# EDGAR Filing Document

**Accession Number:** 0001804196
**File Stem:** 0001410368-25-010169
**Filing Date:** 2025-9
**Character Count:** 127961
**Document Hash:** c3d048b9e3da3a116fb0ccdc0b43b6e2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-010169.hdr.sgml**: 20250924

**ACCESSION NUMBER**: 0001410368-25-010169

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250924

**DATE AS OF CHANGE**: 20250924

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock ETF Trust II
- **CENTRAL INDEX KEY:** 0001804196

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0731

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23511
- **FILM NUMBER:** 251338639

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800 882 0052

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### iShares AAA CLO Active ETF (Series ID: S000079064)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000239899 | iShares AAA CLO Active ETF |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock ETF Trust II

- **b. Investment Company Act file number:** 811-23511

- **c. CIK number of Registrant:** 0001804196

- **d. LEI of Registrant:** 549300PLJCTZLQ2LE832

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

  - **Street Address 1:** 100 BELLEVUE PARKWAY

  - **City:** WILMINGTON

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** iShares AAA CLO Active ETF

- **b. EDGAR series identifier (if any):** S000079064

- **c. LEI of Series:** 529900KNSFG5S5J6YP44

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

- **a. Date of fiscal year-end:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $1065994326.55

**Total Liabilities:** $37215726.44

**Net Assets:** $1028778600.11

**Delayed Delivery Securities:** $34000000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 317577.63000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000239899 | 0.79%                | 0.57%                | 0.48%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $5650.73                 | $2594185.28                                |
| Month 2  | $-109712.12              | $1028848.52                                |
| Month 3  | $49801.51                | $40790.68                                  |

