AB BSL CLO 1 Ltd., Series 2020-1A, Class D1R2

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N/A AGL CLO 32 Ltd., Series 2024-32A, Class D1 00121BAJ8 1500000.00000000 PA USD 1500990.00000000 0.131206429168 Long ABS-CBDO CORP US Y 2 2037-07-21 Floating 6.57213840 N N N N N N AGL CLO 37 Ltd. 254900AZNZG3U1TNSN78 AGL CLO 37 Ltd., Series 2024-37A, Class D1 00121MAJ4 8000000.00000000 PA USD 8001128.80000000 0.699404752304 Long ABS-CBDO CORP US Y 2 2038-04-22 Floating 6.31364040 N N N N N N AGL CLO 44 Ltd. 254900WK97J0UDI0DQ10 AGL CLO 44 Ltd., Series 2025-44A, Class D1 00121RAG9 6500000.00000000 PA USD 6356058.80000000 0.555603820631 Long ABS-CBDO CORP US Y 2 2037-10-22 Floating 6.16363920 N N N N N N AGL CLO 39 Ltd. N/A AGL CLO 39 Ltd., Series 2025-39A, Class D1 00121XAJ0 15700000.00000000 PA USD 15648475.74000000 1.367884278887 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.17523120 N N N N N N AGL CLO 40 Ltd. 2549000UHABUMC23NI95 AGL CLO 40 Ltd., Series 2025-40A, Class D1 00122JAJ0 3000000.00000000 PA USD 3012912.00000000 0.263368460094 Long ABS-CBDO CORP US Y 2 2038-07-22 Floating 6.56363880 N N N N N N Aimco CLO 14 Ltd. N/A Aimco CLO 14 Ltd., Series 2021-14A, Class D1R 00144GAW1 2100000.00000000 PA USD 2094599.01000000 0.183095727913 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.27522840 N N N N N N AMMC CLO 27 Ltd. N/A AMMC CLO 27 Ltd., Series 2022-27A, Class DR 00173UBA1 11040000.00000000 PA USD 11024914.94000000 0.963723756426 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 6.37522920 N N N N N N AMMC CLO 24 Ltd. N/A AMMC CLO 24 Ltd., Series 2021-24A, Class DR 00177LAQ3 7120000.00000000 PA USD 7053948.47000000 0.616608631825 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.62523120 N N N N N N AGL CLO 7 Ltd. N/A AGL CLO 7 Ltd., Series 2020-7A, Class D1R2 008511BC0 4700000.00000000 PA USD 4616694.85000000 0.403560347388 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.47309880 N N N N N N AGL CLO 35 Ltd. 254900LDCU83O7QV9777 AGL CLO 35 Ltd., Series 2024-35A, Class D1 00852KAE4 4880000.00000000 PA USD 4883463.82000000 0.426879492730 Long ABS-CBDO CORP US Y 2 2038-01-21 Floating 6.52214160 N N N N N N AIMCO CLO 10 Ltd. 5493004I93856WYBB035 AIMCO CLO 10 Ltd., Series 2019-10A, Class D1RR 00901AAY3 2500000.00000000 PA USD 2512412.50000000 0.219618167157 Long ABS-CBDO CORP US Y 2 2037-07-22 Floating 6.66363960 N N N N N N AIMCO CLO 16 Ltd. 254900Q0PCRO7XC6LM21 AIMCO CLO 16 Ltd., Series 2021-16A, Class D1R 00901FAS5 1000000.00000000 PA USD 1004851.00000000 0.087837301751 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 6.58037880 N N N N N N Allegro CLO XIX Ltd. 2138002Z16N4VA88AX41 Allegro CLO XIX Ltd., Series 2025-1A, Class D2 01749XAJ0 5700000.00000000 PA USD 5647275.00000000 0.493646718019 Long ABS-CBDO CORP US Y 2 2038-04-17 Floating 7.73038080 N N N N N N Anchorage Capital CLO 19 Ltd. 549300ZNOS7Q8W8H3S38 Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class D1R 03328JAU1 5000000.00000000 PA USD 5024490.00000000 0.439207050873 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.67310040 N N N N N N Anchorage Capital CLO 15 Ltd. 549300H5Q0HJ2EHSSX26 Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class DR2 03329FBE3 3400000.00000000 PA USD 3361717.36000000 0.293858673727 Long ABS-CBDO CORP US Y 2 2038-07-20 Floating 7.09522920 N N N N N N Anchorage Capital CLO 16 Ltd. 5493008M7D1YIDOH2C69 Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D1R2 03330WBE3 9250000.00000000 PA USD 9281209.50000000 0.811300779389 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 6.57523080 N N N N N N Anchorage Capital CLO 16 Ltd. 5493008M7D1YIDOH2C69 Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D2R2 03330WBG8 3000000.00000000 PA USD 2972316.00000000 0.259819831390 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 7.67522880 N N N N N N Ares LXIII CLO Ltd. N/A Ares LXIII CLO Ltd., Series 2022-63A, Class D1R 039937BA4 7000000.00000000 PA USD 6971258.00000000 0.609380388269 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.67310040 N N N N N N Ares XLIII CLO Ltd. 549300ECLIGB6OZRBA51 Ares XLIII CLO Ltd., Series 2017-43A, Class D1R2 04016PBA5 3500000.00000000 PA USD 3493836.50000000 0.305407638466 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.67310040 N N N N N N Ares XLIII CLO Ltd. 549300ECLIGB6OZRBA51 Ares XLIII CLO Ltd., Series 2017-43A, Class D2R2 04016PBC1 7000000.00000000 PA USD 6938015.00000000 0.606474509266 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 7.77309840 N N N N N N Ares LVI CLO Ltd. N/A Ares LVI CLO Ltd., Series 2020-56A, Class D1R2 04018NBE0 3985000.00000000 PA USD 3986143.70000000 0.348441815753 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.51659040 N N N N N N Ares LXIV CLO Ltd. N/A Ares LXIV CLO Ltd., Series 2022-64A, Class DR 04019HAY9 2500000.00000000 PA USD 2504020.00000000 0.218884551372 Long ABS-CBDO CORP US Y 2 2039-10-24 Floating 6.92309880 N N N N N N Ares LXVI CLO Ltd. N/A Ares LXVI CLO Ltd., Series 2022-66A, Class D1R2 04019RBN0 