# EDGAR Filing Document

**Accession Number:** 0001831313
**File Stem:** 0001752724-25-156624
**Filing Date:** 2025-6
**Character Count:** 72404
**Document Hash:** c706645dd09d18d9f14dc0442c106c71
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-156624.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001752724-25-156624

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20251031

**FILER**: 

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

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23617
- **FILM NUMBER:** 251075187

**BUSINESS ADDRESS:**
- **STREET 1:** 850 NEW BURTON ROAD, SUITE 201
- **CITY:** DOVER
- **STATE:** DE
- **ZIP:** 19904
- **BUSINESS PHONE:** (212) 756-2000

**MAIL ADDRESS:**
- **STREET 1:** 850 NEW BURTON ROAD, SUITE 201
- **CITY:** DOVER
- **STATE:** DE
- **ZIP:** 19904

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Los Angeles

  - **State:** CA

  - **Foreign country:** US

  - **Zip / Postal Code:** 90071

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

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

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

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

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

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $266869200.52

**Total Liabilities:** $306716.19

**Net Assets:** $266562484.33

**Cash Not Reported:** $383847.87

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -750.88000000 | **1-Year:** -24251.12000000 | **5-Year:** -45176.17000000 | **10-Year:** -6633.42000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000250837 | 0.41%                | 0.06%                | 0.20%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1657.85                 | $18752.63                                  |
| Month 2  | $-137175.11              | $-540783.21                                |
| Month 3  | $-4389.20                | $-301071.95                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Octagon Investment Partners XV Ltd       | Octagon Investment Partners XV Ltd                         | CUSIP: 67590EAS3<br>LEI: 549300VYCI9AZ4NZBX86 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399614.00    | 0.15%             | 2030-07-19      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD   | Goldentree Loan Management US Clo 9 Ltd                    | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |    550000 | PA      | $550781.55    | 0.21%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                        | Cedar Funding XI Clo Ltd                                   | CUSIP: 15033LAY8<br>LEI: 2549004YLPCISGLL7978 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $796101.60    | 0.30%             | 2032-05-29      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                         | CIFC Funding 2021-I Ltd                                    | CUSIP: 12563EAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    830000 | PA      | $828313.44    | 0.31%             | 2037-07-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD          | Golub Capital Partners CLO 60B Ltd                         | CUSIP: 381733AJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $498830.00    | 0.19%             | 2034-10-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                   | Rockford Tower CLO 2025-1 Ltd                              | CUSIP: 77341AAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5465350.00   | 2.05%             | 2038-03-31      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Aimco                                    | AIMCO CLO Series 2017-A                                    | CUSIP: 00900CAW4<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3473666.00   | 1.30%             | 2038-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 93 CLO Ltd                                          | CUSIP: 26190TAN1<br>LEI: 5493009K6Z2DW3X76185 | Long             | ABS-CBDO         | CORP              | KY        |    620000 | PA      | $618627.32    | 0.23%             | 2038-01-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 40 Senior Loan Fund                                 | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |   3802600 | PA      | $3801284.44   | 1.43%             | 2031-08-15      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                          | OHA Credit Funding 1 LTD                                   | CUSIP: 67115WAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250670.75    | 0.09%             | 2037-04-20      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                              | OCP CLO 2016-11 Ltd                                        | CUSIP: 67110DBE6<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $824161.80    | 0.31%             | 2036-04-26      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                 | Neuberger Berman Loan Advisers CLO 36 Ltd                  | CUSIP: 64133KAY7<br>LEI: 549300MZGBBYK103F794 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997318.00   | 0.75%             | 2033-04-20      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 55 CLO Ltd                                          | CUSIP: 26245MAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2149681 | PA      | $2150712.45   | 0.81%             | 2031-04-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-43819.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                          | Allegro CLO XV Ltd                                         | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   5500000 | PA      | $5453107.00   | 2.05%             | 2038-04-20      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                              | Rad CLO 22 Ltd                                             | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $401057.20    | 0.15%             | 2037-01-20      | Floating      | 6.10%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD   | Goldentree Loan Management US Clo 8 Ltd                    | CUSIP: 38136NAY2<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-CBDO         | CORP              | KY        |   1130000 | PA      | $1124499.16   | 0.42%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                 | Neuberger Berman CLO XVII Ltd                              | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400468.40    | 0.15%             | 2038-07-22      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Invesco CLO LTD                          | Invesco US CLO 2023-1 Ltd                                  | CUSIP: 46146GAS1<br>LEI: 54930008KXQ75MGXPQ71 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250430.50    | 0.09%             | 2037-04-22      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation    | AMMC CLO 27 Ltd                                            | CUSIP: 00173UAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5403128.50   | 2.03%             | 2037-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO               | Palmer Square European CLO 2021-1 DAC                      | CUSIP: 000000000<br>LEI: 549300EWDSB2XVX0CY09 | Long             | ABS-CBDO         | CORP              | IE        |    900000 | PA      | $984224.12    | 0.37%             | 2034-04-15      | Floating      | 3.63%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd                         | CIFC Funding 2016-I Ltd                                    | CUSIP: 17180TBN1<br>LEI: 54930076OPDXR0U68E20 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $794787.20    | 0.30%             | 2031-10-21      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                         | Symphony CLO XXV Ltd                                       | CUSIP: 87167WAC9<br>LEI: 5493006CLZCEH6WYKR81 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1991972.00   | 0.75%             | 2034-04-19      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                              | RAD CLO 26 Ltd                                             | CUSIP: 75009VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $398318.00    | 0.15%             | 2037-10-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD | GoldenTree Loan Management US CLO 19 Ltd                   | CUSIP: 38138WAC8<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500638.00    | 0.19%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Aimco                                    | Aimco CLO 11 Ltd                                           | CUSIP: 00140NBG4<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $845792.50    | 0.32%             | 2037-07-17      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.               | Regatta XXVII Funding Ltd                                  | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250426.50    | 0.09%             | 2037-04-26      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos Loan Fund 2024-1 Ltd                                | CUSIP: 037986AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997738.00   | 1.12%             | 2035-04-25      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Aimco                                    | AIMCO CLO 22 Ltd                                           | CUSIP: 00901UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250087.75    | 0.09%             | 2037-04-19      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                      | LCM 37 Ltd                                                 | CUSIP: 50204JAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997588.00    | 0.37%             | 2034-04-15      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XXXVII Ltd                            | CUSIP: 55817EAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851190.85    | 0.32%             | 2037-04-15      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                        | Magnetite XIX Ltd                                          | CUSIP: 55954KAY1<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $494585.00    | 0.19%             | 2034-04-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 40, LTD.     | Octagon Investment Partners 40 Ltd                         | CUSIP: 67592BBA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1978578.00   | 0.74%             | 2035-01-20      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                      | LCM 35 Ltd                                                 | CUSIP: 50202QAQ6<br>LEI: 549300KLSB4ZQ2S3TJ95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991700.00    | 0.37%             | 2034-10-15      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                      | Eaton Vance CLO 2013-1 Ltd                                 | CUSIP: 27830BBN3<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   3130000 | PA      | $3128435.00   | 1.17%             | 2034-01-15      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                        | Cedar Funding XIV CLO Ltd                                  | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $848635.75    | 0.32%             | 2037-10-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                  | Beechwood Park CLO Ltd                                     | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499998.50    | 0.19%             | 2035-01-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                           | Barings CLO Ltd 2023-IV                                    | CUSIP: 06763MAA3<br>LEI: 5493000KFDA0OKC5JK34 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250628.50    | 0.09%             | 2037-01-20      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                 | Neuberger Berman Loan Advisers CLO 49 Ltd                  | CUSIP: 64135JAL6<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $249492.25    | 0.09%             | 2035-07-25      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                 | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd             | CUSIP: 64135FAN0<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |    850000 | PA      | $850487.05    | 0.32%             | 2038-10-24      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                         | Symphony CLO 35 Ltd                                        | CUSIP: 871980AQ1<br>LEI: 254900R36BJSADLUH162 | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400480.00    | 0.15%             | 2036-10-24      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation    | AMMC CLO 23 Ltd                                            | CUSIP: 00177JBJ3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |    600000 | PA      | $600285.00    | 0.23%             | 2035-04-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 36 Ltd                       | Elmwood CLO 36 Ltd                                         | CUSIP: 29004MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $849995.75    | 0.32%             | 2037-10-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS 41, LTD.     | Octagon Investment Partners 41 Ltd                         | CUSIP: 67592FBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997640.00   | 0.75%             | 2033-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                         | Symphony CLO XVIII Ltd                                     | CUSIP: 87154GEY7<br>LEI: 549300JQYSBIW1AM8R32 | Long             | ABS-CBDO         | CORP              | KY        |   2947574 | PA      | $2941487.55   | 1.10%             | 2033-07-23      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited         | Bain Capital Credit CLO 2022-2 Ltd                         | CUSIP: 05682GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $997346.00    | 0.37%             | 2035-04-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd                        | OCP Aegis CLO 2023-29 Ltd                                  | CUSIP: 67118BAQ6<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $497997.00    | 0.19%             | 2036-01-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                    | Sixth Street CLO XVII Ltd                                  | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2479000.00   | 0.93%             | 2038-04-17      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                    | Sixth Street CLO XXI Ltd                                   | CUSIP: 83011PAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1995760.00   | 0.75%             | 2037-10-21      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos CLO XX                                              | CUSIP: 03765LAP7<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   2882667 | PA      | $2884315.57   | 1.08%             | 2031-07-16      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                      | Elmwood CLO III Ltd                                        | CUSIP: 29002HAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $848821.05    | 0.32%             | 2037-07-18      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 80 CLO Ltd                                          | CUSIP: 26245JAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2892375 | PA      | $2891854.00   | 1.08%             | 2033-01-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 43 Senior Loan Fund                                 | CUSIP: 26245CBQ5<br>LEI: 5493002P75UIPU4MC757 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993814.00    | 0.37%             | 2034-04-20      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 94 CLO Ltd                                          | CUSIP: 26251VAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $399358.40    | 0.15%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 68 CLO Ltd                                          | CUSIP: 26252QAS1<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | KY        |   5163000 | PA      | $5122795.72   | 1.92%             | 2035-07-15      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                    | Sixth Street CLO VIII Ltd                                  | CUSIP: 83012VAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $994696.00    | 0.37%             | 2034-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Regatta XIV Funding Ltd                  | Regatta XIV Funding Ltd                                    | CUSIP: 75888MAP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2188923.00   | 0.82%             | 2031-10-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD          | Golub Capital Partners CLO 53B Ltd                         | CUSIP: 38177YAL6<br>LEI: 254900DPK2EA9C8DGV68 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5451875.00   | 2.05%             | 2034-07-20      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                             | Voya CLO 2015-3 Ltd                                        | CUSIP: 92913UBC9<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   1180938 | PA      | $1180560.40   | 0.44%             | 2031-10-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Captree Park CLO Ltd                     | Captree Park CLO Ltd                                       | CUSIP: 14074EAE1<br>LEI: 254900T5FZQKDOCWVD69 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $250281.50    | 0.09%             | 2037-07-20      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                          | OHA Credit Funding 5 Ltd                                   | CUSIP: 67113GAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $400190.80    | 0.15%             | 2037-10-18      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                        | Elmwood CLO X Ltd                                          | CUSIP: 29002VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999991.00   | 1.13%             | 2034-04-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Hartwick Park CLO, Ltd.                  | Hartwick Park CLO Ltd                                      | CUSIP: 417403AN2<br>LEI: 2549003E1ZAWJG55NM75 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $993779.00    | 0.37%             | 2037-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                        | Magnetite XXV Ltd                                          | CUSIP: 55955GAA1<br>LEI: 549300WFCL37N4TDUR08 | Long             | ABS-CBDO         | CORP              | KY        |    590778 | PA      | $591608.99    | 0.22%             | 2032-01-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Southwick Park CLO, Ltd.                 | Southwick Park CLO LLC                                     | CUSIP: 846031AN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    967571 | PA      | $968108.17    | 0.36%             | 2032-07-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Henley CLO                               | Henley CLO I DAC                                           | CUSIP: 000000000<br>LEI: 6354005DLDMILXS72B21 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $953632.03    | 0.36%             | 2034-07-25      | Floating      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| INVESCO CLO LTD                          | Invesco CLO Ltd                                            | CUSIP: 46149MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    595000 | PA      | $595446.25    | 0.22%             | 2034-07-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                   | Rockford Tower CLO 2019-2 Ltd                              | CUSIP: 77341GAS9<br>LEI: 549300IG5M07NI4QKK80 | Long             | ABS-CBDO         | CORP              | KY        |   1079416 | PA      | $1077624.78   | 0.40%             | 2032-08-20      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                   | RR 8 Ltd                                                   | CUSIP: 74980FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499477.50    | 0.19%             | 2037-07-15      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XXXVIII Ltd                           | CUSIP: 55821KAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000260.00   | 0.38%             | 2034-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD          | Golub Capital Partners CLO 76 B Ltd                        | CUSIP: 38180BAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    750000 | PA      | $740508.75    | 0.28%             | 2037-10-25      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| Contego CLO DAC                          | Contego CLO VI DAC                                         | CUSIP: 000000000<br>LEI: 5493004ELE0S8SSAAJ29 | Long             | ABS-CBDO         | CORP              | IE        |   1200000 | PA      | $1340363.78   | 0.50%             | 2034-04-15      | Floating      | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Aqueduct European CLO                    | Aqueduct European CLO 10 DAC                               | CUSIP: 000000000<br>LEI: 635400SCIIZBJOEMZP09 | Long             | ABS-CBDO         | CORP              | IE        |   1000000 | PA      | $1132747.42   | 0.42%             | 2039-01-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                        | Cedar Funding VII Clo Ltd                                  | CUSIP: 15032FAL0<br>LEI: 549300G87EGFMLOYN341 | Long             | ABS-CBDO         | CORP              | KY        |   1128091 | PA      | $1127122.85   | 0.42%             | 2031-01-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                         | Symphony CLO 43 Ltd                                        | CUSIP: 87170BAA4<br>LEI: 254900QCSPTCYRSY3N68 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850689.35    | 0.32%             | 2037-04-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                             | Voya CLO 2013-3 Ltd                                        | CUSIP: 92916XAL1<br>LEI: 5493003QPCHR7P2XIW55 | Long             | ABS-CBDO         | CORP              | KY        |    327073 | PA      | $327321.58    | 0.12%             | 2031-10-18      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 15 Ltd                       | Elmwood CLO 15 Ltd                                         | CUSIP: 29003JAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2238844 | PA      | $2239403.71   | 0.84%             | 2035-04-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                         | Cifc Funding 2014-IV-R Ltd                                 | CUSIP: 12552FBE2<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3978000.00   | 1.49%             | 2035-01-17      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| AGL CLO 16 LTD                           | AGL CLO 16 Ltd                                             | CUSIP: 00120LAE8<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4950640.00   | 1.86%             | 2035-01-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XXIII Ltd                             | CUSIP: 55820TAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2741765 | PA      | $2741079.48   | 1.03%             | 2031-07-27      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos CLO XLVII Ltd                                       | CUSIP: 03770QAA2<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |    500000 | PA      | $500178.50    | 0.19%             | 2037-04-26      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                             | ARES XLIV CLO Ltd                                          | CUSIP: 04016NAM5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1610000 | PA      | $1608547.78   | 0.60%             | 2034-04-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                             | ARES LI CLO Ltd                                            | CUSIP: 04019LAU8<br>LEI: 5493003FNA8PT0CMDE92 | Long             | ABS-CBDO         | CORP              | KY        |    660000 | PA      | $657566.58    | 0.25%             | 2037-10-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 29, Ltd.     | Octagon Investment Partners 29 Ltd                         | CUSIP: 67591JAU6<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $850660.45    | 0.32%             | 2037-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 51 Ltd       | Octagon Investment Partners 51 Ltd                         | CUSIP: 675943AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5469750.00   | 2.05%             | 2034-07-20      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XLV Ltd                               | CUSIP: 55820BAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993477.00    | 0.37%             | 2034-07-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon                  | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              |  | US        |         1 | NC      | $-24540.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| TCI-Symphony CLO                         | TCI-Symphony CLO 2016-1 Ltd                                | CUSIP: 87229WAQ4<br>LEI: 5493005WLG3H3B8NI222 | Long             | ABS-CBDO         | CORP              | KY        |   2366823 | PA      | $2367462.34   | 0.89%             | 2032-10-13      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding LXVII Ltd                             | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $851406.75    | 0.32%             | 2037-04-25      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XLVI Ltd                              | CUSIP: 55822AAW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4967440.00   | 1.86%             | 2034-10-15      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD   | Goldentree Loan Management US Clo 12 Ltd                   | CUSIP: 38138FAU5<br>LEI: 549300KUSTD1I13BZ897 | Long             | ABS-CBDO         | CORP              | JE        |    250000 | PA      | $248495.00    | 0.09%             | 2037-07-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                        | Cedar Funding IX CLO Ltd                                   | CUSIP: 15033EAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $500375.00    | 0.19%             | 2037-07-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                         | Symphony CLO XXVIII Ltd                                    | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999442.00    | 0.37%             | 2034-10-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                    | Palmer Square CLO 2024-2 LTD                               | CUSIP: 69703LAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    500000 | PA      | $499745.00    | 0.19%             | 2037-07-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                   | RR 27 Ltd                                                  | CUSIP: 78110VAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |    500000 | PA      | $500670.50    | 0.19%             | 2035-10-15      | Floating      | 6.21%                 | No            |                  2 | On Loan: No      |
| Alinea CLO LTD                           | Alinea CLO 2018-1 Ltd                                      | CUSIP: 016269AG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1986976.00   | 0.75%             | 2031-07-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| HPS Loan Management                      | HPS Loan Management 15-2019 Ltd                            | CUSIP: 40439DAN8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | JE        |    530000 | PA      | $528677.65    | 0.20%             | 2035-01-22      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                         | Flatiron CLO 20 Ltd                                        | CUSIP: 33883MAJ3<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |    482000 | PA      | $482224.13    | 0.18%             | 2036-05-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Aurium CLO                               | Aurium Clo VIII DAC                                        | CUSIP: 000000000<br>LEI: 549300FEAY35HPC4RS38 | Long             | ABS-CBDO         | CORP              | IE        |    850000 | PA      | $947131.62    | 0.36%             | 2034-06-23      | Floating      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO LTD                          | Invesco US CLO 2024-4 Ltd                                  | CUSIP: 46151BAA3<br>LEI: 2138006HTEY9GGW6XF50 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998800.00    | 0.37%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                          | OHA Credit Funding 4 Ltd                                   | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $997279.00    | 0.37%             | 2038-01-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-424.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                    | Palmer Square CLO 2024-4 Ltd                               | CUSIP: 69703WAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $995631.00    | 0.37%             | 2038-01-15      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XXVII Ltd                             | CUSIP: 55820YAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2234556.00   | 0.84%             | 2038-04-20      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                              | OCP CLO 2021-22 Ltd                                        | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $848717.35    | 0.32%             | 2037-10-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Kings Park CLO Ltd                       | Kings Park CLO Ltd                                         | CUSIP: 496094AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300070.20    | 0.11%             | 2035-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos CLO XXXII                                           | CUSIP: 03768RAQ9<br>LEI: 549300CXPXW83QGWOL98 | Long             | ABS-CBDO         | CORP              | KY        |   1243941 | PA      | $1245069.70   | 0.47%             | 2033-01-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD   | Goldentree Loan Management US Clo 7 Ltd                    | CUSIP: 38138LAW8<br>LEI: 549300DO8S88M0JNL340 | Long             | ABS-CBDO         | CORP              | KY        |   2850000 | PA      | $2839651.65   | 1.07%             | 2034-04-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Clover CLO                               | Clover CLO 2021-3 LLC                                      | CUSIP: 18915FAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $992317.00    | 0.37%             | 2035-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO, LTD   | Goldentree Loan Management US Clo 11 Ltd                   | CUSIP: 38138KAL4<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $248629.25    | 0.09%             | 2034-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                      | LCM 29 Ltd                                                 | CUSIP: 50201MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1657275 | PA      | $1656552.81   | 0.62%             | 2031-04-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos Clo Xlix                                            | CUSIP: 03771BAC0<br>LEI: 254900GQACQ28T9VX243 | Long             | ABS-CBDO         | CORP              | KY        |    400000 | PA      | $397704.80    | 0.15%             | 2037-10-24      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| TCW Central Cash Fund                    | TCW Central Cash Fund                                      | CUSIP: 872365671<br>LEI: 2549003KPNUIFJCJM366 | Long             | EC               | RF                | US        |   2692127 | NS      | $2692127.13   | 1.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Golub Capital Partners CLO, LTD          | Golub Capital Partners CLO 66B Ltd                         | CUSIP: 38179MAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $400337.60    | 0.15%             | 2036-04-25      | Floating      | 6.23%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos Clo Xxv                                             | CUSIP: 03762YBD8<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992997.00    | 0.37%             | 2037-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Rockford Tower Europe CLO                | Rockford Tower Europe CLO 2019-1 DAC                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | IE        |    750000 | PA      | $850226.68    | 0.32%             | 2038-01-20      | Floating      | 4.34%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                             | Ares Loan Funding IV Ltd                                   | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    180000 | PA      | $180343.44    | 0.07%             | 2036-10-15      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited         | Bain Capital Credit CLO 2021-1 Ltd                         | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5458915.00   | 2.05%             | 2034-04-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Buttermilk Park CLO Ltd                  | Buttermilk Park CLO Ltd                                    | CUSIP: 124166AS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    275000 | PA      | $273807.05    | 0.10%             | 2031-10-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners Ltd          | Octagon Investment Partners 18-R Ltd                       | CUSIP: 67576FAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    880089 | PA      | $880278.61    | 0.33%             | 2031-04-16      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                        | Cedar Funding XII CLO Ltd                                  | CUSIP: 15033TBA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5463738.50   | 2.05%             | 2038-01-25      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited         | Bain Capital Credit CLO 2020-3 Ltd                         | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |    190000 | PA      | $189244.37    | 0.07%             | 2034-10-23      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited         | Bain Capital Credit CLO 2021-3 Ltd                         | CUSIP: 05683NAJ1<br>LEI: 254900XV68IP5ZAT0548 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $996356.00    | 0.37%             | 2034-07-24      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XXI Ltd      | Octagon Investment Partners XXI Ltd                        | CUSIP: 67590QCA3<br>LEI: 549300XIS9D4AHDX5A35 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5449779.50   | 2.04%             | 2031-02-14      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                           | Apidos CLO XXXI                                            | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   2079903 | PA      | $2081729.36   | 0.78%             | 2031-04-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Danby Park CLO, Ltd                      | Danby Park CLO Ltd                                         | CUSIP: 236057AN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |    400000 | PA      | $399564.00    | 0.15%             | 2037-10-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                 | Regatta XVI Funding Ltd                                    | CUSIP: 75888TAL9<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |   1849795 | PA      | $1850671.33   | 0.69%             | 2033-01-15      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding LIX Ltd                               | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    395000 | PA      | $395500.47    | 0.15%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                              | OCP CLO Ltd                                                | CUSIP: 671026AJ1<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $991791.00    | 0.37%             | 2037-01-17      | Floating      | 5.44%                 | No            |                  2 | On Loan: No      |
| Point Au Roche Park CLO, Ltd             | Point Au Roche Park CLO Ltd                                | CUSIP: 73052VAA3<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1099447.80   | 0.41%             | 2034-07-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                           | Barings CLO Ltd 2019-III                                   | CUSIP: 06761KAW1<br>LEI: 549300T40QLO0VJIOB35 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993000.00    | 0.37%             | 2036-01-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited         | Bain Capital Credit CLO 2021-6 Ltd                         | CUSIP: 05684PAL0<br>LEI: 254900YXN9JEMKU5DF45 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $992131.00    | 0.37%             | 2034-10-21      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 95 CLO Ltd                                          | CUSIP: 262487AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3976280.00   | 1.49%             | 2034-08-20      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                         | Symphony CLO XXII Ltd                                      | CUSIP: 87167GCH1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $799080.80    | 0.30%             | 2033-04-18      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                             | Voya CLO 2017-3 Ltd                                        | CUSIP: 92915QBJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1993800.00   | 0.75%             | 2034-04-20      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                         | CIFC Funding 2024-I Ltd                                    | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250086.50    | 0.09%             | 2037-04-18      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                              | RAD CLO 21 Ltd                                             | CUSIP: 750099AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5445396.00   | 2.04%             | 2037-01-25      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                           | Barings CLO Ltd 2024-I                                     | CUSIP: 06763VAA3<br>LEI: 2549005VRCK51O5LRS39 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250500.00    | 0.09%             | 2037-01-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Providus CLO                             | Providus Clo III DAC                                       | CUSIP: 000000000<br>LEI: 635400X4XZILCMFKAB72 | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $447232.21    | 0.17%             | 2034-07-18      | Floating      | 3.89%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 13 Ltd                           | AGL CLO 13 Ltd                                             | CUSIP: 00120JAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000852.00   | 0.38%             | 2034-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Palmer Square Loan Funding Ltd           | Palmer Square Loan Funding 2023-2 Ltd                      | CUSIP: 69703FAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002068.00   | 1.50%             | 2032-01-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors             | State Street Institutional US Government Money Market Fund | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   2156685 | NS      | $2156685.40   | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Oak Hill Credit                          | Oak Hill Credit Partners X-R Ltd                           | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5461137.00   | 2.05%             | 2038-04-20      | Floating      | 5.40%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 45, Ltd.     | Octagon Investment Partners 45 Ltd                         | CUSIP: 67577MAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    770000 | PA      | $762276.13    | 0.29%             | 2035-04-15      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 45 Senior Loan Fund                                 | CUSIP: 26244MAW2<br>LEI: 54930046L20VLJKPVV31 | Long             | ABS-CBDO         | CORP              | KY        |    144112 | PA      | $144011.38    | 0.05%             | 2030-10-15      | Floating      | 5.34%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 108 CLO Ltd                                         | CUSIP: 26253MAQ3<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |    600000 | PA      | $596625.60    | 0.22%             | 2037-07-18      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                     | BlueMountain CLO XXII Ltd                                  | CUSIP: 09629PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    647057 | PA      | $646791.94    | 0.24%             | 2031-07-15      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation    | AMMC CLO 30 Ltd                                            | CUSIP: 03165UAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    825000 | PA      | $826501.50    | 0.31%             | 2037-01-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                           | Octagon 66 Ltd                                             | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    300000 | PA      | $300633.30    | 0.11%             | 2036-11-16      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                             | Voya CLO 2019-1 Ltd                                        | CUSIP: 92917NAY4<br>LEI: 549300KSCKXTOBY0IP86 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $846644.20    | 0.32%             | 2037-10-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                      | LCM 34 Ltd                                                 | CUSIP: 50203CAA1<br>LEI: 54930038DJKYPKSVRB29 | Long             | ABS-CBDO         | CORP              | KY        |   1400000 | PA      | $1397809.00   | 0.52%             | 2034-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                    | Palmer Square CLO 2022-1 Ltd                               | CUSIP: 69689QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1180000 | PA      | $1180649.00   | 0.44%             | 2035-04-20      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Adagio CLO                               | Adagio X Eur Clo DAC                                       | CUSIP: 000000000<br>LEI: 635400X98PCG9QRCL798 | Long             | ABS-CBDO         | CORP              | IE        |   1175000 | PA      | $1335114.08   | 0.50%             | 2037-10-20      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs International              | PURCHASED USD / SOLD EUR                                   | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |         1 | NC      | $-195927.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                    | Palmer Square CLO 2019-1 Ltd                               | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3501204.00   | 1.31%             | 2034-11-14      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                   | Rockford Tower CLO 2018-1 Ltd                              | CUSIP: 77342JAA1<br>LEI: 549300KPFGDIQ0PMP224 | Long             | ABS-CBDO         | CORP              | KY        |   3860588 | PA      | $3861753.40   | 1.45%             | 2031-05-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Recette CLO LLC                          | Recette Clo Ltd                                            | CUSIP: 75620TAW8<br>LEI: 549300392I5L5XOJ0016 | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $249625.00    | 0.09%             | 2034-04-20      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                             | Ares XXVII CLO Ltd                                         | CUSIP: 00190YBP9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $993303.00    | 0.37%             | 2034-10-28      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                 | Madison Park Funding XLIX Ltd                              | CUSIP: 55820VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5468518.00   | 2.05%             | 2034-10-19      | Floating      | 5.32%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                         | CIFC Funding 2015-I Ltd                                    | CUSIP: 12548MBF1<br>LEI: 5493001TP5YQV9X08Z14 | Long             | ABS-CBDO         | CORP              | KY        |    391240 | PA      | $391589.08    | 0.15%             | 2031-01-22      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                         | TRESTLES CLO V LTD                                         | CUSIP: 89532UAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2482212.50   | 0.93%             | 2034-10-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                  | Dryden 72 CLO Ltd                                          | CUSIP: 26252NAW9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2442242 | PA      | $2439213.68   | 0.92%             | 2032-05-15      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                             | Ares XXXIV CLO Ltd                                         | CUSIP: 04015GAX7<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1100445.50   | 0.41%             | 2033-04-17      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Magnetite CLO Ltd                        | Magnetite XXVII Ltd                                        | CUSIP: 55955EAL2<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-CBDO         | CORP              | KY        |    278000 | PA      | $278171.53    | 0.10%             | 2034-10-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                           | Galaxy XXII CLO Ltd                                        | CUSIP: 36320TBD4<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1892299.30   | 0.71%             | 2034-04-16      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                            | Ballyrock CLO 2020-2 Ltd                                   | CUSIP: 05875DAJ1<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   1415324 | PA      | $1415726.12   | 0.53%             | 2031-10-20      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                   | Rockford Tower CLO 2020-1 Ltd                              | CUSIP: 77341EBA2<br>LEI: 5493009YDNBJVFWX7747 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1588516.80   | 0.60%             | 2036-01-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                         | Flatiron CLO 25 Ltd                                        | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |    850000 | PA      | $846427.45    | 0.32%             | 2037-10-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| LCM Ltd Partnership                      | LCM 40 Ltd                                                 | CUSIP: 50190KAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.38%             | 2038-01-15      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation    | AMMC CLO 24 Ltd                                            | CUSIP: 00177LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1405000 | PA      | $1396980.26   | 0.52%             | 2035-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd                       | Elmwood CLO IX Ltd                                         | CUSIP: 29003UAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5480293.50   | 2.06%             | 2038-04-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                   | RR 26 Ltd                                                  | CUSIP: 74989MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5453360.00   | 2.05%             | 2038-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                    | Cayuga Park CLO Ltd                                        | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |    170000 | PA      | $170044.71    | 0.06%             | 2034-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** TCW ETF Trust

**Signature:** Richard Villa

**Name of Signer:** Richard Villa

**Title:** Treasurer