### Schedule of Portfolio Investments

| Name                                           | Title                                            | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GoldenTree Loan Management US CLO, LTD         | Goldentree Loan Management US Clo 9 Ltd          | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   3675000 | PA      | $3687517.05   | 0.36%             | 2037-04-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                          | Bridge Street CLO I Ltd                          | CUSIP: 10805YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004652.20   | 0.10%             | 2037-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                             | Elmwood CLO 19 Ltd                               | CUSIP: 29004JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001729.70   | 0.10%             | 2036-10-17      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak Clo 12 Ltd                            | CUSIP: 72133LAM4<br>LEI: 21380087HZCMQFA48I12 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7006139.00   | 0.68%             | 2038-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO 2021-1 Ltd                     | CUSIP: 87122VAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7450000 | PA      | $7482699.54   | 0.73%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 5 Ltd                           | CUSIP: 64754WAJ2<br>LEI: 2549000KVE2J1UOHZ207 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502452.50   | 0.24%             | 2036-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2024-22 Ltd                  | CUSIP: 11766CAA2<br>LEI: 5493000N8L82QL1KEO96 | Long             | ABS-CBDO         | CORP              | KY        |   1920000 | PA      | $1927215.74   | 0.19%             | 2037-04-15      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| Regatta XIX Funding Ltd                        | Regatta XIX Funding Ltd                          | CUSIP: 75888EAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1815000 | PA      | $1819878.18   | 0.18%             | 2035-04-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                               | Whitebox Clo V Ltd                               | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1996377.48   | 0.19%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 40 Senior Loan Fund                       | CUSIP: 26244GAS4<br>LEI: 549300BH0PFEW6WVTN52 | Long             | ABS-CBDO         | CORP              | KY        |    791373 | PA      | $790977.01    | 0.08%             | 2031-08-15      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Allegany Park CLO, Ltd.                        | Allegany Park CLO Ltd                            | CUSIP: 017154AL9<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.29%             | 2035-01-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXXIV Ltd                           | CUSIP: 81124BAA4<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |   5375000 | PA      | $5395076.16   | 0.52%             | 2038-01-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 31 Ltd                                  | CUSIP: 03166GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006680.40   | 0.29%             | 2038-02-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                             | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002988.60   | 0.10%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| TCW CLO 2017-1, Ltd                            | TCW CLO 2017-1A Ltd                              | CUSIP: 87240NBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002000.00   | 0.19%             | 2034-10-29      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                            | 522 Funding CLO 2019-5 Ltd                       | CUSIP: 33829WAE9<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2502840.25   | 0.24%             | 2035-04-15      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXXIX Ltd                             | CUSIP: 03766HAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3255146.70   | 0.32%             | 2035-04-21      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles Clo IV Ltd                              | CUSIP: 89532WAA7<br>LEI: 254900EO5I6CR0IOWS98 | Long             | ABS-CBDO         | CORP              | KY        |   1830000 | PA      | $1834667.78   | 0.18%             | 2034-07-21      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2018-I Ltd                          | CUSIP: 17181NAC8<br>LEI: 635400VBVF8AYJQBI411 | Long             | ABS-CBDO         | CORP              | KY        |   2330000 | PA      | $2336953.89   | 0.23%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 22 Ltd                                   | CUSIP: 74923VAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020421.50   | 0.49%             | 2037-01-20      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| 522 Funding CLO LTD                            | 522 Funding CLO 2019-5 Ltd                       | CUSIP: 33829WAC3<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1752885.23   | 0.17%             | 2035-04-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-3 Ltd                           | CUSIP: 67400EBE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010818.90   | 0.29%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                    | Regatta XXVIII Funding Ltd                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004319.20   | 0.10%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2024-23 Ltd                  | CUSIP: 11765CAA3<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510179.50   | 0.24%             | 2037-05-15      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO                               | Ocean Trails CLO XIV Ltd                         | CUSIP: 67515JAN5<br>LEI: 254900TWRKR5CRS1OX19 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002945.00   | 0.10%             | 2038-01-20      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 8 Ltd                                         | CUSIP: 74980FAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3358364.95   | 0.33%             | 2037-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO 15 Ltd                            | AGL Core CLO 15 Ltd                              | CUSIP: 00121GAA6<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4010000.00   | 0.39%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 42 Ltd                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004050.00   | 0.19%             | 2038-07-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 76 B Ltd              | CUSIP: 38180BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3009748.50   | 0.29%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point Clo 5 Ltd                           | CUSIP: 82809BAG1<br>LEI: 254900IB4JHW6SUR0Q75 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005254.00   | 0.10%             | 2037-10-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 15 Ltd                                   | CUSIP: 750103AJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010500.00   | 0.29%             | 2040-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XX                                    | CUSIP: 03765LAR3<br>LEI: 5493008YDOADR1DMZM86 | Long             | ABS-CBDO         | CORP              | KY        |   5560000 | PA      | $5573998.97   | 0.54%             | 2031-07-16      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate Clo 17 Ltd                              | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505410.05   | 0.15%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO VI Ltd                              | CUSIP: 89640YBN3<br>LEI: 549300IUAXGLQ814UD95 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005309.50   | 0.49%             | 2034-01-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| 37 Capital CLO Ltd                             | 37 Capital CLO 3 Ltd                             | CUSIP: 88429RAN8<br>LEI: 549300FPWFXA3EQMFB71 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005264.70   | 0.10%             | 2038-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 79B Ltd               | CUSIP: 38181JAA7<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999161.00   | 0.19%             | 2038-04-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 83 CLO Ltd                                | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   1270000 | PA      | $1275152.64   | 0.12%             | 2037-04-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 25 Ltd                     | CUSIP: 03329WAA5<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001827.40   | 0.10%             | 2035-04-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG US CLO 2023-1 I Ltd                          | CUSIP: 449278AJ9<br>LEI: 213800Z9YRS87E5MLP40 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3010991.70   | 0.29%             | 2038-07-18      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                               | BBAM US CLO I Ltd                                | CUSIP: 054978AL5<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999476.40   | 0.19%             | 2038-03-30      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management CLO 1 Ltd                  | CUSIP: 94957JAA2<br>LEI: 213800W7PWM3WCMD7X28 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2005126.60   | 0.19%             | 2036-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO IX-C Ltd                              | CUSIP: 14688HAA0<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   3750000 | PA      | $3769875.00   | 0.37%             | 2037-04-20      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                     | Regatta XXVII Funding Ltd                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3012475.80   | 0.29%             | 2037-04-26      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXX LTD                     | CUSIP: 55821TAL1<br>LEI: 549300FFTJ3WPTJK8589 | Long             | ABS-CBDO         | CORP              | KY        |   2600000 | PA      | $2607471.36   | 0.25%             | 2037-07-16      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| AGL Core CLO                                   | AGL Core CLO 2 Ltd                               | CUSIP: 001200AJ3<br>LEI: 549300EIBQDZ5WXOZ105 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004116.90   | 0.10%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Reese Park CLO, Ltd.                           | REESE PARK CLO LTD                               | CUSIP: 758465BL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002962.50   | 0.10%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                        | OHA Credit Partners XVII Ltd                     | CUSIP: 67120MAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1778000 | PA      | $1783330.80   | 0.17%             | 2038-01-18      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2020-1 Ltd                              | CUSIP: 92918EAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502344.50   | 0.15%             | 2034-07-16      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 31 Ltd                             | Elmwood CLO 31 Ltd                               | CUSIP: 29003HAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4009688.00   | 0.39%             | 2037-07-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXX Ltd                             | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006069.60   | 0.19%             | 2037-10-23      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2024-25 Ltd                  | CUSIP: 117913AA1<br>LEI: 391200WG98O5N39H7C57 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006755.20   | 0.20%             | 2038-01-18      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                | Regatta XI Funding Ltd                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7523412.75   | 0.73%             | 2037-07-17      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO VII Ltd                             | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3712456.79   | 0.36%             | 2037-10-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 7 Ltd                       | CUSIP: 25255WAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4016800.00   | 0.39%             | 2037-07-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2018-IV Ltd                         | CUSIP: 17181TAJ0<br>LEI: 254900PA63PFHC11GD90 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007042.00   | 0.49%             | 2038-01-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 40 Ltd                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4010633.20   | 0.39%             | 2038-01-05      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXIX LTD                    | CUSIP: 55820CAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6997571.00   | 0.68%             | 2038-03-25      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Crown Point CLO Ltd                            | Crown Point CLO 9 Ltd                            | CUSIP: 22846DAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005247.00   | 0.19%             | 2034-07-14      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Partners XVI                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3310099.98   | 0.32%             | 2037-10-18      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LX Ltd                      | CUSIP: 557910AN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016234.00   | 0.49%             | 2037-10-25      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding XIV CLO Ltd                        | CUSIP: 15034AAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007155.00   | 0.20%             | 2037-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle US CLO 2022-1 Ltd                        | CUSIP: 14318JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002150.90   | 0.10%             | 2035-04-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Beechwood Park CLO Ltd.                        | Beechwood Park CLO Ltd                           | CUSIP: 07355TAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004240.50   | 0.29%             | 2035-01-17      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2024-1 Ltd                              | CUSIP: 92920DAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3115297.26   | 0.30%             | 2037-04-15      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers NBLA CLO 52 Ltd   | CUSIP: 64135FAN0<br>LEI: 5493008RV69QDGFCMY47 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3008881.20   | 0.29%             | 2038-10-24      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 35 Ltd                              | CUSIP: 871980AQ1<br>LEI: 254900R36BJSADLUH162 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2004028.00   | 0.19%             | 2036-10-24      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 29 Ltd                                   | CUSIP: 00119BAA1<br>LEI: 254900MM5EQZ35CZG002 | Long             | ABS-CBDO         | CORP              | JE        |   1925000 | PA      | $1933494.06   | 0.19%             | 2037-04-21      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO 2023-3 Ltd                     | CUSIP: 87122FAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012765.90   | 0.29%             | 2037-04-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG US CLO 2025-1 Ltd                            | CUSIP: 448982AA6<br>LEI: 213800BCHLSBMDBGXD58 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.49%             | 2038-07-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                     | AB BSL CLO 2 Ltd                                 | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4708304.90   | 0.46%             | 2034-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 18 Ltd                                        | CUSIP: 749752AE1<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002207.60   | 0.10%             | 2034-10-15      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2015-10 Ltd                              | CUSIP: 67092DBD0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   5150000 | PA      | $5163202.54   | 0.50%             | 2038-01-26      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2016-1 Ltd                      | CUSIP: 67110UBA6<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1806963.30   | 0.18%             | 2037-07-20      | Floating      | 6.03%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                          | Sixth Street CLO XVII Ltd                        | CUSIP: 83012FAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5246069.33   | 0.51%             | 2038-04-17      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 7 Ltd                                    | CUSIP: 74936GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001500.00   | 0.10%             | 2036-04-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Eaton Vance CDO Ltd                            | Eaton Vance CLO 2013-1 Ltd                       | CUSIP: 27830BBY9<br>LEI: 5493001O5CL3BBUIEH94 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002086.85   | 0.49%             | 2038-10-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 5 Ltd                        | CUSIP: 93656FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018952.00   | 0.49%             | 2038-01-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO Series 2018-A                          | CUSIP: 00900GAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013426.50   | 0.49%             | 2037-10-17      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Polus Capital Management                       | Polus US CLO II Ltd                              | CUSIP: 73163VAC5<br>LEI: 254900AGAA5TXFLBCL85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009918.60   | 0.20%             | 2038-07-20      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | Carval Clo X-C Ltd                               | CUSIP: 146918AA5<br>LEI: 254900DAR7W0XP2CHD65 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756797.88   | 0.17%             | 2037-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Clover CLO                                     | Clover CLO 2020-1 LLC                            | CUSIP: 18914HAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005938.00   | 0.19%             | 2037-07-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares Loan Funding VIII Ltd                       | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10019923.00  | 0.97%             | 2038-01-24      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO                                     | AB BSL CLO 3 Ltd                                 | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5007507.00   | 0.49%             | 2038-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XXI Ltd                     | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1504491.75   | 0.15%             | 2039-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| OCP CLO 2024-33 Ltd                            | Ocp Clo 2024-33 Ltd                              | CUSIP: 671080AA7<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004392.10   | 0.10%             | 2037-07-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                               | Whitebox Clo I Ltd                               | CUSIP: 96467FAY6<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001000.00   | 0.10%             | 2036-07-24      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2013-IV Ltd                         | CUSIP: 12549FBY4<br>LEI: 549300QSQ98IRWUWDV20 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000035.10   | 0.10%             | 2031-04-27      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 10 Ltd                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502833.50   | 0.15%             | 2038-04-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon CLO 2021-4 Ltd                            | CUSIP: 13877PAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503268.50   | 0.24%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | MidOcean Credit CLO XIX                          | CUSIP: 59803HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007142.40   | 