# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001410368-25-040860
**Filing Date:** 2025-12
**Character Count:** 93872
**Document Hash:** f55a96277a2d5152fe801308d514989f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-040860.hdr.sgml**: 20251222

**ACCESSION NUMBER**: 0001410368-25-040860

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251222

**DATE AS OF CHANGE**: 20251222

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 251591514

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

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-10-31

**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:** $324742419.29

**Total Liabilities:** $1346318.02

**Net Assets:** $323396101.27

**Delayed Delivery Securities:** $1279630.72

**Cash Not Reported:** $3609254.34

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -796.74000000 | **1-Year:** -31467.98000000 | **5-Year:** -46830.67000000 | **10-Year:** -3156.94000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250837 | 0.45%                | 0.44%                | 0.42%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $24548.51                | $107686.03                                 |
| Month 2  | $17502.51                | $39115.15                                  |
| Month 3  | $79641.93                | $-429955.93                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO                                                    | AB BSL CLO 6 Ltd                                                | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500693.50    | 0.15%             | 2037-07-20      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                                                | AGL CLO 13 Ltd                                                  | CUSIP: 00120JAL7<br>LEI: 254900DIJ0G5TXNJMM06 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1901326.20   | 0.59%             | 2034-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                                                | AGL CLO 16 Ltd                                                  | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004680.00   | 1.55%             | 2035-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | Aimco CLO 11 Ltd                                                | CUSIP: 00140NBG4<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850365.50    | 0.26%             | 2037-07-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 27 Ltd                                                 | CUSIP: 00173UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5461725.50   | 1.69%             | 2037-01-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 24 Ltd                                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1405000 | PA      | $1407107.50   | 0.44%             | 2035-01-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares XXVII CLO Ltd                                              | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000440.00   | 0.31%             | 2034-10-28      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LXII CLO Ltd                                               | CUSIP: 00192WAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1251367.50   | 0.39%             | 2034-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | AIMCO CLO 17 Ltd                                                | CUSIP: 00889JAK0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    523000 | PA      | $523889.10    | 0.16%             | 2037-07-20      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Aimco                                                         | AIMCO CLO 22 Ltd                                                | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250464.75    | 0.08%             | 2037-04-19      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                                                | Alinea CLO 2018-1 Ltd                                           | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998476.00   | 0.62%             | 2031-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro CLO V-S Ltd                                             | CUSIP: 01750RAG5<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |    625000 | PA      | $626927.50    | 0.19%             | 2037-07-24      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro CLO XII Ltd                                             | CUSIP: 01750TAN6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004370.00   | 0.62%             | 2037-07-21      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                               | Allegro Clo VIII-S Ltd                                          | CUSIP: 01751JAC1<br>LEI: 2138003DNNDDZP6FWT45 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2007080.00   | 0.62%             | 2037-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation                         | AMMC CLO 30 Ltd                                                 | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $826491.60    | 0.26%             | 2037-01-15      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Annisa CLO Ltd                                                | Annisa CLO Ltd 2016-2                                           | CUSIP: 036011AS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250305.00    | 0.08%             | 2031-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos Clo Xxv                                                  | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3998600.00   | 1.24%             | 2037-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XII                                                  | CUSIP: 03764DAR2<br>LEI: 549300M5NMLBQJXUO195 | Long             | ABS-CBDO         | CORP              | KY        |   1150000 | PA      | $1152817.50   | 0.36%             | 2031-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXI                                                 | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1421447 | PA      | $1424715.84   | 0.44%             | 2031-04-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XXXII                                                | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   2463892 | PA      | $2466688.85   | 0.76%             | 2033-01-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos CLO XLVII Ltd                                            | CUSIP: 03770QAA2<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500843.50    | 0.15%             | 2037-04-26      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                                | Apidos Clo Xlix                                                 | CUSIP: 03771BAC0<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401056.80    | 0.12%             | 2037-10-24      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | ARES XLIV CLO Ltd                                               | CUSIP: 04016NBK8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998306.00   | 0.62%             | 2034-04-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | Ares LXV CLO Ltd                                                | CUSIP: 04019FAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000000.00   | 0.62%             | 2034-07-25      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                                  | ARES LI CLO Ltd                                                 | CUSIP: 04019LAU8<br>LEI: 5493003FNA8PT0CMDE92 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $661475.76    | 0.20%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-3 Ltd                              | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000623.00   | 0.31%             | 2034-07-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2020-3 Ltd                              | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $190487.92    | 0.06%             | 2034-10-23      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2020-4 Ltd                              | CUSIP: 05684KAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2000100.00   | 0.62%             | 2036-10-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-1 Ltd                              | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5493972.00   | 1.70%             | 2034-04-18      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2021-6 Ltd                              | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001128.00   | 0.31%             | 2034-10-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited                              | Bain Capital Credit CLO 2022-4 Ltd                              | CUSIP: 05685BAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2006500.00   | 0.62%             | 2037-10-16      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                                 | Ballyrock CLO 2020-2 Ltd                                        | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   1021913 | PA      | $1022407.01   | 0.32%             | 2031-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Clo Ltd 2022-II                                         | CUSIP: 06759UAL7<br>LEI: 549300RW4E3G80IH3A51 | Long             | ABS-CBDO         | CORP              | KY        |    675000 | PA      | $677187.68    | 0.21%             | 2039-07-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings CLO Ltd 2019-III                                        | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000653.00   | 0.31%             | 2036-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Clo Ltd 2021-III                                        | CUSIP: 06762TAL5<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250262.50    | 0.08%             | 2035-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings Clo Ltd 2021-III                                        | CUSIP: 06762TAN1<br>LEI: 549300V1VT2NXKFG0H98 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1500133.50   | 0.46%             | 2035-01-18      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings CLO Ltd 2023-IV                                         | CUSIP: 06763MAA3<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250617.50    | 0.08%             | 2037-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                                | Barings CLO Ltd 2024-I                                          | CUSIP: 06763VAA3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250512.50    | 0.08%             | 2037-01-20      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                                       | Beechwood Park CLO Ltd                                          | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501250.00    | 0.15%             | 2035-01-17      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                               | Benefit Street Partners CLO XXXVI Ltd                           | CUSIP: 081922AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502227.50   | 0.46%             | 2038-01-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO 2015-4 Ltd                                     | CUSIP: 09628NBA9<br>LEI: 549300EB3KHH9T7ICE44 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000943.00   | 0.31%             | 2030-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXII Ltd                                       | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    359836 | PA      | $360077.51    | 0.11%             | 2031-07-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXX Ltd                                        | CUSIP: 09630QAU5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3348984.95   | 1.04%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXXI Ltd                                       | CUSIP: 09631BAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201124.40   | 0.37%             | 2034-04-19      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                                          | BlueMountain CLO XXXII Ltd                                      | CUSIP: 09631EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1494030.00   | 0.46%             | 2034-10-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                                       | Buttermilk Park CLO Ltd                                         | CUSIP: 124166AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $274479.43    | 0.08%             | 2031-10-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | Cifc Funding 2014-IV-R Ltd                                      | CUSIP: 12552FBE2<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3956596.00   | 1.22%             | 2035-01-17      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2013-III-R Ltd                                     | CUSIP: 12552MAN8<br>LEI: 549300JZARV9CBLL1S14 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2995440.00   | 0.93%             | 2031-04-24      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-I Ltd                                         | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $832091.60    | 0.26%             | 2037-07-25      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2021-VII Ltd                                       | CUSIP: 12567HAQ5<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999978.00    | 0.31%             | 2035-01-23      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2024-I Ltd                                         | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250905.25    | 0.08%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd                                          | Captree Park CLO Ltd                                            | CUSIP: 14074EAE1<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250920.50    | 0.08%             | 2037-07-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                                         | Cayuga Park CLO Ltd                                             | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    810000 | PA      | $810542.70    | 0.25%             | 2034-07-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding VII Clo Ltd                                       | CUSIP: 15032FAL0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |    897667 | PA      | $897262.24    | 0.28%             | 2031-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding IX CLO Ltd                                        | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $501166.00    | 0.15%             | 2037-07-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XI Clo Ltd                                        | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201155.60   | 0.37%             | 2032-05-29      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XII CLO Ltd                                       | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002460.00   | 0.93%             | 2038-01-25      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                                             | Cedar Funding XIV CLO Ltd                                       | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852215.95    | 0.26%             | 2037-10-15      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2016-I Ltd                                         | CUSIP: 17180TBN1<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $797212.00    | 0.25%             | 2031-10-21      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                                              | CIFC Funding 2017-I Ltd                                         | CUSIP: 17181PAE9<br>LEI: 549300X1SKS4LNS5LQ62 | Long             | ABS-CBDO         | CORP              | KY        |    510000 | PA      | $511805.91    | 0.16%             | 2037-04-21      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                                    | Clover CLO 2021-3 LLC                                           | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000727.00   | 0.31%             | 2035-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO, Ltd                                           | Danby Park CLO Ltd                                              | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $401677.20    | 0.12%             | 2037-10-21      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                   | PURCHASED USD / SOLD EUR                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $9852.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                   | PURCHASED USD / SOLD EUR                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $227131.16    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                   | PURCHASED EUR / SOLD USD                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |         1 | NC      | $-11668.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                                   | PURCHASED USD / SOLD EUR                                        | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $11620.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 93 CLO Ltd                                               | CUSIP: 26190TAN1<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $622984.06    | 0.19%             | 2038-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 40 Senior Loan Fund                                      | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   2898160 | PA      | $2899620.18   | 0.90%             | 2031-08-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 45 Senior Loan Fund                                      | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |     73079 | PA      | $73106.68     | 0.02%             | 2030-10-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 43 Senior Loan Fund                                      | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000373.00   | 0.31%             | 2034-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 80 CLO Ltd                                               | CUSIP: 26245JBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001068.00   | 0.62%             | 2033-01-17      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 55 CLO Ltd                                               | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1352688 | PA      | $1353560.74   | 0.42%             | 2031-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 86 CLO Ltd                                               | CUSIP: 26245XAY3<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250539.50    | 0.08%             | 2034-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 95 CLO Ltd                                               | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005752.00   | 1.24%             | 2034-08-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 94 CLO Ltd                                               | CUSIP: 26251VAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401605.60    | 0.12%             | 2037-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 72 CLO Ltd                                               | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2152690 | PA      | $2155225.99   | 0.67%             | 2032-05-15      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 68 CLO Ltd                                               | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   5163000 | PA      | $5166516.00   | 1.60%             | 2035-07-15      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 108 CLO Ltd                                              | CUSIP: 26253MAQ3<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $601160.40    | 0.19%             | 2037-07-18      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                                       | Dryden 105 CLO Ltd                                              | CUSIP: 26253QAL5<br>LEI: 254900M9WDNRF1Z3T669 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009030.00   | 0.62%             | 2038-04-15      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                                            | Elmwood CLO I Ltd                                               | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1184271.60   | 0.37%             | 2037-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                           | Elmwood CLO III Ltd                                             | CUSIP: 29002HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852643.50    | 0.26%             | 2037-07-18      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                                            | Elmwood CLO 15 Ltd                                              | CUSIP: 29003JAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2260000 | PA      | $2261166.16   | 0.70%             | 2035-04-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                                            | Elmwood CLO IX Ltd                                              | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499910.00   | 0.77%             | 2038-04-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                                            | Elmwood CLO 36 Ltd                                              | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852762.50    | 0.26%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                                              | Flatiron CLO 25 Ltd                                             | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852289.05    | 0.26%             | 2037-10-17      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                                | Galaxy XXII CLO Ltd                                             | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003558.00   | 0.93%             | 2034-04-16      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                        | Goldentree Loan Management US Clo 8 Ltd                         | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1131742.46   | 0.35%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                        | Goldentree Loan Management US Clo 12 Ltd                        | CUSIP: 38138FAU5<br>LEI: 549300KUSTD1I13BZ897 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250763.75    | 0.08%             | 2037-07-20      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                        | Goldentree Loan Management US Clo 9 Ltd                         | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $552083.95    | 0.17%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                        | Goldentree Loan Management US Clo 11 Ltd                        | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249943.75    | 0.08%             | 2034-10-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD                        | Goldentree Loan Management US Clo 7 Ltd                         | CUSIP: 38138LAW8<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2846759.55   | 0.88%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD                      | GoldenTree Loan Management US CLO 19 Ltd                        | CUSIP: 38138WAC8<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $501520.00    | 0.16%             | 2037-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 60B Ltd                              | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500387.00    | 0.15%             | 2034-10-25      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 53B Ltd                              | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5497255.50   | 1.70%             | 2034-07-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                               | Golub Capital Partners CLO 76 B Ltd                             | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $752244.75    | 0.23%             | 2037-10-25      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management                                           | HPS Loan Management 15-2019 Ltd                                 | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |    530000 | PA      | $530598.90    | 0.16%             | 2035-01-22      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                       | HPS Loan Management 2021-16 Ltd                                 | CUSIP: 40440XAQ4<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501215.00   | 0.46%             | 2035-01-23      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                       | HPS Loan Management 2024-22 Ltd                                 | CUSIP: 40444YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1850000 | PA      | $1855962.55   | 0.57%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Hamlin Park CLO                                               | Hamlin Park CLO Ltd                                             | CUSIP: 407907AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    540000 | PA      | $541158.30    | 0.17%             | 2037-10-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Harmony-Peace Park CLO                                        | Harmony-Peace Park CLO Ltd                                      | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | JE        |   1250000 | PA      | $1254981.25   | 0.39%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                                       | Hartwick Park CLO Ltd                                           | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000483.00   | 0.31%             | 2037-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd                                       | HPS Loan Management 2023-18 Ltd                                 | CUSIP: 442911AN3<br>LEI: 529900BETGXDWYYWUE51 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001988.00   | 0.62%             | 2039-07-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Invesco CLO 2022-2, Ltd.                                      | Invesco CLO 2022-2 Ltd                                          | CUSIP: 46145XAL0<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $999492.00    | 0.31%             | 2035-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                               | Invesco US CLO 2023-1 Ltd                                       | CUSIP: 46146GAS1<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250714.00    | 0.08%             | 2037-04-22      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                                               | Invesco CLO 2021-2 Ltd                                          | CUSIP: 46149MAN6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999830.00    | 0.31%             | 2034-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Invesco CLO Ltd                                               | Invesco US CLO 2024-4 Ltd                                       | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003202.00   | 0.31%             | 2038-01-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                                            | Kings Park CLO Ltd                                              | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550271.15    | 0.17%             | 2035-01-21      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 40 Ltd                                                      | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001565.00   | 0.31%             | 2038-01-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 41 Ltd                                                      | CUSIP: 501971AQ8<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2496977.50   | 0.77%             | 2036-04-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 29 Ltd                                                      | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    946050 | PA      | $948497.91    | 0.29%             | 2031-04-15      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 33 Ltd                                                      | CUSIP: 50202CAJ3<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2250735.75   | 0.70%             | 2034-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 35 Ltd                                                      | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999307.00    | 0.31%             | 2034-10-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 34 Ltd                                                      | CUSIP: 50203CAN3<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998251.00   | 0.93%             | 2034-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                                           | LCM 37 Ltd                                                      | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2030534 | PA      | $2029458.24   | 0.63%             | 2034-04-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXXVII Ltd                                 | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2275000 | PA      | $2281540.63   | 0.71%             | 2037-04-15      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLV Ltd                                    | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000908.00   | 0.31%             | 2034-07-15      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLIX Ltd                                   | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5495055.50   | 1.70%             | 2034-10-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XXVII Ltd                                  | CUSIP: 55820YAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2251309.50   | 0.70%             | 2038-04-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LXVII Ltd                                  | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851509.60    | 0.26%             | 2037-04-25      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding XLVI Ltd                                   | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4997500.00   | 1.55%             | 2034-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                                      | Madison Park Funding LIX Ltd                                    | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $396642.81    | 0.12%             | 2037-04-18      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                             | Magnetite XIX Ltd                                               | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499478.50    | 0.15%             | 2034-04-17      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                                             | Magnetite XXV Ltd                                               | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    392609 | PA      | $392824.64    | 0.12%             | 2032-01-25      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd | CUSIP: 640977AQ7<br>LEI: 549300IDH2882S517E68 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2003780.00   | 0.62%             | 2036-10-25      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman CLO XVII Ltd                                   | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1403714.20   | 0.43%             | 2038-07-22      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 24 Ltd                       | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005500.00   | 0.62%             | 2038-10-19      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 45 Ltd                       | CUSIP: 64134MAJ5<br>LEI: 549300BQ0WQMX5H5TS32 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499252.50    | 0.15%             | 2036-10-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd                  | CUSIP: 64135FAN0<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $852658.80    | 0.26%             | 2038-10-24      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                                      | Neuberger Berman Loan Advisers CLO 49 Ltd                       | CUSIP: 64135JAL6<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |    248406 | PA      | $248591.08    | 0.08%             | 2035-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                                        | Northwoods Capital 25 Ltd                                       | CUSIP: 668468AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499000.00   | 0.77%             | 2034-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 4 Ltd                                        | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001977.00   | 0.31%             | 2038-01-22      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO Ltd                                                     | CUSIP: 671026AJ1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998783.00    | 0.31%             | 2037-01-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 5 Ltd                                        | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400756.40    | 0.12%             | 2037-10-18      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                               | OHA Credit Funding 1 LTD                                        | CUSIP: 67115WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250956.50    | 0.08%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                                   | OCP CLO 2021-22 Ltd                                             | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851657.50    | 0.26%             | 2037-10-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                                             | OCP Aegis CLO 2023-29 Ltd                                       | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $499523.50    | 0.15%             | 2036-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd                               | Octagon Investment Partners 18-R Ltd                            | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    201317 | PA      | $201384.97    | 0.06%             | 2031-04-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 44, Ltd.                          | Octagon Investment Partners 44 Ltd                              | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2500625.00   | 0.77%             | 2034-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                          | Octagon Investment Partners 45 Ltd                              | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001750.00   | 0.62%             | 2035-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.                          | Octagon Investment Partners 45 Ltd                              | CUSIP: 67577MBE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $599370.60    | 0.19%             | 2035-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                                | Octagon 66 Ltd                                                  | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300288.90    | 0.09%             | 2036-11-16      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD                           | Octagon Investment Partners XVI Ltd                             | CUSIP: 67590BAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    350000 | PA      | $350642.95    | 0.11%             | 2030-07-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd                           | Octagon Investment Partners XXI Ltd                             | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5502381.50   | 1.70%             | 2031-02-14      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 26 Ltd                            | Octagon Investment Partners 26 Ltd                              | CUSIP: 67590YAN0<br>LEI: 549300ZYOSZSIH0Y3392 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250141.00    | 0.08%             | 2030-07-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.                          | Octagon Investment Partners 29 Ltd                              | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852167.50    | 0.26%             | 2037-07-18      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Octagon Investments Partners 36, Ltd.                         | Octagon Investment Partners 36 Ltd                              | CUSIP: 67591UAE7<br>LEI: 549300S890TBOLY1D042 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249948.00    | 0.08%             | 2031-04-15      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                          | Octagon Investment Partners 40 Ltd                              | CUSIP: 67592BBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1982108.00   | 0.61%             | 2035-01-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.                          | Octagon Investment Partners 40 Ltd                              | CUSIP: 67592BBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    950000 | PA      | $948014.50    | 0.29%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.                          | Octagon Investment Partners 41 Ltd                              | CUSIP: 67592FBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001078.00   | 0.62%             | 2033-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Octagon 57 Ltd                                                | Octagon 57 Ltd                                                  | CUSIP: 67592XAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1300951.60   | 0.40%             | 2034-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd                            | Octagon Investment Partners 51 Ltd                              | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5506094.00   | 1.70%             | 2034-07-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2022-3 Ltd                           | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    720000 | PA      | $721612.80    | 0.22%             | 2031-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Palmer Square BDC CLO Ltd                                     | Palmer Square BDC CLO 1 Ltd                                     | CUSIP: 696928AA8<br>LEI: 254900LU0WIJ7Y0O9X14 | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1835746.20   | 0.57%             | 2037-07-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd                                | Palmer Square Loan Funding 2023-2 Ltd                           | CUSIP: 69703FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4001548.00   | 1.24%             | 2032-01-25      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2024-2 LTD                                    | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $502171.50    | 0.16%             | 2037-07-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                                         | Palmer Square CLO 2024-4 Ltd                                    | CUSIP: 69703WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001071.00   | 0.31%             | 2038-01-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2021-1               | CUSIP: 70015QAL2<br>LEI: 529900G1ZDEDA0MGYE20 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999842.00   | 0.62%             | 2034-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO                        | Park Avenue Institutional Advisers CLO Ltd 2017-1               | CUSIP: 70017KBA6<br>LEI: 549300ZWX1MRCB6KO574 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001994.00   | 0.62%             | 2034-02-14      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd                                  | Point Au Roche Park CLO Ltd                                     | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1101701.70   | 0.34%             | 2034-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | Rad CLO 22 Ltd                                                  | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401212.00    | 0.12%             | 2037-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 16 Ltd                                                       | CUSIP: 74971CAL7<br>LEI: 549300FLUOZC8QYYKL96 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501755.00   | 0.46%             | 2036-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 5 Ltd                                                        | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507371.00   | 0.47%             | 2039-07-15      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 8 Ltd                                                        | CUSIP: 74980FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500552.50    | 0.15%             | 2037-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                                        | RR 26 Ltd                                                       | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5503305.50   | 1.70%             | 2038-04-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 21 Ltd                                                  | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5483137.00   | 1.70%             | 2037-01-25      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                                   | RAD CLO 26 Ltd                                                  | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401001.60    | 0.12%             | 2037-10-20      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                               | Regatta XI Funding Ltd                                          | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001709.00   | 0.31%             | 2037-07-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                                      | Regatta XVI Funding Ltd                                         | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1643451 | PA      | $1648340.34   | 0.51%             | 2033-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                                     | Regatta XXII Funding Ltd                                        | CUSIP: 758968AN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501701.00   | 0.46%             | 2035-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                                     | Regatta XXII Funding Ltd                                        | CUSIP: 758968AQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000504.00   | 0.31%             | 2035-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                    | Regatta XXVII Funding Ltd                                       | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500831.00    | 0.15%             | 2037-04-26      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                                    | Regatta XXVII Funding Ltd                                       | CUSIP: 758970AC1<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1503973.50   | 0.47%             | 2037-04-26      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2022-1 Ltd                                   | CUSIP: 77340JAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502862.00   | 0.46%             | 2035-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2025-1 Ltd                                   | CUSIP: 77341AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5509416.00   | 1.70%             | 2038-03-31      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2020-1 Ltd                                   | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1599548.80   | 0.49%             | 2036-01-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2019-2 Ltd                                   | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |    941651 | PA      | $942659.59    | 0.29%             | 2032-08-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2021-2 Ltd                                   | CUSIP: 77341LAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000652.00   | 0.62%             | 2034-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2018-1 Ltd                                   | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |   2784532 | PA      | $2785436.72   | 0.86%             | 2031-05-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2019-1 Ltd                                   | CUSIP: 77342MAY2<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $699647.90    | 0.22%             | 2034-04-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                                        | Rockford Tower CLO 2019-1 Ltd                                   | CUSIP: 77342MBA3<br>LEI: 549300GGUAM1ZV2SKK63 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001744.00   | 0.62%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                                  | State Street Institutional U.S. Government Money Market Fund    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1618501 | NS      | $1618501.40   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO XXI Ltd                                        | CUSIP: 83011PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008146.00   | 0.62%             | 2037-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                                         | Sixth Street CLO VIII Ltd                                       | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001261.00   | 0.31%             | 2034-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXII Ltd                                           | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    670457 | PA      | $670587.41    | 0.21%             | 2033-04-18      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXIII Ltd                                          | CUSIP: 87167NDN2<br>LEI: 54930001DQI1CFLYVB48 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1985480.00   | 0.61%             | 2034-01-15      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXIV Ltd                                           | CUSIP: 87167QAQ1<br>LEI: 5493007X3UVVYJ005O73 | Long             | ABS-CBDO         | CORP              | KY        |   2075000 | PA      | $2075587.23   | 0.64%             | 2035-10-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXV Ltd                                            | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2001408.00   | 0.62%             | 2034-04-19      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO XXVIII Ltd                                         | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000671.00   | 0.31%             | 2034-10-23      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                                              | Symphony CLO 43 Ltd                                             | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $852681.75    | 0.26%             | 2037-04-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                                              | TCI-Symphony CLO 2016-1 Ltd                                     | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   1392345 | PA      | $1394308.19   | 0.43%             | 2032-10-13      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                                         | TCW Central Cash Fund                                           | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   8123243 | NS      | $8123243.43   | 2.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                                   | Texas Debt Capital CLO 2023-II Ltd                              | CUSIP: 88239MAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    321000 | PA      | $321694.97    | 0.10%             | 2037-10-21      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Thompson Park CLO, LTD                                        | Thompson Park CLO Ltd                                           | CUSIP: 884887AN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2201091.20   | 0.68%             | 2034-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | TRESTLES CLO V LTD                                              | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2800000 | PA      | $2796785.60   | 0.86%             | 2034-10-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | Trestles Clo IV Ltd                                             | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001848.00   | 0.93%             | 2034-07-21      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                                              | Trestles CLO VIII Ltd                                           | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3304521.00   | 1.02%             | 2035-06-11      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO VI Ltd                                             | CUSIP: 89640YBS2<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001429.00   | 0.31%             | 2034-01-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                                              | Trinitas CLO XVI Ltd                                            | CUSIP: 89642DAQ1<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501878.00   | 0.46%             | 2034-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2017-3 Ltd                                             | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002358.00   | 0.62%             | 2034-04-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2013-3 Ltd                                             | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    327073 | PA      | $327743.50    | 0.10%             | 2031-10-18      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-1 Ltd                                             | CUSIP: 92917NAY4<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850790.50    | 0.26%             | 2037-10-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2019-2 Ltd                                             | CUSIP: 92917RAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2109711 | PA      | $2112430.55   | 0.65%             | 2032-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                                  | Voya CLO 2020-1 Ltd                                             | CUSIP: 92918EAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501402.50   | 0.46%             | 2034-07-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                                  | Providus Clo III DAC                                            | CUSIP: 000000000<br>LEI: 635400X4XZILCMFKAB72 | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $461311.76    | 0.14%             | 2034-07-18      | Floating      | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Henley CLO                                                    | Henley CLO I DAC                                                | CUSIP: 000000000<br>LEI: 6354005DLDMILXS72B21 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $979557.58    | 0.30%             | 2034-07-25      | Floating      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                                     | Rockford Tower Europe CLO 2019-1 DAC                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $871003.19    | 0.27%             | 2038-01-20      | Floating      | 4.10%                 | No            |                  2 | On Loan: No      |
| Aqueduct European CLO                                         | Aqueduct European CLO 10 DAC                                    | CUSIP: 000000000<br>LEI: 635400SCIIZBJOEMZP09 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1154837.79   | 0.36%             | 2039-01-18      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                                               | Contego CLO VI DAC                                              | CUSIP: 000000000<br>LEI: 5493004ELE0S8SSAAJ29 | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1379221.41   | 0.43%             | 2034-04-15      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                           | Palmer Square European Loan Funding 2025-2 DAC                  | CUSIP: 000000000<br>LEI: 254900595EZPT26ANZ17 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $981380.90    | 0.30%             | 2035-02-15      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                    | Arbour CLO V DAC                                                | CUSIP: 000000000<br>LEI: 635400GCTTHXOHHJ6Z63 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $982873.06    | 0.30%             | 2038-06-15      | Floating      | 4.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square European Loan Funding                           | Palmer Square European Loan Funding 2025-3 DAC                  | CUSIP: 000000000<br>LEI: 254900VGFCQBASWATQ78 | Long             | ABS-CBDO         | CORP              | IE        |    475000 | PA      | $547891.76    | 0.17%             | 2035-07-15      | Floating      | 3.85%                 | No            |                  2 | On Loan: No      |
| OCP Euro CLO                                                  | Ocp Euro Clo 2023-7 DAC                                         | CUSIP: 000000000<br>LEI: 635400SWYKSK8LNFAE07 | Long             | ABS-CBDO         | CORP              | IE        |    950000 | PA      | $1094807.31   | 0.34%             | 2039-10-20      | Floating      | 3.86%                 | No            |                  2 | On Loan: No      |
| Arbour CLO                                                    | Arbour CLO IV DAC                                               | CUSIP: 000000000<br>LEI: 635400DBGXHI7ZJXYU29 | Long             | ABS-CBDO         | CORP              | IE        |   1100000 | PA      | $1268549.02   | 0.39%             | 2039-11-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-26

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer