NPORT-P false 0001804196 XXXXXXXX S000079064 C000239899 BlackRock ETF Trust II 811-23511 0001804196 549300PLJCTZLQ2LE832 100 BELLEVUE PARKWAY WILMINGTON 19809 800-441-7762 iShares AAA CLO Active ETF S000079064 529900KNSFG5S5J6YP44 2025-07-31 2025-04-30 N 796567712.76 243671.03 796324041.73 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 0.00000000 USD N GoldenTree Loan Management US CLO, LTD 549300CQMHYJ3DLMP206 38138JAN3 3675000.00000000 PA USD 3675000.37000000 0.461495594433 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.77000000 N N N N N N Bridge Street CLO Ltd N/A 10805YAL5 1000000.00000000 PA USD 1001216.10000000 0.125729734069 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.82000000 N N N N N N Elmwood CLO 19 Ltd N/A 29004JAN3 1000000.00000000 PA USD 1002499.90000000 0.125890949847 Long ABS-CBDO CORP KY N 2 2036-10-17 Floating 6.68000000 N N N N N N Pikes Peak CLO 21380087HZCMQFA48I12 72133LAM4 3000000.00000000 PA USD 2986500.00000000 0.375035769799 Long ABS-CBDO CORP JE N 2 2038-04-20 Floating 5.49000000 N N N N N N Sycamore Tree CLO Ltd N/A 87122VAS0 3450000.00000000 PA USD 3453062.91000000 0.433625349612 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.66000000 N N N N N N Bryant Park Funding Ltd 5493000N8L82QL1KEO96 11766CAA2 1920000.00000000 PA USD 1922716.80000000 0.241449045770 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.88000000 N N N N N N Regatta XIX Funding Ltd N/A 75888EAG3 1815000.00000000 PA USD 1813729.14000000 0.227762700226 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 6.12000000 N N N N N N Dryden Senior Loan Fund 549300BH0PFEW6WVTN52 26244GAS4 852600.93000000 PA USD 850527.83000000 0.106806750195 Long ABS-CBDO CORP KY N 2 2031-08-15 Floating 5.47000000 N N N N N N Sculptor CLO Ltd 254900HDB8TKKOZR3P46 81124BAA4 5375000.00000000 PA USD 5372914.50000000 0.674714590850 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.67000000 N N N N N N American Money Management Corporation N/A 03166GAA6 3000000.00000000 PA USD 2994836.10000000 0.376082592394 Long ABS-CBDO CORP KY N 2 2038-02-20 Floating 5.60000000 N N N N N N Ballyrock Ltd 254900GXTF670X967J67 05874XAQ2 1000000.00000000 PA USD 990400.20000000 0.124371505580 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.97000000 N N N N N N 522 Funding CLO LTD 549300HKB0UTKU91DG08 33829WAE9 2500000.00000000 PA USD 2495000.25000000 0.313314695934 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 6.11000000 N N N N N N Apidos CLO Ltd N/A 03766HAA8 3250000.00000000 PA USD 3246328.80000000 0.407664296176 Long ABS-CBDO CORP JE N 2 2035-04-21 Floating 5.57000000 N N N N N N Trestles CLO LTD 254900EO5I6CR0IOWS98 89532WAA7 1830000.00000000 PA USD 1826962.38000000 0.229424491069 Long ABS-CBDO CORP KY N 2 2034-07-21 Floating 5.70000000 N N N N N N CIFC Funding Ltd 635400VBVF8AYJQBI411 17181NAC8 2000000.00000000 PA USD 1996000.00000000 0.250651731632 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 5.59000000 N N N N N N Ballyrock Ltd N/A 05874VAE3 1000000.00000000 PA USD 1002217.60000000 0.125855499455 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 7.48000000 N N N N N N Rad CLO Ltd N/A 74923VAA8 5000000.00000000 PA USD 5007486.50000000 0.628825231638 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 6.10000000 N N N N N N 522 Funding CLO LTD 549300HKB0UTKU91DG08 33829WAC3 1750000.00000000 PA USD 1745814.88000000 0.219234229850 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.59000000 N N N N N N Oaktree CLO Ltd N/A 67400EBE3 3000000.00000000 PA USD 2995391.70000000 0.376152362986 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.65000000 N N N N N N Regatta XXVIII Funding Ltd. N/A 75901PAA4 1000000.00000000 PA USD 1001068.10000000 0.125711148670 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.83000000 N N N N N N Bryant Park Funding Ltd 391200W7QGMU3U2OCV81 11765CAA3 1500000.00000000 PA USD 1501806.75000000 0.188592416064 Long ABS-CBDO CORP KY N 2 2037-05-15 Floating 5.89000000 N N N N N N RR Ltd N/A 74980FAQ8 3350000.00000000 PA USD 3342878.91000000 0.419788771256 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.61000000 N N N N N N AGL Core CLO 15 Ltd 5493001O95I190NV0196 00121GAA6 4000000.00000000 PA USD 4000000.00000000 0.502308079423 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.68000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38180BAA5 3000000.00000000 PA USD 3000000.00000000 0.376731059567 Long ABS-CBDO CORP JE N 2 2037-10-25 Floating 5.65000000 N N N N N N New Mountain CLO Ltd N/A 64754JAA0 3600000.00000000 PA USD 3600000.00000000 0.452077271480 Long ABS-CBDO CORP BM N 2 2036-04-20 Floating 6.22000000 N N N N N N Silver Point CLO, Ltd 254900IB4JHW6SUR0Q75 82809BAG1 1000000.00000000 PA USD 989630.20000000 0.124274811275 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 6.37000000 N N N N N N Apidos CLO Ltd 5493008YDOADR1DMZM86 03765LAR3 5560000.00000000 PA USD 5562779.44000000 0.698557264190 Long ABS-CBDO CORP KY N 2 2031-07-16 Floating 6.07000000 N N N N N N Generate CLO Ltd. 21380057FWYXY89TJK26 37149PAA6 1500000.00000000 PA USD 1499444.55000000 0.188295778028 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.67000000 N N N N N N Trinitas CLO Ltd 549300IUAXGLQ814UD95 89640YBN3 5000000.00000000 PA USD 5000000.00000000 0.627885099279 Long ABS-CBDO CORP KY N 2 2034-01-25 Floating 5.61000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38181JAA7 2000000.00000000 PA USD 1975443.40000000 0.248070295065 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.42000000 N N N N N N CIFC Funding Ltd N/A 12565EAJ0 7500000.00000000 PA USD 7459884.75000000 0.936790095372 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.52000000 N N N N N N BBAM US CLO LTD. 549300LRECI1GZTZLF38 054978AL5 2000000.00000000 PA USD 1973826.00000000 0.247867186793 Long ABS-CBDO CORP KY N 2 2038-03-30 Floating 5.46000000 N N N N N N Wellington Management CLO 213800W7PWM3WCMD7X28 94957JAA2 2000000.00000000 PA USD 2004030.80000000 0.251660215563 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 6.07000000 N N N N N N Carval CLO LTD 2549009HBUYMF23IOB57 14688HAA0 3750000.00000000 PA USD 3756516.75000000 0.471732178503 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.95000000 N N N N N N Regatta XXVII Funding Ltd. 213800A3LAH3GG226R43 758970AA5 3000000.00000000 PA USD 3002976.60000000 0.377104852124 Long ABS-CBDO CORP JE N 2 2037-04-26 Floating 5.81000000 N N N N N N AGL Core CLO 549300EIBQDZ5WXOZ105 001200AJ3 1000000.00000000 PA USD 1000994.50000000 0.125701906202 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.73000000 N N N N N N Voya CLO Ltd N/A 92918EAL1 1500000.00000000 PA USD 1497120.75000000 0.188003962149 Long ABS-CBDO CORP KY N 2 2034-07-16 Floating 5.67000000 N N N N N N Elmwood CLO 31 Ltd N/A 29003HAA6 4000000.00000000 PA USD 3997547.60000000 0.502000114339 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.63000000 N N N N N N Oaktree CLO Ltd 254900WZ1Z6PQ6U3P013 67389DAA9 1000000.00000000 PA USD 1000000.00000000 0.125577019855 Long ABS-CBDO CORP JE N 2 2036-04-15 Floating 6.16000000 N N N N N N Bryant Park Funding Ltd 391200WG98O5N39H7C57 117913AA1 2000000.00000000 PA USD 1998615.80000000 0.250980216000 Long ABS-CBDO CORP KY N 2 2038-01-18 Floating 5.65000000 N N N N N N Regatta Funding 254900TUAAER6MTE4E64 75887XAN7 2000000.00000000 PA USD 2000155.40000000 0.251173554380 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.68000000 N N N N N N Trestles CLO LTD 254900F81BZ53L0B6092 89532XAC1 3700000.00000000 PA USD 3699777.26000000 0.464607002441 Long ABS-CBDO CORP KY N 2 2037-10-25 Floating 5.66000000 N N N N N N Diameter Capital CLO N/A 25255WAA6 4000000.00000000 PA USD 4000000.40000000 0.502308129654 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.75000000 N N N N N N CIFC Funding Ltd 254900PA63PFHC11GD90 17181TAJ0 5000000.00000000 PA USD 4939701.00000000 0.620312930558 Long ABS-CBDO CORP KY N 2 2038-01-17 Floating 5.49000000 N N N N N N Symphony CLO Ltd 25490001HYY3IX1I5Z32 871989AP4 4000000.00000000 PA USD 3986000.00000000 0.500550001145 Long ABS-CBDO CORP BM N 2 2038-01-05 Floating 5.55000000 N N N N N N Crown Point CLO Ltd N/A 22846DAJ2 2000000.00000000 PA USD 1997101.80000000 0.250790092392 Long ABS-CBDO CORP KY N 2 2034-07-14 Floating 5.69000000 N N N N N N Oak Hill Credit N/A 67115LAJ3 3300000.00000000 PA USD 3298030.23000000 0.414156807677 Long ABS-CBDO CORP KY N 2 2037-10-18 Floating 5.62000000 N N N N N N Cedar Funding Ltd N/A 15034AAL9 2000000.00000000 PA USD 1999878.20000000 0.251138744430 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.64000000 N N N N N N OCP CLO Ltd 254900QIJ8IQOK988683 67110DBA4 4250000.00000000 PA USD 4246046.65000000 0.533205884475 Long ABS-CBDO CORP KY N 2 2036-04-26 Floating 5.70000000 N N N N N N Carlyle Global Market Strategies N/A 14318JAA4 1000000.00000000 PA USD 998381.50000000 0.125373773449 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.65000000 N N N N N N Beechwood Park CLO Ltd. N/A 07355TAU6 3000000.00000000 PA USD 2993915.70000000 0.375967011305 Long ABS-CBDO CORP KY N 2 2035-01-17 Floating 5.58000000 N N N N N N Neuberger Berman CLO Ltd 549300IN02DS1MN5HW62 64135JAL6 5000000.00000000 PA USD 4983124.50000000 0.625765924280 Long ABS-CBDO CORP JE N 2 2035-07-25 Floating 5.43000000 N N N N N N Neuberger Berman CLO Ltd 5493008RV69QDGFCMY47 64135FAN0 3000000.00000000 PA USD 2998809.90000000 0.376581610356 Long ABS-CBDO CORP JE N 2 2038-10-24 Floating 5.63000000 N N N N N N Symphony CLO Ltd 254900R36BJSADLUH162 871980AQ1 2000000.00000000 PA USD 2003122.20000000 0.251546116283 Long ABS-CBDO CORP JE N 2 2036-10-24 Floating 6.00000000 N N N N N N AGL CLO Ltd. 254900MM5EQZ35CZG002 00119BAA1 1925000.00000000 PA USD 1924495.46000000 0.241672404592 Long ABS-CBDO CORP JE N 2 2037-04-21 Floating 5.84000000 N N N N N N Rad CLO 12 Ltd N/A 75009PAA5 3600000.00000000 PA USD 3600000.00000000 0.452077271480 Long ABS-CBDO CORP KY N 2 2034-10-30 Floating 5.71000000 N N N N N N Sycamore Tree CLO Ltd N/A 87122FAN6 3000000.00000000 PA USD 3004637.10000000 0.377313372766 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.92000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05682GAA6 2000000.00000000 PA USD 1994933.60000000 0.250517816298 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 5.59000000 N N N N N N AB BSL CLO N/A 00037LAA8 4700000.00000000 PA USD 4686165.55000000 0.588474704320 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.62000000 N N N N N N RR Ltd 54930003V8ISBLDELD80 749752AE1 1000000.00000000 PA USD 1000200.00000000 0.125602135259 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 6.12000000 N N N N N N OCP CLO Ltd 254900FZYL5HDKV64882 67092DBD0 5150000.00000000 PA USD 5145975.28000000 0.646216239914 Long ABS-CBDO CORP KY N 2 2038-01-26 Floating 5.59000000 N N N N N N OHA Loan Funding Ltd 54930016024GMIAF7A82 67110UBA6 1800000.00000000 PA USD 1783980.36000000 0.224026937090 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.97000000 N N N N N N Sixth Street CLO LTD. N/A 83012FAL2 5250000.00000000 PA USD 5223750.00000000 0.655982957471 Long ABS-CBDO CORP KY N 2 2038-04-17 Floating 5.43000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186UAL6 2000000.00000000 PA USD 1998000.00000000 0.250902885671 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.62000000 N N N N N N Warwick Capital CLO Ltd N/A 93656FAA6 5000000.00000000 PA USD 4997791.00000000 0.627607699642 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.68000000 N N N N N N Aimco N/A 00900GAN5 5000000.00000000 PA USD 4987500.00000000 0.626315386530 Long ABS-CBDO CORP KY N 2 2037-10-17 Floating 5.59000000 N N N N N N Carval CLO LTD 254900DAR7W0XP2CHD65 146918AA5 1750000.00000000 PA USD 1751451.28000000 0.219942032165 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.73000000 N N N N N N Clover CLO N/A 18914HAA7 2000000.00000000 PA USD 1999880.00000000 0.251138970469 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.65000000 N N N N N N GoldenTree Loan Management US CLO, LTD 549300TS068SCJRDSP12 38139FAC4 3200000.00000000 PA USD 3205216.96000000 0.402501593828 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 6.02000000 N N N N N N ARES CLO Ltd N/A 04021MAA6 6500000.00000000 PA USD 6433339.90000000 0.807879652361 Long ABS-CBDO CORP KY N 2 2038-01-24 Floating 5.54000000 N N N N N N AB BSL CLO N/A 00037QAJ8 5000000.00000000 PA USD 4948674.50000000 0.621439795946 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.52000000 N N N N N N Apidos CLO Ltd 254900XJH54T9O9TH452 03771NAG5 1000000.00000000 PA USD 969912.00000000 0.121798658482 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.96000000 N N N N N N OCP CLO 2024-33 Ltd 213800MSZWCRHL4TG372 671080AA7 1000000.00000000 PA USD 1001357.70000000 0.125747515775 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.77000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAY6 1000000.00000000 PA USD 988200.40000000 0.124095261252 Long ABS-CBDO CORP KY N 2 2036-07-24 Floating 6.03000000 N N N N N N Aimco N/A 00901JAA6 3000000.00000000 PA USD 2956581.00000000 0.371278630942 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.39000000 N N N N N N CIFC Funding Ltd 549300QSQ98IRWUWDV20 12549FBY4 1000000.00000000 PA USD 999820.00000000 0.125554415992 Long ABS-CBDO CORP KY N 2 2031-04-27 Floating 5.63000000 N N N N N N Canyon Capital CLO Ltd N/A 13877PAA5 2500000.00000000 PA USD 2496237.25000000 0.313470034708 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.69000000 N N N N N N Elmwood CLO II Ltd. N/A 29001LAW1 2500000.00000000 PA USD 2500000.00000000 0.313942549639 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.62000000 N N N N N N Oak Hill Credit 254900ZA7EPUCGQUTA43 67109SAA5 4700000.00000000 PA USD 4695300.00000000 0.589621781329 Long ABS-CBDO CORP BM N 2 2037-04-20 Floating 5.75000000 N N N N N N Bain Capital Credit CLO, Limited N/A 05683HAW5 4355000.00000000 PA USD 4354939.03000000 0.546880265041 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.68000000 N N N N N N Birch Grove CLO Ltd. N/A 09077CAQ5 5820000.00000000 PA USD 5809815.58000000 0.729579326448 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.74000000 N N N N N N CIFC Funding Ltd N/A 12564DAA2 1200000.00000000 PA USD 1197499.92000000 0.150378471231 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.66000000 N N N N N N Diameter Capital CLO N/A 25256JAA4 1000000.00000000 PA USD 1000154.40000000 0.125596408947 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.67000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RBC0 2000000.00000000 PA USD 2004585.60000000 0.251729885693 Long ABS-CBDO CORP JE N 2 2036-11-15 Floating 6.97000000 N N N N N N HalseyPoint CLO 3, Ltd. N/A 40638UAS8 1240000.00000000 PA USD 1237830.12000000 0.155443017557 Long ABS-CBDO CORP KY N 2 2037-07-30 Floating 5.76000000 N N N N N N OHA Credit Partners Ltd 549300LXLBAFTIMXZT54 67102QBK3 2000000.00000000 PA USD 1979358.80000000 0.248561979329 Long ABS-CBDO CORP KY N 2 2038-02-20 Floating 5.46000000 N N N N N N Trinitas CLO Ltd 2549000HOL90CNMWDO78 89643BAA9 930000.00000000 PA USD 929070.09000000 0.116669853139 Long ABS-CBDO CORP KY N 2 2037-07-23 Floating 5.77000000 N N N N N N Diameter Capital CLO 254900L1QJX98W5ORK78 25255JAL1 6000000.00000000 PA USD 5996341.20000000 0.753002657934 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.59000000 N N N N N N Palmer Square CLO Ltd 549300IUW4WDDDVSMS20 69701RAY3 2500000.00000000 PA USD 2498754.25000000 0.313786112067 Long ABS-CBDO CORP JE N 2 2036-11-15 Floating 5.97000000 N N N N N N KKR Financial CLO Ltd N/A 481952AA7 5000000.00000000 PA USD 5005314.50000000 0.628552478351 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.82000000 N N N N N N Birch Grove CLO Ltd. N/A 09075JAU3 5000000.00000000 PA USD 5006759.50000000 0.628733937144 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.87000000 N N N N N N Ballyrock Ltd N/A 05875MAX0 2840000.00000000 PA USD 2836672.37000000 0.356220862531 Long ABS-CBDO CORP KY N 2 2036-02-20 Floating 5.72000000 N N N N N N Oak Hill Credit N/A 67707EBJ2 7750000.00000000 PA USD 7668532.78000000 0.962991493179 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.51000000 N N N N N N Generate CLO Ltd. 549300LO5FP76OLGQK93 37149HAL0 2000000.00000000 PA USD 2000000.00000000 0.251154039711 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.68000000 N N N N N N Birch Grove CLO Ltd. N/A 09077LAL6 3000000.00000000 PA USD 3000519.30000000 0.376796271713 Long ABS-CBDO CORP KY N 2 2037-10-19 Floating 5.67000000 N N N N N N Oak Hill Credit N/A 67098WAN1 4955000.00000000 PA USD 4955000.00000000 0.622234133385 Long ABS-CBDO CORP KY N 2 2037-02-24 Floating 5.57000000 N N N N N N Trinitas CLO Ltd N/A 89640BAA2 2000000.00000000 PA USD 2004866.00000000 0.251765097490 Long ABS-CBDO CORP BM N 2 2037-01-23 Floating 6.13000000 N N N N N N RR Ltd N/A 74980FAS4 1000000.00000000 PA USD 989900.10000000 0.124308704512 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.96000000 N N N N N N CIFC Funding Ltd 549300O8WGQU5B6HEB94 12548RAH7 5000000.00000000 PA USD 4998613.00000000 0.627710923952 Long ABS-CBDO CORP KY N 2 2037-10-24 Floating 5.64000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08183FAA6 