0.20%             | 2036-07-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXX Ltd                             | CUSIP: 81124NAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005104.60   | 0.10%             | 2038-07-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                            | Elmwood CLO II Ltd                               | CUSIP: 29001LAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507679.50   | 0.24%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 17 Ltd                        | CUSIP: 67109SAA5<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |   4700000 | PA      | $4715662.75   | 0.46%             | 2037-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2017-2 Ltd               | CUSIP: 05683HAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4355000 | PA      | $4368745.25   | 0.42%             | 2037-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 4 Ltd                            | CUSIP: 09077CAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5820000 | PA      | $5843420.84   | 0.57%             | 2037-07-15      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-III Ltd                        | CUSIP: 12564DAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1200000 | PA      | $1201636.80   | 0.12%             | 2036-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 8 Ltd                       | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003500.00   | 0.10%             | 2037-10-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2020-3 Ltd                     | CUSIP: 69701RBC0<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2013072.20   | 0.20%             | 2036-11-15      | Floating      | 6.98%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO 3, Ltd.                        | HalseyPoint CLO 3 Ltd                            | CUSIP: 40638UAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1240000 | PA      | $1246409.56   | 0.12%             | 2037-07-30      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                        | OHA Credit Partners VII Ltd                      | CUSIP: 67102QBK3<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7242860.93   | 0.70%             | 2038-02-20      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIX Ltd                            | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3485000 | PA      | $3499664.18   | 0.34%             | 2037-07-23      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital Clo 3 Ltd                       | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6017510.40   | 0.58%             | 2038-01-15      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2020-3 Ltd                     | CUSIP: 69701RAY3<br>LEI: 549300IUW4WDDDVSMS20 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2506085.50   | 0.24%             | 2036-11-15      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 50 Ltd                                   | CUSIP: 481952AA7<br>LEI: 254900X4SZ7MY83NGT93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020663.00   | 0.49%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                        | Regatta 32 Funding Ltd                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015660.50   | 0.49%             | 2038-07-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO Ltd                              | CUSIP: 09075JAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5025400.00   | 0.49%             | 2037-07-17      | Floating      | 5.91%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos Clo Lii                                   | CUSIP: 03771NAA8<br>LEI: 254900XJH54T9O9TH452 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4745380.15   | 0.46%             | 2038-04-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                              | Harriman Park CLO LTD                            | CUSIP: 413717BC2<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013608.50   | 0.49%             | 2038-07-20      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2019-2 Ltd                         | CUSIP: 05875MAX0<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2845931.62   | 0.28%             | 2036-02-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 2 LTD                         | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8765575.00   | 0.85%             | 2038-01-21      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXX Ltd                         | CUSIP: 09630QAL5<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7265297.50   | 0.71%             | 2035-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate Clo 11 Ltd                              | CUSIP: 37149HAL0<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007399.80   | 0.20%             | 2037-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2025-3 Ltd                     | CUSIP: 69704GAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.39%             | 2037-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 37 Ltd                                   | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10516392.60  | 1.02%             | 2038-04-22      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 2 Ltd                            | CUSIP: 09077LAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010775.10   | 0.29%             | 2037-10-19      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Octagon Credit Partners 46, LTD                | Octagon Investment Partners 46 Ltd               | CUSIP: 67577VAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4006888.00   | 0.39%             | 2036-07-15      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXV Ltd                             | CUSIP: 89640BAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2008384.60   | 0.20%             | 2037-01-23      | Floating      | 6.17%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2020-2 Ltd               | CUSIP: 05683EAW2<br>LEI: 254900JJEDONFKODOF95 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002011.30   | 0.10%             | 2034-07-19      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 8 Ltd                                         | CUSIP: 74980FAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001968.20   | 0.10%             | 2037-07-15      | Floating      | 6.02%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 32 Ltd                                  | CUSIP: 03166KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.29%             | 2038-10-17      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2014-II-R Ltd                       | CUSIP: 12548RAH7<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015322.50   | 0.49%             | 2037-10-24      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXXVIII Ltd          | CUSIP: 08183FAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012796.50   | 0.49%             | 2038-01-25      | Floating      | 5.63%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital Clo 24 Ltd                     | CUSIP: 03331GAQ1<br>LEI: 549300X5ZN5RMBYQ2W98 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3010065.60   | 0.29%             | 2037-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES Loan Funding III Ltd                        | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1254379.25   | 0.12%             | 2036-07-25      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                           | HalseyPoint CLO 4 Ltd                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004986.00   | 0.49%             | 2034-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                          | CUSIP: 12572VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1498515.00   | 0.15%             | 2038-04-23      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                            | Brant Point Clo 2024-4 Ltd                       | CUSIP: 835932AC8<br>LEI: 254900UXN7ENP4VJ9L26 | Long             | ABS-CBDO         | CORP              | JE        |   1700000 | PA      | $1703059.66   | 0.17%             | 2037-07-20      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 46 Ltd        | CUSIP: 64134QAL1<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998716.90    | 0.10%             | 2037-01-20      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners XVI LTD            | Octagon Investment Partners XVI Ltd              | CUSIP: 67590BAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009492.90   | 0.29%             | 2030-07-17      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 81 B Ltd              | CUSIP: 38181DAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005937.00   | 0.29%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 58B Ltd               | CUSIP: 38178TAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6150000 | PA      | $6167342.39   | 0.60%             | 2035-01-25      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XVIII Ltd                           | CUSIP: 89640LAL6<br>LEI: 2549005HDP7QU1IK5W96 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.29%             | 2035-01-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Wellfleet CLO Ltd                              | Wellfleet CLO 2020-1 Ltd                         | CUSIP: 94949GAN1<br>LEI: 2549001JCRYETQY84B65 | Long             | ABS-CBDO         | CORP              | KY        |   6502071 | PA      | $6508247.48   | 0.63%             | 2033-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 14 Ltd                                 | CUSIP: 00144GAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502587.35   | 0.15%             | 2034-04-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue Clo 2025-IX Ltd                        | CUSIP: 70019UAA3<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.10%             | 2038-10-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 7 Ltd                       | CUSIP: 25255WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1304549.61   | 0.13%             | 2037-07-20      | Floating      | 6.18%                 | No            |                  2 | On Loan: No      |
| RRX Ltd                                        | RRX 7 Ltd                                        | CUSIP: 40257DAC1<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1103715.36   | 0.11%             | 2035-07-15      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 47, LLC            | Octagon Investment Partners 47 Ltd               | CUSIP: 67576XAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006484.20   | 0.29%             | 2038-01-22      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 7 Ltd                            | CUSIP: 09077RAA7<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-CBDO         | CORP              | JE        |   2870000 | PA      | $2877353.23   | 0.28%             | 2036-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 74 B Ltd              | CUSIP: 38190BAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3013367.70   | 0.29%             | 2037-07-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXXIV                                 | CUSIP: 03768WAL9<br>LEI: 5493001VH1Y9SEPJKZ47 | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4761756.25   | 0.46%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                           | Halseypoint Clo 6 Ltd                            | CUSIP: 40639GAU3<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004927.30   | 0.10%             | 2038-01-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXVII Ltd                  | CUSIP: 55817EBA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1509461.25   | 0.15%             | 2037-04-15      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue Clo 2024-V Ltd                         | CUSIP: 70019CAA3<br>LEI: 213800H9UFJ6SS8AMF70 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004258.60   | 0.10%             | 2037-07-25      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Fort Washington CLO                            | Fort Washington CLO 2021-2 LTD                   | CUSIP: 34918RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7257921.35   | 0.71%             | 2034-10-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL Core CLO 8 LTD                               | CUSIP: 00851KAK1<br>LEI: 254900IPV3KA57E31I16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003119.80   | 0.10%             | 2038-01-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares LVI CLO Ltd                                 | CUSIP: 04018NAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003978.00   | 0.19%             | 2038-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Generate CLO 8 Ltd.                            | Generate CLO 8 Ltd                               | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011569.50   | 0.29%             | 2038-01-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXVII Ltd                   | CUSIP: 55821YAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1312000 | PA      | $1317228.32   | 0.13%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park 2025-27 CLO Ltd                      | CUSIP: 11765EAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000000.00   | 0.39%             | 2038-07-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-I Ltd                          | CUSIP: 12555QAN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004620.00   | 0.29%             | 2036-07-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2015-IV Ltd                         | CUSIP: 12550TAY1<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | KY        |   3540000 | PA      | $3544604.12   | 0.34%             | 2034-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue CLO 2025-VII Ltd                       | CUSIP: 70019HAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000493.50   | 0.29%             | 2038-04-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | Carval Clo VIII-C Ltd                            | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505742.75   | 0.15%             | 2037-10-22      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2017-13 Ltd                              | CUSIP: 67097LAV8<br>LEI: 254900M77QLN2EBJHE11 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006562.20   | 0.20%             | 2037-11-26      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO IX-C Ltd                              | CUSIP: 14688HAE2<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1006632.70   | 0.10%             | 2037-04-20      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | RAD CLO 27 Ltd                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506993.75   | 0.24%             | 2038-01-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 5 Ltd                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2511250.00   | 0.24%             | 2037-07-15      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXVIII Ltd                          | CUSIP: 87168BAC4<br>LEI: 54930054F3QGDZOYIH14 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003731.20   | 0.19%             | 2034-10-23      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| NEW MOUNTAIN CLO LTD                           | New Mountain CLO 3 Ltd                           | CUSIP: 647550AA0<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7267356.50   | 0.71%             | 2034-10-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXI Ltd              | CUSIP: 08186RAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009615.00   | 0.49%             | 2034-10-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                           | Elmwood CLO VIII Ltd                             | CUSIP: 29003EAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4016902.00   | 0.39%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO LIII                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015104.50   | 0.49%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 19 Ltd                             | CUSIP: 05874WAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2175000 | PA      | $2179328.03   | 0.21%             | 2035-04-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                              | 720 East CLO IV Ltd                              | CUSIP: 81785BAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007380.80   | 0.20%             | 2037-04-15      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Regatta XXII Funding Ltd.                      | Regatta XXII Funding Ltd                         | CUSIP: 758968AN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5015745.00   | 0.49%             | 2035-07-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak Clo 16 Ltd                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506089.70   | 0.15%             | 2037-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2023-3 Ltd               | CUSIP: 05682CAA5<br>LEI: 254900QJNS3TYDIDQH27 | Long             | ABS-CBDO         | CORP              | JE        |   1700000 | PA      | $1700000.00   | 0.17%             | 2036-07-24      | Floating      | 6.12%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                           | Elmwood CLO XII Ltd                              | CUSIP: 29002YAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1010000 | PA      | $1013037.58   | 0.10%             | 2037-10-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares XLIII CLO Ltd                               | CUSIP: 04016PAS7<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | KY        |   3020000 | PA      | $3031469.05   | 0.29%             | 2038-01-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXVII Ltd            | CUSIP: 08179PAQ5<br>LEI: 254900WANE6M5S0NC534 | Long             | ABS-CBDO         | CORP              | JE        |   4500000 | PA      | $4513500.00   | 0.44%             | 2037-10-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XXV CLO Ltd                               | CUSIP: 36319XAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002188.00   | 0.10%             | 2036-04-25      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Regatta XXV Funding Ltd.                       | Regatta XXV Funding Ltd                          | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006400.00   | 0.20%             | 2038-07-15      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate CLO 15 Ltd                              | CUSIP: 37147XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   8180000 | PA      | $8218749.48   | 0.80%             | 2037-07-20      | Floating      | 5.90%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2018-15 Ltd                              | CUSIP: 67112KAG4<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005768.40   | 0.39%             | 2038-01-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                  | AGL CLO 7 Ltd                                    | CUSIP: 008511AL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1310000 | PA      | $1313632.63   | 0.13%             | 2034-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy XXI CLO Ltd                               | CUSIP: 36320WAN6<br>LEI: 549300BW4412X0TZDD77 | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2203300.00   | 0.21%             | 2031-04-20      | Floating      | 5.94%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-II Ltd                         | CUSIP: 12547LAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751884.75    | 0.07%             | 2034-10-20      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                              | 720 East CLO 2023-I Ltd                          | CUSIP: 81785EAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5485000 | PA      | $5505408.59   | 0.54%             | 2038-04-15      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                           | Sagard-Halseypoint Clo 8 Ltd                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   3215000 | PA      | $3228860.19   | 0.31%             | 2038-01-30      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXII Ltd                           | CUSIP: 89642NAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000000.00   | 0.49%             | 2038-07-23      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 4 Ltd                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8294000 | PA      | $8313759.63   | 0.81%             | 2038-01-22      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC Clo 28 Ltd                                  | CUSIP: 03166HAA4<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | KY        |   2390000 | PA      | $2400845.34   | 0.23%             | 2037-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-VII Ltd                        | CUSIP: 12567HAC6<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005957.70   | 0.29%             | 2035-01-23      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point Clo 4 Ltd                           | CUSIP: 82809EAA8<br>LEI: 254900DVAEEJOXQ8PL85 | Long             | ABS-CBDO         | CORP              | JE        |   5900000 | PA      | $5923214.14   | 0.58%             | 2037-04-15      | Floating      | 5.