# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-25-000706
**Filing Date:** 2025-9
**Character Count:** 175805
**Document Hash:** a4509a2a84eacccc0a977b9efc0622b1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-000706.hdr.sgml**: 20250918

**ACCESSION NUMBER**: 0002071691-25-000706

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250918

**DATE AS OF CHANGE**: 20250918

**PERIOD START**: 20251031

**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:** 251322664

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $23645901122.17

**Total Liabilities:** $433776095.28

**Net Assets:** $23212125026.89

**Delayed Delivery Securities:** $429500000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -26638.41679493 | **1-Year:** -1584274.87609131 | **5-Year:** -5943586.75146781 | **10-Year:** -1912483.76483661 | **30-Year:** -61265.16813746

**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 | 0.91%                | 0.53%                | 0.46%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-9202746.11             | $95754195.35                               |
| Month 2  | $-1278065.98             | $26874027.67                               |
| Month 3  | $-168143.83              | $4416648.15                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sandstone Peak III Ltd.                         | Sandstone Peak III Ltd., Series 2024-1A, Class A2                           | CUSIP: 799928AE6<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8018638.40   | 0.03%             | 2037-04-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2021-1A, Class AR                      | CUSIP: 05765XAL5<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | US        | 244000000 | PA      | $244057681.60 | 1.05%             | 2034-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                           | Battery Park CLO Ltd., Series 2019-1A, Class AR                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | US        |  33180000 | PA      | $33239863.36  | 0.14%             | 2036-07-15      | Floating      | 5.72%                 | 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        |  82500000 | PA      | $82482427.50  | 0.36%             | 2038-03-31      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXV Ltd.                           | Symphony CLO XXV Ltd., Series 2021-25A, Class A                             | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | US        |  75114000 | PA      | $75229442.71  | 0.32%             | 2034-04-19      | Floating      | 5.57%                 | 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      | $10276286.13  | 0.04%             | 2037-04-24      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2023-1A, Class A1R                                     | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  41950000 | PA      | $42109997.30  | 0.18%             | 2038-03-31      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25500000 | PA      | $25576456.65  | 0.11%             | 2038-01-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                   | Madison Park Funding LII Ltd., Series 2021-52A, Class A                     | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60085000 | PA      | $60171185.92  | 0.26%             | 2035-01-22      | Floating      | 5.69%                 | 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      | $8022237.60   | 0.03%             | 2037-04-28      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                      | Dryden 45 Senior Loan Fund, Series 2016-45A, Class A1RR                     | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | US        |    481355 | PA      | $481598.62    | 0.00%             | 2030-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.       | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R3       | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | US        | 104150000 | PA      | $104341844.30 | 0.45%             | 2034-04-20      | Floating      | 5.42%                 | 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        |  66670000 | PA      | $66858562.76  | 0.29%             | 2038-01-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| RR 8 Ltd.                                       | RR 8 Ltd., Series 2020-8A, Class A1R                                        | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 190870800 | PA      | $191347404.39 | 0.82%             | 2037-07-15      | Floating      | 5.67%                 | 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      | $141535997.40 | 0.61%             | 2038-01-22      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.                   | Madison Park Funding XLV Ltd., Series 2020-45A, Class ARR                   | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  51695000 | PA      | $51708647.48  | 0.22%             | 2034-07-15      | Floating      | 5.40%                 | 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        |  10000000 | PA      | $10032908.00  | 0.04%             | 2037-07-17      | Floating      | 5.74%                 | 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        |  17500000 | PA      | $17544593.50  | 0.08%             | 2037-07-23      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2024-32A, Class A1                                     | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17600000 | PA      | $17669058.88  | 0.08%             | 2037-04-23      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2018-AA, Class AR                                         | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $70187971.00  | 0.30%             | 2037-10-17      | Floating      | 5.63%                 | 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      | $121454137.20 | 0.52%             | 2038-04-20      | Floating      | 5.70%                 | 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        |  81535000 | PA      | $81875473.85  | 0.35%             | 2037-10-15      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                  | Rad CLO 7 Ltd., Series 2020-7A, Class A2R                                   | CUSIP: 74936GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11024996.40  | 0.05%             | 2036-04-17      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2024-2A, Class A2                            | CUSIP: 69703LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6011027.40   | 0.03%             | 2037-07-20      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A1RR                    | CUSIP: 05766BAU2<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | US        |  13540000 | PA      | $13591717.38  | 0.06%             | 2035-10-20      | Floating      | 5.62%                 | 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      | $10024676.00  | 0.04%             | 2034-10-20      | Floating      | 5.78%                 | 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      | $93260158.20  | 0.40%             | 2038-01-15      | Floating      | 5.64%                 | 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      | $22426504.05  | 0.10%             | 2037-10-15      | Floating      | 5.70%                 | 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      | $20232465.44  | 0.09%             | 2038-01-20      | Floating      | 5.91%                 | 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        |  35000000 | PA      | $35042980.00  | 0.15%             | 2037-01-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                      | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $69987232.00  | 0.30%             | 2034-04-18      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 47 Ltd.                            | Symphony CLO 47 Ltd., Series 2025-47A, Class A1                             | CUSIP: 87170XAA6<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | US        |  94200000 | PA      | $94108833.24  | 0.41%             | 2038-04-20      | Floating      | 5.47%                 | 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      | $110452859.00 | 0.48%             | 2037-07-20      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd.                        | CIFC Funding Ltd., Series 2021-5A, Class A1R                                | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22945000 | PA      | $22974828.50  | 0.10%             | 2038-01-15      | Floating      | 5.58%                 | 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        |  79500000 | PA      | $79539257.10  | 0.34%             | 2038-01-25      | Floating      | 5.51%                 | 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      | $70248864.00  | 0.30%             | 2038-01-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                              | Ballyrock CLO Ltd., Series 2019-2A, Class A1RR                              | CUSIP: 05875MAX0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15031329.00  | 0.06%             | 2036-02-20      | Floating      | 5.72%                 | 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      | $148629784.40 | 0.64%             | 2037-04-20      | Floating      | 5.98%                 | 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      | $10052647.00  | 0.04%             | 2038-07-15      | Floating      | 5.82%                 | 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        | 125000000 | PA      | $125610987.50 | 0.54%             | 2036-04-23      | Floating      | 5.89%                 | 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        | 133000000 | PA      | $133408283.40 | 0.57%             | 2039-10-15      | Floating      | 5.68%                 | 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      | $13505227.20  | 0.06%             | 2035-01-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                       | Lake George Park CLO Ltd., Series 2025-1A, Class A                          | CUSIP: 509827AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9990367.00   | 0.04%             | 2038-04-15      | Floating      | 5.42%                 | 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      | $24036703.20  | 0.10%             | 2037-07-22      | Floating      | 5.89%                 | 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        | 111400000 | PA      | $111733966.06 | 0.48%             | 2037-07-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIV Ltd.                            | Allegro CLO XIV Ltd., Series 2021-2A, Class A2                              | CUSIP: 01751AAL0<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | US        |   6875000 | PA      | $6887696.06   | 0.03%             | 2034-10-15      | Floating      | 5.93%                 | 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        |  36000000 | PA      | $36109224.00  | 0.16%             | 2038-02-20      | Floating      | 5.66%                 | 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      | $10013285.00  | 0.04%             | 2037-10-20      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2021-3A, Class A2                            | CUSIP: 69688FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16033952.00  | 0.07%             | 2035-01-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                      | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1                       | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46800000 | PA      | $46867532.40  | 0.20%             | 2034-04-19      | Floating      | 5.74%                 | 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        |  10000000 | PA      | $10031321.00  | 0.04%             | 2038-07-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2015-1A, Class A1A5                          | CUSIP: 69689ABU3<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | US        | 138188000 | PA      | $138368570.26 | 0.60%             | 2034-05-21      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd.      | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class A1R2     | CUSIP: 64132MBA5<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | US        |  32970000 | PA      | $33031053.85  | 0.14%             | 2037-01-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2020-8RA, Class AR                                     | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20058882.00  | 0.09%             | 2036-10-17      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.             | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-20A, Class A2              | CUSIP: 617936AC3<br>LEI: 254900GO0S1YGYH4HD83 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8026600.80   | 0.03%             | 2037-01-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                              | Ares LIII CLO Ltd., Series 2019-53A, Class A2R                              | CUSIP: 04009GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13014688.70  | 0.06%             | 2036-10-24      | Floating      | 5.82%                 | 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        | 104380000 | PA      | $104741050.42 | 0.45%             | 2038-01-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XI Ltd.                            | Trinitas CLO XI Ltd., Series 2019-11A, Class A1RR                           | CUSIP: 89641HBC3<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | US        |  89700000 | PA      | $89789269.44  | 0.39%             | 2034-07-15      | Floating      | 5.51%                 | 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        | 100000000 | PA      | $100000000.00 | 0.43%             | 2034-04-17      | Floating      | 0.00%                 | 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      | $29805260.63  | 0.13%             | 2038-01-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2022-II Ltd.                       | CIFC Funding Ltd., Series 2022-2A, Class A2R                                | CUSIP: 12567MAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $12977426.80  | 0.06%             | 2035-04-19      | Floating      | 5.55%                 | 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        | 100000000 | PA      | $100286760.00 | 0.43%             | 2037-07-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barings Loan Partners CLO 5 Ltd.                | Barings Loan Partners CLO 5 Ltd., Series LP-5A, Class A                     | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  74219313 | PA      | $74386009.58  | 0.32%             | 2035-01-20      | Floating      | 5.55%                 | 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      | $19998532.00  | 0.09%             | 2038-07-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXVII                               | Apidos CLO XXXVII, Series 2021-37A, Class A                                 | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | US        |  19900000 | PA      | $19936898.58  | 0.09%             | 2034-10-22      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Ares LXV CLO Ltd.                               | Ares LXV CLO Ltd., Series 2022-65A, Class A2                                | CUSIP: 04019FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18048277.80  | 0.08%             | 2034-07-25      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 48 Ltd.                                 | KKR CLO 48 Ltd., Series 48A, Class A2                                       | CUSIP: 48256EAC3<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8778514.50   | 0.04%             | 2036-10-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIII Ltd.          | Benefit Street Partners CLO XXIII Ltd., Series 2021-23A, Class A1R          | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  80000000 | PA      | $80140008.00  | 0.35%             | 2034-04-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                | Barings CLO Ltd., Series 2021-3A, Class AR                                  | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | US        | 170000000 | PA      | $170089437.00 | 0.73%             | 2035-01-18      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2019-11RA, Class A2                                       | CUSIP: 12510TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13889000 | PA      | $13928390.59  | 0.06%             | 2035-01-20      | Floating      | 6.09%                 | 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      | $20023500.00  | 0.09%             | 2038-02-28      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2019-4A, Class A11R                             | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22770000 | PA      | $22815150.63  | 0.10%             | 2035-04-15      | Floating      | 5.64%                 | 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        |  91900000 | PA      | $91785125.00  | 0.40%             | 2038-01-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                              | OCP Aegis CLO Ltd., Series 2024-39A, Class A2                               | CUSIP: 67120EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12004317.60  | 0.05%             | 2037-01-16      | Floating      | 5.74%                 | 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        |  88400000 | PA      | $88370474.40  | 0.38%             | 2038-04-15      | Floating      | 5.52%                 | 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        |  25000000 | PA      | $25046372.50  | 0.11%             | 2038-04-15      | Floating      | 5.51%                 | 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      | $5007457.00   | 0.02%             | 2034-04-15      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2022-2A, Class A1R                                | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  90000000 | PA      | $90036036.00  | 0.39%             | 2035-04-19      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd.                                 | Octagon 68 Ltd., Series 2023-1A, Class A2                                   | CUSIP: 675949AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15043741.50  | 0.06%             | 2036-10-20      | Floating      | 6.28%                 | 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      | $25116400.00  | 0.11%             | 2037-07-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Octagon 64 Ltd.                                 | Octagon 64 Ltd., Series 2022-1A, Class A1R                                  | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  80000000 | PA      | $80268280.00  | 0.35%             | 2035-07-21      | Floating      | 5.59%                 | 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        | 181355000 | PA      | $181549793.41 | 0.78%             | 2038-02-15      | Floating      | 5.55%                 | 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      | $8019784.80   | 0.03%             | 2035-01-18      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| ARES Loan Funding III Ltd.                      | ARES Loan Funding III Ltd., Series 2022-ALF3A, Class A1R                    | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  56225000 | PA      | $56421978.67  | 0.24%             | 2036-07-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Dryden 108 CLO Ltd.                             | Dryden 108 CLO Ltd., Series 2022-108A, Class A1R                            | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | US        |  64500000 | PA      | $64662159.45  | 0.28%             | 2037-07-18      | Floating      | 5.69%                 | 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        |  37200000 | PA      | $37274329.32  | 0.16%             | 2038-01-22      | Floating      | 5.63%                 | 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        |  47500000 | PA      | $47677284.25  | 0.21%             | 2037-10-15      | Floating      | 5.72%                 | 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        | 160226724 | PA      | $160074492.59 | 0.69%             | 2038-04-15      | Floating      | 5.48%                 | 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        |  97550000 | PA      | $97524461.41  | 0.42%             | 2038-03-30      | Floating      | 5.52%                 | 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        |  19500000 | PA      | $19563531.00  | 0.08%             | 2037-07-15      | Floating      | 5.74%                 | 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      | $22727363.75  | 0.10%             | 2038-04-20      | Floating      | 5.42%                 | 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      | $17541548.50  | 0.08%             | 2036-04-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 45 Ltd.      | Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class AR       | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | US        |  95000000 | PA      | $95161129.50  | 0.41%             | 2036-10-14      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.             | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1R              | CUSIP: 67577MAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14775000 | PA      | $14810198.48  | 0.06%             | 2035-04-15      | Floating      | 5.66%                 | 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      | $20044284.00  | 0.09%             | 2037-07-15      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                      | Sixth Street CLO XVII Ltd., Series 2021-17A, Class A1R                      | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20750000 | PA      | $20734464.48  | 0.09%             | 2038-04-17      | Floating      | 5.47%                 | 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      | $15065945.50  | 0.06%             | 2037-07-25      | Floating      | 5.92%                 | 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        |  63900000 | PA      | $64112013.81  | 0.28%             | 2037-07-18      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.            | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R            | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39425000 | PA      | $39500814.28  | 0.17%             | 2034-10-15      | Floating      | 5.75%                 | 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      | $10004000.00  | 0.04%             | 2038-07-20      | Floating      | 0.00%                 | 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      | $15025906.50  | 0.06%             | 2037-10-20      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2017-AA, Class AR2                                        | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | US        |  21310000 | PA      | $21289382.58  | 0.09%             | 2038-01-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                            | Apex Credit CLO Ltd., Series 2024-1A, Class A1                              | CUSIP: 03753AAA8<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15076956.00  | 0.06%             | 2036-04-20      | Floating      | 6.13%                 | 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        |  75760000 | PA      | $75733711.28  | 0.33%             | 2038-03-25      | Floating      | 5.51%                 | 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        |  15000000 | PA      | $15010275.00  | 0.06%             | 2038-01-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVII Ltd.                            | Magnetite XXVII Ltd., Series 2020-27A, Class AR                             | CUSIP: 55955EAL2<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | US        |  97120000 | PA      | $97307072.54  | 0.42%             | 2034-10-20      | Floating      | 5.73%                 | 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      | $35264831.36  | 0.15%             | 2037-10-16      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| RR 20 Ltd.                                      | RR 20 Ltd., Series 2022-20A, Class A1R                                      | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 151721000 | PA      | $151841041.66 | 0.65%             | 2037-07-15      | Floating      | 5.31%                 | 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      | $28103454.40  | 0.12%             | 2037-10-15      | Floating      | 5.72%                 | 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        | 100000000 | PA      | $100258740.00 | 0.43%             | 2038-07-16      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| ARES LX CLO Ltd.                                | ARES LX CLO Ltd., Series 2021-60A, Class AR                                 | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 106325000 | PA      | $106447390.71 | 0.46%             | 2034-07-18      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2015-IV Ltd.                       | CIFC Funding 2015-IV Ltd., Series 2015-4A, Class A1A2                       | CUSIP: 12550TAY1<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | US        |  21190000 | PA      | $21217559.71  | 0.09%             | 2034-04-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2022-4A, Class A2                                 | CUSIP: 12567WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20046472.00  | 0.09%             | 2035-07-16      | Floating      | 6.02%                 | 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      | $12018751.20  | 0.05%             | 2037-07-20      | Floating      | 5.91%                 | 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        |  10000000 | PA      | $10025809.00  | 0.04%             | 2038-04-20      | Floating      | 5.57%                 | 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      | $11269193.63  | 0.05%             | 2037-07-17      | Floating      | 5.90%                 | 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      | $33047143.80  | 0.14%             | 2037-10-24      | Floating      | 5.86%                 | 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        |  39000000 | PA      | $39150306.00  | 0.17%             | 2035-01-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xlv Ltd.                              | Magnetite Xlv Ltd., Series 2025-45A, Class A1                               | CUSIP: 55956CAA9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9990200.00   | 0.04%             | 2038-04-15      | Floating      | 5.43%                 | 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      | $22033173.80  | 0.09%             | 2038-01-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVI Ltd.          | Benefit Street Partners CLO XXXVI Ltd., Series 2024-36A, Class A1           | CUSIP: 081922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12045945.60  | 0.05%             | 2038-01-25      | Floating      | 5.68%                 | 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        |   9750000 | PA      | $9751603.88   | 0.04%             | 2038-04-25      | Floating      | 5.47%                 | 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      | $10017327.00  | 0.04%             | 2037-07-23      | Floating      | 5.92%                 | 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        | 125000000 | PA      | $125237137.50 | 0.54%             | 2035-01-20      | Floating      | 5.56%                 | 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      | $16176983.42  | 0.07%             | 2036-07-25      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 18 Ltd.                                | Zais CLO 18 Ltd., Series 2022-18A, Class A1A                                | CUSIP: 98885NAA1<br>LEI: 549300PRQCSTFU7VEI08 | Long             | ABS-CBDO         | CORP              | US        |  46875000 | PA      | $46957110.94  | 0.20%             | 2035-01-25      | Floating      | 5.84%                 | 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        | 155950000 | PA      | $156265798.75 | 0.67%             | 2038-07-22      | Floating      | 5.57%                 | 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        |  20945000 | PA      | $21018307.50  | 0.09%             | 2037-07-21      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management 15-2019 Ltd.                | HPS Loan Management 15-2019 Ltd., Series 15A-19, Class A1R                  | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | US        |  40595000 | PA      | $40670965.42  | 0.18%             | 2035-01-22      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                 | KKR CLO 27 Ltd., Series 27A, Class A1R2                                     | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        | 198000000 | PA      | $198499237.20 | 0.86%             | 2035-01-15      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 40 Ltd.             | Octagon Investment Partners 40 Ltd., Series 2019-1A, Class A1RR             | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19450000 | PA      | $19479007.73  | 0.08%             | 2035-01-20      | Floating      | 5.37%                 | 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      | $15596115.03  | 0.07%             | 2038-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd.                              | Elmwood CLO X Ltd., Series 2021-3A, Class AR2                               | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23064367.80  | 0.10%             | 2038-07-20      | Floating      | 5.56%                 | 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        |  81300000 | PA      | $81344503.62  | 0.35%             | 2038-03-28      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                              | Ares LIII CLO Ltd., Series 2019-53A, Class A1R                              | CUSIP: 04009GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 253955000 | PA      | $254934631.41 | 1.10%             | 2036-10-24      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Octagon 71 Ltd.                                 | Octagon 71 Ltd., Series 2024-1A, Class A2                                   | CUSIP: 67579CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15034453.50  | 0.06%             | 2037-04-18      | Floating      | 6.03%                 | 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        |  12500000 | PA      | $12487867.50  | 0.05%             | 2038-01-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 4 Ltd.                       | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                        | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32950000 | PA      | $33028500.08  | 0.14%             | 2038-01-22      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2019-1A, Class A1R                           | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | US        |  21077000 | PA      | $21126046.18  | 0.09%             | 2034-11-14      | Floating      | 5.72%                 | 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        |  97000000 | PA      | $97241394.20  | 0.42%             | 2037-07-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 6 Ltd.        | GoldenTree Loan Management US CLO 6 Ltd., Series 2019-6A, Class AR2         | CUSIP: 38137WAY1<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | US        | 129000000 | PA      | $129013712.70 | 0.56%             | 2035-04-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| ARES XLIV CLO Ltd.                              | ARES XLIV CLO Ltd., Series 2017-44A, Class A1RR                             | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.43%             | 2034-04-15      | Floating      | 0.00%                 | 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        |    100000 | PA      | $100348.90    | 0.00%             | 2037-07-20      | Floating      | 5.71%                 | 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      | $15421082.60  | 0.07%             | 2037-07-20      | Floating      | 5.88%                 | 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      | $18779004.38  | 0.08%             | 2037-10-23      | Floating      | 5.90%                 | 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        |  19100000 | PA      | $19093716.10  | 0.08%             | 2038-01-25      | Floating      | 5.50%                 | 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        | 156750000 | PA      | $156695482.35 | 0.68%             | 2038-04-20      | Floating      | 5.50%                 | 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        | 243440000 | PA      | $243925005.51 | 1.05%             | 2038-01-24      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                 | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10032835.00  | 0.04%             | 2038-07-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                       | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                         | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11026042.50  | 0.05%             | 2034-07-20      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVI Ltd.                    | Fortress Credit BSL XVI Ltd., Series 2022-3A, Class AR                      | CUSIP: 349927AN3<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9013674.60   | 0.04%             | 2035-10-20      | Floating      | 5.70%                 | 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      | $13495314.15  | 0.06%             | 2038-04-15      | Floating      | 5.50%                 | 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        | 138000000 | PA      | $137974608.00 | 0.59%             | 2038-03-31      | Floating      | 5.42%                 | 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      | $16518084.00  | 0.07%             | 2034-07-27      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO Ltd., Series 2025-1A, Class A                                   | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31000000 | PA      | $31091722.80  | 0.13%             | 2038-07-20      | Floating      | 5.64%                 | 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        |  81000000 | PA      | $81309468.60  | 0.35%             | 2037-10-22      | Floating      | 5.75%                 | 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        | 175000000 | PA      | $175369600.00 | 0.76%             | 2037-04-20      | Floating      | 5.52%                 | 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        |  41700000 | PA      | $41765102.04  | 0.18%             | 2038-04-22      | Floating      | 5.57%                 | 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      | $10029883.00  | 0.04%             | 2038-01-21      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-IV Ltd.                       | CIFC Funding Ltd., Series 2019-4A, Class AJR2                               | CUSIP: 17182XAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15089679.00  | 0.07%             | 2038-07-15      | Floating      | 6.00%                 | 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        |  43339000 | PA      | $43425678.00  | 0.19%             | 2035-10-15      | Floating      | 5.59%                 | 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        | 120500000 | PA      | $120872586.00 | 0.52%             | 2037-07-17      | Floating      | 5.70%                 | 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        |  17350000 | PA      | $17402180.13  | 0.07%             | 2037-10-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                         | Canyon Capital CLO Ltd., Series 2019-2A, Class AR2                          | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 170200000 | PA      | $170307719.58 | 0.73%             | 2034-10-15      | Floating      | 5.33%                 | 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      | $10009979.00  | 0.04%             | 2033-04-20      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd.                                 | Octagon 57 Ltd., Series 2021-1A, Class A                                    | CUSIP: 67592XAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8519915.50   | 0.04%             | 2034-10-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2023-IV Ltd.                      | Park Blue CLO 2023-IV Ltd., Series 2023-4A, Class A2                        | CUSIP: 699917AC4<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5016512.50   | 0.02%             | 2037-01-25      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                              | Wellfleet CLO Ltd., Series 2021-1A, Class A1R                               | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75097950.00  | 0.32%             | 2034-04-20      | Floating      | 5.51%                 | 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        |  84100000 | PA      | $84073659.88  | 0.36%             | 2038-04-15      | Floating      | 5.52%                 | 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      | $25098900.00  | 0.11%             | 2037-10-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2015-AA, Class AR3                                        | CUSIP: 00900LAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53800000 | PA      | $53939734.74  | 0.23%             | 2034-10-17      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                 | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                 | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $750086.10    | 0.00%             | 2031-04-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd.                         | New Mountain CLO 7 Ltd., Series CLO-7A, Class A1                            | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19991360.00  | 0.09%             | 2038-03-31      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                   | Post CLO Ltd., Series 2021-1A, Class AR                                     | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 189000000 | PA      | $189308296.80 | 0.82%             | 2034-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                       | Cedar Funding IX CLO Ltd., Series 2018-9A, Class AR                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49365000 | PA      | $49522064.62  | 0.21%             | 2037-07-20      | Floating      | 5.75%                 | 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      | $143364145.37 | 0.62%             | 2035-01-20      | Floating      | 5.28%                 | 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      | $125403825.00 | 0.54%             | 2036-04-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Basswood Park CLO Ltd.                          | Basswood Park CLO Ltd., Series 2021-1A, Class A                             | CUSIP: 070252AA9<br>LEI: 5493005HSAGIQZIVAS94 | Long             | ABS-CBDO         | CORP              | US        |  32100000 | PA      | $32159702.79  | 0.14%             | 2034-04-20      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                                | AMMC CLO 27 Ltd., Series 2022-27A, Class A1R                                | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99976420.00  | 0.43%             | 2037-01-20      | Floating      | 5.41%                 | 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        | 100000000 | PA      | $100430000.00 | 0.43%             | 2037-07-15      | Floating      | 5.80%                 | 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        |  28000000 | PA      | $28094866.80  | 0.12%             | 2037-08-12      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R                     | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  99500000 | PA      | $99593241.45  | 0.43%             | 2035-07-17      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| RR 26 Ltd.                                      | RR 26 Ltd., Series 2023-26A, Class A1R                                      | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 177930000 | PA      | $178171006.19 | 0.77%             | 2038-04-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.          | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class A2           | CUSIP: 08181FAC4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11033717.20  | 0.05%             | 2036-10-25      | Floating      | 6.27%                 | 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      | $10025129.00  | 0.04%             | 2037-04-17      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                 | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                 | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 104350000 | PA      | $104783689.04 | 0.45%             | 2038-07-21      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.             | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR              | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | US        | 154500000 | PA      | $154581127.95 | 0.67%             | 2034-07-20      | Floating      | 5.31%                 | 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        | 124000000 | PA      | $124365180.00 | 0.54%             | 2038-01-20      | Floating      | 5.67%                 | 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      | $20083050.00  | 0.09%             | 2036-04-20      | Floating      | 5.83%                 | 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        | 119000000 | PA      | $118940285.80 | 0.51%             | 2038-04-20      | Floating      | 5.46%                 | 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        | 154750000 | PA      | $154765475.00 | 0.67%             | 2037-04-17      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXVII Ltd.                 | Madison Park Funding LXVII Ltd., Series 2024-67A, Class A1                  | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1695000 | PA      | $1701754.58   | 0.01%             | 2037-04-25      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2020-12A, Class AR                                        | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15310000 | PA      | $15349112.46  | 0.07%             | 2034-07-20      | Floating      | 5.77%                 | 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        |  10000000 | PA      | $10008770.00  | 0.04%             | 2038-04-20      | Floating      | 5.55%                 | 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      | $14030179.80  | 0.06%             | 2038-01-15      | Floating      | 5.97%                 | 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      | $27036301.50  | 0.12%             | 2037-01-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Venture 43 CLO Ltd.                             | Venture 43 CLO Ltd., Series 2021-43A, Class A1R                             | CUSIP: 92290CAR0<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | US        |  71000000 | PA      | $71088011.60  | 0.31%             | 2034-04-15      | Floating      | 5.67%                 | 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        | 256595000 | PA      | $256707593.89 | 1.11%             | 2038-01-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                    | OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4                     | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1748276.78   | 0.01%             | 2038-02-20      | Floating      | 5.46%                 | 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      | $95513195.63  | 0.41%             | 2038-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Nassau Ltd.                                     | Nassau Ltd., Series 2021-IA, Class A1R                                      | CUSIP: 631704AH6<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | US        | 127815000 | PA      | $128081200.30 | 0.55%             | 2034-08-26      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.            | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A2R            | CUSIP: 08186RAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5010092.00   | 0.02%             | 2034-10-15      | Floating      | 5.98%                 | 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      | $10079285.70  | 0.04%             | 2038-01-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO XI Ltd.                           | Battalion CLO XI Ltd., Series 2017-11A, Class AR                            | CUSIP: 07132LAL3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014146.00  | 0.04%             | 2034-04-24      | Floating      | 5.73%                 | 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        |  83250000 | PA      | $83492773.65  | 0.36%             | 2037-07-22      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                               | Ares XLI CLO Ltd., Series 2016-41A, Class AR2                               | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |   9220000 | PA      | $9232054.23   | 0.04%             | 2034-04-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Dryden 121 CLO Ltd.                             | Dryden 121 CLO Ltd., Series 2024-121A, Class A2                             | CUSIP: 26253VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13018982.60  | 0.06%             | 2037-01-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2020-19A, Class A1R2                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | US        | 121700000 | PA      | $121659960.70 | 0.52%             | 2038-04-20      | Floating      | 5.51%                 | 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      | $87346390.50  | 0.38%             | 2037-10-31      | Floating      | 5.70%                 | 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        | 320681295 | NS      | $320745431.56 | 1.38%             |  |  |  | No            |                  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      | $39380141.23  | 0.17%             | 2037-10-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2015-1A, Class A1B5                          | CUSIP: 69689ABW9<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | US        |  29000000 | PA      | $29032601.80  | 0.13%             | 2034-05-21      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2017-1A, Class AR2                                        | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        | 153250000 | PA      | $153921924.63 | 0.66%             | 2038-01-20      | Floating      | 5.72%                 | 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      | $22532802.75  | 0.10%             | 2036-10-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 16 Ltd.                                | Zais CLO 16 Ltd., Series 2020-16A, Class A1R2                               | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | US        |  63000000 | PA      | $63022661.10  | 0.27%             | 2034-10-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                        | HPS Loan Management Ltd., Series 2024-22A, Class A1                         | CUSIP: 40444YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1850000 | PA      | $1855541.49   | 0.01%             | 2037-10-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                          | Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1                           | CUSIP: 895972AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23081068.10  | 0.10%             | 2038-01-22      | Floating      | 5.68%                 | 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      | $47333419.88  | 0.20%             | 2037-07-16      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2021-23A, Class AR                                     | CUSIP: 671026AJ1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | US        | 266700000 | PA      | $267059244.90 | 1.15%             | 2037-01-17      | Floating      | 5.48%                 | 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      | $42264202.63  | 0.18%             | 2038-01-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                   | Post CLO Ltd., Series 2024-1A, Class A1                                     | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  64500000 | PA      | $64741758.90  | 0.28%             | 2037-04-20      | Floating      | 5.93%                 | 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      | $16036987.20  | 0.07%             | 2037-04-22      | Floating      | 6.03%                 | 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        |  10000000 | PA      | $10046936.00  | 0.04%             | 2038-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                         | Sandstone Peak III Ltd., Series 2024-1A, Class A1                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |  66000000 | PA      | $66269464.80  | 0.29%             | 2037-04-25      | Floating      | 5.95%                 | 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      | $167915887.98 | 0.72%             | 2036-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                              | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                               | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 201000000 | PA      | $201402000.00 | 0.87%             | 2037-01-16      | Floating      | 5.54%                 | 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      | $143928067.16 | 0.62%             | 2037-10-15      | Floating      | 5.70%                 | 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      | $10859071.69  | 0.05%             | 2038-04-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                 | Canyon CLO Ltd., Series 2020-2A, Class AR2                                  | CUSIP: 13876NAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 118000000 | PA      | $118117575.20 | 0.51%             | 2034-10-15      | Floating      | 5.35%                 | 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        | 148449000 | PA      | $148487106.86 | 0.64%             | 2038-01-15      | Floating      | 5.50%                 | 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      | $105815641.26 | 0.46%             | 2038-01-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                         | Beechwood Park CLO Ltd., Series 2019-1A, Class A2R                          | CUSIP: 07355TAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10010772.00  | 0.04%             | 2035-01-17      | Floating      | 5.82%                 | 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        |  40000000 | PA      | $40004624.00  | 0.17%             | 2038-04-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.               | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A                 | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12900000 | PA      | $12927869.16  | 0.06%             | 2034-07-17      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                  | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                   | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  82050000 | PA      | $82173075.00  | 0.35%             | 2036-04-17      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIV Ltd.                 | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class A1RR                | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 150000000 | PA      | $150374400.00 | 0.65%             | 2037-10-16      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2024-2A, Class A1                      | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029529.00  | 0.04%             | 2038-01-20      | Floating      | 5.66%                 | 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        | 100000000 | PA      | $100280300.00 | 0.43%             | 2038-07-19      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Thompson Park CLO Ltd.                          | Thompson Park CLO Ltd., Series 2021-1A, Class A1R                           | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75083850.00  | 0.32%             | 2034-04-15      | Floating      | 5.37%                 | 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        |  61860000 | PA      | $62045394.42  | 0.27%             | 2037-10-15      | Floating      | 5.68%                 | 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      | $18318970.40  | 0.08%             | 2038-01-25      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                            | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $47699571.25  | 0.21%             | 2037-07-15      | Floating      | 5.83%                 | 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        | 115580000 | PA      | $115468049.21 | 0.50%             | 2038-04-23      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 24 Ltd.                                | AMMC CLO 24 Ltd., Series 2021-24A, Class AR                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32056710.40  | 0.14%             | 2035-01-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2021-2A, Class AR                                  | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 167961000 | PA      | $167926971.10 | 0.72%             | 2035-01-15      | Floating      | 5.29%                 | 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        |  17500000 | PA      | $17552360.00  | 0.08%             | 2038-01-20      | Floating      | 5.66%                 | 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        |  46500000 | PA      | $46640839.20  | 0.20%             | 2037-10-17      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-VI Ltd.                       | CIFC Funding 2019-VI Ltd., Series 2019-6A, Class A1R                        | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10470000 | PA      | $10501116.84  | 0.05%             | 2037-07-16      | Floating      | 5.77%                 | 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      | $56180969.60  | 0.24%             | 2037-07-15      | Floating      | 5.74%                 | 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      | $62367627.60  | 0.27%             | 2038-01-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd.             | Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR2              | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 130000000 | PA      | $130014170.00 | 0.56%             | 2034-10-15      | Floating      | 5.47%                 | 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      | $52949273.70  | 0.23%             | 2038-04-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XIV Ltd.                           | Trinitas CLO XIV Ltd., Series 2020-14A, Class A1R                           | CUSIP: 89641QAN0<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50059040.00  | 0.22%             | 2034-01-25      | Floating      | 5.66%                 | 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        | 155500000 | PA      | $155500000.00 | 0.67%             | 2039-04-16      | Floating      | 5.54%                 | 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      | $10563000.00  | 0.05%             | 2038-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd.                             | Elmwood CLO 14 Ltd., Series 2022-1A, Class A                                | CUSIP: 29003WAA3<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8015860.00   | 0.03%             | 2035-04-20      | Floating      | 5.65%                 | 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        | 235400000 | PA      | $235370951.64 | 1.01%             | 2037-01-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd.                         | Sound Point CLO IX Ltd., Series 2015-2A, Class ARRR                         | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   2671792 | PA      | $2678331.40   | 0.01%             | 2032-07-20      | Floating      | 5.80%                 | 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      | $50299545.00  | 0.22%             | 2037-04-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2024-5A, Class A2                            | CUSIP: 87122YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15045051.00  | 0.06%             | 2036-04-20      | Floating      | 6.13%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                             | NYACK Park CLO Ltd., Series 2021-1A, Class A                                | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        13 | PA      | $13.02        | 0.00%             | 2034-10-20      | Floating      | 5.71%                 | 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        |  34500000 | PA      | $34647490.95  | 0.15%             | 2038-07-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                            | 522 Funding CLO Ltd., Series 2020-6A, Class A1R2                            | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16026545.60  | 0.07%             | 2034-10-23      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-II Ltd.                       | CIFC Funding Ltd., Series 2025-2A, Class A                                  | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37625000 | PA      | $37588157.60  | 0.16%             | 2038-04-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                | Invesco CLO Ltd., Series 2022-2A, Class A2                                  | CUSIP: 46145XAC0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5013602.50   | 0.02%             | 2035-07-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd.                            | Trinitas CLO VI Ltd., Series 2017-6A, Class ARRR                            | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | US        |  77410000 | PA      | $77492201.68  | 0.33%             | 2034-01-25      | Floating      | 5.65%                 | 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        |  19000000 | PA      | $19000000.00  | 0.08%             | 2034-04-17      | Floating      | 0.00%                 | 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        |  40000000 | PA      | $40119780.00  | 0.17%             | 2039-01-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                         | Rockford Tower CLO Ltd., Series 2017-1A, Class AR2                          | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | US        |  14500000 | PA      | $14526249.35  | 0.06%             | 2034-04-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2020-4A, Class A1R                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42250000 | PA      | $42357593.85  | 0.18%             | 2040-01-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Obra CLO 2 Ltd.                                 | Obra CLO 2 Ltd., Series 2025-2A, Class A1                                   | CUSIP: 674436AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25132872.50  | 0.11%             | 2038-07-20      | Floating      | 5.81%                 | 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        |  15250000 | PA      | $15300619.33  | 0.07%             | 2037-07-18      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                     | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                      | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | US        |  83250000 | PA      | $83492956.80  | 0.36%             | 2038-01-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                            | Magnetite XXXIX Ltd., Series 2023-39A, Class AR                             | CUSIP: 559924AJ4<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        | 239750000 | PA      | $240230219.25 | 1.03%             | 2037-01-25      | Floating      | 5.49%                 | 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        |  16000000 | PA      | $16032710.40  | 0.07%             | 2038-04-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVII Ltd.                | Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR                 | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19100000 | PA      | $19122835.96  | 0.08%             | 2034-10-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd.                             | Elmwood CLO 39 Ltd., Series 2025-2A, Class A1                               | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31350000 | PA      | $31319107.71  | 0.13%             | 2038-04-17      | Floating      | 5.42%                 | 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        |  90000000 | PA      | $90395028.00  | 0.39%             | 2038-01-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2022-25A, Class A1R                                    | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | US        |  34150000 | PA      | $34262735.98  | 0.15%             | 2037-07-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Dryden 75 CLO Ltd.                              | Dryden 75 CLO Ltd., Series 2019-75A, Class AR2                              | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | US        |  29790000 | PA      | $29815062.33  | 0.13%             | 2034-04-15      | Floating      | 5.62%                 | 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        |  43000000 | PA      | $43137600.00  | 0.19%             | 2038-07-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2015-9A, Class AR3                                     | CUSIP: 67091YBE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100051770.00 | 0.43%             | 2037-01-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                        | HPS Loan Management Ltd., Series 2021-16A, Class A1R                        | CUSIP: 40440XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100000000.00 | 0.43%             | 2035-01-23      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 40 Ltd.                                 | KKR CLO 40 Ltd., Series 40A, Class AR                                       | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 228840000 | PA      | $229183260.00 | 0.99%             | 2034-10-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2021-1A, Class AR                                     | CUSIP: 92918QAN0<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |  89963000 | PA      | $90012641.58  | 0.39%             | 2034-07-15      | Floating      | 5.32%                 | 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        |  15000000 | PA      | $15079500.00  | 0.06%             | 2038-10-21      | Floating      | 0.00%                 | 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        | 100000000 | PA      | $100321150.00 | 0.43%             | 2037-10-20      | Floating      | 5.70%                 | 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        |  45000000 | PA      | $45171549.00  | 0.19%             | 2038-01-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO I Ltd.                              | Katayma CLO I Ltd., Series 2023-1A, Class A2                                | CUSIP: 48585JAC4<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16068409.60  | 0.07%             | 2036-10-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd.                              | Dryden 77 CLO Ltd., Series 2020-77A, Class AR                               | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | US        |         3 | PA      | $3.01         | 0.00%             | 2034-05-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 50 Ltd.             | Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR               | CUSIP: 67592MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53400000 | PA      | $53533713.60  | 0.23%             | 2035-01-15      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| 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      | $70265552.00  | 0.30%             | 2038-01-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.            | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R            | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 146000000 | PA      | $146067714.80 | 0.63%             | 2035-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd.                            | Galaxy XXII CLO Ltd., Series 2016-22A, Class ARRR                           | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | US        | 102470000 | PA      | $102634782.01 | 0.44%             | 2034-04-16      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | US        | 110755000 | PA      | $110835696.09 | 0.48%             | 2035-01-17      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2020-1A, Class AR                                     | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23035949.00  | 0.10%             | 2034-07-16      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 19 Ltd.                            | Generate CLO 19 Ltd., Series 2025-19A, Class A                              | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  76650000 | PA      | $76697032.44  | 0.33%             | 2036-04-22      | Floating      | 5.56%                 | 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        |  19750000 | PA      | $19837885.53  | 0.09%             | 2037-07-24      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                | Riserva CLO Ltd., Series 2016-3A, Class ARR                                 | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | US        |  74500000 | PA      | $74574500.00  | 0.32%             | 2034-01-18      | Floating      | 5.65%                 | 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        | 130150000 | PA      | $130406811.98 | 0.56%             | 2038-01-20      | Floating      | 5.58%                 | 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      | $8014400.00   | 0.03%             | 2037-07-18      | Floating      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Ltd.                       | Columbia Cent CLO 29 Ltd., Series 2020-29A, Class AR                        | CUSIP: 197363AU8<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | US        |  12670000 | PA      | $12690487.39  | 0.05%             | 2034-10-20      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 30 Ltd.                                | AMMC CLO 30 Ltd., Series 2024-30A, Class A2                                 | CUSIP: 03165UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8022927.20   | 0.03%             | 2037-01-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 38 Ltd.                            | AGL Core CLO 38 Ltd., Series 2025-38A, Class A1                             | CUSIP: 00852QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100152300.00 | 0.43%             | 2038-01-22      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 10                               | Pikes Peak CLO 10, Series 2022-10A, Class A1R                               | CUSIP: 72132HAL6<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10037991.00  | 0.04%             | 2038-01-22      | Floating      | 5.69%                 | 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        |  81350000 | PA      | $81324781.50  | 0.35%             | 2038-01-15      | Floating      | 5.51%                 | 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        |  20000000 | PA      | $20086604.00  | 0.09%             | 2037-07-25      | Floating      | 5.83%                 | 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        |  80000000 | PA      | $80264704.00  | 0.35%             | 2037-10-16      | Floating      | 5.70%                 | 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      | $30969130.20  | 0.13%             | 2038-04-22      | Floating      | 5.46%                 | 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      | $19043798.80  | 0.08%             | 2037-04-20      | Floating      | 6.15%                 | 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        |  20000000 | PA      | $20074932.00  | 0.09%             | 2037-07-20      | Floating      | 5.67%                 | 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      | $10045869.00  | 0.04%             | 2038-04-15      | Floating      | 5.83%                 | 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        | 194750000 | PA      | $195274344.90 | 0.84%             | 2038-01-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                            | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |  45500000 | PA      | $45484539.10  | 0.20%             | 2038-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO IX                             | Ocean Trails CLO IX, Series 2020-9A, Class ARR                              | CUSIP: 67515XAY0<br>LEI: 549300LD2JF1INLMST94 | Long             | ABS-CBDO         | CORP              | US        |  20115000 | PA      | $20126242.27  | 0.09%             | 2038-01-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                 | CQS US CLO Ltd., Series 2023-3A, Class AJ                                   | CUSIP: 223929AC4<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9036756.90   | 0.04%             | 2037-01-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                   | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                    | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75195000.00  | 0.32%             | 2035-10-18      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TICP CLO XII Ltd.                               | TICP CLO XII Ltd., Series 2018-12A, Class AR                                | CUSIP: 87250FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10335000 | PA      | $10353603.00  | 0.04%             | 2034-07-15      | Floating      | 5.75%                 | 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        |  69000000 | PA      | $69147128.70  | 0.30%             | 2036-04-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| RRX 7 Ltd.                                      | RRX 7 Ltd., Series 2022-7A, Class A1                                        | CUSIP: 40257DAA5<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | US        |  31980000 | PA      | $32043960.00  | 0.14%             | 2035-07-15      | Floating      | 5.68%                 | 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        |  33000000 | PA      | $33082404.30  | 0.14%             | 2038-01-15      | Floating      | 5.63%                 | 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        |  77970000 | PA      | $78177267.65  | 0.34%             | 2038-01-05      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2023-1A, Class ARR                     | CUSIP: 05765DAR6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100092600.00 | 0.43%             | 2036-04-20      | Floating      | 5.49%                 | 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        |  37000000 | PA      | $36996621.90  | 0.16%             | 2038-01-25      | Floating      | 5.52%                 | 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      | $24537068.50  | 0.11%             | 2036-07-15      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                  | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class A2R2                 | CUSIP: 64131BAN3<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | US        |  15200000 | PA      | $15238484.88  | 0.07%             | 2038-04-15      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                            | Magnetite XXXII Ltd., Series 2022-32A, Class A                              | CUSIP: 55953WAA8<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        |  57250000 | PA      | $57396937.85  | 0.25%             | 2035-04-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                          | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                            | CUSIP: 89533DAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10019593.00  | 0.04%             | 2035-06-11      | Floating      | 5.63%                 | 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        |  30000000 | PA      | $30111000.00  | 0.13%             | 2037-10-15      | Floating      | 5.72%                 | 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      | $11006165.50  | 0.05%             | 2034-10-20      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                       | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                        | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16980000 | PA      | $17028493.18  | 0.07%             | 2037-10-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XIX Ltd.                       | Sixth Street CLO XIX Ltd., Series 2021-19A, Class A                         | CUSIP: 83012KAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20000000.00  | 0.09%             | 2034-07-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                             | Invesco US CLO Ltd., Series 2024-4A, Class A1                               | CUSIP: 46151BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20175000 | PA      | $20231490.00  | 0.09%             | 2038-01-15      | Floating      | 5.65%                 | 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      | $16029892.80  | 0.07%             | 2035-10-20      | Floating      | 5.95%                 | 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        | 100000000 | PA      | $100317830.00 | 0.43%             | 2037-10-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                           | 720 East CLO VII Ltd., Series 2025-7A, Class A1                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99957670.00  | 0.43%             | 2037-04-20      | Floating      | 5.34%                 | 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        | 106075000 | PA      | $106388663.78 | 0.46%             | 2038-01-23      | Floating      | 5.66%                 | 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      | $12027664.80  | 0.05%             | 2037-04-20      | Floating      | 6.15%                 | 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      | $18038246.40  | 0.08%             | 2037-07-15      | Floating      | 5.97%                 | 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      | $18930147.39  | 0.08%             | 2037-10-20      | Floating      | 5.91%                 | 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      | $12024879.60  | 0.05%             | 2038-01-22      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                             | Wind River CLO Ltd., Series 2024-1A, Class A                                | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62000000 | PA      | $62226746.40  | 0.27%             | 2037-04-20      | Floating      | 5.93%                 | 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        |  11425000 | PA      | $11463787.88  | 0.05%             | 2036-07-20      | Floating      | 5.72%                 | 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        | 233375000 | PA      | $233714327.25 | 1.01%             | 2038-01-19      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                    | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  55000000 | PA      | $55103895.00  | 0.24%             | 2038-04-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd.             | Octagon Investment Partners 51 Ltd., Series 2021-1A, Class AR               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 261500000 | PA      | $261601357.40 | 1.13%             | 2034-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                     | Valley Stream Park CLO Ltd., Series 2022-1A, Class ARR                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | US        |  10280000 | PA      | $10306400.07  | 0.04%             | 2037-01-20      | Floating      | 5.52%                 | 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      | $98909976.70  | 0.43%             | 2037-04-20      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO IX-R Ltd.                           | Vibrant CLO IX-R Ltd., Series 2018-9RA, Class A1                            | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  78975000 | PA      | $79005673.89  | 0.34%             | 2037-04-20      | Floating      | 5.33%                 | 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        | 110000000 | PA      | $110457215.00 | 0.48%             | 2038-07-20      | Floating      | 5.62%                 | 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      | $25043067.50  | 0.11%             | 2037-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                       | Cedar Funding VI CLO Ltd., Series 2016-6A, Class ARR                        | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | US        |  49619000 | PA      | $49646126.71  | 0.21%             | 2034-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                             | Harvest US CLO Ltd., Series 2024-1A, Class A2                               | CUSIP: 41755WAC4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8019720.80   | 0.03%             | 2037-04-18      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.                   | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A                     | CUSIP: 03328JAA5<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | US        |  17810000 | PA      | $17839837.09  | 0.08%             | 2034-10-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-9A, Class AR                               | CUSIP: 14317KAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 114000000 | PA      | $113998757.40 | 0.49%             | 2034-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Xxv                                  | Apidos CLO Xxv, Series 2016-25A, Class A1R3                                 | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | US        | 205705000 | PA      | $205941560.75 | 0.89%             | 2037-01-20      | Floating      | 5.47%                 | 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        |  49800000 | PA      | $49999200.00  | 0.22%             | 2037-07-25      | Floating      | 5.84%                 | 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        |  10000000 | PA      | $10000000.00  | 0.04%             | 2038-01-17      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Northwoods Capital 27 Ltd.                      | Northwoods Capital 27 Ltd., Series 2021-27A, Class A1                       | CUSIP: 66860XAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $11250000.00  | 0.05%             | 2034-10-17      | Floating      | 5.77%                 | 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        |  35000000 | PA      | $35099561.00  | 0.15%             | 2037-07-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVII Ltd.                            | Magnetite XLVII Ltd., Series 2024-47A, Class A                              | CUSIP: 559916AA9<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | US        | 121000000 | PA      | $121380666.00 | 0.52%             | 2038-01-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                               | AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R                                | CUSIP: 00038KAN1<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |  28500000 | PA      | $28537437.60  | 0.12%             | 2035-01-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd.                             | Elmwood CLO 38 Ltd., Series 2025-1A, Class A                                | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9990170.00   | 0.04%             | 2038-04-22      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A                  | CUSIP: 55821UAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39426155 | PA      | $39485294.46  | 0.17%             | 2033-04-19      | Floating      | 5.74%                 | 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      | $38117534.00  | 0.16%             | 2037-07-18      | Floating      | 5.71%                 | 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      | $125377650.00 | 0.54%             | 2037-07-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 41 Ltd.                                 | KKR CLO 41 Ltd., Series 2022-41A, Class A1                                  | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | US        |  78141000 | PA      | $78293281.18  | 0.34%             | 2035-04-15      | Floating      | 5.65%                 | 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        |   8000000 | PA      | $8033026.40   | 0.03%             | 2037-10-20      | Floating      | 5.78%                 | 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      | $23084451.40  | 0.10%             | 2038-01-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd.                         | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                          | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | US        |  43770000 | PA      | $43833427.11  | 0.19%             | 2038-01-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-III Ltd.                      | CIFC Funding 2025-III Ltd., Series 2025-3A, Class A1                        | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29850000 | PA      | $29947484.13  | 0.13%             | 2038-07-21      | Floating      | 5.68%                 | 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        |  47100000 | PA      | $47269282.11  | 0.20%             | 2038-01-25      | Floating      | 5.66%                 | 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      | $15015361.50  | 0.06%             | 2038-04-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                          | Birch Grove CLO 3 Ltd., Series 2021-3A, Class A1R                           | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15250000 | PA      | $15267328.58  | 0.07%             | 2038-01-19      | Floating      | 5.59%                 | 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      | $48989407.44  | 0.21%             | 2038-01-22      | Floating      | 5.76%                 | 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      | $33236169.48  | 0.14%             | 2038-01-20      | Floating      | 5.56%                 | 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        |  19600000 | PA      | $19580872.36  | 0.08%             | 2038-04-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                             | Generate CLO 9 Ltd., Series 9A, Class AR                                    | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10035000.00  | 0.04%             | 2038-01-20      | Floating      | 5.68%                 | 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      | $30090036.00  | 0.13%             | 2037-10-21      | Floating      | 5.68%                 | 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      | $20046824.00  | 0.09%             | 2037-07-18      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                  | Clover CLO LLC, Series 2021-3A, Class AR                                    | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39000000 | PA      | $39061074.00  | 0.17%             | 2035-01-25      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                   | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                   | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        |  99220000 | PA      | $99505118.59  | 0.43%             | 2037-07-16      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| LCM 35 Ltd.                                     | LCM 35 Ltd., Series 35A, Class A1R                                          | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | US        | 157500000 | PA      | $157756032.00 | 0.68%             | 2034-10-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.      | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2      | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20000012.00  | 0.09%             | 2036-10-20      | Floating      | 5.29%                 | 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        | 131858000 | PA      | $131830454.86 | 0.57%             | 2035-01-21      | Floating      | 5.28%                 | 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      | $10019277.00  | 0.04%             | 2037-07-18      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Dryden 106 CLO Ltd.                             | Dryden 106 CLO Ltd., Series 2022-106A, Class A1R                            | CUSIP: 26254CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60000000 | PA      | $60179976.00  | 0.26%             | 2037-10-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2020-1A, Class A1R3                                    | CUSIP: 87190CBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20021540.00  | 0.09%             | 2034-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Regatta VII Funding Ltd.                        | Regatta VII Funding Ltd., Series 2016-1A, Class A1R2                        | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30045030.00  | 0.13%             | 2034-06-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                             | Ares XLIII CLO Ltd., Series 2017-43A, Class A2R2                            | CUSIP: 04016PAU2<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5008288.50   | 0.02%             | 2038-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd.                                      | RR 21 Ltd., Series 2022-21A, Class A1AR                                     | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    570000 | PA      | $571762.21    | 0.00%             | 2039-07-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.            | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class A1             | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10515051.75  | 0.05%             | 2038-01-25      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| LCM 34 Ltd.                                     | LCM 34 Ltd., Series 34A, Class A1R                                          | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125186987.50 | 0.54%             | 2034-10-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Dryden 76 CLO Ltd.                              | Dryden 76 CLO Ltd., Series 2019-76A, Class A1R2                             | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 136000000 | PA      | $136422932.80 | 0.59%             | 2037-10-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd.                             | Dryden 113 CLO Ltd., Series 2022-113A, Class AR2                            | CUSIP: 26253EAZ1<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | US        |  49998000 | PA      | $50164313.35  | 0.22%             | 2037-10-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.             | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class AR4             | CUSIP: 08180FBU4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | US        |  77970000 | PA      | $78085060.33  | 0.34%             | 2034-04-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                         | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33500000 | PA      | $33583750.00  | 0.14%             | 2038-01-25      | Floating      | 5.64%                 | 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        |  10000000 | PA      | $10030000.00  | 0.04%             | 2039-10-24      | Floating      | 5.68%                 | 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      | $10000166.00  | 0.04%             | 2035-01-15      | Floating      | 5.72%                 | 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      | $20032430.00  | 0.09%             | 2037-07-21      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Hartwick Park CLO Ltd.                          | Hartwick Park CLO Ltd., Series 2023-1A, Class AR                            | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | US        |  29841000 | PA      | $29891759.54  | 0.13%             | 2037-01-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXII Ltd.                     | BlueMountain CLO XXXII Ltd., Series 2021-32A, Class AR                      | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 115700000 | PA      | $115783188.30 | 0.50%             | 2034-10-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 33 Ltd.                                 | KKR CLO 33 Ltd., Series 33A, Class A                                        | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24635000 | PA      | $24696654.01  | 0.11%             | 2034-07-20      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                             | Guggenheim CLO Ltd., Series 2022-2A, Class A1R                              | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  80000000 | PA      | $80060528.00  | 0.34%             | 2035-01-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXVIII Ltd.                        | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                          | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10018656.00  | 0.04%             | 2034-10-23      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Apidos Loan Fund Ltd.                           | Apidos Loan Fund Ltd., Series 2024-1A, Class A1                             | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28450000 | PA      | $28486424.54  | 0.12%             | 2035-04-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B Ltd.             | Golub Capital Partners CLO 58B Ltd., Series 2021-58A, Class A2              | CUSIP: 38178TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023980.00  | 0.04%             | 2035-01-25      | Floating      | 6.03%                 | 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      | $15026299.50  | 0.06%             | 2039-07-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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