5000000.00000000 PA USD 4990000.00000000 0.626629329080 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.62000000 N N N N N N Anchorage Capital CLO LTD 549300X5ZN5RMBYQ2W98 03331GAQ1 3000000.00000000 PA USD 3000000.00000000 0.376731059567 Long ABS-CBDO CORP JE N 2 2037-07-15 Floating 5.69000000 N N N N N N HalseyPoint CLO Ltd. 549300CMJUK1VCINNF57 40637LAA8 5000000.00000000 PA USD 4994398.50000000 0.627181679602 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.75000000 N N N N N N CIFC Funding Ltd N/A 12572VAA2 1500000.00000000 PA USD 1479890.40000000 0.185840226145 Long ABS-CBDO CORP KY N 2 2038-04-23 Floating 5.40000000 N N N N N N Elmwood CLO 15 Ltd N/A 29003JAC8 3550000.00000000 PA USD 3550000.00000000 0.445798420488 Long ABS-CBDO CORP JE N 2 2035-04-22 Floating 5.61000000 N N N N N N Brant Point CLO Ltd 254900UXN7ENP4VJ9L26 835932AC8 1700000.00000000 PA USD 1688269.83000000 0.212007893963 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 6.22000000 N N N N N N Neuberger Berman CLO Ltd 549300LCOEVXWN75LP18 64134QAL1 1000000.00000000 PA USD 987300.00000000 0.123982191703 Long ABS-CBDO CORP KY N 2 2037-01-20 Floating 5.77000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38178TAA0 6150000.00000000 PA USD 6142379.54000000 0.771341717456 Long ABS-CBDO CORP KY N 2 2035-01-25 Floating 5.72000000 N N N N N N Sixth Street CLO LTD. N/A 83012QAA2 1353764.00000000 PA USD 1351578.48000000 0.169727197619 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.69000000 N N N N N N Rad CLO Ltd N/A 75009AAJ9 1000000.00000000 PA USD 1002413.90000000 0.125880150224 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 6.21000000 N N N N N N Aimco N/A 00144GAC5 1500000.00000000 PA USD 1493531.10000000 0.187553184599 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.52000000 N N N N N N Diameter Capital CLO N/A 25255WAE8 1300000.00000000 PA USD 1296880.00000000 0.162858325510 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 6.12000000 N N N N N N RRX Ltd 549300V317BEVFPNAZ66 40257DAC1 1100000.00000000 PA USD 1101759.89000000 0.138355723582 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 6.26000000 N N N N N N Birch Grove CLO Ltd. 254900FP4VB7V5ZG0W95 09077RAA7 2750000.00000000 PA USD 2751643.40000000 0.345543177877 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 6.07000000 N N N N N N Golub Capital Partners CLO, LTD N/A 38190BAA3 3000000.00000000 PA USD 3004207.50000000 0.377259424878 Long ABS-CBDO CORP JE N 2 2037-07-25 Floating 5.78000000 N N N N N N Apidos CLO Ltd 5493001VH1Y9SEPJKZ47 03768WAL9 4750000.00000000 PA USD 4740571.25000000 0.595306809989 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.68000000 N N N N N N HalseyPoint CLO Ltd. 5493001PG85K1980W896 40639GAU3 1000000.00000000 PA USD 989310.90000000 0.124234714532 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 6.32000000 N N N N N N Madison Park Funding Ltd N/A 55817EBA3 1500000.00000000 PA USD 1503340.05000000 0.188784963308 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 6.86000000 N N N N N N Fort Washington CLO N/A 34918RAA8 4250000.00000000 PA USD 4243625.00000000 0.532901780885 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.75000000 N N N N N N AGL CLO Ltd. 254900IPV3KA57E31I16 00851KAK1 1000000.00000000 PA USD 1000000.00000000 0.125577019855 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.60000000 N N N N N N ARES CLO Ltd N/A 04018NAW1 2000000.00000000 PA USD 1988230.40000000 0.249676048418 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.53000000 N N N N N N Generate CLO 8 Ltd. 2549002O2LJ1LE1W2D54 37148EAN4 3000000.00000000 PA USD 3000000.00000000 0.376731059567 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.65000000 N N N N N N Madison Park Funding Ltd N/A 55821YAA4 1312000.00000000 PA USD 1313147.74000000 0.164901179819 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.79000000 N N N N N N Marathon CLO LTD 549300VP041FQCCCOP44 56580KAA3 1000000.00000000 PA USD 998542.80000000 0.125394029022 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 5.72000000 N N N N N N CIFC Funding Ltd N/A 12555QAN6 3000000.00000000 PA USD 2997902.70000000 0.376467686883 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 5.67000000 N N N N N N CIFC Funding Ltd 549300ZXX0SJBZWIWI81 12550TAY1 3540000.00000000 PA USD 3540000.00000000 0.444542650289 Long ABS-CBDO CORP KY N 2 2034-04-20 Floating 5.60000000 N N N N N N Park Blue CLO Ltd N/A 70019HAA2 3000000.00000000 PA USD 2958050.10000000 0.371463116142 Long ABS-CBDO CORP KY N 2 2038-04-25 Floating 5.47000000 N N N N N N Flatiron CLO Ltd 254900WPX2H2R5L2RO76 33883DAA2 1000000.00000000 PA USD 1001700.40000000 0.125790551020 Long ABS-CBDO CORP US N 2 2036-04-17 Floating 6.08000000 N N N N N N Carval CLO LTD 254900NZG2CMHKHNPU97 14686NAL5 1500000.00000000 PA USD 1500702.00000000 0.188453684851 Long ABS-CBDO CORP JE N 2 2037-10-22 Floating 5.69000000 N N N N N N OCP CLO Ltd 254900M77QLN2EBJHE11 67097LAV8 2000000.00000000 PA USD 1995000.00000000 0.250526154612 Long ABS-CBDO CORP KY N 2 2037-11-26 Floating 5.61000000 N N N N N N Carval CLO LTD 2549009HBUYMF23IOB57 14688HAE2 1000000.00000000 PA USD 1002900.30000000 0.125941230886 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 6.37000000 N N N N N N Rad CLO Ltd N/A 749972AA3 2500000.00000000 PA USD 2497901.25000000 0.313678994869 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.61000000 N N N N N N 1988 CLO Ltd. 254900KAQBAF5XV8IU66 68252PAA4 2500000.00000000 PA USD 2502795.75000000 0.314293631592 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.80000000 N N N N N N Symphony CLO Ltd 54930054F3QGDZOYIH14 87168BAC4 2000000.00000000 PA USD 1996213.00000000 0.250678479537 Long ABS-CBDO CORP KY N 2 2034-10-23 Floating 5.68000000 N N N N N N NEW MOUNTAIN CLO LTD 549300CEYMYPINCEX579 647550AA0 2000000.00000000 PA USD 1997102.40000000 0.250790167738 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.71000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08186RAN9 5000000.00000000 PA USD 5000000.00000000 0.627885099279 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.69000000 N N N N N N KKR Financial CLO Ltd N/A 48255XAA6 1500000.00000000 PA USD 1503524.70000000 0.188808151105 Long ABS-CBDO CORP KY N 2 2036-07-16 Floating 6.16000000 N N N N N N Elmwood CLO VIII Ltd N/A 29003EAS4 4000000.00000000 PA USD 4004247.20000000 0.502841430142 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.82000000 N N N N N N Park Blue CLO Ltd N/A 70019AAA7 6000000.00000000 PA USD 6016226.40000000 0.755499782089 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 6.27000000 N N N N N N Ballyrock Ltd N/A 05874WAA9 1500000.00000000 PA USD 1500000.00000000 0.188365529783 Long ABS-CBDO CORP JE N 2 2035-04-20 Floating 5.60000000 N N N N N N 720 East CLO Ltd. N/A 81785BAA4 2000000.00000000 PA USD 2002582.40000000 0.251478329807 Long ABS-CBDO CORP KY N 2 2037-04-15 Floating 5.86000000 N N N N N N Regatta XXII Funding Ltd. N/A 758968AN1 5000000.00000000 PA USD 4990000.00000000 0.626629329080 Long ABS-CBDO CORP KY N 2 2035-07-20 Floating 5.52000000 N N N N N N Pikes Peak CLO 2138001LNFG5678B4I86 72132EAA7 1500000.00000000 PA USD 1500000.15000000 0.188365548620 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.74000000 N N N N N N Bain Capital Credit CLO, Limited 254900QJNS3TYDIDQH27 05682CAA5 1700000.00000000 PA USD 1703185.29000000 0.213880932980 Long ABS-CBDO CORP JE N 2 2036-07-24 Floating 6.08000000 N N N N N N ARES CLO Ltd 549300ECLIGB6OZRBA51 04016PAS7 3020000.00000000 PA USD 3013960.00000000 0.378484114764 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.61000000 N N N N N N Benefit Street Partners CLO Ltd 254900WANE6M5S0NC534 08179PAQ5 4500000.00000000 PA USD 4500000.00000000 0.565096589351 Long ABS-CBDO CORP JE N 2 2037-10-20 Floating 5.64000000 N N N N N N Galaxy CLO Ltd N/A 36319XAL1 1000000.00000000 PA USD 1000000.00000000 0.125577019855 Long ABS-CBDO CORP KY N 2 2036-04-25 Floating 5.70000000 N N N N N N Sand Trust 254900ZRRTOYR8JJD593 80013TAA1 2000000.00000000 PA USD 2000495.00000000 0.251216200336 Long ABS-CBDO CORP KY N 2 2036-07-20 Floating 6.47000000 N N N N N N Generate CLO Ltd. N/A 37147XAA1 7750000.00000000 PA USD 7759920.78000000 0.974467725869 Long ABS-CBDO CORP JE N 2 2037-07-20 Floating 5.84000000 N N N N N N OCP CLO Ltd 254900WK4JKXAXOKTL68 67112KAG4 4000000.00000000 PA USD 3959266.40000000 0.497192875327 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.54000000 N N N N N N AGL CLO 7 LTD N/A 008511AL1 1310000.00000000 PA USD 1307853.17000000 0.164236303497 Long ABS-CBDO CORP KY N 2 2034-07-15 Floating 5.72000000 N N N N N N Galaxy CLO Ltd 549300BW4412X0TZDD77 36320WAN6 2200000.00000000 PA USD 2199780.00000000 0.276241816738 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 5.88000000 N N N N N N CIFC Funding Ltd N/A 12547LAL2 750000.00000000 PA USD 748856.18000000 0.094039127385 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.70000000 N N N N N N Elmwood CLO 23 Ltd N/A 29003YAA9 4000000.00000000 PA USD 4006816.80000000 0.503164112852 Long ABS-CBDO CORP KY N 2 2036-04-16 Floating 6.06000000 N N N N N N HalseyPoint CLO Ltd. 254900W5MVYX9QDPHC09 78662AAA0 2440000.00000000 PA USD 2426038.56000000 0.304654692420 Long ABS-CBDO CORP KY N 2 2038-01-30 Floating 5.70000000 N N N N N N Oak Hill Credit N/A 67098DBC6 3000000.00000000 PA USD 2995087.50000000 0.376114162457 Long ABS-CBDO CORP KY N 2 2038-01-22 Floating 5.56000000 N N N N N N American Money Management Corporation 254900FC26PFUHBI9J88 03166HAA4 2390000.00000000 PA USD 2389225.64000000 0.300031835634 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.82000000 N N N N N N CIFC Funding Ltd 54930089HD7KU5NUS092 12567HAC6 3000000.00000000 PA USD 2994390.30000000 0.376026610159 Long ABS-CBDO CORP KY N 2 2035-01-23 Floating 5.67000000 N N N N N N Silver Point CLO, Ltd 254900DVAEEJOXQ8PL85 82809EAA8 6000000.00000000 PA USD 6008685.00000000 0.754552755552 Long ABS-CBDO CORP JE N 2 2037-04-15 Floating 5.89000000 N N N N N N AGL CLO Ltd. 54930005OE1IFBESDA27 00120BAA8 5102000.00000000 PA USD 5091104.68000000 0.639325753488 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.69000000 N N N N N N OCP CLO Ltd 254900PS626FB00CVF06 67117TAN5 3000000.00000000 PA USD 3000024.00000000 0.376734073415 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.62000000 N N N N N N Wellington Management CLO 213800VJVBC3KZIDZU56 94957LAA7 3000000.00000000 PA USD 2959397.10000000 0.371632268387 Long ABS-CBDO CORP KY N 2 2038-04-18 Floating 5.43000000 N N N N N N Regatta 30 Funding Ltd. N/A 75903UAA1 6000000.00000000 PA USD 5980242.00000000 0.750980968376 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.63000000 N N N N N N Wise CLO 2024-2 Ltd 254900UJ1RZE30CBZ497 97718GAA1 4000000.00000000 PA USD 4003052.00000000 0.502691340487 Long ABS-CBDO CORP KY N 2 2037-07-15 Floating 5.72000000 N N N N N N Voya CLO Ltd N/A 92918FAF1 1467070.43000000 PA USD 1465603.36000000 0.184046102239 Long ABS-CBDO CORP KY N 2 2032-10-17 Floating 5.62000000 N N N N N N Diameter Capital CLO N/A 25254AAA5 5000000.00000000 PA USD 4952890.00000000 0.621969165873 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.49000000 N N N N N N Trinitas CLO Ltd N/A 89642MAA6 2100000.00000000 PA USD 2100000.00000000 0.263711741697 Long ABS-CBDO CORP BM N 2 2035-01-20 Floating 5.96000000 N N N N N N Voya CLO Ltd N/A 92920LAN7 5500000.00000000 PA USD 5504752.55000000 0.691270420272 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.78000000 N N N N N N Park Blue CLO Ltd 213800RLFYTJFPXOL592 70019KAA5 5000000.00000000 PA USD 4997429.50000000 0.627562303549 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.64000000 N N N N N N Symphony CLO Ltd 254900K6DKU2R9SF7M98 87169JAL6 5500000.00000000 PA USD 5490676.40000000 0.689502779304 Long ABS-CBDO CORP JE N 2 2038-01-24 Floating 5.54000000 N N N N N N Carlyle Global Market Strategies N/A 14316BAQ8 1000000.00000000 PA USD 997600.10000000 0.125275647565 Long ABS-CBDO CORP KY N 2 2031-04-20 Floating 6.13000000 N N N N N N Oaktree CLO Ltd 254900NTZ5OVNC5X7789 67402PAA5 5040000.00000000 PA USD 5042520.00000000 0.633224634163 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.82000000 N N N N N N Carval CLO LTD N/A 14687MAA0 945000.00000000 PA USD 943927.61000000 0.118535616223 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.72000000 N N N N N N Trestles CLO LTD 254900QSBDX181YYBH38 89531FAY3 1000000.00000000 PA USD 999500.10000000 0.125514243903 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.74000000 N N N N N N OCP CLO Ltd N/A 67120KAA7 2000000.00000000 PA USD 1997852.60000000 0.250884375619 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.68000000 N N N N N N Ballyrock Ltd N/A 05874VAA1 3250000.00000000 PA USD 3258477.95000000 0.409189950226 Long ABS-CBDO CORP JE N 2 2036-04-25 Floating 6.26000000 N N N N N N Diameter Capital CLO 25490018I1ROE4V49X69 25255DAL4 4200000.00000000 PA USD 4200155.40000000 0.527442998063 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.65000000 N N N N N N RRX Ltd 549300V317BEVFPNAZ66 40257DAA5 3550000.00000000 PA USD 3543057.27000000 0.444926573145 Long ABS-CBDO CORP KY N 2 2035-07-15 Floating 5.62000000 N N N N N N Golub Capital Partners CLO, LTD 2549005QZPXI5WPU4V74 38178AAA1 4400000.00000000 PA USD 4400958.32000000 0.552659230335 Long ABS-CBDO CORP KY N 2 2034-01-20 Floating 5.85000000 N N N N N N ARES CLO Ltd 5493005YAOTYJUJV3S58 04015WBL7 2500000.00000000 PA USD 2495000.00000000 0.313314664540 Long ABS-CBDO CORP KY N 2 2037-07-18 Floating 5.69000000 N N N N N N Carlyle Global Market Strategies N/A 143111AL6 3000000.00000000 PA USD 3003189.30000000 0.377131562356 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.82000000 N N N N N N Wellington Management CLO 2138007662K4YWZ79U31 949575AA2 6000000.00000000 PA USD 5995006.80000000 0.752835087959 Long ABS-CBDO CORP JE N 2 2037-07-18 Floating 5.63000000 N N N N N N Trimaran CAVU Ltd N/A 895971AA7 1500000.00000000 PA USD 1500000.00000000 0.188365529783 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.64000000 N N N N N N Benefit Street Partners CLO Ltd 254900IWSSBPCATK8N78 08179DAA7 2000000.00000000 PA USD 2002590.40000000 0.251479334423 Long ABS-CBDO CORP JE N 2 2036-01-25 Floating 6.03000000 N N N N N N ARES CLO Ltd N/A 04020FAA2 2290000.00000000 PA USD 2293429.50000000 0.288002041859 Long ABS-CBDO CORP JE N 2 2036-10-15 Floating 6.01000000 N N N N N N Whitebox CLO III Ltd 549300JXCQSPB1A61C68 96467HAL0 4950000.00000000 PA USD 4940100.00000000 0.620363035789 Long ABS-CBDO CORP KY N 2 2035-10-15 Floating 5.53000000 N N N N N N Anchorage Capital CLO LTD 54930014PVHLSZJQK139 03328TBS3 2000000.00000000 PA USD 2000000.00000000 0.251154039711 Long ABS-CBDO CORP KY N 2 2037-04-28 Floating 5.84000000 N N N N N N CIFC Funding Ltd N/A 12560EAL0 1560000.00000000 PA USD 1560000.00000000 0.195900150975 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 5.66000000 N N N N N N Octagon 55 Ltd N/A 67577AAA7 2000000.00000000 PA USD 1995980.20000000 0.250649245207 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.67000000 N N N N N N Oaktree CLO Ltd N/A 67402FAU3 2500000.00000000 PA USD 2477683.25000000 0.311140078681 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.45000000 N N N N N N Texas Debt Capital CLO, Ltd N/A 88238CAC6 1570000.00000000 PA USD 1573285.85000000 0.197568548424 Long ABS-CBDO CORP KY N 2 2036-04-20 Floating 7.27000000 N N N N N N Apidos CLO Ltd 549300OGB01ASKLNI660 03769HAA5 3250000.00000000 PA USD 3250000.00000000 0.408125314531 Long ABS-CBDO CORP KY N 2 2034-10-22 Floating 5.66000000 N N N N N N Birch Grove CLO Ltd. N/A 090976AL5 2500000.00000000 PA USD 2500778.25000000 0.314040279955 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.68000000 N N N N N N Warwick Capital CLO Ltd N/A 93655QAA3 6000000.00000000 PA USD 6000283.80000000 0.753497757893 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.67000000 N N N N N N Apidos CLO Ltd 549300IG6PHVJ3WBR394 03767VAG3 1351937.08000000 PA USD 1351988.05000000 0.169778630199 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 5.62000000 N N N N N N CIFC Funding Ltd N/A 12553SAC8 4000000.00000000 PA USD 3992413.60000000 0.501355401919 Long ABS-CBDO CORP KY N 2 2034-10-15 Floating 5.66000000 N N N N N N HalseyPoint CLO Ltd. 5493000LI3XMVBCJEF82 40638LAA7 5000000.00000000 PA USD 5014180.50000000 0.629665844209 Long ABS-CBDO CORP JE N 2 2036-07-20 Floating 6.52000000 N N N N N N Madison Park Funding Ltd N/A 55822EAJ8 1750000.00000000 PA USD 1750000.18000000 0.219759807351 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.77000000 N N N N N N Ballyrock Ltd 254900Y6C4AXEAZ9T124 05875DAL6 1000000.00000000 PA USD 1001200.00000000 0.125727712279 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 6.08000000 N N N N N N Bryant Park Funding Ltd 3912003A96YDRT8EGP15 11766DAA0 1350000.00000000 PA USD 1350199.13000000 0.169553982957 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.66000000 N N N N N N OCP CLO Ltd N/A 67570AAA4 6000000.00000000 PA USD 6008824.80000000 0.754570311219 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.90000000 N N N N N N Pikes Peak CLO 213800AO7LGLGDRRY278 72134CAA9 2500000.00000000 PA USD 2505908.75000000 0.314684552855 Long ABS-CBDO CORP JE N 2 2036-04-20 Floating 6.22000000 N N N N N N CIFC Funding Ltd N/A 12575WAA7 1500000.00000000 PA USD 1501660.95000000 0.188574106934 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.75000000 N N N N N N Golub Capital Partners CLO, LTD 254900ZZ9HHZTOQ1XK24 38178LAA7 3500000.00000000 PA USD 3495401.70000000 0.438942128684 Long ABS-CBDO CORP KY N 2 2034-07-20 Floating 5.73000000 N N N N N N Oak Hill Credit N/A 67112RBC7 5000000.00000000 PA USD 5000000.00000000 0.627885099279 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.59000000 N N N N N N Rad CLO Ltd N/A 75009RAA1 1041346.00000000 PA USD 1042398.28000000 0.130901269505 Long ABS-CBDO CORP KY N 2 2035-01-15 Floating 5.69000000 N N N N N N Palmer Square CLO Ltd N/A 696924AJ8 1000000.00000000 PA USD 999680.80000000 0.125536935671 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.63000000 N N N N N N Trimaran CAVU Ltd 549300UZ4DECMUVOVS09 89623VAL5 2000000.00000000 PA USD 2000000.00000000 0.251154039711 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.67000000 N N N N N N CIFC Funding Ltd N/A 12570XAA0 2000000.00000000 PA USD 2002453.20000000 0.251462105256 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.77000000 N N N N N N Ballyrock Ltd 254900KWGJ97WUSMSQ74 05876NAA7 1000000.00000000 PA USD 998030.60000000 0.125329708472 Long ABS-CBDO CORP KY N 2 2037-07-25 Floating 5.79000000 N N N N N N Whitebox CLO I Ltd 549300E4AC0513DYO913 96467FAU4 5170000.00000000 PA USD 5157075.00000000 0.647610109672 Long ABS-CBDO CORP KY N 2 2036-07-24 Floating 5.60000000 N N N N N N Golub Capital Partners CLO, LTD N/A 381941AA1 1320000.00000000 PA USD 1321420.32000000 0.165940025762 Long ABS-CBDO CORP JE N 2 2037-04-25 Floating 5.83000000 N N N N N N OHA Loan Funding Ltd 25490072LQI0R2J4XC93 67109BDC5 5000000.00000000 PA USD 4992764.00000000 0.626976423963 Long ABS-CBDO CORP KY N 2 2037-01-19 Floating 5.68000000 N N N N N N Diameter Capital CLO 2549008BUJNKS7JJUU65 25255LAS1 7300000.00000000 PA USD 7300280.32000000 0.916747446697 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.65000000 N N N N N N New Mountain CLO Ltd N/A 64754LAL1 5000000.00000000 PA USD 4999158.00000000 0.627779363428 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.62000000 N N N N N N Madison Park Funding Ltd N/A 55817BAA0 1000000.00000000 PA USD 1000886.80000000 0.125688381557 Long ABS-CBDO CORP KY N 2 2037-04-25 Floating 5.79000000 N N N N N N Carval CLO LTD 254900BDRF474L9PWM54 14688RAA8 4000000.00000000 PA USD 4000000.00000000 0.502308079423 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.66000000 N N N N N N BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES 5493008LW2651I1QB503 066922477 12610000.00000000 NS USD 12610000.00000000 1.583526220381 Long STIV RF US N 1 N N N Signal Peak CLO, LLC N/A 82670QAN9 4750000.00000000 PA USD 4750000.00000000 0.596490844315 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.63000000 N N N N N N Trinitas CLO Ltd N/A 89642XAA2 1500000.00000000 PA USD 1501904.55000000 0.188604697496 Long ABS-CBDO CORP BM N 2 2037-04-25 Floating 5.88000000 N N N N N N RR Ltd 54930006FTQV76P0VH16 74980PAA1 1538000.00000000 PA USD 1537680.71000000 0.193097361051 Long ABS-CBDO CORP KY N 2 2036-04-15 Floating 5.64000000 N N N N N N RR Ltd 549300213Q1LH7O32902 74979VAM5 4500000.00000000 PA USD 4504500.45000000 0.565661742450 Long ABS-CBDO CORP KY N 2 2039-07-15 Floating 5.76000000 N N N N N N Pikes Peak CLO 549300NJA5BS4BQQJL72 72133CAL6 4000000.00000000 PA USD 3997794.80000000 0.502031156979 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.60000000 N N N N N N Aimco 2549009AFNTQKXTAWE65 00901QAC6 2000000.00000000 PA USD 2009800.00000000 0.252384694506 Long ABS-CBDO CORP JE N 2 2036-10-16 Floating 6.46000000 N N N N N N Carlyle Global Market Strategies N/A 14317VAQ3 3000000.00000000 PA USD 2992344.90000000 0.375769754922 Long ABS-CBDO CORP KY N 2 2035-04-15 Floating 5.58000000 N N N N N N Elmwood CLO 21 Ltd N/A 289907AN7 4000000.00000000 PA USD 4000000.00000000 0.502308079423 Long ABS-CBDO CORP KY N 2 2036-10-20 Floating 5.92000000 N N N N N N New Mountain CLO Ltd 549300CEYMYPINCEX579 647550AC6 1000000.00000000 PA USD 997800.10000000 0.125300762969 Long ABS-CBDO CORP KY N 2 2034-10-20 Floating 6.23000000 N N N N N N MP Clo VIII, LTD 549300D60LKSR31DKI65 62481WAL1 4500000.00000000 PA USD 4500000.00000000 0.565096589351 Long ABS-CBDO CORP KY N 2 2034-04-28 Floating 5.74000000 N N N N N N Aimco 549300VLRW0CEQ83RF89 00140NAW0 1800000.00000000 PA USD 1797432.84000000 0.225716259438 Long ABS-CBDO CORP KY N 2 2037-07-17 Floating 5.62000000 N N N N N N OCP CLO Ltd 25490028U8Y2XMZWXO46 670859AK3 3000000.00000000 PA USD 3002873.10000000 0.377091854903 Long ABS-CBDO CORP KY N 2 2037-04-18 Floating 5.80000000 N N N N N N Trinitas CLO Ltd 635400HEV45BA22Y6W50 89642TAA1 2000000.00000000 PA USD 2004009.80000000 0.251657578445 Long ABS-CBDO CORP BM N 2 2036-10-20 Floating 6.07000000 N N N N N N Silver Point CLO, Ltd 254900UZNMKMPK9GWJ82 82808UAA3 4500000.00000000 PA USD 4498697.70000000 0.564933050398 Long ABS-CBDO CORP KY N 2 2038-01-15 Floating 5.64000000 N N N N N N MidOcean Credit CLO 254900R5AXF91DYP1Y16 59801FAA1 1000000.00000000 PA USD 1001045.30000000 0.125708285514 Long ABS-CBDO CORP JE N 2 2037-07-21 Floating 5.80000000 N N N N N N Benefit Street Partners CLO Ltd 2549008S0Y5AP2WIEL43 08186AAJ5 1000000.00000000 PA USD 999354.90000000 0.125496010120 Long ABS-CBDO CORP KY N 2 2037-07-20 Floating 5.65000000 N N N N N N Octagon 66 Ltd N/A 67577WAP6 1750000.00000000 PA USD 1751312.50000000 0.219924604586 Long ABS-CBDO CORP KY N 2 2036-11-16 Floating 6.07000000 N N N N N N Bryant Park Funding Ltd N/A 117650AA9 3000000.00000000 PA USD 3009021.30000000 0.377863927536 Long ABS-CBDO CORP KY N 2 2036-10-18 Floating 6.32000000 N N N N N N AGL CLO Ltd. 254900FQ0489DHYW7509 00121DAF2 2000000.00000000 PA USD 1985339.80000000 0.249313055485 Long ABS-CBDO CORP KY N 2 2037-07-21 Floating 5.87000000 N N N N N N Marble Point CLO 549300MZC31PBFF01E87 56606GAA2 1500000.00000000 PA USD 1500000.00000000 0.188365529783 Long ABS-CBDO CORP KY N 2 2034-07-25 Floating 5.74000000 N N N N N N Palmer Square CLO Ltd N/A 69689QAA3 5700000.00000000 PA USD 5685352.14000000 0.713949578572 Long ABS-CBDO CORP KY N 2 2035-04-20 Floating 5.59000000 N N N N N N Sixth Street CLO LTD. N/A 83011VAA2 4850000.00000000 PA USD 4855223.94000000 0.609704553117 Long ABS-CBDO CORP KY N 2 2037-07-24 Floating 5.76000000 N N N N N N TCW Ltd N/A 87252VAC7 4750000.00000000 PA USD 4751771.75000000 0.596713335400 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.66000000 N N N N N N Generate CLO Ltd. 549300OHYOREA2V0F579 370918AA2 4000000.00000000 PA USD 4008807.60000000 0.503414111583 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 6.07000000 N N N N N N Warwick Capital CLO Ltd N/A 936919AC3 1000000.00000000 PA USD 1007670.20000000 0.126540220713 Long ABS-CBDO CORP JE N 2 2036-10-20 Floating 7.07000000 N N N N N N Benefit Street Partners CLO Ltd 549300DICNUWMUKL3816 08186EAL2 3000000.00000000 PA USD 2977557.90000000 0.373912847530 Long ABS-CBDO CORP JE N 2 2038-01-25 Floating 5.46000000 N N N N N N Silver Point CLO, Ltd 254900RSFBN3VCGBVP05 82808MAA1 1000000.00000000 PA USD 1000184.10000000 0.125600138585 Long ABS-CBDO CORP KY N 2 2037-10-15 Floating 5.66000000 N N N N N N Whitebox CLO I Ltd 549300C89ZJ5IWOT1F21 96466CAW8 2000000.00000000 PA USD 2002618.60000000 0.251482875695 Long ABS-CBDO CORP KY N 2 2037-10-24 Floating 5.66000000 N N N N N N Canyon Capital CLO Ltd N/A 13877LAS5 2500000.00000000 PA USD 2478750.00000000 0.311274037967 Long ABS-CBDO CORP JE N 2 2038-04-15 Floating 5.44000000 N N N N N N Palmer Square CLO Ltd 549300Y43K78UTRMTN21 69700GAJ1 5050000.00000000 PA USD 5043687.50000000 0.633371245334 Long ABS-CBDO CORP KY N 2 2034-11-14 Floating 5.73000000 N N N N N N Birch Grove CLO Ltd. 254900VS6E4BD1HWHW18 09077WAA6 1750000.00000000 PA USD 1750356.30000000 0.219804527839 Long ABS-CBDO CORP KY N 2 2037-10-22 Floating 5.67000000 N N N N N N Elmwood CLO 29 Ltd N/A 289913AC9 5000000.00000000 PA USD 5002789.50000000 0.628235396376 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.79000000 N N N N N N Post CLO LTD N/A 73743EAA6 1000000.00000000 PA USD 1001313.90000000 0.125742015502 Long ABS-CBDO CORP KY N 2 2037-04-20 Floating 5.87000000 N N N N N N Birch Grove CLO Ltd. N/A 09090MAA1 1500000.00000000 PA USD 1481253.15000000 0.186011356229 Long ABS-CBDO CORP KY N 2 2038-04-22 Floating 5.51000000 N N N N N N Symphony CLO Ltd 254900K6DKU2R9SF7M98 87169JAN2 1000000.00000000 PA USD 989800.10000000 0.124296146810 Long ABS-CBDO CORP JE N 2 2038-01-24 Floating 5.88000000 N N N N N N Benefit Street Partners CLO Ltd N/A 08182TAA7 6250000.00000000 PA USD 6250000.00000000 0.784856374098 Long ABS-CBDO CORP KY N 2 2038-01-25 Floating 5.70000000 N N N N N N Madison Park Funding Ltd 2138008EAUXBYEZRP521 55822NAA7 1500000.00000000 PA USD 1503750.00000000 0.188836443608 Long ABS-CBDO CORP JE N 2 2037-01-20 Floating 6.00000000 N N N N N N Bridge Street CLO Ltd N/A 107921AA6 2000000.00000000 PA USD 1975757.80000000 0.248109776480 Long ABS-CBDO CORP KY N 2 2038-04-20 Floating 5.48000000 N N N N N N Regatta XXIII Funding Ltd N/A 75889FAC8 4500000.00000000 PA USD 4500000.00000000 0.565096589351 Long ABS-CBDO CORP KY N 2 2035-01-20 Floating 5.68000000 N N N N N N Birch Grove CLO Ltd. N/A 09076VAQ4 4000000.00000000 PA USD 3981822.80000000 0.500025440817 Long ABS-CBDO CORP KY N 2 2038-01-19 Floating 5.53000000 N N N N N N TCW Ltd N/A 87242BBG4 2000000.00000000 PA USD 1992000.00000000 0.250149423552 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.59000000 N N N N N N Madison Park Funding Ltd N/A 55817HAN9 1250000.00000000 PA USD 1252670.50000000 0.157306628251 Long ABS-CBDO CORP KY N 2 2036-07-17 Floating 6.13000000 N N N N N N Bain Capital Credit CLO, Limited 254900HQYGN91X5XN386 05685XAA6 1000000.00000000 PA USD 999188.80000000 0.125475151777 Long ABS-CBDO CORP KY N 2 2038-01-21 Floating 5.65000000 N N N N N N Flatiron CLO Ltd 254900Z25NHHRUZ9O184 33883XAA8 3650000.00000000 PA USD 3648394.73000000 0.458154537451 Long ABS-CBDO CORP KY N 2 2037-10-17 Floating 5.63000000 N N N N N N Regatta XXIV Funding Ltd. N/A 75889HAN0 5360000.00000000 PA USD 5350713.80000000 0.671926693105 Long ABS-CBDO CORP KY N 2 2038-01-20 Floating 5.59000000 N N N N N N Oak Hill Credit N/A 67098UAY1 2500000.00000000 PA USD 2500945.25000000 0.314061251317 Long ABS-CBDO CORP KY N 2 2037-10-20 Floating 5.60000000 N N N N N N RR Ltd N/A 78110XAA8 2000000.00000000 PA USD 1982173.80000000 0.248915478640 Long ABS-CBDO CORP KY N 2 2038-04-15 Floating 5.49000000 N N N N N N ARES CLO Ltd N/A 039939AN3 2000000.00000000 PA USD 1986000.00000000 0.249395961433 Long ABS-CBDO CORP JE N 2 2038-01-25 Floating 5.47000000 N N N N N N RR Ltd N/A 78110TAQ2 5000000.00000000 PA USD 5000500.00000000 0.627947887789 Long ABS-CBDO CORP BM N 2 2039-07-15 Floating 5.66000000 N N N N N N Birch Grove CLO Ltd. 254900WH1INTG23INE62 09077TAA3 5210000.00000000 PA USD 5217545.64000000 0.655203832432 Long ABS-CBDO CORP JE N 2 2037-04-20 Floating 5.90000000 N N N N N N Cayuga Park CLO, Ltd. 549300SVH2QJEV4A2G21 149791AP0 4740000.00000000 PA USD 4737630.00000000 0.594937456579 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 5.66000000 N N N N N N 2025-05-30 BlackRock ETF Trust II Chuck Pulsfort Chuck Pulsfort Assistant Treasurer XXXX