AB BSL CLO 6 Ltd

NPORT-P false 0001831313 XXXXXXXX S000085544 C000250837 TCW ETF Trust 811-23617 0001831313 549300NV06RWMAEJ2V61 515 South Flower Street Los Angeles 90071 213-244-0000 TCW AAA CLO ETF S000085544 2549005W79BDT5IGT366 2026-10-31 2026-01-31 N 365841541.31 12976447.27 352865094.04 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 12700000.00000000 0.00000000 0.00000000 53537.40000000 EUR USD N AB Bsl CLO 1 Ltd N/A AB BSL CLO 6 Ltd 00039LAA6 500000.00000000 PA USD 501692.50000000 0.142176856955 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.10000000 N N N N N N AGL Core 4 CLO Ltd 549300HS2AZ4GZPCZ864 AGL Core CLO 4 LTD 001199AQ1 250000.00000000 PA USD 250704.50000000 0.071048257318 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.05000000 N N N N N N AGL CLO 13 Ltd 254900DIJ0G5TXNJMM06 AGL CLO 13 Ltd 00120JAL7 1900000.00000000 PA USD 1902568.80000000 0.539177388791 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.77000000 N N N N N N AGL CLO 16 LTD 2549009GL17CEZFCKZ48 AGL CLO 16 Ltd 00120LAE8 5000000.00000000 PA USD 5000965.00000000 1.417245594553 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.62000000 N N N N N N Aimco 549300VLRW0CEQ83RF89 Aimco CLO 11 Ltd 00140NBG4 850000.00000000 PA USD 851011.50000000 0.241171913678 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.17000000 N N N N N N American Money Management Corporation N/A AMMC CLO 27 Ltd 00173UAU8 5500000.00000000 PA USD 5503091.00000000 1.559545302992 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.02000000 N N N N N N American Money Management Corporation N/A AMMC CLO 24 Ltd 00177LAJ9 1405000.00000000 PA USD 1408421.18000000 0.399138708755 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.87000000 N N N N N N ARES CLO Ltd 549300BC3E2Y44TL8536 Ares XXVII CLO Ltd 00190YBP9 1000000.00000000 PA USD 1000500.00000000 0.283536120998 Long ABS-CBDO CORP KY N 2 2034-10-28 Floating 4.82000000 N N N N N N ARES CLO Ltd N/A Ares LXII CLO Ltd 00192WAQ0 1250000.00000000 PA USD 1251942.50000000 0.354793523401 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 5.17000000 N N N N N N AGL CLO Ltd. 254900MOOKTGLK7JFO07 AGL CLO 43 Ltd 00852TAC9 500000.00000000 PA USD 500719.00000000 0.141900972484 Long ABS-CBDO CORP KY N 2 2038-09-10 Floating 5.36000000 N N N N N N Aimco N/A AIMCO CLO 17 Ltd 00889JAK0 523000.00000000 PA USD 525048.59000000 0.148795842623 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.02000000 N N N N N N Aimco N/A AIMCO CLO 22 Ltd 00901UAA1 250000.00000000 PA USD 250511.50000000 0.070993562194 Long ABS-CBDO CORP JE N 2 2037-04-19 Floating 5.17000000 N N N N N N Alinea CLO LTD N/A Alinea CLO 2018-1 Ltd 016269AG7 968508.14000000 PA USD 969096.99000000 0.274636683074 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 4.82000000 N N N N N N Allegany Park CLO, Ltd. 549300D5KL0IVFLIND32 Allegany Park CLO Ltd 017154AU9 1000000.00000000 PA USD 1000657.00000000 0.283580613923 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.77000000 N N N N N N Allegro CLO Ltd 2138003E5WTFBR7NV267 Allegro CLO V-S Ltd 01750RAG5 625000.00000000 PA USD 626810.00000000 0.177634458773 Long ABS-CBDO CORP JE N 2 2037-07-24 Floating 5.57000000 N N N N N N Allegro CLO Ltd 254900E0ZQX4DLP7HF87 Allegro CLO XII Ltd 01750TAN6 2000000.00000000 PA USD 2005632.00000000 0.568384924968 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.11000000 N N N N N N Allegro CLO Ltd 2138003DNNDDZP6FWT45 Allegro Clo VIII-S Ltd 01751JAC1 2000000.00000000 PA USD 2008976.00000000 0.569332595921 Long ABS-CBDO CORP JE N 2 2037-10-15 Floating 5.06000000 N N N N N N American Money Management Corporation N/A AMMC CLO 30 Ltd 03165UAA6 825000.00000000 PA USD 825041.25000000 0.233812089644 Long ABS-CBDO CORP KY N 2 2037-01-15 Floating 5.35000000 N N N N N N American Money Management Corporation N/A AMMC CLO 31 Ltd 03166GAA6 2000000.00000000 PA USD 2006586.00000000 0.568655283248 Long ABS-CBDO CORP KY N 2 2038-02-20 Floating 4.98000000 N N N N N N American Money Management Corporation 254900FC26PFUHBI9J88 AMMC Clo 28 Ltd 03166HAA4 230000.00000000 PA USD 230743.82000000 0.065391511911 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.22000000 N N N N N N Anchorage Capital CLO LTD 549300AYL7KYENHY1C67 Anchorage Capital Clo 20 Ltd 03330YAJ9 500000.00000000 PA USD 500633.00000000 0.141876600563 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.77000000 N N N N N N Annisa CLO Ltd N/A Annisa CLO Ltd 2016-2 036011AS3 155168.73000000 PA USD 155370.76000000 0.044031207003 Long ABS-CBDO CORP KY N 2 2031-07-20 Floating 5.17000000 N N N N N N Apidos CLO 254900C9NN5XS59HZV73 Apidos Clo Xxv 03762YBD8 4000000.00000000 PA USD 4011620.00000000 1.136870738352 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 4.81000000 N N N N N N Apidos CLO 549300IG6PHVJ3WBR394 Apidos CLO XXXI 03767VAG3 918515.04000000 PA USD 919484.07000000 0.260576658198 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.03000000 N N N N N N Apidos CLO 549300CXPXW83QGWOL98 Apidos CLO XXXII 03768RAQ9 1904232.14000000 PA USD 1909124.11000000 0.541035127091 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 4.77000000 N N N N N N Apidos CLO 254900SZ16B4KDM8N485 Apidos CLO XLVII Ltd 03770QAA2 500000.00000000 PA USD 501118.50000000 0.142014188556 Long ABS-CBDO CORP JE N 2 2037-04-26 Floating 5.17000000 N N N N N N Apidos CLO 254900GQACQ28T9VX243 Apidos Clo Xlix 03771BAC0 400000.00000000 PA USD 401262.80000000 0.113715639993 Long ABS-CBDO CORP KY N 2 2037-10-24 Floating 5.17000000 N N N N N N ARES CLO Ltd N/A ARES XLIV CLO Ltd 04016NBK8 2000000.00000000 PA USD 2002272.00000000 0.567432719704 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.02000000 N N N N N N ARES CLO Ltd N/A Ares LXV CLO Ltd 04019FAL1 2250000.00000000 PA USD 2253361.50000000 0.638590083876 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 4.79000000 N N N N N N ARES CLO Ltd 5493003FNA8PT0CMDE92 ARES LI CLO Ltd 04019LAU8 660000.00000000 PA USD 662148.96000000 0.187649322980 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.03000000 N N N N N N Bain Capital Credit CLO, Limited 254900JJEDONFKODOF95 Bain Capital Credit CLO 2020-2 Ltd 05683EBE1 4000000.00000000 PA USD 4001000.00000000 1.133861089571 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 0.00000000 N N N N N N Bain Capital Credit CLO, Limited 254900XV68IP5ZAT0548 Bain Capital Credit CLO 2021-3 Ltd 05683NAJ1 1250000.00000000 PA USD 1251082.50000000 0.354549804197 Long ABS-CBDO CORP KY N 2 2034-07-24 Floating 4.73000000 N N N N N N Bain Capital Credit CLO, Limited 2549002RK7W6TK0Q0E16 Bain Capital Credit CLO 2020-3 Ltd 05684CAW5 190000.00000000 PA USD 190488.68000000 0.053983429706 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 4.88000000 N N N N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2022-3 Ltd 05684NAL5 250000.00000000 PA USD 250486.50000000 0.070986477333 Long ABS-CBDO CORP JE N 2 2035-07-17 Floating 4.83000000 N N N N N N Bain Capital Credit CLO, Limited 254900YXN9JEMKU5DF45 Bain Capital Credit CLO 2021-6 Ltd 05684PAL0 1700000.00000000 PA USD 1702570.40000000 0.482498957464 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 4.76000000 N N N N N N Bain Capital Credit CLO, Limited N/A Bain Capital Credit CLO 2022-4 Ltd 05685BAQ9 2000000.00000000 PA USD 2006756.00000000 0.568703460301 Long ABS-CBDO CORP JE N 2 2037-10-16 Floating 5.05000000 N N N N N N Ballyrock Ltd 254900Y6C4AXEAZ9T124 Ballyrock CLO 2020-2 Ltd 05875DAJ1 666242.39000000 PA USD 666770.72000000 0.188959103992 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 4.94000000 N N N N N N Ballyrock Ltd 254900WX8CA21F2QI356 Ballyrock CLO 20 Ltd 05876CBJ1 4000000.00000000 PA USD 4001000.00000000 1.133861089571 Long ABS-CBDO CORP KY N 2 2036-10-15 Floating 0.00000000 N N N N N N Babson CLO Ltd 549300RW4E3G80IH3A51 Barings Clo Ltd 2022-II 06759UAL7 675000.00000000 PA USD 677095.88000000 0.191885196761 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.04000000 N N N N N N Babson CLO Ltd 549300T40QLO0VJIOB35 Barings CLO Ltd 2019-III 06761KAW1 1000000.00000000 PA USD 1001475.00000000 0.283812430562 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 4.81000000 N N N N N N Babson CLO Ltd 549300V1VT2NXKFG0H98 Barings Clo Ltd 2021-III 06762TAL5 1750000.00000000 PA USD 1752943.50000000 0.496774413113 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 4.80000000 N N N N N N Babson CLO Ltd 549300V1VT2NXKFG0H98 Barings Clo Ltd 2021-III 06762TAN1 1500000.00000000 PA USD 1503715.50000000 0.426144587662 Long ABS-CBDO CORP KY N 2 2035-01-18 Floating 5.30000000 N N N N N N Babson CLO Ltd 5493000KFDA0OKC5JK34 Barings CLO Ltd 2023-IV 06763MAA3 250000.00000000 PA USD 250218.75000000 0.070910598476 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.42000000 N N N N N N Babson CLO Ltd 2549005VRCK51O5LRS39 Barings CLO Ltd 2024-I 06763VAA3 250000.00000000 PA USD 250619.00000000 0.071024027095 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.30000000 N N N N N N Babson CLO Ltd N/A Barings Loan Partners CLO Ltd 5 06764CAA4 2000000.00000000 PA USD 2004018.00000000 0.567927526368 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.89000000 N N N N N N Battery Park CLO Ltd. 549300HAR0K520KW1A03 Battery Park Clo Ltd 07133YAL4 100000.00000000 PA USD 100118.10000000 0.028372911260 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.07000000 N N N N N N Benefit Street Partners CLO Ltd N/A Benefit Street Partners CLO XXXVI Ltd 081922AA4 1500000.00000000 PA USD 1505248.50000000 0.426579031313 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.03000000 N N N N N N Bluemountain CLO Ltd 549300EB3KHH9T7ICE44 BlueMountain CLO 2015-4 Ltd 09628NBA9 1000000.00000000 PA USD 1002250.00000000 0.284032061240 Long ABS-CBDO CORP KY N 2 2030-04-20 Floating 4.97000000 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXII Ltd 09629PAA4 212615.53000000 PA USD 212923.40000000 0.060341304253 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.01000000 N N N N N N Bluemountain CLO Ltd 5493002GUQ80FGGGNP40 BlueMountain CLO XXX Ltd 09630QAU5 3350000.00000000 PA USD 3351879.35000000 0.949903916996 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 4.82000000 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXXI Ltd 09631BAN3 1200000.00000000 PA USD 1201228.80000000 0.340421543612 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 5.07000000 N N N N N N Bluemountain CLO Ltd N/A BlueMountain CLO XXXII Ltd 09631EAL1 1500000.00000000 PA USD 1498321.50000000 0.424615958140 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.22000000 N N N N N N Buckhorn Park CLO, Ltd. N/A Buckhorn Park CLO Ltd 118382BA7 1000000.00000000 PA USD 1000883.00000000 0.283644661063 Long ABS-CBDO CORP KY N 2 2034-07-18 Floating 4.74000000 N N N N N N CIFC Funding Ltd 5493006JGTCIL6LCS728 Cifc Funding 2014-IV-R Ltd 12552FBE2 4000000.00000000 PA USD 3967408.00000000 1.124341304087 Long ABS-CBDO CORP KY N 2 2035-01-17 Floating 4.87000000 N N N N N N CIFC Funding Ltd 549300JZARV9CBLL1S14 CIFC Funding 2013-III-R Ltd 12552MAN8 3000000.00000000 PA USD 3001305.00000000 0.850553101083 Long ABS-CBDO CORP KY N 2 2031-04-24 Floating 4.87000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 CIFC Funding 2021-I Ltd 12563EAN3 830000.00000000 PA USD 833930.05000000 0.236331125998 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.09000000 N N N N N N CIFC Funding Ltd 54930089HD7KU5NUS092 CIFC Funding 2021-VII Ltd 12567HAQ5 1000000.00000000 PA USD 1000620.00000000 0.283570128329 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 4.76000000 N N N N N N CIFC Funding Ltd 2549005S1LQJ8MBPXW05 CIFC Funding 2024-I Ltd 12570XAA0 250000.00000000 PA USD 250600.75000000 0.071018855146 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.17000000 N N N N N N Captree Park CLO Ltd 254900T5FZQKDOCWVD69 Captree Park CLO Ltd 14074EAE1 250000.00000000 PA USD 250700.25000000 0.071047052891 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.57000000 N N N N N N Cedar Funding Ltd 549300PQ60B57EBTK013 Cedar Funding VI CLO Ltd 15032DAZ4 1100000.00000000 PA USD 1100413.60000000 0.311851078099 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.76000000 N N N N N N Cedar Funding Ltd N/A Cedar Funding IX CLO Ltd 15033EAN8 500000.00000000 PA USD 502012.50000000 0.142267543171 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.09000000 N N N N N N Cedar Funding Ltd 2549004YLPCISGLL7978 Cedar Funding XI Clo Ltd 15033LAY8 1200000.00000000 PA USD 1201453.20000000 0.340485137321 Long ABS-CBDO CORP KY N 2 2032-05-29 Floating 5.09000000 N N N N N N Cedar Funding Ltd N/A Cedar Funding XVII CLO Ltd 15033PAQ6 836000.00000000 PA USD 838984.52000000 0.237763534611 Long ABS-CBDO CORP JE N 2 2038-07-20 Floating 5.02000000 N N N N N N Cedar Funding Ltd N/A Cedar Funding XII CLO Ltd 15033TBA2 3000000.00000000 PA USD 3008469.00000000 0.852583338735 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 4.87000000 N N N N N N Cedar Funding Ltd N/A Cedar Funding XIV CLO Ltd 15034AAL9 850000.00000000 PA USD 852788.85000000 0.241675604757 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.05000000 N N N N N N CIFC Funding Ltd 549300X1SKS4LNS5LQ62 CIFC Funding 2017-I Ltd 17181PAE9 510000.00000000 PA USD 511418.82000000 0.144933241807 Long ABS-CBDO CORP KY N 2 2037-04-21 Floating 5.72000000 N N N N N N Clover CLO N/A Clover CLO 2021-3 LLC 18915FAA0 1000000.00000000 PA USD 1001110.00000000 0.283708991597 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 4.74000000 N N N N N N Danby Park CLO, Ltd N/A Danby Park CLO Ltd 236057AN5 400000.00000000 PA USD 401479.20000000 0.113776966546 Long ABS-CBDO CORP JE N 2 2037-10-21 Floating 5.03000000 N N N N N N Dryden Senior Loan Fund 5493009K6Z2DW3X76185 Dryden 93 CLO Ltd 26190TAN1 620000.00000000 PA USD 622142.10000000 0.176311601943 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.00000000 N N N N N N Dryden Senior Loan Fund 549300BH0PFEW6WVTN52 Dryden 40 Senior Loan Fund 26244GAS4 1874753.79000000 PA USD 1876174.85000000 0.531697490539 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 5.00000000 N N N N N N Dryden Senior Loan Fund 54930046L20VLJKPVV31 Dryden 45 Senior Loan Fund 26244MAW2 36014.99000000 PA USD 36052.16000000 0.010216981109 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 4.75000000 N N N N N N Dryden Senior Loan Fund 5493002P75UIPU4MC757 Dryden 43 Senior Loan Fund 26245CBQ5 1000000.00000000 PA USD 1001702.00000000 0.283876761096 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.74000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 80 CLO Ltd 26245JBC1 2000000.00000000 PA USD 2001610.00000000 0.567245112596 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 5.17000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 55 CLO Ltd 26245MAC5 832458.51000000 PA USD 834214.16000000 0.236411641188 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 4.95000000 N N N N N N Dryden Senior Loan Fund 25490017VKY7XEFZL303 Dryden 86 CLO Ltd 26245XAY3 250000.00000000 PA USD 250622.75000000 0.071025089824 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 4.80000000 N N N N N N Dryden Senior Loan Fund 549300XS2BVK8BZTXN05 Dryden 85 CLO Ltd 26246BAY0 955000.00000000 PA USD 958262.28000000 0.271566186677 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.47000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 95 CLO Ltd 262487AL5 4000000.00000000 PA USD 4005072.00000000 1.135015071665 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 5.49000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 94 CLO Ltd 26251VAJ1 400000.00000000 PA USD 401407.20000000 0.113756562147 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.03000000 N N N N N N Dryden Senior Loan Fund 254900JFO9XUH2EREJ70 Dryden 75 CLO Ltd 26252JBC1 3000000.00000000 PA USD 3002748.00000000 0.850962039237 Long ABS-CBDO CORP KY N 2 2034-04-14 Floating 4.71000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 72 CLO Ltd 26252NAW9 1797290.84000000 PA USD 1799600.36000000 0.509996707069 Long ABS-CBDO CORP KY N 2 2032-05-15 Floating 4.95000000 N N N N N N Dryden Senior Loan Fund 254900MX6QAMC9XBAB53 Dryden 68 CLO Ltd 26252QAS1 5163000.00000000 PA USD 5168163.00000000 1.464628575422 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 4.77000000 N N N N N N Dryden Senior Loan Fund N/A Dryden 104 CLO Ltd 26253BAN4 250000.00000000 PA USD 250355.00000000 0.070949210967 Long ABS-CBDO CORP KY N 2 2034-08-20 Floating 5.18000000 N N N N N N Dryden Senior Loan Fund 5493004WJFSUXXJ5FA29 Dryden 108 CLO Ltd 26253MAQ3 600000.00000000 PA USD 601284.00000000 0.170400532712 Long ABS-CBDO CORP JE N 2 2037-07-18 Floating 5.18000000 N N N N N N Dryden Senior Loan Fund 254900M9WDNRF1Z3T669 Dryden 105 CLO Ltd 26253QAL5 2000000.00000000 PA USD 2010318.00000000 0.569712911238 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.12000000 N N N N N N Bank of America NA B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -217936.40000000 -0.06176196050 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 15471519.00000000 EUR 18170494.55000000 USD 2026-04-01 -217936.40000000 N N N Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC 40187.21000000 0.011388831221 N/A DFE XX N 2 Bank of New York Mellon HPFHU0OQ28E4N0NFVK49 2899074.57000000 USD 2473013.85000000 EUR 2026-04-01 40187.21000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 6748.81000000 0.001912575121 N/A DFE US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 703726.33000000 EUR 843151.69000000 USD 2026-04-01 6748.81000000 N N N Eaton Vance CDO Ltd 549300FU3GAH1NNHOO94 Eaton Vance CLO 2020-2 Ltd 27829PAU0 1600000.00000000 PA USD 1603054.40000000 0.454296677987 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.05000000 N N N N N N Elmwood CLO I Ltd. N/A Elmwood CLO I Ltd 290015AW6 1180000.00000000 PA USD 1180826.00000000 0.334639503862 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.19000000 N N N N N N Elmwood CLO III Ltd N/A Elmwood CLO III Ltd 29002HAY5 850000.00000000 PA USD 852346.00000000 0.241550103537 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 5.27000000 N N N N N N Elmwood CLO 15 Ltd N/A Elmwood CLO 15 Ltd 29003JAN4 2260000.00000000 PA USD 2262106.32000000 0.641068317101 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 4.82000000 N N N N N N Elmwood CLO 36 Ltd N/A Elmwood CLO 36 Ltd 29004MAA4 850000.00000000 PA USD 853480.75000000 0.241871685359 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.01000000 N N N N N N Flatiron CLO Ltd 254900Z25NHHRUZ9O184 Flatiron CLO 25 Ltd 33883XAA8 850000.00000000 PA USD 852623.10000000 0.241628632131 Long ABS-CBDO CORP KY N 2 2037-10-17 Floating 5.02000000 N N N N N N Galaxy CLO Ltd 54930022KENWLYJ8SJ86 Galaxy XXII CLO Ltd 36320TBD4 2803287.18000000 PA USD 2803427.34000000 0.794475675647 Long ABS-CBDO CORP KY N 2 2034-04-16 Floating 4.91000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300LOEERRNVSKVY31 Goldentree Loan Management US Clo 8 Ltd 38136NAY2 1130000.00000000 PA USD 1131482.56000000 0.320655848116 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.82000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300KUSTD1I13BZ897 Goldentree Loan Management US Clo 12 Ltd 38138FAU5 250000.00000000 PA USD 250495.25000000 0.070988957035 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.32000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300CQMHYJ3DLMP206 Goldentree Loan Management US Clo 9 Ltd 38138JAN3 550000.00000000 PA USD 551491.60000000 0.156289644205 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.17000000 N N N N N N GoldenTree Loan Management US CLO1, LTD 549300TMEEKUOKVHYV65 Goldentree Loan Management US Clo 11 Ltd 38138KAL4 250000.00000000 PA USD 250105.75000000 0.070878574907 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.75000000 N N N N N N GoldenTree Loan Management US CLO19, LTD 9845000ND1D1M408P483 GoldenTree Loan Management US CLO 19 Ltd 38138WAC8 500000.00000000 PA USD 500776.00000000 0.141917125966 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.17000000 N N N N N N Golub Capital Partners CLO, LTD N/A Golub Capital Partners CLO 60B Ltd 381733AJ3 500000.00000000 PA USD 500578.50000000 0.141861155567 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 4.98000000 N N N N N N Golub Capital Partners CLO, LTD 254900DPK2EA9C8DGV68 Golub Capital Partners CLO 53B Ltd 38177YAL6 5500000.00000000 PA USD 5501743.50000000 1.559163429006 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.65000000 N N N N N N Golub Capital Partners CLO, LTD N/A Golub Capital Partners CLO 76 B Ltd 38180BAE7 750000.00000000 PA USD 752210.25000000 0.213172190365 Long ABS-CBDO CORP JE N 2 2037-10-25 Floating 5.34000000 N N N N N N Highbridge Loan Management Ltd 529900WV2JMUABMCHN18 HPS Loan Management 2021-16 Ltd 40440XAL5 2000000.00000000 PA USD 2002382.00000000 0.567463893091 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 4.78000000 N N N N N N Highbridge Loan Management Ltd 529900WV2JMUABMCHN18 HPS Loan Management 2021-16 Ltd 40440XAQ4 1500000.00000000 PA USD 1502940.00000000 0.425924815286 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.32000000 N N N N N N Highbridge Loan Management Ltd N/A HPS Loan Management 2024-22 Ltd 40444YAA3 1850000.00000000 PA USD 1857535.05000000 0.526415075158 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.04000000 N N N N N N Hamlin Park CLO N/A Hamlin Park CLO Ltd 407907AA2 540000.00000000 PA USD 542147.58000000 0.153641601041 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.01000000 N N N N N N Harmony-Peace Park CLO 2138009L3HEW9A8LDJ44 Harmony-Peace Park CLO Ltd 413279AC4 1250000.00000000 PA USD 1255238.75000000 0.355727662271 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.02000000 N N N N N N Hartwick Park CLO, Ltd. 2549003E1ZAWJG55NM75 Hartwick Park CLO Ltd 417403AN2 1000000.00000000 PA USD 1003092.00000000 0.284270679345 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 4.83000000 N N N N N N Highbridge Loan Management Ltd 529900BETGXDWYYWUE51 HPS Loan Management 2023-18 Ltd 442911AN3 2000000.00000000 PA USD 2004792.00000000 0.568146873652 Long ABS-CBDO CORP KY N 2 2039-07-20 Floating 5.22000000 N N N N N N Highbridge Loan Management Ltd N/A HPS Loan Management 2023-17 Ltd 44328HAT2 3750000.00000000 PA USD 3757620.00000000 1.064888554710 Long ABS-CBDO CORP JE N 2 2038-04-23 Floating 4.94000000 N N N N N N Invesco CLO 2022-2, Ltd. 54930008L2A8UYGN7A86 Invesco CLO 2022-2 Ltd 46145XAL0 1500000.00000000 PA USD 1502125.50000000 0.425693990528 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 4.82000000 N N N N N N Invesco CLO LTD 54930008KXQ75MGXPQ71 Invesco US CLO 2023-1 Ltd 46146GAS1 250000.00000000 PA USD 250699.00000000 0.071046698648 Long ABS-CBDO CORP JE N 2 2037-04-22 Floating 5.72000000 N N N N N N Invesco CLO LTD 54930008KRIBK4JIR608 Invesco CLO 2021-2 Ltd 46149MAL0 1550000.00000000 PA USD 1550849.40000000 0.439502072093 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.77000000 N N N N N N Invesco CLO LTD 54930008KRIBK4JIR608 Invesco CLO 2021-2 Ltd 46149MAN6 1000000.00000000 PA USD 1000567.00000000 0.283555108425 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.27000000 N N N N N N Invesco CLO LTD 2138006HTEY9GGW6XF50 Invesco US CLO 2024-4 Ltd 46151BAA3 1000000.00000000 PA USD 1003659.00000000 0.284431363983 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.00000000 N N N N N N Invesco CLO LTD 5493000BVI47XOSBML18 Invesco CLO 2021-3 Ltd 46151VAA9 900000.00000000 PA USD 900392.40000000 0.255166185380 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 4.75000000 N N N N N N LCM Ltd Partnership N/A LCM 40 Ltd 50190KAN0 1000000.00000000 PA USD 1001998.00000000 0.283960645845 Long ABS-CBDO CORP JE N 2 2038-01-15 Floating 5.04000000 N N N N N N LCM Ltd Partnership N/A LCM 40 Ltd 50190KAQ3 2000000.00000000 PA USD 2007460.00000000 0.568902969975 Long ABS-CBDO CORP JE N 2 2038-01-15 Floating 5.32000000 N N N N N N LCM Ltd Partnership 549300NXCNS8YRPWOQ95 LCM 41 Ltd 501971AQ8 2500000.00000000 PA USD 2500792.50000000 0.708710649548 Long ABS-CBDO CORP JE N 2 2036-04-15 Floating 5.22000000 N N N N N N LCM Ltd Partnership N/A LCM 29 Ltd 50201MAQ6 652134.17000000 PA USD 654020.14000000 0.185345660720 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.00000000 N N N N N N LCM Ltd Partnership N/A LCM 31 Ltd 50201QAN4 1500000.00000000 PA USD 1500372.00000000 0.425197058406 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.42000000 N N N N N N LCM Ltd Partnership 5493006LYYH2XWCWW153 LCM 33 Ltd 50202CAJ3 2250000.00000000 PA USD 2251010.25000000 0.637923752737 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.85000000 N N N N N N LCM Ltd Partnership 549300KLSB4ZQ2S3TJ95 LCM 35 Ltd 50202QAQ6 1250000.00000000 PA USD 1250713.75000000 0.354445302503 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.32000000 N N N N N N LCM Ltd Partnership 54930038DJKYPKSVRB29 LCM 34 Ltd 50203CAN3 3000000.00000000 PA USD 3003642.00000000 0.851215393852 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.27000000 N N N N N N LCM Ltd Partnership N/A LCM 37 Ltd 50204JAL1 1861017.24000000 PA USD 1861912.39000000 0.527655588905 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.73000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXXVII Ltd 55817EAW6 2275000.00000000 PA USD 2280789.88000000 0.646363133821 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.20000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLV Ltd 55820BAS6 1000000.00000000 PA USD 1001140.00000000 0.283717493430 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 4.75000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLIX Ltd 55820VAL7 5500000.00000000 PA USD 5502574.00000000 1.559398788075 Long ABS-CBDO CORP KY N 2 2034-10-19 Floating 4.72000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XXVII Ltd 55820YAQ0 2250000.00000000 PA USD 2254389.75000000 0.638881484192 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.17000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding LXVII Ltd 55821YAA4 850000.00000000 PA USD 852204.05000000 0.241509875698 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.18000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding XLVI Ltd 55822AAW7 5000000.00000000 PA USD 5002065.00000000 1.417557328419 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.67000000 N N N N N N Madison Park Funding Ltd N/A Madison Park Funding LIX Ltd 55822EAJ8 395000.00000000 PA USD 396320.09000000 0.112314903540 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.17000000 N N N N N N Magnetite CLO Ltd 5493000OP4ZUZOOM1U45 Magnetite XIX Ltd 55954KAY1 500000.00000000 PA USD 501193.00000000 0.142035301441 Long ABS-CBDO CORP KY N 2 2034-04-17 Floating 5.12000000 N N N N N N Magnetite CLO Ltd 549300WG00K34O9YA435 Magnetite XXIII Ltd 55954NAS8 2700000.00000000 PA USD 2700675.00000000 0.765356235460 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 0.00000000 N N N N N N Neuberger Berman Loan Advisers LaSalle Street Lending CLO Ltd 549300IDH2882S517E68 Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd 640977AQ7 2000000.00000000 PA USD 2006530.00000000 0.568639413161 Long ABS-CBDO CORP JE N 2 2036-10-25 Floating 5.22000000 N N N N N N Neuberger Berman CLO Ltd 549300XVEYZNG956Y145 Neuberger Berman CLO XVII Ltd 64129UCC7 1400000.00000000 PA USD 1405040.00000000 0.398180501197 Long ABS-CBDO CORP KY N 2 2038-07-22 Floating 5.07000000 N N N N N N Neuberger Berman CLO Ltd 549300E610NX15ZSSH14 Neuberger Berman Loan Advisers CLO 24 Ltd 64130HAU5 2000000.00000000 PA USD 2007352.00000000 0.568872363377 Long ABS-CBDO CORP KY N 2 2038-10-19 Floating 5.03000000 N N N N N N Neuberger Berman CLO Ltd 549300LGCRX4YI1JNS93 Neuberger Berman Loan Advisers Clo 42 Ltd 64133WAL9 755000.00000000 PA USD 755486.22000000 0.214100581995 Long ABS-CBDO CORP KY N 2 2036-07-16 Floating 4.62000000 N N N N N N Neuberger Berman CLO Ltd 549300RYH1PYRU661D66 Neuberger Berman Loan Advisers CLO 41 Ltd 64134BAJ9 500000.00000000 PA USD 500410.50000000 0.141813545304 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.72000000 N N N N N N Neuberger Berman CLO Ltd 549300BQ0WQMX5H5TS32 Neuberger Berman Loan Advisers CLO 45 Ltd 64134MAJ5 2000000.00000000 PA USD 2002780.00000000 0.567576684072 Long ABS-CBDO CORP KY N 2 2036-10-14 Floating 4.73000000 N N N N N N Neuberger Berman CLO Ltd 5493008RV69QDGFCMY47 Neuberger Berman Loan Advisers NBLA CLO 52 Ltd 64135FAN0 850000.00000000 PA USD 853626.95000000 0.241913117624 Long ABS-CBDO CORP JE N 2 2038-10-24 Floating 5.02000000 N N N N N N Northwoods Capital Ltd 254900UXEMW3RG9T8D39 Northwoods Capital 25 Ltd 668468AL5 2500000.00000000 PA USD 2499252.50000000 0.708274222135 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.79000000 N N N N N N Oak Hill Credit Partners N/A OHA Credit Funding 4 Ltd 67098DBC6 1000000.00000000 PA USD 1003220.00000000 0.284306953831 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 4.96000000 N N N N N N Oak Hill Credit Partners N/A OHA Credit Funding 5 Ltd 67113GAS6 400000.00000000 PA USD 401917.20000000 0.113901093304 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 5.02000000 N N N N N N Oak Hill Credit Partners N/A OHA Credit Funding 1 LTD 67115WAU4 250000.00000000 PA USD 250890.75000000 0.071101039529 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.67000000 N N N N N N OCP CLO Ltd N/A OCP CLO 2023-26 Ltd 67116HAJ1 1850000.00000000 PA USD 1851117.40000000 0.524596348935 Long ABS-CBDO CORP JE N 2 2037-04-17 Floating 4.75000000 N N N N N N OCP CLO Ltd 254900PS626FB00CVF06 OCP CLO 2021-22 Ltd 67117TAN5 850000.00000000 PA USD 854386.00000000 0.242128228161 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.02000000 N N N N N N OCP Aegis CLO Ltd 2138009EGVOGD3J5GI42 OCP Aegis CLO 2023-29 Ltd 67118BAQ6 500000.00000000 PA USD 500265.00000000 0.141772311415 Long ABS-CBDO CORP JE N 2 2036-01-20 Floating 5.22000000 N N N N N N Octagon Investment Partners 44, Ltd. N/A Octagon Investment Partners 44 Ltd 67577LAS4 2500000.00000000 PA USD 2502955.00000000 0.709323489989 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.82000000 N N N N N N Octagon Investment Partners 45, Ltd. N/A Octagon Investment Partners 45 Ltd 67577MBA0 2000000.00000000 PA USD 2001816.00000000 0.567303491847 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 4.82000000 N N N N N N Octagon Investment Partners 45, Ltd. N/A Octagon Investment Partners 45 Ltd 67577MBE2 600000.00000000 PA USD 601156.80000000 0.170364484941 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.27000000 N N N N N N Octagon 64 Ltd N/A Octagon 64 Ltd 67579AAW7 3000000.00000000 PA USD 3004581.00000000 0.851481501216 Long ABS-CBDO CORP KY N 2 2035-07-21 Floating 4.93000000 N N N N N N Octagon Investment Partners XVI LTD N/A Octagon Investment Partners XVI Ltd 67590BAS9 255396.76000000 PA USD 255775.26000000 0.072485282426 Long ABS-CBDO CORP KY N 2 2030-07-17 Floating 5.33000000 N N N N N N Octagon Investment Partners XXI Ltd 549300XIS9D4AHDX5A35 Octagon Investment Partners XXI Ltd 67590QCA3 5500000.00000000 PA USD 5507425.00000000 1.560773534424 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 5.00000000 N N N N N N Octagon Investment Partners 29, Ltd. 5493003U22XL00FIHD56 Octagon Investment Partners 29 Ltd 67591JAU6 850000.00000000 PA USD 852135.20000000 0.241490363992 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 5.09000000 N N N N N N Octagon Investments Partners 36, Ltd. 549300S890TBOLY1D042 Octagon Investment Partners 36 Ltd 67591UAE7 250000.00000000 PA USD 250115.25000000 0.070881267154 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.13000000 N N N N N N OCTAGON INVESTMENT PARTNERS 40, LTD. N/A Octagon Investment Partners 40 Ltd 67592BAY4 2000000.00000000 PA USD 2000978.00000000 0.567066007320 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.71000000 N N N N N N OCTAGON INVESTMENT PARTNERS 40, LTD. N/A Octagon Investment Partners 40 Ltd 67592BBA5 2000000.00000000 PA USD 1988282.00000000 0.563468031715 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 4.97000000 N N N N N N OCTAGON INVESTMENT PARTNERS 41, LTD. N/A Octagon Investment Partners 41 Ltd 67592FBC2 2000000.00000000 PA USD 2001812.00000000 0.567302358269 Long ABS-CBDO CORP KY N 2 2033-10-15 Floating 5.27000000 N N N N N N Octagon Investment Partners 50, Ltd. N/A Octagon Investment Partners 50 Ltd 67592MAW4 3000000.00000000 PA USD 3003000.00000000 0.851033454632 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 4.75000000 N N N N N N Octagon 57 Ltd N/A Octagon 57 Ltd 67592XAN0 1300000.00000000 PA USD 1300608.40000000 0.368585168090 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 4.74000000 N N N N N N Octagon Investment Partners 51 Ltd N/A Octagon Investment Partners 51 Ltd 675943AA2 5500000.00000000 PA USD 5499483.00000000 1.558522815911 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.66000000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding 2022-3 Ltd 69690CAN3 500975.98000000 PA USD 502089.65000000 0.142289407051 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.07000000 N N N N N N Palmer Square BDC CLO Ltd 254900LU0WIJ7Y0O9X14 Palmer Square BDC CLO 1 Ltd 696928AA8 1830000.00000000 PA USD 1835673.00000000 0.520219492096 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.27000000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding 2023-2 Ltd 69703FAL5 4000000.00000000 PA USD 4007892.00000000 1.135814243940 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 5.17000000 N N N N N N Palmer Square CLO Ltd N/A Palmer Square CLO 2024-2 LTD 69703LAA6 500000.00000000 PA USD 501809.50000000 0.142210014103 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.07000000 N N N N N N Palmer Square Loan Funding Ltd N/A Palmer Square Loan Funding 2024-2 Ltd 69703RAA3 171287.50000000 PA USD 171501.61000000 0.048602599944 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 4.67000000 N N N N N N Palmer Square CLO Ltd N/A Palmer Square CLO 2024-4 Ltd 69703WAC8 1000000.00000000 PA USD 1002116.00000000 0.283994086387 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.17000000 N N N N N N Park Avenue Institutional Advisers CLO 529900G1ZDEDA0MGYE20 Park Avenue Institutional Advisers CLO Ltd 2021-1 70015QAL2 2000000.00000000 PA USD 2001322.00000000 0.567163495002 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 4.78000000 N N N N N N Park Avenue Institutional Advisers CLO 549300ZWX1MRCB6KO574 Park Avenue Institutional Advisers CLO Ltd 2017-1 70017KBA6 2000000.00000000 PA USD 2001460.00000000 0.567202603432 Long ABS-CBDO CORP KY N 2 2034-02-14 Floating 5.40000000 N N N N N N Park Avenue Institutional Advisers CLO 529900T8KGS8BIJDM810 Park Avenue Institutional Advisers CLO Ltd 2019-2 70018AAW0 2000000.00000000 PA USD 2001100.00000000 0.567100581440 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 0.00000000 N N N N N N Park Avenue Institutional Advisers CLO 529900TR2RUYEEXPKF94 Park Avenue Institutional Advisers CLO Ltd 2021-2 70018QAL9 1500000.00000000 PA USD 1501711.50000000 0.425576665236 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.27000000 N N N N N N Point Au Roche Park CLO, Ltd 5493000RMLD359CPH591 Point Au Roche Park CLO Ltd 73052VAA3 1100000.00000000 PA USD 1100055.00000000 0.311749452858 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.01000000 N N N N N N RR Ltd 549300FLUOZC8QYYKL96 RR 16 Ltd 74971CAL7 1500000.00000000 PA USD 1501804.50000000 0.425603020918 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.17000000 N N N N N N RR Ltd 549300213Q1LH7O32902 RR 5 Ltd 74979VAM5 1500000.00000000 PA USD 1505025.00000000 0.426515692659 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.17000000 N N N N N N RR Ltd N/A RR 26 Ltd 74989MAN1 3000000.00000000 PA USD 3003114.00000000 0.851065761596 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 4.79000000 N N N N N N Rad CLO Ltd N/A RAD CLO 21 Ltd 750099AJ2 5500000.00000000 PA USD 5501391.50000000 1.559063674169 Long ABS-CBDO CORP KY N 2 2037-01-25 Floating 4.74000000 N N N N N N Rad CLO Ltd N/A RAD CLO 26 Ltd 75009VAA2 400000.00000000 PA USD 401052.40000000 0.113656013806 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.04000000 N N N N N N Regatta Funding 254900TUAAER6MTE4E64 Regatta XI Funding Ltd 75887XAN7 2000000.00000000 PA USD 2006886.00000000 0.568740301576 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.07000000 N N N N N N Regatta XVI Funding Ltd. 254900XPJFGKL5R4O429 Regatta XVI Funding Ltd 75888TAL9 1509435.06000000 PA USD 1509510.53000000 0.427786866849 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 4.87000000 N N N N N N Regatta XXVII Funding Ltd. 213800A3LAH3GG226R43 Regatta XXVII Funding Ltd 758970AA5 500000.00000000 PA USD 501402.00000000 0.142094530875 Long ABS-CBDO CORP JE N 2 2037-04-26 Floating 5.20000000 N N N N N N Regatta XXVII Funding Ltd. 213800A3LAH3GG226R43 Regatta XXVII Funding Ltd 758970AC1 1500000.00000000 PA USD 1503915.00000000 0.426201124849 Long ABS-CBDO CORP JE N 2 2037-04-26 Floating 5.40000000 N N N N N N Rockford Tower CLO Ltd N/A Rockford Tower CLO 2022-1 Ltd 77340JAN5 1500000.00000000 PA USD 1504500.00000000 0.426366910587 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 5.37000000 N N N N N N Rockford Tower CLO Ltd N/A Rockford Tower CLO 2025-1 Ltd 77341AAA1 5500000.00000000 PA USD 5515323.00000000 1.563011783584 Long ABS-CBDO CORP KY N 2 2038-03-31 Floating 4.88000000 N N N N N N Rockford Tower CLO Ltd 5493009YDNBJVFWX7747 Rockford Tower CLO 2020-1 Ltd 77341EBA2 1600000.00000000 PA USD 1600798.40000000 0.453657340167 Long ABS-CBDO CORP KY N 2 2036-01-20 Floating 4.76000000 N N N N N N Rockford Tower CLO Ltd 549300IG5M07NI4QKK80 Rockford Tower CLO 2019-2 Ltd 77341GAS9 758654.87000000 PA USD 759553.12000000 0.215253118777 Long ABS-CBDO CORP KY N 2 2032-08-20 Floating 5.02000000 N N N N N N Rockford Tower CLO Ltd N/A Rockford Tower CLO 2021-2 Ltd 77341LAS8 2000000.00000000 PA USD 2002180.00000000 0.567406647417 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.17000000 N N N N N N Rockford Tower CLO Ltd 549300KPFGDIQ0PMP224 Rockford Tower CLO 2018-1 Ltd 77342JAA1 1590550.50000000 PA USD 1591188.31000000 0.450933894249 Long ABS-CBDO CORP KY N 2 2031-05-20 Floating 5.25000000 N N N N N N Rockford Tower CLO Ltd 549300GGUAM1ZV2SKK63 Rockford Tower CLO 2019-1 Ltd 77342MAY2 700000.00000000 PA USD 700855.40000000 0.198618512240 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.77000000 N N N N N N Rockford Tower CLO Ltd 549300GGUAM1ZV2SKK63 Rockford Tower CLO 2019-1 Ltd 77342MBA3 2000000.00000000 PA USD 2001994.00000000 0.567353936054 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.27000000 N N N N N N State Street Global Advisors 549300BZ5TGIFZUZDZ37 State Street Institutional U.S. Government Money Market Fund 857492706 1414027.66000000 NS USD 1414027.66000000 0.400727553924 Long STIV RF US N 3 N N N Sixth Street CLO XVI, LTD. N/A Sixth Street CLO XXI Ltd 83011PAJ6 2000000.00000000 PA USD 2007012.00000000 0.568776009273 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 5.04000000 N N N N N N Sixth Street CLO XVI, LTD. N/A Sixth Street CLO VIII Ltd 83012VAA1 1000000.00000000 PA USD 1001686.00000000 0.283872226785 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.82000000 N N N N N N Symphony CLO Ltd N/A Symphony CLO XXII Ltd 87167GCH1 565894.33000000 PA USD 566171.05000000 0.160449718479 Long ABS-CBDO CORP KY N 2 2033-04-18 Floating 4.85000000 N N N N N N Symphony CLO Ltd 54930001DQI1CFLYVB48 Symphony CLO XXIII Ltd 87167NDN2 2000000.00000000 PA USD 2001138.00000000 0.567111350428 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 5.02000000 N N N N N N Symphony CLO Ltd 5493007X3UVVYJ005O73 Symphony CLO XXIV Ltd 87167QAQ1 2075000.00000000 PA USD 2076759.60000000 0.588542090186 Long ABS-CBDO CORP KY N 2 2035-10-23 Floating 4.80000000 N N N N N N Symphony CLO Ltd 5493006CLZCEH6WYKR81 Symphony CLO XXV Ltd 87167WDE2 1800000.00000000 PA USD 1802584.80000000 0.510842480723 Long ABS-CBDO CORP KY N 2 2034-04-19 Floating 5.17000000 N N N N N N Symphony CLO Ltd 254900QCSPTCYRSY3N68 Symphony CLO 43 Ltd 87170BAA4 850000.00000000 PA USD 852590.80000000 0.241619478492 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.19000000 N N N N N N TCI-Symphony CLO 5493005WLG3H3B8NI222 TCI-Symphony CLO 2016-1 Ltd 87229WAQ4 780727.02000000 PA USD 782162.00000000 0.221660349298 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 4.93000000 N N N N N N TCW Central Cash Fund 2549003KPNUIFJCJM366 TCW Central Cash Fund 872365671 24523243.43000000 NS USD 24523243.43000000 6.949750441232 Long EC RF US N 1 N N N Texas Debt Capital CLO, Ltd N/A Texas Debt Capital CLO 2023-II Ltd 88239MAJ8 321000.00000000 PA USD 322650.26000000 0.091437284517 Long ABS-CBDO CORP KY N 2 2037-10-21 Floating 5.04000000 N N N N N N Thompson Park CLO, LTD N/A Thompson Park CLO Ltd 884887AN0 2200000.00000000 PA USD 2201408.00000000 0.623866751680 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 4.72000000 N N N N N N Trestles CLO LTD N/A TRESTLES CLO V LTD 89532UAN3 2800000.00000000 PA USD 2803015.60000000 0.794358990827 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 4.92000000 N N N N N N Trestles CLO LTD 2549002BMO2L1UMJWE02 Trestles CLO VIII Ltd 89533DAC4 3300000.00000000 PA USD 3309243.30000000 0.937821098174 Long ABS-CBDO CORP KY N 2 2035-06-11 Floating 5.00000000 N N N N N N Trinitas CLO Ltd 549300IUAXGLQ814UD95 Trinitas CLO VI Ltd 89640YBS2 1000000.00000000 PA USD 1000656.00000000 0.283580330528 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 5.32000000 N N N N N N Trinitas CLO Ltd 549300F3XEPDOX3FOP69 Trinitas Clo VII Ltd 89641CAW1 1000000.00000000 PA USD 1000671.00000000 0.283584581445 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.27000000 N N N N N N Trinitas CLO Ltd 5493004FCKEPFTK2QI86 Trinitas CLO XVI Ltd 89642DAQ1 1500000.00000000 PA USD 1500705.00000000 0.425291428749 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 4.80000000 N N N N N N Trinitas CLO Ltd 254900TSX6348DURD845 Trinitas CLO XXX Ltd 89643DAA5 1000000.00000000 PA USD 1003517.00000000 0.284391121975 Long ABS-CBDO CORP KY N 2 2037-10-23 Floating 5.04000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 Voya CLO 2017-3 Ltd 92915QBG7 500000.00000000 PA USD 500539.00000000 0.141849961487 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 4.73000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 Voya CLO 2017-3 Ltd 92915QBJ1 2000000.00000000 PA USD 2002554.00000000 0.567512636932 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.27000000 N N N N N N Voya CLO Ltd 5493003QPCHR7P2XIW55 Voya CLO 2013-3 Ltd 92916XAL1 327073.00000000 PA USD 328153.00000000 0.092996730348 Long ABS-CBDO CORP KY N 2 2031-10-18 Floating 5.63000000 N N N N N N Voya CLO Ltd 549300KSCKXTOBY0IP86 Voya CLO 2019-1 Ltd 92917NAY4 850000.00000000 PA USD 851395.70000000 0.241280793816 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.27000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 Voya CLO 2019-2 Ltd 92917RAL3 1760175.03000000 PA USD 1762440.38000000 0.499465775948 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 4.87000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 Voya CLO 2018-4 Ltd 92917WBL1 750000.00000000 PA USD 752112.75000000 0.213144559409 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.03000000 N N N N N N Voya CLO Ltd 254900MS3D9HONB0N824 Voya CLO 2020-1 Ltd 92918EAU1 1500000.00000000 PA USD 1501719.00000000 0.425578790694 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 4.75000000 N N N N N N Henley Funding Ltd. 635400SQELBB2FR6QN30 Henley CLO XII DAC 000000000 700000.00000000 PA 832841.29000000 0.236022577485 Long ABS-CBDO CORP IE Y 2 2038-01-15 Floating 4.02000000 N N N N N N Rockford Tower Europe CLO N/A Rockford Tower Europe CLO 2019-1 DAC 000000000 750000.00000000 PA 892009.91000000 0.252790634456 Long ABS-CBDO CORP IE N 2 2038-01-20 Floating 4.13000000 N N N N N N Aqueduct European CLO 635400SCIIZBJOEMZP09 Aqueduct European CLO 10 DAC 000000000 1000000.00000000 PA 1189201.94000000 0.337013198552 Long ABS-CBDO CORP IE N 2 2039-01-18 Floating 4.03000000 N N N N N N Palmer Square European Loan Funding 2020-1 DAC 254900595EZPT26ANZ17 Palmer Square European Loan Funding 2025-2 DAC 000000000 850000.00000000 PA 1008918.39000000 0.285921845782 Long ABS-CBDO CORP IE N 2 2035-02-15 Floating 4.06000000 N N N N N N Arbour CLO 635400GCTTHXOHHJ6Z63 Arbour CLO V DAC 000000000 850000.00000000 PA 1016363.16000000 0.288031652086 Long ABS-CBDO CORP IE N 2 2038-06-15 Floating 4.10000000 N N N N N N Palmer Square European Loan Funding 2020-1 DAC 254900VGFCQBASWATQ78 Palmer Square European Loan Funding 2025-3 DAC 000000000 475000.00000000 PA 563937.97000000 0.159816876059 Long ABS-CBDO CORP IE N 2 2035-07-15 Floating 3.92000000 N N N N N N OCP Euro CLO 635400SWYKSK8LNFAE07 Ocp Euro Clo 2023-7 DAC 000000000 950000.00000000 PA 1131994.01000000 0.320800790194 Long ABS-CBDO CORP IE N 2 2039-10-20 Floating 3.88000000 N N N N N N Arbour CLO 635400DBGXHI7ZJXYU29 Arbour CLO IV DAC 000000000 1100000.00000000 PA 1315293.50000000 0.372746843543 Long ABS-CBDO CORP IE N 2 2039-11-15 Floating 4.06000000 N N N N N N Contego CLO DAC 635400H7QVHLSOZWVU92 Contego CLO IV DAC 000000000 1100000.00000000 PA 1308851.01000000 0.370921077801 Long ABS-CBDO CORP IE N 2 2039-10-23 Floating 4.05000000 N N N N N N Adagio CLO 635400LSWYRCKPZTOJ42 Adagio IV CLO Ltd 000000000 1100000.00000000 PA 1306346.24000000 0.370211239951 Long ABS-CBDO CORP IE N 2 2038-07-15 Floating 4.02000000 N N N N N N Aqueduct European CLO 549300A05ZPXICHJJR61 Aqueduct European CLO 8 DAC 000000000 1100000.00000000 PA 1315945.44000000 0.372931599703 Long ABS-CBDO CORP IE N 2 2039-01-15 Floating 4.11000000 N N N N N N Elm Park CLO 549300U4MCTO5672RE42 Elm Park CLO DAC 000000000 900000.00000000 PA 1073482.19000000 0.304218866680 Long ABS-CBDO CORP IE N 2 2038-01-15 Floating 4.07000000 N N N N N N Neuberger Berman Loan Advisers Euro CLO N/A Neuberger Berman Euro CLO DAC 000000000 2000000.00000000 PA 2377761.42000000 0.673844327523 Long ABS-CBDO CORP IE N 2 2039-01-20 Floating 3.76000000 N N N N N N Segovia European CLO 1 - 2014 DAC 5493003KC0NH229IO424 Aqueduct European CLO 000000000 750000.00000000 PA 896791.02000000 0.254145574370 Long ABS-CBDO CORP IE N 2 2039-01-25 Floating 4.10000000 N N N N N N 2026-03-04 TCW ETF Trust Richard Villa Richard Villa Treasurer XXXX