# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-25-149952
**Filing Date:** 2025-6
**Character Count:** 160723
**Document Hash:** 963d461effc89aaf307f4d50e479faf5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-149952.hdr.sgml**: 20250620

**ACCESSION NUMBER**: 0001752724-25-149952

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250620

**DATE AS OF CHANGE**: 20250620

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 251060664

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**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:** $20304290958.84

**Total Liabilities:** $132458821.60

**Net Assets:** $20171832137.24

**Delayed Delivery Securities:** $129100000.00

**Cash Not Reported:** $117576497.57

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -24435.98418558 | **1-Year:** -1186182.86354218 | **5-Year:** -5169411.00210490 | **10-Year:** -1800307.22698991 | **30-Year:** -59439.27774751

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222294 | 0.31%                | 0.04%                | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $7606033.67              | $-28650244.44                              |
| Month 2  | $-3199815.94             | $-88124496.41                              |
| Month 3  | $-17167408.96            | $-60522615.99                              |

**Designated Index Information**

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

- **Index Identifier:** IXJAAA10BM

### Schedule of Portfolio Investments

| Name                                            | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sandstone Peak III Ltd.                         | Sandstone Peak III Ltd., Series 2024-1A, Class A2                           | CUSIP: 799928AE6<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8016472.80   | 0.04%             | 2037-04-25      | Floating      | 6.11%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2021-1A, Class AR                      | CUSIP: 05765XAL5<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | US        | 239000000 | PA      | $236832198.30 | 1.17%             | 2034-07-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                           | Battery Park CLO Ltd., Series 2019-1A, Class AR                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | US        |  33180000 | PA      | $33133418.60  | 0.16%             | 2036-07-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-3A, Class A1R                                | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $74662500.00  | 0.37%             | 2038-03-31      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 31 Ltd.      | Neuberger Berman Loan Advisers CLO 31 Ltd., Series 2019-31A, Class AR2      | CUSIP: 64132JAW5<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-CBDO         | CORP              | US        |  29350000 | PA      | $29020942.48  | 0.14%             | 2039-01-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXV Ltd.                           | Symphony CLO XXV Ltd., Series 2021-25A, Class A                             | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19917300.00  | 0.10%             | 2034-04-19      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XII Ltd.                    | OHA Credit Partners XII Ltd., Series 2015-12A, Class A2R2                   | CUSIP: 67109YBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30750000 | PA      | $30678475.50  | 0.15%             | 2037-04-23      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2019-1A, Class A1AR                             | CUSIP: 14316BAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15637233 | PA      | $15621595.65  | 0.08%             | 2031-04-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 28 Ltd.             | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class A2RR             | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $10226353.25  | 0.05%             | 2037-04-24      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ARES XLV CLO Ltd.                               | ARES XLV CLO Ltd., Series 2017-45A, Class BR                                | CUSIP: 04016QAG1<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19992684.00  | 0.10%             | 2030-10-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26500000 | PA      | $26500000.00  | 0.13%             | 2038-01-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                   | Madison Park Funding LII Ltd., Series 2021-52A, Class A                     | CUSIP: 55822BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60085000 | PA      | $60085000.00  | 0.30%             | 2035-01-22      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XV Ltd.                               | Hayfin US XV Ltd., Series 2024-15A, Class A2                                | CUSIP: 420916AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8009236.80   | 0.04%             | 2037-04-28      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                      | Dryden 45 Senior Loan Fund, Series 2016-45A, Class A1RR                     | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | US        |    576447 | PA      | $574769.33    | 0.00%             | 2030-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIX Ltd.                  | Madison Park Funding LXIX Ltd., Series 2024-69A, Class A2                   | CUSIP: 55822VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19450000 | PA      | $19402526.44  | 0.10%             | 2037-07-25      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.       | Carlyle Global Market Strategies CLO Ltd., Series 2016-1A, Class A1R3       | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | US        | 104150000 | PA      | $103420950.00 | 0.51%             | 2034-04-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                         | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                          | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | US        |  46420000 | PA      | $46387078.94  | 0.23%             | 2038-01-20      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2024-2A, Class A1                                      | CUSIP: 87252GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10003192.00  | 0.05%             | 2037-07-17      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                         | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1R                         | CUSIP: 82671XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14000000.00  | 0.07%             | 2037-07-18      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                         | Regatta XI Funding Ltd., Series 2018-1A, Class AR                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | US        |  68209866 | PA      | $68215165.91  | 0.34%             | 2037-07-17      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2021-4A, Class AR                                 | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 145000000 | PA      | $144936359.50 | 0.72%             | 2037-07-23      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2024-32A, Class A1                                     | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17600000 | PA      | $17615970.24  | 0.09%             | 2037-04-23      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.                  | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class AR3                  | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | US        |  31500000 | PA      | $31447895.85  | 0.16%             | 2038-07-22      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2018-AA, Class AR                                         | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45000000 | PA      | $44887500.00  | 0.22%             | 2037-10-17      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 2 Ltd.                         | Silver Point CLO 2 Ltd., Series 2023-2A, Class A1R                          | CUSIP: 82808EAQ4<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | US        | 121000000 | PA      | $120798172.00 | 0.60%             | 2038-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                  | Rad CLO 7 Ltd., Series 2020-7A, Class A2R                                   | CUSIP: 74936GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10983793.70  | 0.05%             | 2036-04-17      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2024-2A, Class A2                            | CUSIP: 69703LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5985255.60   | 0.03%             | 2037-07-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Fort Greene Park CLO LLC                        | Fort Greene Park CLO LLC, Series 2025-2A, Class AR                          | CUSIP: 18914KAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  91090000 | PA      | $90243300.23  | 0.45%             | 2034-04-22      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO II Ltd.                            | Whitebox CLO II Ltd., Series 2020-2A, Class A1R2                            | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | US        |  43300000 | PA      | $43356692.69  | 0.21%             | 2037-10-24      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2022-25A, Class A2R                                    | CUSIP: 67115CAN4<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975045.00   | 0.05%             | 2037-07-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                 | KKR CLO 54 Ltd., Series 2024-54A, Class A                                   | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  63000000 | PA      | $63000000.00  | 0.31%             | 2038-01-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd.                       | Regatta XVII Funding Ltd., Series 2020-1A, Class AR                         | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31250000 | PA      | $31248453.13  | 0.15%             | 2037-10-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2019-3A, Class A2R2                                | CUSIP: 67400EBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20200000 | PA      | $20146538.68  | 0.10%             | 2038-01-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Battalion CLO XV Ltd.                           | Battalion CLO XV Ltd., Series 2020-15A, Class A1RR                          | CUSIP: 07131AAM6<br>LEI: 549300CJP8HGT746II19 | Long             | ABS-CBDO         | CORP              | US        |  42459300 | PA      | $42268233.15  | 0.21%             | 2033-01-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                      | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | US        | 145000000 | PA      | $143608203.00 | 0.71%             | 2034-04-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 47 Ltd.                            | Symphony CLO 47 Ltd., Series 2025-47A, Class A1                             | CUSIP: 87170XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $98899610.00  | 0.49%             | 2038-04-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Marathon CLO XIII Ltd.                          | Marathon CLO XIII Ltd., Series 2019-1A, Class ABR2                          | CUSIP: 56579ABK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12524958.75  | 0.06%             | 2032-04-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 2 Ltd.                             | AGL Core CLO 2 Ltd., Series 2019-2A, Class A1R                              | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | US        | 137500000 | PA      | $137636743.75 | 0.68%             | 2037-07-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd.                        | CIFC Funding Ltd., Series 2021-5A, Class A1R                                | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  86635000 | PA      | $86171615.38  | 0.43%             | 2038-01-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVII CLO Ltd.                             | Ares LXVII CLO Ltd., Series 2022-67A, Class A1R                             | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  58500000 | PA      | $58090500.00  | 0.29%             | 2038-01-25      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 9 Ltd.                                  | Rad CLO 9 Ltd., Series 2020-9A, Class A1R                                   | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $21491185.00  | 0.11%             | 2038-01-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 148000000 | PA      | $148228763.60 | 0.73%             | 2037-04-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 1 Ltd.                                 | 1988 CLO 1 Ltd., Series 2022-1A, Class AR                                   | CUSIP: 653937AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 133000000 | PA      | $132949034.40 | 0.66%             | 2039-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                 | KKR CLO 27 Ltd., Series 27A, Class A2R2                                     | CUSIP: 48253YBN7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13475380.05  | 0.07%             | 2035-01-15      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                 | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A2R2                | CUSIP: 55817ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $23939688.00  | 0.12%             | 2037-07-22      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2017-14A, Class A1R                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | US        | 162000000 | PA      | $161950719.60 | 0.80%             | 2037-07-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIV Ltd.                            | Allegro CLO XIV Ltd., Series 2021-2A, Class A2                              | CUSIP: 01751AAL0<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | US        |   6875000 | PA      | $6863819.19   | 0.03%             | 2034-10-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                           | Meacham Park CLO Ltd., Series 2024-1A, Class A2                             | CUSIP: 58286QAC9<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9974334.00   | 0.05%             | 2037-10-20      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2021-3A, Class A2                            | CUSIP: 69688FAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15973470.40  | 0.08%             | 2035-01-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXI Ltd.                      | BlueMountain CLO XXXI Ltd., Series 2021-31A, Class A1                       | CUSIP: 09631BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38800000 | PA      | $38800000.00  | 0.19%             | 2034-04-19      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd.      | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class A1R2     | CUSIP: 64132MBA5<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | US        |  32970000 | PA      | $32617656.20  | 0.16%             | 2037-01-20      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XV Ltd.                        | Sixth Street CLO XV Ltd., Series 2020-15A, Class AR                         | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18800000 | PA      | $18796593.44  | 0.09%             | 2037-10-24      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.             | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-20A, Class A2              | CUSIP: 617936AC3<br>LEI: 254900GO0S1YGYH4HD83 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8009772.80   | 0.04%             | 2037-01-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2024-1A, Class AJ                                      | CUSIP: 87252MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11971912.80  | 0.06%             | 2037-01-16      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.             | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37500000 | PA      | $37496812.50  | 0.19%             | 2037-07-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                 | Canyon CLO Ltd., Series 2023-2A, Class A2                                   | CUSIP: 13887AAC2<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14964256.50  | 0.07%             | 2037-05-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Venture XXX CLO Ltd.                            | Venture XXX CLO Ltd., Series 2017-30A, Class A2                             | CUSIP: 92331NAC0<br>LEI: 5493001R7OPCYBM5NH78 | Long             | ABS-CBDO         | CORP              | US        |  15500000 | PA      | $15519145.60  | 0.08%             | 2031-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XVI                         | OHA Credit Partners XVI, Series 2021-16A, Class AR                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45500000 | PA      | $45472841.05  | 0.23%             | 2037-10-18      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                              | Ares LIII CLO Ltd., Series 2019-53A, Class A2R                              | CUSIP: 04009GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $12973828.40  | 0.06%             | 2036-10-24      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                       | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                      | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 134880000 | PA      | $134340480.00 | 0.67%             | 2038-01-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO II Ltd.                              | CarVal CLO II Ltd., Series 2019-1A, Class AR2                               | CUSIP: 14686AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21916916 | PA      | $21803064.42  | 0.11%             | 2032-04-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Dryden 115 CLO Ltd.                             | Dryden 115 CLO Ltd., Series 2024-115A, Class A2                             | CUSIP: 26248DAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  40000000 | PA      | $39903800.00  | 0.20%             | 2037-04-18      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 8 Ltd.                             | AGL Core CLO 8 Ltd., Series 2020-8A, Class A1R2                             | CUSIP: 00851KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36100000 | PA      | $36100000.00  | 0.18%             | 2038-01-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2022-II Ltd.                       | CIFC Funding Ltd., Series 2022-2A, Class A2R                                | CUSIP: 12567MAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $12957540.70  | 0.06%             | 2035-04-19      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Barings Loan Partners CLO 5 Ltd.                | Barings Loan Partners CLO 5 Ltd., Series LP-5A, Class A                     | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  74219313 | PA      | $73930080.34  | 0.37%             | 2035-01-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO 2023-II Ltd.             | Texas Debt Capital CLO 2023-II Ltd., Series 2023-2A, Class A1R              | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53000000 | PA      | $52990094.30  | 0.26%             | 2037-10-21      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Ares LXV CLO Ltd.                               | Ares LXV CLO Ltd., Series 2022-65A, Class A2                                | CUSIP: 04019FAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17965920.60  | 0.09%             | 2034-07-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 48 Ltd.                                 | KKR CLO 48 Ltd., Series 48A, Class A2                                       | CUSIP: 48256EAC3<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8771697.38   | 0.04%             | 2036-10-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2019-11RA, Class A2                                       | CUSIP: 12510TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13889000 | PA      | $13864598.42  | 0.07%             | 2035-01-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2019-4A, Class A11R                             | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22770000 | PA      | $22711897.79  | 0.11%             | 2035-04-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd.                             | Magnetite XXVI Ltd., Series 2020-26A, Class AR2                             | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        |  68400000 | PA      | $67725165.60  | 0.34%             | 2038-01-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                              | OCP Aegis CLO Ltd., Series 2024-39A, Class A2                               | CUSIP: 67120EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11973504.00  | 0.06%             | 2037-01-16      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 35 Ltd.                         | Sound Point CLO 35 Ltd., Series 2022-35A, Class A1R                         | CUSIP: 83607PAN7<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9869791.00   | 0.05%             | 2038-04-26      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Venture 42 CLO Ltd.                             | Venture 42 CLO Ltd., Series 2021-42A, Class A2                              | CUSIP: 923260AE3<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4992607.50   | 0.02%             | 2034-04-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                         | Silver Point CLO 4 Ltd., Series 2024-4A, Class A1                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | US        |  27500000 | PA      | $27539806.25  | 0.14%             | 2037-04-15      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2022-2A, Class A1R                                | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  90000000 | PA      | $88962156.00  | 0.44%             | 2035-04-19      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd.                                 | Octagon 68 Ltd., Series 2023-1A, Class A2                                   | CUSIP: 675949AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15038706.00  | 0.07%             | 2036-10-20      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Man US CLO Ltd.                                 | Man US CLO Ltd., Series 2024-1A, Class A                                    | CUSIP: 56167CAA2<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25029317.50  | 0.12%             | 2037-07-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 20 Ltd.                                 | AGL CLO 20 Ltd., Series 2022-20A, Class A2R                                 | CUSIP: 00119CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $22442413.50  | 0.11%             | 2037-10-20      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                   | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                   | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | US        |  80000000 | PA      | $79440000.00  | 0.39%             | 2038-02-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO I Ltd.                           | Tikehau US CLO I Ltd., Series 2021-1A, Class A2                             | CUSIP: 88675SAC1<br>LEI: 254900EJZB0M481N4R06 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7986784.00   | 0.04%             | 2035-01-18      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| ARES Loan Funding III Ltd.                      | ARES Loan Funding III Ltd., Series 2022-ALF3A, Class A1R                    | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  66975000 | PA      | $66606637.50  | 0.33%             | 2036-07-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Dryden 108 CLO Ltd.                             | Dryden 108 CLO Ltd., Series 2022-108A, Class A1R                            | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | US        |  90000000 | PA      | $89960481.00  | 0.45%             | 2037-07-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                         | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45000000 | PA      | $44614980.00  | 0.22%             | 2038-01-22      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 6 Ltd.                         | New Mountain CLO 6 Ltd., Series CLO-6A, Class A                             | CUSIP: 647908AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27500000 | PA      | $27506314.00  | 0.14%             | 2037-10-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                      | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                       | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38500000 | PA      | $38307500.00  | 0.19%             | 2038-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                              | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | US        |  32300000 | PA      | $31877289.90  | 0.16%             | 2038-03-30      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO Ltd., Series 2022-1A, Class A1R                                 | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60250000 | PA      | $60250000.00  | 0.30%             | 2037-10-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                              | Wellfleet CLO Ltd., Series 2022-1A, Class A1RN                              | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19500000 | PA      | $19500000.00  | 0.10%             | 2037-07-15      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd.             | Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR               | CUSIP: 67577LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42600000 | PA      | $42524482.98  | 0.21%             | 2034-10-15      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIX CLO Ltd.                              | Ares LXIX CLO Ltd., Series 2024-69A, Class A2                               | CUSIP: 039953AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17500000 | PA      | $17457779.50  | 0.09%             | 2036-04-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 45 Ltd.      | Neuberger Berman Loan Advisers CLO 45 Ltd., Series 2021-45A, Class AR       | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | US        |  95000000 | PA      | $94430000.00  | 0.47%             | 2036-10-14      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.             | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1R              | CUSIP: 67577MAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10320000 | PA      | $10296673.70  | 0.05%             | 2035-04-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                      | Sixth Street CLO XVII Ltd., Series 2021-17A, Class A1R                      | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  41520000 | PA      | $41312400.00  | 0.20%             | 2038-04-17      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2017-2A, Class A2R3                    | CUSIP: 05683HAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15040000 | PA      | $15004146.14  | 0.07%             | 2037-07-25      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.             | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A1R2             | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |  63900000 | PA      | $63922294.71  | 0.32%             | 2037-07-18      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Octagon 60 Ltd.                                 | Octagon 60 Ltd., Series 2022-1A, Class A2R                                  | CUSIP: 675935AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14961988.50  | 0.07%             | 2037-10-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| LCM Loan Income Fund I Income Note Issuer Ltd.  | LCM Loan Income Fund I Income Note Issuer Ltd., Series 27A, Class A2        | CUSIP: 50200JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18002975.40  | 0.09%             | 2031-07-16      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                            | Apex Credit CLO Ltd., Series 2024-1A, Class A1                              | CUSIP: 03753AAA8<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15007840.50  | 0.07%             | 2036-04-20      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                  | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 134690000 | PA      | $134016550.00 | 0.66%             | 2038-03-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                   | Wise CLO Ltd., Series 2025-1A, Class A                                      | CUSIP: 97719NAA5<br>LEI: 254900DVTMRT7SQKI452 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14802820.50  | 0.07%             | 2038-01-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Atrium XIV LLC                                  | Atrium XIV LLC, Series 14A, Class A2RR                                      | CUSIP: 55820WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35200000 | PA      | $35109884.48  | 0.17%             | 2037-10-16      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| RR 20 Ltd.                                      | RR 20 Ltd., Series 2022-20A, Class A1R                                      | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 171721000 | PA      | $169843402.59 | 0.84%             | 2037-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 56 Ltd.                                 | KKR CLO 56 Ltd., Series 2024-56A, Class A1                                  | CUSIP: 48256GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28005096.00  | 0.14%             | 2037-10-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| ARES LX CLO Ltd.                                | ARES LX CLO Ltd., Series 2021-60A, Class AR                                 | CUSIP: 04018FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 292325000 | PA      | $291897562.39 | 1.45%             | 2034-07-18      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2022-4A, Class A2                                 | CUSIP: 12567WAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19962100.00  | 0.10%             | 2035-07-16      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Voya Ltd.                                       | Voya Ltd., Series 2024-3A, Class A2                                         | CUSIP: 92895FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11970135.60  | 0.06%             | 2037-07-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-5A, Class A2R3                               | CUSIP: 12550ABF2<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $11222447.63  | 0.06%             | 2037-07-17      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers NBLA CLO 53 Ltd. | Neuberger Berman Loan Advisers NBLA CLO 53 Ltd., Series 2023-53A, Class A2R | CUSIP: 64135WAL7<br>LEI: 254900R37Z1EGG1Y1P54 | Long             | ABS-CBDO         | CORP              | US        |  33000000 | PA      | $32917146.90  | 0.16%             | 2037-10-24      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Dryden 106 CLO Ltd.                             | Dryden 106 CLO Ltd., Series 2022-106A, Class A2R                            | CUSIP: 26254CAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14961321.00  | 0.07%             | 2037-10-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2018-1A, Class A2R                                | CUSIP: 17181NAE4<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $21944443.40  | 0.11%             | 2038-01-18      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon 52 Ltd.                                 | Octagon 52 Ltd., Series 2021-1A, Class A2R                                  | CUSIP: 67577KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975146.00   | 0.05%             | 2037-07-23      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2022-4A, Class A2R                              | CUSIP: 14317BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16150000 | PA      | $16110613.38  | 0.08%             | 2036-07-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 18 Ltd.                                | Zais CLO 18 Ltd., Series 2022-18A, Class A1A                                | CUSIP: 98885NAA1<br>LEI: 549300PRQCSTFU7VEI08 | Long             | ABS-CBDO         | CORP              | US        |  46875000 | PA      | $46855031.25  | 0.23%             | 2035-01-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd.                              | Dryden 86 CLO Ltd., Series 2020-86A, Class A1R                              | CUSIP: 26245XAL1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | US        |  38190000 | PA      | $38096083.15  | 0.19%             | 2034-07-17      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                        | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                          | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | US        |  51445000 | PA      | $51434999.09  | 0.25%             | 2037-07-21      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                     | Regatta XXVIII Funding Ltd., Series 2024-2A, Class A2                       | CUSIP: 75901PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15961827.20  | 0.08%             | 2037-04-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                 | KKR CLO 27 Ltd., Series 27A, Class A1R2                                     | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        | 144000000 | PA      | $143003030.40 | 0.71%             | 2035-01-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2016-11A, Class A2R2                                   | CUSIP: 67110DBC0<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11977441.20  | 0.06%             | 2036-04-26      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVIII Ltd.                           | Magnetite XXVIII Ltd., Series 2020-28A, Class A1RR                          | CUSIP: 55955LAS1<br>LEI: 54930077HHZ1QV5CPQ30 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24735970.00  | 0.12%             | 2038-01-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Trysail CLO Ltd.                                | Trysail CLO Ltd., Series 2021-1A, Class A1                                  | CUSIP: 89855AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  86157275 | PA      | $86083817.71  | 0.43%             | 2032-07-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXVIII Ltd.                | Madison Park Funding XXVIII Ltd., Series 2018-28A, Class A2R                | CUSIP: 55821AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15575000 | PA      | $15533853.97  | 0.08%             | 2038-01-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2017-3A, Class A2R2                             | CUSIP: 14314FBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10972440.60  | 0.05%             | 2037-10-21      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                              | Elevation CLO Ltd., Series 2025-18A, Class A1                               | CUSIP: 28623JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99500000.00  | 0.49%             | 2038-03-28      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                              | Ares LIII CLO Ltd., Series 2019-53A, Class A1R                              | CUSIP: 04009GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 253955000 | PA      | $252601521.43 | 1.25%             | 2036-10-24      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd.      | Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class AR       | CUSIP: 64133WAL9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | US        |  25300000 | PA      | $25131997.88  | 0.12%             | 2035-07-16      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Octagon 71 Ltd.                                 | Octagon 71 Ltd., Series 2024-1A, Class A2                                   | CUSIP: 67579CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14964220.50  | 0.07%             | 2037-04-18      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.       | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR       | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24705900.00  | 0.12%             | 2038-01-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Octagon 75 Ltd.                                 | Octagon 75 Ltd., Series 2025-1A, Class A1                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24928660.00  | 0.12%             | 2038-01-22      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 4 Ltd.                       | OHA Credit Funding 4 Ltd., Series 2019-4A, Class AR2                        | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45350000 | PA      | $45275739.38  | 0.22%             | 2038-01-22      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2024-33A, Class A2                                     | CUSIP: 671080AC3<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11970573.60  | 0.06%             | 2037-07-20      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2018-15A, Class AR                                     | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | US        |  99500000 | PA      | $98486751.70  | 0.49%             | 2038-01-20      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42 Ltd.             | Octagon Investment Partners 42 Ltd., Series 2019-3A, Class A1RR             | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  97000000 | PA      | $96954962.90  | 0.48%             | 2037-07-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 6 Ltd.        | GoldenTree Loan Management US CLO 6 Ltd., Series 2019-6A, Class AR2         | CUSIP: 38137WAY1<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | US        | 150000000 | PA      | $148232745.00 | 0.73%             | 2035-04-20      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 4 Ltd.                         | Silver Point CLO 4 Ltd., Series 2024-4A, Class A2                           | CUSIP: 82809EAJ9<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18032508.00  | 0.09%             | 2037-04-15      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                           | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | US        |  63445000 | PA      | $63445000.00  | 0.31%             | 2037-07-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2022-3A, Class A2R                           | CUSIP: 69690AAU1<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |  15400000 | PA      | $15361401.44  | 0.08%             | 2037-07-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon 65 Ltd.                                 | Octagon 65 Ltd., Series 2024-4A, Class A2                                   | CUSIP: 675944AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18750000 | PA      | $18703035.00  | 0.09%             | 2037-10-23      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                     | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 149250000 | PA      | $147843766.50 | 0.73%             | 2038-04-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding VIII Ltd.                     | Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1                     | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 236940000 | PA      | $234510085.52 | 1.16%             | 2038-01-24      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                       | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                         | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10982041.40  | 0.05%             | 2034-07-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVI Ltd.                    | Fortress Credit BSL XVI Ltd., Series 2022-3A, Class AR                      | CUSIP: 349927AN3<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8979997.50   | 0.04%             | 2035-10-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                         | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                          | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12393750.00  | 0.06%             | 2038-04-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                       | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class A1                      | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99500000.00  | 0.49%             | 2038-03-31      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                  | Madison Park Funding LVII Ltd., Series 2022-57A, Class A2R                  | CUSIP: 55822GAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16469220.90  | 0.08%             | 2034-07-27      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XVIII-R                              | Apidos CLO XVIII-R, Series 2018-18A, Class A2R2                             | CUSIP: 03767NAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9973521.00   | 0.05%             | 2038-01-22      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                      | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class A1R                      | CUSIP: 09631RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  81000000 | PA      | $81040159.80  | 0.40%             | 2037-10-22      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2020-18A, Class A1R2                                   | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | US        | 104500000 | PA      | $104457437.15 | 0.52%             | 2037-07-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                              | Elmwood CLO I Ltd., Series 2019-1A, Class A2RR                              | CUSIP: 290015AY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8729184.63   | 0.04%             | 2037-04-20      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2022-1A, Class AR                      | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | US        | 175000000 | PA      | $174007610.00 | 0.86%             | 2037-04-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                 | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                  | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $49925000.00  | 0.25%             | 2038-04-22      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 9 Ltd.                          | Signal Peak CLO 9 Ltd., Series 2021-9A, Class A2R                           | CUSIP: 82670QAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9973996.00   | 0.05%             | 2038-01-21      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd.                             | Elmwood CLO 24 Ltd., Series 2023-3A, Class AR                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 108850000 | PA      | $108850000.00 | 0.54%             | 2038-01-17      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-5A, Class A2R3                               | CUSIP: 12550ABD7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        | 120500000 | PA      | $120500000.00 | 0.60%             | 2037-07-17      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                         | Canyon Capital CLO Ltd., Series 2019-2A, Class AR2                          | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 168000000 | PA      | $166466076.00 | 0.83%             | 2034-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 11 Ltd.                                | Zais CLO 11 Ltd., Series 2018-11A, Class BR                                 | CUSIP: 98887YAQ0<br>LEI: 549300FPW2E2MXLOFH93 | Long             | ABS-CBDO         | CORP              | US        |  31600000 | PA      | $31663070.44  | 0.16%             | 2032-01-20      | Floating      | 6.06%                 | Yes           |                  2 | On Loan: No      |
| Saratoga Investment Corp. CLO Ltd.              | Saratoga Investment Corp. CLO Ltd., Series 2013-1A, Class A2R4              | CUSIP: 80349BCF2<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10019962.00  | 0.05%             | 2033-04-20      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2023-IV Ltd.                      | Park Blue CLO 2023-IV Ltd., Series 2023-4A, Class A2                        | CUSIP: 699917AC4<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5014331.50   | 0.02%             | 2037-01-25      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2022-5A, Class A2R                                | CUSIP: 12572GAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9976846.00   | 0.05%             | 2037-01-16      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-7A, Class A1R                              | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  82550000 | PA      | $81480581.26  | 0.40%             | 2038-04-15      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                             | Wind River CLO Ltd., Series 2022-1A, Class AR                               | CUSIP: 97316YAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $69737500.00  | 0.35%             | 2035-07-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Silver Rock CLO I Ltd.                          | Silver Rock CLO I Ltd., Series 2020-1A, Class A1RR                          | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25000000.00  | 0.12%             | 2037-10-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 72 B Ltd.            | Golub Capital Partners CLO 72 B Ltd., Series 2024-72A, Class AJ             | CUSIP: 381941AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17956733.40  | 0.09%             | 2037-04-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                 | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                 | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $749926.20    | 0.00%             | 2031-04-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                   | Post CLO Ltd., Series 2021-1A, Class AR                                     | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 189000000 | PA      | $187674391.80 | 0.93%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                        | Green Lakes Park CLO LLC, Series 2025-1A, Class ARR                         | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20500000 | PA      | $20328445.75  | 0.10%             | 2038-01-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                       | Cedar Funding IX CLO Ltd., Series 2018-9A, Class AR                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49365000 | PA      | $49272949.08  | 0.24%             | 2037-07-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                 | AGL CLO 16 Ltd., Series 2021-16A, Class AR                                  | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | US        | 143394000 | PA      | $141782495.21 | 0.70%             | 2035-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                   | Post CLO Ltd., Series 2024-1A, Class A2                                     | CUSIP: 73743EAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7981016.00   | 0.04%             | 2037-04-20      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO IV Ltd.                            | Whitebox CLO IV Ltd., Series 2023-4A, Class A1R                             | CUSIP: 96467KAL3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125000000.00 | 0.62%             | 2036-04-20      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                                | AMMC CLO 27 Ltd., Series 2022-27A, Class A1R                                | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99079590.00  | 0.49%             | 2037-01-20      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 20-R Ltd.           | Octagon Investment Partners 20-R Ltd., Series 2019-4A, Class A1RR           | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28004281.20  | 0.14%             | 2037-08-12      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| RR 26 Ltd.                                      | RR 26 Ltd., Series 2023-26A, Class A1R                                      | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 155000000 | PA      | $153698604.50 | 0.76%             | 2038-04-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.          | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class A2           | CUSIP: 08181FAC4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11013072.40  | 0.05%             | 2036-10-25      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd.                             | Elmwood CLO 25 Ltd., Series 2024-1A, Class A2                               | CUSIP: 29001BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9976148.00   | 0.05%             | 2037-04-17      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.             | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR              | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | US        | 154500000 | PA      | $152955000.00 | 0.76%             | 2034-07-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO XIV Ltd.                       | Ocean Trails CLO XIV Ltd., Series 2023-14A, Class AR                        | CUSIP: 67515JAN5<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $124951225.00 | 0.62%             | 2038-01-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2023-26A, Class AR                                     | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 105000000 | PA      | $103925314.50 | 0.52%             | 2037-04-17      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                | Barings CLO Ltd., Series 2020-1A, Class A1R2                                | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | US        |  24500000 | PA      | $24268443.15  | 0.12%             | 2038-01-15      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXVII Ltd.                 | Madison Park Funding LXVII Ltd., Series 2024-67A, Class A1                  | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1371000 | PA      | $1372199.35   | 0.01%             | 2037-04-25      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                         | Rockford Tower CLO Ltd., Series 2021-3A, Class A2R                          | CUSIP: 77341NAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $13966090.60  | 0.07%             | 2038-01-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Pixley Park CLO Ltd.                            | Pixley Park CLO Ltd., Series 2024-1A, Class A2                              | CUSIP: 72583UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27000000 | PA      | $26922129.30  | 0.13%             | 2037-01-15      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                 | KKR CLO 35 Ltd., Series 35A, Class AR                                       | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 187595000 | PA      | $186078163.11 | 0.92%             | 2038-01-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                    | OHA Credit Partners VII Ltd., Series 2012-7A, Class AR4                     | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | US        |  52500000 | PA      | $51958168.50  | 0.26%             | 2038-02-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 13 LLC                    | Anchorage Capital CLO 13 LLC, Series 2019-13A, Class ARR                    | CUSIP: 033291AY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45300000 | PA      | $44876272.86  | 0.22%             | 2038-04-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Nassau Ltd.                                     | Nassau Ltd., Series 2021-IA, Class A1R                                      | CUSIP: 631704AH6<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | US        | 127815000 | PA      | $127086365.03 | 0.63%             | 2034-08-26      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XLVII Ltd.                           | Apidos CLO XLVII Ltd., Series 2024-47A, Class A2                            | CUSIP: 03770QAC8<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9976308.00   | 0.05%             | 2037-04-26      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.            | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A2R            | CUSIP: 08186RAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4992137.00   | 0.02%             | 2034-10-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                 | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A1R2                | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  83250000 | PA      | $83215176.53  | 0.41%             | 2037-07-22      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                               | Ares XLI CLO Ltd., Series 2016-41A, Class AR2                               | CUSIP: 04016DAS4<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |  29720000 | PA      | $29629906.79  | 0.15%             | 2034-04-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                          | Signal Peak CLO 5 Ltd., Series 2018-5A, Class A2R                           | CUSIP: 82666VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $23942872.80  | 0.12%             | 2037-04-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Dryden 121 CLO Ltd.                             | Dryden 121 CLO Ltd., Series 2024-121A, Class A2                             | CUSIP: 26253VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33000000 | PA      | $32900415.90  | 0.16%             | 2037-01-15      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2020-19A, Class A1R2                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | US        | 192300000 | PA      | $191338500.00 | 0.95%             | 2038-04-20      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.             | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class A1R3             | CUSIP: 67573CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  87000000 | PA      | $86986941.30  | 0.43%             | 2037-10-31      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC         | Janus Henderson Cash Liquidity Fund LLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        | 151034008 | NS      | $151064214.98 | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares LV CLO Ltd.                                | Ares LV CLO Ltd., Series 2020-55A, Class A1R2                               | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39250000 | PA      | $39243272.55  | 0.19%             | 2037-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2015-1A, Class A1B5                          | CUSIP: 69689ABW9<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | US        |  29000000 | PA      | $28952022.40  | 0.14%             | 2034-05-21      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2017-1A, Class AR2                                        | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        | 133000000 | PA      | $133029286.60 | 0.66%             | 2038-01-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2024-32A, Class A2                                     | CUSIP: 67570CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11971032.00  | 0.06%             | 2037-04-23      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXIV CLO Ltd.                             | Ares LXXIV CLO Ltd., Series 2024-74A, Class A2                              | CUSIP: 03990FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $22442431.50  | 0.11%             | 2036-10-15      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                         | Canyon Capital CLO Ltd., Series 2014-1A, Class A1BR                         | CUSIP: 13875LAY4<br>LEI: 549300W778MFSPI8C872 | Long             | ABS-CBDO         | CORP              | US        |   3010000 | PA      | $3009946.72   | 0.01%             | 2031-01-30      | Floating      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                 | RAD CLO 15 Ltd., Series 2021-15A, Class A                                   | CUSIP: 750103AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22106985 | PA      | $22112392.19  | 0.11%             | 2034-01-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 16 Ltd.                                | Zais CLO 16 Ltd., Series 2020-16A, Class A1R2                               | CUSIP: 98875JBJ2<br>LEI: 549300AH84CSK4XX3T86 | Long             | ABS-CBDO         | CORP              | US        |  83000000 | PA      | $82373009.70  | 0.41%             | 2034-10-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                          | Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1                           | CUSIP: 895972AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $18913141.50  | 0.09%             | 2038-01-22      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Atrium XV                                       | Atrium XV, Series 15A, Class A2RR                                           | CUSIP: 55820LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47250000 | PA      | $47133467.33  | 0.23%             | 2037-07-16      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2021-23A, Class AR                                     | CUSIP: 671026AJ1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | US        | 266700000 | PA      | $264938046.45 | 1.31%             | 2037-01-17      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XVIII Ltd.                          | Allegro CLO XVIII Ltd., Series 2024-4A, Class A1                            | CUSIP: 01751NAC2<br>LEI: 213800Y2KN94QCXLH659 | Long             | ABS-CBDO         | CORP              | US        |  42100000 | PA      | $42068336.59  | 0.21%             | 2038-01-25      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                   | Post CLO Ltd., Series 2024-1A, Class A1                                     | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $85111681.50  | 0.42%             | 2037-04-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 41 Ltd.             | Octagon Investment Partners 41 Ltd., Series 2019-2A, Class A1R2             | CUSIP: 67592FBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 158650000 | PA      | $157599721.14 | 0.78%             | 2033-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO Ltd.                     | Texas Debt Capital CLO Ltd., Series 2024-1A, Class A2                       | CUSIP: 88240JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15962299.20  | 0.08%             | 2037-04-22      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                         | Sandstone Peak III Ltd., Series 2024-1A, Class A1                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |  66000000 | PA      | $66098062.80  | 0.33%             | 2037-04-25      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 26 Ltd.                                | AMMC CLO 26 Ltd., Series 2023-26A, Class A1R                                | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 167750000 | PA      | $167232709.33 | 0.83%             | 2036-04-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                              | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                               | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 150000000 | PA      | $148738485.00 | 0.74%             | 2037-01-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                      | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class AR                       | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 109415000 | PA      | $109408336.63 | 0.54%             | 2037-10-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| REESE PARK CLO Ltd.                             | REESE PARK CLO Ltd., Series 2020-1A, Class ARR                              | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26300000 | PA      | $26247400.00  | 0.13%             | 2038-01-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                                 | Canyon CLO Ltd., Series 2020-2A, Class AR2                                  | CUSIP: 13876NAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 118000000 | PA      | $117009720.40 | 0.58%             | 2034-10-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                         | Regatta XX Funding Ltd., Series 2021-2A, Class AR                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 177790000 | PA      | $176307142.51 | 0.87%             | 2038-01-15      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd.                         | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  76370000 | PA      | $76357139.29  | 0.38%             | 2038-01-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                         | Beechwood Park CLO Ltd., Series 2019-1A, Class A2R                          | CUSIP: 07355TAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9983273.00   | 0.05%             | 2035-01-17      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.        | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49000000 | PA      | $48902000.00  | 0.24%             | 2038-01-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LX Ltd.                    | Madison Park Funding LX Ltd., Series 2022-60A, Class A1R                    | CUSIP: 557910AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50400000 | PA      | $50400000.00  | 0.25%             | 2037-10-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO Ltd.                               | TRESTLES CLO Ltd., Series 2017-1A, Class A1RR                               | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | US        |  20250000 | PA      | $20239877.03  | 0.10%             | 2037-07-25      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2024-2A, Class A1                      | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.05%             | 2038-01-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO Ltd.                            | APEX CREDIT CLO Ltd., Series 2018-2A, Class BR3                             | CUSIP: 03754LBE4<br>LEI: 254900U9YTKPL76CYP79 | Long             | ABS-CBDO         | CORP              | US        |  26700000 | PA      | $26690083.62  | 0.13%             | 2031-10-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Thompson Park CLO Ltd.                          | Thompson Park CLO Ltd., Series 2021-1A, Class A1R                           | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $124489087.50 | 0.62%             | 2034-04-15      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  61860000 | PA      | $61991384.45  | 0.31%             | 2037-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                            | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | US        |  62500000 | PA      | $62561450.00  | 0.31%             | 2037-07-15      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                  | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                   | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29805000.00  | 0.15%             | 2038-04-23      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                  | Clover CLO LLC, Series 2018-1A, Class A2RR                                  | CUSIP: 18914GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29927811.00  | 0.15%             | 2037-04-20      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| RR 35 Ltd.                                      | RR 35 Ltd., Series 2024-35A, Class A1B                                      | CUSIP: 74988DAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9970359.00   | 0.05%             | 2040-01-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2021-2A, Class AR                                  | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 150000000 | PA      | $148387305.00 | 0.74%             | 2035-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2019-1A, Class A1R2                               | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9997138.00   | 0.05%             | 2037-10-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 8                                | Pikes Peak CLO 8, Series 2021-8A, Class A1R                                 | CUSIP: 72133CAL6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9994487.00   | 0.05%             | 2038-01-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                            | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                            | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30000000.00  | 0.15%             | 2037-10-17      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XIV Ltd.                   | Madison Park Funding XIV Ltd., Series 2014-14A, Class AR4                   | CUSIP: 55818RBL9<br>LEI: 254900Q2IOW6JYPYIV98 | Long             | ABS-CBDO         | CORP              | US        | 148958531 | PA      | $148302874.70 | 0.74%             | 2030-10-22      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.      | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2      | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $49825000.00  | 0.25%             | 2039-04-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| ARES XLV CLO Ltd.                               | ARES XLV CLO Ltd., Series 2017-45A, Class CR                                | CUSIP: 04016QAJ5<br>LEI: 549300VFCO6SQG8OL714 | Long             | ABS-CBDO         | CORP              | US        |  25062000 | PA      | $25039100.85  | 0.12%             | 2030-10-15      | Floating      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                      | Regatta XXVII Funding Ltd., Series 2024-1A, Class A2                        | CUSIP: 758970AC1<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9976311.00   | 0.05%             | 2037-04-26      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                                 | RAD CLO 21 Ltd., Series 2023-21A, Class A1R                                 | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 235400000 | PA      | $233138747.60 | 1.16%             | 2037-01-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXV Ltd.                    | Fortress Credit BSL XXV Ltd., Series 2024-2A, Class A                       | CUSIP: 34966GAA3<br>LEI: 2549005OFLT8GHNQYY69 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20028818.00  | 0.10%             | 2037-07-24      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO IX Ltd.                         | Sound Point CLO IX Ltd., Series 2015-2A, Class ARRR                         | CUSIP: 83609GBN4<br>LEI: 549300W2FX6HEXN27U70 | Long             | ABS-CBDO         | CORP              | US        |   2945711 | PA      | $2946585.44   | 0.01%             | 2032-07-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Avenue Ltd.                            | Atlantic Avenue Ltd., Series 2024-2A, Class A                               | CUSIP: 04822BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50078265.00  | 0.25%             | 2037-04-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2024-5A, Class A2                            | CUSIP: 87122YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14977893.00  | 0.07%             | 2036-04-20      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                             | NYACK Park CLO Ltd., Series 2021-1A, Class A                                | CUSIP: 67080PAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        13 | PA      | $13.00        | 0.00%             | 2034-10-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd.                                | Invesco CLO Ltd., Series 2022-2A, Class A2                                  | CUSIP: 46145XAC0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4990489.50   | 0.02%             | 2035-07-20      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2021-1A, Class A1AR                          | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19810060.00  | 0.10%             | 2038-04-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO VI Ltd.                            | Trinitas CLO VI Ltd., Series 2017-6A, Class ARRR                            | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | US        |  77410000 | PA      | $77410000.00  | 0.38%             | 2034-01-25      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2020-2A, Class A1RR                                   | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $69952953.00  | 0.35%             | 2038-01-20      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                   | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                  | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | US        |  73000000 | PA      | $72946491.00  | 0.36%             | 2039-01-20      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                         | Rockford Tower CLO Ltd., Series 2017-1A, Class AR2                          | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | US        |  14500000 | PA      | $14465378.35  | 0.07%             | 2034-04-20      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2020-4A, Class A1R                                | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  65000000 | PA      | $65000000.00  | 0.32%             | 2040-01-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2021-22A, Class AR                                     | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | US        |  24940000 | PA      | $24940199.52  | 0.12%             | 2037-10-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 2 Ltd.                             | Generate CLO 2 Ltd., Series 2A, Class AR2                                   | CUSIP: 370910AC5<br>LEI: 5493009C48K5WG4EX118 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20061468.00  | 0.10%             | 2037-10-22      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                            | Magnetite XXXIX Ltd., Series 2023-39A, Class AR                             | CUSIP: 559924AJ4<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        | 239750000 | PA      | $238280596.23 | 1.18%             | 2037-01-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIV Ltd.                   | Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class A                      | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15874716.80  | 0.08%             | 2038-04-20      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVII Ltd.                | Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR                 | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19100000 | PA      | $18966300.00  | 0.09%             | 2034-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO L                                    | Apidos CLO L, Series 2024-50A, Class A1                                     | CUSIP: 03771MAA0<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | US        |  62027000 | PA      | $62000588.90  | 0.31%             | 2038-01-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2021-1A, Class AR                            | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31000000 | PA      | $31027521.80  | 0.15%             | 2038-01-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2022-25A, Class A1R                                    | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | US        |  66650000 | PA      | $66671747.90  | 0.33%             | 2037-07-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Dryden 75 CLO Ltd.                              | Dryden 75 CLO Ltd., Series 2019-75A, Class AR2                              | CUSIP: 26252JAS7<br>LEI: 254900JFO9XUH2EREJ70 | Long             | ABS-CBDO         | CORP              | US        |  47290000 | PA      | $47136009.57  | 0.23%             | 2034-04-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Harmony-Peace Park CLO Ltd.                     | Harmony-Peace Park CLO Ltd., Series 2024-1A, Class A                        | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | US        |  61500000 | PA      | $61473425.85  | 0.30%             | 2037-10-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2015-9A, Class AR3                                     | CUSIP: 67091YBE3<br>LEI: 254900XV0U0WEM36A370 | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99137710.00  | 0.49%             | 2037-01-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 40 Ltd.                                 | KKR CLO 40 Ltd., Series 40A, Class AR                                       | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14975000 | PA      | $14937562.50  | 0.07%             | 2034-10-20      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.      | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR2      | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | US        |  76475000 | PA      | $76475000.00  | 0.38%             | 2038-10-19      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 45 Ltd.                            | Symphony CLO 45 Ltd., Series 2024-45A, Class A2                             | CUSIP: 87170EAC4<br>LEI: 254900UNCLK6JV7XFW77 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9974733.00   | 0.05%             | 2037-10-15      | Floating      | 5.79%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2021-1A, Class AR                                     | CUSIP: 92918QAN0<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |  85765000 | PA      | $84983140.53  | 0.42%             | 2034-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                                 | RAD CLO 26 Ltd., Series 2024-26A, Class A                                   | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99984200.00  | 0.50%             | 2037-10-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| LCM 42 Ltd.                                     | LCM 42 Ltd., Series 42A, Class A1                                           | CUSIP: 52113AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15000000.00  | 0.07%             | 2038-01-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO I Ltd.                              | Katayma CLO I Ltd., Series 2023-1A, Class A2                                | CUSIP: 48585JAC4<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16026537.60  | 0.08%             | 2036-10-20      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Dryden 77 CLO Ltd.                              | Dryden 77 CLO Ltd., Series 2020-77A, Class AR                               | CUSIP: 26252VAS0<br>LEI: 254900XGNUOV0Y3IBA68 | Long             | ABS-CBDO         | CORP              | US        |         3 | PA      | $2.99         | 0.00%             | 2034-05-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barings Loan Partners CLO Ltd. 3                | Barings Loan Partners CLO Ltd. 3, Series LP-3A, Class AR2                   | CUSIP: 06762QAQ0<br>LEI: 549300RUPLT0ZHQPBR47 | Long             | ABS-CBDO         | CORP              | US        |  15900000 | PA      | $15776844.96  | 0.08%             | 2033-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 50 Ltd.             | Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR               | CUSIP: 67592MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53400000 | PA      | $53317870.80  | 0.26%             | 2035-01-15      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.            | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R            | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 146000000 | PA      | $144626534.20 | 0.72%             | 2035-01-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd.                            | Galaxy XXII CLO Ltd., Series 2016-22A, Class ARRR                           | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | US        | 141800000 | PA      | $141222306.80 | 0.70%             | 2034-04-16      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-4RA, Class A1A2                              | CUSIP: 12552FBC6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | US        | 110755000 | PA      | $109592072.50 | 0.54%             | 2035-01-17      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 19 Ltd.                            | Generate CLO 19 Ltd., Series 2025-19A, Class A                              | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 123000000 | PA      | $122599512.00 | 0.61%             | 2036-04-22      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                       | OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR                         | CUSIP: 67098WAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48500000 | PA      | $48500000.00  | 0.24%             | 2037-02-24      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XX Ltd.                    | Neuberger Berman CLO XX Ltd., Series 2015-20A, Class A1R3                   | CUSIP: 64130TBJ3<br>LEI: 549300NPF57YF6WBDP72 | Long             | ABS-CBDO         | CORP              | US        |  25500000 | PA      | $25227338.70  | 0.13%             | 2039-04-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                | Riserva CLO Ltd., Series 2016-3A, Class ARR                                 | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | US        |  74500000 | PA      | $74266502.10  | 0.37%             | 2034-01-18      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2020-3A, Class ARR                                    | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 129150000 | PA      | $127851745.46 | 0.63%             | 2038-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                         | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A2R                         | CUSIP: 82671XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7980302.40   | 0.04%             | 2037-07-18      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Columbia Cent CLO 29 Ltd.                       | Columbia Cent CLO 29 Ltd., Series 2020-29A, Class AR                        | CUSIP: 197363AU8<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | US        |  12140000 | PA      | $12122653.15  | 0.06%             | 2034-10-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.      | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class AR2      | CUSIP: 64131QAN0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | US        |  57662000 | PA      | $57639575.25  | 0.29%             | 2038-10-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 30 Ltd.                                | AMMC CLO 30 Ltd., Series 2024-30A, Class A2                                 | CUSIP: 03165UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8023372.80   | 0.04%             | 2037-01-15      | Floating      | 6.21%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 38 Ltd.                            | AGL Core CLO 38 Ltd., Series 2025-38A, Class A1                             | CUSIP: 00852QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99850000.00  | 0.49%             | 2038-01-22      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 10                               | Pikes Peak CLO 10, Series 2022-10A, Class A1R                               | CUSIP: 72132HAL6<br>LEI: 5493003SA5I7NBQCGD83 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9973804.00   | 0.05%             | 2038-01-22      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                 | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  81350000 | PA      | $80623812.96  | 0.40%             | 2038-01-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2022-4A, Class A1R                     | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47000000 | PA      | $47000000.00  | 0.23%             | 2037-10-16      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO IV                               | Crown City CLO IV, Series 2022-4A, Class AJ                                 | CUSIP: 228233AN2<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19029736.90  | 0.09%             | 2037-04-20      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Ares LVII CLO Ltd.                              | Ares LVII CLO Ltd., Series 2020-57A, Class AR                               | CUSIP: 04017NAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $998478.30    | 0.00%             | 2035-01-25      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                        | HPS Loan Management Ltd., Series 2021-16A, Class A1                         | CUSIP: 40440XAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  67802000 | PA      | $67598594.00  | 0.34%             | 2035-01-23      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.       | Carlyle Global Market Strategies CLO Ltd., Series 2015-5A, Class A1R3       | CUSIP: 14312JBG6<br>LEI: 5493007AYUHLOG0AMH17 | Long             | ABS-CBDO         | CORP              | US        |  70414137 | PA      | $70273308.40  | 0.35%             | 2032-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-10A, Class A1R                             | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 194750000 | PA      | $194588338.03 | 0.96%             | 2038-01-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                            | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |  48500000 | PA      | $48076255.50  | 0.24%             | 2038-04-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2024-7A, Class A1                                     | CUSIP: 92920XAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11950000 | PA      | $11939596.33  | 0.06%             | 2038-01-20      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                 | CQS US CLO Ltd., Series 2023-3A, Class AJ                                   | CUSIP: 223929AC4<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9026640.00   | 0.04%             | 2037-01-25      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| RRX 7 Ltd.                                      | RRX 7 Ltd., Series 2022-7A, Class A1                                        | CUSIP: 40257DAA5<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | US        |  21350000 | PA      | $21308245.81  | 0.11%             | 2035-07-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                            | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                             | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | US        |  68520000 | PA      | $68280180.00  | 0.34%             | 2038-01-05      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXII CLO Ltd.                             | Ares LXXII CLO Ltd., Series 2024-72A, Class A2                              | CUSIP: 04020WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24500000 | PA      | $24439149.35  | 0.12%             | 2036-07-15      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                  | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class A2R2                 | CUSIP: 64131BAN3<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | US        |  15200000 | PA      | $15163428.80  | 0.08%             | 2038-04-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                         | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | US        |  28750000 | PA      | $28755292.88  | 0.14%             | 2037-10-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO III Ltd.                           | TRESTLES CLO III Ltd., Series 2020-3A, Class A1R                            | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28600000 | PA      | $28603048.76  | 0.14%             | 2037-10-20      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                             | Invesco US CLO Ltd., Series 2024-4A, Class A1                               | CUSIP: 46151BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  55175000 | PA      | $55126545.32  | 0.27%             | 2038-01-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A2RR                    | CUSIP: 05766BBC1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15968384.00  | 0.08%             | 2035-10-20      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.          | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class A          | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $99970980.00  | 0.50%             | 2037-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                           | 720 East CLO VII Ltd., Series 2025-7A, Class A1                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $98588620.00  | 0.49%             | 2037-04-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                       | Cedar Funding IV CLO Ltd., Series 2014-4A, Class AR3                        | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | US        |  98075000 | PA      | $98021166.63  | 0.49%             | 2038-01-23      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO III Ltd.                      | Barrow Hanley CLO III Ltd., Series 2024-3A, Class A2                        | CUSIP: 06875VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12014637.60  | 0.06%             | 2037-04-20      | Floating      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 24 Ltd.                   | Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A2R                   | CUSIP: 03331GAS7<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17955934.20  | 0.09%             | 2037-07-15      | Floating      | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Octagon 69 Ltd.                                 | Octagon 69 Ltd., Series 2024-3A, Class A2                                   | CUSIP: 67578UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975490.00   | 0.05%             | 2037-07-24      | Floating      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.       | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class AJ        | CUSIP: 38138TAQ4<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | US        |  18900000 | PA      | $18851978.88  | 0.09%             | 2037-10-20      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A2                  | CUSIP: 87191BAC5<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11969516.40  | 0.06%             | 2038-01-22      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                             | Wind River CLO Ltd., Series 2024-1A, Class A                                | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62000000 | PA      | $62083582.20  | 0.31%             | 2037-04-20      | Floating      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd.                             | Elmwood CLO 36 Ltd., Series 2024-12RA, Class AR                             | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15650000 | PA      | $15638296.93  | 0.08%             | 2037-10-20      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 10 Ltd.                         | Birch Grove CLO 10 Ltd., Series 2024-10A, Class A                           | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20400000 | PA      | $20389469.52  | 0.10%             | 2038-01-22      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.                   | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A1R2                  | CUSIP: 03330WAU8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        | 198500000 | PA      | $196517838.55 | 0.97%             | 2038-01-19      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXIV Ltd.          | Benefit Street Partners CLO XXXIV Ltd., Series 2024-34A, Class A2           | CUSIP: 081928AC7<br>LEI: 25490002NPB1AZIR3342 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975013.00   | 0.05%             | 2037-07-25      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd.             | Octagon Investment Partners 51 Ltd., Series 2021-1A, Class AR               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 261500000 | PA      | $259669500.00 | 1.29%             | 2034-07-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                     | Valley Stream Park CLO Ltd., Series 2022-1A, Class ARR                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | US        |  10280000 | PA      | $10229827.43  | 0.05%             | 2037-01-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO II Ltd.                             | Katayma CLO II Ltd., Series 2024-2A, Class A1                               | CUSIP: 485862AA4<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |  98500000 | PA      | $98653541.80  | 0.49%             | 2037-04-20      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO IX-R Ltd.                           | Vibrant CLO IX-R Ltd., Series 2018-9RA, Class A1                            | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48975000 | PA      | $48465199.64  | 0.24%             | 2037-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2022-5A, Class A2R                              | CUSIP: 14318LAN1<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $24937017.50  | 0.12%             | 2037-10-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                       | Cedar Funding VI CLO Ltd., Series 2016-6A, Class ARR                        | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | US        |  29619000 | PA      | $29521547.57  | 0.15%             | 2034-04-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Dryden 95 CLO Ltd.                              | Dryden 95 CLO Ltd., Series 2021-95A, Class AR                               | CUSIP: 262487AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  73000000 | PA      | $72421212.20  | 0.36%             | 2034-08-20      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                             | Harvest US CLO Ltd., Series 2024-1A, Class A2                               | CUSIP: 41755WAC4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8017826.40   | 0.04%             | 2037-04-18      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2024-1A, Class A1                                     | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10008879.00  | 0.05%             | 2037-04-15      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Xxv                                  | Apidos CLO Xxv, Series 2016-25A, Class A1R3                                 | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | US        | 136450000 | PA      | $135365945.69 | 0.67%             | 2037-01-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| APEX CREDIT CLO Ltd.                            | APEX CREDIT CLO Ltd., Series 2024-2A, Class A                               | CUSIP: 03753EAA0<br>LEI: 213800V47GF24QSFBA63 | Long             | ABS-CBDO         | CORP              | US        |  49800000 | PA      | $49776598.98  | 0.25%             | 2037-07-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVII Ltd.                            | Magnetite XLVII Ltd., Series 2024-47A, Class A                              | CUSIP: 559916AA9<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | US        | 111000000 | PA      | $110780120.10 | 0.55%             | 2038-01-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                               | AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R                                | CUSIP: 00038KAN1<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |  28500000 | PA      | $28429197.45  | 0.14%             | 2035-01-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd.                             | Elmwood CLO 38 Ltd., Series 2025-1A, Class A                                | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $34755000.00  | 0.17%             | 2038-04-22      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                            | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                            | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38000000.00  | 0.19%             | 2037-07-18      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Venture 46 CLO Ltd.                             | Venture 46 CLO Ltd., Series 2022-46A, Class A1R                             | CUSIP: 92326CBA4<br>LEI: 549300O7L2XN74VSK595 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8000000.80   | 0.04%             | 2037-10-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd.                         | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                          | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29701443.00  | 0.15%             | 2038-01-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A1                  | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |  78800000 | PA      | $78857342.76  | 0.39%             | 2038-01-22      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIX CLO Ltd.                      | Cedar Funding XIX CLO Ltd., Series 2024-19A, Class A1                       | CUSIP: 15033CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  41125000 | PA      | $41103746.60  | 0.20%             | 2038-01-23      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                 | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                 | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | US        |  44000000 | PA      | $43780000.00  | 0.22%             | 2038-04-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                             | Generate CLO 9 Ltd., Series 9A, Class AR                                    | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  93250000 | PA      | $93221969.05  | 0.46%             | 2038-01-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XVII Ltd.                  | Madison Park Funding XVII Ltd., Series 2015-17A, Class AR3                  | CUSIP: 55818YCC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29986563.00  | 0.15%             | 2037-10-21      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                         | Signal Peak CLO 11 Ltd., Series 2024-11A, Class A2                          | CUSIP: 82666XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19949748.00  | 0.10%             | 2037-07-18      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                  | Clover CLO LLC, Series 2021-3A, Class AR                                    | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19880000.00  | 0.10%             | 2035-01-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                   | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                   | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        | 169970000 | PA      | $169894737.28 | 0.84%             | 2037-07-16      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ares LXI CLO Ltd.                               | Ares LXI CLO Ltd., Series 2021-61A, Class A2R                               | CUSIP: 04019DAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19900000 | PA      | $19851943.49  | 0.10%             | 2037-04-20      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| LCM 35 Ltd.                                     | LCM 35 Ltd., Series 35A, Class A1R                                          | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | US        | 142500000 | PA      | $141546461.25 | 0.70%             | 2034-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO IV Ltd.                            | Whitebox CLO IV Ltd., Series 2023-4A, Class A2R                             | CUSIP: 96467KAN9<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16000000.00  | 0.08%             | 2036-04-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2025-43A, Class A2                                     | CUSIP: 67121FAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6100000 | PA      | $6100000.00   | 0.03%             | 2038-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.      | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class AR2      | CUSIP: 64133RAU0<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | US        |  40000000 | PA      | $39594020.00  | 0.20%             | 2035-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                 | AGL CLO 17 Ltd., Series 2022-17A, Class AR                                  | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | US        | 149858000 | PA      | $148170449.06 | 0.73%             | 2035-01-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.             | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A2R2             | CUSIP: 67591JAW2<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975079.00   | 0.05%             | 2037-07-18      | Floating      | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 55 Ltd.      | Neuberger Berman Loan Advisers CLO 55 Ltd., Series 2024-55A, Class A2       | CUSIP: 640969AC5<br>LEI: 254900P6M7LX99MHDX34 | Long             | ABS-CBDO         | CORP              | US        |  24750000 | PA      | $24690671.78  | 0.12%             | 2038-04-22      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Dryden 106 CLO Ltd.                             | Dryden 106 CLO Ltd., Series 2022-106A, Class A1R                            | CUSIP: 26254CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60000000 | PA      | $59981730.00  | 0.30%             | 2037-10-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVII Ltd.                 | Madison Park Funding XLVII Ltd., Series 2020-47A, Class A2R                 | CUSIP: 55820FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15961974.40  | 0.08%             | 2037-04-19      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                             | Ares XLIII CLO Ltd., Series 2017-43A, Class A2R2                            | CUSIP: 04016PAU2<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $13963317.20  | 0.07%             | 2038-01-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2024-3A, Class A2                               | CUSIP: 14319HAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $23941888.80  | 0.12%             | 2036-07-25      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.            | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class A1             | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  41500000 | PA      | $41072139.15  | 0.20%             | 2038-01-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Dryden 76 CLO Ltd.                              | Dryden 76 CLO Ltd., Series 2019-76A, Class A1R2                             | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 136000000 | PA      | $135964368.00 | 0.67%             | 2037-10-15      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd.                             | Dryden 113 CLO Ltd., Series 2022-113A, Class AR2                            | CUSIP: 26253EAZ1<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | US        |  49998000 | PA      | $49843081.20  | 0.25%             | 2037-10-15      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXIII Ltd.                         | Symphony CLO XXIII Ltd., Series 2020-23A, Class AR2                         | CUSIP: 87167NDL6<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | US        |  13639748 | PA      | $13530629.84  | 0.07%             | 2034-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                         | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33500000 | PA      | $33389684.50  | 0.17%             | 2038-01-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2018-1A, Class A1R                                | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |  11600000 | PA      | $11576800.00  | 0.06%             | 2038-01-18      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIV CLO Ltd.                              | Ares LXIV CLO Ltd., Series 2022-64A, Class AR                               | CUSIP: 04019HAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42000000 | PA      | $41987891.40  | 0.21%             | 2039-10-24      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                             | Guggenheim CLO Ltd., Series 2022-2A, Class A2R                              | CUSIP: 40172PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9983060.00   | 0.05%             | 2035-01-15      | Floating      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                    | OHA Credit Partners XIV Ltd., Series 2017-14A, Class A2R                    | CUSIP: 67706XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19950218.00  | 0.10%             | 2037-07-21      | Floating      | 5.84%                 | Yes           |                  2 | On Loan: No      |
| Hartwick Park CLO Ltd.                          | Hartwick Park CLO Ltd., Series 2023-1A, Class AR                            | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | US        |  28300000 | PA      | $28117762.15  | 0.14%             | 2037-01-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Venture 32 CLO Ltd.                             | Venture 32 CLO Ltd., Series 2018-32A, Class A1                              | CUSIP: 92325QAA5<br>LEI: 549300UP09C89Q3HWD39 | Long             | ABS-CBDO         | CORP              | US        |   5921660 | PA      | $5921660.39   | 0.03%             | 2031-07-18      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXII Ltd.                     | BlueMountain CLO XXXII Ltd., Series 2021-32A, Class AR                      | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 115700000 | PA      | $114981028.63 | 0.57%             | 2034-10-15      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2020-20A, Class A2R                                    | CUSIP: 670859AN7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15961187.20  | 0.08%             | 2037-04-18      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                             | Guggenheim CLO Ltd., Series 2022-2A, Class A1R                              | CUSIP: 40172PAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  80000000 | PA      | $79585440.00  | 0.39%             | 2035-01-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Dryden 119 CLO Ltd.                             | Dryden 119 CLO Ltd., Series 2024-119A, Class A2                             | CUSIP: 26254KAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $21947290.20  | 0.11%             | 2036-04-15      | Floating      | 5.96%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXX Ltd.                           | Trinitas CLO XXX Ltd., Series 2024-30A, Class A1                            | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | US        |  26500000 | PA      | $26494567.50  | 0.13%             | 2037-10-23      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B Ltd.             | Golub Capital Partners CLO 58B Ltd., Series 2021-58A, Class A2              | CUSIP: 38178TAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9983622.00   | 0.05%             | 2035-01-25      | Floating      | 5.99%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd.                                      | RR 21 Ltd., Series 2022-21A, Class A1BR                                     | CUSIP: 78110TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14962177.50  | 0.07%             | 2039-07-15      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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