6000000.00000000 PA USD 5981670.00000000 0.522877275106 Long ABS-CBDO CORP US Y 2 2038-10-25 Floating 6.56659080 N N N N N N Atlantic Avenue Ltd. N/A Atlantic Avenue Ltd., Series 2023-1A, Class D1R 04822FAS3 1370000.00000000 PA USD 1377282.92000000 0.120392790016 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 6.97309920 N N N N N N Bain Capital Credit CLO Ltd. N/A Bain Capital Credit CLO Ltd., Series 2022-1A, Class D1R 05684UAU9 5750000.00000000 PA USD 5750287.50000000 0.502651376467 Long ABS-CBDO CORP US Y 2 2038-10-18 Floating 6.42522960 N N N N N N Bain Capital Credit CLO Ltd. 254900X1J8WOE4EG9026 Bain Capital Credit CLO Ltd., Series 2024-4A, Class D1 05685VAJ1 8375000.00000000 PA USD 8333887.13000000 0.728492242730 Long ABS-CBDO CORP US Y 2 2037-10-23 Floating 6.76605960 N N N N N N Bain Capital Credit CLO Ltd. 254900UZIWHOC1Z47I85 Bain Capital Credit CLO Ltd., Series 2025-5A, Class D1 056917AJ6 5000000.00000000 PA USD 4978590.50000000 0.435194825944 Long ABS-CBDO CORP US Y 2 2039-01-19 Floating 6.22483920 N N N N N N Ballyrock CLO 27 Ltd. 254900WCB773D35B5908 Ballyrock CLO 27 Ltd., Series 2024-27A, Class C1 05874UAJ4 2000000.00000000 PA USD 2007662.00000000 0.175496280452 Long ABS-CBDO CORP US Y 2 2037-10-25 Floating 6.56659080 N N N N N N Ballyrock CLO 28 Ltd. 2549006FL37LMQQU3H44 Ballyrock CLO 28 Ltd., Series 2024-28A, Class C1 05876HAJ1 4790000.00000000 PA USD 4795182.78000000 0.419162559225 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.47523000 N N N N N N Ballyrock CLO 17 Ltd. 254900J6ILFT5YJVHO91 Ballyrock CLO 17 Ltd., Series 2021-17A, Class C1R 05876LAU7 6250000.00000000 PA USD 6259881.25000000 0.547196627444 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.37522920 N N N N N N Ballyrock CLO 25 Ltd. 2549000LY2B016K4LA62 Ballyrock CLO 25 Ltd., Series 2023-25A, Class C1R 05876QAU6 9500000.00000000 PA USD 9373418.20000000 0.819361042458 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.26658840 N N N N N N Barings CLO Ltd. 549300E3PEQVSTJ5DD11 Barings CLO Ltd., Series 2019-1A, Class D1R2 06759JBE7 8000000.00000000 PA USD 8004912.00000000 0.699735454149 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.52309920 N N N N N N Barings CLO Ltd. N/A Barings CLO Ltd., Series 2025-4A, Class D1 06764TAJ8 9000000.00000000 PA USD 9019782.00000000 0.788448549353 Long ABS-CBDO CORP US Y 2 2040-10-15 Floating 6.47309880 N N N N N N Barings CLO Ltd. N/A Barings CLO Ltd., Series 2023-3A, Class D1R 067932AW3 5000000.00000000 PA USD 5002340.50000000 0.437270890870 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37310160 N N N N N N Benefit Street Partners CLO 43 Ltd. 254900TPMKEES6UQHQ33 Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class D1 08179QAG5 3000000.00000000 PA USD 3005168.10000000 0.262691540550 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.32522880 N N N N N N Benefit Street Partners CLO X Ltd. 549300MYLNCW81S1Y182 Benefit Street Partners CLO X Ltd., Series 2016-10A, Class C1R3 08181LBL0 2000000.00000000 PA USD 2002978.00000000 0.175086836742 Long ABS-CBDO CORP US Y 2 2038-07-20 Floating 6.52523040 N N N N N N Benefit Street Partners CLO Ltd. N/A Benefit Street Partners CLO Ltd., Series 2015-6BR, Class D1R 08182DAU8 3000000.00000000 PA USD 3001179.00000000 0.262342840314 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.37522920 N N N N N N Benefit Street Partners CLO XX Ltd. N/A Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class D1RR 08182FBG3 1500000.00000000 PA USD 1502298.15000000 0.131320778824 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37310160 N N N N N N Benefit Street Partners CLO XXXVII Ltd. N/A Benefit Street Partners CLO XXXVII Ltd., Series 2024-37A, Class D1 08182TAG4 7000000.00000000 PA USD 7004305.00000000 0.612269134273 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.51659040 N N N N N N Benefit Street Partners CLO 41 Ltd. N/A Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class D1 08186GAG8 2000000.00000000 PA USD 2005006.40000000 0.175264145799 Long ABS-CBDO CORP US Y 2 2038-07-25 Floating 6.41658960 N N N N N N Benefit Street Partners CLO XXV Ltd. N/A Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class DR 08186YAU8 14860000.00000000 PA USD 14660846.28000000 1.281552368090 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.02309880 N N N N N N Birch Grove CLO 3 Ltd. N/A Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1R 09076VAY7 6750000.00000000 PA USD 6753790.13000000 0.590370812801 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 6.52523040 N N N N N N Birch Grove CLO 3 Ltd. N/A Birch Grove CLO 3 Ltd., Series 2021-3A, Class D2R 09076VBA8 5000000.00000000 PA USD 4947745.00000000 0.432498520232 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 7.52523120 N N N N N N Birch Grove CLO 6 Ltd. 254900HENKWLW4T9SW86 Birch Grove CLO 6 Ltd., Series 2023-6A, Class D1R 09077FAU9 13000000.00000000 PA USD 13063414.00000000 1.141915604823 Long ABS-CBDO CORP US Y 2 2038-07-20 Floating 6.82522920 N N N N N N Birch Grove CLO 11 Ltd. 2549009HQHT8KMO8YJ79 Birch Grove CLO 11 Ltd., Series 2024-11A, Class D1 09077YAJ3 8000000.00000000 PA USD 8031624.00000000 0.702070437151 Long ABS-CBDO CORP US Y 2 2038-01-22 Floating 6.76364040 N N N N N N BlueMountain CLO XXV Ltd. N/A BlueMountain CLO XXV Ltd., Series 2019-25A, Class D1RR 09627FBJ8 12500000.00000000 PA USD 12446775.00000000 1.088013179573 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.92309880 N N N N N N CIFC Funding 2023-II Ltd. N/A CIFC Funding 2023-II Ltd., Series 2023-2A, Class D1R 125488AS5 1700000.00000000 PA USD 1691498.81000000 0.147859425313 Long ABS-CBDO CORP US Y 2 2037-01-21 Floating 6.12213840 N N N N N N CIFC Funding Ltd. 549300Y56VCWZJQV2Z14 CIFC Funding Ltd., Series 2014-5A, Class ER3 12550BAQ7 2000000.00000000 PA USD 1952689.20000000 0.170690928791 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 11.18037960 N N N N N N CIFC Funding Ltd. 549300ZXX0SJBZWIWI81 CIFC Funding Ltd., Series 2015-4A, Class D1R3 12550TBS3 4000000.00000000 PA USD 3991028.40000000 0.348868803304 Long ABS-CBDO CORP US Y 2 2039-01-17 Floating 6.28038000 N N N N N N CIFC Funding Ltd. 254900JI8OLAMXS6KW67 CIFC Funding Ltd., Series 2019-2A, Class D1RR 12554ABJ0 5000000.00000000 PA USD 4988170.50000000 0.436032244975 Long ABS-CBDO CORP US Y 2 2038-10-17 Floating 6.28038000 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2019-5A, Class D1R2 12554XBG6 3200000.00000000 PA USD 3207171.52000000 0.280349318029 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37310160 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2020-4A, Class DR 12562RAS4 3850000.00000000 PA USD 3855786.55000000 0.337046872303 Long ABS-CBDO CORP US Y 2 2040-01-15 Floating 6.47309880 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2021-3A, Class D1R 12564DAS3 10000000.00000000 PA USD 9977801.00000000 0.872192113311 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.27310080 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2021-5A, Class D1R 12565EAN1 5000000.00000000 PA USD 5006310.00000000 0.437617877806 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.42309840 N N N N N N Canyon Capital CLO Ltd. N/A Canyon Capital CLO Ltd., Series 2019-2A, Class DR2 13887WAY6 10000000.00000000 PA USD 9516332.00000000 0.831853603619 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.52309920 N N N N N N Canyon CLO Ltd. 2549003XZO020J9AAJ87 Canyon CLO Ltd., Series 2025-1A, Class D1 138919AJ4 3000000.00000000 PA USD 3013851.90000000 0.263450619817 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 6.42309840 N N N N N N Canyon Capital CLO Ltd. N/A Canyon Capital CLO Ltd., Series 2023-1A, Class D1R 138927AU2 5000000.00000000 PA USD 4998850.00000000 0.436965774886 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.52309920 N N N N N N Carlyle US CLO N/A Carlyle US CLO, Series 2024-4A, Class D 142914AJ9 1000000.00000000 PA USD 1003071.00000000 0.087681706148 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.87522960 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2024-8A, Class D1 142915AJ6 6000000.00000000 PA USD 6009852.00000000 0.525340755600 Long ABS-CBDO CORP US Y 2 2037-01-25 Floating 6.46659000 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-8A, Class D1R 143120AW3 7000000.00000000 PA USD 6881819.00000000 0.601562233706 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.42309840 N N N N N N Carlyle US CLO Ltd. 549300VC6J79YJCFU884 Carlyle US CLO Ltd., Series 2017-2A, Class D2R2 14315JBJ7 3150000.00000000 PA USD 3135331.40000000 0.274069538939 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.42523120 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2023-2A, Class D1R 14318GAW2 2500000.00000000 PA USD 2505162.50000000 0.218984421022 Long ABS-CBDO CORP US Y 2 2038-07-20 Floating 6.62523120 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2025-1A, Class D1 14319VAJ7 2000000.00000000 PA USD 2007088.00000000 0.175446105241 Long ABS-CBDO CORP US Y 2 2038-04-25 Floating 6.71658840 N N N N N N Cedar Funding VIII CLO Ltd. 549300PTCF9P2JDL1E69 Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR 15032EBE8 2450000.00000000 PA USD 2400530.83000000 0.209838225645 Long ABS-CBDO CORP US Y 2 2038-01-17 Floating 6.63037920 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2025-2A, Class D1 17181DAG1 2000000.00000000 PA USD 1996462.40000000 0.174517286905 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 6.17310000 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2024-4A, Class D1 17181WAG9 2500000.00000000 PA USD 2512260.00000000 0.219604836635 Long ABS-CBDO CORP US Y 2 2037-10-16 Floating 6.62951880 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2019-7A, Class D1R 171935AJ8 3800000.00000000 PA USD 3809279.98000000 0.332981581407 Long ABS-CBDO CORP US Y 2 2038-10-19 Floating 6.37522920 N N N N N N Crown City CLO VI N/A Crown City CLO VI, Series 2024-6A, Class E 22823FAA3 3250000.00000000 PA USD 3259082.45000000 0.284887021651 Long ABS-CBDO CORP US Y 2 2037-07-15 Floating 10.17309960 N N N N N N Crown Point CLO 11 Ltd. N/A Crown Point CLO 11 Ltd., Series 2021-11A, Class D2R 22845JAW1 5000000.00000000 PA USD 4959040.00000000 0.433485853004 Long ABS-CBDO CORP US Y 2 2038-02-28 Floating 7.93037880 N N N N N N Diameter Capital CLO 12 Ltd. N/A Diameter Capital CLO 12 Ltd., Series 2025-12A, Class D1 25255YAG9 5000000.00000000 PA USD 5027722.00000000 0.439489570529 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.32522880 N N N N N N Elevation CLO Ltd. 5493005VN5WX000OV470 Elevation CLO Ltd., Series 2018-3A, Class DR 28623VAL3 7900000.00000000 PA USD 7664139.18000000 0.669947391024 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 7.53819840 N N N N N N Elmwood CLO 38 Ltd. N/A Elmwood CLO 38 Ltd., Series 2025-1A, Class D1 289908AJ4 5000000.00000000 PA USD 5020856.00000000 0.438889391086 Long ABS-CBDO CORP US Y 2 2038-04-22 Floating 6.16363920 N N N N N N Elmwood CLO 39 Ltd. N/A Elmwood CLO 39 Ltd., Series 2025-2A, Class D1 289910AL5 10250000.00000000 PA USD 10293769.55000000 0.899811954332 Long ABS-CBDO CORP US Y 2 2038-04-17 Floating 6.18037920 N N N N N N Elmwood CLO 30 Ltd. N/A Elmwood CLO 30 Ltd., Series 2024-6A, Class D2 29001JAJ5 5500000.00000000 PA USD 5506743.00000000 0.481362357761 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 7.93037880 N N N N N N Elmwood CLO II Ltd. N/A Elmwood CLO II Ltd., Series 2019-2A, Class D1RR 29001LBE0 4870000.00000000 PA USD 4875790.43000000 0.426208736695 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.72522840 N N N N N N Elmwood CLO 17 Ltd. N/A Elmwood CLO 17 Ltd., Series 2022-4A, Class D1R 29001XAS4 11500000.00000000 PA USD 11510131.50000000 1.006138117755 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 6.73038000 N N N N N N Elmwood CLO VII Ltd. N/A Elmwood CLO VII Ltd., Series 2020-4A, Class D2RR 29002QBC2 2500000.00000000 PA USD 2457300.00000000 0.214800603864 Long ABS-CBDO CORP US Y 2 2037-10-17 Floating 8.03037960 N N N N N N Elmwood CLO 31 Ltd. N/A Elmwood CLO 31 Ltd., Series 2024-7A, Class D2 29003HAL2 2500000.00000000 PA USD 2504044.00000000 0.218886649291 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 7.88037840 N N N N N N Elmwood CLO 18 Ltd. N/A Elmwood CLO 18 Ltd., Series 2022-5A, Class D1RR 29003MAU1 14000000.00000000 PA USD 14014406.00000000 1.225044915802 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 6.63037920 N N N N N N Elmwood CLO IX Ltd. N/A Elmwood CLO IX Ltd., Series 2021-2A, Class D1R 29003UAQ2 1500000.00000000 PA USD 1502574.15000000 0.131344904883 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.32522880 N N N N N N Elmwood CLO 37 Ltd. N/A Elmwood CLO 37 Ltd., Series 2024-13A, Class D2 29004UAL2 2000000.00000000 PA USD 1984274.40000000 0.173451894092 Long ABS-CBDO CORP US Y 2 2038-01-17 Floating 7.43037840 N N N N N N Empower CLO Ltd. N/A Empower CLO Ltd., Series 2022-1A, Class D1R 29246AAW0 4000000.00000000 PA USD 3954756.00000000 0.345698114571 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.67523160 N N N N N N Empower CLO Ltd. N/A Empower CLO Ltd., Series 2023-2A, Class D1R 29247BAU1 7500000.00000000 PA USD 7510860.00000000 0.656548758206 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.47309880 N N N N N N Flatiron RR CLO 27 Ltd. 254900DN5GP1YLQEIW03 Flatiron RR CLO 27 Ltd., Series 2024-3A, Class D1 33882JAJ1 1000000.00000000 PA USD 1004225.50000000 0.087782624757 Long ABS-CBDO CORP US Y 2 2037-10-18 Floating 6.57523080 N N N N N N Fortress Credit BSL XXIV Ltd. N/A Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class D1 34990BAG1 5000000.00000000 PA USD 5032081.00000000 0.439870604930 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 7.12523160 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 271598.65000000 0.023741323415 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 28154166.45000000 EUR 33326509.45000000 USD 2026-05-22 271598.65000000 N N N Garnet CLO 3 Ltd. N/A Garnet CLO 3 Ltd., Series 2025-3A, Class D1 36626TAJ3 12000000.00000000 PA USD 12083014.80000000 1.056215714623 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.47523000 N N N N N N Kennedy Lewis CLO 9 Ltd. 549300OYEZ11WGJ2SS19 Kennedy Lewis CLO 9 Ltd., Series 9A, Class D1R 37147LAW9 7000000.00000000 PA USD 6970586.00000000 0.609321646558 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.77522880 N N N N N N Kennedy Lewis CLO 10 Ltd. 549300HJXIXJNOK1KU82 Kennedy Lewis CLO 10 Ltd., Series 2022-10A, Class D1R 37148DAY2 5000000.00000000 PA USD 4911879.00000000 0.429363356248 Long ABS-CBDO CORP US Y 2 2038-01-22 Floating 6.51363840 N N N N N N Kennedy Lewis CLO 16 Ltd. 213800SVSEDOQON7JV18 Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class D2 37149YAN9 3500000.00000000 PA USD 3441732.70000000 0.300853075448 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.17522920 N N N N N N Kennedy Lewis CLO 21 Ltd. N/A Kennedy Lewis CLO 21 Ltd., Series 2025-21A, Class D1 37150CAG8 2500000.00000000 PA USD 2512697.50000000 0.219643079936 Long ABS-CBDO CORP US Y 2 2038-07-25 Floating 6.76658880 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -112075.95000000 -0.00979692416 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 4300000.00000000 EUR 4936417.20000000 USD 2026-05-22 -112075.95000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 955.30000000 0.000083505887 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 60918.09000000 USD 52700.00000000 EUR 2026-05-22 955.30000000 N N N GoldenTree Loan Management US CLO 14 Ltd. 549300QXPI5JCSVZ9W25 GoldenTree Loan Management US CLO 14 Ltd., Series 2022-14A, Class DR 38136RAY3 1950000.00000000 PA USD 1957784.40000000 0.171136316834 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.67523160 N N N N N N GoldenTree Loan Management US CLO 23 Ltd. 254900TP00US14X9AP48 GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class D 38139KAL3 2000000.00000000 PA USD 1993824.20000000 0.174286673242 Long ABS-CBDO CORP US Y 2 2039-01-20 Floating 6.27522840 N N N N N N GoldenTree Loan Management US CLO 28 Ltd. 254900QMNDOCGSL27870 GoldenTree Loan Management US CLO 28 Ltd., Series 2026-28A, Class D1 38140CAL8 5000000.00000000 PA USD 5025176.50000000 0.439267060076 Long ABS-CBDO CORP US Y 2 2039-10-20 Floating 6.36694920 N N N N N N Golub Capital Partners CLO 43B Ltd. 2549006E2S3MDN9M6Q69 Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class D1R 38180PAJ5 8557000.00000000 PA USD 8573557.80000000 0.749442637328 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.67523160 N N N N N N Golub Capital Partners CLO 77 B Ltd. N/A Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class D1 38180QAG9 3890000.00000000 PA USD 3864715.00000000 0.337827337225 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.36658920 N N N N N N Golub Capital Partners CLO 19B Ltd 2549003VC5PGFRGCQU51 Golub Capital Partners CLO 19B Ltd., Series 2017-19RA, Class D1R3 38181YAL0 10000000.00000000 PA USD 9992213.00000000 0.873451913214 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 6.48101160 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -96090.87000000 -0.00839961620 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 5000000.00000000 EUR 5774250.00000000 USD 2026-05-22 -96090.87000000 N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -561.65000000 -0.00004909565 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 73121.40000000 USD 61801.99000000 EUR 2026-05-22 -561.65000000 N N N HPS Loan Management Ltd. 529900RNXYTS8MT70394 HPS Loan Management Ltd., Series 2026-27A, Class D1 403970AL0 10000000.00000000 PA USD 10048091.00000000 0.878336391358 Long ABS-CBDO CORP US Y 2 2039-04-15 Floating 6.41122920 N N N N N N Hayfin US XII Ltd. 549300ROX4COSD406L14 Hayfin US XII Ltd., Series 2020-12A, Class DR 42087DAW9 4340000.00000000 PA USD 4350624.32000000 0.380302254964 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.92523000 N N N N N N HPS Loan Management Ltd. 213800UJ8Z9IW1VRPP64 HPS Loan Management Ltd., Series 2025-24A, Class D1 44332UAJ9 5000000.00000000 PA USD 4981725.50000000 0.435468866514 Long ABS-CBDO CORP US Y 2 2038-04-25 Floating 6.21659160 N N N N N N Janus Henderson AAA CLO ETF 549300N7UZ9PO4OVKA94 Janus Henderson AAA CLO ETF 47103U845 991042.00000000 NS USD 50067441.84000000 4.376558312449 Long RF US N 1 N N N KKR CLO 27 Ltd. 5493007WGG1LNIZXEI24 KKR CLO 27 Ltd., Series 27A, Class D2R2 48253YBW7 4500000.00000000 PA USD 4436820.00000000 0.387836900353 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 7.77309840 N N N N N N KKR CLO 56 Ltd. N/A KKR CLO 56 Ltd., Series 2024-56A, Class D1 48256GAJ3 1500000.00000000 PA USD 1507128.00000000 0.131742971758 Long ABS-CBDO CORP US Y 2 2037-10-15 Floating 6.82310160 N N N N N N Lake George Park CLO Ltd. N/A Lake George Park CLO Ltd., Series 2025-1A, Class D 509827AG6 3000000.00000000 PA USD 2986071.60000000 0.261022253230 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 6.17310000 N N N N N N Madison Park Funding LXXI Ltd. N/A Madison Park Funding LXXI Ltd., Series 2025-71A, Class D1 55817DAJ7 3000000.00000000 PA USD 2986074.30000000 0.261022489246 Long ABS-CBDO CORP US Y 2 2038-04-23 Floating 6.26605920 N N N N N N Madison Park Funding LV Ltd. N/A Madison Park Funding LV Ltd., Series 2022-55A, Class D1R 55819FAY7 2000000.00000000 PA USD 1976202.00000000 0.172746259291 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.82522920 N N N N N N Madison Park Funding LIX Ltd. N/A Madison Park Funding LIX Ltd., Series 2021-59A, Class D1AR 55822EAS8 2500000.00000000 PA USD 2462552.50000000 0.215259742012 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 6.97523040 N N N N N N Magnetite XXVI Ltd. 549300F7COUCG1RROP29 Magnetite XXVI Ltd., Series 2020-26A, Class D1R2 55954YBC8 3250000.00000000 PA USD 3234117.58000000 0.282704760978 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.16659120 N N N N N N Magnetite XLIV Ltd. 529900QN6D2QU338OD40 Magnetite XLIV Ltd., Series 2024-44A, Class D1 55955UAJ1 7500000.00000000 PA USD 7531837.50000000 0.658382469869 Long ABS-CBDO CORP US Y 2 2037-10-15 Floating 6.52309920 N N N N N N Magnetite Xlii Ltd. 5299008QF7XUGQ5EZC63 Magnetite Xlii Ltd., Series 2024-42A, Class D2 55955XAN6 2500000.00000000 PA USD 2482921.75000000 0.217040284559 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 7.61658840 N N N N N N Magnetite XLVIII Ltd. 529900GIGHYFX3L5AN76 Magnetite XLVIII Ltd., Series 2025-48A, Class D 55956EAJ6 5000000.00000000 PA USD 5041698.50000000 0.440711301958 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37310160 N N N N N N Magnetite XLVII Ltd. 529900SMT5EN0CN67W73 Magnetite XLVII Ltd., Series 2024-47A, Class D1 559916AJ0 1000000.00000000 PA USD 1004560.80000000 0.087811934423 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.51659040 N N N N N N Magnetite XXXVI Ltd. 549300M0875JBMUL0W79 Magnetite XXXVI Ltd., Series 2023-36A, Class DR 559922AS8 12750000.00000000 PA USD 12767901.00000000 1.116083850112 Long ABS-CBDO CORP US Y 2 2038-07-25 Floating 6.46659000 N N N N N N MidOcean Credit CLO XII Ltd. 5493000CPZWPTWX7TF71 MidOcean Credit CLO XII Ltd., Series 2023-12A, Class DRR 59803TBJ9 5450000.00000000 PA USD 5459521.15000000 0.477234541908 Long ABS-CBDO CORP US Y 2 2038-07-18 Floating 6.77522880 N N N N N N Morgan Stanley Eaton Vance CLO Ltd. 549300RFKYK6CU6TNR14 Morgan Stanley Eaton Vance CLO Ltd., Series 2022-17A, Class D1R 617922AY5 1325000.00000000 PA USD 1324373.28000000 0.115767785897 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.82522920 N N N N N N Morgan Stanley Eaton Vance CLO Ltd. N/A Morgan Stanley Eaton Vance CLO Ltd., Series 2023-19A, Class D1R 617934AU8 1000000.00000000 PA USD 1002177.00000000 0.087603558694 Long ABS-CBDO CORP US Y 2 2038-07-15 Floating 6.67310040 N N N N N N Neuberger Berman CLO XVII Ltd. 549300XVEYZNG956Y145 Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class D2R3 64129UCN3 4000000.00000000 PA USD 3938472.40000000 0.344274712010 Long ABS-CBDO CORP US Y 2 2038-07-22 Floating 8.16364080 N N N N N N Neuberger Berman Loan Advisers CLO 25 Ltd. 549300YJLHTYDSFV8K03 Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class D2R2 64131JBE5 4500000.00000000 PA USD 4427730.45000000 0.387042353155 Long ABS-CBDO CORP US Y 2 2038-07-18 Floating 8.12522880 N N N N N N Neuberger Berman Loan Advisers CLO 26 Ltd. 549300P0MOXZPIM3AS61 Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class D1R 64131QAU4 2000000.00000000 PA USD 2003416.00000000 0.175125123750 Long ABS-CBDO CORP US Y 2 2038-10-18 Floating 6.77522880 N N N N N N Neuberger Berman Loan Advisers CLO 30 Ltd. 549300WWWM7IDWOVIL36 Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class D1R2 64132MBN7 5250000.00000000 PA USD 5253717.00000000 0.459244530229 Long ABS-CBDO CORP US Y 2 2039-01-20 Floating 6.47523000 N N N N N N Neuberger Berman Loan Advisers CLO 57 Ltd. 2549000I5N6JRKAGRP48 Neuberger Berman Loan Advisers CLO 57 Ltd., Series 2024-57A, Class D1 64136DAJ3 2000000.00000000 PA USD 2010296.00000000 0.175726526979 Long ABS-CBDO CORP US Y 2 2038-10-24 Floating 6.56709120 N N N N N N New Mountain CLO 3 Ltd. 549300CEYMYPINCEX579 New Mountain CLO 3 Ltd., Series CLO-3A, Class D1R 647550AY8 1000000.00000000 PA USD 1002039.00000000 0.087591495664 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.62523120 N N N N N N 1988 CLO 1 Ltd. N/A 1988 CLO 1 Ltd., Series 2022-1A, Class D1R 653937AS1 1000000.00000000 PA USD 1004161.00000000 0.087776986602 Long ABS-CBDO CORP US Y 2 2039-10-15 Floating 6.77310120 N N N N N N Northwoods Capital 20 Ltd. N/A Northwoods Capital 20 Ltd., Series 2019-20A, Class D1AR 66860TBL9 5000000.00000000 PA USD 4940677.50000000 0.431880727017 Long ABS-CBDO CORP US Y 2 2038-10-25 Floating 7.06659120 N N N N N N OCP CLO Ltd. 2138002ZIH5ZX5JB4G62 OCP CLO Ltd., Series 2023-28A, Class D1R 670891AQ3 5625000.00000000 PA USD 5638353.75000000 0.492866882473 Long ABS-CBDO CORP US Y 2 2038-07-16 Floating 6.52952160 N N N N N N OHA Credit Funding 7 Ltd. N/A OHA Credit Funding 7 Ltd., Series 2020-7A, Class D1R2 67098WBJ9 5000000.00000000 PA USD 5001885.00000000 0.437231074130 Long ABS-CBDO CORP US Y 2 2038-07-19 Floating 6.37522920 N N N N N N OCP CLO Ltd. N/A OCP CLO Ltd., Series 2021-23A, Class D1R2 671026BE1 1500000.00000000 PA USD 1496595.15000000 0.130822261002 Long ABS-CBDO CORP US Y 2 2039-01-17 Floating 6.03038160 N N N N N N OCP CLO Ltd. 213800MSZWCRHL4TG372 OCP CLO Ltd., Series 2024-33A, Class D2 671080AL3 2300000.00000000 PA USD 2303481.97000000 0.201354868411 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.07522840 N N N N N N OCP CLO Ltd. 254900WK4JKXAXOKTL68 OCP CLO Ltd., Series 2018-15A, Class D1R 67112KAK5 2850000.00000000 PA USD 2851028.85000000 0.249217726209 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.42522960 N N N N N N OHA Credit Funding 5 Ltd. N/A OHA Credit Funding 5 Ltd., Series 2020-5A, Class D1R 67113GBC0 1000000.00000000 PA USD 1003910.00000000 0.087755045873 Long ABS-CBDO CORP US Y 2 2037-10-18 Floating 6.57523080 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 OCP CLO Ltd., Series 2019-17A, Class D1R2 67113LBC9 3000000.00000000 PA USD 3006399.00000000 0.262799137532 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.77522880 N N N N N N OCP CLO Ltd. 254900V271655KJK1382 OCP CLO Ltd., Series 2022-25A, Class D2R 67115CAY0 3750000.00000000 PA USD 3691387.88000000 0.322676248615 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.17522920 N N N N N N OCP Aegis CLO Ltd. 2138009EGVOGD3J5GI42 OCP Aegis CLO Ltd., Series 2023-29A, Class D1R 67118BAU7 4650000.00000000 PA USD 4582386.21000000 0.400561317319 Long ABS-CBDO CORP US Y 2 2036-01-20 Floating 6.22523160 N N N N N N OCP Aegis CLO Ltd. N/A OCP Aegis CLO Ltd., Series 2025-47A, Class D1A 67122UAJ4 7000000.00000000 PA USD 6982178.00000000 0.610334941069 Long ABS-CBDO CORP US Y 2 2038-01-21 Floating 6.27213960 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-4A, Class D1RR 67402CBL9 2675000.00000000 PA USD 2681644.97000000 0.234411329062 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 7.07523120 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2021-1A, Class D2R 67402JAY7 6000000.00000000 PA USD 5766672.60000000 0.504083651474 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 7.77309840 N N N N N N Obra CLO 1 Ltd. 254900IXPSGZDGZO2P84 Obra CLO 1 Ltd., Series 2024-1A, Class D1 67443AAJ0 9070000.00000000 PA USD 9096862.62000000 0.795186417632 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 7.07523120 N N N N N N Obra CLO 3 Ltd. 254900IXF21X7CQ2QK69 Obra CLO 3 Ltd., Series 2025-3A, Class D1 67443EAG8 5500000.00000000 PA USD 5535634.50000000 0.483887857963 Long ABS-CBDO CORP US Y 2 2039-01-20 Floating 6.87522960 N N N N N N OCP CLO Ltd. 213800MLX1S56O7NHK45 OCP CLO Ltd., Series 2024-34A, Class D1 67570MAJ9 3000000.00000000 PA USD 3013719.00000000 0.263439002595 Long ABS-CBDO CORP US Y 2 2037-10-15 Floating 6.57309960 N N N N N N Octagon 75 Ltd. 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N/A RAD CLO 27 Ltd., Series 2024-27A, Class D1 749972AJ4 7100000.00000000 PA USD 6977736.58000000 0.609946702067 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.47309880 N N N N N N RR 24 Ltd. 2549005CH9FMTJFP8I04 RR 24 Ltd., Series 2022-24A, Class C1B2 75000HBQ6 5500000.00000000 PA USD 5537329.60000000 0.484036032180 Long ABS-CBDO CORP US Y 2 2037-01-15 Floating 7.22310120 N N N N N N RAD CLO 26 Ltd. N/A RAD CLO 26 Ltd., Series 2024-26A, Class D2 75009VAL8 2250000.00000000 PA USD 2161592.55000000 0.188951851645 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 7.92523080 N N N N N N Rad CLO 15 Ltd. N/A Rad CLO 15 Ltd., Series 2021-15A, Class C2R 750103AU7 3000000.00000000 PA USD 2970231.60000000 0.259637627191 Long ABS-CBDO CORP US Y 2 2040-07-20 Floating 7.82523000 N N N N N N REESE PARK CLO Ltd. 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N/A Rockford Tower CLO Ltd., Series 2025-1A, Class D2 77341AAL7 4000000.00000000 PA USD 3841392.00000000 0.335788597761 Long ABS-CBDO CORP US Y 2 2038-03-31 Floating 7.62310080 N N N N N N Sagard-Halseypoint CLO 9 Ltd. 254900XOQCO9R6J0SO60 Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class D2 78662EAJ3 3000000.00000000 PA USD 2967003.30000000 0.259355430964 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 8.17522920 N N N N N N Sandstone Peak III Ltd. 2549005C0PJHMYEI7U38 Sandstone Peak III Ltd., Series 2024-1A, Class D1 799928AL0 6750000.00000000 PA USD 6750000.00000000 0.590039505182 Long ABS-CBDO CORP US Y 2 2037-04-25 Floating 7.51659120 N N N N N N 720 East CLO Ltd. N/A 720 East CLO Ltd., Series 2022-1A, Class DR 81785AAS7 5000000.00000000 PA USD 5008910.00000000 0.437845152282 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.57523080 N N N N N N Serenity-Peace Park CLO Ltd. 3912001A818O0ZP8HP89 Serenity-Peace Park CLO Ltd., Series 2025-1A, Class D 817940AL3 10000000.00000000 PA USD 10015761.00000000 0.875510320661 Long ABS-CBDO CORP US Y 2 2038-10-24 Floating 6.36708960 N N N N N N Signal Peak CLO 11 Ltd. N/A Signal Peak CLO 11 Ltd., Series 2024-11A, Class D1 82666XAG5 9000000.00000000 PA USD 9040419.00000000 0.790252496800 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.77522880 N N N N N N Signal Peak CLO 10 Ltd. N/A Signal Peak CLO 10 Ltd., Series 2021-10A, Class D1R 82671CAS8 1600000.00000000 PA USD 1593172.80000000 0.139264428234 Long ABS-CBDO CORP US Y 2 2038-01-24 Floating 6.56709120 N N N N N N Silver Point CLO 12 Ltd. N/A Silver Point CLO 12 Ltd., Series 2025-12A, Class D1 82809MAJ1 6700000.00000000 PA USD 6691862.18000000 0.584957488805 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.32310120 N N N N N N Silver Point CLO 14 Ltd. N/A Silver Point CLO 14 Ltd., Series 2025-14A, Class D1 82810EAJ6 5000000.00000000 PA USD 4999615.50000000 0.437032689736 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 6.32878920 N N N N N N Sixth Street CLO XVI Ltd. 549300YD05LZSDNMVF16 Sixth Street CLO XVI Ltd., Series 2020-16A, Class D1R2 83012DBY8 7500000.00000000 PA USD 7470347.25000000 0.653007406656 Long ABS-CBDO CORP US Y 2 2039-01-21 Floating 6.07214160 N N N N N N Sound Point CLO 35 Ltd. 5493007O9REHODCOEJ53 Sound Point CLO 35 Ltd., Series 2022-35A, Class D1R 83607PAW7 1500000.00000000 PA USD 1494732.00000000 0.130659396986 Long ABS-CBDO CORP US Y 2 2038-04-26 Floating 6.66659160 N N N N N N Sound Point CLO 2025R-1 Ltd. 25490031SR8APTVC6E71 Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class D1 83617EAL4 17100000.00000000 PA USD 16762348.53000000 1.465251530717 Long ABS-CBDO CORP US Y 2 2038-02-20 Floating 6.90557040 N N N N N N Sycamore Tree CLO Ltd. 2138001WII41ZXUQO254 Sycamore Tree CLO Ltd., Series 2025-7A, Class D1 87122KAJ4 10000000.00000000 PA USD 10040270.00000000 0.877652732251 Long ABS-CBDO CORP US Y 2 2038-08-28 Floating 6.67523160 N N N N N N Tikehau US CLO VI Ltd. 254900G2SWUGII8WH893 Tikehau US CLO VI Ltd., Series 2024-1A, Class D1 88676PAJ1 20000000.00000000 PA USD 19999596.00000000 1.748229885584 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.97523040 N N N N N N Tikehau US CLO VII Ltd. 254900CXO5NATO3A5N33 Tikehau US CLO VII Ltd., Series 2025-1A, Class D1 88677FAG8 25000000.00000000 PA USD 25075600.00000000 2.191939943134 Long ABS-CBDO CORP US Y 2 2038-02-25 Floating 6.76658880 N N N N N N TRESTLES CLO III Ltd. N/A TRESTLES CLO III Ltd., Series 2020-3A, Class D1R 89532TAY2 3900000.00000000 PA USD 3923868.00000000 0.342998093795 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.82522920 N N N N N N Trinitas CLO XXXI Ltd. 254900Z3YHI8W31ZWI81 Trinitas CLO XXXI Ltd., Series 2024-31A, Class D1 895972AJ6 2100000.00000000 PA USD 2107698.60000000 0.184240805780 Long ABS-CBDO CORP US Y 2 2038-01-22 Floating 6.66363960 N N N N N N Trinitas CLO XX Ltd. 5493007IXHTJ7TQMIW41 Trinitas CLO XX Ltd., Series 2022-20A, Class D1R 89640EAU2 4000000.00000000 PA USD 4006168.00000000 0.350192205096 Long ABS-CBDO CORP US Y 2 2035-07-20 Floating 6.67523160 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2018-4A, Class D1RR 92917WBU1 1000000.00000000 PA USD 1010500.00000000 0.088331099257 Long ABS-CBDO CORP US Y 2 2037-10-15 Floating 6.92309880 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2024-7A, Class D1 92920XAN1 8300000.00000000 PA USD 8311379.30000000 0.726524759934 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.52523040 N N N N N N Warwick Capital CLO 4 Ltd. N/A Warwick Capital CLO 4 Ltd., Series 2024-4A, Class D1 93655QAJ4 4650000.00000000 PA USD 4596259.95000000 0.401774066161 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.67523160 N N N N N N Janus Henderson Cash Liquidity Fund LLC N/A Janus Henderson Cash Liquidity Fund LLC N/A 72788342.34800000 NS USD 72788342.35000000 6.362666296779 Long STIV RF US N 2 N N N North Westerly VI ESG CLO DAC 635400FMIDHOH3ZRW430 North Westerly VI ESG CLO DAC, Series VI-A, Class DR N/A 5000000.00000000 PA 5802666.61000000 0.507230005230 Long ABS-CBDO CORP US Y 2 2038-11-20 Floating 5.40600120 N N N N N N Blackrock European CLO XVI DAC 6354009JWTSUFPGGS872 Blackrock European CLO XVI DAC, Series 16A, Class D N/A 2800000.00000000 PA 3292533.92000000 0.287811123696 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 5.10999840 N N N N N N RRE 18 Loan Management DAC 2549006A5T132SLF8U37 RRE 18 Loan Management DAC, Series 18A, Class CR N/A 2150000.00000000 PA 2505970.06000000 0.219055012474 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 4.85399880 N N N N N N Arini European CLO VIII DAC 635400QTMAV7NU5NFY49 Arini European CLO VIII DAC, Series 8A, Class D N/A 3730000.00000000 PA 4383352.36000000 0.383163119634 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 5.15167920 N N N N N N Arini European CLO II DAC 635400I3AJDMBZIMZK57 Arini European CLO II DAC, Series 2A, Class DR N/A 3300000.00000000 PA 3905838.00000000 0.341422032717 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 5.35399920 N N N N N N Capital Four CLO XI DAC 25490035KVDRNZGTO841 Capital Four CLO XI DAC, Series 11A, Class D N/A 3400000.00000000 PA 3981992.60000000 0.348078954569 Long ABS-CBDO CORP US Y 2 2039-01-25 Floating 5.22399960 N N N N N N Palmer Square European CLO DAC 2549002V0JZ1DJI63P65 Palmer Square European CLO DAC, Series 2026-1A, Class D N/A 4300000.00000000 PA 5021668.19000000 0.438960387262 Long ABS-CBDO CORP US Y 2 2039-04-15 Floating 4.86900000 N N N N N N Contego CLO XV DAC 635400Y8ONIEBKMIOA69 Contego CLO XV DAC, Series 15A, Class D N/A 5000000.00000000 PA 5837683.33000000 0.510290930880 Long ABS-CBDO CORP US Y 2 2040-04-15 Floating 5.06999880 N N N N N N Penta CLO DAC 635400KIS3VSYLWVIW47 Penta CLO DAC, Series 2025-21X, Class D N/A 3900000.00000000 PA 4606198.72000000 0.402642846447 Long ABS-CBDO CORP US N 2 2039-02-16 Floating 5.21200080 N N N N N N Bbam European CLO VIII DAC 254900I5DYKRCH2C8Y74 Bbam European CLO VIII DAC, Series 8A, Class D N/A 3900000.00000000 PA 4559797.85000000 0.398586795132 Long ABS-CBDO CORP US Y 2 2040-01-26 Floating 5.10099840 N N N N N N Polus Eu CLO XXI DAC 635400YAYBWGMUOQY276 Polus Eu CLO XXI DAC, Series 21A, Class D N/A 3500000.00000000 PA 4154121.97000000 0.363125343947 Long ABS-CBDO CORP US Y 2 2039-04-25 Floating 0.00000000 N N N N N N 2026-06-01 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer