# EDGAR Filing Document

**Accession Number:** 0001727074
**File Stem:** 0000940400-25-005669
**Filing Date:** 2025-10
**Character Count:** 133668
**Document Hash:** b9fba4984d03c8799d1246f1306b09c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-25-005669.hdr.sgml**: 20251029

**ACCESSION NUMBER**: 0000940400-25-005669

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250829

**FILED AS OF DATE**: 20251029

**DATE AS OF CHANGE**: 20251029

**PERIOD START**: 20250831

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23324
- **FILM NUMBER:** 251430294

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Newark

  - **State:** NJ

  - **Foreign country:** US

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

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2025-08-31

- **b. Date as of which information is reported:** 2025-08-29

**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:** $4316748732.96

**Total Liabilities:** $75079628.61

**Net Assets:** $4241669104.35

**Delayed Delivery Securities:** $25000000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 105.41801000 | **1-Year:** 179314.59071000 | **5-Year:** 1679030.27343000 | **10-Year:** 47775.35176000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 1028.32193000 | **5-Year:** 2938.20433000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000243576 | 0.55%                | 0.47%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $124125.29               | $3924826.96                                |
| Month 2  | $233967.00               | $300648.44                                 |
| Month 3  | $2539.61                 | $1969664.15                                |

### Schedule of Portfolio Investments

| Name                                             | Title                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sculptor CLO Ltd                                 | Sculptor CLO XXVIII Ltd                           | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9990000.00   | 0.24%             | 2035-01-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Katayma CLO Ltd                                  | Katayma CLO I Ltd                                 | CUSIP: 48585JAA8<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4012597.60   | 0.09%             | 2036-10-20      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXVIII Ltd                       | CUSIP: 09630PAN3<br>LEI: 5493001GLQHON6UV2U40 | Long             | ABS-CBDO         | CORP              | KY        |  25230000 | PA      | $25320800.25  | 0.60%             | 2038-03-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 7 Ltd                                     | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6300000 | PA      | $6310875.06   | 0.15%             | 2036-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                 | GREYWOLF CLO VII Ltd                              | CUSIP: 39809AAA6<br>LEI: 5493005EEKUYF0Q6Z361 | Long             | ABS-CBDO         | CORP              | KY        |    274249 | PA      | $274622.85    | 0.01%             | 2031-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                   | Crown City CLO VI                                 | CUSIP: 22823EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004379.60   | 0.02%             | 2037-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | Carval Clo VIII-C Ltd                             | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |  21500000 | PA      | $21586000.00  | 0.51%             | 2037-10-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 30 Ltd                          | CUSIP: 19736WAU4<br>LEI: 549300EPPYTG18BLNK44 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10012420.00  | 0.24%             | 2034-01-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | RAD CLO 23 Ltd                                    | CUSIP: 75009CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40166728.00  | 0.95%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite Xlii Ltd                                | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | KY        |  48992000 | PA      | $49138976.00  | 1.16%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                   | AGL CLO 13 Ltd                                    | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25062500.00  | 0.59%             | 2034-10-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2021-II                           | CUSIP: 06762JAA1<br>LEI: 549300ZI2PPUCDLS2Y70 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15026340.00  | 0.35%             | 2034-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                              | Elmwood CLO II Ltd                                | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30195000.00  | 0.71%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XVII Ltd                   | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40016276.00  | 0.94%             | 2034-10-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                                 | Crown City CLO I                                  | CUSIP: 22823RAJ8<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250494.03    | 0.01%             | 2034-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 28A Clo Ltd                               | CUSIP: 92331DBJ6<br>LEI: 549300NQLVRN86RJ6081 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10008898.00  | 0.24%             | 2034-10-20      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2022-3 Ltd                     | CUSIP: 77341XAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14750000 | PA      | $14816375.00  | 0.35%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                              | Silver Rock CLO II Ltd                            | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20008048.00  | 0.47%             | 2035-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 31 Ltd                                        | CUSIP: 50201QAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7350000 | PA      | $7356938.40   | 0.17%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 9 Ltd                                     | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006642.80   | 0.05%             | 2038-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 14 Ltd                              | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |  11210000 | PA      | $11251657.48  | 0.27%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | Cifc Funding 2023-III Ltd                         | CUSIP: 12598YAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103370.73   | 0.03%             | 2037-01-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Shackleton CLO LTD                               | Shackleton 2014-V-R CLO Ltd                       | CUSIP: 81881JAC6<br>LEI: 549300OM5GJJFIKCOZ48 | Long             | ABS-CBDO         | CORP              | KY        |     31958 | PA      | $31959.13     | 0.00%             | 2031-05-07      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                               | Tikehau US CLO V Ltd                              | CUSIP: 88675YAA2<br>LEI: 254900B2V9LYKTKKHF52 | Long             | ABS-CBDO         | CORP              | BM        |   1750000 | PA      | $1760841.60   | 0.04%             | 2036-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 34 Ltd                                        | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10017497.00  | 0.24%             | 2034-10-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 49 Ltd                                    | CUSIP: 481939AR7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7504682.25   | 0.18%             | 2037-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2020-4 Ltd                | CUSIP: 05684KAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25025000.00  | 0.59%             | 2036-10-20      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                                | Park Blue Clo 2024-V Ltd                          | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |  25070000 | PA      | $25192695.09  | 0.59%             | 2037-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD                                 | MP CLO VIII Ltd                                   | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | KY        |   7135000 | PA      | $7143468.53   | 0.17%             | 2034-04-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXX LTD                      | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |  15400000 | PA      | $15450820.00  | 0.36%             | 2037-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                 | Empower CLO 2024-1 Ltd                            | CUSIP: 29244RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16250000 | PA      | $16319325.75  | 0.38%             | 2037-04-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | CARLYLE US CLO 2021-3S LTD                        | CUSIP: 14315DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16800000 | PA      | $16819209.12  | 0.40%             | 2034-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2018-I Ltd                           | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |  11890000 | PA      | $11935182.00  | 0.28%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                               | Tikehau US CLO I Ltd                              | CUSIP: 88675SAA5<br>LEI: 254900EJZB0M481N4R06 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506828.85   | 0.08%             | 2035-01-18      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                               | Tikehau US CLO VI Ltd                             | CUSIP: 88676PAA0<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | BM        |   3000000 | PA      | $3003600.00   | 0.07%             | 2037-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2019-1                    | CUSIP: 05683VBA1<br>LEI: 549300B0VI605XM3L529 | Long             | ABS-CBDO         | CORP              | KY        |  13770000 | PA      | $13777949.42  | 0.32%             | 2034-04-19      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2021-3 Ltd                          | CUSIP: 94951JAJ9<br>LEI: 254900E0WT1R93N8OQ24 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10022802.00  | 0.24%             | 2035-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2019-3 Ltd                               | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9238300 | PA      | $9248817.78   | 0.22%             | 2032-10-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                   | Crown City CLO III                                | CUSIP: 22824DAC3<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6009887.40   | 0.14%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                               | Tikehau US CLO III Ltd                            | CUSIP: 88676NAQ0<br>LEI: 549300W9XQOIYX4MC726 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1506490.35   | 0.04%             | 2036-01-20      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion Clo XVI Ltd                             | CUSIP: 07133MAQ9<br>LEI: 549300QOOT46OWR6Z544 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10041098.00  | 0.24%             | 2038-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                               | Kings Park CLO Ltd                                | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25050000.00  | 0.59%             | 2035-01-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO L                                      | CUSIP: 03771MAA0<br>LEI: 2549007IRDJIM26V8J63 | Long             | ABS-CBDO         | CORP              | KY        |  39527000 | PA      | $39685104.05  | 0.94%             | 2038-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                            | Barrow Hanley CLO III Ltd                         | CUSIP: 06875VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004333.10   | 0.02%             | 2037-04-20      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Strata CLO, Ltd                                  | Strata CLO II Ltd                                 | CUSIP: 86271PAL9<br>LEI: 5299000H3NG9PMZD9W94 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504788.00   | 0.08%             | 2033-10-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-V Ltd                           | CUSIP: 12554XAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1803895.20   | 0.04%             | 2035-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVIII Ltd                        | CUSIP: 83615CAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5935730 | PA      | $5950569.11   | 0.14%             | 2032-01-25      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXIV Ltd                         | CUSIP: 09609NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  42175000 | PA      | $42236044.10  | 1.00%             | 2034-04-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 26 Ltd                      | CUSIP: 03331TAN0<br>LEI: 5493004K3H2URWHGJT03 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20108658.00  | 0.47%             | 2038-03-19      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XII-B Ltd                      | CUSIP: 66858CAN7<br>LEI: 549300R06FSYRU75ZW78 | Long             | ABS-CBDO         | CORP              | KY        |   9101746 | PA      | $9111960.51   | 0.21%             | 2031-06-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital 22 Ltd                         | CUSIP: 66858HBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505732.40   | 0.04%             | 2031-09-16      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XXIII Ltd                           | CUSIP: 07135LAL0<br>LEI: 54930050XKM90CCQIQ92 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6525622.35   | 0.15%             | 2037-10-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-V Ltd                           | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016048.00   | 0.12%             | 2038-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                | Jamestown CLO IX Ltd                              | CUSIP: 47048JBF9<br>LEI: 254900NFTK4YH0WYT485 | Long             | ABS-CBDO         | CORP              | KY        |  42000000 | PA      | $42069316.80  | 0.99%             | 2034-07-25      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | SOUND POINT CLO XXII LTD                          | CUSIP: 83611KAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6027152 | PA      | $6028041.60   | 0.14%             | 2032-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 32 Ltd                          | CUSIP: 19737TBA3<br>LEI: 549300NBGVSLUALOY827 | Long             | ABS-CBDO         | CORP              | KY        |   4880000 | PA      | $4890153.82   | 0.12%             | 2034-07-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                              | TCW CLO 2017-1 Ltd                                | CUSIP: 87240NBG0<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |   3810000 | PA      | $3814844.03   | 0.09%             | 2034-10-29      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 24 Ltd                                    | CUSIP: 00119AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  19600000 | PA      | $19718815.20  | 0.46%             | 2038-03-31      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                   | CQS US CLO 2023-3 Ltd                             | CUSIP: 223929AA8<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2511437.00   | 0.06%             | 2037-01-25      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 21 Ltd                               | CUSIP: 37150CAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009819.00   | 0.12%             | 2038-07-25      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                 | Empower CLO 2022-1 Ltd                            | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  31000000 | PA      | $31124000.00  | 0.73%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | Oak Hill Credit Partners X-R Ltd                  | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11350000 | PA      | $11336380.00  | 0.27%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR Clo 16 Ltd                                    | CUSIP: 48251BAW0<br>LEI: 254900VCKMCY079T6M57 | Long             | ABS-CBDO         | CORP              | KY        |  17525931 | PA      | $17557372.26  | 0.41%             | 2034-10-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                               | Elmwood CLO 20 Ltd                                | CUSIP: 29002AAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20086918.00  | 0.47%             | 2037-01-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 4 Ltd                                | CUSIP: 37148BAC4<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8031224.00   | 0.19%             | 2037-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO II Ltd                            | CUSIP: 83608GAN6<br>LEI: 549300Q00FJ0WHHYC788 | Long             | ABS-CBDO         | CORP              | KY        |    426094 | PA      | $426732.80    | 0.01%             | 2031-01-26      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                    | OFSI BSL XIV CLO Ltd                              | CUSIP: 67119GAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14900000 | PA      | $14967501.47  | 0.35%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 7 Ltd                       | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |  11095000 | PA      | $11143096.83  | 0.26%             | 2037-04-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                | Magnetite XVII Ltd                                | CUSIP: 55954EAY5<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1305598.45   | 0.03%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 39 Ltd                                        | CUSIP: 50204NAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13200000 | PA      | $13234264.56  | 0.31%             | 2034-10-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                             | Elmwood CLO VIII Ltd                              | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11049500.00  | 0.26%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak Clo 12 Ltd                             | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |  18700000 | PA      | $18729071.02  | 0.44%             | 2038-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| AGL CLO 5 Ltd                                    | AGL CLO 5 Ltd                                     | CUSIP: 00119TAR5<br>LEI: 549300N06ILVP775P131 | Long             | ABS-CBDO         | CORP              | KY        |  18250000 | PA      | $18290887.30  | 0.43%             | 2034-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                              | Elmwood CLO III Ltd                               | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  27800000 | PA      | $27905895.76  | 0.66%             | 2037-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2019-1 Ltd                     | CUSIP: 13887TAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020973.50   | 0.12%             | 2037-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 5 Ltd                             | CUSIP: 82666VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  11600000 | PA      | $11648169.00  | 0.27%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO VIII Ltd                         | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16800000 | PA      | $16821250.32  | 0.40%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture XIX CLO Ltd                               | CUSIP: 92330EAP2<br>LEI: 549300KIDQKDB48YU144 | Long             | ABS-CBDO         | CORP              | KY        |    247819 | PA      | $248263.23    | 0.01%             | 2032-01-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 47 Ltd                                    | CUSIP: 48190DAA8<br>LEI: 254900X4Y2IUWMENHX76 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3522750.00   | 0.08%             | 2038-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2021-3 Ltd                     | CUSIP: 77341NAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $18073366.20  | 0.43%             | 2038-01-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXV Ltd                     | CUSIP: 55819MAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10924853 | PA      | $10934320.61  | 0.26%             | 2032-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 22 Ltd                                    | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |  15000000 | PA      | $15046129.50  | 0.35%             | 2037-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LIX Ltd                      | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506792.45   | 0.04%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                         | Regatta XXV Funding Ltd                           | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017099.50   | 0.12%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                 | Whitebox Clo I Ltd                                | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |  20377773 | PA      | $20408288.72  | 0.48%             | 2036-07-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XVIII-R                                | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8450000 | PA      | $8483251.60   | 0.20%             | 2038-01-22      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 21 Ltd                                    | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25108272.50  | 0.59%             | 2037-10-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                | Mountain View CLO 2016-1 LLC                      | CUSIP: 62432FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9267012 | PA      | $9285473.86   | 0.22%             | 2033-04-14      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                              | LCM 40 Ltd                                        | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  46000000 | PA      | $46253000.00  | 1.09%             | 2038-01-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Aimco                                            | AIMCO CLO 18 Ltd                                  | CUSIP: 00889EBA2<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-CBDO         | CORP              | JE        |  15000000 | PA      | $15053358.00  | 0.35%             | 2037-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Jamestown CLO Ltd                                | Jamestown CLO XV Ltd                              | CUSIP: 47050EAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8008000.00   | 0.19%             | 2035-07-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion Clo XXI Ltd                             | CUSIP: 07134WAN3<br>LEI: 549300EOF4JL75TYXX49 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15026262.00  | 0.35%             | 2034-07-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                               | Tikehau US CLO II Ltd                             | CUSIP: 88676LAU5<br>LEI: 254900I3YTWHVZHM1B33 | Long             | ABS-CBDO         | CORP              | BM        |  25000000 | PA      | $25095205.00  | 0.59%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2024-3 Ltd                | CUSIP: 05685QAA1<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   6400000 | PA      | $6430588.16   | 0.15%             | 2037-07-16      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                          | TCW CLO 2023-1 Ltd                                | CUSIP: 872373AS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28140397.60  | 0.66%             | 2038-03-31      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | CARLYLE US CLO 2021-6 LTD                         | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40153972.00  | 0.95%             | 2038-01-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 36 Ltd                                    | CUSIP: 48255AAA6<br>LEI: 25490057CIZ1GI9ZCN22 | Long             | ABS-CBDO         | CORP              | KY        |  17530000 | PA      | $17530000.00  | 0.41%             | 2034-10-15      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                                 | Whitebox CLO III Ltd                              | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |  10920000 | PA      | $10944024.00  | 0.26%             | 2035-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 14 Ltd                            | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29108839.90  | 0.69%             | 2038-01-22      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                  | Oaktree CLO 2023-2 Ltd                            | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | KY        |  21500000 | PA      | $21565142.85  | 0.51%             | 2038-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                 | Ocean Trails CLO XII Ltd                          | CUSIP: 67515DAS7<br>LEI: 549300RF4JV7XJ3EV147 | Long             | ABS-CBDO         | CORP              | JE        |   8170000 | PA      | $8191710.14   | 0.19%             | 2035-07-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | OHA Credit Funding 5 Ltd                          | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21600000 | PA      | $21676222.08  | 0.51%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LXVII Ltd                    | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9036049.50   | 0.21%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Capital Four US CLO                              | Capital Four US CLO I Ltd                         | CUSIP: 14016TAA7<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | KY        |   2753000 | PA      | $2757998.35   | 0.07%             | 2035-01-18      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Aimco                                            | AIMCO CLO 16 Ltd                                  | CUSIP: 00901FAJ5<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | KY        |   5185000 | PA      | $5205782.52   | 0.12%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2015-4 Ltd   | CUSIP: 14311NAU8<br>LEI: 549300Q4PPEXLDSOKL32 | Long             | ABS-CBDO         | CORP              | KY        |   5528914 | PA      | $5533984.23   | 0.13%             | 2032-07-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 19 Ltd                                    | CUSIP: 750104AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30153519.00  | 0.71%             | 2038-03-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle US CLO 2022-3 Ltd                         | CUSIP: 143111AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3512250.00   | 0.08%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2021-4 Ltd                | CUSIP: 05685AAQ1<br>LEI: 254900YJBP8866ZPO033 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6013197.60   | 0.14%             | 2034-10-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 7 Ltd                             | CUSIP: 82671EAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019926.00   | 0.12%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                      | Rad CLO 14 Ltd                                    | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503229.65   | 0.04%             | 2035-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 24 Ltd         | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |  11125000 | PA      | $11173039.98  | 0.26%             | 2038-10-19      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| MOUNTAIN VIEW CLO                                | Mountain View CLO XVI Ltd                         | CUSIP: 62432UAN1<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | KY        |  14945000 | PA      | $14958372.79  | 0.35%             | 2034-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXIX Ltd                          | CUSIP: 83614VAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15013642.50  | 0.35%             | 2034-04-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                   | Benefit Street Partners Clo XXXVII Ltd            | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  23500000 | PA      | $23582250.00  | 0.56%             | 2038-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 7 Ltd                                | CUSIP: 37149LAL1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   2685000 | PA      | $2696455.82   | 0.06%             | 2037-04-22      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                   | Galaxy XXV CLO Ltd                                | CUSIP: 36319XBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40400000 | PA      | $40400000.00  | 0.95%             | 2036-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2022-1 Ltd                | CUSIP: 05684UAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7514691.75   | 0.18%             | 2035-04-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| AGL CLO 19 Ltd                                   | AGL CLO 19 Ltd                                    | CUSIP: 001210AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25065657.50  | 0.59%             | 2038-07-21      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2022-1 Ltd                          | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20082030.00  | 0.47%             | 2037-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO XV Ltd                           | CUSIP: 83012BAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5790000 | PA      | $5813412.44   | 0.14%             | 2037-10-24      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran Cavu 2019-1 Ltd                          | CUSIP: 89624CDG4<br>LEI: 549300IGMQ24BLOIU872 | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19043764.60  | 0.45%             | 2037-01-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Z Capital Credit Partners BSL                    | Z Capital Credit Partners BSL CLO 2024-1 Ltd      | CUSIP: 98877JAA0<br>LEI: 254900DSGRS62ZX4HI79 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3270090.53   | 0.08%             | 2036-04-16      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XXIII Ltd                            | CUSIP: 89642TAA1<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |  15975000 | PA      | $16012347.95  | 0.38%             | 2036-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                | Elevation CLO 2020-11 Ltd                         | CUSIP: 28621YAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4022296.80   | 0.09%             | 2037-10-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 29 Ltd                          | CUSIP: 197363BJ2<br>LEI: 549300CTF5B701OF6K35 | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30051087.00  | 0.71%             | 2034-10-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion Clo 17 Ltd                              | CUSIP: 07133PAL3<br>LEI: 549300QQUW46V6EB1N30 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001365.40   | 0.05%             | 2034-03-09      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advi                   | Park Avenue Institutional Advisers CLO Ltd 2017-1 | CUSIP: 70017KAL3<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $721771.92    | 0.02%             | 2034-02-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                             | Elmwood CLO XII Ltd                               | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10325000 | PA      | $10366320.65  | 0.24%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | CARLYLE US CLO 2017-3 Ltd                         | CUSIP: 14314FAY4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  50790000 | PA      | $50993160.00  | 1.20%             | 2037-10-21      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                   | Barings CLO Ltd 2025-III                          | CUSIP: 06764PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40180000.00  | 0.95%             | 2038-03-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Greywolf CLO Ltd                                 | GREYWOLF CLO VI Ltd                               | CUSIP: 39809GAA3<br>LEI: 5493006V5AX99BBCEZ73 | Long             | ABS-CBDO         | CORP              | KY        |    126686 | PA      | $126721.38    | 0.00%             | 2031-04-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 15 Ltd                               | CUSIP: 37147XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3015539.70   | 0.07%             | 2037-07-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Wind River CLO Ltd                               | Wind River 2024-1 CLO Ltd                         | CUSIP: 97317AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012815.70   | 0.07%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                           | Greenacre Park CLO LLC                            | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14300000 | PA      | $14349692.50  | 0.34%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                   | Golub Capital Partners CLO 66B Ltd                | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1210000 | PA      | $1215547.49   | 0.03%             | 2038-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 10 Ltd                            | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15008851.50  | 0.35%             | 2038-01-24      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                  | Oaktree CLO 2022-1 Ltd                            | CUSIP: 67402LAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  19000000 | PA      | $19088832.60  | 0.45%             | 2038-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2021-4 Ltd                          | CUSIP: 89288CAA7<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007482.30   | 0.07%             | 2034-04-25      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US Clo 2020-1 Ltd                             | CUSIP: 449251AU1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |  27000000 | PA      | $27000000.00  | 0.64%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2022-2 Ltd                          | CUSIP: 94949FAL7<br>LEI: 2549008BRKHJZB917M86 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10037033.00  | 0.24%             | 2037-10-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                          | Highbridge Loan Management 5-2015 Ltd             | CUSIP: 44331DAQ2<br>LEI: 54930067MZ9NV8B3SZ80 | Long             | ABS-CBDO         | CORP              | KY        |   1354392 | PA      | $1354645.60   | 0.03%             | 2030-10-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Lt                   | Benefit Street Partners CLO XVI Ltd               | CUSIP: 08181VAY1<br>LEI: 2549001UGYKGM9DWMY60 | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6522616.10   | 0.15%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                                | Elevation CLO 2016-5 Ltd                          | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003574.60   | 0.02%             | 2038-01-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                      | Texas Debt Capital CLO 2023-II Ltd                | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30124479.00  | 0.71%             | 2037-10-21      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital Clo 24 Ltd                      | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |  25000000 | PA      | $25104890.00  | 0.59%             | 2037-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO, Ltd                              | Danby Park CLO Ltd                                | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  22210000 | PA      | $22299786.15  | 0.53%             | 2037-10-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                   | Apidos CLO XII                                    | CUSIP: 03764DAM3<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |    336943 | PA      | $337067.31    | 0.01%             | 2031-04-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                    | OFSI BSL XII Ltd                                  | CUSIP: 67629HAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35000000 | PA      | $35111958.00  | 0.83%             | 2038-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                    | Ballyrock CLO 2020-2 Ltd                          | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   3897528 | PA      | $3903601.05   | 0.09%             | 2031-10-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion Clo XIV Ltd                             | CUSIP: 07090AAQ6<br>LEI: 549300SBOOCXWC0VGZ76 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503818.75   | 0.06%             | 2035-01-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                        | Anchorage Capital CLO 30 Ltd                      | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10041267.00  | 0.24%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                          | Warwick Capital CLO 2 Ltd                         | CUSIP: 936557AA5<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1509292.65   | 0.04%             | 2037-01-15      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US CLO 2024-R1 Ltd                            | CUSIP: 44934XAA4<br>LEI: 21380029WPUQLKIPJJ57 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7530497.25   | 0.18%             | 2038-01-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 7 Ltd                                | CUSIP: 37149LAN7<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505837.40   | 0.04%             | 2037-04-22      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                 | Ocean Trails CLO XV Ltd                           | CUSIP: 67515BAA0<br>LEI: 5493000CJCL8E235WY49 | Long             | ABS-CBDO         | CORP              | JE        |   3147000 | PA      | $3155794.29   | 0.07%             | 2037-01-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO 18 Ltd                              | CUSIP: 07134QAY2<br>LEI: 549300WYAEH0STKIKE49 | Long             | ABS-CBDO         | CORP              | KY        |  18750000 | PA      | $18781580.63  | 0.44%             | 2036-10-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 34 Ltd                          | CUSIP: 19738MAC4<br>LEI: 254900PPDK716J78RD92 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10041513.00  | 0.24%             | 2038-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XI-B Ltd                       | CUSIP: 66860JAN8<br>LEI: 5493005SOJ8F7B634862 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3917281.68   | 0.09%             | 2037-07-19      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran CAVU 2025-2 Ltd                          | CUSIP: 89625FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15068257.50  | 0.36%             | 2038-03-18      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CQS US CLO Ltd                                   | CQS US CLO 2021-1 Ltd                             | CUSIP: 12659UAL6<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | KY        |  32000000 | PA      | $32072960.00  | 0.76%             | 2035-01-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Broad River BSL Funding CLO Lt                   | Broad River Bsl Funding Clo Ltd 2020-1            | CUSIP: 11124TAJ3<br>LEI: 5493000KEEYM16WOW109 | Long             | ABS-CBDO         | CORP              | KY        |  16865000 | PA      | $16892560.78  | 0.40%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2021-1, Ltd.                             | TCW CLO 2021-1 Ltd                                | CUSIP: 87190KAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10035769.00  | 0.24%             | 2038-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Regatta XII Funding Ltd.                         | Regatta XII Funding Ltd                           | CUSIP: 75888HAW1<br>LEI: 2549001ZYXDVCT6R4I31 | Long             | ABS-CBDO         | CORP              | KY        |  21000000 | PA      | $21089594.40  | 0.50%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                  | Oaktree CLO 2024-25 Ltd                           | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   1810000 | PA      | $1817516.93   | 0.04%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle Global Market Strategies CLO 2014-1 Ltd   | CUSIP: 14310MAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    210661 | PA      | $210806.71    | 0.00%             | 2031-04-17      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                             | Diameter Capital CLO 7 Ltd                        | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024144.50   | 0.12%             | 2037-07-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Atlas Static Senior Loan Fund                    | Atlas Static Senior Loan Fund I Ltd               | CUSIP: 04942PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    266383 | PA      | $266370.11    | 0.01%             | 2030-07-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 4 Ltd                             | CUSIP: 82667EAC5<br>LEI: 635400L44OLNOBHFTO08 | Long             | ABS-CBDO         | CORP              | KY        |  33950000 | PA      | $33994036.55  | 0.80%             | 2034-10-26      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2013-2 Ltd                               | CUSIP: 92916WAA7<br>LEI: 5493007ASGBOUR3XJY69 | Long             | ABS-CBDO         | CORP              | KY        |   1025058 | PA      | $1026371.45   | 0.02%             | 2031-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2021-1 Ltd                     | CUSIP: 77341KAA9<br>LEI: 5493000QG193Z8ZVLY16 | Long             | ABS-CBDO         | CORP              | KY        |   2450000 | PA      | $2454165.00   | 0.06%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                                | Generate CLO 19 Ltd                               | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25051362.50  | 0.59%             | 2036-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Brookhaven Park CLO Ltd                          | Brookhaven Park CLO LTD                           | CUSIP: 113520AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    765000 | PA      | $768364.85    | 0.02%             | 2037-04-19      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                   | ICG US Clo 2021-1 Ltd                             | CUSIP: 449303AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2624000 | PA      | $2626546.07   | 0.06%             | 2034-04-17      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO XI C Ltd                               | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |  30030000 | PA      | $30132258.16  | 0.71%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XIV                        | CUSIP: 04942CAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    323332 | PA      | $323756.66    | 0.01%             | 2032-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO XIX Ltd                              | CUSIP: 87165YAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3329814 | PA      | $3335386.09   | 0.08%             | 2031-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2023-26 Ltd                               | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000300.00   | 0.02%             | 2037-04-17      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                      | Balboa Bay Loan Funding 2020-1 Ltd                | CUSIP: 05766BAU2<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | KY        |  43210000 | PA      | $43313704.00  | 1.02%             | 2035-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 30 Ltd                                    | CUSIP: 00120VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  20000000 | PA      | $20081474.00  | 0.47%             | 2037-04-21      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 37 Ltd                                    | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15033841.50  | 0.35%             | 2038-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO, Ltd.                             | REESE PARK CLO LTD                                | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26300000 | PA      | $26399216.75  | 0.62%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                            | Polen Capital CLO 2025-1 Ltd                      | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25154697.50  | 0.59%             | 2038-03-06      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                             | Gallatin CLO X 2023-1 Ltd                         | CUSIP: 36362MAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003978.30   | 0.02%             | 2035-10-14      | Floating      | 6.42%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | OHA Credit Partners XVI                           | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  26500000 | PA      | $26593431.05  | 0.63%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 8 Ltd                             | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25099685.00  | 0.59%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XLV Ltd                      | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9999397.00   | 0.24%             | 2034-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                        | Regatta XXII Funding Ltd                          | CUSIP: 758968AN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14300000 | PA      | $14321450.00  | 0.34%             | 2035-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LX Ltd                       | CUSIP: 557910AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  55650000 | PA      | $55861303.05  | 1.32%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                               | Elmwood CLO 24 Ltd                                | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  35600000 | PA      | $35735308.48  | 0.84%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                          | Regatta VI Funding Ltd                            | CUSIP: 75887NAW9<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |  15640000 | PA      | $15668341.24  | 0.37%             | 2034-04-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2022-3 Ltd                      | CUSIP: 69690AAS6<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | JE        |  17775000 | PA      | $17849964.29  | 0.42%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                               | Elmwood CLO I Ltd                                 | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8800000 | PA      | $8835199.12   | 0.21%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2020-2 Ltd                          | CUSIP: 94950AAN0<br>LEI: 254900T94H3OWOGPUI54 | Long             | ABS-CBDO         | CORP              | KY        |   3340000 | PA      | $3340291.25   | 0.08%             | 2034-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXVI Ltd                          | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4106866.27   | 0.10%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers CLO 33 Ltd         | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40020000.00  | 0.94%             | 2039-04-16      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                                | Harriman Park CLO LTD                             | CUSIP: 413717BC2<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |  29000000 | PA      | $29104054.90  | 0.69%             | 2038-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2018-2 Ltd                               | CUSIP: 92917JAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3346570 | PA      | $3351633.79   | 0.08%             | 2031-07-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XIX Ltd                      | CUSIP: 55819QBJ5<br>LEI: 254900END3IQSN7CTN87 | Long             | ABS-CBDO         | CORP              | KY        |  24090000 | PA      | $24164435.69  | 0.57%             | 2037-01-22      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                          | TCW CLO 2019-2 Ltd                                | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  16700000 | PA      | $16747352.85  | 0.39%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| TIAA CLO Ltd                                     | TIAA CLO IV Ltd                                   | CUSIP: 88631YAL1<br>LEI: 5493000Q4E256SBMCY29 | Long             | ABS-CBDO         | CORP              | KY        |   3076257 | PA      | $3079641.30   | 0.07%             | 2032-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                          | Allegany Park CLO Ltd                             | CUSIP: 017154AL9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |  28750000 | PA      | $28747125.00  | 0.68%             | 2035-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2021-6 Ltd                | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |  13175000 | PA      | $13197398.82  | 0.31%             | 2034-10-21      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                             | Signal Peak CLO 9 Ltd                             | CUSIP: 82670QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5267984.40   | 0.12%             | 2038-01-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| JEFFERSON MILL CLO LTD                           | Jefferson Mill CLO Ltd                            | CUSIP: 47421MBJ1<br>LEI: 549300RV1TCF15DHXS87 | Long             | ABS-CBDO         | CORP              | KY        |   3411687 | PA      | $3415107.64   | 0.08%             | 2031-10-20      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                          | HPS Loan Management 10-2016 Ltd                   | CUSIP: 40436TBN5<br>LEI: 2549009NI8GVCM3ROT27 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10014671.00  | 0.24%             | 2034-04-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                  | Oaktree CLO 2022-3 Ltd                            | CUSIP: 67401RAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $14045571.40  | 0.33%             | 2037-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                             | Gallatin CLO XI 2024-1 Ltd                        | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   7000000 | PA      | $7039004.00   | 0.17%             | 2037-10-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO X Ltd                                | CUSIP: 89640AAL0<br>LEI: 549300W90X4BIMRJ8H82 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4505465.70   | 0.11%             | 2035-01-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak Clo 2                                  | CUSIP: 72133JAY3<br>LEI: 2549000551VJRWC86112 | Long             | ABS-CBDO         | CORP              | KY        |   2400000 | PA      | $2406088.56   | 0.06%             | 2034-10-11      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                   | Golub Capital Partners CLO 76 B Ltd               | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6024266.40   | 0.14%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XVI Ltd                              | CUSIP: 89642DAA6<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002031.80   | 0.02%             | 2034-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Octagon 64 Ltd                                   | Octagon 64 Ltd                                    | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45000000 | PA      | $45098127.00  | 1.06%             | 2035-07-21      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO X Ltd                               | CUSIP: 07132JBC7<br>LEI: 549300RRK5G3IT4Y7N27 | Long             | ABS-CBDO         | CORP              | KY        |   4955000 | PA      | $4961882.99   | 0.12%             | 2035-01-25      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | CARLYLE US CLO 2021-5 LTD                         | CUSIP: 14317YAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25109800.00  | 0.59%             | 2038-03-31      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Gallatin Funding Ltd                             | Gallatin CLO X 2023-1 Ltd                         | CUSIP: 36362MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1002415.10   | 0.02%             | 2035-10-14      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategi                   | Carlyle US CLO 2020-2 Ltd                         | CUSIP: 14315GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  22060000 | PA      | $22109114.38  | 0.52%             | 2035-01-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                 | Ocean Trails Clo XVI Ltd                          | CUSIP: 674913AA6<br>LEI: 254900R3RT6TSDP3UQ20 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10042306.00  | 0.24%             | 2038-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| (PIPA070) PGIM Core Government Money Market Fund | (PIPA070) PGIM Core Government Money Market Fund  | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |  94088321 | NS      | $94088321.25  | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2017-V Ltd                           | CUSIP: 12551MAL3<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7028653.10   | 0.17%             | 2037-07-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran Cavu 2021-1 Ltd                          | CUSIP: 89624NAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6526460.85   | 0.15%             | 2037-07-23      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                   | Octagon 55 Ltd                                    | CUSIP: 67577AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6011598.00   | 0.14%             | 2034-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove CLO 10 Ltd                            | CUSIP: 09090JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5400000 | PA      | $5421603.24   | 0.13%             | 2038-01-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                             | Birch Grove Clo 11 Ltd                            | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5519786.25   | 0.13%             | 2038-01-22      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                  | OHA Credit Funding 3 LTD                          | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12570000 | PA      | $12617953.29  | 0.30%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| LCM 32 Ltd                                       | LCM 32 Ltd                                        | CUSIP: 50204AAA4<br>LEI: 549300PWEMQKJMMXR454 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2103513.30   | 0.05%             | 2034-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                             | BlueMountain CLO XXXII Ltd                        | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15001677.00  | 0.35%             | 2034-10-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd                      | Balboa Bay Loan Funding 2024-2 Ltd                | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11041454.60  | 0.26%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIV Ltd                    | CUSIP: 55819GAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  22500000 | PA      | $22589901.00  | 0.53%             | 2037-10-16      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXIII Ltd                   | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3541990 | PA      | $3546188.29   | 0.08%             | 2032-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO IX Ltd                           | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | KY        |  12500000 | PA      | $12541783.75  | 0.30%             | 2037-07-21      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO XII Ltd                                  | CUSIP: 87250FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505286.50   | 0.06%             | 2034-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                 | Symphony CLO 35 Ltd                               | CUSIP: 871980AQ1<br>LEI: 254900R36BJSADLUH162 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5011779.50   | 0.12%             | 2036-10-24      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XV Ltd                     | CUSIP: 04942MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1588769 | PA      | $1591312.43   | 0.04%             | 2032-10-23      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Tikehau US CLO Ltd                               | Tikehau US CLO IV Ltd                             | CUSIP: 88675CAA0<br>LEI: 254900RN10DV5689GE29 | Long             | ABS-CBDO         | CORP              | BM        |   1000000 | PA      | $1003981.80   | 0.02%             | 2034-07-15      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| OZLM Ltd                                         | OZLM VI Ltd                                       | CUSIP: 67108LBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    531916 | PA      | $532199.57    | 0.01%             | 2031-04-17      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 15 Ltd                              | AGL Core CLO 15 Ltd                               | CUSIP: 00121GAA6<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |    537000 | PA      | $538246.27    | 0.01%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                        | Marble Point CLO XXI Ltd                          | CUSIP: 56606KAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9450000 | PA      | $9461969.37   | 0.22%             | 2034-10-17      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 33 Ltd                          | CUSIP: 19737PAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008589.60   | 0.07%             | 2037-04-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2017-3 Ltd                     | CUSIP: 77341DAA5<br>LEI: 549300V5ZF7112UGSH89 | Long             | ABS-CBDO         | CORP              | KY        |    306288 | PA      | $306414.30    | 0.01%             | 2030-10-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                     | AGL CLO 20 Ltd                                    | CUSIP: 00119CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6800000 | PA      | $6828157.44   | 0.16%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2022-V Ltd                           | CUSIP: 12572GAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002834.40   | 0.02%             | 2037-01-16      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                        | Regatta XXIII Funding Ltd                         | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002376.00   | 0.02%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                                 | Ocean Trails Clo X                                | CUSIP: 67516CAW9<br>LEI: 635400RMMLHBGDGXBC03 | Long             | ABS-CBDO         | CORP              | KY        |   4190000 | PA      | $4200094.55   | 0.10%             | 2034-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2024-3 Ltd                      | CUSIP: 69688GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5519061.90   | 0.13%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVIII Ltd                  | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501010.35    | 0.01%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2018-2 Ltd                     | CUSIP: 77342KAA8<br>LEI: 5493001SZ764RMCNU069 | Long             | ABS-CBDO         | CORP              | KY        |    231652 | PA      | $231854.97    | 0.01%             | 2031-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Silver Rock CLO Ltd                              | Silver Rock CLO III                               | CUSIP: 82811AAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008770.60   | 0.05%             | 2036-01-20      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                   | Romark WM-R Ltd                                   | CUSIP: 77587AAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1186652 | PA      | $1186486.30   | 0.03%             | 2031-04-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding XXXVII Ltd                   | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9695000 | PA      | $9733780.00   | 0.23%             | 2037-04-15      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2023-1 Ltd                      | CUSIP: 69702TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7100000 | PA      | $7117027.93   | 0.17%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                          | Regatta 32 Funding Ltd                            | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  38000000 | PA      | $38125282.20  | 0.90%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2024-4 Ltd                               | CUSIP: 92920KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9031195.80   | 0.21%             | 2037-07-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2020-1 Ltd                     | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10009564.00  | 0.24%             | 2036-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                   | Crown City CLO IV                                 | CUSIP: 228233AL6<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506252.90   | 0.04%             | 2037-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                    | PPM CLO 5 Ltd                                     | CUSIP: 69356TAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3508750.00   | 0.08%             | 2034-10-18      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29                   | Octagon Investment Partners 29 Ltd                | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10052500.00  | 0.24%             | 2037-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XI Ltd                              | CUSIP: 07132LAL3<br>LEI: 549300O0R7FIDPTPCK50 | Long             | ABS-CBDO         | CORP              | KY        |   2750000 | PA      | $2751375.00   | 0.06%             | 2034-04-24      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                                | Wellfleet CLO 2020-1 Ltd                          | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |  16277292 | PA      | $16301211.66  | 0.38%             | 2033-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XXIV Ltd                   | CUSIP: 04943PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10040269.00  | 0.24%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-VII Ltd                         | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25000000.00  | 0.59%             | 2035-01-23      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                     | TICP CLO VII Ltd                                  | CUSIP: 87248TAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9020157 | PA      | $9037005.57   | 0.21%             | 2033-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                 | Marathon CLO 2020-15 Ltd                          | CUSIP: 56579UBE5<br>LEI: 549300T57AS4PEWI4U14 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10047459.00  | 0.24%             | 2037-08-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| SILVER ROCK CLO LTD                              | Silver Rock CLO I Ltd                             | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6022283.40   | 0.14%             | 2037-10-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2016-1 Ltd                     | CUSIP: 13887PAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1795310 | PA      | $1795188.69   | 0.04%             | 2031-07-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2024-2 LTD                      | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2175000 | PA      | $2183731.97   | 0.05%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 42 Ltd                               | Elmwood CLO 42 Ltd                                | CUSIP: 29005DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20080984.00  | 0.47%             | 2038-03-31      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2020-IV Ltd                          | CUSIP: 12562RAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  34750000 | PA      | $34865682.75  | 0.82%             | 2040-01-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                                 | Sculptor CLO XXXV Ltd                             | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15012750.00  | 0.35%             | 2038-04-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2020-III Ltd                         | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  32100000 | PA      | $32159099.31  | 0.76%             | 2034-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                           | Harmony-Peace Park CLO Ltd                        | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10035313.00  | 0.24%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 18 Ltd                                    | CUSIP: 48251JAL7<br>LEI: 54930088PYF0FHKY5C94 | Long             | ABS-CBDO         | CORP              | KY        |    594513 | PA      | $594513.27    | 0.01%             | 2030-07-18      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Barrow Hanley CLO LTD                            | Barrow Hanley CLO II Ltd                          | CUSIP: 06875RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003962.80   | 0.02%             | 2035-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2018-II Ltd                          | CUSIP: 17180WAJ4<br>LEI: 635400A7PBKNR7KBOY58 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020732.50   | 0.12%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO VI Ltd                               | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25031750.00  | 0.59%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XXIII Ltd                  | CUSIP: 04942HAA3<br>LEI: 213800M7WM9TKCR3TF76 | Long             | ABS-CBDO         | CORP              | JE        |   5250000 | PA      | $5272123.50   | 0.12%             | 2037-07-20      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                         | Regatta XVI Funding Ltd                           | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   7057287 | PA      | $7065003.78   | 0.17%             | 2033-01-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                           | Northwoods Capital XIV-B Ltd                      | CUSIP: 66860CAL7<br>LEI: 549300QQDSTCZ860F679 | Long             | ABS-CBDO         | CORP              | KY        |  14280958 | PA      | $14302379.31  | 0.34%             | 2031-11-13      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2024-II Ltd                          | CUSIP: 17181UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004026.20   | 0.02%             | 2037-04-22      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 42 CLO Ltd                                | CUSIP: 923260AC7<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | KY        |  12300000 | PA      | $12323341.71  | 0.29%             | 2034-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                   | CarVal CLO VII-C Ltd                              | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | JE        |   9000000 | PA      | $9042750.00   | 0.21%             | 2037-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2019-1 Ltd                               | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8534848.30   | 0.20%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                     | Voya CLO 2024-1 Ltd                               | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2512645.75   | 0.06%             | 2037-04-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran CAVU 2022-1 Ltd                          | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017575.00   | 0.12%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2022-2 Ltd                     | CUSIP: 77340LAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005154.60   | 0.05%             | 2035-10-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                 | Trinitas CLO XI Ltd                               | CUSIP: 89641HBC3<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | KY        |   5600000 | PA      | $5604872.00   | 0.13%             | 2034-07-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                           | RR 17 Ltd                                         | CUSIP: 74980QAL5<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | KY        |  20450000 | PA      | $20450000.00  | 0.48%             | 2034-07-15      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                         | Madison Park Funding LVII Ltd                     | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5480000 | PA      | $5487344.30   | 0.13%             | 2034-07-27      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2019-VI Ltd                          | CUSIP: 12555XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3264636.05   | 0.08%             | 2037-07-16      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                   | Romark CLO II Ltd                                 | CUSIP: 77587EAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1445189 | PA      | $1445879.40   | 0.03%             | 2031-07-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR CLO 54 LTD                                    | CUSIP: 48256VAA9<br>LEI: 254900EAKW6RIW3QK367 | Long             | ABS-CBDO         | CORP              | KY        |  17750000 | PA      | $17814176.90  | 0.42%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Romark CLO Ltd                                   | Romark CLO IV Ltd                                 | CUSIP: 77588LAA9<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | KY        |  12000000 | PA      | $12019311.60  | 0.28%             | 2034-07-10      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                   | Golub Capital Partners CLO 62B Ltd                | CUSIP: 38180HAA2<br>LEI: 2549009X711NFO0AZT83 | Long             | ABS-CBDO         | CORP              | JE        |  34981000 | PA      | $35119738.14  | 0.83%             | 2037-10-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                            | Sixth Street CLO XVII Ltd                         | CUSIP: 83012FAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001205.00   | 0.02%             | 2038-04-17      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                      | OCP CLO 2020-8R Ltd                               | CUSIP: 670898AQ8<br>LEI: 254900K70GBA8CMARX66 | Long             | ABS-CBDO         | CORP              | KY        |  39469313 | PA      | $39550907.91  | 0.93%             | 2036-10-17      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Cent CLO LP                                      | Columbia Cent CLO 33 Ltd                          | CUSIP: 19737PAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  18510000 | PA      | $18585746.62  | 0.44%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Marathon CLO LTD                                 | Marathon CLO 2021-16 Ltd                          | CUSIP: 56580KAS4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | KY        |  22550000 | PA      | $22562988.80  | 0.53%             | 2034-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point Clo XXI Ltd                           | CUSIP: 83613HAL1<br>LEI: 5493001O6AOY43J70E72 | Long             | ABS-CBDO         | CORP              | KY        |   4022281 | PA      | $4027352.25   | 0.09%             | 2031-10-26      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Crown City CLO                                   | Crown City CLO II                                 | CUSIP: 22823KAQ7<br>LEI: 549300TQXORNUWLBOD84 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503118.20   | 0.04%             | 2035-04-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                   | Pikes Peak Clo 16 Ltd                             | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   2725000 | PA      | $2737818.95   | 0.06%             | 2037-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR Clo 17 Ltd                                    | CUSIP: 48251FAG6<br>LEI: 549300I0HBY0ZQ3YIB77 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201455.72   | 0.03%             | 2034-04-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Battalion CLO LTD                                | Battalion CLO XXIX Ltd                            | CUSIP: 07135TAA7<br>LEI: 254900BHK74DPDADPT35 | Long             | ABS-CBDO         | CORP              | KY        |  25700000 | PA      | $25790841.79  | 0.61%             | 2038-03-31      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                      | Regatta XXVIII Funding Ltd                        | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  40000000 | PA      | $40180000.00  | 0.95%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                         | Neuberger Berman Loan Advisers Clo 51 Ltd         | CUSIP: 64135BAL3<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | JE        |   5790000 | PA      | $5800132.50   | 0.14%             | 2036-10-23      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Hayfin US XV, Ltd.                               | Hayfin US XV Ltd                                  | CUSIP: 420916AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2260343.03   | 0.05%             | 2037-04-28      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Atlas Senior Loan Fund LTD                       | Atlas Senior Loan Fund XV Ltd                     | CUSIP: 04942MAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002070.80   | 0.05%             | 2032-10-23      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                           | Canyon Capital CLO 2022-1 Ltd                     | CUSIP: 13877JAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5010906.50   | 0.12%             | 2035-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Regatta VII Funding Ltd                          | Regatta VII Funding Ltd                           | CUSIP: 75888ABE5<br>LEI: 549300DA6HSLI0UPTQ25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003463.00   | 0.05%             | 2034-06-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2021-IV Ltd                          | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  45000000 | PA      | $45161041.50  | 1.06%             | 2037-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Venture CDO Ltd                                  | Venture 37 CLO Ltd                                | CUSIP: 92333BBA7<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |   2045551 | PA      | $2048850.10   | 0.05%             | 2032-07-15      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2017-2 Ltd                     | CUSIP: 77340GAJ0<br>LEI: 549300G18KVCW7VUKI86 | Long             | ABS-CBDO         | CORP              | KY        |     24898 | PA      | $24907.74     | 0.00%             | 2029-10-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| OFSI Fund LTD                                    | OFSI BSL XV CLO Ltd                               | CUSIP: 67121QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25030217.50  | 0.59%             | 2038-03-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                            | Palmer Square CLO 2025-2 Ltd                      | CUSIP: 69704BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507729.65   | 0.04%             | 2038-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                              | Sound Point CLO XXIII                             | CUSIP: 83614BAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2253420.00   | 0.05%             | 2034-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                        | Menlo CLO I Ltd                                   | CUSIP: 586915AA8<br>LEI: 2549005RHPY3C68SIP61 | Long             | ABS-CBDO         | CORP              | KY        |  35000000 | PA      | $35146447.00  | 0.83%             | 2038-01-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                          | HPS Loan Management 2025-26 Ltd                   | CUSIP: 44333QAA6<br>LEI: 52990035KBWSOMZIZ589 | Long             | ABS-CBDO         | CORP              | KY        |  25000000 | PA      | $25086350.00  | 0.59%             | 2038-07-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                     | ARES XLIV CLO Ltd                                 | CUSIP: 04016NBH5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  33000000 | PA      | $33053502.90  | 0.78%             | 2034-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 49                   | Octagon Investment Partners 49 Ltd                | CUSIP: 67578FAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2505000 | PA      | $2514856.42   | 0.06%             | 2037-04-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO                                     | AGL Core CLO 2 Ltd                                | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $15071230.50  | 0.36%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                 | CIFC Funding 2025-III Ltd                         | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  27150000 | PA      | $27245440.40  | 0.64%             | 2038-07-21      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                           | Rockford Tower CLO 2025-2 Ltd                     | CUSIP: 77342RAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  30000000 | PA      | $30106110.00  | 0.71%             | 2038-03-31      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limit                   | Bain Capital Credit CLO 2022-4 Ltd                | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10038829.00  | 0.24%             | 2037-10-16      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| CBAM CLO Management                              | CBAM 2020-12 Ltd                                  | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3506500.55   | 0.08%             | 2034-07-20      | Floating      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                       | Regatta XXVII Funding Ltd                         | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |  26000000 | PA      | $26108024.80  | 0.62%             | 2037-04-26      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                                | Trimaran CAVU 2024-1 Ltd                          | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14700000 | PA      | $14754384.12  | 0.35%             | 2038-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                                 | Empower CLO 2025-1 Ltd                            | CUSIP: 29249DAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  55200000 | PA      | $55390152.96  | 1.31%             | 2038-07-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                                   | PPM CLO 2 Ltd                                     | CUSIP: 69377PAU8<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004323.50   | 0.02%             | 2037-04-16      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                            | KKR Clo 33 Ltd                                    | CUSIP: 48254QAB0<br>LEI: 2549006GI7K365G4ZT50 | Long             | ABS-CBDO         | CORP              | KY        |  12800000 | PA      | $12823361.28  | 0.30%             | 2034-07-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-29

**Name of Applicant:** PGIM ETF Trust

**Signature:** Christian J. Kelly

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

**Title:** Chief Financial Officer