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 12 Ltd                                   | CUSIP: 00120BAA8<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | KY        |   5102000 | PA      | $5110061.16   | 0.50%             | 2034-07-20      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2021-22 Ltd                              | CUSIP: 67117TAN5<br>LEI: 254900PS626FB00CVF06 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008987.10   | 0.29%             | 2037-10-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 4 Ltd                  | CUSIP: 94957LAA7<br>LEI: 213800VJVBC3KZIDZU56 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2997423.90   | 0.29%             | 2038-04-18      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LV Ltd                      | CUSIP: 55819FAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2396000 | PA      | $2402922.76   | 0.23%             | 2037-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Regatta 30 Funding Ltd.                        | Regatta 30 Funding Ltd                           | CUSIP: 75903UAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6625000 | PA      | $6641562.50   | 0.65%             | 2038-01-25      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                             | Elmwood CLO 24 Ltd                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2505625.00   | 0.24%             | 2038-01-17      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                             | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   3345000 | PA      | $3356670.71   | 0.33%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-IV Ltd                         | CUSIP: 12547DAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007644.60   | 0.29%             | 2037-07-23      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                     | Sandstone Peak II Ltd                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012825.30   | 0.29%             | 2038-07-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Wise CLO 2024-2 Ltd                            | Wise CLO 2024-2 Ltd                              | CUSIP: 97718GAA1<br>LEI: 254900UJ1RZE30CBZ497 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015832.80   | 0.39%             | 2037-07-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2019-3 Ltd                              | CUSIP: 92918FAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1385745 | PA      | $1387861.73   | 0.13%             | 2032-10-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 9 Ltd                       | CUSIP: 25254AAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4998261.00   | 0.49%             | 2038-04-20      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2022-4 Ltd                              | CUSIP: 92920LAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5521450.55   | 0.54%             | 2037-04-20      | Floating      | 5.84%                 | No            |                  2 | On Loan: No      |
| Symphony Loan Funding Ltd                      | Symphony Loan Funding CLO 1 Ltd                  | CUSIP: 87191BAA9<br>LEI: 2549004METMVSMVTI366 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015525.20   | 0.39%             | 2038-01-22      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXXIII Ltd                          | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |   5500000 | PA      | $5507240.20   | 0.54%             | 2038-01-24      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | CARLYLE US CLO 2019-1 LTD                        | CUSIP: 14316BAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003381.80   | 0.10%             | 2031-04-20      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2024-25 Ltd                          | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   3940000 | PA      | $3956294.66   | 0.38%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                               | BBAM US CLO I Ltd                                | CUSIP: 054978AN1<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001416.10   | 0.10%             | 2038-03-30      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO VC Ltd                                | CUSIP: 14687MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $947441.97    | 0.09%             | 2034-10-15      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXXV Ltd                            | CUSIP: 81125MAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013687.00  | 0.97%             | 2038-04-27      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | TRESTLES CLO III LTD                             | CUSIP: 89532TAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7800000 | PA      | $7832836.44   | 0.76%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | TRESTLES CLO 2017-1 Ltd                          | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5271336.53   | 0.51%             | 2037-07-25      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2024-38 Ltd                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2370000 | PA      | $2376989.60   | 0.23%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital Clo 1 Ltd                       | CUSIP: 25255DAL4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4217538.36   | 0.41%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| RRX Ltd                                        | RRX 7 Ltd                                        | CUSIP: 40257DAA5<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3557100.00   | 0.35%             | 2035-07-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares XXXIX CLO Ltd                               | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8026554.40   | 0.78%             | 2037-07-18      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle US CLO 2022-3 Ltd                        | CUSIP: 143111AL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012700.80   | 0.29%             | 2037-04-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 9 Ltd                                    | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3009246.00   | 0.29%             | 2038-01-15      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 3 Ltd                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6017376.60   | 0.58%             | 2037-07-18      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                              | Trimaran CAVU 2024-1 Ltd                         | CUSIP: 895971AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505475.15   | 0.15%             | 2038-01-25      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | PARK BLUE CLO 2023-III LTD                       | CUSIP: 70019AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013500.00   | 0.29%             | 2037-04-20      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners Clo XXXIII Ltd           | CUSIP: 08179DAA7<br>LEI: 254900IWSSBPCATK8N78 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2007184.00   | 0.20%             | 2036-01-25      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares Loan Funding IV Ltd                         | CUSIP: 04020FAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2290000 | PA      | $2295277.99   | 0.22%             | 2036-10-15      | Floating      | 6.07%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                               | Whitebox CLO III Ltd                             | CUSIP: 96467HAL0<br>LEI: 549300JXCQSPB1A61C68 | Long             | ABS-CBDO         | CORP              | KY        |   4060000 | PA      | $4068120.00   | 0.40%             | 2035-10-15      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 7 Ltd                      | CUSIP: 03328TBS3<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008644.00   | 0.20%             | 2037-04-28      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-III Ltd                        | CUSIP: 12560EAL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1560000 | PA      | $1562893.96   | 0.15%             | 2034-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                          | Sixth Street CLO XX Ltd                          | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1904265.50   | 0.19%             | 2038-07-17      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Regatta XVII Funding Ltd                       | Regatta XVII Funding Ltd                         | CUSIP: 75888BAQ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017115.00   | 0.49%             | 2037-10-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                 | Octagon 55 Ltd                                   | CUSIP: 67577AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002698.00   | 0.19%             | 2034-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                           | CUSIP: 67402FAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2499225.00   | 0.24%             | 2038-01-15      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXXVII                                | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   3250000 | PA      | $3256026.15   | 0.32%             | 2034-10-22      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 5 Ltd                            | CUSIP: 090976AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509264.75   | 0.24%             | 2037-10-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 4 Ltd                        | CUSIP: 93655QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4918288.27   | 0.48%             | 2037-07-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Apidos CLO Ltd                                 | Apidos CLO XXXI                                  | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |   1228527 | PA      | $1229715.60   | 0.12%             | 2031-04-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| BLACKROCK CASH FUNDS TREASURY SL AGENCY SHARES | BlackRock Cash Funds: Treasury, SL Agency Shares | CUSIP: 066922477<br>LEI: 5493008LW2651I1QB503 | Long             | STIV             | RF                | US        |  23120000 | NS      | $23120000.00  | 2.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-VI Ltd                         | CUSIP: 12553SAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4007495.20   | 0.39%             | 2034-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LIX Ltd                     | CUSIP: 55822EAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1757444.68   | 0.17%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 77 B Ltd              | CUSIP: 38180QAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502150.25   | 0.15%             | 2038-01-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2020-2 Ltd                         | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003009.80   | 0.10%             | 2031-10-20      | Floating      | 6.14%                 | No            |                  2 | On Loan: No      |
| Ocean Trails CLO IX                            | Ocean Trails CLO IX                              | CUSIP: 67515XAY0<br>LEI: 549300LD2JF1INLMST94 | Long             | ABS-CBDO         | CORP              | KY        |   3885000 | PA      | $3887171.33   | 0.38%             | 2038-01-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2024-24 Ltd                  | CUSIP: 11766DAA0<br>LEI: 3912003A96YDRT8EGP15 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1354478.63   | 0.13%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2024-31 Ltd                              | CUSIP: 67570AAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6023982.00   | 0.59%             | 2037-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXIII Ltd                  | CUSIP: 55819JAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6323918 | PA      | $6331506.89   | 0.62%             | 2032-10-15      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2024-III Ltd                        | CUSIP: 12575WAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1506487.50   | 0.15%             | 2037-07-21      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 55B LTD               | CUSIP: 38178LAA7<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3510627.40   | 0.34%             | 2034-07-20      | Floating      | 5.79%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 3 LTD                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  14930000 | PA      | $14974790.00  | 1.46%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 14 Ltd                                   | CUSIP: 75009RAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1041346 | PA      | $1044004.56   | 0.10%             | 2035-01-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2023-4 Ltd                     | CUSIP: 696924AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003044.30   | 0.10%             | 2037-10-20      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                              | Trimaran CAVU 2022-1 Ltd                         | CUSIP: 89623VAL5<br>LEI: 549300UZ4DECMUVOVS09 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007215.00   | 0.20%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2024-I Ltd                          | CUSIP: 12570XAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006997.60   | 0.20%             | 2037-04-18      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 26 Ltd                             | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004330.20   | 0.10%             | 2037-07-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 6 Ltd                                    | CUSIP: 75010KAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2530000 | PA      | $2538849.94   | 0.25%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2020-18 Ltd                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8024000.00   | 0.78%             | 2037-07-20      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO Ltd                               | Whitebox Clo I Ltd                               | CUSIP: 96467FAU4<br>LEI: 549300E4AC0513DYO913 | Long             | ABS-CBDO         | CORP              | KY        |   2270000 | PA      | $2273405.00   | 0.22%             | 2036-07-24      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 72 B Ltd              | CUSIP: 381941AA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1320000 | PA      | $1325576.87   | 0.13%             | 2037-04-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2015-1 Ltd                      | CUSIP: 67109BDC5<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010016.50   | 0.49%             | 2037-01-19      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital Clo 2 Ltd                       | CUSIP: 25255LAS1<br>LEI: 2549008BUJNKS7JJUU65 | Long             | ABS-CBDO         | CORP              | KY        |   7300000 | PA      | $7330485.53   | 0.71%             | 2037-10-15      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 2 Ltd                           | CUSIP: 64754LAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5018765.00   | 0.49%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LVIII Ltd                   | CUSIP: 55817BAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003984.00   | 0.10%             | 2037-04-25      | Floating      | 5.83%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO XI C Ltd                              | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013960.80   | 0.39%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2025-1 LTD                               | CUSIP: 872397AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999587.80   | 0.29%             | 2038-04-20      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Signal Peak CLO, LLC                           | Signal Peak CLO 9 Ltd                            | CUSIP: 82670QAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4767223.98   | 0.46%             | 2038-01-21      | Floating      | 5.69%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate CLO 19 Ltd                              | CUSIP: 37150JAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6003681.60   | 0.58%             | 2036-04-22      | Floating      | 5.56%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIV Ltd                            | CUSIP: 89642XAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1505612.55   | 0.15%             | 2037-04-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 14 Ltd                                        | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   1538000 | PA      | $1541018.79   | 0.15%             | 2036-04-15      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 5 Ltd                                         | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4519512.45   | 0.44%             | 2039-07-15      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 6 Ltd                      | CUSIP: 03328QBW0<br>LEI: 54930064GO7DB3TVDY21 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1997237.90   | 0.19%             | 2038-07-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 20 Ltd                                 | CUSIP: 00901QAC6<br>LEI: 2549009AFNTQKXTAWE65 | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2012376.80   | 0.20%             | 2036-10-16      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | CARLYLE US CLO 2019-4 LTD                        | CUSIP: 14317VAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005948.70   | 0.29%             | 2035-04-15      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 21 Ltd                             | Elmwood CLO 21 Ltd                               | CUSIP: 289907AN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4008421.60   | 0.39%             | 2036-10-20      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 3 Ltd                           | CUSIP: 647550AC6<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002116.90   | 0.10%             | 2034-10-20      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| MP Clo VIII, LTD                               | MP CLO VIII Ltd                                  | CUSIP: 62481WAL1<br>LEI: 549300D60LKSR31DKI65 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4510350.00   | 0.44%             | 2034-04-28      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 11 Ltd                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   1800000 | PA      | $1805312.88   | 0.18%             | 2037-07-17      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2020-20 Ltd                              | CUSIP: 670859AK3<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4919423.11   | 0.48%             | 2037-04-18      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIII Ltd                           | CUSIP: 89642TAA1<br>LEI: 635400HEV45BA22Y6W50 | Long             | ABS-CBDO         | CORP              | BM        |   2000000 | PA      | $2005023.20   | 0.19%             | 2036-10-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 7 LTD                           | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4516867.35   | 0.44%             | 2038-01-15      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | Midocean Credit CLO XV Ltd                       | CUSIP: 59801FAA1<br>LEI: 254900R5AXF91DYP1Y16 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3010212.90   | 0.29%             | 2037-07-21      | Floating      | 5.86%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL Clo 40 Ltd                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004136.00   | 0.19%             | 2038-07-22      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | MidOcean Credit CLO XVIII LLC                    | CUSIP: 59803LAA6<br>LEI: 549300XSCUX0ONI5KZ96 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.29%             | 2035-10-18      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXVI Ltd             | CUSIP: 08186AAJ5<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003369.30   | 0.10%             | 2037-07-20      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Octagon 66 Ltd                                 | Octagon 66 Ltd                                   | CUSIP: 67577WAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1754830.70   | 0.17%             | 2036-11-16      | Floating      | 6.08%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2023-21 Ltd                  | CUSIP: 117650AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3017136.00   | 0.29%             | 2036-10-18      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG US Clo 2020-1 Ltd                            | CUSIP: 449251AU1<br>LEI: 254900UXTGDH0QOBDH07 | Long             | ABS-CBDO         | CORP              | KY        |   4960000 | PA      | $4969511.30   | 0.48%             | 2035-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2022-1 Ltd                     | CUSIP: 69689QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5860000 | PA      | $5871720.00   | 0.57%             | 2035-04-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO LTD.                          | Sixth Street CLO XXV Ltd                         | CUSIP: 83011VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4870659.55   | 0.47%             | 2037-07-24      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2024-3 Ltd                               | CUSIP: 87252VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4750000 | PA      | $4767233.00   | 0.46%             | 2037-10-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate Clo 13 Ltd                              | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4015282.40   | 0.39%             | 2037-01-20      | Floating      | 6.13%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 1 Ltd                        | CUSIP: 936919AC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1002614.70   | 0.10%             | 2036-10-20      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXIX                 | CUSIP: 08186EAL2<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-CBDO         | CORP              | JE        |   4136000 | PA      | $4133955.58   | 0.40%             | 2038-01-25      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 6 Ltd                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003700.00   | 0.10%             | 2037-10-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO Ltd.                           | Halseypoint CLO 7 LTD                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1507387.80   | 0.15%             | 2038-07-20      | Floating      | 5.78%                 | No            |                  3 | On Loan: No      |
| Whitebox CLO Ltd                               | Whitebox Clo II Ltd                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   3300000 | PA      | $3310362.33   | 0.32%             | 2037-10-24      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2022-2 Ltd                    | CUSIP: 13877LAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2499132.25   | 0.24%             | 2038-04-15      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2019-1 Ltd                     | CUSIP: 69700GAJ1<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   5050000 | PA      | $5061751.35   | 0.49%             | 2034-11-14      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove Clo 9 Ltd                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1756311.90   | 0.17%             | 2037-10-22      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 29 Ltd                             | Elmwood CLO 29 Ltd                               | CUSIP: 289913AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019927.00   | 0.49%             | 2037-04-20      | Floating      | 5.85%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                             | Elmwood CLO 40 Ltd                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10515750.00  | 1.02%             | 2038-03-22      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak CLO 11 Ltd                            | CUSIP: 72132KAN5<br>LEI: 213800ENCOP5IOFQ4E98 | Long             | ABS-CBDO         | CORP              | JE        |   1225000 | PA      | $1228866.35   | 0.12%             | 2037-07-25      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| CreekSource (Dunes Creek) CLO Ltd              | Creeksource 2024-1 Dunes Creek Clo Ltd           | CUSIP: 225914AA8<br>LEI: 254900CZYOXX4AZ15302 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012764.10   | 0.29%             | 2038-01-15      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                   | Post CLO 2024-1 Ltd                              | CUSIP: 73743EAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011244.60   | 0.29%             | 2037-04-20      | Floating      | 5.93%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 12 Ltd                           | CUSIP: 09090MAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1498920.00   | 0.15%             | 2038-04-22      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital Clo 17 Ltd                     | CUSIP: 03332PAN7<br>LEI: 549300UNU854VTZYQ112 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002148.20   | 0.19%             | 2038-02-15      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 41B-R Ltd             | CUSIP: 38178AAL7<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-CBDO         | CORP              | KY        |   4400000 | PA      | $4401845.23   | 0.43%             | 2038-07-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 15 Ltd                     | CUSIP: 03329FAW4<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020782.50   | 0.49%             | 2038-07-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners Clo XXXVII Ltd           | CUSIP: 08182TAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6273196.25   | 0.61%             | 2038-01-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXI Ltd                     | CUSIP: 55822NAA7<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1504684.35   | 0.15%             | 2037-01-20      | Floating      | 6.06%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO Ltd                          | Bridge Street CLO Ltd                            | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1999800.00   | 0.19%             | 2038-04-20      | Floating      | 5.55%                 | No            |                  2 | On Loan: No      |
| Regatta XXIII Funding Ltd                      | Regatta XXIII Funding Ltd                        | CUSIP: 75889FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4511232.00   | 0.44%             | 2035-01-20      | Floating      | 5.74%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 3 Ltd                            | CUSIP: 09076VAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6006817.80   | 0.58%             | 2038-01-19      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| TCW Ltd                                        | TCW CLO 2019-2 Ltd                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2254179.38   | 0.22%             | 2038-01-20      | Floating      | 5.60%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2024-6 Ltd               | CUSIP: 05685XAA6<br>LEI: 254900HQYGN91X5XN386 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002951.60   | 0.10%             | 2038-01-21      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                               | Flatiron CLO 25 Ltd                              | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3660645.23   | 0.36%             | 2037-10-17      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                      | Regatta XXIV Funding Ltd                         | CUSIP: 75889HAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5360000 | PA      | $5376050.52   | 0.52%             | 2038-01-20      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit                                | OHA Credit Funding 6 Ltd                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507139.75   | 0.24%             | 2037-10-20      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XX Ltd               | CUSIP: 08182FAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2360000 | PA      | $2365900.00   | 0.23%             | 2034-07-15      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Generate CLO Ltd.                              | Generate CLO 9 LTD                               | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010500.00   | 0.29%             | 2038-01-20      | Floating      | 5.68%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 21 Ltd                                        | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5015458.00   | 0.49%             | 2039-07-15      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 66B Ltd               | CUSIP: 38181AAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7035410.90   | 0.68%             | 2038-07-25      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 8 Ltd                            | CUSIP: 09077TAA3<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |   5210000 | PA      | $5230840.00   | 0.51%             | 2037-04-20      | Floating      | 5.96%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VI CLO Ltd                         | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3001640.10   | 0.29%             | 2034-04-20      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                          | Cayuga Park CLO Ltd                              | CUSIP: 149791AP0<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |   4740000 | PA      | $4750257.36   | 0.46%             | 2034-07-17      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-29

**Name of Applicant:** BlackRock ETF Trust II

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer