NPORT-P false 0001804196 XXXXXXXX S000079064 C000239899 BlackRock ETF Trust II 811-23511 0001804196 549300PLJCTZLQ2LE832 100 BELLEVUE PARKWAY WILMINGTON 19809 800-441-7762 BlackRock AAA CLO ETF S000079064 529900KNSFG5S5J6YP44 2024-07-31 2024-04-30 N 217407918.82 30531.48 217377387.34 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 4462.17000000 USD N Oak Hill Credit Partners N/A 67098UAN5 2500000.00000000 PA USD 2502989.00000000 1.151448653711 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.73000000 N N N N N N Palmer Square CLO Ltd 549300Y43K78UTRMTN21 69700GAL6 1500000.00000000 PA USD 1507296.75000000 0.693400895302 Long ABS-CBDO CORP KY N 2 2034-11-14 Floating 7.27000000 N N N N N N 37 Capital CLO Ltd N/A 88429PAA0 1000000.00000000 PA USD 1002934.20000000 0.461379268686 Long ABS-CBDO CORP JE N 2 2034-07-15 Floating 7.33000000 N N N N N N Invesco CLO LTD 5493000BVI47XOSBML18 46146JAA4 1000000.00000000 PA USD 999146.40000000 0.459636769135 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 6.72000000 N N N N N N Benefit Street Partners CLO Ltd 5493001ND55H5MJDIQ39 08182BAL2 1100000.00000000 PA USD 1100823.68000000 0.506411312358 Long ABS-CBDO CORP KY N 2 2032-07-15 Floating 6.67000000 N N N N N N Trestles CLO LTD 254900EO5I6CR0IOWS98 89532WAA7 1500000.00000000 PA USD 1504400.55000000 0.692068558008 Long ABS-CBDO CORP KY N 2 2034-07-21 Floating 6.76000000 N N N N N N Diameter Capital CLO 25490018I1ROE4V49X69 25255DAA8 1825000.00000000 PA USD 1827044.73000000 0.840494382767 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 6.83000000 N N N N N N Ballyrock Ltd N/A 05874VAE3 1000000.00000000 PA USD 1011520.70000000 0.465329311561 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 8.52000000 N N N N N N Rad CLO Ltd N/A 74923VAA8 4000000.00000000 PA USD 4034409.20000000 1.855947046456 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 7.20000000 N N N N N N 522 Funding CLO LTD 549300HKB0UTKU91DG08 33829WAC3 1750000.00000000 PA USD 1749996.50000000 0.805049927876 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.66000000 N N N N N N New Mountain CLO 1 Ltd 5493000BYT2KQ1EMLL07 64755RAN3 1635000.00000000 PA USD 1635224.49000000 0.752251423209 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.79000000 N N N N N N Generate CLO Ltd. 254900V675MOVWK0HA08 37148JAA1 1500000.00000000 PA USD 1501758.00000000 0.690852907184 Long ABS-CBDO CORP KY N 2 2035-01-22 Floating 6.79000000 N N N N N N CIFC Funding Ltd N/A 12565EAA9 1500000.00000000 PA USD 1500245.25000000 0.690156997633 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.73000000 N N N N N N AGL CLO 5 Ltd 549300N06ILVP775P131 00119TAF1 1000000.00000000 PA USD 1001221.80000000 0.460591514256 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.75000000 N N N N N N Cedar Funding Ltd 549300PTCF9P2JDL1E69 15032EAL3 1500000.00000000 PA USD 1502199.75000000 0.691056125194 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.73000000 N N N N N N Wellington Management CLO 1 Ltd 213800W7PWM3WCMD7X28 94957JAA2 1000000.00000000 PA USD 1006017.90000000 0.462797861502 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 7.12000000 N N N N N N Regatta XXIV Funding Ltd. N/A 75889HAA8 2000000.00000000 PA USD 2003998.60000000 0.921898374307 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.74000000 N N N N N N Regatta XXII Funding Ltd. N/A 758968AA9 2000000.00000000 PA USD 2001878.00000000 0.920922835855 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 6.86000000 N N N N N N Voya CLO Ltd N/A 92918EAL1 1150000.00000000 PA USD 1150428.03000000 0.529230774220 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 6.74000000 N N N N N N Elmwood CLO 18 Ltd N/A 29003MAL1 1250000.00000000 PA USD 1256808.00000000 0.578168693339 Long ABS-CBDO CORP KY N 2 2033-07-17 Floating 8.07000000 N N N N N N Crown Point CLO Ltd N/A 22846DAJ2 2000000.00000000 PA USD 1999938.60000000 0.920030654739 Long ABS-CBDO CORP KY N 2 2034-07-14 Floating 6.78000000 N N N N N N RR Ltd N/A 74980FAG0 1000000.00000000 PA USD 1002703.70000000 0.461273231898 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 7.16000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAA4 1250000.00000000 PA USD 1251652.88000000 0.575797186320 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.81000000 N N N N N N HalseyPoint CLO Ltd. 5493001PG85K1980W896 40639GAA7 3050000.00000000 PA USD 3074247.50000000 1.414244387430 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.77000000 N N N N N N Beechwood Park CLO Ltd. N/A 07355TAU6 3000000.00000000 PA USD 3002022.60000000 1.381018806387 Long ABS-CBDO CORP KY N 2 2035-01-17 Floating 6.62000000 N N N N N N Madison Park Funding Ltd N/A 55822EAA7 1750000.00000000 PA USD 1752586.50000000 0.806241404152 Long ABS-CBDO CORP KY N 2 2034-01-18 Floating 6.73000000 N N N N N N Symphony CLO Ltd 254900R36BJSADLUH162 871980AQ1 2000000.00000000 PA USD 2011336.20000000 0.925273886402 Long ABS-CBDO CORP JE N 2 2036-10-24 Floating 7.02000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAJ9 1250000.00000000 PA USD 1250749.13000000 0.575381434704 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 6.71000000 N N N N N N Valley Stream Park CLO, Ltd 213800DEME82SWN32S20 92013AAJ8 3670000.00000000 PA USD 3679187.48000000 1.692534593879 Long ABS-CBDO CORP JE N 2 2034-10-20 Floating 6.95000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186UAL6 3250000.00000000 PA USD 3255308.23000000 1.497537655519 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 6.67000000 N N N N N N Carlyle Global Market Strategies N/A 14317YAA2 1000000.00000000 PA USD 1001116.90000000 0.460543257166 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.71000000 N N N N N N Clover CLO N/A 00142QAA9 1000000.00000000 PA USD 999372.00000000 0.459740551779 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 6.75000000 N N N N N N Whitebox CLO IV Ltd 549300SN372GTCE2YI66 96467KAE9 750000.00000000 PA USD 752997.68000000 0.346401108787 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 7.92000000 N N N N N N OHA Loan Funding Ltd 54930016024GMIAF7A82 67110UAN9 1800000.00000000 PA USD 1805987.34000000 0.830807363221 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 7.19000000 N N N N N N Canyon Capital CLO Ltd N/A 13877PAA5 1500000.00000000 PA USD 1501852.50000000 0.690896379967 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.76000000 N N N N N N Ballyrock Ltd 254900GXTF670X967J67 05874XAC3 1500000.00000000 PA USD 1507611.30000000 0.693545597565 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 7.29000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 3560000.00000000 NS USD 3560000.00000000 1.637704842975 Long STIV RF US N 1 N N N Pikes Peak CLO 635400BKNXKWEO3G2J74 72132YAL9 1650000.00000000 PA USD 1653872.55000000 0.760830079999 Long ABS-CBDO CORP KY N 2 2034-05-18 Floating 6.75000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RBC0 2000000.00000000 PA USD 2022921.20000000 0.930603327583 Long ABS-CBDO CORP JE N 2 2036-11-15 Floating 7.96000000 N N N N N N Clover CLO N/A 00141YAA3 1500000.00000000 PA USD 1501778.25000000 0.690862222780 Long ABS-CBDO CORP KY N 2 2034-04-22 Floating 6.69000000 N N N N N N Regatta XVIII Funding Ltd N/A 75884EAA0 1000000.00000000 PA USD 1001277.90000000 0.460617321908 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.69000000 N N N N N N GoldenTree Loan Management US CLO, LTD N/A 38138KAC4 1250000.00000000 PA USD 1251323.38000000 0.575645606616 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.72000000 N N N N N N Madison Park Funding Ltd 254900YXXBTCF4NGD347 55819XAY8 1250000.00000000 PA USD 1250963.88000000 0.575480226028 Long ABS-CBDO CORP KY N 2 2033-01-15 Floating 6.85000000 N N N N N N Palmer Square CLO Ltd 5493006ZPBFJJGSXB826 69689ABJ8 1000000.00000000 PA USD 1001240.80000000 0.460600254815 Long ABS-CBDO CORP KY N 2 2034-05-21 Floating 6.71000000 N N N N N N Ballyrock Ltd 2549003CI27B7ZDOMR46 05876KAA3 1000000.00000000 PA USD 1001217.40000000 0.460589490126 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.72000000 N N N N N N Apidos CLO Ltd 549300DDYHDQJDDDWB27 03768MAJ6 5000000.00000000 PA USD 5007061.00000000 2.303395519317 Long ABS-CBDO CORP KY N 2 2034-10-24 Floating 6.73000000 N N N N N N Palmer Square CLO Ltd N/A 69702EAA3 1525000.00000000 PA USD 1525403.82000000 0.701730680760 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.76000000 N N N N N N HalseyPoint CLO Ltd. 549300CMJUK1VCINNF57 40637LAA8 1250000.00000000 PA USD 1251295.25000000 0.575632665987 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.81000000 N N N N N N Flatiron CLO Ltd N/A 33883JAN1 2875000.00000000 PA USD 2878755.33000000 1.324312231933 Long ABS-CBDO CORP KY N 2 2034-11-16 Floating 6.67000000 N N N N N N OCP CLO Ltd 254900MN6N176YEZLX15 671078AN3 1750000.00000000 PA USD 1751586.03000000 0.805781158488 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 6.68000000 N N N N N N Madison Park Funding Ltd N/A 55819GAS8 1000000.00000000 PA USD 1004100.10000000 0.461915617022 Long ABS-CBDO CORP KY N 2 2032-04-25 Floating 7.74000000 N N N N N N Oaktree CLO Ltd N/A 67402FAJ8 1500000.00000000 PA USD 1502123.25000000 0.691020932941 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.74000000 N N N N N N Sixth Street CLO LTD. N/A 83012QAA2 1250000.00000000 PA USD 1250677.75000000 0.575348597802 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.75000000 N N N N N N Rad CLO Ltd N/A 75009AAJ9 1000000.00000000 PA USD 1002641.00000000 0.461244388052 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 7.28000000 N N N N N N Oaktree CLO Ltd N/A 67389BAC9 1500000.00000000 PA USD 1502716.65000000 0.691293914416 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 7.34000000 N N N N N N AB BSL CLO 4 Ltd N/A 00037VAC2 1000000.00000000 PA USD 1007371.70000000 0.463420649372 Long ABS-CBDO CORP JE N 2 2036-04-20 Floating 7.82000000 N N N N N N Battery Park CLO Ltd 549300H738INUT5W2X22 07134CAA5 2000000.00000000 PA USD 2013630.00000000 0.926329101955 Long ABS-CBDO CORP KY N 2 2035-10-20 Floating 7.53000000 N N N N N N Canyon Capital CLO Ltd 549300IVUME0ILZ1W208 13876LAJ6 1500000.00000000 PA USD 1499832.00000000 0.689966890463 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.77000000 N N N N N N Apidos CLO Ltd 5493001VH1Y9SEPJKZ47 03768WAL9 1250000.00000000 PA USD 1251811.50000000 0.575870156191 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 6.74000000 N N N N N N Cedar Funding Ltd 5493002XZZZCKFWQIL45 15032QAA0 1000000.00000000 PA USD 999330.00000000 0.459721230542 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 6.64000000 N N N N N N Oaktree CLO Ltd N/A 67400EAS3 1000000.00000000 PA USD 1001961.60000000 0.460931844043 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.34000000 N N N N N N Wellman Park CLO Ltd N/A 949723AC4 1350000.00000000 PA USD 1354843.13000000 0.623267740301 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 7.19000000 N N N N N N CIFC Funding Ltd 549300ZXX0SJBZWIWI81 12550TAY1 1750000.00000000 PA USD 1751691.03000000 0.805829461580 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.66000000 N N N N N N Flatiron CLO Ltd 254900WPX2H2R5L2RO76 33883DAA2 1000000.00000000 PA USD 1009834.30000000 0.464553517896 Long ABS-CBDO CORP US N 2 2036-04-17 Floating 7.12000000 N N N N N N Carval CLO LTD 2549009HBUYMF23IOB57 14688HAE2 1000000.00000000 PA USD 1003010.90000000 0.461414552945 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 7.42000000 N N N N N N Elmwood CLO IV Ltd N/A 29002GAB7 4000000.00000000 PA USD 4002095.60000000 1.841081838811 Long ABS-CBDO CORP KY N 2 2033-04-15 Floating 6.83000000 N N N N N N Symphony CLO Ltd 54930054F3QGDZOYIH14 87168BAC4 1500000.00000000 PA USD 1501835.85000000 0.690888720477 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 6.73000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186RAN9 4000000.00000000 PA USD 4005842.80000000 1.842805661167 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.76000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAS4 4000000.00000000 PA USD 4024099.60000000 1.851204326835 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.88000000 N N N N N N Ballyrock Ltd N/A 05874WAA9 1500000.00000000 PA USD 1498989.75000000 0.689579430658 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 6.65000000 N N N N N N Bain Capital Credit CLO, Limited 254900QJNS3TYDIDQH27 05682CAA5 1000000.00000000 PA USD 1007955.10000000 0.463689030553 Long ABS-CBDO CORP JE N 2 2036-07-24 Floating 7.12000000 N N N N N N Pikes Peak CLO 549300NJA5BS4BQQJL72 72133CAC6 1500000.00000000 PA USD 1504012.05000000 0.691889836566 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.34000000 N N N N N N AGL CLO 7 LTD N/A 008511AL1 1000000.00000000 PA USD 1001156.90000000 0.460561658344 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.79000000 N N N N N N CIFC Funding Ltd N/A 12547LAL2 1040000.00000000 PA USD 1040012.58000000 0.478436415455 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.76000000 N N N N N N CIFC Funding Ltd 254900RRJV30GDUWIX97 12553DAL1 1090000.00000000 PA USD 1092278.43000000 0.502480245698 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 7.14000000 N N N N N N Elmwood CLO 23 Ltd N/A 29003YAA9 2500000.00000000 PA USD 2508617.00000000 1.154037699457 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 7.13000000 N N N N N N RRX Ltd N/A 402562AA0 1250000.00000000 PA USD 1251287.88000000 0.575629275570 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 6.79000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAA8 4000000.00000000 PA USD 4005953.60000000 1.842856632430 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 6.75000000 N N N N N N TICP CLO Ltd N/A 87250RAB0 1000000.00000000 PA USD 1003456.40000000 0.461619496065 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 7.29000000 N N N N N N Kings Park CLO Ltd N/A 496094AA1 1500000.00000000 PA USD 1501715.10000000 0.690833171921 Long ABS-CBDO CORP KY N 2 2035-01-21 Floating 6.72000000 N N N N N N Regatta VI Funding Ltd. 2549001NU08X5ZRD6A39 75887NAY5 1500000.00000000 PA USD 1508124.45000000 0.693781661678 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 