# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-25-009565
**Filing Date:** 2025-12
**Character Count:** 205625
**Document Hash:** 9f637619c1ad83d2f2b9e1af2ae91e2c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009565.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009565

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 251596400

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

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

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

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

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

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

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

**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:** $25705544447.71

**Total Liabilities:** $356554254.86

**Net Assets:** $25348990192.85

**Delayed Delivery Securities:** $351550000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -27892.13210928 | **1-Year:** -1407357.51514898 | **5-Year:** -7097020.04014774 | **10-Year:** -2013629.87891586 | **30-Year:** -82759.26470632

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000222294 | 0.50%                | 0.42%                | 0.35%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-573573.08              | $9647086.84                                |
| Month 2  | $1362348.41              | $-890217.39                                |
| Month 3  | $-1623641.04             | $-28144503.63                              |

**Designated Index Information**

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

- **Index Identifier:** IXJAAA10BM

### Schedule of Portfolio Investments

| Name                                            | Title                                                                       | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Sandstone Peak III Ltd.                         | Sandstone Peak III Ltd., Series 2024-1A, Class A2                           | CUSIP: 799928AE6<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8028376.00   | 0.03%             | 2037-04-25      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2021-1A, Class AR                      | CUSIP: 05765XAL5<br>LEI: 549300G0EX8VHFWPJW18 | Long             | ABS-CBDO         | CORP              | US        | 244000000 | PA      | $243797724.00 | 0.96%             | 2034-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2023-I Ltd.                        | CIFC Funding Ltd., Series 2023-1A, Class A2R                                | CUSIP: 12575RAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10037168.00  | 0.04%             | 2038-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                           | Battery Park CLO Ltd., Series 2019-1A, Class AR                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | US        |  34140000 | PA      | $34206914.40  | 0.13%             | 2036-07-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-3A, Class A1R                                | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | US        |  88359276 | PA      | $88327095.55  | 0.35%             | 2038-03-31      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2018-III Ltd.                      | CIFC Funding Ltd., Series 2018-3A, Class A1R                                | CUSIP: 12551YAJ2<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |  18872000 | PA      | $18899947.54  | 0.07%             | 2038-10-18      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXV Ltd.                           | Symphony CLO XXV Ltd., Series 2021-25A, Class A                             | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | US        |  75114000 | PA      | $75117417.69  | 0.30%             | 2034-04-19      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| RR 19 Ltd.                                      | RR 19 Ltd., Series 2021-19A, Class A1R                                      | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | US        |  24600000 | PA      | $24588971.82  | 0.10%             | 2040-04-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 28 Ltd.             | Octagon Investment Partners 28 Ltd., Series 2016-1A, Class A2RR             | CUSIP: 67591EBJ1<br>LEI: 254900BI638DCRT6IN48 | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $10281218.43  | 0.04%             | 2037-04-24      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd.      | Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class A1R2     | CUSIP: 64132YBE1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-CBDO         | CORP              | US        |  67550000 | PA      | $67686478.02  | 0.27%             | 2039-07-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 46 Ltd.                                 | KKR CLO 46 Ltd., Series 2023-46A, Class AR                                  | CUSIP: 48255VAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16031934.40  | 0.06%             | 2037-10-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Zais CLO 15 Ltd.                                | Zais CLO 15 Ltd., Series 2020-15A, Class A1RR                               | CUSIP: 98888DBC5<br>LEI: 549300BTYXZYFTGVBO58 | Long             | ABS-CBDO         | CORP              | US        |  38600000 | PA      | $38736400.82  | 0.15%             | 2037-07-28      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-6A, Class A1R                              | CUSIP: 143133AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53400000 | PA      | $53505320.82  | 0.21%             | 2038-01-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Orion CLO Ltd.                                  | Orion CLO Ltd., Series 2024-3A, Class A                                     | CUSIP: 68626BAA4<br>LEI: 213800ZBDSVKWOW3O877 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029154.00  | 0.04%             | 2037-07-25      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XV Ltd.                               | Hayfin US XV Ltd., Series 2024-15A, Class A2                                | CUSIP: 420916AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8032008.80   | 0.03%             | 2037-04-28      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Dryden 45 Senior Loan Fund                      | Dryden 45 Senior Loan Fund, Series 2016-45A, Class A1RR                     | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | US        |    292315 | PA      | $292349.18    | 0.00%             | 2030-10-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2023-3A, Class A1R                              | CUSIP: 14318FAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15019887.00  | 0.06%             | 2038-10-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 1 Ltd.                         | Silver Point CLO 1 Ltd., Series 2022-1A, Class A1R                          | CUSIP: 828085AN0<br>LEI: 549300UJUGKIKZF7CD63 | Long             | ABS-CBDO         | CORP              | US        |  70670000 | PA      | $70844639.70  | 0.28%             | 2038-01-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| RR 8 Ltd.                                       | RR 8 Ltd., Series 2020-8A, Class A1R                                        | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 139500000 | PA      | $139619551.50 | 0.55%             | 2037-07-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                         | Regatta VI Funding Ltd., Series 2016-1A, Class A1R3                         | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10012480.00  | 0.04%             | 2038-10-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Silver Rock CLO II Ltd.                         | Silver Rock CLO II Ltd., Series 2021-2A, Class AR                           | CUSIP: 82812LAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28500000 | PA      | $28479947.40  | 0.11%             | 2035-01-20      | Floating      | 4.92%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 11 Ltd.                         | Birch Grove CLO 11 Ltd., Series 2024-11A, Class A1                          | CUSIP: 09077YAA2<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | US        | 141000000 | PA      | $141400129.80 | 0.56%             | 2038-01-22      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 9 Ltd.                    | Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR3                     | CUSIP: 03328WBE7<br>LEI: 5493009A4SIPWYPZDB35 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10035915.00  | 0.04%             | 2037-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2024-2A, Class A1                                      | CUSIP: 87252GAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10024860.00  | 0.04%             | 2037-07-17      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Regatta XI Funding Ltd.                         | Regatta XI Funding Ltd., Series 2018-1A, Class AR                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15033000.00  | 0.06%             | 2037-07-17      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2021-4A, Class AR                                 | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21750000 | PA      | $21801634.50  | 0.09%             | 2037-07-23      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2024-32A, Class A1                                     | CUSIP: 67570CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12800000 | PA      | $12838000.64  | 0.05%             | 2037-04-23      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 12 Ltd.                         | Birch Grove CLO 12 Ltd., Series 2025-12A, Class A1                          | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32500000 | PA      | $32495534.50  | 0.13%             | 2038-04-22      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2018-AA, Class AR                                         | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75800000 | PA      | $75945232.80  | 0.30%             | 2037-10-17      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 2 Ltd.                         | Silver Point CLO 2 Ltd., Series 2023-2A, Class A1R                          | CUSIP: 82808EAQ4<br>LEI: 549300ODF186WFGMDH65 | Long             | ABS-CBDO         | CORP              | US        | 121000000 | PA      | $121358801.30 | 0.48%             | 2038-04-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 58 Ltd.                                 | KKR CLO 58 Ltd., Series 2025-58A, Class A1                                  | CUSIP: 48257HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 107830000 | PA      | $108076283.72 | 0.43%             | 2038-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 1 Ltd.                     | Diameter Capital CLO 1 Ltd., Series 2021-1A, Class A1R                      | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | US        |  81535000 | PA      | $81770994.90  | 0.32%             | 2037-10-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                               | AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R2                               | CUSIP: 00038KBA8<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        | 175000000 | PA      | $175047950.00 | 0.69%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                  | Rad CLO 7 Ltd., Series 2020-7A, Class A2R                                   | CUSIP: 74936GAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11023552.10  | 0.04%             | 2036-04-17      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2024-2A, Class A2                            | CUSIP: 69703LAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6014295.60   | 0.02%             | 2037-07-20      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A1RR                    | CUSIP: 05766BAU2<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | US        |  14130000 | PA      | $14140778.36  | 0.06%             | 2035-10-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 61 Ltd.      | Neuberger Berman Loan Advisers CLO 61 Ltd., Series 2025-61A, Class A2       | CUSIP: 640989AC3<br>LEI: 2549006I8TDEPS26X974 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11030757.10  | 0.04%             | 2039-07-17      | Floating      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 8 Ltd.                          | Crown Point CLO 8 Ltd., Series 2019-8A, Class AR                            | CUSIP: 22846BAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10005000.00  | 0.04%             | 2034-10-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 54 Ltd.                                 | KKR CLO 54 Ltd., Series 2024-54A, Class A                                   | CUSIP: 48256VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  93000000 | PA      | $93213053.70  | 0.37%             | 2038-01-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| ICG US CLO I Ltd.                               | ICG US CLO I Ltd., Series 2023-1A, Class AR                                 | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32072691.20  | 0.13%             | 2038-07-18      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd.                       | Regatta XVII Funding Ltd., Series 2020-1A, Class AR                         | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22350000 | PA      | $22412269.34  | 0.09%             | 2037-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                      | CBAMR Ltd., Series 2021-14A, Class A1R                                      | CUSIP: 12516KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 101450000 | PA      | $101626786.77 | 0.40%             | 2038-10-20      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                             | Wehle Park CLO Ltd., Series 2022-1A, Class A1R                              | CUSIP: 94860LAL9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20020000.00  | 0.08%             | 2038-10-21      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2019-3A, Class A2R2                                | CUSIP: 67400EBG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20200000 | PA      | $20247562.92  | 0.08%             | 2038-01-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 30 Ltd.                   | Anchorage Capital CLO 30 Ltd., Series 2024-30A, Class A1                    | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35048986.00  | 0.14%             | 2037-01-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2021-1A, Class AR                      | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | US        |  57450000 | PA      | $57392550.00  | 0.23%             | 2034-04-18      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| RR 41 Ltd.                                      | RR 41 Ltd., Series 2025-41A, Class A1A                                      | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  21000000 | PA      | $21025935.00  | 0.08%             | 2040-10-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 47 Ltd.                            | Symphony CLO 47 Ltd., Series 2025-47A, Class A1                             | CUSIP: 87170XAA6<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | US        | 111700000 | PA      | $111630332.71 | 0.44%             | 2038-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-IV Ltd.                       | CIFC Funding 2025-IV Ltd., Series 2025-4A, Class A1                         | CUSIP: 12575MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  40000000 | PA      | $40060840.00  | 0.16%             | 2038-10-24      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 2 Ltd.                             | AGL Core CLO 2 Ltd., Series 2019-2A, Class A1R                              | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | US        |  85000000 | PA      | $85294839.50  | 0.34%             | 2037-07-20      | Floating      | 5.34%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2021-5A, Class A1R                                | CUSIP: 12565EAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25950000 | PA      | $25996909.82  | 0.10%             | 2038-01-15      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVII CLO Ltd.                             | Ares LXVII CLO Ltd., Series 2022-67A, Class A1R                             | CUSIP: 039939AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  59500000 | PA      | $59509061.85  | 0.23%             | 2038-01-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO I Ltd.                        | Barrow Hanley CLO I Ltd., Series 2023-1A, Class A1R                         | CUSIP: 068751AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $70159537.00  | 0.28%             | 2038-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.             | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class ARR             | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15027000.00  | 0.06%             | 2037-07-15      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R                           | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 148000000 | PA      | $148518000.00 | 0.59%             | 2037-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| 37 Capital CLO 3 Ltd.                           | 37 Capital CLO 3 Ltd., Series 2023-1A, Class A1R                            | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10036518.00  | 0.04%             | 2038-07-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVIII Ltd.                  | Fortress Credit BSL XVIII Ltd., Series 2023-1A, Class A1R                   | CUSIP: 34965DAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 164500000 | PA      | $164987907.00 | 0.65%             | 2036-04-23      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 1 Ltd.                                 | 1988 CLO 1 Ltd., Series 2022-1A, Class AR                                   | CUSIP: 653937AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 133000000 | PA      | $133344084.30 | 0.53%             | 2039-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                 | KKR CLO 27 Ltd., Series 27A, Class A2R2                                     | CUSIP: 48253YBN7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13505475.60  | 0.05%             | 2035-01-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                       | Lake George Park CLO Ltd., Series 2025-1A, Class A                          | CUSIP: 509827AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9994608.00   | 0.04%             | 2038-04-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                 | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A2R2                | CUSIP: 55817ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24000000 | PA      | $24053889.60  | 0.09%             | 2037-07-22      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 37B Ltd.             | Golub Capital Partners CLO 37B Ltd., Series 2017-19RA, Class A1R3           | CUSIP: 38181YAA4<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | US        | 155000000 | PA      | $155000000.00 | 0.61%             | 2036-10-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2017-14A, Class A1R                                    | CUSIP: 67097QAN5<br>LEI: 25490025Q5WQX513IQ05 | Long             | ABS-CBDO         | CORP              | US        | 132000000 | PA      | $132334408.80 | 0.52%             | 2037-07-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| LCM 40 Ltd.                                     | LCM 40 Ltd., Series 40A, Class A1R                                          | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  73150000 | PA      | $73363788.19  | 0.29%             | 2038-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XIV Ltd.                              | Hayfin US XIV Ltd., Series 2021-14A, Class AJR                              | CUSIP: 42088AAN4<br>LEI: 5493000YWK38UXBNS724 | Long             | ABS-CBDO         | CORP              | US        |  13525000 | PA      | $13578724.01  | 0.05%             | 2038-03-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 23 Ltd.                               | AIMCO CLO 23 Ltd., Series 2025-23A, Class A                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | US        |  21750000 | PA      | $21736984.80  | 0.09%             | 2038-04-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 2025R-1 Ltd.                    | Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class A1                     | CUSIP: 83617EAC4<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | US        |  36000000 | PA      | $36081964.80  | 0.14%             | 2038-02-20      | Floating      | 5.54%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                      | CBAMR Ltd., Series 2018-5A, Class A1R                                       | CUSIP: 12516LAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38092758.00  | 0.15%             | 2038-10-17      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                           | Meacham Park CLO Ltd., Series 2024-1A, Class A2                             | CUSIP: 58286QAC9<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10021039.00  | 0.04%             | 2037-10-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| RR 40 Ltd.                                      | RR 40 Ltd., Series 2025-40A, Class A1                                       | CUSIP: 749762AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13800000 | PA      | $13834199.16  | 0.05%             | 2038-07-15      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                         | Regatta 32 Funding Ltd., Series 2025-4A, Class A1                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31510000 | PA      | $31586317.22  | 0.12%             | 2038-07-25      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 5 Ltd.                         | New Mountain CLO 5 Ltd., Series CLO-5A, Class AR                            | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12016328.40  | 0.05%             | 2036-07-20      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2019-1A, Class A1R2                          | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | US        |  51250000 | PA      | $51339036.63  | 0.20%             | 2038-08-14      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| TPG CLO Ltd.                                    | TPG CLO Ltd., Series 2025-2A, Class A2                                      | CUSIP: 87268VAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $11253093.75  | 0.04%             | 2039-01-21      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.             | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-20A, Class A2              | CUSIP: 617936AC3<br>LEI: 254900GO0S1YGYH4HD83 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8034930.40   | 0.03%             | 2037-01-20      | Floating      | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                          | Rockland Park CLO Ltd., Series 2021-1A, Class A1R                           | CUSIP: 773663AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003970.60   | 0.01%             | 2038-07-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd.             | Benefit Street Partners CLO XV Ltd., Series 2018-15A, Class A1R             | CUSIP: 08179MAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10020051.00  | 0.04%             | 2037-07-15      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIV Ltd.                            | Magnetite XXXIV Ltd., Series 2023-34A, Class A1R                            | CUSIP: 55952MAJ2<br>LEI: 5493007RY5PFZOE8RF76 | Long             | ABS-CBDO         | CORP              | US        |  12430000 | PA      | $12416074.67  | 0.05%             | 2038-01-15      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                         | Regatta 35 Funding Ltd., Series 2025-5A, Class A1                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29250000 | PA      | $29292921.45  | 0.12%             | 2038-10-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                              | Ares LIII CLO Ltd., Series 2019-53A, Class A2R                              | CUSIP: 04009GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13019172.40  | 0.05%             | 2036-10-24      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                       | BlueMountain CLO XXV Ltd., Series 2019-25A, Class A1RR                      | CUSIP: 09627FBA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 104380000 | PA      | $104632244.71 | 0.41%             | 2038-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XI Ltd.                            | Trinitas CLO XI Ltd., Series 2019-11A, Class A1RR                           | CUSIP: 89641HBC3<br>LEI: 549300T8V1JZG1WFK175 | Long             | ABS-CBDO         | CORP              | US        |  39700000 | PA      | $39710806.34  | 0.16%             | 2034-07-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Greywolf CLO IV Ltd.                            | Greywolf CLO IV Ltd., Series 2019-1A, Class A1R2                            | CUSIP: 39809TAW7<br>LEI: 5493008JNE27URH1VF66 | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100068500.00 | 0.39%             | 2034-04-17      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| WISE CLO Ltd.                                   | WISE CLO Ltd., Series 2023-1A, Class AR                                     | CUSIP: 97719BAL7<br>LEI: 254900AQX94N6CYYFI37 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20052110.00  | 0.08%             | 2038-10-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 44 Ltd.                            | Symphony CLO 44 Ltd., Series 2024-44A, Class A                              | CUSIP: 871972AA3<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10035719.00  | 0.04%             | 2037-07-14      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                            | Brant Point CLO Ltd., Series 2023-1A, Class A1R                             | CUSIP: 104922AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12600000 | PA      | $12629045.52  | 0.05%             | 2038-07-26      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2019-2A, Class A1R2                                    | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29750000 | PA      | $29807637.65  | 0.12%             | 2038-01-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO I                                | Crown City CLO I, Series 2020-1A, Class A1RR                                | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38085329.00  | 0.15%             | 2038-07-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 6 Ltd.                               | AB BSL CLO 6 Ltd., Series 2025-6A, Class A                                  | CUSIP: 00039LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100221700.00 | 0.40%             | 2037-07-20      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Barings Loan Partners CLO 5 Ltd.                | Barings Loan Partners CLO 5 Ltd., Series LP-5A, Class A                     | CUSIP: 06764CAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  74219313 | PA      | $74219313.00  | 0.29%             | 2035-01-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 10 Ltd.                        | Silver Point CLO 10 Ltd., Series 2025-10A, Class A2                         | CUSIP: 827920AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20060678.00  | 0.08%             | 2038-07-15      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXVII                               | Apidos CLO XXXVII, Series 2021-37A, Class A                                 | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | US        |  20900000 | PA      | $20913125.20  | 0.08%             | 2034-10-22      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xlii Ltd.                             | Magnetite Xlii Ltd., Series 2024-42A, Class A1                              | CUSIP: 55955XAA4<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12024132.00  | 0.05%             | 2038-01-25      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2019-11RA, Class A2                                       | CUSIP: 12510TAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13889000 | PA      | $13923271.11  | 0.05%             | 2035-01-20      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                         | Crown Point CLO 11 Ltd., Series 2021-11A, Class A1R                         | CUSIP: 22845JAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20023900.00  | 0.08%             | 2038-02-28      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd.                             | Magnetite XXVI Ltd., Series 2020-26A, Class AR2                             | CUSIP: 55954YAW5<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        | 101815000 | PA      | $101734464.34 | 0.40%             | 2038-01-25      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                              | OCP Aegis CLO Ltd., Series 2024-39A, Class A2                               | CUSIP: 67120EAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12003313.20  | 0.05%             | 2037-01-16      | Floating      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 2 Ltd.                                 | 1988 CLO 2 Ltd., Series 2023-2A, Class A1R                                  | CUSIP: 653947AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  89620000 | PA      | $89721091.36  | 0.35%             | 2038-04-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2021-3A, Class A1R                                    | CUSIP: 92919DAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35060672.50  | 0.14%             | 2038-04-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Venture 42 CLO Ltd.                             | Venture 42 CLO Ltd., Series 2021-42A, Class A2                              | CUSIP: 923260AE3<br>LEI: 5493005OM8P21GK6YE73 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5008115.00   | 0.02%             | 2034-04-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2022-2A, Class A1R                                | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  90000000 | PA      | $89922753.00  | 0.35%             | 2035-04-19      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Man US CLO Ltd.                                 | Man US CLO Ltd., Series 2024-1A, Class A                                    | CUSIP: 56167CAA2<br>LEI: 2549007JRE3Q11AV7970 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25075350.00  | 0.10%             | 2037-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon 64 Ltd.                                 | Octagon 64 Ltd., Series 2022-1A, Class A1R                                  | CUSIP: 67579AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  82600000 | PA      | $82655424.60  | 0.33%             | 2035-07-21      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 17 Ltd.                   | Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1R                   | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | US        | 207000000 | PA      | $207260861.40 | 0.82%             | 2038-02-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO I Ltd.                           | Tikehau US CLO I Ltd., Series 2021-1A, Class A2                             | CUSIP: 88675SAC1<br>LEI: 254900EJZB0M481N4R06 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8018908.00   | 0.03%             | 2035-01-18      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd.                      | CIFC Funding 2020-III Ltd., Series 2020-3A, Class A1R2                      | CUSIP: 12560EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 121200000 | PA      | $121335125.88 | 0.48%             | 2038-10-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Dryden 108 CLO Ltd.                             | Dryden 108 CLO Ltd., Series 2022-108A, Class A1R                            | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | US        |  64500000 | PA      | $64658573.25  | 0.26%             | 2037-07-18      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 14 Ltd.                         | Signal Peak CLO 14 Ltd., Series 2024-14A, Class A                           | CUSIP: 82667FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19600000 | PA      | $19638986.36  | 0.08%             | 2038-01-22      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XXIII Ltd.                     | Sixth Street CLO XXIII Ltd., Series 2023-23A, Class A1R                     | CUSIP: 829929AJ7<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | US        | 126000000 | PA      | $126120204.00 | 0.50%             | 2038-10-17      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 6 Ltd.                         | New Mountain CLO 6 Ltd., Series CLO-6A, Class A                             | CUSIP: 647908AA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62500000 | PA      | $62624743.75  | 0.25%             | 2037-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                      | Regatta XVIII Funding Ltd., Series 2021-1A, Class A1R                       | CUSIP: 75884EAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 160696724 | PA      | $160644385.08 | 0.63%             | 2038-04-15      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BBAM US CLO I Ltd.                              | BBAM US CLO I Ltd., Series 2022-1A, Class AR                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | US        | 117550000 | PA      | $117685300.05 | 0.46%             | 2038-03-30      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2025-6A, Class A1                            | CUSIP: 87122HAA0<br>LEI: 2138001M3BAXCUCAUG38 | Long             | ABS-CBDO         | CORP              | US        |  13200000 | PA      | $13220438.88  | 0.05%             | 2038-04-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Capital Four US CLO III Ltd.                    | Capital Four US CLO III Ltd., Series 2022-2A, Class A1R                     | CUSIP: 14016LAN6<br>LEI: 2138007OEEVG7UTPUH03 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25029005.00  | 0.10%             | 2038-04-21      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                              | Wellfleet CLO Ltd., Series 2022-1A, Class A1RN                              | CUSIP: 94950TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19500000 | PA      | $19547884.20  | 0.08%             | 2037-07-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2025-1A, Class A1                                     | CUSIP: 92945JAB9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22750000 | PA      | $22734209.23  | 0.09%             | 2038-04-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIX CLO Ltd.                              | Ares LXIX CLO Ltd., Series 2024-69A, Class A2                               | CUSIP: 039953AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17500000 | PA      | $17551149.00  | 0.07%             | 2036-04-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 58B-R Ltd.           | Golub Capital Partners CLO 58B-R Ltd., Series 2021-58A, Class A2R           | CUSIP: 38181NAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12027704.40  | 0.05%             | 2037-10-25      | Floating      | 5.78%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO LLC                             | Apex Credit CLO LLC, Series 2020-2A, Class AR                               | CUSIP: 03753JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  73750000 | PA      | $74003028.88  | 0.29%             | 2038-10-20      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 51 Ltd.      | Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class AR       | CUSIP: 64135BAL3<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-CBDO         | CORP              | US        | 101885000 | PA      | $101957521.74 | 0.40%             | 2036-10-23      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                 | Rad CLO 18 Ltd., Series 2023-18A, Class A2R                                 | CUSIP: 75009AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20057684.00  | 0.08%             | 2037-07-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVII Ltd.                      | Sixth Street CLO XVII Ltd., Series 2021-17A, Class A1R                      | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  46080000 | PA      | $46055361.02  | 0.18%             | 2038-04-17      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2017-2A, Class A2R3                    | CUSIP: 05683HAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15040000 | PA      | $15075759.10  | 0.06%             | 2037-07-25      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.             | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A1R2             | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |  63900000 | PA      | $64064401.92  | 0.25%             | 2037-07-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Rockland Park CLO Ltd.                          | Rockland Park CLO Ltd., Series 2021-1A, Class A2R                           | CUSIP: 773663AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10039727.00  | 0.04%             | 2038-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon 60 Ltd.                                 | Octagon 60 Ltd., Series 2022-1A, Class A2R                                  | CUSIP: 675935AS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15034606.50  | 0.06%             | 2037-10-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2017-AA, Class AR2                                        | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | US        |  21310000 | PA      | $21295438.88  | 0.08%             | 2038-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-8A, Class A1R                              | CUSIP: 143120AN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75125490.00  | 0.30%             | 2038-10-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.             | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class A1R              | CUSIP: 61773KAN2<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15026221.50  | 0.06%             | 2037-10-23      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                            | Apex Credit CLO Ltd., Series 2024-1A, Class A1                              | CUSIP: 03753AAA8<br>LEI: 2138006ZTCQQWC5OOL40 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15034582.50  | 0.06%             | 2036-04-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXIX Ltd.                  | Madison Park Funding XXIX Ltd., Series 2018-29A, Class A1R2                 | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62340000 | PA      | $62344793.95  | 0.25%             | 2038-03-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                            | Magnetite XXXII Ltd., Series 2022-32A, Class AJR                            | CUSIP: 55953WAW0<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10025432.00  | 0.04%             | 2037-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                   | Wise CLO Ltd., Series 2025-1A, Class A                                      | CUSIP: 97719NAA5<br>LEI: 254900DVTMRT7SQKI452 | Long             | ABS-CBDO         | CORP              | US        |  39000000 | PA      | $39050235.90  | 0.15%             | 2038-01-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Atrium XIV LLC                                  | Atrium XIV LLC, Series 14A, Class A2RR                                      | CUSIP: 55820WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35200000 | PA      | $35285384.64  | 0.14%             | 2037-10-16      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| RR 20 Ltd.                                      | RR 20 Ltd., Series 2022-20A, Class A1R                                      | CUSIP: 74989UAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 165721000 | PA      | $165534530.73 | 0.65%             | 2037-07-15      | Floating      | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                             | Harvest US CLO Ltd., Series 2025-1A, Class A1                               | CUSIP: 41757QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25001917.50  | 0.10%             | 2038-04-18      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 56 Ltd.                                 | KKR CLO 56 Ltd., Series 2024-56A, Class A1                                  | CUSIP: 48256GAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28055090.00  | 0.11%             | 2037-10-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 52 Ltd.                                 | KKR CLO 52 Ltd., Series 2023-52A, Class A1R                                 | CUSIP: 48255XAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 112100000 | PA      | $112379297.15 | 0.44%             | 2038-07-16      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.               | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class AR2              | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45500000 | PA      | $45471426.00  | 0.18%             | 2038-04-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2015-IV Ltd.                       | CIFC Funding 2015-IV Ltd., Series 2015-4A, Class A1A2                       | CUSIP: 12550TAY1<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | US        |  21190000 | PA      | $21196558.31  | 0.08%             | 2034-04-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO II Ltd.                            | Arini US CLO II Ltd., Series 2A, Class A                                    | CUSIP: 04039BAA0<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | US        |  39170000 | PA      | $39252021.98  | 0.15%             | 2038-03-31      | Floating      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Voya Ltd.                                       | Voya Ltd., Series 2024-3A, Class A2                                         | CUSIP: 92895FAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12027232.80  | 0.05%             | 2037-07-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                                | Empower CLO Ltd., Series 2023-2A, Class AR                                  | CUSIP: 29247BAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38099522.00  | 0.15%             | 2038-10-15      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Symetra CLO Ltd.                                | Symetra CLO Ltd., Series 2025-1A, Class A1                                  | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10615000 | PA      | $10632258.93  | 0.04%             | 2038-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 21 Ltd.                      | OHA Credit Funding 21 Ltd., Series 2025-21A, Class A1                       | CUSIP: 67707KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023041.00  | 0.04%             | 2038-10-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                              | Ares LXVI CLO Ltd., Series 2022-66A, Class A1R2                             | CUSIP: 04019RBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23350000 | PA      | $23382066.56  | 0.09%             | 2038-10-25      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-5A, Class A2R3                               | CUSIP: 12550ABF2<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |  11250000 | PA      | $11275599.38  | 0.04%             | 2037-07-17      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers NBLA CLO 53 Ltd. | Neuberger Berman Loan Advisers NBLA CLO 53 Ltd., Series 2023-53A, Class A2R | CUSIP: 64135WAL7<br>LEI: 254900R37Z1EGG1Y1P54 | Long             | ABS-CBDO         | CORP              | US        |  33000000 | PA      | $33069405.60  | 0.13%             | 2037-10-24      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| CFIP CLO Ltd.                                   | CFIP CLO Ltd., Series 2021-1A, Class A                                      | CUSIP: 12529QAC3<br>LEI: 549300NTT3VNL25G1526 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18010980.00  | 0.07%             | 2035-01-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xlv Ltd.                              | Magnetite Xlv Ltd., Series 2025-45A, Class A1                               | CUSIP: 55956CAA9<br>LEI: 529900IK6R4NURGLMB37 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9994905.00   | 0.04%             | 2038-04-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2018-1A, Class A2R                                | CUSIP: 17181NAE4<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22049352.60  | 0.09%             | 2038-01-18      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Wise CLO Ltd.                                   | Wise CLO Ltd., Series 2025-3A, Class A                                      | CUSIP: 97718DAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17500000 | PA      | $17543400.00  | 0.07%             | 2038-07-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2025-VII Ltd.                     | Park Blue CLO 2025-VII Ltd., Series 2025-7A, Class A1                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9750000 | PA      | $9763188.83   | 0.04%             | 2038-04-25      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Octagon 52 Ltd.                                 | Octagon 52 Ltd., Series 2021-1A, Class A2R                                  | CUSIP: 67577KAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10023617.00  | 0.04%             | 2037-07-23      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                             | Wind River CLO Ltd., Series 2021-4A, Class AR                               | CUSIP: 97316UAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $70007546.00  | 0.28%             | 2035-01-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2022-4A, Class A2R                              | CUSIP: 14317BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16150000 | PA      | $16186200.23  | 0.06%             | 2036-07-25      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 42 Ltd.                                 | AGL CLO 42 Ltd., Series 2025-42A, Class A1                                  | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | US        |  23675000 | PA      | $23721308.30  | 0.09%             | 2038-07-22      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class A2                 | CUSIP: 55823HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12031777.20  | 0.05%             | 2038-10-17      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO IX Ltd.                        | Sixth Street CLO IX Ltd., Series 2017-9A, Class AR                          | CUSIP: 83012CAC9<br>LEI: 549300T5OQR4UD880D68 | Long             | ABS-CBDO         | CORP              | US        |  61445000 | PA      | $61608124.19  | 0.24%             | 2037-07-21      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management 15-2019 Ltd.                | HPS Loan Management 15-2019 Ltd., Series 15A-19, Class A1R                  | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | US        |  15595000 | PA      | $15609693.61  | 0.06%             | 2035-01-22      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                                 | KKR CLO 27 Ltd., Series 27A, Class A1R2                                     | CUSIP: 48253YBL1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        | 128000000 | PA      | $128006771.20 | 0.50%             | 2035-01-15      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXVIII Ltd.                | Madison Park Funding XXVIII Ltd., Series 2018-28A, Class A2R                | CUSIP: 55821AAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15575000 | PA      | $15608590.60  | 0.06%             | 2038-01-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd.                              | Elmwood CLO X Ltd., Series 2021-3A, Class AR2                               | CUSIP: 29002VAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62750000 | PA      | $62875500.00  | 0.25%             | 2038-07-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                              | Elevation CLO Ltd., Series 2025-18A, Class A1                               | CUSIP: 28623JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 132300000 | PA      | $132476223.60 | 0.52%             | 2038-03-28      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2025-5A, Class A2                               | CUSIP: 14320JAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7500000.00   | 0.03%             | 2039-01-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ares LIII CLO Ltd.                              | Ares LIII CLO Ltd., Series 2019-53A, Class A1R                              | CUSIP: 04009GAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 253955000 | PA      | $254144526.62 | 1.00%             | 2036-10-24      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Octagon 71 Ltd.                                 | Octagon 71 Ltd., Series 2024-1A, Class A2                                   | CUSIP: 67579CAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15042799.50  | 0.06%             | 2037-04-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 16 Ltd.       | GoldenTree Loan Management US CLO 16 Ltd., Series 2022-16A, Class ARR       | CUSIP: 38090AAQ1<br>LEI: 549300KYU0TCMXRAI217 | Long             | ABS-CBDO         | CORP              | US        | 143680000 | PA      | $143586751.68 | 0.57%             | 2038-01-20      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 42 Ltd.             | Octagon Investment Partners 42 Ltd., Series 2019-3A, Class A1RR             | CUSIP: 67576PAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  97000000 | PA      | $97221150.30  | 0.38%             | 2037-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 6 Ltd.        | GoldenTree Loan Management US CLO 6 Ltd., Series 2019-6A, Class AR2         | CUSIP: 38137WAY1<br>LEI: 549300MI5PVR6JHGVV87 | Long             | ABS-CBDO         | CORP              | US        | 129000000 | PA      | $128841097.80 | 0.51%             | 2035-04-20      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Northwoods Capital 27 Ltd.                      | Northwoods Capital 27 Ltd., Series 2021-27A, Class A1R                      | CUSIP: 66860XAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10003282.00  | 0.04%             | 2034-10-17      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 34 Ltd.                                 | KKR CLO 34 Ltd., Series 34A, Class AR                                       | CUSIP: 48253UAJ5<br>LEI: 254900DSRKUNUNRNUG13 | Long             | ABS-CBDO         | CORP              | US        |  65650000 | PA      | $65617004.31  | 0.26%             | 2034-07-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 14 Ltd.                           | Ballyrock CLO 14 Ltd., Series 2020-14A, Class A1AR                          | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100263.88    | 0.00%             | 2037-07-20      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2022-3A, Class A2R                           | CUSIP: 69690AAU1<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |  15400000 | PA      | $15433542.74  | 0.06%             | 2037-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 20 Ltd.                               | Aimco CLO 20 Ltd., Series 2023-20A, Class A1R                               | CUSIP: 00901QAN2<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | US        |  88000000 | PA      | $88109111.20  | 0.35%             | 2038-10-16      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 26 Ltd.                                 | KKR CLO 26 Ltd., Series 26, Class ARR                                       | CUSIP: 48253HAW5<br>LEI: 549300S5YSR4S7FFS332 | Long             | ABS-CBDO         | CORP              | US        |  40000000 | PA      | $40001028.00  | 0.16%             | 2034-10-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Octagon 65 Ltd.                                 | Octagon 65 Ltd., Series 2024-4A, Class A2                                   | CUSIP: 675944AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18750000 | PA      | $18793513.13  | 0.07%             | 2037-10-23      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XL Ltd.                               | Magnetite XL Ltd., Series 2024-40A, Class A1                                | CUSIP: 55955RAA7<br>LEI: 5299008V4F49IY3SSP69 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12041989.20  | 0.05%             | 2037-07-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 25 Ltd.                           | Ballyrock CLO 25 Ltd., Series 2023-25A, Class A1AR                          | CUSIP: 05876QAL6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | US        |  26100000 | PA      | $26101845.27  | 0.10%             | 2038-01-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 10 Ltd.                        | Silver Point CLO 10 Ltd., Series 2025-10A, Class A1                         | CUSIP: 827920AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18210000 | PA      | $18269238.95  | 0.07%             | 2038-07-15      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 9 Ltd.                     | Diameter Capital CLO 9 Ltd., Series 2025-9A, Class A                        | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 168750000 | PA      | $168648868.13 | 0.67%             | 2038-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding VIII Ltd.                     | Ares Loan Funding VIII Ltd., Series 2024-ALF8, Class A1                     | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 243440000 | PA      | $243877218.24 | 0.96%             | 2038-01-24      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2023-2A, Class A1R                                 | CUSIP: 67401QAL0<br>LEI: 254900E6646RC82IR359 | Long             | ABS-CBDO         | CORP              | US        |  24500000 | PA      | $24550862.00  | 0.10%             | 2038-07-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                          | Allegany Park CLO Ltd., Series 2019-1A, Class ARR                           | CUSIP: 017154AU9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |  63000000 | PA      | $62968915.80  | 0.25%             | 2035-01-20      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                      | Regatta XXIII Funding Ltd., Series 2021-4A, Class A1R                       | CUSIP: 75889FAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125000000.00 | 0.49%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXVI Ltd.                       | Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR                         | CUSIP: 83614XAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $10999945.00  | 0.04%             | 2034-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                | Barings CLO Ltd., Series 2019-1A, Class AR2                                 | CUSIP: 06759JAY4<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125163875.00 | 0.49%             | 2038-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XVI Ltd.                    | Fortress Credit BSL XVI Ltd., Series 2022-3A, Class AR                      | CUSIP: 349927AN3<br>LEI: 254900KG4E8W7Q68M916 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9005120.10   | 0.04%             | 2035-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                         | Canyon Capital CLO Ltd., Series 2022-2A, Class A1R                          | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13501248.75  | 0.05%             | 2038-04-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Ares Loan Funding IX Ltd.                       | Ares Loan Funding IX Ltd., Series 2025-ALF9A, Class A1                      | CUSIP: 03990HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 154500000 | PA      | $154440254.85 | 0.61%             | 2038-03-31      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-I Ltd.                        | CIFC Funding Ltd., Series 2025-1A, Class A                                  | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19989908.00  | 0.08%             | 2038-04-23      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                  | Madison Park Funding LVII Ltd., Series 2022-57A, Class A2R                  | CUSIP: 55822GAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16522996.05  | 0.07%             | 2034-07-27      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd.                      | CIFC Funding 2020-III Ltd., Series 2020-3A, Class A2R2                      | CUSIP: 12560EAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9999965.00   | 0.04%             | 2038-10-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXV Ltd.                   | Madison Park Funding LXV Ltd., Series 2025-65A, Class A1                    | CUSIP: 55823FAA3<br>LEI: 213800EBRIAZSOKC7K58 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20038382.00  | 0.08%             | 2038-07-16      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXV Ltd.                      | BlueMountain CLO XXXV Ltd., Series 2022-35A, Class A1R                      | CUSIP: 09631RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  63450000 | PA      | $63625832.64  | 0.25%             | 2037-10-22      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO 2025-I Ltd.              | Texas Debt Capital CLO Ltd., Series 2025-1A, Class A1                       | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  69000000 | PA      | $68959365.90  | 0.27%             | 2038-04-24      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2022-1A, Class AR                      | CUSIP: 05766EAL6<br>LEI: 549300USDGJ8GD3PWY07 | Long             | ABS-CBDO         | CORP              | US        | 175000000 | PA      | $175054250.00 | 0.69%             | 2037-04-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                                 | AGL CLO 37 Ltd., Series 2024-37A, Class A1                                  | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | US        |  35151724 | PA      | $35210286.77  | 0.14%             | 2038-04-22      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 9 Ltd.                          | Signal Peak CLO 9 Ltd., Series 2021-9A, Class A2R                           | CUSIP: 82670QAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10021937.00  | 0.04%             | 2038-01-21      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2019-4A, Class AJR2                               | CUSIP: 17182XAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15059607.00  | 0.06%             | 2038-07-15      | Floating      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO III Ltd.                           | Whitebox CLO III Ltd., Series 2021-3A, Class A1R                            | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | US        |  44139000 | PA      | $44166626.60  | 0.17%             | 2035-10-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 6 Ltd.                    | Anchorage Capital CLO 6 Ltd., Series 2015-6A, Class AR4                     | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | US        |  34500000 | PA      | $34576372.65  | 0.14%             | 2038-07-22      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd.                             | Elmwood CLO 24 Ltd., Series 2023-3A, Class AR                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  79200000 | PA      | $79370517.60  | 0.31%             | 2038-01-17      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2014-5A, Class A1R3                               | CUSIP: 12550ABD7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        | 120500000 | PA      | $120745386.20 | 0.48%             | 2037-07-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                            | Elmwood CLO XII Ltd., Series 2021-5A, Class AR                              | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17350000 | PA      | $17392892.67  | 0.07%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                         | Canyon Capital CLO Ltd., Series 2019-2A, Class AR2                          | CUSIP: 13887WAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 140200000 | PA      | $140031760.00 | 0.55%             | 2034-10-15      | Floating      | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 10 Ltd.                         | Signal Peak CLO 10 Ltd., Series 2021-10A, Class A1R                         | CUSIP: 82671CAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15002428.50  | 0.06%             | 2038-01-24      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Saratoga Investment Corp. CLO Ltd.              | Saratoga Investment Corp. CLO Ltd., Series 2013-1A, Class A2R4              | CUSIP: 80349BCF2<br>LEI: 549300471O2DE0Y4L506 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10020738.00  | 0.04%             | 2033-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO 12 Ltd.                         | Apex Credit CLO 12 Ltd., Series 2025-12A, Class A1                          | CUSIP: 03753GAA5<br>LEI: 213800NFRK9CK455KQ32 | Long             | ABS-CBDO         | CORP              | US        |  12800000 | PA      | $12814073.60  | 0.05%             | 2038-04-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2023-IV Ltd.                      | Park Blue CLO 2023-IV Ltd., Series 2023-4A, Class A2                        | CUSIP: 699917AC4<br>LEI: 213800XCIR4Y5GCOQX50 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5021845.50   | 0.02%             | 2037-01-25      | Floating      | 5.86%                 | Yes           |                  2 | On Loan: No      |
| Wellington Management CLO 2 Ltd.                | Wellington Management CLO 2 Ltd., Series 2024-2A, Class A                   | CUSIP: 94958LAA6<br>LEI: 213800D61SXQACUYP461 | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30088671.00  | 0.12%             | 2037-04-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                              | Wellfleet CLO Ltd., Series 2021-1A, Class A1R                               | CUSIP: 94950CAL0<br>LEI: 2549004R1NTM2HJCGO78 | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75037425.00  | 0.30%             | 2034-04-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XVII Ltd.                      | Marble Point CLO XVII Ltd., Series 2020-1A, Class AR                        | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | US        |  26200000 | PA      | $26273032.50  | 0.10%             | 2037-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-7A, Class A1R                              | CUSIP: 14316WAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  84100000 | PA      | $84192762.30  | 0.33%             | 2038-04-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RR 5 Ltd.                                       | RR 5 Ltd., Series 2018-5A, Class A1R                                        | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19068572.90  | 0.08%             | 2039-07-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Silver Rock CLO I Ltd.                          | Silver Rock CLO I Ltd., Series 2020-1A, Class A1RR                          | CUSIP: 82811RAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25069975.00  | 0.10%             | 2037-10-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIV Ltd.                            | Allegro CLO XIV Ltd., Series 2021-2A, Class A1R                             | CUSIP: 01751AAQ9<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10025737.00  | 0.04%             | 2037-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd.                 | Palmer Square Loan Funding Ltd., Series 2022-3A, Class A1BR                 | CUSIP: 69690CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    750000 | PA      | $749975.25    | 0.00%             | 2031-04-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 7 Ltd.                         | New Mountain CLO 7 Ltd., Series CLO-7A, Class A1                            | CUSIP: 64754YAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  35000000 | PA      | $35038006.50  | 0.14%             | 2038-03-31      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                                   | Post CLO Ltd., Series 2021-1A, Class AR                                     | CUSIP: 73742FAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 164000000 | PA      | $163938614.80 | 0.65%             | 2034-10-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IX CLO Ltd.                       | Cedar Funding IX CLO Ltd., Series 2018-9A, Class AR                         | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49365000 | PA      | $49485233.39  | 0.20%             | 2037-07-20      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                                 | AGL CLO 16 Ltd., Series 2021-16A, Class AR                                  | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | US        | 143394000 | PA      | $143250720.72 | 0.57%             | 2035-01-20      | Floating      | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Whitebox CLO IV Ltd.                            | Whitebox CLO IV Ltd., Series 2023-4A, Class A1R                             | CUSIP: 96467KAL3<br>LEI: 549300SN372GTCE2YI66 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125429000.00 | 0.49%             | 2036-04-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XVI-S Ltd.                 | Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class A1R2               | CUSIP: 64131TAY0<br>LEI: 549300UHUHCR3388B324 | Long             | ABS-CBDO         | CORP              | US        |  14970000 | PA      | $14971062.87  | 0.06%             | 2039-04-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Storm King Park CLO Ltd.                        | Storm King Park CLO Ltd., Series 2022-1A, Class AR                          | CUSIP: 86217RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22700000 | PA      | $22756048.57  | 0.09%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                | Barings CLO Ltd., Series 2025-4A, Class A2                                  | CUSIP: 06764TAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18046182.60  | 0.07%             | 2040-10-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                                | AMMC CLO 27 Ltd., Series 2022-27A, Class A1R                                | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 143150000 | PA      | $143020950.28 | 0.56%             | 2037-01-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Navesink CLO 3 Ltd.                             | Navesink CLO 3 Ltd., Series 2025-3A, Class A1                               | CUSIP: 63943JAA4<br>LEI: 254900HE1XRTECV6VU64 | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100329440.00 | 0.40%             | 2037-07-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 20-R Ltd.           | Octagon Investment Partners 20-R Ltd., Series 2019-4A, Class A1RR           | CUSIP: 67576WBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  28000000 | PA      | $28062216.00  | 0.11%             | 2037-08-12      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                              | Elevation CLO Ltd., Series 2021-13A, Class A1R                              | CUSIP: 28622EAS7<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12489510.00  | 0.05%             | 2034-07-15      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 25 Ltd.                             | Elmwood CLO 25 Ltd., Series 2024-1A, Class A2                               | CUSIP: 29001BAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10030595.00  | 0.04%             | 2037-04-17      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXIII Ltd.                    | BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class A1R                    | CUSIP: 09630MAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  23250000 | PA      | $23302312.50  | 0.09%             | 2038-10-20      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                            | Eaton Vance CLO Ltd., Series 2013-1A, Class AR4                             | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32075478.40  | 0.13%             | 2038-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXIII Ltd.                 | Madison Park Funding LXIII Ltd., Series 2023-63A, Class A1R                 | CUSIP: 55817GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  74350000 | PA      | $74500766.93  | 0.29%             | 2038-07-21      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXII Ltd.          | Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class AR           | CUSIP: 08181FAL4<br>LEI: 2549003NV71H6I4TDQ63 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125025000.00 | 0.49%             | 2038-10-25      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 53B Ltd.             | Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class AR              | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | US        | 154500000 | PA      | $154336971.60 | 0.61%             | 2034-07-20      | Floating      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 32 Ltd.                                 | AGL CLO 32 Ltd., Series 2024-32A, Class A1                                  | CUSIP: 00121BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10021921.00  | 0.04%             | 2037-07-21      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO XIV Ltd.                       | Ocean Trails CLO XIV Ltd., Series 2023-14A, Class AR                        | CUSIP: 67515JAN5<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | US        | 144000000 | PA      | $144324144.00 | 0.57%             | 2038-01-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Venture 47 CLO Ltd.                             | Venture 47 CLO Ltd., Series 2023-47A, Class A1R                             | CUSIP: 92330DAN9<br>LEI: 549300OR6XPG21TVTN63 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20071492.00  | 0.08%             | 2036-04-20      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Galaxy 35 CLO Ltd.                              | Galaxy 35 CLO Ltd., Series 2025-35A, Class A                                | CUSIP: 362930AA7<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | US        | 171500000 | PA      | $171498405.05 | 0.68%             | 2038-04-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2023-26A, Class AR                                     | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 119750000 | PA      | $119662055.60 | 0.47%             | 2037-04-17      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Brant Point CLO Ltd.                            | Brant Point CLO Ltd., Series 2024-3A, Class A2                              | CUSIP: 835937AC7<br>LEI: 254900ONWQ51D1IGDN52 | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8228193.24   | 0.03%             | 2037-02-20      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2020-12A, Class AR                                        | CUSIP: 12509VAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15310000 | PA      | $15312484.81  | 0.06%             | 2034-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 12 Ltd.                          | Pikes Peak CLO 12 Ltd., Series 2023-12A, Class AR                           | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | US        |  61700000 | PA      | $61784430.28  | 0.24%             | 2038-04-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2019-5A, Class A2R2                               | CUSIP: 12554XBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15029722.50  | 0.06%             | 2038-10-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                         | Rockford Tower CLO Ltd., Series 2021-3A, Class A2R                          | CUSIP: 77341NAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14036936.20  | 0.06%             | 2038-01-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Pixley Park CLO Ltd.                            | Pixley Park CLO Ltd., Series 2024-1A, Class A2                              | CUSIP: 72583UAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27000000 | PA      | $27055436.40  | 0.11%             | 2037-01-15      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Venture 43 CLO Ltd.                             | Venture 43 CLO Ltd., Series 2021-43A, Class A1R                             | CUSIP: 92290CAR0<br>LEI: 549300OLN5VHTMLSN650 | Long             | ABS-CBDO         | CORP              | US        |  71000000 | PA      | $71027193.00  | 0.28%             | 2034-04-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                                 | KKR CLO 35 Ltd., Series 35A, Class AR                                       | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 259254000 | PA      | $259383886.25 | 1.02%             | 2038-01-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 13 LLC                    | Anchorage Capital CLO 13 LLC, Series 2019-13A, Class ARR                    | CUSIP: 033291AY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  95300000 | PA      | $95412053.74  | 0.38%             | 2038-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Nassau Ltd.                                     | Nassau Ltd., Series 2021-IA, Class A1R                                      | CUSIP: 631704AH6<br>LEI: 5493000NDRKPTT45F149 | Long             | ABS-CBDO         | CORP              | US        |  39815000 | PA      | $39798779.37  | 0.16%             | 2034-08-26      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                          | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class A1R                           | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10170000 | PA      | $10204736.65  | 0.04%             | 2037-07-30      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXI Ltd.            | Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A2R            | CUSIP: 08186RAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5010447.50   | 0.02%             | 2034-10-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd.           | Golub Capital Partners CLO 41B-R Ltd., Series 2019-41A, Class AR2           | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | US        |  15420000 | PA      | $15457741.99  | 0.06%             | 2038-07-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 15 Ltd.                           | Ballyrock CLO 15 Ltd., Series 2021-1A, Class A1R                            | CUSIP: 05875TAJ6<br>LEI: 254900DRHPTI08KKW784 | Long             | ABS-CBDO         | CORP              | US        |  10050000 | PA      | $10074281.81  | 0.04%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXII Ltd.                 | Madison Park Funding XXXII Ltd., Series 2018-32A, Class A1R2                | CUSIP: 55817AAY0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  97000000 | PA      | $97242189.60  | 0.38%             | 2037-07-22      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 4 Ltd.                                  | PPM CLO 4 Ltd., Series 2020-4A, Class A1R2                                  | CUSIP: 69356AAU6<br>LEI: 5493006KUFG82AH4TB78 | Long             | ABS-CBDO         | CORP              | US        |  13500000 | PA      | $13535812.80  | 0.05%             | 2038-03-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XL-R Ltd.                  | Madison Park Funding XL-R Ltd., Series 2025-40RA, Class A                   | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 135800000 | PA      | $136115735.00 | 0.54%             | 2038-10-16      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2020-19A, Class A1R2                                   | CUSIP: 670881AU5<br>LEI: 254900ZMV4RGFPV8TK42 | Long             | ABS-CBDO         | CORP              | US        | 121700000 | PA      | $121709516.94 | 0.48%             | 2038-04-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.             | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class A1R3             | CUSIP: 67573CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  87000000 | PA      | $87217500.00  | 0.34%             | 2037-10-31      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 20 Ltd.                            | Generate CLO 20 Ltd., Series 2024-20A, Class A                              | CUSIP: 370912AA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24925000 | PA      | $24978027.94  | 0.10%             | 2038-01-25      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXIII Ltd.                        | Trinitas CLO XXXIII Ltd., Series 2025-33A, Class A                          | CUSIP: 895976AA6<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | US        |  38150000 | PA      | $38243269.12  | 0.15%             | 2038-07-22      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC         | Janus Henderson Cash Liquidity Fund LLC                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        | 195629109 | NS      | $195668234.79 | 0.77%             |  |  |  | No            |                  2 | On Loan: No      |
| Ares LV CLO Ltd.                                | Ares LV CLO Ltd., Series 2020-55A, Class A1R2                               | CUSIP: 04018BAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  39250000 | PA      | $39357772.65  | 0.16%             | 2037-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| RR 27 Ltd.                                      | RR 27 Ltd., Series 2023-27A, Class A1AR                                     | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10013650.00  | 0.04%             | 2040-10-15      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2015-1A, Class A1B5                          | CUSIP: 69689ABW9<br>LEI: 5493006ZPBFJJGSXB826 | Long             | ABS-CBDO         | CORP              | US        |  29000000 | PA      | $29017924.90  | 0.11%             | 2034-05-21      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CBAM Ltd.                                       | CBAM Ltd., Series 2017-1A, Class AR2                                        | CUSIP: 14987LAC5<br>LEI: 254900JWJFDB3KD6V066 | Long             | ABS-CBDO         | CORP              | US        | 162000000 | PA      | $162418462.20 | 0.64%             | 2038-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXIV CLO Ltd.                             | Ares LXXIV CLO Ltd., Series 2024-74A, Class A2                              | CUSIP: 03990FAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22500000 | PA      | $22548060.00  | 0.09%             | 2036-10-15      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                          | Trinitas CLO XXXI Ltd., Series 2024-31A, Class A1                           | CUSIP: 895972AA5<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23052343.40  | 0.09%             | 2038-01-22      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Atrium XV                                       | Atrium XV, Series 15A, Class A2RR                                           | CUSIP: 55820LAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47250000 | PA      | $47361836.03  | 0.19%             | 2037-07-16      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd.                            | Magnetite XXXII Ltd., Series 2022-32A, Class AR                             | CUSIP: 55953WAL4<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-CBDO         | CORP              | US        | 200800000 | PA      | $200817590.08 | 0.79%             | 2037-10-15      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2021-23A, Class AR                                     | CUSIP: 671026AJ1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | US        | 266700000 | PA      | $266552461.56 | 1.05%             | 2037-01-17      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XVIII Ltd.                          | Allegro CLO XVIII Ltd., Series 2024-4A, Class A1                            | CUSIP: 01751NAC2<br>LEI: 213800Y2KN94QCXLH659 | Long             | ABS-CBDO         | CORP              | US        |  42100000 | PA      | $42218258.90  | 0.17%             | 2038-01-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd.                               | Aimco CLO 14 Ltd., Series 2021-14A, Class A1R                               | CUSIP: 00144GAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20024578.00  | 0.08%             | 2038-10-20      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO Ltd.                     | Texas Debt Capital CLO Ltd., Series 2024-1A, Class A2                       | CUSIP: 88240JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16046721.60  | 0.06%             | 2037-04-22      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| CTM CLO Ltd.                                    | CTM CLO Ltd., Series 2025-1A, Class A1                                      | CUSIP: 12719PAA9<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10033041.00  | 0.04%             | 2038-07-15      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2024-III Ltd.                      | CIFC Funding Ltd., Series 2024-3A, Class A1                                 | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10036409.00  | 0.04%             | 2037-07-21      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO LIII                                 | Apidos CLO LIII, Series 2025-53A, Class A1                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | US        |  23450000 | PA      | $23509166.70  | 0.09%             | 2038-07-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 26 Ltd.                                | AMMC CLO 26 Ltd., Series 2023-26A, Class A1R                                | CUSIP: 00177RAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 167750000 | PA      | $167993002.65 | 0.66%             | 2036-04-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                              | OCP Aegis CLO Ltd., Series 2024-39A, Class A1                               | CUSIP: 67120EAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 201000000 | PA      | $201200035.20 | 0.79%             | 2037-01-16      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XIV CLO Ltd.                      | Cedar Funding XIV CLO Ltd., Series 2021-14A, Class AR                       | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 143415000 | PA      | $143827490.22 | 0.57%             | 2037-10-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO Ltd.                            | Sound Point CLO Ltd., Series 2025-2A, Class A1                              | CUSIP: 83617PAA3<br>LEI: 254900EAOCKFK910QE14 | Long             | ABS-CBDO         | CORP              | US        |  10850000 | PA      | $10864441.35  | 0.04%             | 2038-04-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Regatta XX Funding Ltd.                         | Regatta XX Funding Ltd., Series 2021-2A, Class AR                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13449000 | PA      | $13450890.93  | 0.05%             | 2038-01-15      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 2 Ltd.                         | New Mountain CLO 2 Ltd., Series CLO-2A, Class A1R                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 105420000 | PA      | $105720468.08 | 0.42%             | 2038-01-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                         | Beechwood Park CLO Ltd., Series 2019-1A, Class A2R                          | CUSIP: 07355TAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10012286.00  | 0.04%             | 2035-01-17      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 18                               | Pikes Peak CLO 18, Series 2025-18A, Class A1                                | CUSIP: 720916AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17250000 | PA      | $17271667.73  | 0.07%             | 2038-04-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd.      | Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class AR       | CUSIP: 64134JAL7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | US        | 217940000 | PA      | $218185182.50 | 0.86%             | 2037-10-16      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2023-I Ltd.                        | CIFC Funding Ltd., Series 2023-1A, Class A1R                                | CUSIP: 12575RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45000000 | PA      | $45044865.00  | 0.18%             | 2038-10-15      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 7 Ltd.                                  | Rad CLO 7 Ltd., Series 2020-7A, Class A1R                                   | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7100000 | PA      | $7103572.01   | 0.03%             | 2036-04-17      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2024-2A, Class A1                      | CUSIP: 05765AAA9<br>LEI: 254900FG1DS8PNX30R63 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10024442.00  | 0.04%             | 2038-01-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Octagon 68 Ltd.                                 | Octagon 68 Ltd., Series 2023-1A, Class A2R                                  | CUSIP: 675949AS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15500000 | PA      | $15535260.95  | 0.06%             | 2038-10-20      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                       | OHA Credit Funding 7 Ltd., Series 2020-7A, Class A1R2                       | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  54750000 | PA      | $54837879.23  | 0.22%             | 2038-07-19      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO                                       | AIMCO CLO, Series 2015-AA, Class A1R4                                       | CUSIP: 00900LBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  84330000 | PA      | $84456495.00  | 0.33%             | 2038-10-17      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2019-2A, Class AR2                              | CUSIP: 14316EAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  61860000 | PA      | $62013282.89  | 0.24%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                              | Elevation CLO Ltd., Series 2016-5A, Class A1RR                              | CUSIP: 28623AAN5<br>LEI: 549300IH854FT1JLRT08 | Long             | ABS-CBDO         | CORP              | US        |  18250000 | PA      | $18302109.23  | 0.07%             | 2038-01-25      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                            | Eaton Vance CLO Ltd., Series 2019-1A, Class AR2                             | CUSIP: 27830XAW6<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $47668644.00  | 0.19%             | 2037-07-15      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIII CLO Ltd.                             | Ares LXIII CLO Ltd., Series 2022-63A, Class A1R                             | CUSIP: 039937AS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27800000 | PA      | $27872758.16  | 0.11%             | 2038-10-15      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.                  | Madison Park Funding LXXI Ltd., Series 2025-71A, Class A1                   | CUSIP: 55817DAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 150580000 | PA      | $150494169.40 | 0.59%             | 2038-04-23      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                             | Elmwood CLO II Ltd., Series 2019-2A, Class A1RR                             | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38065000 | PA      | $38156850.85  | 0.15%             | 2037-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                            | Apex Credit CLO Ltd., Series 2021-1A, Class ANR                             | CUSIP: 03754CAQ8<br>LEI: 549300PKXRJW5V5VW357 | Long             | ABS-CBDO         | CORP              | US        |  12100000 | PA      | $12100000.00  | 0.05%             | 2034-07-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO 5 Ltd.                               | CQS US CLO 5 Ltd., Series 2025-5A, Class A2                                 | CUSIP: 12676EAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  22800000 | PA      | $22914000.00  | 0.09%             | 2039-01-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 24 Ltd.                                | AMMC CLO 24 Ltd., Series 2021-24A, Class AR                                 | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32400000 | PA      | $32401166.40  | 0.13%             | 2035-01-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2021-2A, Class AR                                  | CUSIP: 67389BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  80236000 | PA      | $80148101.46  | 0.32%             | 2035-01-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 8                                | Pikes Peak CLO 8, Series 2021-8A, Class A1R                                 | CUSIP: 72133CAL6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | US        |  18400000 | PA      | $18443144.32  | 0.07%             | 2038-01-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                            | Elmwood CLO VII Ltd., Series 2020-4A, Class A1RR                            | CUSIP: 29002QAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 103750000 | PA      | $104009260.88 | 0.41%             | 2037-10-17      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 61 Ltd.                                 | KKR CLO 61 Ltd., Series 2025-61A, Class A1                                  | CUSIP: 48257CAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  56000000 | PA      | $56183556.80  | 0.22%             | 2037-07-15      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                              | Elevation CLO Ltd., Series 2021-14A, Class A1R                              | CUSIP: 28623RBC1<br>LEI: 549300JPI8D017HI2768 | Long             | ABS-CBDO         | CORP              | US        |  62250000 | PA      | $62357729.85  | 0.25%             | 2038-01-20      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd.             | Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR2              | CUSIP: 67577LAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 129000000 | PA      | $129000000.00 | 0.51%             | 2034-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                | Barings CLO Ltd., Series 2025-1A, Class A                                   | CUSIP: 067927AA1<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | US        |  53000000 | PA      | $52965899.80  | 0.21%             | 2038-04-20      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding II CLO Ltd.                       | Cedar Funding II CLO Ltd., Series 2013-1A, Class AR3                        | CUSIP: 15032TBS4<br>LEI: 254900Q56WTD2BRLBE32 | Long             | ABS-CBDO         | CORP              | US        |  15695000 | PA      | $15735863.50  | 0.06%             | 2038-07-22      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 33 Ltd.      | Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR2      | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | US        | 109150000 | PA      | $109325131.18 | 0.43%             | 2039-04-16      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 26 Ltd.       | GoldenTree Loan Management US CLO 26 Ltd., Series 2025-26A, Class AJ        | CUSIP: 38139QAE6<br>LEI: 254900C5OE1SRC894D90 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10526490.45  | 0.04%             | 2038-07-20      | Floating      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                                 | RAD CLO 21 Ltd., Series 2023-21A, Class A1R                                 | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 235400000 | PA      | $235201887.36 | 0.93%             | 2037-01-25      | Floating      | 4.93%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XI Ltd.                     | MidOcean Credit CLO XI Ltd., Series 2022-11A, Class A1R2                    | CUSIP: 59801ABA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32000000 | PA      | $32027152.00  | 0.13%             | 2036-01-18      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Pikes Peak CLO 6                                | Pikes Peak CLO 6, Series 2020-6A, Class ARR                                 | CUSIP: 72132YAY1<br>LEI: 635400BKNXKWEO3G2J74 | Long             | ABS-CBDO         | CORP              | US        |  65450000 | PA      | $65384916.52  | 0.26%             | 2034-05-18      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Avenue Ltd.                            | Atlantic Avenue Ltd., Series 2024-2A, Class A                               | CUSIP: 04822BAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50199275.00  | 0.20%             | 2037-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2024-5A, Class A2                            | CUSIP: 87122YAC9<br>LEI: 213800TOX9K8OSWW9S26 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15035997.00  | 0.06%             | 2036-04-20      | Floating      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak II Ltd.                          | Sandstone Peak II Ltd., Series 2023-1A, Class A1R                           | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | US        |  39650000 | PA      | $39761027.93  | 0.16%             | 2038-07-20      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                            | 522 Funding CLO Ltd., Series 2020-6A, Class A1R2                            | CUSIP: 33835AAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16012441.60  | 0.06%             | 2034-10-23      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2021-1A, Class A1R                                 | CUSIP: 67402JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  62750000 | PA      | $62892047.18  | 0.25%             | 2038-01-15      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2025-2A, Class A                                  | CUSIP: 17181DAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  81325000 | PA      | $81279718.24  | 0.32%             | 2038-04-15      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                          | Palmer Square CLO Ltd., Series 2021-1A, Class A1AR                          | CUSIP: 69701WAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16750000 | PA      | $16741625.00  | 0.07%             | 2038-04-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2020-2A, Class A1RR                                   | CUSIP: 92918HAT7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20039940.00  | 0.08%             | 2038-01-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXI Ltd.                   | Neuberger Berman CLO XXI Ltd., Series 2016-21A, Class A1R3                  | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | US        |  22000000 | PA      | $22047784.00  | 0.09%             | 2039-01-20      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                         | Rockford Tower CLO Ltd., Series 2017-1A, Class AR2                          | CUSIP: 77340EAW6<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | US        |  14500000 | PA      | $14506822.25  | 0.06%             | 2034-04-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                             | Elmwood CLO IX Ltd., Series 2021-2A, Class AR                               | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  40000000 | PA      | $39973640.00  | 0.16%             | 2038-04-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 22 Ltd.                            | Generate CLO 22 Ltd., Series 2025-22A, Class A                              | CUSIP: 37150AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 112250000 | PA      | $112513316.05 | 0.44%             | 2038-07-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| CarVal CLO VII-C Ltd.                           | CarVal CLO VII-C Ltd., Series 2023-1A, Class A1R                            | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10028000.00  | 0.04%             | 2037-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Obra CLO 2 Ltd.                                 | Obra CLO 2 Ltd., Series 2025-2A, Class A1                                   | CUSIP: 674436AA8<br>LEI: 254900MMN4MOZ34WUC71 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25100002.50  | 0.10%             | 2038-07-20      | Floating      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                             | Ares XXXIX CLO Ltd., Series 2016-39A, Class AR3                             | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |  15250000 | PA      | $15289436.50  | 0.06%             | 2037-07-18      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 3 Ltd.                     | Diameter Capital CLO 3 Ltd., Series 2022-3A, Class A1R                      | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | US        |  83250000 | PA      | $83441408.40  | 0.33%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                            | Magnetite XXXIX Ltd., Series 2023-39A, Class AR                             | CUSIP: 559924AJ4<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        | 239750000 | PA      | $239646931.48 | 0.95%             | 2037-01-25      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                              | Elevation CLO Ltd., Series 2013-1A, Class A1R3                              | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19043472.00  | 0.08%             | 2038-07-25      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIV Ltd.                   | Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class A                      | CUSIP: 34990BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  47500000 | PA      | $47557722.00  | 0.19%             | 2038-04-20      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVII Ltd.                | Atlas Senior Loan Fund XVII Ltd., Series 2021-17A, Class AR                 | CUSIP: 04942FAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19100000 | PA      | $19083373.45  | 0.08%             | 2034-10-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.               | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A1R               | CUSIP: 55821KAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  79750000 | PA      | $79817205.33  | 0.31%             | 2038-10-17      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                          | Sycamore Tree CLO Ltd., Series 2021-1A, Class AR                            | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 101550000 | PA      | $101844373.14 | 0.40%             | 2038-01-20      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 16-R Ltd.                    | OHA Credit Funding 16-R Ltd., Series 2023-16RA, Class A1                    | CUSIP: 67122KAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15019228.50  | 0.06%             | 2038-10-20      | Floating      | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                        | Regatta XXV Funding Ltd., Series 2023-1A, Class A1R                         | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 119000000 | PA      | $119283577.00 | 0.47%             | 2038-07-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Harmony-Peace Park CLO Ltd.                     | Harmony-Peace Park CLO Ltd., Series 2024-1A, Class A                        | CUSIP: 413279AC4<br>LEI: 2138009L3HEW9A8LDJ44 | Long             | ABS-CBDO         | CORP              | US        |  26850000 | PA      | $26916518.19  | 0.11%             | 2037-10-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                       | OHA Credit Funding 5 Ltd., Series 2020-5A, Class AR                         | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49750000 | PA      | $49871220.85  | 0.20%             | 2037-10-18      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                        | HPS Loan Management Ltd., Series 2021-16A, Class A1R                        | CUSIP: 40440XAL5<br>LEI: 529900WV2JMUABMCHN18 | Long             | ABS-CBDO         | CORP              | US        | 100000000 | PA      | $100006620.00 | 0.39%             | 2035-01-23      | Floating      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                              | Elmwood CLO I Ltd., Series 2019-1A, Class A1RR                              | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029657.00  | 0.04%             | 2037-04-20      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XVIII Ltd.                         | Symphony CLO XVIII Ltd., Series 2016-18A, Class AR4                         | CUSIP: 87154GFL4<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | US        | 115000000 | PA      | $115131560.00 | 0.45%             | 2037-10-23      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 40 Ltd.                                 | KKR CLO 40 Ltd., Series 40A, Class AR                                       | CUSIP: 48254UAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 228840000 | PA      | $228996572.33 | 0.90%             | 2034-10-20      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 24 Ltd.      | Neuberger Berman Loan Advisers CLO 24 Ltd., Series 2017-24A, Class AR2      | CUSIP: 64130HAU5<br>LEI: 549300E610NX15ZSSH14 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10024966.00  | 0.04%             | 2038-10-19      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2021-1A, Class AR                                     | CUSIP: 92918QAN0<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |  89963000 | PA      | $89882366.16  | 0.35%             | 2034-07-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.                  | Madison Park Funding LVII Ltd., Series 2022-57A, Class A1R                  | CUSIP: 55822GAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  50000000 | PA      | $50034690.00  | 0.20%             | 2034-07-27      | Floating      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 26 Ltd.                                 | AGL CLO 26 Ltd., Series 2023-26A, Class A2R                                 | CUSIP: 00852HAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15059709.00  | 0.06%             | 2038-10-21      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                                 | RAD CLO 26 Ltd., Series 2024-26A, Class A                                   | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  49250000 | PA      | $49381113.35  | 0.19%             | 2037-10-20      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 45 Ltd.             | Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1RR             | CUSIP: 67577MBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11002750.00  | 0.04%             | 2035-04-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| LCM 42 Ltd.                                     | LCM 42 Ltd., Series 42A, Class A1                                           | CUSIP: 52113AAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  45000000 | PA      | $45125955.00  | 0.18%             | 2038-01-15      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO I Ltd.                              | Katayma CLO I Ltd., Series 2023-1A, Class A2                                | CUSIP: 48585JAC4<br>LEI: 254900I6JJYMZNFX8987 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16039161.60  | 0.06%             | 2036-10-20      | Floating      | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 50 Ltd.             | Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR               | CUSIP: 67592MAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53400000 | PA      | $53445822.54  | 0.21%             | 2035-01-15      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 5 Ltd.                               | AB BSL CLO 5 Ltd., Series 2024-5A, Class A1                                 | CUSIP: 00038GAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  70000000 | PA      | $70196469.00  | 0.28%             | 2038-01-20      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.            | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R            | CUSIP: 08186YAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 147500000 | PA      | $147401750.25 | 0.58%             | 2035-01-15      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 9 Ltd.                   | Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class A                      | CUSIP: 78662EAA2<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11019534.90  | 0.04%             | 2038-04-20      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 45a Ltd.                                | KKR CLO 45a Ltd., Series 2024-45A, Class A1R                                | CUSIP: 48190AAN6<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10024666.00  | 0.04%             | 2038-07-15      | Floating      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd.                            | Galaxy XXII CLO Ltd., Series 2016-22A, Class ARRR                           | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | US        | 103570000 | PA      | $103627678.13 | 0.41%             | 2034-04-16      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2023-3A, Class A1R                     | CUSIP: 05682CAL1<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | US        |  34275000 | PA      | $34363580.31  | 0.14%             | 2038-10-24      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 19 Ltd.                            | Generate CLO 19 Ltd., Series 2025-19A, Class A                              | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26650000 | PA      | $26676586.04  | 0.11%             | 2036-04-22      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2018-3A, Class A2R                                | CUSIP: 12551YAL7<br>LEI: 635400OB7ZCBUWDQNV87 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8028572.80   | 0.03%             | 2038-10-18      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO Ltd.                                | Riserva CLO Ltd., Series 2016-3A, Class ARR                                 | CUSIP: 76761RAY5<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | US        |  34500000 | PA      | $34499492.85  | 0.14%             | 2034-01-18      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2020-3A, Class ARR                                    | CUSIP: 92918NAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 130150000 | PA      | $130382057.45 | 0.51%             | 2038-01-20      | Floating      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 12 Ltd.                         | Signal Peak CLO 12 Ltd., Series 2022-12A, Class A2R                         | CUSIP: 82671XBA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8019160.80   | 0.03%             | 2037-07-18      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| BBAM US CLO III Ltd.                            | BBAM US CLO III Ltd., Series 2023-3A, Class A1R                             | CUSIP: 054974AN0<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125007787.50 | 0.49%             | 2038-10-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 30 Ltd.                            | Symphony CLO 30 Ltd., Series 2023-30A, Class A1R                            | CUSIP: 87169BAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30500000 | PA      | $30596904.60  | 0.12%             | 2037-10-20      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Magnetite 50 Ltd.                               | Magnetite 50 Ltd., Series 2025-50A, Class A1                                | CUSIP: 55956MAA7<br>LEI: 529900LA8YF5OY74OD31 | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11517365.00  | 0.05%             | 2038-07-25      | Floating      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 30 Ltd.                                | AMMC CLO 30 Ltd., Series 2024-30A, Class A2                                 | CUSIP: 03165UAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8033493.60   | 0.03%             | 2037-01-15      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| AGL Core CLO 38 Ltd.                            | AGL Core CLO 38 Ltd., Series 2025-38A, Class A1                             | CUSIP: 00852QAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  82500000 | PA      | $82635547.50  | 0.33%             | 2038-01-22      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                                | Oaktree CLO Ltd., Series 2020-1A, Class ARR                                 | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  76100000 | PA      | $76112632.60  | 0.30%             | 2038-01-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 26 Ltd.                           | Ballyrock CLO 26 Ltd., Series 2024-26A, Class A1A                           | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | US        |  22250000 | PA      | $22329648.33  | 0.09%             | 2037-07-25      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Octagon 74 Ltd.                                 | Octagon 74 Ltd., Series 2025-2A, Class A1                                   | CUSIP: 675942AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  31000000 | PA      | $30982667.90  | 0.12%             | 2038-04-22      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO IV                               | Crown City CLO IV, Series 2022-4A, Class AJ                                 | CUSIP: 228233AN2<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19065531.00  | 0.08%             | 2037-04-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street CLO V Ltd.                        | Bridge Street CLO V Ltd., Series 2025-1A, Class A1                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16250000 | PA      | $16271502.00  | 0.06%             | 2038-04-20      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 30 Ltd.                                 | AGL CLO 30 Ltd., Series 2024-30RA, Class A1                                 | CUSIP: 00120VAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26000000 | PA      | $26077987.00  | 0.10%             | 2037-04-21      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Arini US CLO I Ltd.                             | Arini US CLO I Ltd., Series 1A, Class A                                     | CUSIP: 04039AAA2<br>LEI: 2549005XY5NLS2UWEM64 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10034846.00  | 0.04%             | 2038-04-15      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2019-1A, Class A1RR                                   | CUSIP: 92917NAW8<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | US        |  39400000 | PA      | $39508314.54  | 0.16%             | 2037-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VIII Ltd.                          | 720 East CLO VIII Ltd., Series 2025-8A, Class A1                            | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30942613 | PA      | $31014486.50  | 0.12%             | 2038-07-20      | Floating      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2021-10A, Class A1R                             | CUSIP: 14316YAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 174750000 | PA      | $175097053.50 | 0.69%             | 2038-01-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VI Ltd.                            | Trestles CLO VI Ltd., Series 2023-6A, Class A1R                             | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | US        |  45500000 | PA      | $45504454.45  | 0.18%             | 2038-04-25      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                 | CQS US CLO Ltd., Series 2023-3A, Class AJ                                   | CUSIP: 223929AC4<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9045941.40   | 0.04%             | 2037-01-25      | Floating      | 6.01%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XVIII LLC                   | MidOcean Credit CLO XVIII LLC, Series 2025-18A, Class A1                    | CUSIP: 59803LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  75000000 | PA      | $75016732.50  | 0.30%             | 2035-10-18      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| LCM 41 Ltd.                                     | LCM 41 Ltd., Series 41A, Class A1R                                          | CUSIP: 501971AN5<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | US        |  69000000 | PA      | $69041710.50  | 0.27%             | 2036-04-15      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| RRX 7 Ltd.                                      | RRX 7 Ltd., Series 2022-7A, Class A1                                        | CUSIP: 40257DAA5<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | US        |  31980000 | PA      | $31997435.50  | 0.13%             | 2035-07-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXII Ltd.                  | Madison Park Funding XXII Ltd., Series 2016-22A, Class AR2                  | CUSIP: 55819XBJ0<br>LEI: 254900YXXBTCF4NGD347 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23043976.00  | 0.09%             | 2038-01-15      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 40 Ltd.                            | Symphony CLO 40 Ltd., Series 2023-40A, Class AR                             | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | US        |  85470000 | PA      | $85633555.39  | 0.34%             | 2038-01-05      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LII Ltd.                   | Madison Park Funding LII Ltd., Series 2021-52A, Class AR                    | CUSIP: 55822BAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $29971011.00  | 0.12%             | 2035-01-22      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding XII CLO Ltd.                      | Cedar Funding XII CLO Ltd., Series 2020-12A, Class ARR                      | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25003997.50  | 0.10%             | 2038-01-25      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 7 Ltd.                          | Halseypoint CLO 7 Ltd., Series 2023-7A, Class A1R                           | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | US        |  18950000 | PA      | $19015714.81  | 0.08%             | 2038-07-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXII CLO Ltd.                             | Ares LXXII CLO Ltd., Series 2024-72A, Class A2                              | CUSIP: 04020WAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24500000 | PA      | $24555747.30  | 0.10%             | 2036-07-15      | Floating      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XXII Ltd.                  | Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class A2R2                 | CUSIP: 64131BAN3<br>LEI: 549300FFV1EYI8ON7P41 | Long             | ABS-CBDO         | CORP              | US        |  15200000 | PA      | $15245748.96  | 0.06%             | 2038-04-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Trestles CLO VIII Ltd.                          | Trestles CLO VIII Ltd., Series 2025-8A, Class A1                            | CUSIP: 89533DAC4<br>LEI: 2549002BMO2L1UMJWE02 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19027453.10  | 0.08%             | 2035-06-11      | Floating      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                         | Silver Point CLO 6 Ltd., Series 2024-6A, Class A1                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | US        |   9750000 | PA      | $9769390.80   | 0.04%             | 2037-10-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Tralee CLO V Ltd.                               | Tralee CLO V Ltd., Series 2018-5A, Class A2RR                               | CUSIP: 89300JBC1<br>LEI: 54930005YIOSJ9Z81114 | Long             | ABS-CBDO         | CORP              | US        |  11000000 | PA      | $11004847.70  | 0.04%             | 2034-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 6 Ltd.                       | OHA Credit Funding 6 Ltd., Series 2020-6A, Class AR2                        | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12980000 | PA      | $13014293.16  | 0.05%             | 2037-10-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                             | Invesco US CLO Ltd., Series 2024-4A, Class A1                               | CUSIP: 46151BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20175000 | PA      | $20220258.58  | 0.08%             | 2038-01-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Balboa Bay Loan Funding Ltd.                    | Balboa Bay Loan Funding Ltd., Series 2020-1A, Class A2RR                    | CUSIP: 05766BBC1<br>LEI: 549300MALKZHG9DP8554 | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16032980.80  | 0.06%             | 2035-10-20      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XII-B Ltd.          | Benefit Street Partners CLO XII-B Ltd., Series 2017-12BRA, Class A          | CUSIP: 081917AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 113841000 | PA      | $114144932.70 | 0.45%             | 2037-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO VII Ltd.                           | 720 East CLO VII Ltd., Series 2025-7A, Class A1                             | CUSIP: 81800WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 127820000 | PA      | $127701344.69 | 0.50%             | 2037-04-20      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                       | Cedar Funding IV CLO Ltd., Series 2014-4A, Class AR3                        | CUSIP: 150323BL6<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | US        | 126075000 | PA      | $126373898.61 | 0.50%             | 2038-01-23      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Barrow Hanley CLO III Ltd.                      | Barrow Hanley CLO III Ltd., Series 2024-3A, Class A2                        | CUSIP: 06875VAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12042079.20  | 0.05%             | 2037-04-20      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 24 Ltd.                   | Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A2R                   | CUSIP: 03331GAS7<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $18047799.00  | 0.07%             | 2037-07-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVIII Ltd.               | Atlas Senior Loan Fund XVIII Ltd., Series 2021-18A, Class A1R               | CUSIP: 04943EAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  37000000 | PA      | $36982462.00  | 0.15%             | 2035-01-18      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 10 Ltd.       | GoldenTree Loan Management US CLO 10 Ltd., Series 2021-10A, Class AJ        | CUSIP: 38138TAQ4<br>LEI: 5493007PBV0WMI12LF68 | Long             | ABS-CBDO         | CORP              | US        |  18900000 | PA      | $18943900.92  | 0.07%             | 2037-10-20      | Floating      | 5.46%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 25 Ltd.                                | AMMC CLO 25 Ltd., Series 2022-25A, Class A1R2                               | CUSIP: 00177GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  94100000 | PA      | $94341987.56  | 0.37%             | 2038-10-15      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A2                  | CUSIP: 87191BAC5<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12032391.60  | 0.05%             | 2038-01-22      | Floating      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO Ltd.                              | Ballyrock CLO Ltd., Series 2019-2A, Class A1R3                              | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125118575.00 | 0.49%             | 2038-10-25      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                                | Barings CLO Ltd., Series 2025-5A, Class A1                                  | CUSIP: 06765BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  26000000 | PA      | $26038480.00  | 0.10%             | 2038-10-15      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.             | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class A               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12522085.00  | 0.05%             | 2038-10-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                                 | CQS US CLO Ltd., Series 2025-4A, Class A1                                   | CUSIP: 12674KAC9<br>LEI: 25490009GM1MG9XIPV52 | Long             | ABS-CBDO         | CORP              | US        |  31525000 | PA      | $31632106.19  | 0.12%             | 2036-07-20      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.                   | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class A1R2                  | CUSIP: 03330WAU8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        | 236875000 | PA      | $237276029.38 | 0.94%             | 2038-01-19      | Floating      | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 10 Ltd.                    | Diameter Capital CLO 10 Ltd., Series 2025-10A, Class A                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16750000 | PA      | $16780399.58  | 0.07%             | 2038-04-20      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd.             | Octagon Investment Partners 51 Ltd., Series 2021-1A, Class AR               | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 261500000 | PA      | $261254765.30 | 1.03%             | 2034-07-20      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Valley Stream Park CLO Ltd.                     | Valley Stream Park CLO Ltd., Series 2022-1A, Class ARR                      | CUSIP: 92013AAT6<br>LEI: 213800DEME82SWN32S20 | Long             | ABS-CBDO         | CORP              | US        |  94000000 | PA      | $93949437.40  | 0.37%             | 2037-01-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Katayma CLO II Ltd.                             | Katayma CLO II Ltd., Series 2024-2A, Class A1                               | CUSIP: 485862AA4<br>LEI: 254900HW0KYG9AOGVP97 | Long             | ABS-CBDO         | CORP              | US        |  98500000 | PA      | $98891961.05  | 0.39%             | 2037-04-20      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Vibrant CLO IX-R Ltd.                           | Vibrant CLO IX-R Ltd., Series 2018-9RA, Class A1                            | CUSIP: 92557BAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  78975000 | PA      | $78888467.09  | 0.31%             | 2037-04-20      | Floating      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.                   | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class A1R2                  | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | US        | 110000000 | PA      | $110316349.00 | 0.44%             | 2038-07-20      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                             | Carlyle US CLO Ltd., Series 2022-5A, Class A2R                              | CUSIP: 14318LAN1<br>LEI: 549300FMPRIVFSDJTS63 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25060130.00  | 0.10%             | 2037-10-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Harvest US CLO Ltd.                             | Harvest US CLO Ltd., Series 2024-1A, Class A2                               | CUSIP: 41755WAC4<br>LEI: 213800RQBB83K4W6BX61 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8029039.20   | 0.03%             | 2037-04-18      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2019-7A, Class A2R                                | CUSIP: 171935AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12024244.80  | 0.05%             | 2038-10-19      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Xxv                                  | Apidos CLO Xxv, Series 2016-25A, Class A1R3                                 | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | US        | 147155000 | PA      | $147066707.00 | 0.58%             | 2037-01-20      | Floating      | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Apex Credit CLO Ltd.                            | Apex Credit CLO Ltd., Series 2024-2A, Class A                               | CUSIP: 03753EAA0<br>LEI: 213800V47GF24QSFBA63 | Long             | ABS-CBDO         | CORP              | US        |  66050000 | PA      | $66257238.48  | 0.26%             | 2037-07-25      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                     | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class ARR                      | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10011540.00  | 0.04%             | 2038-01-17      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 34 Ltd.                                 | AGL CLO 34 Ltd., Series 2024-34A, Class A1                                  | CUSIP: 00121JAA0<br>LEI: 254900KKYZC78Z944L27 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10026418.00  | 0.04%             | 2038-01-22      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                          | Birch Grove CLO 6 Ltd., Series 2023-6A, Class A1R                           | CUSIP: 09077FAL9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | US        |  46000000 | PA      | $46096903.60  | 0.18%             | 2037-07-20      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVII Ltd.                            | Magnetite XLVII Ltd., Series 2024-47A, Class A                              | CUSIP: 559916AA9<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | US        | 121000000 | PA      | $121307231.10 | 0.48%             | 2038-01-25      | Floating      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                               | AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R                                | CUSIP: 00038KAN1<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |  28500000 | PA      | $28500000.00  | 0.11%             | 2035-01-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd.                             | Elmwood CLO 38 Ltd., Series 2025-1A, Class A                                | CUSIP: 289908AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  36000000 | PA      | $35982108.00  | 0.14%             | 2038-04-22      | Floating      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                            | Elmwood CLO III Ltd., Series 2019-3A, Class A1RR                            | CUSIP: 29002HAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  38000000 | PA      | $38089554.60  | 0.15%             | 2037-07-18      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 18 Ltd.                                 | Rad CLO 18 Ltd., Series 2023-18A, Class A1R                                 | CUSIP: 75009AAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125253662.50 | 0.49%             | 2037-07-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Venture 46 CLO Ltd.                             | Venture 46 CLO Ltd., Series 2022-46A, Class A1R                             | CUSIP: 92326CBA4<br>LEI: 549300O7L2XN74VSK595 | Long             | ABS-CBDO         | CORP              | US        |  19000000 | PA      | $19054609.80  | 0.08%             | 2037-10-20      | Floating      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIII Ltd.                  | Fortress Credit BSL XXIII Ltd., Series 2025-2A, Class A                     | CUSIP: 34967CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10022978.00  | 0.04%             | 2038-10-15      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Tallman Park CLO Ltd.                           | Tallman Park CLO Ltd., Series 2021-1A, Class A1R                            | CUSIP: 874777AL9<br>LEI: 549300F1X3PF0EWH0F90 | Long             | ABS-CBDO         | CORP              | US        |  48000000 | PA      | $48116112.00  | 0.19%             | 2038-07-20      | Floating      | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 6 Ltd.                          | Halseypoint CLO 6 Ltd., Series 2022-6A, Class A1R                           | CUSIP: 40639GAN9<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | US        |  23000000 | PA      | $23055669.20  | 0.09%             | 2038-01-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 1 Ltd.                         | New Mountain CLO 1 Ltd., Series CLO-1A, Class A1RR                          | CUSIP: 64755RBA0<br>LEI: 5493000BYT2KQ1EMLL07 | Long             | ABS-CBDO         | CORP              | US        |  58070000 | PA      | $58170286.89  | 0.23%             | 2038-01-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-III Ltd.                      | CIFC Funding 2025-III Ltd., Series 2025-3A, Class A1                        | CUSIP: 12574JAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  29850000 | PA      | $29925201.11  | 0.12%             | 2038-07-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO 2024-VI Ltd.                      | Park Blue CLO 2024-VI Ltd., Series 2024-6A, Class A1                        | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | US        |  75695000 | PA      | $75869265.03  | 0.30%             | 2038-01-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| NGC CLO 2 Ltd.                                  | NGC CLO 2 Ltd., Series 2025-2A, Class A1                                    | CUSIP: 652942AC7<br>LEI: 254900VQH7AI9RS70C59 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15020983.50  | 0.06%             | 2038-04-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Symphony Loan Funding CLO 1 Ltd.                | Symphony Loan Funding CLO 1 Ltd., Series 2024-1A, Class A1                  | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | US        |  48800000 | PA      | $48940963.68  | 0.19%             | 2038-01-22      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XII Ltd.                              | Hayfin US XII Ltd., Series 2020-12A, Class A1R                              | CUSIP: 42087DAL3<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | US        |  33210000 | PA      | $33255985.89  | 0.13%             | 2038-01-20      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                                 | AGL CLO 40 Ltd., Series 2025-40A, Class A1                                  | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20034600.00  | 0.08%             | 2038-07-22      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 23 Ltd.                                 | AGL CLO 23 Ltd., Series 2022-23A, Class A1R                                 | CUSIP: 00119EAN7<br>LEI: 54930001FYWQPYWEPQ30 | Long             | ABS-CBDO         | CORP              | US        |  78100000 | PA      | $78062730.68  | 0.31%             | 2038-04-20      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                             | Generate CLO 9 Ltd., Series 9A, Class AR                                    | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |  81250000 | PA      | $81432926.25  | 0.32%             | 2038-01-20      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XVII Ltd.                  | Madison Park Funding XVII Ltd., Series 2015-17A, Class AR3                  | CUSIP: 55818YCC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  30000000 | PA      | $30076029.00  | 0.12%             | 2037-10-21      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                         | Signal Peak CLO 11 Ltd., Series 2024-11A, Class A2                          | CUSIP: 82666XAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20056534.00  | 0.08%             | 2037-07-18      | Floating      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                    | TCW CLO Ltd., Series 2025-1A, Class A                                       | CUSIP: 872397AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  53800000 | PA      | $53856038.08  | 0.21%             | 2038-04-20      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXX Ltd.                   | Madison Park Funding XXX Ltd., Series 2018-30A, Class A1R                   | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | US        |  99220000 | PA      | $99443522.82  | 0.39%             | 2037-07-16      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ARES Loan Funding II Ltd.                       | ARES Loan Funding II Ltd., Series 2022-ALF2A, Class A1R2                    | CUSIP: 04018UAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 130000000 | PA      | $130139880.00 | 0.51%             | 2038-10-20      | Floating      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 12 Ltd.                                 | Rad CLO 12 Ltd., Series 2021-12A, Class A1AR                                | CUSIP: 75009PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  32770000 | PA      | $32854320.49  | 0.13%             | 2040-07-30      | Floating      | 5.16%                 | Yes           |                  2 | On Loan: No      |
| LCM 35 Ltd.                                     | LCM 35 Ltd., Series 35A, Class A1R                                          | CUSIP: 50202QAL7<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | US        |  56250000 | PA      | $56212368.75  | 0.22%             | 2034-10-15      | Floating      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO V Ltd.                               | Romark CLO V Ltd., Series 2021-5A, Class AR                                 | CUSIP: 77588PAN2<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25018067.50  | 0.10%             | 2035-01-15      | Floating      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Tralee CLO V Ltd.                               | Tralee CLO V Ltd., Series 2018-5A, Class A1RR                               | CUSIP: 89300JBA5<br>LEI: 54930005YIOSJ9Z81114 | Long             | ABS-CBDO         | CORP              | US        |  27500000 | PA      | $27482642.00  | 0.11%             | 2034-10-20      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd.                      | Regatta XXIII Funding Ltd., Series 2021-4A, Class A2R                       | CUSIP: 75889FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10000000.00  | 0.04%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 17 Ltd.                                 | AGL CLO 17 Ltd., Series 2022-17A, Class AR                                  | CUSIP: 00120DAJ5<br>LEI: 254900ISUA07JPVCOS18 | Long             | ABS-CBDO         | CORP              | US        | 131858000 | PA      | $131726155.19 | 0.52%             | 2035-01-21      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.             | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class A2R2             | CUSIP: 67591JAW2<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10025556.00  | 0.04%             | 2037-07-18      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Dryden 106 CLO Ltd.                             | Dryden 106 CLO Ltd., Series 2022-106A, Class A1R                            | CUSIP: 26254CAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  60000000 | PA      | $60148242.00  | 0.24%             | 2037-10-15      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                             | Ares XLIII CLO Ltd., Series 2017-43A, Class A2R2                            | CUSIP: 04016PAU2<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5012237.00   | 0.02%             | 2038-01-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXIII Ltd.                | Madison Park Funding LXXIII Ltd., Series 2025-73A, Class A1                 | CUSIP: 55823HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20046354.00  | 0.08%             | 2038-10-17      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| LCM 34 Ltd.                                     | LCM 34 Ltd., Series 34A, Class A1R                                          | CUSIP: 50203CAL7<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | US        | 125000000 | PA      | $125062500.00 | 0.49%             | 2034-10-20      | Floating      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| Dryden 76 CLO Ltd.                              | Dryden 76 CLO Ltd., Series 2019-76A, Class A1R2                             | CUSIP: 26252WBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 136000000 | PA      | $136349343.20 | 0.54%             | 2037-10-15      | Floating      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd.                       | Marble Point CLO XIX Ltd., Series 2020-3A, Class AR2                        | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20500000 | PA      | $20534936.10  | 0.08%             | 2038-10-19      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 43 Ltd.                             | Elmwood CLO 43 Ltd., Series 2025-6A, Class A2                               | CUSIP: 29004KAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7520635.50   | 0.03%             | 2038-07-20      | Floating      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                         | Regatta 30 Funding Ltd., Series 2024-4A, Class A1                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  94645000 | PA      | $94845458.11  | 0.37%             | 2038-01-25      | Floating      | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                               | CIFC Funding Ltd., Series 2018-1A, Class A1R                                | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | US        |  15965000 | PA      | $16004912.50  | 0.06%             | 2038-01-18      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIV CLO Ltd.                              | Ares LXIV CLO Ltd., Series 2022-64A, Class AR                               | CUSIP: 04019HAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15037075.50  | 0.06%             | 2039-10-24      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| Guggenheim CLO Ltd.                             | Guggenheim CLO Ltd., Series 2022-2A, Class A2R                              | CUSIP: 40172PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9999726.00   | 0.04%             | 2035-01-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XIV Ltd.                    | OHA Credit Partners XIV Ltd., Series 2017-14A, Class A2R                    | CUSIP: 67706XAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $20045782.00  | 0.08%             | 2037-07-21      | Floating      | 5.44%                 | Yes           |                  2 | On Loan: No      |
| RR 23 Ltd.                                      | RR 23 Ltd., Series 2022-23A, Class A1B2                                     | CUSIP: 75000GBH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8019080.00   | 0.03%             | 2037-07-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hartwick Park CLO Ltd.                          | Hartwick Park CLO Ltd., Series 2023-1A, Class AR                            | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | US        |  29841000 | PA      | $29825649.79  | 0.12%             | 2037-01-20      | Floating      | 5.04%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXII Ltd.                     | BlueMountain CLO XXXII Ltd., Series 2021-32A, Class AR                      | CUSIP: 09631EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        | 109700000 | PA      | $109646104.39 | 0.43%             | 2034-10-15      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 33 Ltd.                                 | KKR CLO 33 Ltd., Series 33A, Class A                                        | CUSIP: 48254QAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  24635000 | PA      | $24638921.89  | 0.10%             | 2034-07-20      | Floating      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                    | Bain Capital Credit CLO Ltd., Series 2022-1A, Class A2R                     | CUSIP: 05684UAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16500000 | PA      | $16538121.60  | 0.07%             | 2038-10-18      | Floating      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                    | OCP CLO Ltd., Series 2025-40A, Class A                                      | CUSIP: 67570FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  33270000 | PA      | $33248141.61  | 0.13%             | 2038-04-16      | Floating      | 5.03%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 37 Ltd.                                 | KKR CLO 37 Ltd., Series 37A, Class AR                                       | CUSIP: 48254FBC1<br>LEI: 2549004455SHSW372E02 | Long             | ABS-CBDO         | CORP              | US        |  75600000 | PA      | $75604354.56  | 0.30%             | 2038-04-20      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIII Ltd.                           | Allegro CLO XIII Ltd., Series 2021-1A, Class A1R                            | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | US        |  30995724 | PA      | $31067293.13  | 0.12%             | 2038-07-20      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO XXVIII Ltd.                        | Symphony CLO XXVIII Ltd., Series 2021-28A, Class A                          | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10006314.00  | 0.04%             | 2034-10-23      | Floating      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 6-R Ltd.                                | PPM CLO 6-R Ltd., Series 2022-6RA, Class A1R                                | CUSIP: 693975AC8<br>LEI: 2549003CULWUB4AA0151 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10026286.00  | 0.04%             | 2037-01-20      | Floating      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| RR 21 Ltd.                                      | RR 21 Ltd., Series 2022-21A, Class A1BR                                     | CUSIP: 78110TAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15036856.50  | 0.06%             | 2039-07-15      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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