# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-006024
**Filing Date:** 2026-3
**Character Count:** 254646
**Document Hash:** 5ad91bcc888ebfab2cfaf15e156f8bfe
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006024.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0002071691-26-006024

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 26781984

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $26250681318.14

**Total Liabilities:** $110230467.41

**Net Assets:** $26140450850.73

**Delayed Delivery Securities:** $12000000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -27073.86531634 | **1-Year:** -1043067.46789605 | **5-Year:** -8107016.41360729 | **10-Year:** -1770817.56413035 | **30-Year:** -4815.82066805

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

- **3-Month:** -256.97879076 | **1-Year:** -28604.80623203 | **5-Year:** -56136.28773263 | **10-Year:** -816.70973247 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222294 | 0.42%                | 0.42%                | 0.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-583944.62              | $9400522.60                                |
| Month 2  | $-4696696.96             | $3852952.64                                |
| Month 3  | $-492761.88              | $34991121.42                               |

**Designated Index Information**

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

- **Index Identifier:** IXJAAA10BM

### Schedule of Portfolio Investments

| Name                                                              | Title                                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sandstone Peak III Ltd.                                           | Sandstone Peak III Ltd., Series 2024-1A, Class A2                                           | CUSIP: 799928AE6<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8020291.20   | 0.03%             | 2037-04-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2021-1A, Class AR                                      | CUSIP: 05765XAL5<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | US        | 202000000 | PA      | $202101060.60 | 0.77%             | 2034-07-20      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2023-1A, Class A2R                                                | CUSIP: 12575RAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10052171.00  | 0.04%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVII Ltd.                                              | Magnetite XXVII Ltd., Series 2020-27A, Class ARR                                            | CUSIP: 55955EAW8<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | US        |  55750000 | PA      | $55945816.30  | 0.21%             | 2038-10-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                                             | Battery Park CLO Ltd., Series 2019-1A, Class AR                                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | US        |  34140000 | PA      | $34175515.84  | 0.13%             | 2036-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-3A, Class A1R                                                | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |  88359276 | PA      | $88553666.41  | 0.34%             | 2038-03-31      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd.                                                                           | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |  13872000 | PA      | $13940846.74  | 0.05%             | 2038-10-18      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| RR 19 Ltd.                                                        | RR 19 Ltd., Series 2021-19A, Class A1R                                                      | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | US        |  24600000 | PA      | $24670695.48  | 0.09%             | 2040-04-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 28 Ltd.                               | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class A2RR                             | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $10276141.60  | 0.04%             | 2037-04-24      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.                        | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R2                     | CUSIP: 64132YBE1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | US        |  72875000 | PA      | $73239375.00  | 0.28%             | 2039-07-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 46 Ltd.                                                   | KKR CLO 46 Ltd., Series 2023-46A, Class AR                                                  | CUSIP: 48255VAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16059580.80  | 0.06%             | 2037-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 15 Ltd.                                                  | Zais CLO 15 Ltd., Series 2020-15A, Class A1RR                                               | CUSIP: 98888DBC5<br>LEI: 549300BTYXZYFTGVBO58 | Long             | ABS-CBDO         | CORP              | US        |  38600000 | PA      | $38744765.44  | 0.15%             | 2037-07-28      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53675000 | PA      | $53937202.38  | 0.21%             | 2038-01-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                                          | HPS Loan Management Ltd., Series 2019-15A, Class A1R2                                       | CUSIP: 40439DBA5<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | US        |  80000000 | PA      | $80318016.00  | 0.31%             | 2038-10-22      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                    | Orion CLO Ltd., Series 2024-3A, Class A                                                     | CUSIP: 68626BAA4<br>LEI: 213800ZBDSVKWOW3O877 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10026622.00  | 0.04%             | 2037-07-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                                         | Sixth Street CLO XVI Ltd., Series 2020-16A, Class A2R2                                      | CUSIP: 83012DBS1<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12048000.00  | 0.05%             | 2039-01-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XV Ltd.                                                 | Hayfin US XV Ltd., Series 2024-15A, Class A2                                                | CUSIP: 420916AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8020832.00   | 0.03%             | 2037-04-28      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIX Ltd.                                    | Madison Park Funding LXIX Ltd., Series 2024-69A, Class A2                                   | CUSIP: 55822VAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10027012.00  | 0.04%             | 2037-07-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2023-3A, Class A1R                                              | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15052500.00  | 0.06%             | 2038-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                                           | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                                          | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | US        |  70670000 | PA      | $70955817.75  | 0.27%             | 2038-01-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 11 Ltd.                                           | Birch Grove CLO 11 Ltd., Series 2024-11A, Class A1                                          | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | US        | 141000000 | PA      | $141564564.00 | 0.54%             | 2038-01-22      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Orion CLO Ltd.                                                    | Orion CLO Ltd., Series 2023-1A, Class A1R                                                   | CUSIP: 68626CAJ3<br>LEI: 2138006D8Y42BDBTP628 | Long             | ABS-CBDO         | CORP              | US        | 102950000 | PA      | $103319724.34 | 0.40%             | 2038-10-25      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2022-1A, Class A1R                                                    | CUSIP: 92918UAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10018491.00  | 0.04%             | 2035-04-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                                      | Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR3                                     | CUSIP: 03328WBE7<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10037504.00  | 0.04%             | 2037-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2024-2A, Class A1                                                      | CUSIP: 87252GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11036514.50  | 0.04%             | 2037-07-17      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                                           | Regatta XI Funding Ltd., Series 2018-1A, Class AR                                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | US        |  63060000 | PA      | $63314920.05  | 0.24%             | 2037-07-17      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2021-4A, Class AR                                                 | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22161000 | PA      | $22243698.20  | 0.09%             | 2037-07-23      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                     | Wise CLO Ltd., Series 2025-4A, Class A                                                      | CUSIP: 97720CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13058500.00  | 0.05%             | 2038-09-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2024-32A, Class A1                                                     | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16875000 | PA      | $16910123.63  | 0.06%             | 2037-04-23      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 12 Ltd.                                           | Birch Grove CLO 12 Ltd., Series 2025-12A, Class A1                                          | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32500000 | PA      | $32561285.25  | 0.12%             | 2038-04-22      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 2 Ltd.                                           | Silver Point CLO 2 Ltd., Series 2023-2A, Class A1R                                          | CUSIP: 82808EAQ4<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | US        | 121000000 | PA      | $121619278.00 | 0.47%             | 2038-04-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 58 Ltd.                                                   | KKR CLO 58 Ltd., Series 2025-58A, Class A1                                                  | CUSIP: 48257HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 107830000 | PA      | $108387157.61 | 0.41%             | 2038-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                                       | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1R                                      | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | US        |  86285000 | PA      | $86603012.00  | 0.33%             | 2037-10-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd. | Neuberger Berman Loan Advisers LaSalle Street Lending CLO II Ltd., Series 2024-2A, Class A2 | CUSIP: 64135NAC7<br>LEI: 254900IOVQ7KBVZKPZ16 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10024808.00  | 0.04%             | 2038-04-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                                                 | AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R2                                               | CUSIP: 00038KBA8<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        | 229000000 | PA      | $229892733.60 | 0.88%             | 2038-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 61 Ltd.                        | Neuberger Berman Loan Advisers CLO 61 Ltd., Series 2025-61A, Class A2                       | CUSIP: 640989AC3<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11051571.30  | 0.04%             | 2039-07-17      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Polen Capital CLO Ltd.                                            | Polen Capital CLO Ltd., Series 2025-2A, Class A1                                            | CUSIP: 73110AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20076546.00  | 0.08%             | 2039-01-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 8 Ltd.                                            | Crown Point CLO 8 Ltd., Series 2019-8A, Class AR                                            | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10015747.00  | 0.04%             | 2034-10-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Polen Capital CLO Ltd.                                            | Polen Capital CLO Ltd., Series 2025-2A, Class A2                                            | CUSIP: 73110AAB7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12070908.00  | 0.05%             | 2039-01-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                                   | KKR CLO 54 Ltd., Series 2024-54A, Class A                                                   | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  93000000 | PA      | $93375394.50  | 0.36%             | 2038-01-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                                                 | ICG US CLO I Ltd., Series 2023-1A, Class AR                                                 | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32173440.00  | 0.12%             | 2038-07-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd.                                         | Regatta XVII Funding Ltd., Series 2020-1A, Class AR                                         | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22350000 | PA      | $22460037.99  | 0.09%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                                        | CBAMR Ltd., Series 2021-14A, Class A1R                                                      | CUSIP: 12516KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 101450000 | PA      | $101886336.45 | 0.39%             | 2038-10-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                                               | Wehle Park CLO Ltd., Series 2022-1A, Class A1R                                              | CUSIP: 94860LAL9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20079164.00  | 0.08%             | 2038-10-21      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2019-3A, Class A2R2                                                | CUSIP: 67400EBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20200000 | PA      | $20266136.82  | 0.08%             | 2038-01-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 14 Ltd.                                          | Silver Point CLO 14 Ltd., Series 2025-14A, Class A2                                         | CUSIP: 82810EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12057025.20  | 0.05%             | 2039-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Kings Park CLO Ltd.                                               | Kings Park CLO Ltd., Series 2021-1A, Class A1R                                              | CUSIP: 496094AQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125425087.50 | 0.48%             | 2039-01-21      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| RR 41 Ltd.                                                        | RR 41 Ltd., Series 2025-41A, Class A1A                                                      | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32142624.00  | 0.12%             | 2040-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ares LXX CLO Ltd.                                                 | Ares LXX CLO Ltd., Series 2023-70A, Class A1R                                               | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125576750.00 | 0.48%             | 2039-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Cayuga Park CLO Ltd.                                              | Cayuga Park CLO Ltd., Series 2020-1A, Class AR2                                             | CUSIP: 149791BG9<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | US        |  37500000 | PA      | $37628985.00  | 0.14%             | 2038-10-17      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 47 Ltd.                                              | Symphony CLO 47 Ltd., Series 2025-47A, Class A1                                             | CUSIP: 87170XAA6<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | US        | 116700000 | PA      | $116940752.10 | 0.45%             | 2038-04-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 2 Ltd.                                               | AGL Core CLO 2 Ltd., Series 2019-2A, Class A1R                                              | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | US        | 110000000 | PA      | $110427614.00 | 0.42%             | 2037-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2021-5A, Class A1R                                                | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75950000 | PA      | $76216052.85  | 0.29%             | 2038-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVII CLO Ltd.                                               | Ares LXVII CLO Ltd., Series 2022-67A, Class A1R                                             | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  59500000 | PA      | $59678381.00  | 0.23%             | 2038-01-25      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVIII Ltd.                                  | Madison Park Funding XLVIII Ltd., Series 2021-48A, Class AR                                 | CUSIP: 55821UAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48094000 | PA      | $48309220.65  | 0.18%             | 2039-01-19      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| KKR Financial CLO Ltd.                                            | KKR Financial CLO Ltd., Series 2013-1A, Class A2R3                                          | CUSIP: 48249VBJ9<br>LEI: 549300ZUUB37M3VWNC17 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6028602.60   | 0.02%             | 2038-10-15      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Bryant Park Funding Ltd.                                          | Bryant Park Funding Ltd., Series 2025-26A, Class A                                          | CUSIP: 11765WAA9<br>LEI: 391200IOZVIDW3YK6P85 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23060161.10  | 0.09%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd.                                          | Barrow Hanley CLO I Ltd., Series 2023-1A, Class A1R                                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $70316092.00  | 0.27%             | 2038-01-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                            | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 148000000 | PA      | $148289858.00 | 0.57%             | 2037-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| 37 Capital CLO 3 Ltd.                                             | 37 Capital CLO 3 Ltd., Series 2023-1A, Class A1R                                            | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10044952.00  | 0.04%             | 2038-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVIII Ltd.                                            | Magnetite XXXVIII Ltd., Series 2024-38A, Class A1                                           | CUSIP: 55952EAA9<br>LEI: 529900R1XWW85WSHQ318 | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50089210.00  | 0.19%             | 2037-04-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd.                                    | Fortress Credit BSL XVIII Ltd., Series 2023-1A, Class A1R                                   | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 168000000 | PA      | $168457447.20 | 0.64%             | 2036-04-23      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 27 Ltd.                                              | AGL Core CLO 27 Ltd., Series 2023-27A, Class AR                                             | CUSIP: 00092DAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125375025.00 | 0.48%             | 2039-01-21      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 1 Ltd.                                                   | 1988 CLO 1 Ltd., Series 2022-1A, Class AR                                                   | CUSIP: 653937AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 135200000 | PA      | $135822312.08 | 0.52%             | 2039-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                                                | Park Blue CLO Ltd., Series 2023-3A, Class A1R                                               | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10042859.00  | 0.04%             | 2037-04-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                                   | KKR CLO 27 Ltd., Series 27A, Class A2R2                                                     | CUSIP: 48253YBN7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13505395.95  | 0.05%             | 2035-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd.                                                                           | CUSIP: 17182XAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  55075000 | PA      | $55349438.73  | 0.21%             | 2038-07-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                                         | Lake George Park CLO Ltd., Series 2025-1A, Class A                                          | CUSIP: 509827AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10019360.00  | 0.04%             | 2038-04-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                   | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A2R2                                | CUSIP: 55817ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $24061250.40  | 0.09%             | 2037-07-22      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Saratoga Investment Corp. Senior Loan Fund Ltd.                   | Saratoga Investment Corp. Senior Loan Fund Ltd., Series 2022-1A, Class A1R                  | CUSIP: 80349PAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50192625.00  | 0.19%             | 2037-10-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2025-8A, Class A2                                                 | CUSIP: 12576CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014594.00  | 0.04%             | 2039-01-24      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2017-14A, Class A1R                                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | US        | 132000000 | PA      | $132488241.60 | 0.51%             | 2037-07-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| LCM 40 Ltd.                                                       | LCM 40 Ltd., Series 40A, Class A1R                                                          | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  73150000 | PA      | $73451641.34  | 0.28%             | 2038-01-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                                                | Hayfin US XIV Ltd., Series 2021-14A, Class AJR                                              | CUSIP: 42088AAN4<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | US        |  13525000 | PA      | $13592581.72  | 0.05%             | 2038-03-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 2025R-1 Ltd.                                      | Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class A1                                     | CUSIP: 83617EAC4<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | US        |  48400000 | PA      | $48601460.16  | 0.19%             | 2038-02-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                                             | Meacham Park CLO Ltd., Series 2024-1A, Class A2                                             | CUSIP: 58286QAC9<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10025086.00  | 0.04%             | 2037-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| RR 40 Ltd.                                                        | RR 40 Ltd., Series 2025-40A, Class A1                                                       | CUSIP: 749762AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13800000 | PA      | $13877031.60  | 0.05%             | 2038-07-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                                           | Regatta 32 Funding Ltd., Series 2025-4A, Class A1                                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62350000 | PA      | $62701716.35  | 0.24%             | 2038-07-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                                           | New Mountain CLO 5 Ltd., Series CLO-5A, Class AR                                            | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | US        |  96930000 | PA      | $97249616.98  | 0.37%             | 2036-07-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XLV Ltd.                              | Benefit Street Partners CLO XLV Ltd., Series 2025-45A, Class A2                             | CUSIP: 08183JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16499336.70  | 0.06%             | 2039-01-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                                          | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | US        |  51250000 | PA      | $51491490.00  | 0.20%             | 2038-08-14      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| TPG CLO Ltd.                                                      | TPG CLO Ltd., Series 2025-2A, Class A2                                                      | CUSIP: 87268VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $11303777.25  | 0.04%             | 2039-01-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                               | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-20A, Class A2                              | CUSIP: 617936AC3<br>LEI: 254900GO0S1YGYH4HD83 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8016378.40   | 0.03%             | 2037-01-20      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                                            | Rockland Park CLO Ltd., Series 2021-1A, Class A1R                                           | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2010022.00   | 0.01%             | 2038-07-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 17 Ltd.                                             | Ballyrock CLO 17 Ltd., Series 2021-17A, Class A1AR                                          | CUSIP: 05876LAL7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | US        | 136000000 | PA      | $136437267.20 | 0.52%             | 2038-10-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.                               | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R                             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10038389.00  | 0.04%             | 2037-07-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd.                               | Benefit Street Partners CLO IV Ltd., Series 2014-IVA, Class AR5                             | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | US        |  42000000 | PA      | $42171024.00  | 0.16%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                                           | Regatta 35 Funding Ltd., Series 2025-5A, Class A1                                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18500000 | PA      | $18596459.00  | 0.07%             | 2038-10-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 27 Ltd.                         | GoldenTree Loan Management US CLO 27 Ltd., Series 2025-27A, Class AJ                        | CUSIP: 38140AAE8<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10015015.00  | 0.04%             | 2039-01-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                         | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                                      | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 105260000 | PA      | $105706976.06 | 0.40%             | 2038-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| WISE CLO Ltd.                                                     | WISE CLO Ltd., Series 2023-1A, Class AR                                                     | CUSIP: 97719BAL7<br>LEI: 254900AQX94N6CYYFI37 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20086118.00  | 0.08%             | 2038-10-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                                              | Brant Point CLO Ltd., Series 2023-1A, Class A1R                                             | CUSIP: 104922AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12600000 | PA      | $12668707.80  | 0.05%             | 2038-07-26      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2019-2A, Class A1R2                                                    | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29750000 | PA      | $29853018.30  | 0.11%             | 2038-01-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXVI                                                  | Apidos CLO XXXVI, Series 2021-36A, Class A1R                                                | CUSIP: 03769LAN8<br>LEI: 549300NWD6NYUKJT1J26 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7520922.75   | 0.03%             | 2039-01-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO I                                                  | Crown City CLO I, Series 2020-1A, Class A1RR                                                | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38201894.00  | 0.15%             | 2038-07-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 6 Ltd.                                                 | AB BSL CLO 6 Ltd., Series 2025-6A, Class A                                                  | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100250000 | PA      | $100569797.50 | 0.38%             | 2037-07-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 10 Ltd.                                          | Silver Point CLO 10 Ltd., Series 2025-10A, Class A2                                         | CUSIP: 827920AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20094112.00  | 0.08%             | 2038-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Navesink CLO 4 Ltd.                                               | Navesink CLO 4 Ltd., Series 2025-4A, Class A1                                               | CUSIP: 63943VAA7<br>LEI: 254900NULUM27L7QZU33 | Long             | ABS-CBDO         | CORP              | US        |  50250000 | PA      | $50334314.48  | 0.19%             | 2037-10-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 27 Ltd.                         | GoldenTree Loan Management US CLO 27 Ltd., Series 2025-27A, Class A                         | CUSIP: 38140AAC2<br>LEI: 254900H1TTX80VH1NW52 | Long             | ABS-CBDO         | CORP              | US        | 121000000 | PA      | $121364331.00 | 0.46%             | 2039-01-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding                                                      | CIFC Funding, Series 2021-2A, Class A1R                                                     | CUSIP: 12563YAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 135050000 | PA      | $135512262.65 | 0.52%             | 2039-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                                           | Crown Point CLO 11 Ltd., Series 2021-11A, Class A1R                                         | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20065498.00  | 0.08%             | 2038-02-28      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd.                                               | Magnetite XXVI Ltd., Series 2020-26A, Class AR2                                             | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        | 101815000 | PA      | $102032578.66 | 0.39%             | 2038-01-25      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                | OCP Aegis CLO Ltd., Series 2024-39A, Class A2                                               | CUSIP: 67120EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12003256.80  | 0.05%             | 2037-01-16      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                                   | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34945000 | PA      | $35054266.03  | 0.13%             | 2038-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2021-3A, Class A1R                                                    | CUSIP: 92919DAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60900000 | PA      | $61106481.45  | 0.23%             | 2038-04-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO 13 Ltd.                                           | Apex Credit CLO 13 Ltd., Series 2025-13A, Class A2                                          | CUSIP: 03754FAC2<br>LEI: 213800YWVGHPCY8VWA19 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14999344.50  | 0.06%             | 2039-01-22      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Venture 42 CLO Ltd.                                               | Venture 42 CLO Ltd., Series 2021-42A, Class A2                                              | CUSIP: 923260AE3<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5007659.00   | 0.02%             | 2034-04-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2023-1A, Class A1R                                                    | CUSIP: 92920FAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100300200.00 | 0.38%             | 2039-01-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carval CLO VIII-C Ltd.                                            | Carval CLO VIII-C Ltd., Series 2022-2A, Class A1R                                           | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | US        |  26500000 | PA      | $26606577.70  | 0.10%             | 2037-10-22      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd.                                               | Elmwood CLO 19 Ltd., Series 2022-6A, Class AR2                                              | CUSIP: 29004JAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  34240000 | PA      | $34374984.35  | 0.13%             | 2038-10-17      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Man US CLO Ltd.                                                   | Man US CLO Ltd., Series 2024-1A, Class A                                                    | CUSIP: 56167CAA2<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25081525.00  | 0.10%             | 2037-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 17 Ltd.                                                 | AIMCO CLO 17 Ltd., Series 2022-17A, Class A1R                                               | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14200000 | PA      | $14262764.00  | 0.05%             | 2037-07-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| RR 8 Ltd.                                                         | RR 8 Ltd., Series 2020-8A, Class A1A2                                                       | CUSIP: 74980FBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 120000000 | PA      | $120420000.00 | 0.46%             | 2039-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RR 18 Ltd.                                                        | RR 18 Ltd., Series 2021-18A, Class A1AR                                                     | CUSIP: 749752AL5<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10050370.00  | 0.04%             | 2040-07-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                                     | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                                   | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | US        | 207000000 | PA      | $207716696.10 | 0.79%             | 2038-02-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO I Ltd.                                             | Tikehau US CLO I Ltd., Series 2021-1A, Class A2                                             | CUSIP: 88675SAC1<br>LEI: 254900EJZB0M481N4R06 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8018206.40   | 0.03%             | 2035-01-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2020-3A, Class A1R2                                               | CUSIP: 12560EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 158700000 | PA      | $159268622.10 | 0.61%             | 2038-10-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Dryden 108 CLO Ltd.                                               | Dryden 108 CLO Ltd., Series 2022-108A, Class A1R                                            | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | US        |  64500000 | PA      | $64739959.35  | 0.25%             | 2037-07-18      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XXIII Ltd.                                       | Sixth Street CLO XXIII Ltd., Series 2023-23A, Class A1R                                     | CUSIP: 829929AJ7<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | US        | 126000000 | PA      | $126411717.60 | 0.48%             | 2038-10-17      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 6 Ltd.                                           | New Mountain CLO 6 Ltd., Series CLO-6A, Class A                                             | CUSIP: 647908AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62500000 | PA      | $62732768.75  | 0.24%             | 2037-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                                        | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                                       | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 160696724 | PA      | $161124787.93 | 0.62%             | 2038-04-15      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                                                | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | US        | 117550000 | PA      | $117880103.91 | 0.45%             | 2038-03-30      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                            | Sycamore Tree CLO Ltd., Series 2025-6A, Class A1                                            | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | US        |  13200000 | PA      | $13243796.28  | 0.05%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd.                        | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class BR                       | CUSIP: 64133VAL1<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |  17495000 | PA      | $17556059.30  | 0.07%             | 2035-10-16      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                               | Whitebox CLO I Ltd., Series 2019-1A, Class A2R3                                             | CUSIP: 96467FBL3<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10036783.00  | 0.04%             | 2037-01-24      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Capital Four US CLO III Ltd.                                      | Capital Four US CLO III Ltd., Series 2022-2A, Class A1R                                     | CUSIP: 14016LAN6<br>LEI: 2138007OEEVG7UTPUH03 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25085012.50  | 0.10%             | 2038-04-21      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                                  | Empower CLO Ltd., Series 2022-1A, Class A1R                                                 | CUSIP: 29246AAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11040085.10  | 0.04%             | 2037-10-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXVI Funding Ltd.                                         | Regatta XXVI Funding Ltd., Series 2023-2A, Class A1R                                        | CUSIP: 75900QAN5<br>LEI: 2549005JVL4XLCX5SY63 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125562250.00 | 0.48%             | 2039-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                                                | Wellfleet CLO Ltd., Series 2022-1A, Class A1RN                                              | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  44000000 | PA      | $44145411.20  | 0.17%             | 2037-07-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2025-1A, Class A1                                                     | CUSIP: 92945JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22750000 | PA      | $22793793.75  | 0.09%             | 2038-04-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIX CLO Ltd.                                                | Ares LXIX CLO Ltd., Series 2024-69A, Class A2                                               | CUSIP: 039953AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17500000 | PA      | $17539893.00  | 0.07%             | 2036-04-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B-R Ltd.                             | Golub Capital Partners CLO 58B-R Ltd., Series 2021-58A, Class A2R                           | CUSIP: 38181NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12054772.80  | 0.05%             | 2037-10-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO LLC                                               | Apex Credit CLO LLC, Series 2020-2A, Class AR                                               | CUSIP: 03753JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  73750000 | PA      | $74041865.63  | 0.28%             | 2038-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                   | Rad CLO 18 Ltd., Series 2023-18A, Class A2R                                                 | CUSIP: 75009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20053466.00  | 0.08%             | 2037-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                                        | Sixth Street CLO XVII Ltd., Series 2021-17A, Class A1R                                      | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49555000 | PA      | $49649754.12  | 0.19%             | 2038-04-17      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2017-2A, Class A2R3                                    | CUSIP: 05683HAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15040000 | PA      | $15083602.46  | 0.06%             | 2037-07-25      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.                               | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A1R2                             | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |  63900000 | PA      | $64119298.41  | 0.25%             | 2037-07-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                                            | Rockland Park CLO Ltd., Series 2021-1A, Class A2R                                           | CUSIP: 773663AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10052479.00  | 0.04%             | 2038-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Octagon 60 Ltd.                                                   | Octagon 60 Ltd., Series 2022-1A, Class A2R                                                  | CUSIP: 675935AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15047836.50  | 0.06%             | 2037-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd.                       | Neuberger Berman Loan Advisers CLO 36R Ltd., Series 2020-36RA, Class A                      | CUSIP: 64090EAA4<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-CBDO         | CORP              | US        |  37000000 | PA      | $37183631.00  | 0.14%             | 2039-07-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 6 Ltd.                                                    | AGL CLO 6 Ltd., Series 2020-6A, Class A1R2                                                  | CUSIP: 00119VAY5<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | US        |  11750000 | PA      | $11803403.75  | 0.05%             | 2038-04-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-8A, Class A1R                                              | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75373800.00  | 0.29%             | 2038-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                                                 | CQS US CLO 5 Ltd., Series 2025-5A, Class A1                                                 | CUSIP: 12676EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12046864.80  | 0.05%             | 2039-01-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.                               | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class A1R                              | CUSIP: 61773KAN2<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | US        |  47800000 | PA      | $48038507.66  | 0.18%             | 2037-10-23      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                              | Apex Credit CLO Ltd., Series 2024-1A, Class A1                                              | CUSIP: 03753AAA8<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15027549.00  | 0.06%             | 2036-04-20      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                                         | Regatta XXII Funding Ltd., Series 2022-2A, Class A2R2                                       | CUSIP: 758968BA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10046565.00  | 0.04%             | 2039-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                                    | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62340000 | PA      | $62503212.35  | 0.24%             | 2038-03-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                                              | Magnetite XXXII Ltd., Series 2022-32A, Class AJR                                            | CUSIP: 55953WAW0<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10038949.00  | 0.04%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                     | Wise CLO Ltd., Series 2025-1A, Class A                                                      | CUSIP: 97719NAA5<br>LEI: 254900DVTMRT7SQKI452 | Long             | ABS-CBDO         | CORP              | US        |  39000000 | PA      | $39131730.30  | 0.15%             | 2038-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO VI Ltd.                                            | Tikehau US CLO VI Ltd., Series 2024-1A, Class B                                             | CUSIP: 88676PAE2<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | US        |  25100000 | PA      | $25195545.66  | 0.10%             | 2037-07-18      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 50 Ltd.                                                   | KKR CLO 50 Ltd., Series 2024-50A, Class A                                                   | CUSIP: 481952AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15037573.50  | 0.06%             | 2037-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ares LVI CLO Ltd.                                                 | Ares LVI CLO Ltd., Series 2020-56A, Class A1R2                                              | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12750000 | PA      | $12794582.93  | 0.05%             | 2038-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Atrium XIV LLC                                                    | Atrium XIV LLC, Series 14A, Class A2RR                                                      | CUSIP: 55820WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35200000 | PA      | $35318131.20  | 0.14%             | 2037-10-16      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 48 Ltd.                                                   | KKR CLO 48 Ltd., Series 48A, Class AR                                                       | CUSIP: 48256EAQ2<br>LEI: 549300GM4MA615ZG7468 | Long             | ABS-CBDO         | CORP              | US        |  66600000 | PA      | $66899300.40  | 0.26%             | 2038-10-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                               | Harvest US CLO Ltd., Series 2025-1A, Class A1                                               | CUSIP: 41757QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25055185.00  | 0.10%             | 2038-04-18      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                                              | Allegro CLO XII Ltd., Series 2020-1A, Class A1R                                             | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | US        |  22725000 | PA      | $22804810.20  | 0.09%             | 2037-07-21      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 56 Ltd.                                                   | KKR CLO 56 Ltd., Series 2024-56A, Class A1                                                  | CUSIP: 48256GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28104148.80  | 0.11%             | 2037-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                                   | KKR CLO 52 Ltd., Series 2023-52A, Class A1R                                                 | CUSIP: 48255XAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 112100000 | PA      | $112672718.90 | 0.43%             | 2038-07-16      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO II Ltd.                                              | Arini US CLO II Ltd., Series 2A, Class A                                                    | CUSIP: 04039BAA0<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | US        |  39170000 | PA      | $39403139.84  | 0.15%             | 2038-03-31      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                               | Harvest US CLO Ltd., Series 2025-2A, Class A1                                               | CUSIP: 41757PAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  52000000 | PA      | $52220615.20  | 0.20%             | 2038-07-17      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Voya Ltd.                                                         | Voya Ltd., Series 2024-3A, Class A2                                                         | CUSIP: 92895FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12032802.00  | 0.05%             | 2037-07-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ares LXX CLO Ltd.                                                 | Ares LXX CLO Ltd., Series 2023-70A, Class BR                                                | CUSIP: 039951AW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $21646851.45  | 0.08%             | 2039-01-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Symetra CLO Ltd.                                                  | Symetra CLO Ltd., Series 2025-1A, Class A1                                                  | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10615000 | PA      | $10652200.27  | 0.04%             | 2038-04-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                                         | Regatta XXIV Funding Ltd., Series 2021-5A, Class AR                                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24635000 | PA      | $24738585.25  | 0.09%             | 2038-01-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 21 Ltd.                                        | OHA Credit Funding 21 Ltd., Series 2025-21A, Class A1                                       | CUSIP: 67707KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10054830.00  | 0.04%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                                                | Ares LXVI CLO Ltd., Series 2022-66A, Class A1R2                                             | CUSIP: 04019RBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23350000 | PA      | $23466820.05  | 0.09%             | 2038-10-25      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-5A, Class A2R3                                               | CUSIP: 12550ABF2<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $11280589.88  | 0.04%             | 2037-07-17      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers NBLA CLO 53 Ltd.                   | Neuberger Berman Loan Advisers NBLA CLO 53 Ltd., Series 2023-53A, Class A2R                 | CUSIP: 64135WAL7<br>LEI: 254900R37Z1EGG1Y1P54 | Long             | ABS-CBDO         | CORP              | US        |  33000000 | PA      | $33093525.30  | 0.13%             | 2037-10-24      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                                          | HPS Loan Management Ltd., Series 2023-17A, Class AR                                         | CUSIP: 44328HAT2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39050000 | PA      | $39231738.70  | 0.15%             | 2038-04-23      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| CFIP CLO Ltd.                                                     | CFIP CLO Ltd., Series 2021-1A, Class A                                                      | CUSIP: 12529QAC3<br>LEI: 549300NTT3VNL25G1526 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18033330.60  | 0.07%             | 2035-01-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xlv Ltd.                                                | Magnetite Xlv Ltd., Series 2025-45A, Class A1                                               | CUSIP: 55956CAA9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10021800.00  | 0.04%             | 2038-04-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-1A, Class A2R                                                | CUSIP: 17181NAE4<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22075435.80  | 0.08%             | 2038-01-18      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2024-26A, Class A2                                                 | CUSIP: 67403CAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12029916.00  | 0.05%             | 2037-04-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2025-VII Ltd.                                       | Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1                                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29750000 | PA      | $29848808.68  | 0.11%             | 2038-04-25      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Octagon 52 Ltd.                                                   | Octagon 52 Ltd., Series 2021-1A, Class A2R                                                  | CUSIP: 67577KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029675.00  | 0.04%             | 2037-07-23      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                                               | Wind River CLO Ltd., Series 2021-4A, Class AR                                               | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15016950.00  | 0.06%             | 2035-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XLIV Ltd.                                              | Apidos CLO XLIV Ltd., Series 2023-44A, Class A2R                                            | CUSIP: 037989AM2<br>LEI: 254900N39ZT8BF6B8W53 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10031335.00  | 0.04%             | 2037-10-26      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2022-4A, Class A2R                                              | CUSIP: 14317BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16150000 | PA      | $16193220.63  | 0.06%             | 2036-07-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 8 Ltd.                                     | Sagard-Halseypoint CLO 8 Ltd., Series 2024-8A, Class A1                                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | US        |  45500000 | PA      | $45667935.95  | 0.17%             | 2038-01-30      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 28 Ltd.                                                   | RAD CLO 28 Ltd., Series 2024-28A, Class A                                                   | CUSIP: 75009UAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10034979.00  | 0.04%             | 2038-04-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 8 Ltd.                                            | Signal Peak CLO 8 Ltd., Series 2020-8A, Class A1R                                           | CUSIP: 826937AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12525000 | PA      | $12569612.80  | 0.05%             | 2037-10-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 32 Ltd.                                                  | AMMC CLO 32 Ltd., Series 2025-32A, Class A1                                                 | CUSIP: 03166KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8750000 | PA      | $8797363.75   | 0.03%             | 2038-10-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2023-1A, Class AR                                            | CUSIP: 69702TAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19800000 | PA      | $19868117.94  | 0.08%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 20 Ltd.                         | GoldenTree Loan Management US CLO 20 Ltd., Series 2024-20A, Class A                         | CUSIP: 38139MAC9<br>LEI: 984500CF2B1A04F63R63 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10037288.00  | 0.04%             | 2037-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                                  | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class A2                                 | CUSIP: 55823HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12059748.00  | 0.05%             | 2038-10-17      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 7 Ltd.                                            | Birch Grove CLO 7 Ltd., Series 2023-7A, Class A1R                                           | CUSIP: 09077RAL3<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | US        |  64000000 | PA      | $64219328.00  | 0.25%             | 2038-10-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                                         | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A2RR                                      | CUSIP: 09627FBC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7528497.00   | 0.03%             | 2038-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                                          | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                                          | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | US        |  77550000 | PA      | $77843208.80  | 0.30%             | 2037-07-21      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO II Ltd.                                           | Halseypoint CLO II Ltd., Series 2020-2A, Class AR                                           | CUSIP: 40638TAL6<br>LEI: 549300PIQILNPH8UJT31 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15046006.50  | 0.06%             | 2037-07-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2025-2A, Class A                                                       | CUSIP: 872395AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20091300.00  | 0.08%             | 2039-01-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                               | NYACK Park CLO Ltd., Series 2021-1A, Class A2R                                              | CUSIP: 67080PAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9047430.90   | 0.03%             | 2038-10-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Menlo CLO III Ltd.                                                | Menlo CLO III Ltd., Series 2025-3A, Class A                                                 | CUSIP: 58682NAA0<br>LEI: 254900SSGUF4LVDEDB34 | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35178360.00  | 0.13%             | 2038-10-16      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXVII CLO Ltd.                                              | Ares LXXVII CLO Ltd., Series 2025-77A, Class A1                                             | CUSIP: 03990KAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23675000 | PA      | $23802726.63  | 0.09%             | 2038-07-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd.                                                                           | CUSIP: 12576GAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  67715000 | PA      | $67932026.58  | 0.26%             | 2038-01-21      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXVIII Ltd.                                  | Madison Park Funding XXVIII Ltd., Series 2018-28A, Class A2R                                | CUSIP: 55821AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15575000 | PA      | $15626740.15  | 0.06%             | 2038-01-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd.                                                | Elmwood CLO X Ltd., Series 2021-3A, Class AR2                                               | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42700000 | PA      | $42932715.00  | 0.16%             | 2038-07-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2025-18A, Class A1                                               | CUSIP: 28623JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 142300000 | PA      | $142726900.00 | 0.55%             | 2038-03-28      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-5A, Class A2                                               | CUSIP: 14320JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7512816.00   | 0.03%             | 2039-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-2RA, Class AR                                                | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10048422.00  | 0.04%             | 2037-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Octagon 71 Ltd.                                                   | Octagon 71 Ltd., Series 2024-1A, Class A2                                                   | CUSIP: 67579CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15035617.50  | 0.06%             | 2037-04-18      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.                         | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR                       | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | US        |  73680000 | PA      | $73725998.42  | 0.28%             | 2038-01-20      | Floating      | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 32 Ltd.                                             | Ballyrock CLO 32 Ltd., Series 2025-32A, Class A1B                                           | CUSIP: 058944AC3<br>LEI: 254900RL3S1UBVHQYH63 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15036675.00  | 0.06%             | 2039-01-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CTM CLO Ltd.                                                      | CTM CLO Ltd., Series 2025-2A, Class A1                                                      | CUSIP: 12719RAA5<br>LEI: 213800L5ASLFYFEP3Y39 | Long             | ABS-CBDO         | CORP              | US        |  11875000 | PA      | $11936013.75  | 0.05%             | 2038-10-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXXIII Ltd.                                          | Symphony CLO XXXIII Ltd., Series 2022-33A, Class AR                                         | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30106785.00  | 0.12%             | 2038-01-24      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Octagon 67 Ltd.                                                   | Octagon 67 Ltd., Series 2023-1A, Class AR                                                   | CUSIP: 67571LAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30154290.00  | 0.12%             | 2038-07-25      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42 Ltd.                               | Octagon Investment Partners 42 Ltd., Series 2019-3A, Class A1RR                             | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  99000000 | PA      | $99362231.10  | 0.38%             | 2037-07-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                                             | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | US        |  23700000 | PA      | $23789197.32  | 0.09%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2022-3A, Class A2R                                           | CUSIP: 69690AAU1<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |  15400000 | PA      | $15440549.74  | 0.06%             | 2037-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 20 Ltd.                                                 | Aimco CLO 20 Ltd., Series 2023-20A, Class A1R                                               | CUSIP: 00901QAN2<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38134060.20  | 0.15%             | 2038-10-16      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 8 Ltd.                                           | New Mountain CLO 8 Ltd., Series CLO-8A, Class A1                                            | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30129840.00  | 0.12%             | 2038-10-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Octagon 65 Ltd.                                                   | Octagon 65 Ltd., Series 2024-4A, Class A2                                                   | CUSIP: 675944AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18750000 | PA      | $18809805.00  | 0.07%             | 2037-10-23      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XL Ltd.                                                 | Magnetite XL Ltd., Series 2024-40A, Class A1                                                | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12048342.00  | 0.05%             | 2037-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 25 Ltd.                                             | Ballyrock CLO 25 Ltd., Series 2023-25A, Class A1AR                                          | CUSIP: 05876QAL6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | US        |  26100000 | PA      | $26165250.00  | 0.10%             | 2038-01-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 27 Ltd.                                               | Elmwood CLO 27 Ltd., Series 2024-3A, Class A                                                | CUSIP: 29003FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18700000 | PA      | $18742779.99  | 0.07%             | 2037-04-18      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 10 Ltd.                                          | Silver Point CLO 10 Ltd., Series 2025-10A, Class A1                                         | CUSIP: 827920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18210000 | PA      | $18281980.49  | 0.07%             | 2038-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                                       | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 168750000 | PA      | $169104847.50 | 0.65%             | 2038-04-20      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 42 Ltd.                                              | Symphony CLO 42 Ltd., Series 2024-42A, Class A2                                             | CUSIP: 871987AJ2<br>LEI: 254900S693X90O62Z022 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023203.00  | 0.04%             | 2037-04-17      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding VIII Ltd.                                       | Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1                                     | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 243440000 | PA      | $244243352.00 | 0.93%             | 2038-01-24      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                                 | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | US        |  64500000 | PA      | $64829530.50  | 0.25%             | 2038-07-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 22 Ltd.                                        | OHA Credit Funding 22 Ltd., Series 2025-22A, Class A1                                       | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | US        |  60000000 | PA      | $60156000.00  | 0.23%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Garnet CLO 2 Ltd.                                                 | Garnet CLO 2 Ltd., Series 2025-2A, Class A                                                  | CUSIP: 36626CAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20108280.00  | 0.08%             | 2038-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                        | Regatta XXIII Funding Ltd., Series 2021-4A, Class A1R                                       | CUSIP: 75889FAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 128715000 | PA      | $129149078.47 | 0.49%             | 2038-10-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2019-1A, Class AR2                                                 | CUSIP: 06759JAY4<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        | 137350000 | PA      | $137984557.00 | 0.53%             | 2038-10-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2024-2A, Class A2                                               | CUSIP: 46148AAC7<br>LEI: 213800I1JTG497RNQZ31 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15043353.00  | 0.06%             | 2037-07-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                                           | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                                          | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13536290.70  | 0.05%             | 2038-04-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                                         | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class A1                                      | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 154500000 | PA      | $154950552.90 | 0.59%             | 2038-03-31      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                    | Madison Park Funding LVII Ltd., Series 2022-57A, Class A2R                                  | CUSIP: 55822GAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16522972.95  | 0.06%             | 2034-07-27      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2020-3A, Class A2R2                                               | CUSIP: 12560EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10001905.00  | 0.04%             | 2038-10-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXV Ltd.                                     | Madison Park Funding LXV Ltd., Series 2025-65A, Class A1                                    | CUSIP: 55823FAA3<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | US        | 115500000 | PA      | $116056479.00 | 0.44%             | 2038-07-16      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                                        | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class A1R                                      | CUSIP: 09631RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  63450000 | PA      | $63704199.74  | 0.24%             | 2037-10-22      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 5 Ltd.                                  | Wellington Management CLO 5 Ltd., Series 2025-5A, Class A                                   | CUSIP: 94957NAA3<br>LEI: 213800J6I7L5KYTPNH51 | Long             | ABS-CBDO         | CORP              | US        |  26350000 | PA      | $26484348.11  | 0.10%             | 2038-10-18      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| RR 28 Ltd.                                                        | RR 28 Ltd., Series 2024-28RA, Class A1R                                                     | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11024475.00  | 0.04%             | 2037-04-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2020-18A, Class A1R2                                                   | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | US        |  20200000 | PA      | $20274740.00  | 0.08%             | 2037-07-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                                   | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                                  | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | US        |  85751724 | PA      | $86072769.88  | 0.33%             | 2038-04-22      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 9 Ltd.                                            | Signal Peak CLO 9 Ltd., Series 2021-9A, Class A2R                                           | CUSIP: 82670QAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10033638.00  | 0.04%             | 2038-01-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 24 Ltd.                                        | OHA Credit Funding 24 Ltd., Series 2025-24A, Class A2                                       | CUSIP: 67123CAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16022310.40  | 0.06%             | 2039-01-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-4A, Class AJR2                                               | CUSIP: 17182XAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15082017.00  | 0.06%             | 2038-07-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Octagon 55 Ltd.                                                   | Octagon 55 Ltd., Series 2021-1A, Class A1R                                                  | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13250000 | PA      | $13314289.00  | 0.05%             | 2038-03-20      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd.                                      | Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class AR4                                     | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | US        |  34500000 | PA      | $34697685.00  | 0.13%             | 2038-07-22      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                                                 | AIMCO CLO 10 Ltd., Series 2019-10A, Class ARR                                               | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |  10970000 | PA      | $11007352.85  | 0.04%             | 2037-07-22      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Mountain View CLO XVI Ltd.                                        | Mountain View CLO XVI Ltd., Series 2022-1A, Class A1RR                                      | CUSIP: 62432UBA8<br>LEI: 549300MWKXOHYV7Z8O91 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30110730.00  | 0.12%             | 2038-03-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2014-5A, Class A1R3                                               | CUSIP: 12550ABD7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        | 138200000 | PA      | $138732111.46 | 0.53%             | 2037-07-17      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                                              | Elmwood CLO XII Ltd., Series 2021-5A, Class AR                                              | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29600000 | PA      | $29740807.20  | 0.11%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 10 Ltd.                                           | Signal Peak CLO 10 Ltd., Series 2021-10A, Class A1R                                         | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15036564.00  | 0.06%             | 2038-01-24      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Saratoga Investment Corp. CLO Ltd.                                | Saratoga Investment Corp. CLO Ltd., Series 2013-1A, Class A2R4                              | CUSIP: 80349BCF2<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10018638.00  | 0.04%             | 2033-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO 12 Ltd.                                           | Apex Credit CLO 12 Ltd., Series 2025-12A, Class A1                                          | CUSIP: 03753GAA5<br>LEI: 213800NFRK9CK455KQ32 | Long             | ABS-CBDO         | CORP              | US        |  12800000 | PA      | $12842448.64  | 0.05%             | 2038-04-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2023-IV Ltd.                                        | Park Blue CLO 2023-IV Ltd., Series 2023-4A, Class A2                                        | CUSIP: 699917AC4<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.02%             | 2037-01-25      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 2 Ltd.                                  | Wellington Management CLO 2 Ltd., Series 2024-2A, Class A                                   | CUSIP: 94958LAA6<br>LEI: 213800D61SXQACUYP461 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30076797.00  | 0.12%             | 2037-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 22 Ltd.                                                   | Rad CLO 22 Ltd., Series 2023-22A, Class A1AR                                                | CUSIP: 74923VAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17700000 | PA      | $17780658.90  | 0.07%             | 2040-10-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2023-1A, Class AJR                                                     | CUSIP: 872373AU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8038284.80   | 0.03%             | 2038-03-31      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XVII Ltd.                                        | Marble Point CLO XVII Ltd., Series 2020-1A, Class AR                                        | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | US        |  27200000 | PA      | $27295137.44  | 0.10%             | 2037-07-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-7A, Class A1R                                              | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  54100000 | PA      | $54276885.36  | 0.21%             | 2038-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO I Ltd.                                                | Katayma CLO I Ltd., Series 2023-1A, Class AR                                                | CUSIP: 48585JAL4<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20064912.00  | 0.08%             | 2039-01-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Bbam US CLO V Ltd.                                                | Bbam US CLO V Ltd., Series 2025-5A, Class A1                                                | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25141275.00  | 0.10%             | 2038-07-25      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RR 5 Ltd.                                                         | RR 5 Ltd., Series 2018-5A, Class A1R                                                        | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19051300.00  | 0.07%             | 2039-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Silver Rock CLO I Ltd.                                            | Silver Rock CLO I Ltd., Series 2020-1A, Class A1RR                                          | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25097350.00  | 0.10%             | 2037-10-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 72 B Ltd.                              | Golub Capital Partners CLO 72 B Ltd., Series 2024-72A, Class AJ                             | CUSIP: 381941AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18042913.80  | 0.07%             | 2037-04-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Venture 48 CLO Ltd.                                               | Venture 48 CLO Ltd., Series 2023-48A, Class AR                                              | CUSIP: 92340YAQ4<br>LEI: 254900Q5GN624I1YXD24 | Long             | ABS-CBDO         | CORP              | US        |  72000000 | PA      | $72271872.00  | 0.28%             | 2036-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIV Ltd.                                              | Allegro CLO XIV Ltd., Series 2021-2A, Class A1R                                             | CUSIP: 01751AAQ9<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10040000.00  | 0.04%             | 2037-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                                   | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                                 | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2156980 | PA      | $2156920.35   | 0.01%             | 2031-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd.                                           | New Mountain CLO 7 Ltd., Series CLO-7A, Class A1                                            | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35111100.50  | 0.13%             | 2038-03-31      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2019-17A, Class AR2                                                    | CUSIP: 67113LAW6<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10538624.25  | 0.04%             | 2037-07-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                                         | Cedar Funding IX CLO Ltd., Series 2018-9A, Class AR                                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  63550000 | PA      | $63762930.63  | 0.24%             | 2037-07-20      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                                   | AGL CLO 16 Ltd., Series 2021-16A, Class AR                                                  | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | US        | 143394000 | PA      | $143397785.60 | 0.55%             | 2035-01-20      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XXI Ltd.                                         | Marble Point CLO XXI Ltd., Series 2021-3A, Class A2R                                        | CUSIP: 56606KAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10009000.00  | 0.04%             | 2034-10-17      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO IV Ltd.                                              | Whitebox CLO IV Ltd., Series 2023-4A, Class A1R                                             | CUSIP: 96467KAL3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125396125.00 | 0.48%             | 2036-04-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                                   | Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class A1R2                               | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | US        |  14970000 | PA      | $15013113.60  | 0.06%             | 2039-04-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Storm King Park CLO Ltd.                                          | Storm King Park CLO Ltd., Series 2022-1A, Class AR                                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22700000 | PA      | $22807525.36  | 0.09%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXVII Ltd.                                          | Trinitas CLO XXXVII Ltd., Series 2025-37A, Class A2                                         | CUSIP: 89643RAC0<br>LEI: 254900WMOQBUJPZCJS73 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8013476.80   | 0.03%             | 2039-01-22      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-4A, Class A2                                                  | CUSIP: 06764TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18084762.00  | 0.07%             | 2040-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2025-X Ltd.                                         | Park Blue CLO 2025-X Ltd., Series 2025-10A, Class A1                                        | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10038485.00  | 0.04%             | 2039-01-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Navesink CLO 3 Ltd.                                               | Navesink CLO 3 Ltd., Series 2025-3A, Class A1                                               | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | US        | 130000000 | PA      | $130410930.00 | 0.50%             | 2037-07-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2023-1A, Class A1R                                     | CUSIP: 05685NAN0<br>LEI: 549300OV3LSQ8RJ1DY13 | Long             | ABS-CBDO         | CORP              | US        | 107820000 | PA      | $108365245.74 | 0.41%             | 2038-07-16      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 20-R Ltd.                             | Octagon Investment Partners 20-R Ltd., Series 2019-4A, Class A1RR                           | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30116598.00  | 0.12%             | 2037-08-12      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2022-3A, Class A1R                                     | CUSIP: 05684NAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  89500000 | PA      | $89597635.55  | 0.34%             | 2035-07-17      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 21 Ltd.                                                   | AGL CLO 21 Ltd., Series 2022-21A, Class A1R                                                 | CUSIP: 00119FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39000000 | PA      | $39186700.80  | 0.15%             | 2037-10-21      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd.                                               | Elmwood CLO 25 Ltd., Series 2024-1A, Class A2                                               | CUSIP: 29001BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10024673.00  | 0.04%             | 2037-04-17      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XII Ltd.                                         | Sixth Street CLO XII Ltd., Series 2018-12A, Class A2R2                                      | CUSIP: 829928AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10040973.00  | 0.04%             | 2039-01-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXIII Ltd.                                      | BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class A1R                                    | CUSIP: 09630MAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23250000 | PA      | $23376084.75  | 0.09%             | 2038-10-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                              | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                                             | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | US        |  32700000 | PA      | $32850093.00  | 0.13%             | 2038-10-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                                   | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                                 | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 108790000 | PA      | $109342653.20 | 0.42%             | 2038-07-21      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.                            | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class AR                           | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125406150.00 | 0.48%             | 2038-10-25      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 32 Ltd.                                                   | AGL CLO 32 Ltd., Series 2024-32A, Class A1                                                  | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10038815.00  | 0.04%             | 2037-07-21      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO XIV Ltd.                                         | Ocean Trails CLO XIV Ltd., Series 2023-14A, Class AR                                        | CUSIP: 67515JAN5<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | US        | 144000000 | PA      | $144605318.40 | 0.55%             | 2038-01-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 15-R Ltd.                                      | OHA Credit Funding 15-R Ltd., Series 2023-15RA, Class A                                     | CUSIP: 67121NAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23850000 | PA      | $23969130.75  | 0.09%             | 2038-07-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Venture 47 CLO Ltd.                                               | Venture 47 CLO Ltd., Series 2023-47A, Class A1R                                             | CUSIP: 92330DAN9<br>LEI: 549300OR6XPG21TVTN63 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20050440.00  | 0.08%             | 2036-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Galaxy 35 CLO Ltd.                                                | Galaxy 35 CLO Ltd., Series 2025-35A, Class A                                                | CUSIP: 362930AA7<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | US        | 171500000 | PA      | $171835728.40 | 0.66%             | 2038-04-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                                    | Madison Park Funding LVII Ltd., Series 2022-57A, Class BR                                   | CUSIP: 55822GAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10526322.45  | 0.04%             | 2034-07-27      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2020-1A, Class A1R2                                                | CUSIP: 06762LAR9<br>LEI: 549300VMZDDY0435KV08 | Long             | ABS-CBDO         | CORP              | US        |  18249000 | PA      | $18312871.50  | 0.07%             | 2038-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                                              | Brant Point CLO Ltd., Series 2024-3A, Class A2                                              | CUSIP: 835937AC7<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8218053.12   | 0.03%             | 2037-02-20      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 12 Ltd.                                            | Pikes Peak CLO 12 Ltd., Series 2023-12A, Class AR                                           | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | US        |  61700000 | PA      | $61904689.75  | 0.24%             | 2038-04-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO 8                                                | Ocean Trails CLO 8, Series 2020-8A, Class A2R2                                              | CUSIP: 67514UBE0<br>LEI: 6354007VXPN9E9WVUW39 | Long             | ABS-CBDO         | CORP              | US        |  22200000 | PA      | $22311186.48  | 0.09%             | 2038-03-15      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-5A, Class A2R2                                               | CUSIP: 12554XBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15062490.00  | 0.06%             | 2038-10-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LI Ltd.                                      | Madison Park Funding LI Ltd., Series 2021-51A, Class A1R                                    | CUSIP: 55821GAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  63750000 | PA      | $63981501.75  | 0.24%             | 2038-10-19      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2023-4A, Class A1R                                     | CUSIP: 05685EAN0<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | US        | 103600000 | PA      | $104067546.80 | 0.40%             | 2039-01-21      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                                           | Rockford Tower CLO Ltd., Series 2021-3A, Class A2R                                          | CUSIP: 77341NAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14051023.00  | 0.05%             | 2038-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Pixley Park CLO Ltd.                                              | Pixley Park CLO Ltd., Series 2024-1A, Class A2                                              | CUSIP: 72583UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27000000 | PA      | $27081294.30  | 0.10%             | 2037-01-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Venture 43 CLO Ltd.                                               | Venture 43 CLO Ltd., Series 2021-43A, Class A1R                                             | CUSIP: 92290CAR0<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | US        |  41000000 | PA      | $41048142.20  | 0.16%             | 2034-04-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                                   | KKR CLO 35 Ltd., Series 35A, Class AR                                                       | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 259254000 | PA      | $259970215.10 | 0.99%             | 2038-01-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 13 LLC                                      | Anchorage Capital CLO 13 LLC, Series 2019-13A, Class ARR                                    | CUSIP: 033291AY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  95300000 | PA      | $95631358.10  | 0.37%             | 2038-04-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 2 Ltd.                                         | OHA Credit Funding 2 Ltd., Series 2019-2A, Class AR2                                        | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30100884.00  | 0.12%             | 2038-01-21      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                                            | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R                                           | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10170000 | PA      | $10208770.07  | 0.04%             | 2037-07-30      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 45 Ltd.                                               | Elmwood CLO 45 Ltd., Series 2025-8A, Class A1                                               | CUSIP: 29005LAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16800000 | PA      | $16840521.60  | 0.06%             | 2038-10-17      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd.                             | Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR2                           | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | US        |  15420000 | PA      | $15486409.31  | 0.06%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.                              | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A2R2                           | CUSIP: 08186RBA6<br>LEI: 2549002IHKGRTABCLD52 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13503736.80  | 0.05%             | 2039-01-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 15 Ltd.                                             | Ballyrock CLO 15 Ltd., Series 2021-1A, Class A1R                                            | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | US        |  10050000 | PA      | $10091518.56  | 0.04%             | 2038-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 44 Ltd.                                                   | KKR CLO 44 Ltd., Series 44A, Class A2R                                                      | CUSIP: 481950AQ6<br>LEI: 254900ADEC5BQFZA7W53 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5022678.00   | 0.02%             | 2039-01-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                                   | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A1R2                                | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  97000000 | PA      | $97351760.80  | 0.37%             | 2037-07-22      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 4 Ltd.                                                    | PPM CLO 4 Ltd., Series 2020-4A, Class A1R2                                                  | CUSIP: 69356AAU6<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13557481.65  | 0.05%             | 2038-03-18      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd.                                           | Silver Point CLO 3 Ltd., Series 2023-3A, Class A1R                                          | CUSIP: 827925AL2<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125514125.00 | 0.48%             | 2039-01-18      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 15 Ltd.                                           | Birch Grove CLO 15 Ltd., Series 2025-15A, Class A1                                          | CUSIP: 09078EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28127400.00  | 0.11%             | 2039-01-23      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                                    | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class A                                   | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46165000 | PA      | $46391577.82  | 0.18%             | 2038-10-16      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2020-19A, Class A1R2                                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | US        |  85950000 | PA      | $86139090.00  | 0.33%             | 2038-04-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.                               | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class A1R3                             | CUSIP: 67573CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  87000000 | PA      | $87430937.10  | 0.33%             | 2037-10-31      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 20 Ltd.                                         | Kennedy Lewis CLO 20 Ltd., Series 2024-20A, Class A                                         | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24925000 | PA      | $25027349.53  | 0.10%             | 2038-01-25      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO Ltd.                                                   | ICG US CLO Ltd., Series 2024-1A, Class A2                                                   | CUSIP: 44934DAJ9<br>LEI: 213800SIU3X7HQWS6V84 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8019518.40   | 0.03%             | 2037-04-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2024-4A, Class A1                                                     | CUSIP: 92920KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $10295438.25  | 0.04%             | 2037-07-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC                           | Janus Henderson Cash Liquidity Fund LLC                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        | 564331517 | NS      | $564500816.64 | 2.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnetite XXXV Ltd.                                               | Magnetite XXXV Ltd., Series 2022-35A, Class A1RR                                            | CUSIP: 55954TBA3<br>LEI: 549300WIDF28MGY5Q843 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125433712.50 | 0.48%             | 2039-01-25      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Ares LV CLO Ltd.                                                  | Ares LV CLO Ltd., Series 2020-55A, Class A1R2                                               | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39250000 | PA      | $39438211.60  | 0.15%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| RR 27 Ltd.                                                        | RR 27 Ltd., Series 2023-27A, Class A1AR                                                     | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70900000 | PA      | $71148483.23  | 0.27%             | 2040-10-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2015-1A, Class A1B5                                          | CUSIP: 69689ABW9<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | US        |  29000000 | PA      | $29039527.00  | 0.11%             | 2034-05-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                                        | CBAM Ltd., Series 2017-1A, Class AR2                                                        | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        | 162000000 | PA      | $162726910.20 | 0.62%             | 2038-01-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXIV CLO Ltd.                                               | Ares LXXIV CLO Ltd., Series 2024-74A, Class A2                                              | CUSIP: 03990FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $22560468.75  | 0.09%             | 2036-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXI Ltd.                                     | Madison Park Funding LXI Ltd., Series 2023-61A, Class AR                                    | CUSIP: 55822NAW9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75334050.00  | 0.29%             | 2039-01-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 14 Ltd.                                          | Silver Point CLO 14 Ltd., Series 2025-14A, Class A1                                         | CUSIP: 82810EAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  40200000 | PA      | $40379171.40  | 0.15%             | 2039-01-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                                            | Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1                                           | CUSIP: 895972AA5<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23098883.90  | 0.09%             | 2038-01-22      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Atrium XV                                                         | Atrium XV, Series 15A, Class A2RR                                                           | CUSIP: 55820LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47250000 | PA      | $47382455.93  | 0.18%             | 2037-07-16      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                                              | Magnetite XXXII Ltd., Series 2022-32A, Class AR                                             | CUSIP: 55953WAL4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        | 175000000 | PA      | $175381500.00 | 0.67%             | 2037-10-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 81 B Ltd.                              | Golub Capital Partners CLO 81 B Ltd., Series 2025-81A, Class A1                             | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28140336.00  | 0.11%             | 2038-07-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                                      | OCP CLO Ltd., Series 2021-23A, Class AR                                                     | CUSIP: 671026AJ1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | US        | 266700000 | PA      | $266892984.12 | 1.02%             | 2037-01-17      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XVIII Ltd.                                            | Allegro CLO XVIII Ltd., Series 2024-4A, Class A1                                            | CUSIP: 01751NAC2<br>LEI: 213800Y2KN94QCXLH659 | Long             | ABS-CBDO         | CORP              | US        |  42100000 | PA      | $42292826.42  | 0.16%             | 2038-01-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd.                                                 | Aimco CLO 14 Ltd., Series 2021-14A, Class A1R                                               | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20067796.00  | 0.08%             | 2038-10-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO Ltd.                                       | Texas Debt Capital CLO Ltd., Series 2024-1A, Class A2                                       | CUSIP: 88240JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16039947.20  | 0.06%             | 2037-04-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| CTM CLO Ltd.                                                      | CTM CLO Ltd., Series 2025-1A, Class A1                                                      | CUSIP: 12719PAA9<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | US        |  13100000 | PA      | $13158950.00  | 0.05%             | 2038-07-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2024-3A, Class A1                                                 | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10039142.00  | 0.04%             | 2037-07-21      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO LIII                                                   | Apidos CLO LIII, Series 2025-53A, Class A1                                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | US        |  23450000 | PA      | $23576207.90  | 0.09%             | 2038-07-20      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 26 Ltd.                                                  | AMMC CLO 26 Ltd., Series 2023-26A, Class A1R                                                | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 167750000 | PA      | $168026284.25 | 0.64%             | 2036-04-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                                                | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                                               | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 151000000 | PA      | $151162823.30 | 0.58%             | 2037-01-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                                        | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class AR                                       | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 143415000 | PA      | $143923635.64 | 0.55%             | 2037-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| APIDOS CLO XLVIII Ltd.                                            | APIDOS CLO XLVIII Ltd., Series 2024-48A, Class A1                                           | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | US        |  54000000 | PA      | $54216000.00  | 0.21%             | 2037-07-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO Ltd.                                              | Sound Point CLO Ltd., Series 2025-2A, Class A1                                              | CUSIP: 83617PAA3<br>LEI: 254900EAOCKFK910QE14 | Long             | ABS-CBDO         | CORP              | US        |  10850000 | PA      | $10895016.65  | 0.04%             | 2038-04-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                                           | Regatta XX Funding Ltd., Series 2021-2A, Class AR                                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14799000 | PA      | $14841279.26  | 0.06%             | 2038-01-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd.                                           | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 105420000 | PA      | $105839402.93 | 0.40%             | 2038-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd.                          | Benefit Street Partners CLO XXXVIII Ltd., Series 2024-38A, Class A                          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15750000 | PA      | $15818978.70  | 0.06%             | 2038-01-25      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 18                                                 | Pikes Peak CLO 18, Series 2025-18A, Class A1                                                | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17250000 | PA      | $17308644.83  | 0.07%             | 2038-04-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.                        | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class AR                       | CUSIP: 64134JAL7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | US        | 217940000 | PA      | $218653143.27 | 0.84%             | 2037-10-16      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2023-1A, Class A1R                                                | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15059160.00  | 0.06%             | 2038-10-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 8 Ltd.                                      | Anchorage Capital CLO 8 Ltd., Series 2016-8A, Class A1R3                                    | CUSIP: 03329KBJ1<br>LEI: 549300PKM3N9LK4JM015 | Long             | ABS-CBDO         | CORP              | US        |  19775000 | PA      | $19877869.55  | 0.08%             | 2038-10-27      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd.                                                   | Octagon 68 Ltd., Series 2023-1A, Class A2R                                                  | CUSIP: 675949AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15500000 | PA      | $15565380.55  | 0.06%             | 2038-10-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                                         | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                                       | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10050420.00  | 0.04%             | 2038-07-19      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                                         | AIMCO CLO, Series 2015-AA, Class A1R4                                                       | CUSIP: 00900LBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  84330000 | PA      | $84721291.20  | 0.32%             | 2038-10-17      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 23 Ltd.                                               | Elmwood CLO 23 Ltd., Series 2023-2A, Class BR                                               | CUSIP: 29003YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10562465.55  | 0.04%             | 2036-04-16      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  91860000 | PA      | $92293671.06  | 0.35%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                                               | Elmwood CLO VI Ltd., Series 2020-3A, Class ARR                                              | CUSIP: 29001VAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24815000 | PA      | $24911197.83  | 0.10%             | 2037-07-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2016-5A, Class A1RR                                              | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | US        |  18250000 | PA      | $18331234.40  | 0.07%             | 2038-01-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                                              | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $47640647.50  | 0.18%             | 2037-07-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 60 Ltd.                        | Neuberger Berman Loan Advisers CLO 60 Ltd., Series 2025-60A, Class A1                       | CUSIP: 640983AA0<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | US        |  24060000 | PA      | $24183764.64  | 0.09%             | 2037-04-22      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2023-2A, Class AR                                                      | CUSIP: 87251PAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38114000.00  | 0.15%             | 2039-01-24      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd.                                               | Elmwood CLO 30 Ltd., Series 2024-6A, Class A                                                | CUSIP: 29001JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32112000.00  | 0.12%             | 2037-07-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                                    | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                                   | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 150580000 | PA      | $150858573.00 | 0.58%             | 2038-04-23      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                                               | Elmwood CLO II Ltd., Series 2019-2A, Class A1RR                                             | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  55315000 | PA      | $55574427.35  | 0.21%             | 2037-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                                                    | Clover CLO LLC, Series 2018-1A, Class A2RR                                                  | CUSIP: 18914GAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13850000 | PA      | $13884374.32  | 0.05%             | 2037-04-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                                                 | CQS US CLO 5 Ltd., Series 2025-5A, Class A2                                                 | CUSIP: 12676EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22800000 | PA      | $22918101.72  | 0.09%             | 2039-01-17      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 12 Ltd.                                         | Kennedy Lewis CLO 12 Ltd., Series 2023-12A, Class AR                                        | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | US        |  54070000 | PA      | $54299797.50  | 0.21%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2021-2A, Class AR                                                  | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60236000 | PA      | $60298759.89  | 0.23%             | 2035-01-15      | Floating      | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 8                                                  | Pikes Peak CLO 8, Series 2021-8A, Class A1R                                                 | CUSIP: 72133CAL6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | US        |  18400000 | PA      | $18476935.92  | 0.07%             | 2038-01-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                                              | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                                            | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 103750000 | PA      | $104243507.63 | 0.40%             | 2037-10-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 61 Ltd.                                                   | KKR CLO 61 Ltd., Series 2025-61A, Class A1                                                  | CUSIP: 48257CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  56000000 | PA      | $56174272.00  | 0.21%             | 2037-07-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2021-14A, Class A1R                                              | CUSIP: 28623RBC1<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | US        |  62250000 | PA      | $62452493.03  | 0.24%             | 2038-01-20      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVII Ltd.                                             | Magnetite XXXVII Ltd., Series 2023-37A, Class A1R                                           | CUSIP: 55952AAL3<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10034962.00  | 0.04%             | 2038-10-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd.                               | Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR2                              | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62250000 | PA      | $62334485.70  | 0.24%             | 2034-10-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-1A, Class A                                                   | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | US        |  53000000 | PA      | $53106318.00  | 0.20%             | 2038-04-20      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding II CLO Ltd.                                         | Cedar Funding II CLO Ltd., Series 2013-1A, Class AR3                                        | CUSIP: 15032TBS4<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | US        |  15695000 | PA      | $15771246.31  | 0.06%             | 2038-07-22      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.                        | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2                      | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | US        | 101150000 | PA      | $101503549.60 | 0.39%             | 2039-04-16      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 26 Ltd.                         | GoldenTree Loan Management US CLO 26 Ltd., Series 2025-26A, Class AJ                        | CUSIP: 38139QAE6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10546038.30  | 0.04%             | 2038-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XI Ltd.                                       | MidOcean Credit CLO XI Ltd., Series 2022-11A, Class A1R2                                    | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49500000 | PA      | $49543817.40  | 0.19%             | 2036-01-18      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 3 Ltd.                                           | Silver Point CLO 3 Ltd., Series 2023-3A, Class A2R                                          | CUSIP: 827925AN8<br>LEI: 5493000HU7LKTSD3BK48 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10045609.00  | 0.04%             | 2039-01-18      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                                                   | Rad CLO 15 Ltd., Series 2021-15A, Class A1AR                                                | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50975000 | PA      | $51274733.00  | 0.20%             | 2040-07-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RR 24 Ltd.                                                        | RR 24 Ltd., Series 2022-24A, Class A1A2                                                     | CUSIP: 75000HBA1<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20089610.00  | 0.08%             | 2037-01-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Avenue Ltd.                                              | Atlantic Avenue Ltd., Series 2024-2A, Class A                                               | CUSIP: 04822BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50094665.00  | 0.19%             | 2037-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LV Ltd.                                      | Madison Park Funding LV Ltd., Series 2022-55A, Class A1R                                    | CUSIP: 55819FAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4279000 | PA      | $4294487.41   | 0.02%             | 2037-07-18      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak II Ltd.                                            | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                                           | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | US        |  39650000 | PA      | $39886195.05  | 0.15%             | 2038-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                                 | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  87750000 | PA      | $88122700.58  | 0.34%             | 2038-01-15      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 60 Ltd.                        | Neuberger Berman Loan Advisers CLO 60 Ltd., Series 2025-60A, Class B                        | CUSIP: 640983AG7<br>LEI: 254900LV0LNHKC2KQJ62 | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35263228.00  | 0.13%             | 2039-04-22      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-7A, Class A2                                               | CUSIP: 14320PAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15024442.50  | 0.06%             | 2039-01-25      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2021-1A, Class A1AR                                          | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16750000 | PA      | $16769979.40  | 0.06%             | 2038-04-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2020-2A, Class A1RR                                                   | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31500000 | PA      | $31641756.30  | 0.12%             | 2038-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                                               | Elmwood CLO IX Ltd., Series 2021-2A, Class AR                                               | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38078736.00  | 0.15%             | 2038-04-20      | Floating      | 4.81%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 22 Ltd.                                         | Kennedy Lewis CLO 22 Ltd., Series 2025-22A, Class A                                         | CUSIP: 37150AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 112250000 | PA      | $112727668.65 | 0.43%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd.                                          | Regatta XIX Funding Ltd., Series 2022-1A, Class A1R                                         | CUSIP: 75888EAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25099707.50  | 0.10%             | 2038-10-20      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO VII-C Ltd.                                             | CarVal CLO VII-C Ltd., Series 2023-1A, Class A1R                                            | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10035000.00  | 0.04%             | 2037-07-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Obra CLO 2 Ltd.                                                   | Obra CLO 2 Ltd., Series 2025-2A, Class A1                                                   | CUSIP: 674436AA8<br>LEI: 254900MMN4MOZ34WUC71 | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32156502.40  | 0.12%             | 2038-07-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                                               | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |  39250000 | PA      | $39384721.70  | 0.15%             | 2037-07-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VII CLO Ltd.                                        | Cedar Funding VII CLO Ltd., Series 2018-7A, Class AR2                                       | CUSIP: 15032FAW6<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | US        |  96080000 | PA      | $96492375.36  | 0.37%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                                              | Magnetite XXXIX Ltd., Series 2023-39A, Class AR                                             | CUSIP: 559924AJ4<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        | 178925000 | PA      | $179084207.47 | 0.69%             | 2037-01-25      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                                                | Elevation CLO Ltd., Series 2013-1A, Class A1R3                                              | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19107464.00  | 0.07%             | 2038-07-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIV Ltd.                                     | Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class A                                      | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $47666250.00  | 0.18%             | 2038-04-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVIII Ltd.                           | Benefit Street Partners CLO XXVIII Ltd., Series 2022-28A, Class AR                          | CUSIP: 08179KAN3<br>LEI: 549300VHDAICRAGZNJ35 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14060202.80  | 0.05%             | 2037-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.                                 | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A1R                               | CUSIP: 55821KAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 128000000 | PA      | $128480524.80 | 0.49%             | 2038-10-17      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                                            | Sycamore Tree CLO Ltd., Series 2021-1A, Class AR                                            | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 101550000 | PA      | $102007188.26 | 0.39%             | 2038-01-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding                                                      | CIFC Funding, Series 2021-2A, Class A2R                                                     | CUSIP: 12563YAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10055521.00  | 0.04%             | 2039-01-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                                        | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class A1                                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10037239.00  | 0.04%             | 2037-07-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 16-R Ltd.                                      | OHA Credit Funding 16-R Ltd., Series 2023-16RA, Class A1                                    | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21500000 | PA      | $21574912.45  | 0.08%             | 2038-10-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Harmony-Peace Park CLO Ltd.                                       | Harmony-Peace Park CLO Ltd., Series 2024-1A, Class A                                        | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | US        |  26850000 | PA      | $26970717.60  | 0.10%             | 2037-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Peace Park CLO Ltd.                                               | Peace Park CLO Ltd., Series 2021-1A, Class AR                                               | CUSIP: 70470MAQ8<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |  20150000 | PA      | $20230559.70  | 0.08%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                                         | OHA Credit Funding 5 Ltd., Series 2020-5A, Class AR                                         | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49750000 | PA      | $49973427.25  | 0.19%             | 2037-10-18      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                                | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10022821.00  | 0.04%             | 2037-04-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XVIII Ltd.                                           | Symphony CLO XVIII Ltd., Series 2016-18A, Class AR4                                         | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | US        | 145370000 | PA      | $145844618.51 | 0.56%             | 2037-10-23      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.                        | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR2                      | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30142770.00  | 0.12%             | 2038-10-19      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 26 Ltd.                                                   | AGL CLO 26 Ltd., Series 2023-26A, Class A2R                                                 | CUSIP: 00852HAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20104232.00  | 0.08%             | 2038-10-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2025-6A, Class A2                                               | CUSIP: 14320LAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10016903.00  | 0.04%             | 2039-01-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                                                   | RAD CLO 26 Ltd., Series 2024-26A, Class A                                                   | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49250000 | PA      | $49483568.13  | 0.19%             | 2037-10-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.                               | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR                             | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  74300000 | PA      | $74383713.81  | 0.28%             | 2035-04-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| LCM 42 Ltd.                                                       | LCM 42 Ltd., Series 42A, Class A1                                                           | CUSIP: 52113AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  48000000 | PA      | $48202636.80  | 0.18%             | 2038-01-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                                         | Regatta XXII Funding Ltd., Series 2022-2A, Class A1R2                                       | CUSIP: 758968AY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35151095.00  | 0.13%             | 2039-01-15      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                                        | CBAMR Ltd., Series 2019-11RA, Class A2R                                                     | CUSIP: 14988AAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22044653.40  | 0.08%             | 2038-03-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 5 Ltd.                                                 | AB BSL CLO 5 Ltd., Series 2024-5A, Class A1                                                 | CUSIP: 00038GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $70278810.00  | 0.27%             | 2038-01-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RR 42 Ltd.                                                        | RR 42 Ltd., Series 2025-42A, Class A2R                                                      | CUSIP: 78109UAE9<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10067200.00  | 0.04%             | 2040-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 45a Ltd.                                                  | KKR CLO 45a Ltd., Series 2024-45A, Class A1R                                                | CUSIP: 48190AAN6<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10052350.00  | 0.04%             | 2038-07-15      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Danby Park CLO Ltd.                                               | Danby Park CLO Ltd., Series 2022-1A, Class AR                                               | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10550220.45  | 0.04%             | 2037-10-21      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| OFSI BSL XV CLO Ltd.                                              | OFSI BSL XV CLO Ltd., Series 2025-15A, Class A1                                             | CUSIP: 67121QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 168450000 | PA      | $168954844.65 | 0.65%             | 2038-03-31      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO V-S Ltd.                                              | Allegro CLO V-S Ltd., Series 2024-2A, Class A1                                              | CUSIP: 01750RAC4<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | US        |  21275000 | PA      | $21369843.95  | 0.08%             | 2037-07-24      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-3A, Class A2R                                                | CUSIP: 12551YAL7<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8037877.60   | 0.03%             | 2038-10-18      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2020-3A, Class ARR                                                    | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 132150000 | PA      | $132604820.66 | 0.51%             | 2038-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                                           | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A2R                                         | CUSIP: 82671XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8023359.20   | 0.03%             | 2037-07-18      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| BBAM US CLO III Ltd.                                              | BBAM US CLO III Ltd., Series 2023-3A, Class A1R                                             | CUSIP: 054974AN0<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125273375.00 | 0.48%             | 2038-10-15      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd.                        | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class AR2                      | CUSIP: 64131QAN0<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3014268.30   | 0.01%             | 2038-10-18      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 13 Ltd.                                           | Birch Grove CLO 13 Ltd., Series 2025-13A, Class A1                                          | CUSIP: 09090QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  42150000 | PA      | $42307350.17  | 0.16%             | 2038-10-23      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                                              | Symphony CLO 30 Ltd., Series 2023-30A, Class A1R                                            | CUSIP: 87169BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30500000 | PA      | $30585400.00  | 0.12%             | 2037-10-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 30 Ltd.                                                  | AMMC CLO 30 Ltd., Series 2024-30A, Class A2                                                 | CUSIP: 03165UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8016118.40   | 0.03%             | 2037-01-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 38 Ltd.                                              | AGL Core CLO 38 Ltd., Series 2025-38A, Class A1                                             | CUSIP: 00852QAA9<br>LEI: 254900ZPMRHE5M6S8F18 | Long             | ABS-CBDO         | CORP              | US        |  92000000 | PA      | $92309616.80  | 0.35%             | 2038-01-22      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                                  | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                                 | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  56100000 | PA      | $56257080.00  | 0.22%             | 2038-01-15      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 26 Ltd.                                             | Ballyrock CLO 26 Ltd., Series 2024-26A, Class A1A                                           | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | US        |  40750000 | PA      | $40874662.40  | 0.16%             | 2037-07-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO 31 Ltd.                                          | Sixth Street CLO 31 Ltd., Series 2025-31A, Class A2                                         | CUSIP: 83014BAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15023257.50  | 0.06%             | 2039-01-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 10 Ltd.                                    | Sagard-Halseypoint CLO 10 Ltd., Series 2025-10A, Class A1                                   | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75331530.00  | 0.29%             | 2038-10-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Octagon 74 Ltd.                                                   | Octagon 74 Ltd., Series 2025-2A, Class A1                                                   | CUSIP: 675942AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31000000 | PA      | $31060512.00  | 0.12%             | 2038-04-22      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO IV                                                 | Crown City CLO IV, Series 2022-4A, Class AJ                                                 | CUSIP: 228233AN2<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19047285.30  | 0.07%             | 2037-04-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                                          | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $16304171.00  | 0.06%             | 2038-04-20      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 48 Ltd.                               | Octagon Investment Partners 48 Ltd., Series 2020-3A, Class A1R2                             | CUSIP: 67577UAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24180000 | PA      | $24279469.27  | 0.09%             | 2038-01-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2023-4A, Class A2R                                              | CUSIP: 46091XAQ3<br>LEI: 254900CLWY1AN9F4PD86 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014000.00  | 0.04%             | 2039-01-18      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Greenacre Park CLO LLC                                            | Greenacre Park CLO LLC, Series 2021-2A, Class AR                                            | CUSIP: 39355WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11550000 | PA      | $11616620.40  | 0.04%             | 2037-07-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 30 Ltd.                                                   | AGL CLO 30 Ltd., Series 2024-30RA, Class A1                                                 | CUSIP: 00120VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  40700000 | PA      | $40794537.96  | 0.16%             | 2037-04-21      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO I Ltd.                                               | Arini US CLO I Ltd., Series 1A, Class A                                                     | CUSIP: 04039AAA2<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10045000.00  | 0.04%             | 2038-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                                     | Voya CLO Ltd., Series 2019-1A, Class A1RR                                                   | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | US        |  39400000 | PA      | $39589967.10  | 0.15%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 22 Ltd.                         | GoldenTree Loan Management US CLO 22 Ltd., Series 2024-22A, Class B                         | CUSIP: 38139EAG8<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10069058.00  | 0.04%             | 2037-10-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                                            | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                                            | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37192613 | PA      | $37379617.46  | 0.14%             | 2038-07-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2025-5A, Class A2                                      | CUSIP: 056917AC1<br>LEI: 254900UZIWHOC1Z47I85 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15992064.00  | 0.06%             | 2039-01-19      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2021-10A, Class A1R                                             | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 174750000 | PA      | $175536235.20 | 0.67%             | 2038-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 7 Ltd.                                                 | AB BSL CLO 7 Ltd., Series 2025-7A, Class A2                                                 | CUSIP: 00039FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12085200.00  | 0.05%             | 2039-01-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                                   | CQS US CLO Ltd., Series 2023-3A, Class AJ                                                   | CUSIP: 223929AC4<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9018860.40   | 0.03%             | 2037-01-25      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2025-2A, Class A2                                      | CUSIP: 057915AL4<br>LEI: 2549002Z9TKO9WGID477 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8036455.20   | 0.03%             | 2039-01-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                                     | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                                    | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $85088782.50  | 0.33%             | 2035-10-18      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| LCM 41 Ltd.                                                       | LCM 41 Ltd., Series 41A, Class A1R                                                          | CUSIP: 501971AN5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | US        |  69000000 | PA      | $69110952.00  | 0.26%             | 2036-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXII Ltd.                                    | Madison Park Funding XXII Ltd., Series 2016-22A, Class AR2                                  | CUSIP: 55819XBJ0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23099429.00  | 0.09%             | 2038-01-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                                              | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                                             | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | US        |  86370000 | PA      | $86757801.30  | 0.33%             | 2038-01-05      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XII CLO Ltd.                                        | Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR                                      | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25064500.00  | 0.10%             | 2038-01-25      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                                            | Halseypoint CLO 7 Ltd., Series 2023-7A, Class A1R                                           | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | US        |  36950000 | PA      | $37097293.79  | 0.14%             | 2038-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXII CLO Ltd.                                               | Ares LXXII CLO Ltd., Series 2024-72A, Class A2                                              | CUSIP: 04020WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24500000 | PA      | $24565914.80  | 0.09%             | 2036-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                                    | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class A2R2                                 | CUSIP: 64131BAN3<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | US        |  15200000 | PA      | $15237565.28  | 0.06%             | 2038-04-15      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                                     | Post CLO Ltd., Series 2023-1A, Class A1R                                                    | CUSIP: 73743CAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10050390.00  | 0.04%             | 2038-10-20      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                                           | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | US        |   9750000 | PA      | $9786248.55   | 0.04%             | 2037-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 10-R Ltd.                                      | OHA Credit Funding 10-R Ltd., Series 2021-10RA, Class A1                                    | CUSIP: 67121RAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10045000 | PA      | $10069917.63  | 0.04%             | 2037-07-18      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Tralee CLO V Ltd.                                                 | Tralee CLO V Ltd., Series 2018-5A, Class A2RR                                               | CUSIP: 89300JBC1<br>LEI: 54930005YIOSJ9Z81114 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11004975.30  | 0.04%             | 2034-10-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                                               | Invesco US CLO Ltd., Series 2024-4A, Class A1                                               | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | US        |  55175000 | PA      | $55398806.35  | 0.21%             | 2038-01-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                                      | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A2RR                                    | CUSIP: 05766BBC1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16031729.60  | 0.06%             | 2035-10-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.                            | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class A                          | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 113841000 | PA      | $114265456.17 | 0.44%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 44 Ltd.                                                   | KKR CLO 44 Ltd., Series 44A, Class BR                                                       | CUSIP: 481950AS2<br>LEI: 254900ADEC5BQFZA7W53 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25168382.50  | 0.10%             | 2039-01-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                                         | Cedar Funding IV CLO Ltd., Series 2014-4A, Class AR3                                        | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | US        | 126075000 | PA      | $126604804.97 | 0.48%             | 2038-01-23      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO III Ltd.                                        | Barrow Hanley CLO III Ltd., Series 2024-3A, Class A2                                        | CUSIP: 06875VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12029793.60  | 0.05%             | 2037-04-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 24 Ltd.                                     | Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A2R                                   | CUSIP: 03331GAS7<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18052034.40  | 0.07%             | 2037-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Octagon 69 Ltd.                                                   | Octagon 69 Ltd., Series 2024-3A, Class A2                                                   | CUSIP: 67578UAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029809.00  | 0.04%             | 2037-07-24      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.                         | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class AJ                        | CUSIP: 38138TAQ4<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | US        |  18900000 | PA      | $18957998.43  | 0.07%             | 2037-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 25 Ltd.                                                  | AMMC CLO 25 Ltd., Series 2022-25A, Class A1R2                                               | CUSIP: 00177GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 109100000 | PA      | $109624771.00 | 0.42%             | 2038-10-15      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                                  | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A2                                  | CUSIP: 87191BAC5<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12046494.00  | 0.05%             | 2038-01-22      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-7A, Class A2                                                  | CUSIP: 06765FAE8<br>LEI: 254900I80K3UAJ5XX377 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10013123.00  | 0.04%             | 2038-01-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                                                | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                                              | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | US        | 163740000 | PA      | $164362212.00 | 0.63%             | 2038-10-25      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                                  | Barings CLO Ltd., Series 2025-5A, Class A1                                                  | CUSIP: 06765BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26000000 | PA      | $26129974.00  | 0.10%             | 2038-10-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.                               | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A                               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11046156.00  | 0.04%             | 2038-10-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                                   | CQS US CLO Ltd., Series 2025-4A, Class A1                                                   | CUSIP: 12674KAC9<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | US        |  57175000 | PA      | $57354872.55  | 0.22%             | 2036-07-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.                                     | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A1R2                                  | CUSIP: 03330WAU8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        | 236875000 | PA      | $237653039.63 | 0.91%             | 2038-01-19      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd.                               | Octagon Investment Partners 51 Ltd., Series 2021-1A, Class AR                               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 261500000 | PA      | $261827005.75 | 1.00%             | 2034-07-20      | Floating      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                                       | Valley Stream Park CLO Ltd., Series 2022-1A, Class ARR                                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | US        |  11685000 | PA      | $11696685.00  | 0.04%             | 2037-01-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO II Ltd.                                               | Katayma CLO II Ltd., Series 2024-2A, Class A1                                               | CUSIP: 485862AA4<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |  98500000 | PA      | $98681939.35  | 0.38%             | 2037-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO IX-R Ltd.                                             | Vibrant CLO IX-R Ltd., Series 2018-9RA, Class A1                                            | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14675000 | PA      | $14691830.76  | 0.06%             | 2037-04-20      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                                     | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                                  | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125642750.00 | 0.48%             | 2038-07-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                                               | Carlyle US CLO Ltd., Series 2022-5A, Class A2R                                              | CUSIP: 14318LAN1<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25083632.50  | 0.10%             | 2037-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Gallatin CLO XI Ltd.                                              | Gallatin CLO XI Ltd., Series 2024-1A, Class A1                                              | CUSIP: 36362HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20076158.00  | 0.08%             | 2037-10-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                                               | Harvest US CLO Ltd., Series 2024-1A, Class A2                                               | CUSIP: 41755WAC4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8018580.80   | 0.03%             | 2037-04-18      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2019-7A, Class A2R                                                | CUSIP: 171935AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12050336.40  | 0.05%             | 2038-10-19      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NYACK Park CLO Ltd.                                               | NYACK Park CLO Ltd., Series 2021-1A, Class A1R                                              | CUSIP: 67080PAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12020000 | PA      | $12062178.18  | 0.05%             | 2038-10-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIV CLO Ltd.                                               | Ares XXXIV CLO Ltd., Series 2015-2A, Class A2R4                                             | CUSIP: 04015GBD0<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14073203.20  | 0.05%             | 2038-07-17      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                                              | Apex Credit CLO Ltd., Series 2024-2A, Class A                                               | CUSIP: 03753EAA0<br>LEI: 213800V47GF24QSFBA63 | Long             | ABS-CBDO         | CORP              | US        |  66050000 | PA      | $66245032.44  | 0.25%             | 2037-07-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                                       | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class ARR                                      | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10027698.00  | 0.04%             | 2038-01-17      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                                            | Birch Grove CLO 6 Ltd., Series 2023-6A, Class A1R                                           | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | US        |  46000000 | PA      | $46251896.00  | 0.18%             | 2037-07-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd.                                               | Elmwood CLO 38 Ltd., Series 2025-1A, Class A                                                | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36000000 | PA      | $36043200.00  | 0.14%             | 2038-04-22      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                                              | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                                            | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38146315.20  | 0.15%             | 2037-07-18      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                                   | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                                 | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125392000.00 | 0.48%             | 2037-07-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Venture 46 CLO Ltd.                                               | Venture 46 CLO Ltd., Series 2022-46A, Class A1R                                             | CUSIP: 92326CBA4<br>LEI: 549300O7L2XN74VSK595 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19068882.60  | 0.07%             | 2037-10-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIII Ltd.                                    | Fortress Credit BSL XXIII Ltd., Series 2025-2A, Class A                                     | CUSIP: 34967CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13580284.50  | 0.05%             | 2038-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Tallman Park CLO Ltd.                                             | Tallman Park CLO Ltd., Series 2021-1A, Class A1R                                            | CUSIP: 874777AL9<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38209038.00  | 0.15%             | 2038-07-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                                            | Halseypoint CLO 6 Ltd., Series 2022-6A, Class A1R                                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23103989.90  | 0.09%             | 2038-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd.                                           | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                                          | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | US        |  58070000 | PA      | $58260754.14  | 0.22%             | 2038-01-15      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 37 Ltd.                                                   | KKR CLO 37 Ltd., Series 37A, Class BR                                                       | CUSIP: 48254FAU2<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8032003.20   | 0.03%             | 2038-04-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding 2025-III Ltd., Series 2025-3A, Class A1                                        | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29850000 | PA      | $30021339.00  | 0.11%             | 2038-07-21      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2024-VI Ltd.                                        | Park Blue CLO 2024-VI Ltd., Series 2024-6A, Class A1                                        | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | US        |  75695000 | PA      | $76035317.15  | 0.29%             | 2038-01-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| NGC CLO 2 Ltd.                                                    | NGC CLO 2 Ltd., Series 2025-2A, Class A1                                                    | CUSIP: 652942AC7<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15051738.00  | 0.06%             | 2038-04-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                                            | Palmer Square CLO Ltd., Series 2024-2A, Class A1                                            | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17000000 | PA      | $17065557.10  | 0.07%             | 2037-07-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                                  | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A1                                  | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |  48800000 | PA      | $48974338.00  | 0.19%             | 2038-01-22      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XII Ltd.                                                | Hayfin US XII Ltd., Series 2020-12A, Class A1R                                              | CUSIP: 42087DAL3<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | US        |  33210000 | PA      | $33322751.27  | 0.13%             | 2038-01-20      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                                                   | AGL CLO 40 Ltd., Series 2025-40A, Class A1                                                  | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | US        |   9750000 | PA      | $9788919.08   | 0.04%             | 2038-07-22      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                                   | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                                 | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | US        |  78100000 | PA      | $78271351.40  | 0.30%             | 2038-04-20      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 9 Ltd.                                          | Kennedy Lewis CLO 9 Ltd., Series 9A, Class AR                                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        | 132750000 | PA      | $133336635.53 | 0.51%             | 2038-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XVII Ltd.                                    | Madison Park Funding XVII Ltd., Series 2015-17A, Class AR3                                  | CUSIP: 55818YCC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30136701.00  | 0.12%             | 2037-10-21      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XV CLO Ltd.                                         | Cedar Funding XV CLO Ltd., Series 2022-15A, Class BR                                        | CUSIP: 15032QAN2<br>LEI: 5493002XZZZCKFWQIL45 | Long             | ABS-CBDO         | CORP              | US        |  23200000 | PA      | $23372510.56  | 0.09%             | 2039-01-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                                           | Signal Peak CLO 11 Ltd., Series 2024-11A, Class A2                                          | CUSIP: 82666XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20056460.00  | 0.08%             | 2037-07-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                                      | TCW CLO Ltd., Series 2025-1A, Class A                                                       | CUSIP: 872397AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53800000 | PA      | $53947880.06  | 0.21%             | 2038-04-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                                     | Wise CLO Ltd., Series 2025-2A, Class A                                                      | CUSIP: 97720BAA8<br>LEI: 254900ZU603JTA5IWP64 | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100317470.00 | 0.38%             | 2038-04-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                                     | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                                   | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        | 101370000 | PA      | $101734668.44 | 0.39%             | 2037-07-16      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| ARES Loan Funding II Ltd.                                         | ARES Loan Funding II Ltd., Series 2022-ALF2A, Class A1R2                                    | CUSIP: 04018UAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 130000000 | PA      | $130605020.00 | 0.50%             | 2038-10-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 12 Ltd.                                                   | Rad CLO 12 Ltd., Series 2021-12A, Class A1AR                                                | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32770000 | PA      | $32949186.36  | 0.13%             | 2040-07-30      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 5 Ltd.                                       | Diameter Capital CLO 5 Ltd., Series 2023-5A, Class A1R                                      | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50194505.00  | 0.19%             | 2039-01-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd.                                               | Elmwood CLO 26 Ltd., Series 2024-1A, Class A1                                               | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45000000 | PA      | $45088605.00  | 0.17%             | 2037-04-18      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                                        | Regatta XXIII Funding Ltd., Series 2021-4A, Class A2R                                       | CUSIP: 75889FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9999775.00   | 0.04%             | 2038-10-15      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                                   | AGL CLO 17 Ltd., Series 2022-17A, Class AR                                                  | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | US        |  49858000 | PA      | $49859505.71  | 0.19%             | 2035-01-21      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.                               | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A2R2                             | CUSIP: 67591JAW2<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10028266.00  | 0.04%             | 2037-07-18      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Dryden 106 CLO Ltd.                                               | Dryden 106 CLO Ltd., Series 2022-106A, Class A1R                                            | CUSIP: 26254CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60000000 | PA      | $60285408.00  | 0.23%             | 2037-10-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| RR 8 Ltd.                                                         | RR 8 Ltd., Series 2020-8A, Class A1B2                                                       | CUSIP: 74980FBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $6261195.63   | 0.02%             | 2039-01-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 38 Ltd.                                                   | KKR CLO 38 Ltd., Series 38A, Class A2R                                                      | CUSIP: 48259BAU6<br>LEI: 254900OAJ15MUAFDVE64 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7030480.80   | 0.03%             | 2038-01-15      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 31 Ltd.                                     | Anchorage Capital CLO 31 Ltd., Series 2025-31A, Class A1                                    | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | US        |  52500000 | PA      | $52766857.50  | 0.20%             | 2038-10-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 7 Ltd.                                                 | AB BSL CLO 7 Ltd., Series 2025-7A, Class A1                                                 | CUSIP: 00039FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125312500.00 | 0.48%             | 2039-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                                  | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class A1                                 | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50250150.00  | 0.19%             | 2038-10-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XXI                                           | MidOcean Credit CLO XXI, Series 2025-21A, Class A1                                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | US        |  29750000 | PA      | $29853708.50  | 0.11%             | 2038-10-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Octagon 66 Ltd.                                                   | Octagon 66 Ltd., Series 2022-1A, Class BR2                                                  | CUSIP: 67577WBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10059955.00  | 0.04%             | 2037-02-16      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Dryden 76 CLO Ltd.                                                | Dryden 76 CLO Ltd., Series 2019-76A, Class A1R2                                             | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 136000000 | PA      | $136655207.20 | 0.52%             | 2037-10-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd.                                         | Marble Point CLO XIX Ltd., Series 2020-3A, Class AR2                                        | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30500000 | PA      | $30648901.00  | 0.12%             | 2038-10-19      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                                           | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  96645000 | PA      | $97054156.27  | 0.37%             | 2038-01-25      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                                 | CIFC Funding Ltd., Series 2018-1A, Class A1R                                                | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9037800.00   | 0.03%             | 2038-01-18      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIV CLO Ltd.                                                | Ares LXIV CLO Ltd., Series 2022-64A, Class AR                                               | CUSIP: 04019HAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15071413.50  | 0.06%             | 2039-10-24      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                                               | Guggenheim CLO Ltd., Series 2022-2A, Class A2R                                              | CUSIP: 40172PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9999767.00   | 0.04%             | 2035-01-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                                        | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class A2R                                      | CUSIP: 09631RAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11037057.90  | 0.04%             | 2037-10-22      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                                      | OHA Credit Partners XIV Ltd., Series 2017-14A, Class A2R                                    | CUSIP: 67706XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20054148.00  | 0.08%             | 2037-07-21      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 35 Ltd.                                               | Elmwood CLO 35 Ltd., Series 2024-11A, Class B                                               | CUSIP: 29004NAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14095771.20  | 0.05%             | 2037-10-18      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO I Ltd.                                               | Whitebox CLO I Ltd., Series 2019-1A, Class A1R3                                             | CUSIP: 96467FBJ8<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | US        | 130000000 | PA      | $130285727.00 | 0.50%             | 2037-01-24      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                                      | Bain Capital Credit CLO Ltd., Series 2022-1A, Class A2R                                     | CUSIP: 05684UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16569191.10  | 0.06%             | 2038-10-18      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 37 Ltd.                                                   | KKR CLO 37 Ltd., Series 37A, Class AR                                                       | CUSIP: 48254FBC1<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | US        |  75600000 | PA      | $75794972.40  | 0.29%             | 2038-04-20      | Floating      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIII Ltd.                                             | Allegro CLO XIII Ltd., Series 2021-1A, Class A1R                                            | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | US        |  30995724 | PA      | $31135142.77  | 0.12%             | 2038-07-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak IV Ltd.                                            | Sandstone Peak IV Ltd., Series 2025-1A, Class A2                                            | CUSIP: 80012AAC9<br>LEI: 254900HZXZ4VWBL5OX74 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5529635.10   | 0.02%             | 2039-01-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIX Funding Ltd.                                         | Regatta XXIX Funding Ltd., Series 2024-3A, Class A                                          | CUSIP: 758971AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $22610745.00  | 0.09%             | 2037-09-06      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 6-R Ltd.                                                  | PPM CLO 6-R Ltd., Series 2022-6RA, Class A1R                                                | CUSIP: 693975AC8<br>LEI: 2549003CULWUB4AA0151 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10014083.00  | 0.04%             | 2037-01-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd.                                                        | RR 21 Ltd., Series 2022-21A, Class A1BR                                                     | CUSIP: 78110TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15043393.50  | 0.06%             | 2039-07-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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