7.29000000 N N N N N N Oak Hill Credit Partners N/A 67115LAA2 2300000.00000000 PA USD 2303404.00000000 1.059633675878 Long ABS-CBDO CORP KY N 2 2034-10-18 Floating 6.74000000 N N N N N N Oaktree CLO Ltd N/A 67402PAA5 2650000.00000000 PA USD 2659356.62000000 1.223382363980 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 6.85000000 N N N N N N Carval CLO LTD N/A 14687MAA0 1800000.00000000 PA USD 1802744.28000000 0.829315460112 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.79000000 N N N N N N Ballyrock Ltd N/A 05874VAA1 2000000.00000000 PA USD 2011083.60000000 0.925157682962 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 7.30000000 N N N N N N RRX Ltd N/A 40257DAA5 1000000.00000000 PA USD 1001260.00000000 0.460609087381 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 6.69000000 N N N N N N Golub Capital Partners CLO, LTD 2549005QZPXI5WPU4V74 38178AAA1 1250000.00000000 PA USD 1252706.13000000 0.576281712338 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.91000000 N N N N N N Apidos CLO Ltd 549300CXPXW83QGWOL98 03768RAC0 1250000.00000000 PA USD 1252504.63000000 0.576189016404 Long ABS-CBDO CORP KY N 2 2033-01-20 Floating 6.91000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300LOEERRNVSKVY31 38136NAQ9 1000000.00000000 PA USD 1001172.10000000 0.460568650792 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.74000000 N N N N N N ARES CLO Ltd N/A 04020FAA2 1000000.00000000 PA USD 1009435.20000000 0.464369920143 Long ABS-CBDO CORP JE N 2 2036-10-15 Floating 7.08000000 N N N N N N Apidos CLO Ltd 549300OGB01ASKLNI660 03769HAA5 1750000.00000000 PA USD 1751986.25000000 0.805965271474 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 6.72000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38177DAA6 4000000.00000000 PA USD 4003878.80000000 1.841902163327 Long ABS-CBDO CORP KY N 2 2033-04-17 Floating 6.89000000 N N N N N N HalseyPoint CLO Ltd. 5493000LI3XMVBCJEF82 40638LAA7 3375000.00000000 PA USD 3415166.55000000 1.571077190590 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 7.57000000 N N N N N N Carval CLO LTD 254900KRTGHP264UWC15 14686BAA5 2000000.00000000 PA USD 2004367.00000000 0.922067849157 Long ABS-CBDO CORP JE N 2 2035-01-20 Floating 7.52000000 N N N N N N Madison Park Funding Ltd N/A 55817KAE2 2000000.00000000 PA USD 2015713.60000000 0.927287619317 Long ABS-CBDO CORP KY N 2 2034-10-21 Floating 8.17000000 N N N N N N 37 Capital CLO Ltd 549300GZ8MP9ZGVMJ424 88430TAA9 2000000.00000000 PA USD 2000533.40000000 0.920304280256 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.79000000 N N N N N N TCW Gem Ltd N/A 87190CAW0 1000000.00000000 PA USD 1002128.70000000 0.461008714964 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 6.75000000 N N N N N N CIFC Funding Ltd N/A 12562RAA3 3000000.00000000 PA USD 3004924.20000000 1.382353627840 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.91000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08179PAA0 2500000.00000000 PA USD 2502992.00000000 1.151450033800 Long ABS-CBDO CORP JE N 2 2035-07-20 Floating 7.12000000 N N N N N N OHA Loan Funding Ltd 25490072LQI0R2J4XC93 67109BDC5 1500000.00000000 PA USD 1502366.40000000 0.691132789102 Long ABS-CBDO CORP KY N 2 2037-01-19 Floating 6.74000000 N N N N N N OCP CLO Ltd N/A 67116HAC6 3000000.00000000 PA USD 3026000.40000000 1.392049300540 Long ABS-CBDO CORP JE N 2 2036-04-17 Floating 7.87000000 N N N N N N Carval CLO LTD 254900NZG2CMHKHNPU97 14686NAA9 1500000.00000000 PA USD 1508540.85000000 0.693973217941 Long ABS-CBDO CORP JE N 2 2035-10-22 Floating 7.62000000 N N N N N N RR Ltd 549300RLLUH00ZYECJ34 74989HAA0 2000000.00000000 PA USD 2001958.00000000 0.920959638211 Long ABS-CBDO CORP KY N 2 2036-01-15 Floating 6.95000000 N N N N N N Aimco 2549009AFNTQKXTAWE65 00901QAC6 2000000.00000000 PA USD 2011056.40000000 0.925145170161 Long ABS-CBDO CORP JE N 2 2036-10-16 Floating 7.56000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907AN7 1000000.00000000 PA USD 1005225.50000000 0.462433334166 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 6.97000000 N N N N N N New Mountain CLO Ltd 549300CEYMYPINCEX579 647550AC6 1000000.00000000 PA USD 1004408.60000000 0.462057536108 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 7.29000000 N N N N N N Symphony CLO Ltd N/A 87166VAL2 1000000.00000000 PA USD 1001504.30000000 0.460721472575 Long ABS-CBDO CORP KY N 2 2032-01-16 Floating 7.24000000 N N N N N N Birch Grove CLO Ltd. N/A 090976AA9 2500000.00000000 PA USD 2512375.00000000 1.155766490131 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 7.52000000 N N N N N N Octagon 66 Ltd N/A 67577WAP6 1750000.00000000 PA USD 1761329.68000000 0.810263524441 Long ABS-CBDO CORP KY N 2 2036-11-16 Floating 7.08000000 N N N N N N Bryant Park Funding Ltd N/A 117650AA9 1000000.00000000 PA USD 1006797.60000000 0.463156546465 Long ABS-CBDO CORP KY N 2 2036-10-18 Floating 7.38000000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAN0 1800000.00000000 PA USD 1801881.00000000 0.828918325889 Long ABS-CBDO CORP KY N 2 2034-10-17 Floating 6.71000000 N N N N N N Flatiron CLO Ltd N/A 33883PAC1 1250000.00000000 PA USD 1256080.00000000 0.577833791900 Long ABS-CBDO CORP KY N 2 2034-07-19 Floating 6.70000000 N N N N N N Sixth Street CLO LTD. N/A 83012FAA6 4250000.00000000 PA USD 4258452.40000000 1.959013516589 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 6.83000000 N N N N N N Palmer Square CLO Ltd 549300Y43K78UTRMTN21 69700GAJ1 1000000.00000000 PA USD 1001249.90000000 0.460604441083 Long ABS-CBDO CORP KY N 2 2034-11-14 Floating 6.72000000 N N N N N N ARES CLO Ltd N/A 04018NAN1 1500000.00000000 PA USD 1501809.45000000 0.690876575699 Long ABS-CBDO CORP KY N 2 2034-10-25 Floating 6.75000000 N N N N N N Madison Park Funding Ltd 2138008EAUXBYEZRP521 55822NAA7 1250000.00000000 PA USD 1259289.50000000 0.579310256420 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 7.04000000 N N N N N N Sixth Street CLO LTD. N/A 83012KAC1 1000000.00000000 PA USD 1004392.70000000 0.462050221640 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 7.29000000 N N N N N N Neuberger Berman CLO Ltd 549300RVE5T2OYI2H743 64132TAJ2 1000000.00000000 PA USD 1001379.20000000 0.460663922891 Long ABS-CBDO CORP KY N 2 2033-10-16 Floating 6.67000000 N N N N N N Oak Hill Credit Partners N/A 67112RAS3 3000000.00000000 PA USD 3003606.00000000 1.381747217019 Long ABS-CBDO CORP KY N 2 2035-07-02 Floating 6.73000000 N N N N N N Eaton Vance CDO Ltd 549300FU3GAH1NNHOO94 27829PAL0 2250000.00000000 PA USD 2250906.98000000 1.035483500627 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 6.74000000 N N N N N N CIFC Funding Ltd N/A 12547DAA4 2000000.00000000 PA USD 2001913.80000000 0.920939304909 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.64000000 N N N N N N Birch Grove CLO Ltd. 254900WH1INTG23INE62 09077TAA3 1890000.00000000 PA USD 1901151.00000000 0.874585449417 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 6.93000000 N N N N N N 2024-05-30 BlackRock ETF Trust II Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX