# EDGAR Filing Document

**Accession Number:** 0001727074
**File Stem:** 0000940400-26-014276
**Filing Date:** 2026-4
**Character Count:** 149175
**Document Hash:** 7022dedd9194bef73f75482cf2f50c17
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-014276.hdr.sgml**: 20260423

**ACCESSION NUMBER**: 0000940400-26-014276

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260227

**FILED AS OF DATE**: 20260423

**DATE AS OF CHANGE**: 20260423

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** PGIM ETF TRUST
- **CENTRAL INDEX KEY:** 0001727074

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23324
- **FILM NUMBER:** 26887921

**BUSINESS ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102
- **BUSINESS PHONE:** (973) 802-5032

**MAIL ADDRESS:**
- **STREET 1:** 655 BROAD STREET
- **STREET 2:** 6TH FLOOR
- **CITY:** NEWARK
- **STATE:** NJ
- **ZIP:** 07102

## Series and Classes Contracts Data

### PGIM AAA CLO ETF (Series ID: S000080947)

| Class ID   | Class Name       | Ticker Symbol   |
|:---|:---|:---|
| C000243576 | PGIM AAA CLO ETF | PAAA            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** PGIM ETF Trust

- **b. Investment Company Act file number:** 811-23324

- **c. CIK number of Registrant:** 0001727074

- **d. LEI of Registrant:** 549300OXS91LYTDQF355

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

  - **Street Address 1:** 655 Broad Street

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

  - **Zip / Postal Code:** 07102-4077

  - **Telephone number:** 888-247-8090

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

- **a. Name of Series:** PGIM AAA CLO ETF

- **b. EDGAR series identifier (if any):** S000080947

- **c. LEI of Series:** 5493000IJ4TGDWNHKI54

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-27

**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:** $7587136172.84

**Total Liabilities:** $60715036.15

**Net Assets:** $7526421136.69

**Delayed Delivery Securities:** $50000000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 44.40003000 | **1-Year:** 278431.59227000 | **5-Year:** 2977491.30419000 | **10-Year:** 61277.77851000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 1817.72948000 | **5-Year:** 6122.48914000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243576 | 0.45%                | 0.53%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-38217.44               | $1648140.61                                |
| Month 2  | $102445.58               | $7057108.88                                |
| Month 3  | $-245506.24              | $-11716710.48                              |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sculptor CLO Ltd                                                         | Sculptor CLO XXVIII Ltd                          | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $10992859.90  | 0.15%             | 2035-01-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO V LTD                                                     | TKO 2023-2A A1                                   | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |   1750000 | PA      | $1751323.53   | 0.02%             | 2036-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO XXVIII LTD                                              | BLUEM 2021-28A A1R                               | CUSIP: 09630PAN3<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |  25230000 | PA      | $25283025.89  | 0.34%             | 2038-03-31      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO VI LLC                                                    | CCITY 2024-6A A1                                 | CUSIP: 22823EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5506572.50   | 0.07%             | 2037-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Greywolf clo vii ltd/llc                                                 | GWOLF 2018-2A A1                                 | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |      1962 | PA      | $1963.79      | 0.00%             | 2031-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 15-2019 LTD                                          | HLM 2019-15A A1R2                                | CUSIP: 40439DBA5<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010853.00   | 0.07%             | 2038-10-22      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO VIII-C LTD                                                    | CARVL 2022-2A A1R                                | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |  47500000 | PA      | $47595836.00  | 0.63%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| MAGNETITE XLII LIMITED                                                   | MAGNE 2024-42A A1                                | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |  51322000 | PA      | $51413147.87  | 0.68%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| JUNIPER VY PK CLO LTD 2023                                               | JNPPK 2023-1A ARR                                | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $4996525.00   | 0.07%             | 2036-07-21      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO XXIII. LTD.                                             | SIXST 2018-12A A1R2                              | CUSIP: 829928AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002148.00   | 0.04%             | 2039-01-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XVII LTD                                          | ATCLO 2021-17A AR                                | CUSIP: 04942FAL3<br>LEI: 5493004PDQETMPM6YK04 | Long             | ABS-CBDO         | CORP              | KY        |  40500000 | PA      | $40473553.50  | 0.54%             | 2034-10-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd                                                 | Regatta VIII Funding Ltd                         | CUSIP: 75888KAL8<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004484.20   | 0.03%             | 2037-04-17      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| TIKEHAU US CLO LTD 2024-6                                                | TKO 2024-1A A1                                   | CUSIP: 88676PAA0<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | BM        |   3000000 | PA      | $3004706.70   | 0.04%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Venture 28A CLO Ltd. / Venture 28A CLO LLC                               | VENTR 2017-28AA A1RR                             | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9998720.00   | 0.13%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO LTD 2022-3                                            | ROCKT 2022-3A AR                                 | CUSIP: 77341XAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14767198.50  | 0.20%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                                                   | BGCLO 2021-2A A1R                                | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4859269.81   | 0.06%             | 2037-10-19      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD 2021-2                                               | SLVRK 2021-2A AR                                 | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3498092.50   | 0.05%             | 2035-01-20      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Lcm 26 LLC                                                               | LCM 31A AR                                       | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7350000 | PA      | $7358104.11   | 0.10%             | 2034-07-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 14 LTD                                                     | BALLY 2020-14A A1AR                              | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |  11210000 | PA      | $11229936.99  | 0.15%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD 2025-9                                                       | RAD 2020-9A A1R                                  | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003686.00   | 0.03%             | 2038-01-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| SYMP SERIES 2021-28A CLASS A                                             | SYMP 2021-28A AR                                 | CUSIP: 87168BAN0<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |  75000000 | PA      | $75052477.50  | 1.00%             | 2036-01-23      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| LCM 34 Ltd.                                                              | LCM 34A A1R                                      | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11001290.30  | 0.15%             | 2034-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| KKR CLO 49 LTD/LLC                                                       | KKR 49A AR                                       | CUSIP: 481939AR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7514827.50   | 0.10%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Trinitas Clo XVI Ltd.                                                    | TRNTS 2021-16A A1R                               | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |  32500000 | PA      | $32500809.25  | 0.43%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII Ltd. / MP Clo VIII LLC                                       | MP8 2015-2A ARR                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | KY        |   7135000 | PA      | $7144184.89   | 0.09%             | 2034-04-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PARK BLUE CLO 2024-5 LTD                                                 | PKBLU 2024-5A A1                                 | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |  32210000 | PA      | $32267897.48  | 0.43%             | 2037-07-27      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Tikehau US Clo IV Ltd / Tikehau US Clo IV LLC                            | TKO 2023-1A A1R                                  | CUSIP: 88675CAN2<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |  30000000 | PA      | $30068286.00  | 0.40%             | 2038-03-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2024-1 LTD                                                   | EMPWR 2024-1A A1                                 | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16250000 | PA      | $16264625.00  | 0.22%             | 2037-04-27      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd                                             | MDPK 2018-30A A1R                                | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |  16400000 | PA      | $16429831.60  | 0.22%             | 2037-07-16      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Carlyle Us Clo 2018-2 LLC                                                | CGMS 2021-3SA A1                                 | CUSIP: 14315DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16800000 | PA      | $16806585.60  | 0.22%             | 2034-04-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 41 LTD                                                       | ELM41 2025-4A A                                  | CUSIP: 29005BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  65000000 | PA      | $65131618.50  | 0.87%             | 2038-07-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CIfc FundIng 2018-I Ltd. / CIfc FundIng 2018-I LLC                       | CIFC 2018-1A A1R                                 | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |  20078000 | PA      | $20114802.97  | 0.27%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Tikehau US Clo I Ltd.                                                    | TKO 2021-1A A1                                   | CUSIP: 88675SAA5<br>LEI: 254900EJZB0M481N4R06 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504405.80   | 0.05%             | 2035-01-18      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-3 LTD                                                 | WELF 2021-3A AR                                  | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10002241.00  | 0.13%             | 2035-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Rad CLO 16 Ltd.                                                          | RAD 2022-16A A1R                                 | CUSIP: 75009LAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14540000 | PA      | $14571146.13  | 0.19%             | 2037-07-15      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2019-3 Ltd. / Voya CLO 2019-3 LLC                               | VOYA 2019-3A AR                                  | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6545850 | PA      | $6558298.30   | 0.09%             | 2032-10-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CROWN CITY CLO 2021-3                                                    | CCITY 2021-1A A1A                                | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6006154.80   | 0.08%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO III Ltd/Tikehau US CLO III LLC                            | TKO 2022-2A A1R                                  | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1500421.05   | 0.02%             | 2036-01-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| ROCKLAND OK CLO 2021                                                     | ROCKP 2021-1A A1R                                | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  44100000 | PA      | $44270230.41  | 0.59%             | 2038-07-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XVI LTD                                                    | BATLN 2019-16A A1R2                              | CUSIP: 07133MAQ9<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019318.00  | 0.13%             | 2038-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Apidos Clo L                                                             | APID 2024-50A A1                                 | CUSIP: 03771MAA0<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |  39527000 | PA      | $39607702.28  | 0.53%             | 2038-01-20      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| BARROW HANLEY CLO LTD                                                    | BARHN 2024-3A A1                                 | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001712.00   | 0.01%             | 2037-04-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| SOUND POINT CLO XXVIII LTD                                               | SNDPT 2020-3A A1R                                | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4181178 | PA      | $4187925.95   | 0.06%             | 2032-01-26      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Allegany Park Clo Ltd.                                                   | ALLPK 2019-1A ARR                                | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6000000.00   | 0.08%             | 2035-01-22      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Bluemountain Clo XXXII Ltd.                                              | BLUEM 2019-24A AR                                | CUSIP: 09609NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  42175000 | PA      | $42207453.66  | 0.56%             | 2034-04-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 7 LLC                                              | ANCHC 2015-7A AR3                                | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |  11095000 | PA      | $11110067.01  | 0.15%             | 2037-04-28      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Anchorage Cap CLO 26 Ltd.                                                | ANCHC 2023-26A A1R                               | CUSIP: 03331TAN0<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20044400.00  | 0.27%             | 2038-03-19      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| KINGS PARK CLO LTD                                                       | KINGP 2021-1A A1R                                | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25018900.00  | 0.33%             | 2039-01-21      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XII-B Ltd. / Northwoods Capital XII-B LLC             | WOODS 2018-12BA AR                               | CUSIP: 66858CAN7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |   6150449 | PA      | $6152483.48   | 0.08%             | 2031-06-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Empower CLO 2023-3 Ltd.                                                  | EMPWR 2023-3A AR                                 | CUSIP: 29247KAR8<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | JE        |  44250000 | PA      | $44320007.93  | 0.59%             | 2039-01-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL 22 LTD                                                | WOODS 2020-22A A2RR                              | CUSIP: 66858HBA3<br>LEI: 254900SOJIZYDV6U1V46 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500000.00   | 0.02%             | 2031-09-16      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Battalion Clo XXIII Ltd.                                                 | BATLN 2022-23A A1R                               | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |  16500000 | PA      | $16533683.10  | 0.22%             | 2037-10-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| JAMESTOWN CLO LTD 2016-9                                                 | JTWN 2016-9A A1R3                                | CUSIP: 47048JBF9<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |  42000000 | PA      | $41984418.00  | 0.56%             | 2034-07-25      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd.                                                 | CIFC 2021-5A A1R                                 | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9011601.00   | 0.12%             | 2038-01-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo XXII Ltd.                                                | SNDPT 2019-1A ARR                                | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3286902 | PA      | $3286797.10   | 0.04%             | 2032-01-20      | Floating      | 4.70%                 | No            |                  2 | On Loan: No      |
| AGL CLO 24 LTD                                                           | AGL 2023-24A A1R                                 | CUSIP: 00119AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  19600000 | PA      | $19662694.52  | 0.26%             | 2038-03-31      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| KKR CLO 47 LTD                                                           | KKR 2024-47A A                                   | CUSIP: 48190DAA8<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |   4550000 | PA      | $4557243.60   | 0.06%             | 2038-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 21 LTD                                                      | KLLM 2025-21A A                                  | CUSIP: 37150CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008914.50   | 0.07%             | 2038-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC                            | CQS 2023-3A A1                                   | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2500991.00   | 0.03%             | 2037-01-26      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2022-1 LTD                                                   | EMPWR 2022-1A A1R                                | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35500000 | PA      | $35565518.80  | 0.47%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MENLO CLO III LTD                                                        | MENLO 2025-3A A                                  | CUSIP: 58682NAA0<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | KY        |  42000000 | PA      | $42111111.00  | 0.56%             | 2038-10-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners X Ltd / OHA Credit Partners X Inc                    | OAKC 2014-10RA AR2                               | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5670000 | PA      | $5664330.00   | 0.08%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XIV LTD                                                     | TRNTS 2020-14A A1R2                              | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30033579.00  | 0.40%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2024-7 Ltd.                                                     | VOYA 2024-7A A1                                  | CUSIP: 92920XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18250000 | PA      | $18282138.25  | 0.24%             | 2038-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Cathedral Lake LTD                                                       | Cathedral Lake VIII Ltd                          | CUSIP: 14919GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19998168.00  | 0.27%             | 2035-01-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 4 LTD                                                  | KLLM 4A ARR                                      | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8009091.20   | 0.11%             | 2037-07-20      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-1 LTD                                       | BOBA 2023-1A ARR                                 | CUSIP: 05765DAR6<br>LEI: 549300M8J7UGFY6KJG66 | Long             | ABS-CBDO         | CORP              | KY        |  46000000 | PA      | $46003997.40  | 0.61%             | 2036-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN CLO XXI LTD                                             | NEUB 2016-21A A1R3                               | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28050652.00  | 0.37%             | 2039-01-20      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OFSI BSL XIV CLO LTD                                                     | OFSBS 2024-14A A                                 | CUSIP: 67119GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14900000 | PA      | $14922768.69  | 0.20%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                                                      | MAGNE 2016-17A AR2                               | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301344.20   | 0.02%             | 2037-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO LTD 2021-8R                                                  | ELMW8 2021-1A AR                                 | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11025170.20  | 0.15%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| LCM 39 Ltd / LCM 39 LLC                                                  | LCM 39A A1R                                      | CUSIP: 50204NAQ1<br>LEI: 549300EGR9FOWDWS1239 | Long             | ABS-CBDO         | CORP              | JE        |  13200000 | PA      | $13200000.00  | 0.18%             | 2034-10-16      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OCTAGON 68 LTD                                                           | OCT68 2023-1A A1R                                | CUSIP: 675949AQ4<br>LEI: 5493009LQ0GMI27K0355 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10028550.00  | 0.13%             | 2038-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2022-1 LTD                                                   | EMPWR 2023-2A AR                                 | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  52500000 | PA      | $52654077.00  | 0.70%             | 2038-10-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO III LLC                                                      | ELMW3 2019-3A A1RR                               | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27800000 | PA      | $27835520.06  | 0.37%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| CANYON CLO LTD                                                           | CANYC 2019-1A ARR                                | CUSIP: 13887TAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005575.00   | 0.07%             | 2037-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO 5 LTD                                                    | SPEAK 2018-5A A1R                                | CUSIP: 82666VAA2<br>LEI: 635400SMPSPMTZRZQF40 | Long             | ABS-CBDO         | CORP              | KY        |  11947000 | PA      | $11970447.18  | 0.16%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                             | AGL 2021-15A A1R                                 | CUSIP: 00121GAJ7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |  48000000 | PA      | $48037008.00  | 0.64%             | 2039-01-20      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 18 LTD                                                         | AIMCO 2022-18A A1LR                              | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-O            | CORP              | JE        |  17065000 | PA      | $17098737.51  | 0.23%             | 2037-07-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Venture Xix Clo Limited                                                  | VENTR 2014-19A ARR                               | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    124561 | PA      | $124663.77    | 0.00%             | 2032-01-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Ares Loan Funding II Ltd.                                                | ARES 2022-ALF2A A1R2                             | CUSIP: 04018UAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40130532.00  | 0.53%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd./ Street CLO VIII LLC                          | SIXST 2017-8A A1R2                               | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16800000 | PA      | $16792026.72  | 0.22%             | 2034-10-20      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-3 Ltd.                                           | ROCKT 2021-3A A1R                                | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $18036273.60  | 0.24%             | 2038-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Regatta XXI Funding Ltd/ Regatta XXI Funding LLC                         | REG22 2022-2A A1R2                               | CUSIP: 758968AY7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  25000000 | PA      | $25085632.50  | 0.33%             | 2039-01-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| AGL CLO 22 LTD/LLC                                                       | AGL 2022-22A A1R                                 | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |  15000000 | PA      | $14995215.00  | 0.20%             | 2037-01-21      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LIX Ltd.                                            | MDPK 2021-59A A1R                                | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501752.75   | 0.02%             | 2037-04-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                                           | Bain Capital Credit CLO 2020-4 Ltd               | CUSIP: 05684KBG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  40000000 | PA      | $40020844.00  | 0.53%             | 2036-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Regatta XXV FDG Ltd.                                                     | REG25 2023-1A A1R                                | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25056160.00  | 0.33%             | 2038-07-15      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XVIII-R LTD                                                   | APID 2018-18A A1R2                               | CUSIP: 03767NAW6<br>LEI: 254900ACGV2NIR3KVB11 | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8466249.35   | 0.11%             | 2038-01-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO XII Ltd / LLC                                           | OCTR 2022-12A A1R                                | CUSIP: 67515DAS7<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |  10760000 | PA      | $10767424.40  | 0.14%             | 2035-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO 21 LTD                                                           | AGL 2022-21A A1R                                 | CUSIP: 00119FAL8<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25049300.00  | 0.33%             | 2037-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 23 LTD                                                 | KLLM 2025-23A A                                  | CUSIP: 48936AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45500000 | PA      | $45586263.45  | 0.61%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                                        | Mountain View CLO 2016-1 LLC                     | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7151254 | PA      | $7164178.28   | 0.10%             | 2033-04-14      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| KKR Clo 52 Ltd.                                                          | KKR 2023-52A A1R                                 | CUSIP: 48255XAN8<br>LEI: 2549002TMLB67HEXS124 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30084162.00  | 0.40%             | 2038-07-16      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| LCM 40 LTD                                                               | LCM 40A A1R                                      | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  46000000 | PA      | $46073094.00  | 0.61%             | 2038-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Jamestown Clo Limited                                                    | JTWN 2020-15A A1R                                | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8007339.20   | 0.11%             | 2035-07-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXI LTD                                                    | BATLN 2021-21A AR                                | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14998890.00  | 0.20%             | 2034-07-17      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Tikehau Us Clo II Ltd.                                                   | TKO 2022-1A A1R                                  | CUSIP: 88676LAU5<br>LEI: 254900I3YTWHVZHM1B33 | Long             | ABS-CBDO         | CORP              | BM        |  25000000 | PA      | $25046595.00  | 0.33%             | 2038-01-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BAIN CAP CR CLO 2024-3 LTD                                               | BCC 2024-3A A1                                   | CUSIP: 05685QAA1<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   6400000 | PA      | $6411130.88   | 0.09%             | 2037-07-16      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TCW CLO LTD 2023-1                                                       | TCW 2023-1A A1R                                  | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28057122.80  | 0.37%             | 2038-03-31      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2025-5 LTD                                                      | VOYA 2025-5A A1                                  | CUSIP: 92892FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10006830.00  | 0.13%             | 2039-01-18      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-6 LTD                                                | CGMS 2021-6A A1R                                 | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15023070.00  | 0.20%             | 2038-01-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| WHITEBOX CLO III LTD                                                     | WBOX 2021-3A A1R                                 | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |  24685000 | PA      | $24691356.39  | 0.33%             | 2035-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO 1 Ltd.                                                   | SPEAK 2024-14A A                                 | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  58000000 | PA      | $58080794.00  | 0.77%             | 2038-01-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2023-2 LTD                                                   | OAKCL 2023-2A A1R                                | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |  21500000 | PA      | $21534954.70  | 0.29%             | 2038-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO 2020-18RR                                               | MP18 2020-2A A1R2                                | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3501425.20   | 0.05%             | 2038-03-15      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Madison Pk Fdg XLVIII Ltd / Llc                                          | MDPK 2021-48A AR                                 | CUSIP: 55821UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50050050.00  | 0.66%             | 2039-01-19      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO X LTD 2023-1                                                | GALL 2023-1A AR                                  | CUSIP: 36362MAN7<br>LEI: 984500E5ACG7837D0749 | Long             | ABS-CBDO         | CORP              | BM        |  25000000 | PA      | $25049520.00  | 0.33%             | 2036-10-14      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT FUNDING 5 LTD                                                 | OAKC 2020-5A AR                                  | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  49100000 | PA      | $49190393.10  | 0.65%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| RAD CLO 25 Ltd.                                                          | RAD 2024-25A A1                                  | CUSIP: 75009GAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  19000000 | PA      | $19031006.10  | 0.25%             | 2037-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING                                                     | MDPK 2024-67A A1                                 | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9010233.00   | 0.12%             | 2037-04-27      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Birch Grove Clo 10 Ltd.                                                  | BGCLO 2024-10A A                                 | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5910856.00   | 0.08%             | 2038-01-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| AIG CLO 2021-2 LLC                                                       | GNAPK 2021-2A AR                                 | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14800000 | PA      | $14828991.72  | 0.20%             | 2037-07-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| LCM 36 LTD / LCM 36 LLC                                                  | LCM 36A A1R                                      | CUSIP: 50190LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4997209.50   | 0.07%             | 2034-01-17      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXIII L                                      | BSP 2021-23A A1R                                 | CUSIP: 08186VAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $29998488.00  | 0.40%             | 2034-04-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| AIMCO CLO 16 LTD                                                         | AIMCO 2021-16A AR                                | CUSIP: 00901FAJ5<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | KY        |   5185000 | PA      | $5191216.82   | 0.07%             | 2037-07-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2023-1 Ltd.                                           | ROCKT 2023-1A A1R                                | CUSIP: 77341RAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25067232.50  | 0.33%             | 2038-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Battalion Clo Xi Ltd                                                     | BATLN 2017-11A AR2                               | CUSIP: 07132LAU3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |  30082493 | PA      | $30081714.09  | 0.40%             | 2034-04-24      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Rad Clo 19 Ltd. / Rad Clo 19 LLC                                         | RAD 2023-19A A1R                                 | CUSIP: 750104AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30090459.00  | 0.40%             | 2038-03-22      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT LIMITED                                              | BCC 2021-4A A1R                                  | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   9502000 | PA      | $9502000.00   | 0.13%             | 2034-10-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD 2019-7R                                              | SPEAK 2019-1A A1R                                | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010102.00   | 0.07%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| RAD CLO LTD                                                              | RAD 2021-14A A                                   | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501606.20   | 0.02%             | 2035-01-16      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXXVII                                       | BSP 2024-37A A                                   | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26500000 | PA      | $26546693.00  | 0.35%             | 2038-01-25      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 24 LTD                                             | ANCHC 2022-24A A1R                               | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25027970.00  | 0.33%             | 2037-07-15      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXV Ltd                                                 | Marble Point Clo XXV Ltd                         | CUSIP: 565923BC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15000067.50  | 0.20%             | 2036-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                  | KLLM 7A A1R                                      | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   2685000 | PA      | $2689575.24   | 0.04%             | 2037-04-22      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 LTD                                                           | AGL 2022-19A A1R                                 | CUSIP: 001210AQ6<br>LEI: 254900I16LA7IZQPMU67 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25093552.50  | 0.33%             | 2038-07-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| GALAXY XXV CLO LTD                                                       | GALXY 2018-25A A1RR                              | CUSIP: 36319XBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40400000 | PA      | $40388150.68  | 0.54%             | 2036-04-25      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2023-3 LTD                                       | BCC 2023-3A A1R                                  | CUSIP: 05682CAL1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | KY        |  21775000 | PA      | $21836625.43  | 0.29%             | 2038-10-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO 2016-1 LLC                                                 | WELF 2022-1A A1RN                                | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | NUSS              | KY        |  20000000 | PA      | $20024620.00  | 0.27%             | 2037-07-15      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| TICP CLO XV LTD                                                          | SIXST 2020-15A AR                                | CUSIP: 83012BAC1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   5790000 | PA      | $5800821.51   | 0.08%             | 2037-10-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu 2019-1 Ltd / LLC                                           | CAVU 2019-1A A1R                                 | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $18990397.40  | 0.25%             | 2037-01-21      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| ELEVATION CLO LTD 2020-11                                                | AWPT 2020-11A A1R                                | CUSIP: 28621YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4006532.00   | 0.05%             | 2037-10-15      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Z CAP CR PART BSL CLO 2024-1                                             | ZBSL 2024-1A A                                   | CUSIP: 98877JAA0<br>LEI: 254900DSGRS62ZX4HI79 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3256180.85   | 0.04%             | 2036-04-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 18 Ltd. / Battalion Clo 18 LLC                             | BATLN 2020-18A ARR                               | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |  18750000 | PA      | $18750817.50  | 0.25%             | 2036-10-15      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Columbia Cent Clo 29 Ltd/Columbia Cent Clo 29 Corp                       | CECLO 2020-29A A1RR                              | CUSIP: 197363BJ2<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30001506.00  | 0.40%             | 2034-10-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Battalion Clo 17 Ltd.                                                    | BATLN 2021-17A A1R                               | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19021143.20  | 0.25%             | 2034-03-09      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Elmwood Clo Xii Ltd.                                                     | ELM12 2021-5A AR                                 | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10325000 | PA      | $10345185.38  | 0.14%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| OCTAGON 55 LTD/LLC                                                       | OCT55 2021-1A A1R                                | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26850000 | PA      | $26941069.83  | 0.36%             | 2038-03-22      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO 2025-III LTD                                                 | BABSN 2025-3A A1                                 | CUSIP: 06764PAA5<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |  49500000 | PA      | $49602568.95  | 0.66%             | 2038-03-31      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CARLYLE GROUP INC (THE)                                                  | CGMS 2017-3A A1R2                                | CUSIP: 14314FAY4<br>LEI: 529900NGGVF94UK6PG95 | Long             | ABS-CBDO         | CORP              | US        |  50790000 | PA      | $50853690.66  | 0.68%             | 2037-10-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| BARINGS CLO 2025-III LTD                                                 | BABSN 2025-7A A1                                 | CUSIP: 06765FAC2<br>LEI: 254900C5SZMUI4ZDAJ86 | Long             | ABS-CBDO         | CORP              | KY        |  70000000 | PA      | $70041286.00  | 0.93%             | 2038-01-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| MARBLE POINT CLO LTD 2021-21                                             | MP21 2021-3A A1R                                 | CUSIP: 56606KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19500000 | PA      | $19488383.85  | 0.26%             | 2034-10-17      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 70(B)-R LTD                                   | GCBSL 2023-70A A1R                               | CUSIP: 38182HAA0<br>LEI: 254900Y43PI32U9YGF14 | Long             | ABS-CBDO         | CORP              | JE        |  53000000 | PA      | $53013562.70  | 0.70%             | 2037-10-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 15 LTD                                                 | KLLM 2024-15A A                                  | CUSIP: 37147XAA1<br>LEI: 213800BPDOIOZQRIM719 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3006869.40   | 0.04%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding 2021-1 Ltd / Llc                                 | BOBA 2020-1A A1RR                                | CUSIP: 05766BAU2<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |  50340000 | PA      | $50365170.00  | 0.67%             | 2035-10-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XXXVII LTD                                                  | TRNTS 2025-37A A1                                | CUSIP: 89643RAA4<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | KY        |  26775000 | PA      | $26801517.96  | 0.36%             | 2039-01-24      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| BENEFIT STREET PARTNERS CLO XXVII LTD                                    | BSP 2022-27A AR                                  | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |   4870000 | PA      | $4878244.91   | 0.06%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Harvest US CLO Ltd                                                       | Harvest US CLO 2025-3 Ltd                        | CUSIP: 41758DAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29093672.90  | 0.39%             | 2038-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| THL Credit Wind River 2013-2 CLO LLC                                     | WINDR 2024-1A A                                  | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11700000 | PA      | $11727435.33  | 0.16%             | 2037-04-20      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 66(B)-R LTD                                   | GCBSL 2023-66A AR                                | CUSIP: 38181AAA6<br>LEI: 254900RV27CWP39PB446 | Long             | ABS-CBDO         | CORP              | KY        |   1210000 | PA      | $1213401.43   | 0.02%             | 2038-07-26      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| GARNET CLO 3 LTD                                                         | GARNET 2025-3A A1                                | CUSIP: 36626TAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  65000000 | PA      | $65211893.50  | 0.87%             | 2038-10-20      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| BENEFIT STR PTN CLO XXXVIII LTD/LLC                                      | BSP 2024-38A A                                   | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3950000 | PA      | $3956513.55   | 0.05%             | 2038-01-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD 2022-1                                                   | OAKCL 2022-1A A1R                                | CUSIP: 67402LAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19035013.20  | 0.25%             | 2038-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2020-1 Ltd.                                                   | ICG 2020-1A ARR                                  | CUSIP: 449251AU1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $29996661.00  | 0.40%             | 2035-01-22      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Wellfleet Clo 2022-2 Ltd.                                                | WELF 2022-2A AR                                  | CUSIP: 94949FAL7<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10024936.00  | 0.13%             | 2037-10-19      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| WELLFLEET CLO 2021-1 LTD                                                 | WELF 2021-1A A1R                                 | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-O            | NUSS              | KY        |  37000000 | PA      | $37003766.60  | 0.49%             | 2034-04-20      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO XVI Ltd/Llc                                  | BSP 2018-16A A1R2                                | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6510029.50   | 0.09%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AGL CLO 43 LTD                                                           | AGL 2025-43A A1                                  | CUSIP: 00852TAA3<br>LEI: 254900MOOKTGLK7JFO07 | Long             | ABS-CBDO         | CORP              | KY        |   9250000 | PA      | $9280715.55   | 0.12%             | 2038-09-10      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Elevation Clo 2016-5 Ltd                                                 | AWPT 2016-5A A1RR                                | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001802.00   | 0.01%             | 2038-01-25      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Texas Debt Cap Clo 2023-II ltd. / LLC                                    | TCIFC 2023-2A A1R                                | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30062370.00  | 0.40%             | 2037-10-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO Ltd. / Danby Park CLO LLC                                 | DANBY 2022-1A AR                                 | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  22210000 | PA      | $22253509.39  | 0.30%             | 2037-10-21      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Ofsi Bsl XII Clo Ltd. / Ofsi Bsl XII Clo LLC                             | OFSBS 2023-12A A1R                               | CUSIP: 67629HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35000000 | PA      | $35059500.00  | 0.47%             | 2038-01-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd / Anchorage Capital CLO 30 LLC              | ANCHC 2024-30A A1                                | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10005670.00  | 0.13%             | 2037-01-21      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MIDOCEAN CREDIT CLO VII LTD                                              | MIDO 2025-18A A1                                 | CUSIP: 59803LAA6<br>LEI: 5493004MLF21SFT7F415 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000126.00   | 0.04%             | 2035-10-18      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| WARWICK CAPITAL CLO 2 LTD                                                | WWICK 2023-2A A1                                 | CUSIP: 936557AA5<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1501145.55   | 0.02%             | 2037-01-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2024-R1 LTD                                                   | ICG 2024-R1A A                                   | CUSIP: 44934XAA4<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7516140.00   | 0.10%             | 2038-01-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 2020-6 LTD                                                   | ELM24 2023-3A AR                                 | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  38600000 | PA      | $38669788.80  | 0.51%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS 2023-R                                            | GCBSL 2019-43A A1R                               | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |  12800000 | PA      | $12823915.52  | 0.17%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 7 LTD                                                  | KLLM 7A A2R                                      | CUSIP: 37149LAN7<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503703.05   | 0.02%             | 2037-04-22      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-5 LTD                                       | BCC 2022-5A ARR                                  | CUSIP: 05685JAW9<br>LEI: 2549006QHSDKOK7W7A26 | Long             | ABS-CBDO         | CORP              | JE        |  50000000 | PA      | $50019240.00  | 0.66%             | 2037-01-26      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Columbia Cent CLO 34 Ltd.                                                | CECLO 2024-34A A1                                | CUSIP: 19738MAC4<br>LEI: 254900PPDK716J78RD92 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019625.00  | 0.13%             | 2038-01-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL XI-B LTD                                              | WOODS 2018-11BA A1R                              | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3906085.56   | 0.05%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2025-2 LTD                                                 | CAVU 2025-2A A                                   | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16500000 | PA      | $16527680.40  | 0.22%             | 2038-03-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CQS US CLO LTD 2021-1                                                    | CQS 2021-1A AR                                   | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |  32600000 | PA      | $32590034.18  | 0.43%             | 2035-01-22      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| NORTHWOODS CAPITAL                                                       | WOODS 2020-22A A1R3                              | CUSIP: 66858HBL9<br>LEI: 254900SOJIZYDV6U1V46 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $49999750.00  | 0.66%             | 2038-03-16      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| BROAD RIVER BSL FUNDING CLO LTD                                          | BDRVR 2020-1A AR                                 | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |  16865000 | PA      | $16882021.84  | 0.22%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 45 LTD                                                       | ELM45 2025-8A A1                                 | CUSIP: 29005LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31500000 | PA      | $31547681.55  | 0.42%             | 2038-10-17      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 11 LTD                                                   | BGCLO 2024-11A A1                                | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5508744.45   | 0.07%             | 2038-01-22      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1 Ltd / TCW CLO 2021-1 LLC                                  | TCW 2021-1A A1R1                                 | CUSIP: 87190KAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10015330.00  | 0.13%             | 2038-01-20      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO 2024-25 LTD                                                  | OAKCL 2024-25A A                                 | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1813866.34   | 0.02%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Regatta Xii Funding Ltd/Llc 2019-12                                      | REG12 2019-1A ARR                                | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |  21000000 | PA      | $21024570.00  | 0.28%             | 2037-10-15      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| DIAMETER CAPITAL CLO 7 LTD                                               | DCLO 2024-7A A1A                                 | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7012268.90   | 0.09%             | 2037-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR CLO 40 LTD                                                           | KKR 40A AR                                       | CUSIP: 48254UAE5<br>LEI: 254900VNK6ZR909DTL30 | Long             | ABS-CBDO         | CORP              | KY        |  50000000 | PA      | $50057875.00  | 0.67%             | 2034-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Peace Park Clo Ltd.                                                      | PCEPK 2021-1A AR                                 | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2257317.90   | 0.03%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2013-2 Ltd                                                      | INGIM 2013-2A A1R                                | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |     70111 | PA      | $70110.35     | 0.00%             | 2031-04-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2021-1 Ltd / Rockford Tower Clo 2021-1 Llc            | ROCKT 2021-1A A1                                 | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2452673.93   | 0.03%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| GENERATE CLO 19 LTD                                                      | KLLM 2025-19A A                                  | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  44650000 | PA      | $44684693.05  | 0.59%             | 2036-04-22      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| BROOKHAVEN PARK CLO LTD                                                  | BROOKP 2024-1A A                                 | CUSIP: 113520AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    765000 | PA      | $765817.79    | 0.01%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 31 Ltd./ LLC                          | NEUB 2019-31A AR2                                | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | KY        |  20550000 | PA      | $20564385.00  | 0.27%             | 2039-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| ICG US CLO 2021-1 Ltd /ICG US CLO 2021-1 LLC                             | ICG 2021-1A A1R                                  | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2624000 | PA      | $2626594.87   | 0.03%             | 2034-04-17      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LLC                                               | ATCLO 2019-14A AR                                | CUSIP: 04942CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    190959 | PA      | $190990.08    | 0.00%             | 2032-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| CARVAL CLO XI-C LTD /LLC                                                 | CARVL 2024-3A A1                                 | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |  32130000 | PA      | $32187310.28  | 0.43%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Symphony Clo XIX                                                         | SYMP 2018-19A A                                  | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    981367 | PA      | $981325.76    | 0.01%             | 2031-04-16      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2019-1 Ltd / Llc                                      | ROCKT 2019-1A AR2                                | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $24998462.50  | 0.33%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Elmwood Clo V Ltd.                                                       | ELMW5 2020-2A ARR                                | CUSIP: 29003BAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  24600000 | PA      | $24649298.40  | 0.33%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                            | AGL 2024-30RA A1                                 | CUSIP: 00120VAA4<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20042070.00  | 0.27%             | 2037-04-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO 2022-1 Ltd / LLC                                 | BCC 2022-1A A1R                                  | CUSIP: 05684UAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007568.00   | 0.05%             | 2038-10-18      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| REESE PARK CLO LTD 2020R                                                 | RESPK 2020-1A ARR                                | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  39300000 | PA      | $39371801.10  | 0.52%             | 2038-01-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CBAM 2019-11R LTD / LLC                                                  | CBAMR 2019-11RA A1R                              | CUSIP: 14988AAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20056120.00  | 0.27%             | 2038-03-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2022-1 LTD                                       | BOBA 2022-1A AR                                  | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | KY        |  75000000 | PA      | $75027007.50  | 1.00%             | 2037-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 36R LTD                               | NEUB 2020-36RA A                                 | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12041038.80  | 0.16%             | 2039-07-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| POLEN CAPITAL CLO 2025-1 LTD                                             | POLEN 2025-1A A1                                 | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25043775.00  | 0.33%             | 2038-03-08      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2022-3 Ltd / LLC                                                | VOYA 2022-3A A1R2                                | CUSIP: 92891LAP7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25012157.50  | 0.33%             | 2036-10-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd.                                                      | ELMW6 2020-3A ARR                                | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001254.30   | 0.01%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OHA CREDIT PARTNRS LTD 2021-16                                           | OAKC 2021-16A AR                                 | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26500000 | PA      | $26549157.50  | 0.35%             | 2037-10-19      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| TRINITAS CLO XVIII LTD                                                   | TRNTS 2021-18A A1R                               | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10252209.90  | 0.14%             | 2035-01-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| SIGNAL PEAK CLO LTD 2024-8R                                              | SPEAK 2020-8A A1R                                | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25045717.50  | 0.33%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd/Llc                                         | MDPK 2020-45A ARR                                | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11670000 | PA      | $11664272.36  | 0.15%             | 2034-07-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO XXX Ltd/Bluemountain CLO XXX LLC                        | BLUEM 2020-30A AR2                               | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $24997262.50  | 0.33%             | 2035-04-16      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO 2023-II LTD                                                 | NWML 2025-7A A1                                  | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  70500000 | PA      | $70433941.50  | 0.94%             | 2037-04-20      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Elmwood Clo V Ltd.                                                       | ELM23 2023-2A AR                                 | CUSIP: 29003YAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005772.00   | 0.04%             | 2036-04-16      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                       | MDPK 2022-60A A1R                                | CUSIP: 557910AN6<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |  55650000 | PA      | $55756402.80  | 0.74%             | 2037-10-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2015-9 LTD                                                       | OCP 2015-9A AR3                                  | CUSIP: 67091YBE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | KY        |  28250000 | PA      | $28227665.55  | 0.38%             | 2037-01-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO 2022-3 Ltd.                                            | PLMRS 2022-3A A1R                                | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |  21775000 | PA      | $21831236.12  | 0.29%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 2021-16 LTD                                          | HLM 2021-16A A1R                                 | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |  48000000 | PA      | $48000000.00  | 0.64%             | 2035-01-23      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 33 LTD                                | NEUB 2019-33A AR2                                | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |  48400000 | PA      | $48431314.80  | 0.64%             | 2039-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd / Sound Point CLO XXVI LLC                      | SNDPT 2020-1A AR                                 | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4104204.14   | 0.05%             | 2034-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| HARRIMAN PARK CLO LTD 2020-1R                                            | HRPK 2020-1A ARR                                 | CUSIP: 413717BC2<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29107050.60  | 0.39%             | 2038-07-20      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| KKR CLO 41 Ltd/LLC                                                       | KKR 2022-41A A1                                  | CUSIP: 48255PAA3<br>LEI: 254900UD92WBBLUHGZ35 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30021207.00  | 0.40%             | 2035-04-16      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Limited                                                         | VOYA 2018-2A A1                                  | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1323663 | PA      | $1324263.26   | 0.02%             | 2031-07-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Tcw Clo 2019-2 Ltd                                                       | TCW 2019-2A A1R2                                 | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  17200000 | PA      | $17255815.72  | 0.23%             | 2038-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman C (E) 17-24A                                            | NEUB 2017-24A AR2                                | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |  26125000 | PA      | $26176387.88  | 0.35%             | 2038-10-19      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Apidos Clo Xxxvii Ltd / Llc                                              | APID 2021-37A A                                  | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |  18400000 | PA      | $18412701.52  | 0.24%             | 2034-10-23      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MADISON PARK FUNDING XL-R LTD                                            | MDPK 2025-40RA A                                 | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  54060000 | PA      | $54243912.12  | 0.72%             | 2038-10-16      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| OCTAGON 70 ALTO LTD                                                      | OCT70 2023-1A A1R                                | CUSIP: 67578CAL8<br>LEI: 5493009LQ0GMI27K0355 | Long             | DBT              | CORP              | KY        |  40000000 | PA      | $40025008.00  | 0.53%             | 2036-10-20      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit Clo 2021-6 Ltd / Bain Capital Credit Clo 2021-6 LLC  | BCC 2021-6A A1R                                  | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $15492950.60  | 0.21%             | 2034-10-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Signal Peak Clo 9 Ltd / Llc                                              | SPEAK 2021-9A A1R                                | CUSIP: 82670QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013990.00  | 0.13%             | 2038-01-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD                                                   | Jefferson Mill CLO Ltd                           | CUSIP: 47421MBJ1<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |   1151031 | PA      | $1151027.18   | 0.02%             | 2031-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management 10-2016 Ltd.                                         | HLM 10A-16 A1R3                                  | CUSIP: 40436TBN5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10000392.00  | 0.13%             | 2034-04-20      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 35 LTD                                                 | CECLO 2025-35A A1                                | CUSIP: 19739RAA6<br>LEI: 2549006YWAD6BJI1C841 | Long             | ABS-CBDO         | CORP              | KY        |  35000000 | PA      | $35036610.00  | 0.47%             | 2036-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| KENNEDY LEWIS CLO 11 LTD                                                 | KLLM 2023-11A A1R                                | CUSIP: 37149HAL0<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | KY        |  15175000 | PA      | $15207547.34  | 0.20%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| OAKTREE CLO LTD 2022-1                                                   | OAKCL 2022-3A A1R                                | CUSIP: 67401RAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $14023146.20  | 0.19%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| GALLATIN CLO XI 2024-1 LTD/LLC                                           | GALL 2024-1A A1                                  | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7000000 | PA      | $7013050.10   | 0.09%             | 2037-10-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd. / Octagon Investment Partners 29 LLC | OCT29 2016-1A A1R2                               | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |  11750000 | PA      | $11766485.25  | 0.16%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 2 LLC                                                     | PIPK 2018-2A ARR                                 | CUSIP: 72133JAY3<br>LEI: 2549000551VJRWC86112 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2401823.76   | 0.03%             | 2034-10-11      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 76(B) LTD                                     | GCBSL 2024-76A A1                                | CUSIP: 38180BAA5<br>LEI: 254900XH1T1LRT7YJV16 | Long             | ABS-CBDO         | CORP              | JE        |  11950000 | PA      | $11972011.90  | 0.16%             | 2037-10-26      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd. / Octagon 64 LLC                                         | OCT64 2022-1A A1R                                | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |  45000000 | PA      | $45099036.00  | 0.60%             | 2035-07-21      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BEST INVESTMENT COMPANY INC                                              | BSP 2020-20A ARR                                 | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023754.00  | 0.13%             | 2037-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Carlyle US CLO 2021-5 Ltd. /Carlyle US CLO 2021-5 LLC                    | CGMS 2021-5A A1R                                 | CUSIP: 14317YAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25050850.00  | 0.33%             | 2038-03-31      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO XVI LTD                                                 | OCTR 2024-16A A1                                 | CUSIP: 674913AA6<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10020068.00  | 0.13%             | 2038-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund                         | (PIPA070) PGIM Core Government Money Market Fund | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        | 391462380 | NS      | $391462380.27 | 5.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC FUNDING 2017-V LTD                                                  | CIFC 2017-5A AR                                  | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7009268.00   | 0.09%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Trimaran Cavu 2021-1 Ltd / Llc                                           | CAVU 2021-1A AR                                  | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6509860.50   | 0.09%             | 2037-07-23      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd.                                                              | LCM 32A A1                                       | CUSIP: 50204AAA4<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2101082.55   | 0.03%             | 2034-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                                           | CarVal CLO VI-C Ltd                              | CUSIP: 14686FAQ1<br>LEI: 254900QBAWTE1ZDDLS52 | Long             | ABS-CBDO         | CORP              | JE        |  46950000 | PA      | $47045407.10  | 0.63%             | 2038-03-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 LLC                                                 | OAKC 2019-3A AR2                                 | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50070000 | PA      | $50163630.90  | 0.67%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2024-2 LTD                                       | BOBA 2024-2A A1                                  | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11019701.00  | 0.15%             | 2038-01-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| BLUEMOUNTAIN CLO 2014-4 LTD                                              | BLUEM 2021-32A AR                                | CUSIP: 09631EAJ6<br>LEI: 5493001B57JU7XEJXM59 | Long             | ABS-CBDO         | CORP              | KY        |  15850000 | PA      | $15836535.43  | 0.21%             | 2034-10-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                                              | Balboa Bay Loan Funding 2025-2 Ltd               | CUSIP: 057915AA8<br>LEI: 2549002Z9TKO9WGID477 | Long             | ABS-CBDO         | CORP              | KY        |  30500000 | PA      | $30549556.40  | 0.41%             | 2039-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Xxxiv Ltd.                                          | MDPK 2019-34A A1RR                               | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  74641000 | PA      | $74779085.85  | 0.99%             | 2037-10-16      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Madison Pk Fdg Xxxiii Ltd / Madison Pk Fdg Xxxiii Llc                    | MDPK 2019-33A AR                                 | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3123961 | PA      | $3129397.25   | 0.04%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| SIXTH STREET CLO IX LTD                                                  | SIXST 2017-9A AR                                 | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |  17500000 | PA      | $17530989.00  | 0.23%             | 2037-07-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                            | ATCLO 2019-15A A1R                               | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1008104 | PA      | $1008066.79   | 0.01%             | 2032-10-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| BALBOA BAY LOAN FUNDING 2023-2 LTD                                       | BOBA 2023-2A A1R                                 | CUSIP: 05766JAL5<br>LEI: 549300AVUGQW27DUWV37 | Long             | ABS-CBDO         | CORP              | KY        |  16925000 | PA      | $16933949.94  | 0.22%             | 2036-10-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 33 LTD                                                 | CECLO 2024-33A AJ                                | CUSIP: 19737PAC8<br>LEI: 2549000A46LJJ7H78351 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3007283.10   | 0.04%             | 2037-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIV LTD                                          | ATCLO 2024-24A A1                                | CUSIP: 04943PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10021199.00  | 0.13%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Clo 2017-3 Ltd                                            | ROCKT 2017-3A A                                  | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |       311 | PA      | $311.25       | 0.00%             | 2030-10-21      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Jamestown Clo XIV Ltd / Corp                                             | JTWN 2019-14A A1RR                               | CUSIP: 47048XBC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15250000 | PA      | $15261521.38  | 0.20%             | 2034-10-20      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| AGL CLO I LTD                                                            | AGL 2022-20A A1R                                 | CUSIP: 00119CAN1<br>LEI: 5493005XHETQNZF9TM25 | Long             | ABS-CBDO         | CORP              | KY        |  23550000 | PA      | $23597217.75  | 0.31%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2022-V Ltd.                                                 | CIFC 2022-5A A1R                                 | CUSIP: 12572GAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999694.30    | 0.01%             | 2037-01-16      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| OCEAN TRAILS CLO X                                                       | OCTR 2020-10A AR2                                | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |   4530000 | PA      | $4534960.80   | 0.06%             | 2034-10-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO LTD 2024-3                                             | PLMRS 2024-3A A                                  | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5513769.25   | 0.07%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO 2018-2 LTD/LLC                                        | ROCKT 2018-2A A                                  | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |     94673 | PA      | $94718.65     | 0.00%             | 2031-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                                                  | Regatta VII Funding Ltd                          | CUSIP: 75888ABQ8<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |  27000000 | PA      | $26990293.50  | 0.36%             | 2034-06-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| PARK AVENUE INSTITUTIONAL ADVISERS CLO LTD 2017-1                        | PAIA 2017-1A A1R2                                | CUSIP: 70017KAY5<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25016612.50  | 0.33%             | 2034-02-14      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ROMARK WM-R LTD                                                          | RMRK 2018-1A A1                                  | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     54828 | PA      | $54856.24     | 0.00%             | 2031-04-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-VII LTD                                                | CIFC 2021-7A AR                                  | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $29991666.00  | 0.40%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| REGATTA III FUNDING LTD                                                  | REG32 2025-4A A1                                 | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45000000 | PA      | $45101947.50  | 0.60%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO 2023-IV Ltd.                                               | PKBLU 2023-4A A1R                                | CUSIP: 699917AS9<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | JE        |  65000000 | PA      | $65106938.00  | 0.87%             | 2039-01-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| CARLYLE US CLO 2023-3 LTD                                                | CGMS 2023-3A A1R                                 | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  75000000 | PA      | $75151102.50  | 1.00%             | 2038-10-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO III LTD/LLC                                              | SLVRK 2023-3A A1R                                | CUSIP: 82811AAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35250000 | PA      | $35264452.50  | 0.47%             | 2038-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO 3 LTD                                                   | NMC CLO-3A A1R                                   | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-O            | CORP              | KY        |  44850000 | PA      | $44987003.30  | 0.60%             | 2038-10-20      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO 2014-4 Ltd                                                      | VOYA 2024-4A A1                                  | CUSIP: 92920KAA7<br>LEI: 549300JHU3YI1LLL3V27 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9023002.20   | 0.12%             | 2037-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2020-1 LTD                                            | ROCKT 2020-1A A1RR                               | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9991831.00   | 0.13%             | 2036-01-22      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                                           | Crown City CLO IV                                | CUSIP: 228233AL6<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503660.00   | 0.02%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| RR 1 LTD                                                                 | RRAM 2023-26A A1R                                | CUSIP: 74989MAN1<br>LEI: 5493009J845TPXPKFN71 | Long             | ABS-CBDO         | CORP              | KY        |  69000000 | PA      | $69027379.20  | 0.92%             | 2038-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Elevation Clo 2021-12 Ltd.                                               | AWPT 2021-12A A1R                                | CUSIP: 28623MAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $902227.50    | 0.01%             | 2037-04-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO I LTD/LLC                                                | SLVRK 2020-1A A1RR                               | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6014814.60   | 0.08%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Canyon CLO 2016-1 Ltd / Canyon CLO 2016-1 LLC                            | CANYC 2016-1A AR                                 | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    842477 | PA      | $843589.22    | 0.01%             | 2031-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO 42 LTD                                                       | ELM42 2025-5A A                                  | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20040242.00  | 0.27%             | 2038-03-31      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2020-15 LTD                                                 | MCLO 2020-15A A1B                                | CUSIP: 56579UBE5<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10016281.00  | 0.13%             | 2037-08-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2014-1 LTD                                             | PLMRS 2024-2A A1                                 | CUSIP: 69703LAA6<br>LEI: 549300UP5H2PFBIITY41 | Long             | ABS-CBDO         | CORP              | KY        |   2175000 | PA      | $2177553.45   | 0.03%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Cifc Funding 2020-I LTD / LLC                                            | CIFC 2020-4A A1R                                 | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  34750000 | PA      | $34806468.75  | 0.46%             | 2040-01-17      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO 48 LTD                                | NEUB 2022-48A A1R                                | CUSIP: 64135GAL2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | DBT              | CORP              | KY        |   5000000 | PA      | $4999068.50   | 0.07%             | 2036-04-25      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO Ltd.                                              | HPPK 2024-1A A                                   | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |  15000000 | PA      | $15027825.00  | 0.20%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| RR 27 Ltd. / RR 27 LLC                                                   | RRAM 2023-27A A1AR                               | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |  60000000 | PA      | $60121140.00  | 0.80%             | 2040-10-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XXIII LTD                                         | ATCLO 2024-23A A1                                | CUSIP: 04942HAA3<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5259703.58   | 0.07%             | 2037-07-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital XIV-B Ltd.                                            | WOODS 2018-14BA AR                               | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |   9975468 | PA      | $9975760.53   | 0.13%             | 2031-11-13      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2024-II LTD /LLC                                                | CIFC 2024-2A A1                                  | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001181.00   | 0.01%             | 2037-04-22      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Tcw Clo                                                                  | TCW 2017-1A A1R4                                 | CUSIP: 87240NBU9<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |  24830000 | PA      | $24915792.62  | 0.33%             | 2038-03-24      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| VENTURE 42 CLO LTD                                                       | VENTR 2021-42A A1A                               | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |  12300000 | PA      | $12310473.45  | 0.16%             | 2034-04-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 8 LTD                                                    | BGCLO 2024-8A A1                                 | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |  15500000 | PA      | $15519933.00  | 0.21%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Carval Clo VII-C Ltd / LLC                                               | CARVL 2023-1A A1R                                | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | JE        |  46500000 | PA      | $46569536.10  | 0.62%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| VOYA CLO 2019-1 LTD                                                      | VOYA 2019-1A A1RR                                | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9519399.00   | 0.13%             | 2037-10-15      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 19(B)-R3 LTD                                  | GCBSL 2017-19RA A2R3                             | CUSIP: 38181YAC0<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000094.30   | 0.01%             | 2036-10-20      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| VOYA CLO LTD 2024-1                                                      | VOYA 2024-1A A1                                  | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505146.00   | 0.03%             | 2037-04-15      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| MAGNETITE LTD 2022-32                                                    | MAGNE 2022-32A AR                                | CUSIP: 55953WAL4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | KY        |  35300000 | PA      | $35324717.06  | 0.47%             | 2037-10-15      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2022-1 LTD.                                                | CAVU 2022-1A AR                                  | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009390.50   | 0.07%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 19(B)-R3 LTD                                  | GCBSL 2017-19RA A1R3                             | CUSIP: 38181YAA4<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | KY        |  75000000 | PA      | $75033712.50  | 1.00%             | 2036-10-20      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING LTD 2019                                                    | CIFC 2019-6A A1R                                 | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11970000 | PA      | $11986498.25  | 0.16%             | 2037-07-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| MADISON PARK EURO FUNDING XVII DAC                                       | MDPK 2022-57A A1R                                | CUSIP: 55822GAQ7<br>LEI: 635400XNTY8TA9I2S271 | Long             | ABS-CBDO         | CORP              | IE        |  45850000 | PA      | $45869889.73  | 0.61%             | 2034-07-27      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                          | KKR 2024-54A A                                   | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |  27750000 | PA      | $27796675.50  | 0.37%             | 2038-01-15      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2018                                                        | CIFC 2018-2A A1R                                 | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |  17250000 | PA      | $17284517.25  | 0.23%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| ROMARK CLO II LTD                                                        | RMRK 2018-2A A1R                                 | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    396218 | PA      | $396200.00    | 0.01%             | 2031-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL PARTNERS CLO 62(B) LTD                                     | GCBSL 2022-62A AR                                | CUSIP: 38180HAA2<br>LEI: 2549009X711NFO0AZT83 | Long             | ABS-CBDO         | CORP              | KY        |  34981000 | PA      | $35046974.17  | 0.47%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sixth Street Clo XVII Ltd / Llc                                          | SIXST 2021-17A A2R                               | CUSIP: 83012FAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000958.10   | 0.01%             | 2038-04-19      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| ANCHORAGE CAPITAL CLO 25 LTD                                             | ANCHC 2022-25A A1R                               | CUSIP: 03329WAN7<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |  29500000 | PA      | $29499852.50  | 0.39%             | 2038-03-22      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| MARATHON CLO 2021-16 LTD                                                 | MCLO 2021-16A A1AR                               | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |  22550000 | PA      | $22547377.44  | 0.30%             | 2034-04-17      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Sound Pt Clo Xxi Ltd / Llc                                               | SNDPT 2018-3A A1AR                               | CUSIP: 83613HAL1<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   2151083 | PA      | $2152558.44   | 0.03%             | 2031-10-27      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Crown City Clo Ii / Llc                                                  | CCITY 2020-2A A1AR                               | CUSIP: 22823KAQ7<br>LEI: 549300TQXORNUWLBOD84 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500432.15   | 0.02%             | 2035-04-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                                                    | Kennedy Lewis CLO 3 Ltd                          | CUSIP: 48936JAA4<br>LEI: 549300TKWX739FHPEQ97 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30012495.00  | 0.40%             | 2036-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 16 LTD                                                    | PIPK 2024-16A A1                                 | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | JE        |   2725000 | PA      | $2729469.82   | 0.04%             | 2037-07-27      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| KKR CLO 17 Ltd.                                                          | KKR 17 AR                                        | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2701061.64   | 0.04%             | 2034-04-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| COLUMBIA CENT CLO 33 LTD                                                 | CECLO 2024-33A A1                                | CUSIP: 19737PAA2<br>LEI: 2549000A46LJJ7H78351 | Long             | ABS-CBDO         | CORP              | JE        |  20010000 | PA      | $20057207.59  | 0.27%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| BATTALION CLO XXIX LTD                                                   | BATLN 2025-29A A1                                | CUSIP: 07135TAA7<br>LEI: 254900BHK74DPDADPT35 | Long             | ABS-CBDO         | CORP              | KY        |  25700000 | PA      | $25753209.28  | 0.34%             | 2038-03-31      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| REGATTA XXCIII FUNDING LTD                                               | REG28 2024-2A A1                                 | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40091468.00  | 0.53%             | 2037-04-27      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| NEUBERGER BERMAN LOAN ADVISERS CLO                                       | NEUB 2022-51A AR                                 | CUSIP: 64135BAL3<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |  49790000 | PA      | $49818360.38  | 0.66%             | 2036-10-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| HAYFIN US XV LTD                                                         | HAYFN 2024-15A A1                                | CUSIP: 420916AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3154287.15   | 0.04%             | 2037-04-28      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| ATLAS SENIOR LOAN FUND XV LTD                                            | ATCLO 2019-15A A2R                               | CUSIP: 04942MAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003419.60   | 0.03%             | 2032-10-25      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| CIFC FUNDING 2021-IV LTD                                                 | CIFC 2021-4A AR                                  | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45000000 | PA      | $45089865.00  | 0.60%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| VENTURE 37 CLO LTD                                                       | VENTR 2019-37A A1RR                              | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   1317143 | PA      | $1317203.55   | 0.02%             | 2032-07-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| 720 EAST CLO 2023 I LTD                                                  | NWML 2023-IA A1R                                 | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40080500.00  | 0.53%             | 2038-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| PIKES PEAK CLO 15 2023 LTD                                               | PIPK 2023-15A AR                                 | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |  19300000 | PA      | $19326570.31  | 0.26%             | 2038-10-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                       | Elmwood CLO I Ltd                                | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25008025.00  | 0.33%             | 2037-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| CANYON CLO 2022-1 LTD                                                    | CANYC 2022-1A A                                  | CUSIP: 13877JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11500000 | PA      | $11508291.50  | 0.15%             | 2035-04-16      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| PALMER SQUARE CLO 2025-2 LTD                                             | PLMRS 2025-2A A1                                 | CUSIP: 69704BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503047.10   | 0.02%             | 2038-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| BRYANT PARK FUNDING 2023-19 LTD                                          | BRYPK 2023-21A AR                                | CUSIP: 117650AL5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |  27880000 | PA      | $27936972.78  | 0.37%             | 2038-10-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| APIDOS CLO XLVIII LTD                                                    | APID 2024-48A A1                                 | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |  22000000 | PA      | $22028600.00  | 0.29%             | 2037-07-27      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Sound Point Clo Xxiii Ltd / Llc                                          | SNDPT 2019-2A AR                                 | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2252309.40   | 0.03%             | 2034-07-17      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| MENLO CLO I LTD                                                          | MENLO 2024-1A A1                                 | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |  44700000 | PA      | $44811750.00  | 0.60%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Ares XLIV CLO Ltd.                                                       | ARES 2017-44A A1RR                               | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  48350000 | PA      | $48354428.86  | 0.64%             | 2034-04-17      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| HPS LOAN MANAGEMENT 2025-26 LTD                                          | HLM 2025-26A A1                                  | CUSIP: 44333QAA6<br>LEI: 52990035KBWSOMZIZ589 | Long             | ABS-CBDO         | CORP              | KY        |  26500000 | PA      | $26554038.80  | 0.35%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| AGL CORE CLO                                                             | AGL 2019-2A A1R                                  | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15021541.50  | 0.20%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| CIFC FDG 2025-III LTD/LLC                                                | CIFC 2025-3A A1                                  | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  62150000 | PA      | $62276487.68  | 0.83%             | 2038-07-21      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ROCKFORD TOWER CLO 2025-2 LTD                                            | ROCKT 2025-2A A1                                 | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30068571.00  | 0.40%             | 2038-03-31      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| ELMWOOD CLO II LTD                                                       | ELMW2 2019-2A A1RR                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45000000 | PA      | $45085860.00  | 0.60%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Symphony CLO 37 Ltd.                                                     | SYMP 2022-37A AR2                                | CUSIP: 87169VBG9<br>LEI: 54930094HTRXFLXUBV36 | Long             | ABS-CBDO         | CORP              | JE        |  30000000 | PA      | $30014832.00  | 0.40%             | 2037-01-20      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners XVII Ltd.                                            | OHACP 2024-17A A                                 | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29052490.00  | 0.39%             | 2038-01-19      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BAIN CAPITAL CREDIT CLO 2022-4 LTD                                       | BCC 2022-4A A1R                                  | CUSIP: 05685BAQ9<br>LEI: 254900Z6DRX34BKP6641 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019600.00  | 0.13%             | 2037-10-16      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd / Regatta XXVII Funding LLC                    | REG27 2024-1A A1                                 | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |  26000000 | PA      | $26054212.60  | 0.35%             | 2037-04-27      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| TRIMARAN CAVU 2024-1 LTD/LLC                                             | CAVU 2024-1A A                                   | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14700000 | PA      | $14726068.98  | 0.20%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| EMPOWER CLO 2022-1 LTD                                                   | EMPWR 2025-1A A                                  | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  55200000 | PA      | $55352037.36  | 0.74%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Ares Lv Clo Ltd / Ares Lv Clo Llc                                        | ARES 2020-56A A1R2                               | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10800000 | PA      | $10811776.32  | 0.14%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd 2019-2                        | PAIA 2019-2A A1RR                                | CUSIP: 70018AAU4<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10001000.00  | 0.13%             | 2034-10-16      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| BIRCH GROVE CLO 7 LTD                                                    | BGCLO 2023-7A A1R                                | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |  30000000 | PA      | $30058992.00  | 0.40%             | 2038-10-20      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 32 LTD                                                     | BALLY 2025-32A A1A                               | CUSIP: 058944AA7<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | KY        |  61500000 | PA      | $61569796.35  | 0.82%             | 2039-01-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-23

**Name of Applicant:** PGIM ETF Trust

**Signature:** Christian J. Kelly

**Name of Signer:** Christian J. Kelly

**Title:** Chief Financial Officer