ltd., Series CLO-5A, Class AR                                             | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | US        |   96930000 | PA      | $97067175.34   | 0.36%             | 2036-07-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                                           | New Mountain CLO 3 Ltd., Series CLO-3A, Class A1R                                            | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | US        |   33900000 | PA      | $33980027.73   | 0.13%             | 2038-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 8 Ltd.                                           | New Mountain CLO 8 Ltd., Series CLO-8A, Class A1                                             | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30059385.00   | 0.11%             | 2038-10-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 6 Ltd.                                           | New Mountain CLO 6 Ltd., Series CLO-6A, Class A                                              | CUSIP: 647908AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   62500000 | PA      | $62632687.50   | 0.23%             | 2037-10-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| NGC CLO 2 Ltd.                                                    | NGC CLO 2 Ltd., Series 2025-2A, Class A1                                                     | CUSIP: 652942AC7<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15017239.50   | 0.06%             | 2038-04-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 1 Ltd.                                                   | 1988 CLO 1 Ltd., Series 2022-1A, Class AR                                                    | CUSIP: 653937AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  135200000 | PA      | $135536053.12  | 0.50%             | 2039-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                   | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                   | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   34945000 | PA      | $34961693.23   | 0.13%             | 2038-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                               | NYACK Park CLO Ltd., Series 2021-1A, Class A1R                                               | CUSIP: 67080PAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12020000 | PA      | $12041143.18   | 0.04%             | 2038-10-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                               | NYACK Park CLO Ltd., Series 2021-1A, Class A2R                                               | CUSIP: 67080PAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9014506.20    | 0.03%             | 2038-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2017-14A, Class A1R                                                     | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | US        |  132000000 | PA      | $132284935.20  | 0.49%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                         | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                        | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10016590.00   | 0.04%             | 2038-07-19      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                    | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | US        |   20200000 | PA      | $20244143.06   | 0.08%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                         | OHA Credit Funding 5 Ltd., Series 2020-5A, Class AR                                          | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   49750000 | PA      | $49847395.58   | 0.19%             | 2037-10-18      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2019-17A, Class AR2                                                     | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | US        |   10500000 | PA      | $10521809.55   | 0.04%             | 2037-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2023-26A, Class AR                                                      | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25500000 | PA      | $25496636.55   | 0.09%             | 2037-04-17      | Floating      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2024-38A, Class A                                                       | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11690000 | PA      | $11716215.99   | 0.04%             | 2038-01-21      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XVII Ltd.                                     | OHA Credit Partners XVII Ltd., Series 2024-17A, Class A                                      | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15056000 | PA      | $15089282.79   | 0.06%             | 2038-01-18      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 15-R Ltd.                                      | OHA Credit Funding 15-R Ltd., Series 2023-15RA, Class A                                      | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   23850000 | PA      | $23915382.39   | 0.09%             | 2038-07-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OFSI BSL XV CLO Ltd.                                              | OFSI BSL XV CLO Ltd., Series 2025-15A, Class A1                                              | CUSIP: 67121QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  168450000 | PA      | $168800679.21  | 0.63%             | 2038-03-31      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 10-R Ltd.                                      | OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1                                     | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10045000 | PA      | $10040179.40   | 0.04%             | 2037-07-18      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 16-R Ltd.                                      | OHA Credit Funding 16-R Ltd., Series 2023-16RA, Class A1                                     | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   21500000 | PA      | $21512093.75   | 0.08%             | 2038-10-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 24 Ltd.                                        | OHA Credit Funding 24 Ltd., Series 2025-24A, Class A2                                        | CUSIP: 67123CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $15998619.20   | 0.06%             | 2039-01-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2025-45A, Class A                                                       | CUSIP: 67126BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15022624.50   | 0.06%             | 2038-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2019-3A, Class A2R2                                                 | CUSIP: 67400EBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20200000 | PA      | $20250197.00   | 0.08%             | 2038-01-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                                  | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   56100000 | PA      | $56107921.32   | 0.21%             | 2038-01-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                                  | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   87750000 | PA      | $87950219.18   | 0.33%             | 2038-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Obra CLO 2 Ltd.                                                   | Obra CLO 2 Ltd., Series 2025-2A, Class A1                                                    | CUSIP: 674436AA8<br>LEI: 254900MMN4MOZ34WUC71 | Long             | ABS-CBDO         | CORP              | US        |   38465000 | PA      | $38569317.08   | 0.14%             | 2038-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO 8                                                | Ocean Trails CLO 8, Series 2020-8A, Class A2R2                                               | CUSIP: 67514UBE0<br>LEI: 6354007VXPN9E9WVUW39 | Long             | ABS-CBDO         | CORP              | US        |   22200000 | PA      | $22242375.36   | 0.08%             | 2038-03-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO XIV Ltd.                                         | Ocean Trails CLO XIV Ltd., Series 2023-14A, Class AR                                         | CUSIP: 67515JAN5<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | US        |  144000000 | PA      | $144308246.40  | 0.54%             | 2038-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2026-49A, Class A                                                       | CUSIP: 67570WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    3150000 | PA      | $3147926.99    | 0.01%             | 2038-04-16      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Octagon 67 Ltd.                                                   | Octagon 67 Ltd., Series 2023-1A, Class AR                                                    | CUSIP: 67571LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30047808.00   | 0.11%             | 2038-07-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.                               | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class A1R3                              | CUSIP: 67573CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   87000000 | PA      | $87185136.00   | 0.32%             | 2037-10-31      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42 Ltd.                               | Octagon Investment Partners 42 Ltd., Series 2019-3A, Class A1RR                              | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   99000000 | PA      | $99144282.60   | 0.37%             | 2037-07-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42 Ltd.                               | Octagon Investment Partners 42 Ltd., Series 2019-3A, Class BRR                               | CUSIP: 67576PBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8500000 | PA      | $8537544.50    | 0.03%             | 2037-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 20-R Ltd.                             | Octagon Investment Partners 20-R Ltd., Series 2019-4A, Class A1RR                            | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30043146.00   | 0.11%             | 2037-08-12      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Octagon 55 Ltd.                                                   | Octagon 55 Ltd., Series 2021-1A, Class A1R                                                   | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13250000 | PA      | $13281107.03   | 0.05%             | 2038-03-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Octagon 52 Ltd.                                                   | Octagon 52 Ltd., Series 2021-1A, Class A2R                                                   | CUSIP: 67577KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024769.00   | 0.04%             | 2037-07-23      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 48 Ltd.                               | Octagon Investment Partners 48 Ltd., Series 2020-3A, Class A1R2                              | CUSIP: 67577UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28665000 | PA      | $28719681.35   | 0.11%             | 2038-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Octagon 66 Ltd.                                                   | Octagon 66 Ltd., Series 2022-1A, Class BR2                                                   | CUSIP: 67577WBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10036018.00   | 0.04%             | 2037-02-16      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd.                                              | Octagon 70 Alto Ltd., Series 2023-1A, Class A1R                                              | CUSIP: 67578CAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   40000000 | PA      | $39976964.00   | 0.15%             | 2036-10-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 49 Ltd.                               | Octagon Investment Partners 49 Ltd., Series 2020-5A, Class ARR                               | CUSIP: 67578FBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   94200000 | PA      | $94120711.86   | 0.35%             | 2037-04-15      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Octagon 69 Ltd.                                                   | Octagon 69 Ltd., Series 2024-3A, Class A2                                                    | CUSIP: 67578UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024541.00   | 0.04%             | 2037-07-24      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Octagon 71 Ltd.                                                   | Octagon 71 Ltd., Series 2024-1A, Class A2R                                                   | CUSIP: 67579CAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15026857.50   | 0.06%             | 2037-04-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 28 Ltd.                               | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class A2RR                              | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | US        |   10250000 | PA      | $10275363.63   | 0.04%             | 2037-04-24      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.                               | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A1R2                              | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |   68200000 | PA      | $68284731.68   | 0.25%             | 2037-07-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.                               | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A2R2                              | CUSIP: 67591JAW2<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024439.00   | 0.04%             | 2037-07-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Octagon 60 Ltd.                                                   | Octagon 60 Ltd., Series 2022-1A, Class A2R                                                   | CUSIP: 675935AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15035520.00   | 0.06%             | 2037-10-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Octagon 74 Ltd.                                                   | Octagon 74 Ltd., Series 2025-2A, Class A1                                                    | CUSIP: 675942AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31000000 | PA      | $30968996.90   | 0.12%             | 2038-04-22      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Octagon 65 Ltd.                                                   | Octagon 65 Ltd., Series 2024-4A, Class A2                                                    | CUSIP: 675944AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18750000 | PA      | $18794341.88   | 0.07%             | 2037-10-23      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd.                                                   | Octagon 68 Ltd., Series 2023-1A, Class A2R                                                   | CUSIP: 675949AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15500000 | PA      | $15509259.70   | 0.06%             | 2038-10-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                      | OHA Credit Partners XIV Ltd., Series 2017-14A, Class A2R                                     | CUSIP: 67706XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20048802.00   | 0.07%             | 2037-07-21      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                         | OHA Credit Funding 2 Ltd., Series 2019-2A, Class AR2                                         | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20610000 | PA      | $20641300.41   | 0.08%             | 2038-01-21      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 21 Ltd.                                        | OHA Credit Funding 21 Ltd., Series 2025-21A, Class A1                                        | CUSIP: 67707KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024317.00   | 0.04%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                    | Orion CLO Ltd., Series 2024-3A, Class A                                                      | CUSIP: 68626BAA4<br>LEI: 213800ZBDSVKWOW3O877 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10019238.00   | 0.04%             | 2037-07-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                    | Orion CLO Ltd., Series 2023-1A, Class A1R                                                    | CUSIP: 68626CAJ3<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | US        |  158950000 | PA      | $159184435.36  | 0.59%             | 2038-10-25      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 4 Ltd.                                                    | PPM CLO 4 Ltd., Series 2020-4A, Class A1R2                                                   | CUSIP: 69356AAU6<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13532382.45   | 0.05%             | 2038-03-18      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2022-1A, Class A1R                                            | CUSIP: 69689QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27540000 | PA      | $27600340.14   | 0.10%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2022-3A, Class A2R                                            | CUSIP: 69690AAU1<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |   15400000 | PA      | $15437823.94   | 0.06%             | 2037-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2022-3A, Class B1R                                            | CUSIP: 69690AAW7<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9029944.80    | 0.03%             | 2037-07-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2023-3A, Class BR                                             | CUSIP: 696926AN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22500000 | PA      | $22597600.50   | 0.08%             | 2039-01-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                                           | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | US        |   51250000 | PA      | $51352510.25   | 0.19%             | 2038-08-14      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2023-1A, Class AR                                             | CUSIP: 69702TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   28350000 | PA      | $28396465.65   | 0.11%             | 2038-01-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2024-1A, Class AR                                             | CUSIP: 69703JAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  152000000 | PA      | $152227422.40  | 0.57%             | 2037-04-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2024-2A, Class A1                                             | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17000000 | PA      | $17023572.20   | 0.06%             | 2037-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Parallel Ltd.                                                     | Parallel Ltd., Series 2023-1A, Class A1R                                                     | CUSIP: 69915NAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   44390000 | PA      | $44466990.02   | 0.17%             | 2036-07-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                | Park Blue CLO Ltd., Series 2023-3A, Class A1R                                                | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17350000 | PA      | $17396204.79   | 0.06%             | 2037-04-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2025-VII Ltd.                                       | Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1                                        | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29750000 | PA      | $29779830.33   | 0.11%             | 2038-04-25      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2024-VI Ltd.                                        | Park Blue CLO 2024-VI Ltd., Series 2024-6A, Class A1                                         | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | US        |   75695000 | PA      | $75893578.26   | 0.28%             | 2038-01-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2025-X Ltd.                                         | Park Blue CLO 2025-X Ltd., Series 2025-10A, Class A1                                         | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10023587.00   | 0.04%             | 2039-01-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Peace Park CLO Ltd.                                               | Peace Park CLO Ltd., Series 2021-1A, Class AR                                                | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   50150000 | PA      | $50260279.85   | 0.19%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 18                                                 | Pikes Peak CLO 18, Series 2025-18A, Class A1                                                 | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   17250000 | PA      | $17267562.23   | 0.06%             | 2038-04-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 8                                                  | Pikes Peak CLO 8, Series 2021-8A, Class A1R                                                  | CUSIP: 72133CAL6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | US        |   18400000 | PA      | $18441245.44   | 0.07%             | 2038-01-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 12 Ltd.                                            | Pikes Peak CLO 12 Ltd., Series 2023-12A, Class AR                                            | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | US        |   41700000 | PA      | $41742066.96   | 0.16%             | 2038-04-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 14 Ltd.                                            | Pikes Peak CLO 14 Ltd., Series 2023-14A, Class A2R                                           | CUSIP: 72134CAN1<br>LEI: 213800AO7LGLGDRRY278 | Long             | ABS-CBDO         | CORP              | US        |    8800000 | PA      | $8817255.92    | 0.03%             | 2038-07-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Pixley Park CLO Ltd.                                              | Pixley Park CLO Ltd., Series 2024-1A, Class A2                                               | CUSIP: 72583UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   27000000 | PA      | $27046734.30   | 0.10%             | 2037-01-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Polen Capital CLO Ltd.                                            | Polen Capital CLO Ltd., Series 2025-2A, Class A1                                             | CUSIP: 73110AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20046670.00   | 0.07%             | 2039-01-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Polen Capital CLO Ltd.                                            | Polen Capital CLO Ltd., Series 2025-2A, Class A2                                             | CUSIP: 73110AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12008199.60   | 0.04%             | 2039-01-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                     | Post CLO Ltd., Series 2023-1A, Class A1R                                                     | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10023887.00   | 0.04%             | 2038-10-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 22 Ltd.                                                   | Rad CLO 22 Ltd., Series 2023-22A, Class A1AR                                                 | CUSIP: 74923VAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   39410000 | PA      | $39496536.48   | 0.15%             | 2040-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| RR 18 Ltd.                                                        | RR 18 Ltd., Series 2021-18A, Class A1AR                                                      | CUSIP: 749752AL5<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | US        |   35000000 | PA      | $35086411.50   | 0.13%             | 2040-07-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| RR 40 Ltd.                                                        | RR 40 Ltd., Series 2025-40A, Class A1                                                        | CUSIP: 749762AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   13800000 | PA      | $13834994.04   | 0.05%             | 2038-07-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| RR 5 Ltd.                                                         | RR 5 Ltd., Series 2018-5A, Class A1R                                                         | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | US        |   54000000 | PA      | $54054561.60   | 0.20%             | 2039-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| RR 8 Ltd.                                                         | RR 8 Ltd., Series 2020-8A, Class A1A2                                                        | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  120000000 | PA      | $120188196.00  | 0.45%             | 2039-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RR 8 Ltd.                                                         | RR 8 Ltd., Series 2020-8A, Class A1B2                                                        | CUSIP: 74980FBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    6250000 | PA      | $6251111.88    | 0.02%             | 2039-01-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| RR 28 Ltd.                                                        | RR 28 Ltd., Series 2024-28RA, Class ABR2                                                     | CUSIP: 74989NAQ2<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | US        |   24200000 | PA      | $24265502.14   | 0.09%             | 2041-04-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| RR 20 Ltd.                                                        | RR 20 Ltd., Series 2022-20A, Class A2R                                                       | CUSIP: 74989UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25057945.00   | 0.09%             | 2037-07-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| RR 24 Ltd.                                                        | RR 24 Ltd., Series 2022-24A, Class A1A2                                                      | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20051310.00   | 0.07%             | 2037-01-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                                                   | RAD CLO 21 Ltd., Series 2023-21A, Class A1R                                                  | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   65540000 | PA      | $65529566.03   | 0.24%             | 2037-01-25      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                   | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                                  | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125167762.50  | 0.47%             | 2037-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                   | Rad CLO 18 Ltd., Series 2023-18A, Class A2R                                                  | CUSIP: 75009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20048370.00   | 0.07%             | 2037-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 12 Ltd.                                                   | Rad CLO 12 Ltd., Series 2021-12A, Class A1AR                                                 | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   32770000 | PA      | $32855487.10   | 0.12%             | 2040-07-30      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 28 Ltd.                                                   | RAD CLO 28 Ltd., Series 2024-28A, Class A                                                    | CUSIP: 75009UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024976.00   | 0.04%             | 2038-04-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                                                   | RAD CLO 26 Ltd., Series 2024-26A, Class A                                                    | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   49250000 | PA      | $49342654.03   | 0.18%             | 2037-10-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                   | Rad CLO 15 Ltd., Series 2021-15A, Class A1AR                                                 | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   50975000 | PA      | $51113432.81   | 0.19%             | 2040-07-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                           | Regatta 32 Funding Ltd., Series 2025-4A, Class A1                                            | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   76940000 | PA      | $77138374.40   | 0.29%             | 2038-07-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                        | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                        | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  160696724 | PA      | $160622498.18  | 0.60%             | 2038-04-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                           | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                            | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14799000 | PA      | $14796069.80   | 0.05%             | 2038-01-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                                           | Regatta VI Funding Ltd., Series 2016-1A, Class A1R3                                          | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | US        |   72715000 | PA      | $72874813.03   | 0.27%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                           | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                            | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | US        |   70000000 | PA      | $70096243.00   | 0.26%             | 2037-07-17      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd.                                         | Regatta XVII Funding Ltd., Series 2020-1A, Class AR                                          | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22350000 | PA      | $22395587.30   | 0.08%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                          | Regatta XIX Funding Ltd., Series 2022-1A, Class A1R                                          | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  175000000 | PA      | $175358907.50  | 0.65%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd.                                         | Regatta VIII Funding Ltd., Series 2017-1A, Class A1R2                                        | CUSIP: 75888KBE3<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | US        |   84750000 | PA      | $85004250.00   | 0.32%             | 2037-04-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                        | Regatta XXIII Funding Ltd., Series 2021-4A, Class A1R                                        | CUSIP: 75889FAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  128715000 | PA      | $128922771.75  | 0.48%             | 2038-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                        | Regatta XXIII Funding Ltd., Series 2021-4A, Class A2R                                        | CUSIP: 75889FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10004734.00   | 0.04%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                         | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                          | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   49655000 | PA      | $49765561.82   | 0.18%             | 2038-01-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                                           | Regatta 31 Funding Ltd., Series 2025-1A, Class A2                                            | CUSIP: 758962AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11710000 | PA      | $11759617.61   | 0.04%             | 2038-03-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                                         | Regatta XXII Funding Ltd., Series 2022-2A, Class A1R2                                        | CUSIP: 758968AY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   60000000 | PA      | $60143880.00   | 0.22%             | 2039-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                                         | Regatta XXII Funding Ltd., Series 2022-2A, Class A2R2                                        | CUSIP: 758968BA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024412.00   | 0.04%             | 2039-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                                          | Regatta XXV Funding Ltd., Series 2023-1A, Class A1R                                          | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   33240000 | PA      | $33324024.07   | 0.12%             | 2038-07-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVI Funding Ltd.                                         | Regatta XXVI Funding Ltd., Series 2023-2A, Class A1R                                         | CUSIP: 75900QAN5<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125277700.00  | 0.47%             | 2039-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                           | Regatta 35 Funding Ltd., Series 2025-5A, Class A1                                            | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18500000 | PA      | $18546897.50   | 0.07%             | 2038-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                           | Rockford Tower CLO Ltd., Series 2021-3A, Class A2R                                           | CUSIP: 77341NAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $14032174.80   | 0.05%             | 2038-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                                            | Rockland Park CLO Ltd., Series 2021-1A, Class A1R                                            | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38400000 | PA      | $38498565.12   | 0.14%             | 2038-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                                            | Rockland Park CLO Ltd., Series 2021-1A, Class A2R                                            | CUSIP: 773663AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10027387.00   | 0.04%             | 2038-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| RR 42 Ltd.                                                        | RR 42 Ltd., Series 2025-42A, Class A2R                                                       | CUSIP: 78109UAE9<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10043779.00   | 0.04%             | 2040-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd.                                                        | RR 21 Ltd., Series 2022-21A, Class A1BR                                                      | CUSIP: 78110TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15037227.00   | 0.06%             | 2039-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| RR 27 Ltd.                                                        | RR 27 Ltd., Series 2023-27A, Class A1AR                                                      | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15875000 | PA      | $15902609.80   | 0.06%             | 2040-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                     | Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1                                      | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | US        |   45500000 | PA      | $45591632.45   | 0.17%             | 2038-01-30      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 10 Ltd.                                    | Sagard-Halseypoint CLO 10 Ltd., Series 2025-10A, Class A1                                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | US        |   75000000 | PA      | $75187470.00   | 0.28%             | 2038-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak IV Ltd.                                            | Sandstone Peak IV Ltd., Series 2025-1A, Class A2                                             | CUSIP: 80012AAC9<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | US        |    5500000 | PA      | $5502589.40    | 0.02%             | 2039-01-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                                               | Sandstone Peak Ltd., Series 2021-1A, Class A2R2                                              | CUSIP: 800130BC9<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | US        |   13500000 | PA      | $13495188.60   | 0.05%             | 2038-04-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak II Ltd.                                            | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | US        |   39650000 | PA      | $39718166.28   | 0.15%             | 2038-07-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Saratoga Investment Corp. CLO Ltd.                                | Saratoga Investment Corp. CLO Ltd., Series 2013-1A, Class A2R4                               | CUSIP: 80349BCF2<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10012727.00   | 0.04%             | 2033-04-20      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Saratoga Investment Corp. Senior Loan Fund Ltd.                   | Saratoga Investment Corp. Senior Loan Fund Ltd., Series 2022-1A, Class A1R                   | CUSIP: 80349PAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50091470.00   | 0.19%             | 2037-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                                            | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                                             | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   37192613 | PA      | $37283322.06   | 0.14%             | 2038-07-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Serenity-Peace Park CLO Ltd.                                      | Serenity-Peace Park CLO Ltd., Series 2025-1A, Class A1                                       | CUSIP: 817940AC3<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | US        |   18500000 | PA      | $18531555.45   | 0.07%             | 2038-10-24      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                            | Signal Peak CLO 1 Ltd., Series 2014-1A, Class BR4                                            | CUSIP: 82666TAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16140000 | PA      | $16165462.46   | 0.06%             | 2034-04-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                                           | Signal Peak CLO 11 Ltd., Series 2024-11A, Class A2                                           | CUSIP: 82666XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20047790.00   | 0.07%             | 2037-07-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                                           | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                                            | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  100000000 | PA      | $100212550.00  | 0.37%             | 2038-01-22      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 9 Ltd.                                            | Signal Peak CLO 9 Ltd., Series 2021-9A, Class A2R                                            | CUSIP: 82670QAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10018750.00   | 0.04%             | 2038-01-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 10 Ltd.                                           | Signal Peak CLO 10 Ltd., Series 2021-10A, Class A1R                                          | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15002524.50   | 0.06%             | 2038-01-24      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                           | Signal Peak CLO 12 Ltd., Series 2022-12A, Class BR                                           | CUSIP: 82671XAS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    7000000 | PA      | $7007826.00    | 0.03%             | 2037-07-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                           | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A2R                                          | CUSIP: 82671XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8019664.80    | 0.03%             | 2037-07-18      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                            | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A1R                                            | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12525000 | PA      | $12550017.44   | 0.05%             | 2037-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 10 Ltd.                                          | Silver Point CLO 10 Ltd., Series 2025-10A, Class A1                                          | CUSIP: 827920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18210000 | PA      | $18236131.35   | 0.07%             | 2038-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 10 Ltd.                                          | Silver Point CLO 10 Ltd., Series 2025-10A, Class A2                                          | CUSIP: 827920AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20035110.00   | 0.07%             | 2038-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd.                                           | Silver Point CLO 3 Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | US        |  140000000 | PA      | $140293244.00  | 0.52%             | 2039-01-18      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd.                                           | Silver Point CLO 3 Ltd., Series 2023-3A, Class A2R                                           | CUSIP: 827925AN8<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10005354.00   | 0.04%             | 2039-01-18      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                           | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                           | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | US        |   78200000 | PA      | $78389853.96   | 0.29%             | 2038-01-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 2 Ltd.                                           | Silver Point CLO 2 Ltd., Series 2023-2A, Class A1R                                           | CUSIP: 82808EAQ4<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | US        |  121000000 | PA      | $121234062.40  | 0.45%             | 2038-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                           | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                            | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | US        |    9750000 | PA      | $9770657.33    | 0.04%             | 2037-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 7 Ltd.                                           | Silver Point CLO 7 Ltd., Series 2024-7A, Class A1                                            | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | US        |   22250000 | PA      | $22306884.35   | 0.08%             | 2038-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                                           | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1R                                           | CUSIP: 82809EAN0<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $124962500.00  | 0.46%             | 2037-04-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 13 Ltd.                                          | Silver Point CLO 13 Ltd., Series 2025-13A, Class A1                                          | CUSIP: 82809RAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   41717500 | PA      | $41817726.29   | 0.16%             | 2038-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 11 Ltd.                                          | Silver Point CLO 11 Ltd., Series 2025-11A, Class A1                                          | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   20800000 | PA      | $20851954.24   | 0.08%             | 2038-07-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 14 Ltd.                                          | Silver Point CLO 14 Ltd., Series 2025-14A, Class A1                                          | CUSIP: 82810EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  114110000 | PA      | $114253607.44  | 0.42%             | 2039-01-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 14 Ltd.                                          | Silver Point CLO 14 Ltd., Series 2025-14A, Class A2                                          | CUSIP: 82810EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12005876.40   | 0.04%             | 2039-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Silver Rock CLO I Ltd.                                            | Silver Rock CLO I Ltd., Series 2020-1A, Class A1RR                                           | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25057992.50   | 0.09%             | 2037-10-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XII Ltd.                                         | Sixth Street CLO XII Ltd., Series 2018-12A, Class A1R2                                       | CUSIP: 829928AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   50000000 | PA      | $50010035.00   | 0.19%             | 2039-01-17      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XII Ltd.                                         | Sixth Street CLO XII Ltd., Series 2018-12A, Class A2R2                                       | CUSIP: 829928AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10014941.00   | 0.04%             | 2039-01-17      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                                          | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                                           | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | US        |   77550000 | PA      | $77724169.55   | 0.29%             | 2037-07-21      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                         | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A2R2                                       | CUSIP: 83012DBS1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $11997044.40   | 0.04%             | 2039-01-21      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVIII Ltd.                                       | Sixth Street CLO XVIII Ltd., Series 2021-18A, Class A1R                                      | CUSIP: 83012HAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   18000000 | PA      | $18043329.60   | 0.07%             | 2038-10-17      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd.                                          | Sixth Street CLO XX Ltd., Series 2021-20A, Class A2R                                         | CUSIP: 83012QAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10013241.00   | 0.04%             | 2038-07-17      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO 32 Ltd.                                          | Sixth Street CLO 32 Ltd., Series 2026-32A, Class A2                                          | CUSIP: 83012YAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   14000000 | PA      | $14025596.20   | 0.05%             | 2039-04-21      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO 31 Ltd.                                          | Sixth Street CLO 31 Ltd., Series 2025-31A, Class A2                                          | CUSIP: 83014BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $14998086.00   | 0.06%             | 2039-01-17      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXXII Ltd.                                        | Sound Point CLO XXXII Ltd., Series 2021-4A, Class B1R                                        | CUSIP: 83616AAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   47200000 | PA      | $47252278.72   | 0.18%             | 2034-10-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 2025R-1 Ltd.                                      | Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class A1                                      | CUSIP: 83617EAC4<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | US        |   48400000 | PA      | $48512428.36   | 0.18%             | 2038-02-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO Ltd.                                              | Sound Point CLO Ltd., Series 2025-2A, Class A1                                               | CUSIP: 83617PAA3<br>LEI: 254900EAOCKFK910QE14 | Long             | ABS-CBDO         | CORP              | US        |   10850000 | PA      | $10873847.22   | 0.04%             | 2038-04-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Storm King Park CLO Ltd.                                          | Storm King Park CLO Ltd., Series 2022-1A, Class AR                                           | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22700000 | PA      | $22743513.63   | 0.08%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                            | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                            | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  148000000 | PA      | $148278891.20  | 0.55%             | 2037-04-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                            | Sycamore Tree CLO Ltd., Series 2025-6A, Class A1                                             | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | US        |   13200000 | PA      | $13209773.28   | 0.05%             | 2038-04-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                            | Sycamore Tree CLO Ltd., Series 2021-1A, Class AR                                             | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  101550000 | PA      | $101741086.64  | 0.38%             | 2038-01-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Symetra CLO Ltd.                                                  | Symetra CLO Ltd., Series 2025-1A, Class A1                                                   | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10615000 | PA      | $10641611.81   | 0.04%             | 2038-04-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XVIII Ltd.                                           | Symphony CLO XVIII Ltd., Series 2016-18A, Class AR4                                          | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | US        |  170750000 | PA      | $170991423.43  | 0.64%             | 2037-10-23      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXXIII Ltd.                                          | Symphony CLO XXXIII Ltd., Series 2022-33A, Class AR                                          | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | US        |   30000000 | PA      | $30052356.00   | 0.11%             | 2038-01-24      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 52 Ltd.                                              | Symphony CLO 52 Ltd., Series 2025-52A, Class BR                                              | CUSIP: 87170MAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9025905.60    | 0.03%             | 2036-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 46 Ltd.                                              | Symphony CLO 46 Ltd., Series 2024-46A, Class A2                                              | CUSIP: 87170WAC4<br>LEI: 2549003KA6F4T4Q34J34 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10022742.00   | 0.04%             | 2038-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                                  | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A1                                   | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |   48800000 | PA      | $48865718.96   | 0.18%             | 2038-01-22      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                                  | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A2                                   | CUSIP: 87191BAC5<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12027578.40   | 0.04%             | 2038-01-22      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 42 Ltd.                                              | Symphony CLO 42 Ltd., Series 2024-42A, Class A2                                              | CUSIP: 871987AJ2<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10024742.00   | 0.04%             | 2037-04-17      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                              | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | US        |   86370000 | PA      | $86555332.75   | 0.32%             | 2038-01-05      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2023-1A, Class AJR                                                      | CUSIP: 872373AU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8011261.60    | 0.03%             | 2038-03-31      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2025-2A, Class A                                                        | CUSIP: 872395AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   25000000 | PA      | $25034432.50   | 0.09%             | 2039-01-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2025-1A, Class A                                                        | CUSIP: 872397AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   53800000 | PA      | $53773202.22   | 0.20%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                     | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   29750000 | PA      | $29817291.53   | 0.11%             | 2038-01-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2023-2A, Class AR                                                       | CUSIP: 87251PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   38000000 | PA      | $38081464.40   | 0.14%             | 2039-01-24      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2024-2A, Class A1                                                       | CUSIP: 87252GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11012551.00   | 0.04%             | 2037-07-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TPG CLO Ltd.                                                      | TPG CLO Ltd., Series 2025-1A, Class B                                                        | CUSIP: 87268JAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    9000000 | PA      | $9039126.60    | 0.03%             | 2038-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| TPG CLO Ltd.                                                      | TPG CLO Ltd., Series 2025-2A, Class A2                                                       | CUSIP: 87268VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   11250000 | PA      | $11254316.63   | 0.04%             | 2039-01-21      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Tallman Park CLO Ltd.                                             | Tallman Park CLO Ltd., Series 2021-1A, Class A1R                                             | CUSIP: 874777AL9<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | US        |   38000000 | PA      | $38093578.80   | 0.14%             | 2038-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO Ltd.                                       | Texas Debt Capital CLO Ltd., Series 2024-1A, Class A2                                        | CUSIP: 88240JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16000000 | PA      | $16039124.80   | 0.06%             | 2037-04-22      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| 37 Capital CLO 3 Ltd.                                             | 37 Capital CLO 3 Ltd., Series 2023-1A, Class A1R                                             | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10026457.00   | 0.04%             | 2038-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Thompson Park CLO Ltd.                                            | Thompson Park CLO Ltd., Series 2021-1A, Class B1R                                            | CUSIP: 884887AQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   16170000 | PA      | $16196159.83   | 0.06%             | 2034-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO I Ltd.                                             | Tikehau US CLO I Ltd., Series 2021-1A, Class A2                                              | CUSIP: 88675SAC1<br>LEI: 254900EJZB0M481N4R06 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8019649.60    | 0.03%             | 2035-01-18      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO VI Ltd.                                            | Tikehau US CLO VI Ltd., Series 2024-1A, Class B                                              | CUSIP: 88676PAE2<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | US        |   25100000 | PA      | $25115012.31   | 0.09%             | 2037-07-18      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Tralee CLO V Ltd.                                                 | Tralee CLO V Ltd., Series 2018-5A, Class A2RR                                                | CUSIP: 89300JBC1<br>LEI: 54930005YIOSJ9Z81114 | Long             | ABS-CBDO         | CORP              | US        |   11000000 | PA      | $11008310.50   | 0.04%             | 2034-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VII Ltd.                                             | Trestles CLO VII Ltd., Series 2024-7A, Class A1                                              | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10019580.00   | 0.04%             | 2037-10-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                                            | Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1                                            | CUSIP: 895972AA5<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | US        |   23000000 | PA      | $23055418.50   | 0.09%             | 2038-01-22      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXVII Ltd.                                          | Trinitas CLO XXXVII Ltd., Series 2025-37A, Class A2                                          | CUSIP: 89643RAC0<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | US        |    8000000 | PA      | $8001390.40    | 0.03%             | 2039-01-22      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd.                                         | Unity-Peace Park CLO Ltd., Series 2022-1A, Class BR                                          | CUSIP: 913318AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10006782.00   | 0.04%             | 2035-04-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Venture 42 CLO Ltd.                                               | Venture 42 CLO Ltd., Series 2021-42A, Class A2                                               | CUSIP: 923260AE3<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | US        |    5000000 | PA      | $5006795.50    | 0.02%             | 2034-04-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Venture 46 CLO Ltd.                                               | Venture 46 CLO Ltd., Series 2022-46A, Class A1R                                              | CUSIP: 92326CBA4<br>LEI: 549300O7L2XN74VSK595 | Long             | ABS-CBDO         | CORP              | US        |   19000000 | PA      | $19025051.50   | 0.07%             | 2037-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Venture 47 CLO Ltd.                                               | Venture 47 CLO Ltd., Series 2023-47A, Class A1R                                              | CUSIP: 92330DAN9<br>LEI: 549300OR6XPG21TVTN63 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20019050.00   | 0.07%             | 2036-04-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Venture 48 CLO Ltd.                                               | Venture 48 CLO Ltd., Series 2023-48A, Class AR                                               | CUSIP: 92340YAQ4<br>LEI: 254900Q5GN624I1YXD24 | Long             | ABS-CBDO         | CORP              | US        |   72000000 | PA      | $72158997.60   | 0.27%             | 2036-10-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Voya Ltd.                                                         | Voya Ltd., Series 2024-3A, Class A2                                                          | CUSIP: 92895FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   12000000 | PA      | $12028878.00   | 0.04%             | 2037-07-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2019-1A, Class A1RR                                                    | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | US        |   39400000 | PA      | $39479253.10   | 0.15%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2020-2A, Class A1RR                                                    | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   31500000 | PA      | $31581865.35   | 0.12%             | 2038-01-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2020-3A, Class ARR                                                     | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  133150000 | PA      | $133362014.75  | 0.50%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2021-3A, Class A1R                                                     | CUSIP: 92919DAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   85900000 | PA      | $86066963.83   | 0.32%             | 2038-04-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2023-1A, Class A1R                                                     | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  100000000 | PA      | $100060670.00  | 0.37%             | 2039-01-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2024-4A, Class A1                                                      | CUSIP: 92920KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10250000 | PA      | $10274072.13   | 0.04%             | 2037-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2025-1A, Class A1                                                      | CUSIP: 92945JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   22750000 | PA      | $22728539.93   | 0.08%             | 2038-04-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                        | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                         | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10021135.00   | 0.04%             | 2037-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                               | Wehle Park CLO Ltd., Series 2022-1A, Class A1R                                               | CUSIP: 94860LAL9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | US        |   24750000 | PA      | $24800336.55   | 0.09%             | 2038-10-21      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                | Wellfleet CLO Ltd., Series 2022-1A, Class A1RN                                               | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   44000000 | PA      | $44049222.80   | 0.16%             | 2037-07-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                | Wellfleet CLO Ltd., Series 2021-3A, Class AR                                                 | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | US        |   60000000 | PA      | $60009306.00   | 0.22%             | 2035-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                  | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                    | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | US        |   26350000 | PA      | $26408913.33   | 0.10%             | 2038-10-18      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                                              | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                                             | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | US        |   64117955 | PA      | $64240356.18   | 0.24%             | 2037-10-24      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                               | Whitebox CLO I Ltd., Series 2019-1A, Class A1R3                                              | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | US        |  130000000 | PA      | $129856935.00  | 0.48%             | 2037-01-24      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                               | Whitebox CLO I Ltd., Series 2019-1A, Class A2R3                                              | CUSIP: 96467FBL3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | US        |   10000000 | PA      | $10020077.00   | 0.04%             | 2037-01-24      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                                             | Whitebox CLO III Ltd., Series 2021-3A, Class A1R                                             | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20018622.00   | 0.07%             | 2035-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO IV Ltd.                                              | Whitebox CLO IV Ltd., Series 2023-4A, Class A1R                                              | CUSIP: 96467KAL3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | US        |  125000000 | PA      | $125084000.00  | 0.46%             | 2036-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                               | Wind River CLO Ltd., Series 2021-4A, Class AR                                                | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   15000000 | PA      | $15011665.50   | 0.06%             | 2035-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                               | Wind River CLO Ltd., Series 2022-1A, Class AR                                                | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  121670000 | PA      | $121856556.61  | 0.45%             | 2035-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| WISE CLO Ltd.                                                     | WISE CLO Ltd., Series 2023-1A, Class AR                                                      | CUSIP: 97719BAL7<br>LEI: 254900AQX94N6CYYFI37 | Long             | ABS-CBDO         | CORP              | US        |   20000000 | PA      | $20047194.00   | 0.07%             | 2038-10-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                     | Wise CLO Ltd., Series 2025-1A, Class A                                                       | CUSIP: 97719NAA5<br>LEI: 254900DVTMRT7SQKI452 | Long             | ABS-CBDO         | CORP              | US        |   39000000 | PA      | $39048079.20   | 0.15%             | 2038-01-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                     | Wise CLO Ltd., Series 2025-2A, Class A                                                       | CUSIP: 97720BAA8<br>LEI: 254900ZU603JTA5IWP64 | Long             | ABS-CBDO         | CORP              | US        |  100000000 | PA      | $100050700.00  | 0.37%             | 2038-04-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC                           | Janus Henderson Cash Liquidity Fund LLC                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        | 1434526224 | NS      | $1434526224.39 | 5.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Polus Eu CLO XXI DAC                                              | Polus Eu CLO XXI DAC, Series 21A, Class B                                                    | CUSIP: N/A<br>LEI: 635400YAYBWGMUOQY276       | Long             | ABS-CBDO         | CORP              | US        |   12990000 | PA      | $15276014.31   | 0.06%             | 2039-04-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

**Name of Applicant:** Janus Detroit Street Trust

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

**Title:** VP, CFO, Treasurer, and Principal Accounting Officer