# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-26-066080
**Filing Date:** 2026-6
**Character Count:** 129827
**Document Hash:** 5fa1a38bf4f48abf5fafa59c3eb06ee4
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066080.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066080

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** TCW ETF Trust
- **CENTRAL INDEX KEY:** 0001831313

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 261120383

**BUSINESS ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071
- **BUSINESS PHONE:** 213-244-0000

**MAIL ADDRESS:**
- **STREET 1:** 515 SOUTH FLOWER ST
- **CITY:** LOS ANGELES
- **STATE:** CA
- **ZIP:** 90071

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Engine No. 1 ETF Trust
- **DATE OF NAME CHANGE:** 20210211

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Deer Lane ETF Trust
- **DATE OF NAME CHANGE:** 20201104

## Series and Classes Contracts Data

### TCW AAA CLO ETF (Series ID: S000085544)

| Class ID   | Class Name      | Ticker Symbol   |
|:---|:---|:---|
| C000250837 | TCW AAA CLO ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

- **b. Investment Company Act file number:** 811-23617

- **c. CIK number of Registrant:** 0001831313

- **d. LEI of Registrant:** 549300NV06RWMAEJ2V61

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

  - **Street Address 1:** 515 South Flower Street

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

  - **Telephone number:** 213-244-0000

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

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

- **b. EDGAR series identifier (if any):** S000085544

- **c. LEI of Series:** 2549005W79BDT5IGT366

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $497407988.01

**Total Liabilities:** $394466.32

**Net Assets:** $497013521.69

**Cash Not Reported:** $573266.37

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1389.74000000 | **1-Year:** -51206.23000000 | **5-Year:** -68420.15000000 | **10-Year:** -3557.51000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250837 | 0.33%                | 0.19%                | 0.54%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5803.13                | $-145317.17                                |
| Month 2  | $11567.36                | $-1347547.29                               |
| Month 3  | $-6275.78                | $985944.55                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Cedar Funding Ltd                                             | Cedar Funding XI Clo Ltd                                        | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1199604.00   | 0.24%             | 2032-05-29      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-I Ltd                                         | CUSIP: 12563EAN3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $831736.36    | 0.17%             | 2037-07-25      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 75 CLO Ltd                                               | CUSIP: 26252JBC1<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999361.00   | 0.60%             | 2034-04-14      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 60B Ltd                              | CUSIP: 381733AJ3<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500548.50    | 0.10%             | 2034-10-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2025-1 Ltd                                   | CUSIP: 77341AAA1<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5502634.50   | 1.11%             | 2038-03-31      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 93 CLO Ltd                                               | CUSIP: 26190TAN1<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $621767.62    | 0.13%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                          | Octagon Investment Partners 45 Ltd                              | CUSIP: 67577MBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600588.00    | 0.12%             | 2035-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 40 Senior Loan Fund                                      | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   1391434 | PA      | $1392491.52   | 0.28%             | 2031-08-15      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                      | OHA Credit Funding 1 LTD                                        | CUSIP: 67115WAU4<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250521.00    | 0.05%             | 2037-04-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2017-3 Ltd                                             | CUSIP: 92915QBG7<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   4875000 | PA      | $4875009.75   | 0.98%             | 2034-04-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 31 Ltd                                                 | CUSIP: 03166GAA6<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002334.00   | 0.40%             | 2038-02-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                       | Goldentree Loan Management US Clo 15 Ltd                        | CUSIP: 38139BBC2<br>LEI: 549300JGUKVX0EDNOJ93 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3002199.00   | 0.60%             | 2038-10-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Loan Partners CLO Ltd 5                                 | CUSIP: 06764CAA4<br>LEI: 549300QR3VQZ1T0JUI29 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3502145.50   | 0.70%             | 2035-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 43 Ltd                                                  | CUSIP: 00852TAC9<br>LEI: 254900MOOKTGLK7JFO07 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500509.00    | 0.10%             | 2038-09-10      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 55 CLO Ltd                                               | CUSIP: 26245MAC5<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    575790 | PA      | $576948.33    | 0.12%             | 2031-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO Ltd                                           | 522 Funding CLO 2017-1 A Ltd                                    | CUSIP: 33836JAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320488.32    | 0.06%             | 2034-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                | HPS Loan Management 2023-17 Ltd                                 | CUSIP: 44328HAT2<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |   3750000 | PA      | $3754957.50   | 0.76%             | 2038-04-23      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas Clo VII Ltd                                            | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3748361.25   | 0.75%             | 2035-01-25      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers Clo 43 Ltd                       | CUSIP: 64134AAJ1<br>LEI: 549300N83MM16HCONB28 | Long             | ABS-CBDO         | CORP              | KY        |   1120000 | PA      | $1119965.28   | 0.23%             | 2036-07-17      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO 36 Ltd                                             | CUSIP: 87168RAQ8<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |   2700000 | PA      | $2702956.50   | 0.54%             | 2037-10-24      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                       | Goldentree Loan Management US Clo 8 Ltd                         | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1131256.56   | 0.23%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman CLO XVII Ltd                                   | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1401737.40   | 0.28%             | 2038-07-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2021-2 Ltd                                   | CUSIP: 77341LAS8<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000940.00   | 0.40%             | 2034-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                                       | Beechwood Park CLO Ltd                                          | CUSIP: 07355TBL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499772.00   | 0.30%             | 2035-01-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                                                    | Adagio IV CLO Ltd                                               | CUSIP: 000000000<br>LEI: 635400LSWYRCKPZTOJ42 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1292831.11   | 0.26%             | 2038-07-15      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXXII Ltd                                      | CUSIP: 09631EAJ6<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000711.00   | 0.60%             | 2034-10-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 40 Ltd                                                      | CUSIP: 50190KAQ3<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3002496.00   | 0.60%             | 2038-01-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 50, Ltd.                          | Octagon Investment Partners 50 Ltd                              | CUSIP: 67592MAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001064.00   | 0.40%             | 2035-01-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXV Ltd                                            | CUSIP: 87167WDE2<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1801769.40   | 0.36%             | 2034-04-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXX Ltd                                        | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4101968.00   | 0.83%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXIII Ltd                                          | CUSIP: 87167NDN2<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001956.00   | 0.40%             | 2034-01-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 27 Ltd                                                 | CUSIP: 00173UAU8<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5590788.00   | 1.12%             | 2037-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2025-3 Ltd                           | CUSIP: 696918AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $299877.00    | 0.06%             | 2034-01-15      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 50B-R Ltd                            | CUSIP: 38178DAN7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   1300000 | PA      | $1299491.70   | 0.26%             | 2035-04-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC                | Palmer Square European Loan Funding 2025-2 DAC                  | CUSIP: 000000000<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $997111.41    | 0.20%             | 2035-02-15      | Floating      | 3.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                    | Apidos CLO XLVI Ltd                                             | CUSIP: 03770RAQ5<br>LEI: 254900XSALC4GJ58ZP29 | Long             | ABS-CBDO         | CORP              | JE        |   2350000 | PA      | $2348218.70   | 0.47%             | 2038-10-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 26 Ltd                                                  | CUSIP: 75009VAA2<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400986.00    | 0.08%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                          | Octagon Investment Partners 41 Ltd                              | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1600768.00   | 0.32%             | 2033-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                | HPS Loan Management 2024-22 Ltd                                 | CUSIP: 40444YAA3<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1854182.85   | 0.37%             | 2037-10-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | Aimco CLO 11 Ltd                                                | CUSIP: 00140NBG4<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850572.90    | 0.17%             | 2037-07-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                | HPS Loan Management 2021-16 Ltd                                 | CUSIP: 40440XAQ4<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502777.50   | 0.50%             | 2035-01-23      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro CLO V-S Ltd                                             | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |    625000 | PA      | $626128.13    | 0.13%             | 2037-07-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2015-3 Ltd                                             | CUSIP: 92913UBQ8<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    925000 | PA      | $925807.53    | 0.19%             | 2031-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                                        | Harmony-Peace Park CLO Ltd                                      | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1252350.00   | 0.25%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                           | Boyce Park Clo Ltd                                              | CUSIP: 103228AQ5<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $3997396.00   | 0.80%             | 2035-04-21      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas Clo VII Ltd                                            | CUSIP: 89641CAW1<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000371.00   | 0.20%             | 2035-01-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                    | Regatta XXVII Funding Ltd                                       | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500469.00    | 0.10%             | 2037-04-26      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XIV Ltd                                            | CUSIP: 89641QBC3<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751373.75   | 0.35%             | 2034-01-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 62B Ltd                              | CUSIP: 38180HAA2<br>LEI: 2549009X711NFO0AZT83 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500535.00    | 0.10%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                         | Aqueduct European CLO 8 DAC                                     | CUSIP: 000000000<br>LEI: 549300A05ZPXICHJJR61 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1297415.51   | 0.26%             | 2039-01-15      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XXX Ltd                                            | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001070.00   | 0.20%             | 2037-10-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | TRESTLES CLO II LTD                                             | CUSIP: 89531MAJ1<br>LEI: 6354005OLPZ8XONXGL10 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003208.00   | 0.40%             | 2037-07-25      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | AIMCO CLO 22 Ltd                                                | CUSIP: 00901UAA1<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250399.00    | 0.05%             | 2037-04-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XVII CLO Ltd                                      | CUSIP: 15033PAQ6<br>LEI: 2138004YWVJKMJZZU671 | Long             | ABS-CBDO         | CORP              | JE        |    836000 | PA      | $837872.64    | 0.17%             | 2038-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 37 Ltd                                                      | CUSIP: 50204JAL1<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   1481081 | PA      | $1480987.46   | 0.30%             | 2034-04-15      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Euro CLO                       | Neuberger Berman Euro CLO DAC                                   | CUSIP: 000000000<br>LEI: 549300YQQWMZLHEWEQ30 | Long             | ABS-CBDO         | CORP              | IE        |   2000000 | PA      | $2354080.72   | 0.47%             | 2039-01-20      | Floating      | 3.76%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings CLO Ltd 2024-II                                         | CUSIP: 067936AA2<br>LEI: 549300KMDW0AZOKOC583 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250475.00    | 0.05%             | 2039-07-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                               | Regatta XI Funding Ltd                                          | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002340.00   | 0.40%             | 2037-07-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 35 Ltd                                                      | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599523.00    | 0.12%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXVII Ltd                                 | CUSIP: 55817EAW6<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   2275000 | PA      | $2278544.45   | 0.46%             | 2037-04-15      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 105 CLO Ltd                                              | CUSIP: 26253QAL5<br>LEI: 254900M9WDNRF1Z3T669 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005656.00   | 0.40%             | 2038-04-15      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                             | Magnetite XIX Ltd                                               | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500263.50    | 0.10%             | 2034-04-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXXII Ltd                                      | CUSIP: 09631EAL1<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501464.00   | 0.30%             | 2034-10-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LXII CLO Ltd                                               | CUSIP: 00192WAQ0<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251243.75   | 0.25%             | 2034-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                          | Octagon Investment Partners 40 Ltd                              | CUSIP: 67592BBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1991014.00   | 0.40%             | 2035-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 35 Ltd                                                      | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1250881.25   | 0.25%             | 2034-10-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2022-3 Ltd                              | CUSIP: 05684NAQ4<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |    780000 | PA      | $780772.98    | 0.16%             | 2035-07-17      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2025-3 Ltd                           | CUSIP: 696918AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    132000 | PA      | $132092.80    | 0.03%             | 2034-01-15      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XIV CLO Ltd                                       | CUSIP: 15034AAL9<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851042.95    | 0.17%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO Ltd                                                | AB BSL CLO 6 Ltd                                                | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500613.00    | 0.10%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2018-4 Ltd                                             | CUSIP: 92917WBL1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $750750.00    | 0.15%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd                  | CUSIP: 64135FAN0<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $851262.25    | 0.17%             | 2038-10-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd                                            | Elmwood CLO 25 Ltd                                              | CUSIP: 29001BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500819.50    | 0.10%             | 2037-04-17      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                        | Northwoods Capital 25 Ltd                                       | CUSIP: 668468AL5<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498757.50   | 0.50%             | 2034-07-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 34 Ltd                                                      | CUSIP: 50203CAN3<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002115.00   | 0.60%             | 2034-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                    | Regatta XXVII Funding Ltd                                       | CUSIP: 758970AC1<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1502049.00   | 0.30%             | 2037-04-26      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                               | Invesco CLO 2021-2 Ltd                                          | CUSIP: 46149MAN6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000980.00   | 0.20%             | 2034-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                                            | Elmwood CLO 36 Ltd                                              | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851177.25    | 0.17%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                          | Octagon Investment Partners 41 Ltd                              | CUSIP: 67592FBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002012.00   | 0.40%             | 2033-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding 2020-1 DAC                | Palmer Square European Loan Funding 2025-3 DAC                  | CUSIP: 000000000<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-CBDO         | CORP              | IE        |    475000 | PA      | $557978.65    | 0.11%             | 2035-07-15      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 31 Ltd                                                      | CUSIP: 50201QAN4<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2701811.70   | 0.54%             | 2034-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                             | OCP Aegis CLO 2023-29 Ltd                                       | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500955.00    | 0.10%             | 2036-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXIX Ltd                                  | CUSIP: 55821LAL8<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | KY        |    185000 | PA      | $185257.52    | 0.04%             | 2034-10-22      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLIX Ltd                                   | CUSIP: 55820VAN3<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000002.00   | 0.40%             | 2034-10-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                    | Sixth Street CLO XXI Ltd                                        | CUSIP: 83011PAJ6<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002926.00   | 0.40%             | 2037-10-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2022-4 Ltd                              | CUSIP: 05685BAQ9<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002886.00   | 0.40%             | 2037-10-16      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                               | Benefit Street Partners Clo XXII Ltd                            | CUSIP: 08186UAU6<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $800340.00    | 0.16%             | 2035-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Elmwood European CLO                                          | Elmwood European CLO 1                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |   1600000 | PA      | $1879640.35   | 0.38%             | 2040-04-16      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2021-2               | CUSIP: 70018QAL9<br>LEI: 529900TR2RUYEEXPKF94 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501333.50   | 0.30%             | 2034-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | Ocp Clo 2024-33 Ltd                                             | CUSIP: 671080AA7<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | JE        |    480000 | PA      | $480724.32    | 0.10%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 20 Ltd                                            | CUSIP: 05876CBJ1<br>LEI: 254900WX8CA21F2QI356 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3994176.00   | 0.80%             | 2036-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Riserva CLO, Ltd.                                             | Riserva Clo Ltd                                                 | CUSIP: 76761RBG3<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | KY        |   2718379 | PA      | $2720700.50   | 0.55%             | 2034-01-18      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                           | Elmwood CLO III Ltd                                             | CUSIP: 29002HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850833.00    | 0.17%             | 2037-07-18      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                                | Annisa CLO Ltd 2016-2                                           | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |     76062 | PA      | $76112.85     | 0.02%             | 2031-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                | HPS Loan Management 2021-16 Ltd                                 | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3650978.20   | 0.73%             | 2035-01-23      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 43 Senior Loan Fund                                      | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   3220000 | PA      | $3221564.92   | 0.65%             | 2034-04-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 94 CLO Ltd                                               | CUSIP: 26251VAJ1<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400910.80    | 0.08%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 68 CLO Ltd                                               | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   5288000 | PA      | $5291659.30   | 1.06%             | 2035-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2024-3 Ltd                           | CUSIP: 69690EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999409.00    | 0.20%             | 2032-08-08      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Buckhorn Park CLO, Ltd.                                       | Buckhorn Park CLO Ltd                                           | CUSIP: 118382BA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3701047.10   | 0.74%             | 2034-07-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                    | Sixth Street CLO VIII Ltd                                       | CUSIP: 83012VAA1<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1150869.40   | 0.23%             | 2034-10-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 53B Ltd                              | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5490512.50   | 1.10%             | 2034-07-20      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 33 Ltd                                                      | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2251271.25   | 0.45%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2019-1 Ltd                                   | CUSIP: 77342MBA3<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001438.00   | 0.40%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd                                          | Captree Park CLO Ltd                                            | CUSIP: 14074EAE1<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250379.75    | 0.05%             | 2037-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding VI CLO Ltd                                        | CUSIP: 15032DAZ4<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1101356.30   | 0.22%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                      | OHA Credit Funding 5 Ltd                                        | CUSIP: 67113GAS6<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400689.20    | 0.08%             | 2037-10-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-4 Ltd                              | CUSIP: 05685ABA5<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002556.00   | 0.81%             | 2034-10-20      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                       | Hartwick Park CLO Ltd                                           | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3000579.00   | 0.60%             | 2037-01-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                                           | 522 Funding CLO 2019-5 Ltd                                      | CUSIP: 33829WAL3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1525000 | PA      | $1523622.93   | 0.31%             | 2035-04-15      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 113 CLO Ltd                                              | CUSIP: 26253EBK3<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | JE        |   3350000 | PA      | $3347484.15   | 0.67%             | 2037-10-15      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 41 Ltd                       | CUSIP: 64134BAJ9<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500223.50    | 0.10%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD                                        | Thompson Park CLO Ltd                                           | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2201181.40   | 0.44%             | 2034-04-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2022-1 Ltd                                   | CUSIP: 77340JAN5<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   2020000 | PA      | $2021545.30   | 0.41%             | 2035-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                                              | BBAM US CLO III Ltd                                             | CUSIP: 054974AN0<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499074.50   | 0.30%             | 2038-10-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2024-2 Ltd                           | CUSIP: 69702WAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000510.00   | 0.60%             | 2033-01-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                       | GoldenTree Loan Management US CLO 27 Ltd                        | CUSIP: 38140AAE8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000590.00   | 0.20%             | 2039-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR Clo 17 Ltd                                                  | CUSIP: 48251FAJ0<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500905.50    | 0.10%             | 2034-04-15      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 22 Ltd                                                  | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |   1600000 | PA      | $1600528.00   | 0.32%             | 2037-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Higley Park Clo Ltd                                           | Higley Park Clo Ltd                                             | CUSIP: 43128QAC3<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001682.00   | 0.20%             | 2038-07-24      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                   | Texas Debt Capital CLO 2023-II Ltd                              | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    321000 | PA      | $321455.82    | 0.06%             | 2037-10-21      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2019-2 Ltd                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    659585 | PA      | $660391.33    | 0.13%             | 2032-08-20      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                                         | Battery Park Clo Ltd                                            | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |    100000 | PA      | $100149.10    | 0.02%             | 2036-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                               | Benefit Street Partners CLO 43 Ltd                              | CUSIP: 08179QAC4<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $752082.00    | 0.15%             | 2038-10-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                  | State Street Institutional U.S. Government Money Market Fund    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1473326 | NS      | $1473325.54   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Valley Stream Park CLO, Ltd                                   | Valley Stream Park CLO LTD                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | JE        |   4070000 | PA      | $4072352.46   | 0.82%             | 2037-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 76 B Ltd                             | CUSIP: 38180BAE7<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $751150.50    | 0.15%             | 2037-10-25      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                         | Aqueduct European CLO 10 DAC                                    | CUSIP: 000000000<br>LEI: 635400SCIIZBJOEMZP09 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1176448.84   | 0.24%             | 2039-01-18      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO 43 Ltd                                             | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851128.80    | 0.17%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares XXVII CLO Ltd                                              | CUSIP: 00190YBR5<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |    320000 | PA      | $320379.84    | 0.06%             | 2034-10-28      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2013-3 Ltd                                             | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    327073 | PA      | $327849.14    | 0.07%             | 2031-10-18      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                                        | Greenacre Park CLO LLC                                          | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250631.75    | 0.05%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 39 Ltd                       | CUSIP: 64134GAL3<br>LEI: 549300VZYYV7KE4XNU69 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250212.50    | 0.05%             | 2038-04-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                          | Octagon Investment Partners 45 Ltd                              | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000736.00   | 0.40%             | 2035-04-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers Clo 50 Ltd                       | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   1750000 | PA      | $1746906.00   | 0.35%             | 2036-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | Cifc Funding 2014-IV-R Ltd                                      | CUSIP: 12552FBE2<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3973448.00   | 0.80%             | 2035-01-17      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO VI Ltd                                             | CUSIP: 89640YBS2<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000665.00   | 0.20%             | 2034-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                                | AGL CLO 16 Ltd                                                  | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |   5150000 | PA      | $5139875.10   | 1.03%             | 2035-01-20      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                                            | Elmwood CLO IV Ltd                                              | CUSIP: 29002GAU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006426.00   | 0.60%             | 2037-04-18      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 41 Ltd                                                      | CUSIP: 501971AQ8<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2500910.00   | 0.50%             | 2036-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                    | Arbour CLO V DAC                                                | CUSIP: 000000000<br>LEI: 635400GCTTHXOHHJ6Z63 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $1001886.94   | 0.20%             | 2038-06-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro CLO XII Ltd                                             | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002276.00   | 0.40%             | 2037-07-21      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | AIMCO CLO 17 Ltd                                                | CUSIP: 00889JAK0<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |    523000 | PA      | $523517.77    | 0.11%             | 2037-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd | CUSIP: 640977AQ7<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2004100.00   | 0.40%             | 2036-10-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | ARES LI CLO Ltd                                                 | CUSIP: 04019LAU8<br>LEI: 5493003FNA8PT0CMDE92 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $661689.60    | 0.13%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                                       | PURCHASED USD / SOLD EUR                                        | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-9606.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 86 CLO Ltd                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250312.50    | 0.05%             | 2034-07-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 28 Ltd                                             | CUSIP: 33884EAQ4<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1947535.20   | 0.39%             | 2036-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 74 B Ltd                             | CUSIP: 38190BAA3<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2503405.00   | 0.50%             | 2037-07-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 34 Ltd                                                      | CUSIP: 50203CAQ6<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $510318.24    | 0.10%             | 2034-10-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                          | Octagon Investment Partners 29 Ltd                              | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850992.80    | 0.17%             | 2037-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR Clo 33 Ltd                                                  | CUSIP: 48254QAF1<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999886.00   | 0.60%             | 2034-07-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LXV CLO Ltd                                                | CUSIP: 04019FAL1<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3251621.75   | 0.65%             | 2034-07-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| AGL Core 4 CLO Ltd                                            | AGL Core CLO 4 LTD                                              | CUSIP: 001199AQ1<br>LEI: 549300HS2AZ4GZPCZ864 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250555.50    | 0.05%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd                            | Octagon Investment Partners 51 Ltd                              | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5488538.00   | 1.10%             | 2034-07-20      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXIV Ltd                                           | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |   3275000 | PA      | $3273012.08   | 0.66%             | 2035-10-23      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 45 Ltd                       | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004000.00   | 0.81%             | 2036-10-14      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLV Ltd                                    | CUSIP: 55820BAS6<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999568.00    | 0.20%             | 2034-07-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Elm Park CLO                                                  | Elm Park CLO DAC                                                | CUSIP: 000000000<br>LEI: 549300U4MCTO5672RE42 | Long             | ABS-CBDO         | CORP              | IE        |    900000 | PA      | $1061665.43   | 0.21%             | 2038-01-15      | Floating      | 4.15%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 50, Ltd.                          | Octagon Investment Partners 50 Ltd                              | CUSIP: 67592MAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997495.00   | 0.60%             | 2035-01-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 38 Ltd                       | CUSIP: 64133RAW6<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000984.00   | 0.20%             | 2036-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                              | TCI-Symphony CLO 2016-1 Ltd                                     | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |    213975 | PA      | $214220.38    | 0.04%             | 2032-10-13      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                               | Hamlin Park CLO Ltd                                             | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1540000 | PA      | $1542022.02   | 0.31%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LXVII Ltd                                  | CUSIP: 55821YAA4<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851364.25    | 0.17%             | 2037-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                           | Eaton Vance CLO 2020-2 Ltd                                      | CUSIP: 27829PAU0<br>LEI: 549300FU3GAH1NNHOO94 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601540.80   | 0.32%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLVI Ltd                                   | CUSIP: 55822AAW7<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5001250.00   | 1.01%             | 2034-10-15      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                    | Arbour CLO IV DAC                                               | CUSIP: 000000000<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1295617.12   | 0.26%             | 2039-11-15      | Floating      | 4.06%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 27 LTD                                                  | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250061.75    | 0.05%             | 2035-01-15      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                       | Goldentree Loan Management US Clo 12 Ltd                        | CUSIP: 38138FAU5<br>LEI: 549300KUSTD1I13BZ897 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250427.50    | 0.05%             | 2037-07-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding IX CLO Ltd                                        | CUSIP: 15033EAN8<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500518.50    | 0.10%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2019-2               | CUSIP: 70018AAU4<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1498588.50   | 0.30%             | 2034-10-15      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                | Alinea CLO 2018-1 Ltd                                           | CUSIP: 016269AJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    590000 | PA      | $590580.56    | 0.12%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 36 Ltd                                                      | CUSIP: 50190LAL2<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |   1766000 | PA      | $1764246.36   | 0.35%             | 2034-01-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XVI Ltd                                            | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998287.00   | 0.60%             | 2034-07-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2024-2 LTD                                    | CUSIP: 69703LAA6<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500731.50    | 0.10%             | 2037-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 104 CLO Ltd                                              | CUSIP: 26253BAN4<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250140.50    | 0.05%             | 2034-08-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | Aimco CLO 19 Ltd                                                | CUSIP: 00140HAA1<br>LEI: 2549006V0NZR61IYZY19 | Long             | ABS-CBDO         | CORP              | JE        |    337000 | PA      | $337660.86    | 0.07%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                | Alinea CLO 2018-1 Ltd                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    471794 | PA      | $471955.76    | 0.09%             | 2031-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                               | Invesco CLO 2021-3 Ltd                                          | CUSIP: 46151VAA9<br>LEI: 5493000BVI47XOSBML18 | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $899893.80    | 0.18%             | 2034-10-22      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                               | Invesco US CLO 2024-4 Ltd                                       | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001929.00   | 0.20%             | 2038-01-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                                      | OHA Credit Funding 4 Ltd                                        | CUSIP: 67098DBC6<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001623.00   | 0.20%             | 2038-01-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2020-1 Ltd                                             | CUSIP: 92918EAU1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1499266.50   | 0.30%             | 2034-07-16      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC Clo 28 Ltd                                                 | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |    230000 | PA      | $230347.07    | 0.05%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXXI Ltd                                       | CUSIP: 09631BAN3<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1198786.80   | 0.24%             | 2034-04-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                                  | Ocp Euro Clo 2023-7 DAC                                         | CUSIP: 000000000<br>LEI: 635400SWYKSK8LNFAE07 | Long             | ABS-CBDO         | CORP              | IE        |    950000 | PA      | $1116986.41   | 0.22%             | 2039-10-20      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2024-4 Ltd                                    | CUSIP: 69703WAC8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001170.00   | 0.20%             | 2038-01-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                               | Contego CLO IV DAC                                              | CUSIP: 000000000<br>LEI: 635400H7QVHLSOZWVU92 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1294634.66   | 0.26%             | 2039-10-23      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2020-2 Ltd                              | CUSIP: 05683EBE1<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3992384.00   | 0.80%             | 2034-07-19      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXVII Ltd                                  | CUSIP: 55820YAQ0<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2252139.75   | 0.45%             | 2038-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2021-22 Ltd                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852034.05    | 0.17%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 108 CLO Ltd                                              | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3005487.00   | 0.60%             | 2037-07-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                                          | Birch Grove CLO 13 Ltd                                          | CUSIP: 09090QAC8<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502552.50   | 0.50%             | 2038-10-23      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2015-4 Ltd                                     | CUSIP: 09628NBA9<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999785.00    | 0.20%             | 2030-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2022-3 Ltd                                             | CUSIP: 92891LAQ5<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $398796.40    | 0.08%             | 2036-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2019-I Ltd                                         | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |    425000 | PA      | $425741.63    | 0.09%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                                      | Invesco CLO 2022-2 Ltd                                          | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1500349.50   | 0.30%             | 2035-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2020-5 Ltd                              | CUSIP: 05683FBE8<br>LEI: 2549006JVW9O28JU2J23 | Long             | ABS-CBDO         | CORP              | KY        |   3570000 | PA      | $3571817.13   | 0.72%             | 2034-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                    | Apidos CLO XXXII                                                | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1588499 | PA      | $1592608.18   | 0.32%             | 2033-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                             | Magnetite XXIII Ltd                                             | CUSIP: 55954NAS8<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2696427.90   | 0.54%             | 2035-01-25      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                          | Octagon Investment Partners 40 Ltd                              | CUSIP: 67592BAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2300000 | PA      | $2296129.10   | 0.46%             | 2035-01-20      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                | HPS Loan Management 2023-18 Ltd                                 | CUSIP: 442911AN3<br>LEI: 529900BETGXDWYYWUE51 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003326.00   | 0.40%             | 2039-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                    | Clover CLO 2021-3 LLC                                           | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2499050.00   | 0.50%             | 2035-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                               | Invesco CLO 2021-2 Ltd                                          | CUSIP: 46149MAL0<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   1550000 | PA      | $1550178.25   | 0.31%             | 2034-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                                     | Anchorage Capital Clo 20 Ltd                                    | CUSIP: 03330YAJ9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499808.00    | 0.10%             | 2035-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD                       | Goldentree Loan Management US Clo 11 Ltd                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250271.75    | 0.05%             | 2034-10-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 29 Ltd                                                      | CUSIP: 50201MAQ6<br>LEI: 549300RB1XGNK3FHRH35 | Long             | ABS-CBDO         | CORP              | KY        |    176140 | PA      | $176424.59    | 0.04%             | 2031-04-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-2 Ltd                                             | CUSIP: 92917RAL3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1559695 | PA      | $1561625.84   | 0.31%             | 2032-07-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | Trestles CLO VIII Ltd                                           | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3302488.20   | 0.66%             | 2035-06-11      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                                | AGL CLO 13 Ltd                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1899806.20   | 0.38%             | 2034-10-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                                    | Apidos Clo Xlix                                                 | CUSIP: 03771BAC0<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400330.00    | 0.08%             | 2037-10-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                   | PURCHASED USD / SOLD EUR                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-305997.18   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                         | TCW Central Cash Fund                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |    343243 | NS      | $343243.43    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookhaven Park CLO Ltd                                       | Brookhaven Park CLO LTD                                         | CUSIP: 113520AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250364.25    | 0.05%             | 2037-04-19      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXIX Ltd                                           | CUSIP: 87168GAN9<br>LEI: 254900H6EAUOGL2U2U64 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799726.40    | 0.16%             | 2035-10-15      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                     | Rockford Tower Europe CLO 2019-1 DAC                            | CUSIP: 000000000<br>LEI: 635400LBXBN24UFB2Z59 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $882173.79    | 0.18%             | 2038-01-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                                     | Palmer Square BDC CLO 1 Ltd                                     | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1833354.39   | 0.37%             | 2037-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                    | Sixth Street CLO XX Ltd                                         | CUSIP: 83012QAN4<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |    650000 | PA      | $651426.10    | 0.13%             | 2038-07-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                         | Octagon Investment Partners 36 Ltd                              | CUSIP: 67591UAE7<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    137656 | PA      | $137712.41    | 0.03%             | 2031-04-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 27 Ltd                                                 | CUSIP: 00173UAS3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3160000 | PA      | $3161399.88   | 0.64%             | 2037-01-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XII CLO Ltd                                       | CUSIP: 15033TBA2<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000099.00   | 0.60%             | 2038-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-3 Ltd                              | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1249262.50   | 0.25%             | 2034-07-24      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                           | Octagon Investment Partners XXI Ltd                             | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5502238.50   | 1.11%             | 2031-02-14      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49, Ltd.                          | Octagon Investment Partners 49 Ltd                              | CUSIP: 67578FBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003044.00   | 0.40%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO, Ltd                                           | Danby Park CLO Ltd                                              | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400411.60    | 0.08%             | 2037-10-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2019-2               | CUSIP: 70018AAW0<br>LEI: 529900T8KGS8BIJDM810 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001954.00   | 0.40%             | 2034-10-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                                  | AGL CLO 17 Ltd                                                  | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998387.00    | 0.20%             | 2035-01-21      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers Clo 42 Ltd                       | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | KY        |    755000 | PA      | $754068.33    | 0.15%             | 2036-07-16      | Floating      | 4.63%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2017-1               | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   2045000 | PA      | $2046396.74   | 0.41%             | 2034-02-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LIX Ltd                                    | CUSIP: 55822EAJ8<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $395590.53    | 0.08%             | 2037-04-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO X Ltd                                              | CUSIP: 89640AAW6<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |   1950000 | PA      | $1948128.00   | 0.39%             | 2035-01-15      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-VII Ltd                                       | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000273.00   | 0.20%             | 2035-01-23      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 77 B Ltd                             | CUSIP: 38180QAA2<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5003170.00   | 1.01%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings CLO Ltd 2019-III                                        | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999616.00    | 0.20%             | 2036-01-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                                         | KKR CLO 28 LTD                                                  | CUSIP: 48253WAW2<br>LEI: 549300OP87QBZ6KR1406 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001443.00   | 0.60%             | 2035-02-09      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 34 Ltd                                                      | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000696.00   | 0.40%             | 2034-10-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-6 Ltd                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1699121.10   | 0.34%             | 2034-10-21      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 95 CLO Ltd                                               | CUSIP: 262487AL5<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002868.00   | 0.81%             | 2034-08-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXII Ltd                                           | CUSIP: 87167GCH1<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |    369935 | PA      | $370178.75    | 0.07%             | 2033-04-18      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2017-3 Ltd                                             | CUSIP: 92915QBJ1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001626.00   | 0.40%             | 2034-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Juniper Valley Park CLO, Ltd                                  | Juniper Valley Park CLO Ltd                                     | CUSIP: 48206KAY2<br>LEI: 213800ACSV8GAJ4CCO70 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3001293.00   | 0.60%             | 2036-07-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2022-2 Ltd                              | CUSIP: 05682GAQ1<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |    950000 | PA      | $950317.30    | 0.19%             | 2035-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2024-I Ltd                                         | CUSIP: 12570XAA0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250373.75    | 0.05%             | 2037-04-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 21 Ltd                                                  | CUSIP: 750099AJ2<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5487636.00   | 1.10%             | 2037-01-25      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO VI Ltd                                             | CUSIP: 89640YBQ6<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |    280792 | PA      | $280664.98    | 0.06%             | 2034-01-25      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-3 Ltd                              | CUSIP: 05683NAL6<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500807.00   | 0.30%             | 2034-07-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 41 Ltd                                                      | CUSIP: 501971AN5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   3500000 | PA      | $3498376.00   | 0.70%             | 2036-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2017-I Ltd                                         | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $511043.97    | 0.10%             | 2037-04-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2023-2 Ltd                           | CUSIP: 69703FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005056.00   | 0.81%             | 2032-01-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-3 Ltd                                             | CUSIP: 92918FAG9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500922.00    | 0.10%             | 2032-10-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 14 Ltd                                                       | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500584.00    | 0.10%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd                                                    | LCM 32 Ltd                                                      | CUSIP: 50204AAA4<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000524.00   | 0.20%             | 2034-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 5 Ltd                                                        | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502131.50   | 0.30%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                            | Elmwood CLO 15 Ltd                                              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3010000 | PA      | $3011724.73   | 0.61%             | 2035-04-22      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Clo Ltd 2022-II                                         | CUSIP: 06759UAL7<br>LEI: 549300RW4E3G80IH3A51 | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $676146.15    | 0.14%             | 2039-07-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 16 Ltd                                                       | CUSIP: 74971CAL7<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001954.00   | 0.40%             | 2036-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 85 CLO Ltd                                               | CUSIP: 26246BAY0<br>LEI: 549300XS2BVK8BZTXN05 | Long             | ABS-CBDO         | CORP              | KY        |    955000 | PA      | $957337.84    | 0.19%             | 2037-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 80 CLO Ltd                                               | CUSIP: 26245JBC1<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001428.00   | 0.40%             | 2033-01-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                                       | Allegany Park CLO Ltd                                           | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999817.00    | 0.20%             | 2035-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                                | Octagon 64 Ltd                                                  | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4703120.80   | 0.95%             | 2035-07-21      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2019-2                                  | CUSIP: 05682LBC0<br>LEI: 549300WZ8E2KQS66KT95 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2752695.00   | 0.55%             | 2032-10-17      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro Clo VIII-S Ltd                                          | CUSIP: 01751JAC1<br>LEI: 2138003DNNDDZP6FWT45 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2002572.00   | 0.40%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2022-1               | CUSIP: 70017BAC3<br>LEI: 529900NLOXP1VWSKZX10 | Long             | ABS-CBDO         | CORP              | KY        |    380000 | PA      | $380649.04    | 0.08%             | 2035-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | Octagon 57 Ltd                                                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1301023.10   | 0.26%             | 2034-10-15      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 33 Ltd                                                      | CUSIP: 50202CAL8<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501146.00   | 0.30%             | 2034-07-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 45 Senior Loan Fund                                      | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |     16873 | PA      | $16878.05     | 0.00%             | 2030-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 108 CLO Ltd                                              | CUSIP: 26253MAQ3<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $600307.80    | 0.12%             | 2037-07-18      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXII Ltd                                       | CUSIP: 09629PAA4<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |    148320 | PA      | $148526.39    | 0.03%             | 2031-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-1 Ltd                                             | CUSIP: 92917NAY4<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850791.35    | 0.17%             | 2037-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Highbridge Loan Management Ltd                                | HPS Loan Management 10-2016 Ltd                                 | CUSIP: 40436TBN5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2501357.50   | 0.50%             | 2034-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 53B Ltd                              | CUSIP: 38177YAN2<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2102066.40   | 0.42%             | 2034-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                                           | Eaton Vance CLO 2014-1R Ltd                                     | CUSIP: 27830TAN5<br>LEI: 549300FPTLP8I41O7F48 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000122.00   | 0.40%             | 2030-07-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2018-1 Ltd                                   | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |    774745 | PA      | $775076.18    | 0.16%             | 2031-05-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares XXVII CLO Ltd                                              | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   2350000 | PA      | $2350813.10   | 0.47%             | 2034-10-28      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Clo Ltd 2021-III                                        | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1750493.50   | 0.35%             | 2035-01-18      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2019-1 Ltd                                   | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $825400.95    | 0.17%             | 2034-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2023-26 Ltd                                             | CUSIP: 67116HAJ1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   1850000 | PA      | $1846866.10   | 0.37%             | 2037-04-17      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLIX Ltd                                   | CUSIP: 55820VAL7<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5498405.00   | 1.11%             | 2034-10-19      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | TRESTLES CLO V LTD                                              | CUSIP: 89532UAN3<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2801318.80   | 0.56%             | 2034-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 72 CLO Ltd                                               | CUSIP: 26252NAW9<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   1559379 | PA      | $1560099.18   | 0.31%             | 2032-05-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                                    | Sixth Street CLO XXII Ltd                                       | CUSIP: 83011LAJ5<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996000.00   | 0.40%             | 2038-04-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                               | Benefit Street Partners CLO XXXVI Ltd                           | CUSIP: 081922AA4<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503141.00   | 0.30%             | 2038-01-25      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro CLO XIII Ltd                                            | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002097.00   | 0.20%             | 2038-07-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2020-1 Ltd                                   | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   2010000 | PA      | $2010422.10   | 0.40%             | 2036-01-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                         | Aqueduct European CLO 15 DAC                                    | CUSIP: 000000000<br>LEI: 5493003KC0NH229IO424 | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $883812.79    | 0.18%             | 2039-01-25      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 25 Ltd                                             | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851633.70    | 0.17%             | 2037-10-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 40 Ltd                                                      | CUSIP: 50190KAN0<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000748.00   | 0.20%             | 2038-01-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | Cifc Funding 2014-IV-R Ltd                                      | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   1333000 | PA      | $1332466.80   | 0.27%             | 2035-01-17      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 24 Ltd                       | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002490.00   | 0.40%             | 2038-10-19      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Penta CLO S.A.                                                | Penta Clo 20 DAC                                                | CUSIP: 000000000<br>LEI: 635400XRIFLXR55IXX27 | Long             | ABS-CBDO         | CORP              | IE        |   1750000 | PA      | $2060537.44   | 0.41%             | 2039-10-15      | Floating      | 4.10%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2022-3 Ltd                              | CUSIP: 05684NAL5<br>LEI: 254900XLVE4635MESI73 | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $750174.00    | 0.15%             | 2035-07-17      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXXII Ltd                                          | CUSIP: 87168NAU8<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $499852.50    | 0.10%             | 2035-10-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 24 Ltd                                                 | CUSIP: 00177LAJ9<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3405000 | PA      | $3406443.72   | 0.69%             | 2035-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Clo Ltd 2021-III                                        | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751580.25   | 0.35%             | 2035-01-18      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Henley Funding Ltd.                                           | Henley CLO XII DAC                                              | CUSIP: 000000000<br>LEI: 635400SQELBB2FR6QN30 | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $823593.88    | 0.17%             | 2038-01-15      | Floating      | 4.20%                 | Yes           |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | ARES XLIV CLO Ltd                                               | CUSIP: 04016NBK8<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998450.00   | 0.40%             | 2034-04-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LVII Ltd                                   | CUSIP: 55822GAU8<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   3125000 | PA      | $3128384.38   | 0.63%             | 2034-07-27      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 26 Ltd                                                       | CUSIP: 74989MAN1<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997726.00   | 0.60%             | 2038-04-15      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XIV Ltd                                            | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   1850859 | PA      | $1851349.00   | 0.37%             | 2034-01-25      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer