# EDGAR Filing Document

**Accession Number:** 0001804196
**File Stem:** 0001410368-26-031783
**Filing Date:** 2026-3
**Character Count:** 149520
**Document Hash:** 6c49b656dbe0253d940bc3732a82cbc3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-031783.hdr.sgml**: 20260326

**ACCESSION NUMBER**: 0001410368-26-031783

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260326

**DATE AS OF CHANGE**: 20260326

**PERIOD START**: 20260731

**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:** 26795952

**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:** 2026-07-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $1477971574.36

**Total Liabilities:** $21402763.41

**Net Assets:** $1456568810.95

**Delayed Delivery Securities:** $19024208.96

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 495054.95000000 | **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 | 0.44%                | 0.48%                | 0.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4209.03                | $696493.87                                 |
| Month 2  | $-65113.25               | $238639.78                                 |
| Month 3  | $118218.84               | $1224478.41                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB Bsl CLO 1 Ltd                               | AB BSL CLO 2 Ltd                                 | CUSIP: 00037LAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4700000 | PA      | $4705067.54   | 0.32%             | 2034-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| AB Bsl CLO 1 Ltd                               | AB BSL CLO 3 Ltd                                 | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016418.00   | 0.34%             | 2038-04-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 29 Ltd                                   | CUSIP: 00119BAA1<br>LEI: 254900MM5EQZ35CZG002 | Long             | ABS-CBDO         | CORP              | JE        |   1925000 | PA      | $1929727.61   | 0.13%             | 2037-04-21      | Floating      | 5.24%                 | 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      | $1003887.40   | 0.07%             | 2037-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 37 Ltd                                   | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |   4298276 | PA      | $4314368.32   | 0.30%             | 2038-04-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL Clo 40 Ltd                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007983.40   | 0.14%             | 2038-07-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 11 Ltd                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   3800000 | PA      | $3815390.00   | 0.26%             | 2037-07-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 27 Ltd                                  | CUSIP: 00173UAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6850000 | PA      | $6853751.06   | 0.47%             | 2037-01-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 25 Ltd                                  | CUSIP: 00177GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    900000 | PA      | $904329.00    | 0.06%             | 2038-10-15      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 23 Ltd                                  | CUSIP: 00177JBW4<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   4200000 | PA      | $4223322.60   | 0.29%             | 2038-07-17      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 42 Ltd                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |   7775000 | PA      | $7813960.53   | 0.54%             | 2038-07-22      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| AGL CLO 7 LTD                                  | AGL CLO 7 Ltd                                    | CUSIP: 008511AW7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2560000 | PA      | $2572190.72   | 0.18%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL Core CLO 8 LTD                               | CUSIP: 00851KAK1<br>LEI: 254900IPV3KA57E31I16 | Long             | ABS-CBDO         | CORP              | KY        |   2920000 | PA      | $2932567.10   | 0.20%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL Core CLO 31 Ltd                              | CUSIP: 00852MAA8<br>LEI: 254900LYT9TA0J0GKX14 | Long             | ABS-CBDO         | CORP              | KY        |   2550000 | PA      | $2560208.16   | 0.18%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 43 Ltd                                   | CUSIP: 00852TAA3<br>LEI: 254900MOOKTGLK7JFO07 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3516863.00   | 0.24%             | 2038-09-10      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO Series 2018-A                          | CUSIP: 00900GAN5<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022466.00   | 0.34%             | 2037-10-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO 10 Ltd                                 | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11037455.00  | 0.76%             | 2037-07-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO XV Ltd                               | CUSIP: 01749WAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1568000 | PA      | $1572092.64   | 0.11%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO V-S Ltd                              | CUSIP: 01750RAC4<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1506687.00   | 0.10%             | 2037-07-24      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO XIII Ltd                             | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   7513276 | PA      | $7547070.72   | 0.52%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO XIV Ltd                              | CUSIP: 01751AAQ9<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510000.00   | 0.17%             | 2037-10-15      | Floating      | 5.01%                 | 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      | $3012302.40   | 0.21%             | 2038-02-20      | Floating      | 4.98%                 | 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      | $2397375.54   | 0.16%             | 2037-07-20      | Floating      | 5.22%                 | 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      | $3016239.00   | 0.21%             | 2038-10-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 31 Ltd                     | CUSIP: 032912AA5<br>LEI: 636700LHRCVD3XI3ZU07 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3015249.00   | 0.21%             | 2038-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 19 Ltd                     | CUSIP: 03328JAL1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3016416.00   | 0.21%             | 2038-10-15      | Floating      | 5.02%                 | 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      | $2011460.00   | 0.14%             | 2038-07-22      | Floating      | 5.04%                 | 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      | $2005177.20   | 0.14%             | 2037-04-28      | Floating      | 5.23%                 | 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      | $5025710.00   | 0.35%             | 2038-07-20      | Floating      | 5.08%                 | 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      | $1001358.40   | 0.07%             | 2035-04-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital Clo 20 Ltd                     | CUSIP: 03330YAJ9<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001250.00   | 0.07%             | 2035-01-20      | Floating      | 4.77%                 | 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      | $3010118.70   | 0.21%             | 2037-07-15      | Floating      | 5.10%                 | 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      | $2006924.60   | 0.14%             | 2038-02-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 30 Ltd                     | CUSIP: 03333CAA3<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005460.50   | 0.34%             | 2037-01-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital CLO 30 Ltd                     | CUSIP: 03333CAE5<br>LEI: 213800WBJC3SQNXZV879 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2012435.40   | 0.14%             | 2037-01-20      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XVIII-R                               | CUSIP: 03767NAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1576770.94   | 0.11%             | 2038-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXXI                                  | CUSIP: 03767VAG3<br>LEI: 549300IG6PHVJ3WBR394 | Long             | ABS-CBDO         | CORP              | KY        |    597035 | PA      | $597181.59    | 0.04%             | 2031-04-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXXVII                                | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5253447.15   | 0.36%             | 2034-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XLVII Ltd                             | CUSIP: 03770QAA2<br>LEI: 254900SZ16B4KDM8N485 | Long             | ABS-CBDO         | CORP              | JE        |   2221000 | PA      | $2225442.00   | 0.15%             | 2037-04-26      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | APIDOS CLO XLVIII Ltd                            | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   5445000 | PA      | $5466780.00   | 0.38%             | 2037-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO LIII                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5026910.00   | 0.35%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos Clo LIV                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3015852.00   | 0.21%             | 2038-10-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES Loan Funding III Ltd                        | CUSIP: 04009BAN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6256453.13   | 0.43%             | 2036-07-25      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares XXXIX CLO Ltd                               | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8027459.20   | 0.55%             | 2037-07-18      | Floating      | 5.09%                 | 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      | $2006993.40   | 0.14%             | 2038-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares Loan Funding VIII Ltd                       | CUSIP: 04021MAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6019800.00   | 0.41%             | 2038-01-24      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES LXXIX CLO Ltd                               | CUSIP: 04021UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.21%             | 2039-04-20      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                           | Arini US Clo II Ltd                              | CUSIP: 04039BAA0<br>LEI: 2549001Z731V3ALGMH47 | Long             | ABS-CBDO         | CORP              | KY        |   5230000 | PA      | $5261128.96   | 0.36%             | 2038-03-31      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Arini US CLO Limited                           | Arini US CLO IV Ltd                              | CUSIP: 04039EAA4<br>LEI: 2549000YTF465KO4L531 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.21%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Atlantic Avenue Ltd                            | Atlantic Avenue 2025-4 Ltd                       | CUSIP: 04822PAA0<br>LEI: 254900VARY5P5QYLKJ76 | Long             | ABS-CBDO         | CORP              | KY        |   5100000 | PA      | $5129529.00   | 0.35%             | 2038-10-15      | Floating      | 5.15%                 | 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      | $2005616.40   | 0.14%             | 2038-03-30      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                               | BBAM US CLO I Ltd                                | CUSIP: 054978AQ4<br>LEI: 549300LRECI1GZTZLF38 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1008401.20   | 0.07%             | 2038-03-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                               | Bbam US Clo V Ltd                                | CUSIP: 05556BAA0<br>LEI: 213800MKXSA1BGWGVJ66 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5028255.00   | 0.35%             | 2038-07-25      | Floating      | 5.03%                 | 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      | $1000000.00   | 0.07%             | 2034-07-19      | Floating      | 4.91%                 | 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      | $4371233.70   | 0.30%             | 2037-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2020-3 Ltd               | CUSIP: 05684CAW5<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2952119.28   | 0.20%             | 2034-10-23      | Floating      | 4.88%                 | 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      | $1004159.50   | 0.07%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2025-1 Ltd               | CUSIP: 05686CAA1<br>LEI: 254900S1SCKP6SJYG009 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012321.00   | 0.34%             | 2038-04-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                             | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   3345000 | PA      | $3357589.24   | 0.23%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                             | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1006601.20   | 0.07%             | 2037-07-20      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2020-2 Ltd                         | CUSIP: 05875DAL6<br>LEI: 254900Y6C4AXEAZ9T124 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002736.90   | 0.21%             | 2031-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2019-2 Ltd                         | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   4184000 | PA      | $4199899.20   | 0.29%             | 2038-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 26 Ltd                             | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003059.20   | 0.07%             | 2037-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Babson CLO Ltd                                 | Barings CLO Ltd 2025-V                           | CUSIP: 06765BAA5<br>LEI: 2549000XGGHFFMGI1592 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11054989.00  | 0.76%             | 2038-10-15      | Floating      | 5.11%                 | 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      | $2000997.40   | 0.14%             | 2036-01-25      | Floating      | 5.42%                 | 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        |   2500000 | PA      | $2511300.00   | 0.17%             | 2037-10-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO 43 Ltd               | CUSIP: 08179QAA8<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6025176.00   | 0.41%             | 2038-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO IV Ltd               | CUSIP: 08180FCG4<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020360.00   | 0.34%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XX Ltd               | CUSIP: 08182FAY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024963.00   | 0.34%             | 2037-07-15      | Floating      | 4.96%                 | 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      | $6277926.25   | 0.43%             | 2038-01-25      | Floating      | 5.02%                 | 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      | $5021898.00   | 0.34%             | 2038-01-25      | Floating      | 4.98%                 | 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      | $1003675.60   | 0.07%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XVIII Ltd            | CUSIP: 08186PAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5017787.00   | 0.34%             | 2038-10-15      | Floating      | 5.14%                 | 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      | $5011508.00   | 0.34%             | 2037-07-17      | Floating      | 5.26%                 | 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      | $6019217.40   | 0.41%             | 2038-01-19      | Floating      | 4.93%                 | 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        |   6160000 | PA      | $6182489.54   | 0.42%             | 2037-07-15      | Floating      | 5.15%                 | 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      | $3010747.50   | 0.21%             | 2037-10-19      | Floating      | 5.07%                 | 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      | $5219164.39   | 0.36%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove Clo 9 Ltd                            | CUSIP: 09077WAA6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   3620000 | PA      | $3633199.61   | 0.25%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove Clo 11 Ltd                           | CUSIP: 09077YAE4<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002121.70   | 0.07%             | 2038-01-22      | Floating      | 5.42%                 | 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        |  10500000 | PA      | $10538692.50  | 0.72%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Blueberry Park CLO                             | Blueberry Park CLO Ltd                           | CUSIP: 09609QAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   2000000 | PA      | $2008992.00   | 0.14%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXXV Ltd                        | CUSIP: 09631RAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13550000 | PA      | $13604285.37  | 0.93%             | 2037-10-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bowling Green Park CLO LLC                     | Bowling Green Park CLO LLC                       | CUSIP: 102875AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000500.20   | 0.07%             | 2035-04-18      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                            | Brant Point CLO 2025-7 Ltd                       | CUSIP: 105488AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4825924.80   | 0.33%             | 2038-07-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO V Ltd                          | CUSIP: 107921AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4013334.40   | 0.28%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO I Ltd                          | CUSIP: 10805YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6019350.00   | 0.41%             | 2037-07-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO VI Ltd                         | CUSIP: 10806PAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3515106.00   | 0.24%             | 2039-01-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO III Ltd                        | CUSIP: 10806YAN0<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2509787.50   | 0.17%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2023-21 Ltd                  | CUSIP: 117650AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012540.00   | 0.21%             | 2038-10-18      | Floating      | 4.94%                 | 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      | $2504410.50   | 0.17%             | 2037-05-15      | Floating      | 5.42%                 | 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        |   8000000 | PA      | $8032704.00   | 0.55%             | 2038-07-20      | Floating      | 5.00%                 | 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      | $1924764.67   | 0.13%             | 2037-04-15      | Floating      | 5.29%                 | 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      | $1354830.30   | 0.09%             | 2037-10-15      | Floating      | 5.07%                 | 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      | $2008367.20   | 0.14%             | 2038-01-18      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAMR 2021-14 LTD                                | CUSIP: 12516KAC1<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |  10550000 | PA      | $10595375.55  | 0.73%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-IV Ltd                         | CUSIP: 12547DAL0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011195.10   | 0.21%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-II Ltd                         | CUSIP: 12547LAL2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $751230.45    | 0.05%             | 2034-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-VI Ltd                         | CUSIP: 12553SAC8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4002862.80   | 0.27%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-I Ltd                          | CUSIP: 12555QAN6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3002250.00   | 0.21%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-III Ltd                        | CUSIP: 12560EAW6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   5610000 | PA      | $5630100.63   | 0.39%             | 2038-10-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-III Ltd                        | CUSIP: 12564DAJ3<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3010509.90   | 0.21%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2021-V Ltd                          | CUSIP: 12565EAJ0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003503.00   | 0.07%             | 2038-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2022-II Ltd                         | CUSIP: 12567MAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4505365.80   | 0.31%             | 2035-04-19      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2022-I Ltd                          | CUSIP: 12570LAA6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3504307.10   | 0.24%             | 2035-04-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2024-I Ltd                          | CUSIP: 12570XAA0<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003853.40   | 0.14%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2025-I Ltd                          | CUSIP: 12572VAA2<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501796.10   | 0.10%             | 2038-04-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2023-I Ltd                          | CUSIP: 12575RAJ9<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7027608.00   | 0.48%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2024-III Ltd                        | CUSIP: 12575WAA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505871.30   | 0.10%             | 2037-07-21      | Floating      | 5.15%                 | 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      | $2506720.50   | 0.17%             | 2038-04-15      | Floating      | 4.85%                 | 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        |  10000000 | PA      | $10022444.00  | 0.69%             | 2037-04-20      | Floating      | 5.22%                 | 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      | $3003672.30   | 0.21%             | 2035-04-15      | Floating      | 4.99%                 | 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      | $1000647.80   | 0.07%             | 2035-04-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO I Ltd                                 | CUSIP: 146865AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    510892 | PA      | $511522.99    | 0.04%             | 2031-07-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO VII-C Ltd                             | CUSIP: 14686BAN7<br>LEI: 254900KRTGHP264UWC15 | Long             | ABS-CBDO         | CORP              | JE        |   1520000 | PA      | $1525320.00   | 0.10%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | Carval Clo VIII-C Ltd                            | CUSIP: 14686NAL5<br>LEI: 254900NZG2CMHKHNPU97 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5020109.00   | 0.34%             | 2037-10-22      | Floating      | 5.09%                 | 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      | $946510.20    | 0.06%             | 2034-10-15      | Floating      | 5.13%                 | 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      | $3757268.25   | 0.26%             | 2037-04-20      | Floating      | 5.35%                 | 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      | $1003755.30   | 0.07%             | 2037-04-20      | Floating      | 5.77%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO XI C Ltd                              | CUSIP: 14688RAA8<br>LEI: 254900BDRF474L9PWM54 | Long             | ABS-CBDO         | CORP              | KY        |   7830000 | PA      | $7857379.94   | 0.54%             | 2037-10-20      | Floating      | 5.06%                 | 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      | $1756375.95   | 0.12%             | 2037-07-20      | Floating      | 5.13%                 | 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      | $2007093.20   | 0.14%             | 2037-10-15      | Floating      | 5.05%                 | 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      | $5017489.50   | 0.34%             | 2038-01-17      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-VII Ltd                        | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7028700.00   | 0.48%             | 2038-10-19      | Floating      | 4.95%                 | 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      | $2007571.00   | 0.14%             | 2037-07-15      | Floating      | 5.06%                 | 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      | $3011239.80   | 0.21%             | 2038-01-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Crown City CLO I                               | Crown City CLO I                                 | CUSIP: 22823RAW9<br>LEI: 549300K60T4GC7BSX929 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5026565.00   | 0.35%             | 2038-07-20      | Floating      | 5.04%                 | 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      | $2003013.00   | 0.14%             | 2034-07-14      | Floating      | 5.12%                 | 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      | $5010514.00   | 0.34%             | 2038-04-20      | Floating      | 4.84%                 | 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      | $4215479.52   | 0.29%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital Clo 3 Ltd                       | CUSIP: 25255JAL1<br>LEI: 254900L1QJX98W5ORK78 | Long             | ABS-CBDO         | CORP              | KY        |   6830781 | PA      | $6859043.36   | 0.47%             | 2038-01-15      | Floating      | 5.00%                 | 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      | $7327130.45   | 0.50%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 4 Ltd                       | CUSIP: 25255NBC1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4010800.00   | 0.28%             | 2039-01-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital Clo 6 Ltd                       | CUSIP: 25255UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002565.10   | 0.07%             | 2037-04-15      | Floating      | 5.28%                 | 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      | $4015200.00   | 0.28%             | 2037-07-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 12 Ltd                      | CUSIP: 25255YAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5520709.15   | 0.38%             | 2038-10-20      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 13 Ltd                      | CUSIP: 25256GAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505250.00   | 0.10%             | 2039-01-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 8 Ltd                       | CUSIP: 25256JAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007483.40   | 0.14%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 10 Ltd                      | CUSIP: 25290BAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3767696.25   | 0.26%             | 2038-04-20      | Floating      | 4.98%                 | 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      | $1272982.60   | 0.09%             | 2037-04-18      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 37 Senior Loan Fund                       | CUSIP: 26249MAQ0<br>LEI: 254900I0IPNA482LDS44 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502896.35   | 0.10%             | 2031-01-15      | Floating      | 5.33%                 | 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      | $5022950.00   | 0.34%             | 2038-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2013-1 Ltd                         | CUSIP: 28623FAJ3<br>LEI: 549300D7IKXB86IQMC13 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3016968.00   | 0.21%             | 2038-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation Clo 2021-15 Ltd                        | CUSIP: 28623VAN9<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1601607.52   | 0.11%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2026-19 Ltd                        | CUSIP: 28624QAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.21%             | 2038-03-31      | Floating      | 0.00%                 | 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      | $5011484.50   | 0.34%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                             | Elmwood CLO I Ltd                                | CUSIP: 290015AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6013692.60   | 0.41%             | 2037-04-20      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                             | Elmwood CLO I Ltd                                | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6000000.00   | 0.41%             | 2037-04-20      | Floating      | 0.00%                 | 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      | $2511725.00   | 0.17%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 22 Ltd                             | Elmwood CLO 22 Ltd                               | CUSIP: 29001YAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006610.80   | 0.14%             | 2038-04-17      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                             | Elmwood CLO 24 Ltd                               | CUSIP: 290020AL0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5173000 | PA      | $5194726.60   | 0.36%             | 2038-01-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO IV Ltd                             | Elmwood CLO IV Ltd                               | CUSIP: 29002GAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1003172.00   | 0.07%             | 2037-04-18      | Floating      | 5.13%                 | 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      | $1014804.57   | 0.07%             | 2037-10-15      | Floating      | 5.03%                 | 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      | $4009132.00   | 0.28%             | 2037-04-20      | Floating      | 5.22%                 | 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      | $4017872.00   | 0.28%             | 2037-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 26 Ltd                             | Elmwood CLO 26 Ltd                               | CUSIP: 29004CAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504922.50   | 0.17%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                             | Elmwood CLO 40 Ltd                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5520471.00   | 0.38%             | 2038-03-22      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 19 Ltd                             | Elmwood CLO 19 Ltd                               | CUSIP: 29004JAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5019711.50   | 0.34%             | 2038-10-17      | Floating      | 4.91%                 | 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        |   6160000 | PA      | $6166974.97   | 0.42%             | 2035-04-15      | Floating      | 5.00%                 | 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      | $2507093.00   | 0.17%             | 2035-04-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                               | Flatiron CLO 20 Ltd                              | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020305.50   | 0.34%             | 2038-11-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                               | Flatiron CLO 25 Ltd                              | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3666373.90   | 0.25%             | 2037-10-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy 35 Clo Ltd                                | CUSIP: 362930AA7<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1052055.48   | 0.07%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 13 Ltd                         | CUSIP: 370918AA2<br>LEI: 549300OHYOREA2V0F579 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4003638.40   | 0.27%             | 2037-01-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 9 Ltd                          | CUSIP: 37147LAN9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3013257.30   | 0.21%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 12 Ltd                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5523375.00   | 0.38%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 15 Ltd                         | CUSIP: 37147XAA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   9180000 | PA      | $9205279.88   | 0.63%             | 2037-07-20      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 8 Ltd                          | CUSIP: 37148EAN4<br>LEI: 2549002O2LJ1LE1W2D54 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012530.40   | 0.21%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 11 Ltd                         | CUSIP: 37149HAL0<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2007618.00   | 0.14%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 17 Ltd                         | CUSIP: 37149PAA6<br>LEI: 21380057FWYXY89TJK26 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1505625.00   | 0.10%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | Goldentree Loan Management US Clo 9 Ltd          | CUSIP: 38138JAN3<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   3675000 | PA      | $3681858.65   | 0.25%             | 2037-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | GoldenTree Loan Management US CLO 22 Ltd         | CUSIP: 38139EAC7<br>LEI: 254900AWFHWNFOUM2K51 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004392.60   | 0.07%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners 48 LP                     | CUSIP: 38177DAQ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004704.00   | 0.07%             | 2038-04-17      | Floating      | 4.98%                 | 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      | $4418949.48   | 0.30%             | 2038-07-20      | Floating      | 5.00%                 | 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        |   3250000 | PA      | $3262139.40   | 0.22%             | 2037-10-25      | Floating      | 5.04%                 | 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      | $1504767.60   | 0.10%             | 2038-01-25      | Floating      | 4.92%                 | 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      | $7027754.30   | 0.48%             | 2038-07-25      | Floating      | 5.12%                 | 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      | $3015036.00   | 0.21%             | 2038-07-20      | Floating      | 4.98%                 | 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      | $2004027.60   | 0.14%             | 2038-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 79B Ltd               | CUSIP: 38181JAC3<br>LEI: 254900KYMBF5APUCPC56 | Long             | ABS-CBDO         | CORP              | KY        |   1727273 | PA      | $1733311.20   | 0.12%             | 2038-04-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 58B-R Ltd             | CUSIP: 38181NAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6150000 | PA      | $6177890.25   | 0.42%             | 2037-10-25      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 55B LTD               | CUSIP: 38182AAE7<br>LEI: 254900ZZ9HHZTOQ1XK24 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1507394.25   | 0.10%             | 2038-10-20      | Floating      | 5.57%                 | 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        |   3850000 | PA      | $3864245.00   | 0.27%             | 2037-07-25      | Floating      | 5.17%                 | 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      | $1323370.88   | 0.09%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Halseypoint Clo 5 Ltd                            | CUSIP: 406371AA2<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252170.25   | 0.09%             | 2035-01-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | HalseyPoint CLO 4 Ltd                            | CUSIP: 40637LAA8<br>LEI: 549300CMJUK1VCINNF57 | Long             | ABS-CBDO         | CORP              | KY        |   6730000 | PA      | $6741593.77   | 0.46%             | 2034-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Halseypoint CLO 7 LTD                            | CUSIP: 40638LAL3<br>LEI: 5493000LI3XMVBCJEF82 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1505979.45   | 0.10%             | 2038-07-20      | Floating      | 5.12%                 | 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      | $1244727.13   | 0.09%             | 2037-07-30      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Halseypoint Clo 6 Ltd                            | CUSIP: 40639GAU3<br>LEI: 5493001PG85K1980W896 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1005112.90   | 0.07%             | 2038-01-20      | Floating      | 5.72%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                              | Harriman Park CLO LTD                            | CUSIP: 413717BC2<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024970.00   | 0.34%             | 2038-07-20      | Floating      | 4.97%                 | 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      | $5020342.00   | 0.34%             | 2038-07-25      | Floating      | 5.00%                 | 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      | $3016260.00   | 0.21%             | 2038-07-18      | Floating      | 5.05%                 | 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      | $5012524.50   | 0.34%             | 2037-04-20      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 35 Ltd                                   | CUSIP: 48254LAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013813.00   | 0.34%             | 2038-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 58 Ltd                                   | CUSIP: 48257HAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3719117.90   | 0.26%             | 2038-10-15      | Floating      | 5.27%                 | 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      | $5023582.50   | 0.34%             | 2037-10-25      | Floating      | 5.04%                 | 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      | $1003103.00   | 0.07%             | 2037-04-25      | Floating      | 5.18%                 | 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      | $1503061.65   | 0.10%             | 2037-04-15      | Floating      | 6.27%                 | 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      | $2404672.08   | 0.17%             | 2037-07-18      | Floating      | 5.03%                 | 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        |   5577562 | PA      | $5582800.13   | 0.38%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXV Ltd                    | CUSIP: 55819MBC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.21%             | 2039-02-13      | Floating      | 0.00%                 | 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      | $2609353.24   | 0.18%             | 2037-07-16      | Floating      | 5.03%                 | 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        |   4007000 | PA      | $4015213.95   | 0.28%             | 2037-04-25      | Floating      | 5.18%                 | 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      | $1755426.75   | 0.12%             | 2037-04-18      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XL-R Ltd                    | CUSIP: 55823RAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024540.00   | 0.34%             | 2038-10-16      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO LTD                           | Marble Point CLO XVII Ltd                        | CUSIP: 56606CAL7<br>LEI: 2549003LUS5LG1CTZP23 | Long             | ABS-CBDO         | CORP              | KY        |   9200000 | PA      | $9232178.84   | 0.63%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XVIII Ltd                     | Marble Point CLO XVIII Ltd                       | CUSIP: 566076BA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2200000 | PA      | $2206767.64   | 0.15%             | 2038-03-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Marble Point CLO XIX Ltd                       | Marble Point CLO XIX Ltd                         | CUSIP: 56607KAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10048820.00  | 0.69%             | 2038-10-19      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | Midocean Credit Clo XXI                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2006972.00   | 0.14%             | 2038-10-20      | Floating      | 5.12%                 | 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      | $3008862.00   | 0.21%             | 2037-07-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | MidOcean Credit CLO XIX                          | CUSIP: 59803HAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $2382412.38   | 0.16%             | 2036-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Milford Park CLO, Ltd.                         | Milford Park CLO Ltd                             | CUSIP: 59966PAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   1980000 | PA      | $1985276.30   | 0.14%             | 2038-01-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Milos CLO, LTD                                 | Milos CLO Ltd                                    | CUSIP: 60162PAG7<br>LEI: 254900GFWI4EEB8IJS18 | Long             | ABS-CBDO         | CORP              | KY        |    228429 | PA      | $228433.61    | 0.02%             | 2030-10-20      | Floating      | 5.48%                 | 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      | $4506898.95   | 0.31%             | 2034-04-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XXI Ltd                     | CUSIP: 64130DBS8<br>LEI: 549300VBBLOSKH8XQ869 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2510000.00   | 0.17%             | 2039-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 33 Ltd        | CUSIP: 64132TAU7<br>LEI: 549300RVE5T2OYI2H743 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1354718.66   | 0.09%             | 2039-04-16      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 40 Ltd        | CUSIP: 64134JAL7<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016361.00   | 0.34%             | 2037-10-16      | Floating      | 4.90%                 | 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      | $1003660.20   | 0.07%             | 2037-01-20      | Floating      | 5.17%                 | 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      | $3014235.90   | 0.21%             | 2038-10-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers NBLA CLO 53 Ltd   | CUSIP: 64135WAJ2<br>LEI: 254900R37Z1EGG1Y1P54 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3013242.00   | 0.21%             | 2037-10-24      | Floating      | 5.01%                 | 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      | $5019892.00   | 0.34%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 3 Ltd                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   7250000 | PA      | $7281508.50   | 0.50%             | 2038-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 8 Ltd                           | CUSIP: 64755GAA5<br>LEI: 254900PW0IZ6YH8P9I85 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5021640.00   | 0.34%             | 2038-10-20      | Floating      | 5.13%                 | 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      | $4910588.90   | 0.34%             | 2037-04-18      | Floating      | 5.20%                 | 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      | $5172489.02   | 0.36%             | 2038-01-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 4 Ltd                         | CUSIP: 67098DBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3294000 | PA      | $3308256.76   | 0.23%             | 2038-01-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 6 Ltd                         | CUSIP: 67098UAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2511313.75   | 0.17%             | 2037-10-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 7 Ltd                         | CUSIP: 67098WAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13750000 | PA      | $13819327.50  | 0.95%             | 2038-07-19      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2013-2 Ltd                      | CUSIP: 67104LAK3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10033735.00  | 0.69%             | 2038-10-20      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2020-18 Ltd                              | CUSIP: 671078AW3<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-CBDO         | CORP              | KY        |   8975000 | PA      | $9008207.50   | 0.62%             | 2037-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | Ocp Clo 2024-33 Ltd                              | CUSIP: 671080AA7<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1003657.70   | 0.07%             | 2037-07-20      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2015-1 Ltd                      | CUSIP: 67109BDN1<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   9000000 | PA      | $9042561.00   | 0.62%             | 2038-10-19      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 17 Ltd                        | CUSIP: 67109SAA5<br>LEI: 254900ZA7EPUCGQUTA43 | Long             | ABS-CBDO         | CORP              | BM        |   4700000 | PA      | $4708561.05   | 0.32%             | 2037-04-20      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                        | OHA Credit Partners XII Ltd                      | CUSIP: 67109YBC7<br>LEI: 254900U4U4HIDOPWSL06 | Long             | ABS-CBDO         | CORP              | KY        |   1160000 | PA      | $1161740.35   | 0.08%             | 2037-04-23      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2016-11 Ltd                              | CUSIP: 67110DBQ9<br>LEI: 254900QIJ8IQOK988683 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5024080.00   | 0.34%             | 2038-07-26      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners XIII Ltd                     | CUSIP: 67110NBB0<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3718178.10   | 0.26%             | 2037-10-21      | Floating      | 5.05%                 | 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      | $1811897.46   | 0.12%             | 2037-07-20      | Floating      | 5.37%                 | 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      | $4012963.20   | 0.28%             | 2038-01-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 3 LTD                         | CUSIP: 67112RBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  12930000 | PA      | $12984466.33  | 0.89%             | 2038-01-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2022-25 Ltd                              | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5016664.50   | 0.34%             | 2037-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners XVI                          | CUSIP: 67115LAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5050000 | PA      | $5072679.55   | 0.35%             | 2037-10-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2023-26 Ltd                              | CUSIP: 67116HAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3450000 | PA      | $3454341.83   | 0.24%             | 2037-04-17      | Floating      | 4.75%                 | 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      | $3013692.60   | 0.21%             | 2037-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2024-38 Ltd                              | CUSIP: 67120KAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2630000 | PA      | $2640890.57   | 0.18%             | 2038-01-21      | Floating      | 5.00%                 | 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        |   2278000 | PA      | $2287575.35   | 0.16%             | 2038-01-18      | Floating      | 4.99%                 | 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      | $3013753.80   | 0.21%             | 2038-01-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2024-25 Ltd                          | CUSIP: 67402PAA5<br>LEI: 254900NTZ5OVNC5X7789 | Long             | ABS-CBDO         | CORP              | KY        |   6810000 | PA      | $6827361.41   | 0.47%             | 2037-04-20      | Floating      | 5.22%                 | 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      | $1004203.60   | 0.07%             | 2038-01-20      | Floating      | 5.01%                 | 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      | $6010412.40   | 0.41%             | 2037-04-20      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2025-44 Ltd                              | CUSIP: 67570UAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1825000 | PA      | $1834260.05   | 0.13%             | 2038-10-24      | Floating      | 4.97%                 | 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      | $3011126.70   | 0.21%             | 2038-01-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                 | Octagon 55 Ltd                                   | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2009704.00   | 0.14%             | 2038-03-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                 | Octagon 75 Ltd                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2257470.90   | 0.15%             | 2038-01-22      | Floating      | 4.87%                 | 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      | $3006000.00   | 0.21%             | 2030-07-17      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Octagon Investment Partners 38                 | Octagon Investment Partners 38 Ltd               | CUSIP: 67591YAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1650000 | PA      | $1660643.99   | 0.11%             | 2037-10-20      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | Oak Hill Credit Partners X-R Ltd                 | CUSIP: 67707CBC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    860000 | PA      | $860740.46    | 0.06%             | 2038-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 2 LTD                         | CUSIP: 67707EBJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3390000 | PA      | $3401399.89   | 0.23%             | 2038-01-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 21 Ltd                        | CUSIP: 67707KAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8043864.00   | 0.55%             | 2038-10-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 5 Ltd                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2507947.50   | 0.17%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2021-3 Ltd                     | CUSIP: 69688FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3569099.00   | 0.25%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2022-1 Ltd                     | CUSIP: 69689QAL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5860000 | PA      | $5887084.92   | 0.40%             | 2038-10-20      | Floating      | 4.92%                 | 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      | $1004769.00   | 0.07%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2019-1 Ltd                     | CUSIP: 69700GAU6<br>LEI: 549300Y43K78UTRMTN21 | Long             | ABS-CBDO         | CORP              | KY        |   3850000 | PA      | $3868141.20   | 0.27%             | 2038-08-14      | Floating      | 5.10%                 | 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      | $4020012.00   | 0.28%             | 2037-07-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue CLO 2022-II Ltd                        | CUSIP: 70018CAQ9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |   2840000 | PA      | $2849452.66   | 0.20%             | 2037-07-20      | Floating      | 5.09%                 | 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      | $3012857.70   | 0.21%             | 2037-04-20      | Floating      | 5.15%                 | 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        |   1750000 | PA      | $1756719.65   | 0.12%             | 2037-07-25      | Floating      | 5.15%                 | 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      | $3009963.90   | 0.21%             | 2038-04-25      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue CLO 2024-VI Ltd                        | CUSIP: 70019KAA5<br>LEI: 213800RLFYTJFPXOL592 | Long             | ABS-CBDO         | CORP              | KY        |   1935000 | PA      | $1943699.57   | 0.13%             | 2038-01-25      | Floating      | 5.01%                 | 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      | $1004491.80   | 0.07%             | 2038-10-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue CLO 2025-X LTD                         | CUSIP: 70019YAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011545.50   | 0.21%             | 2039-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak Clo 15 2023 Ltd                       | CUSIP: 720922AL7<br>LEI: 213800Z4RS2ZM3411T95 | Long             | ABS-CBDO         | CORP              | JE        |   5350000 | PA      | $5368906.37   | 0.37%             | 2038-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak Clo 16 Ltd                            | CUSIP: 72132EAA7<br>LEI: 2138001LNFG5678B4I86 | Long             | ABS-CBDO         | CORP              | KY        |   1795000 | PA      | $1801899.62   | 0.12%             | 2037-07-25      | Floating      | 5.13%                 | 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      | $1229562.88   | 0.08%             | 2037-07-25      | Floating      | 5.07%                 | 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      | $7023222.50   | 0.48%             | 2038-04-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                          | Polen Capital CLO 2025-2 Ltd                     | CUSIP: 73110AAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3011481.90   | 0.21%             | 2039-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                   | Post CLO 2021-1 LTD                              | CUSIP: 73742FAJ5<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003024.40   | 0.14%             | 2034-10-15      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                   | Post CLO VI Ltd                                  | CUSIP: 73742RAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6350000 | PA      | $6375354.28   | 0.44%             | 2038-01-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                   | Post CLO 2024-1 Ltd                              | CUSIP: 73743EAA6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5513328.70   | 0.38%             | 2037-04-20      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 18 Ltd                                        | CUSIP: 749752AL5<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9547851.50   | 0.66%             | 2040-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 41 LTD                                        | CUSIP: 749764AA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2008914.00   | 0.14%             | 2040-10-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 5 Ltd                                         | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4512150.00   | 0.31%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 14 Ltd                                        | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   1538000 | PA      | $1539838.53   | 0.11%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 19 Ltd                                        | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5014369.00   | 0.34%             | 2040-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 32 LTD /old                                   | CUSIP: 74988CAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1740000 | PA      | $1748258.04   | 0.12%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 28 Ltd                                        | CUSIP: 74989NAA7<br>LEI: 254900ZSKVCYOXP11C98 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004450.00   | 0.14%             | 2037-04-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 29 LTD                                        | CUSIP: 74989VAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3210000 | PA      | $3222613.37   | 0.22%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | RAD CLO 27 Ltd                                   | CUSIP: 749972AA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  10695000 | PA      | $10738148.98  | 0.74%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 9 Ltd                                    | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3012940.80   | 0.21%             | 2038-01-15      | Floating      | 5.01%                 | 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      | $1042964.67   | 0.07%             | 2035-01-15      | Floating      | 5.10%                 | 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      | $2539218.56   | 0.17%             | 2037-10-20      | Floating      | 5.06%                 | 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      | $1004190.60   | 0.07%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regatta 32 Funding Ltd.                        | Regatta 32 Funding Ltd                           | CUSIP: 75884AAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   9930000 | PA      | $9986015.13   | 0.69%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regatta X Funding Ltd.                         | Regatta X Funding Ltd                            | CUSIP: 75884BAL2<br>LEI: 549300E2FIIBY7XTJE98 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015854.80   | 0.28%             | 2037-07-17      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Regatta XX Funding Ltd                         | Regatta XX Funding Ltd                           | CUSIP: 75884YAK4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2650000 | PA      | $2657570.79   | 0.18%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Regatta VI Funding Ltd.                        | Regatta VI Funding Ltd                           | CUSIP: 75887NBL2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8037048.00   | 0.55%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Regatta Funding                                | Regatta XI Funding Ltd                           | CUSIP: 75887XAN7<br>LEI: 254900TUAAER6MTE4E64 | Long             | ABS-CBDO         | CORP              | KY        |   7500000 | PA      | $7530318.75   | 0.52%             | 2037-07-17      | Floating      | 5.07%                 | 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      | $5024617.00   | 0.34%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Regatta 31 Funding Ltd.                        | Regatta 31 Funding Ltd                           | CUSIP: 758962AA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2105716.83   | 0.14%             | 2038-03-25      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                     | Regatta XXVII Funding Ltd                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   4000000 | PA      | $4009483.20   | 0.28%             | 2037-04-26      | Floating      | 5.20%                 | 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      | $2011148.00   | 0.14%             | 2038-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Regatta XXVIII Funding Ltd.                    | Regatta XXVIII Funding Ltd                       | CUSIP: 75901PAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4510350.00   | 0.31%             | 2037-04-25      | Floating      | 5.22%                 | 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      | $6653047.60   | 0.46%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Regatta 35 Funding Ltd.                        | Regatta 35 Funding Ltd                           | CUSIP: 75903YAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3045000 | PA      | $3060876.63   | 0.21%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                         | Rockford Tower CLO 2022-3 Ltd                    | CUSIP: 77341XAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4014623.20   | 0.28%             | 2037-07-20      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 21 Ltd                                        | CUSIP: 78110TAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5570000 | PA      | $5592391.96   | 0.38%             | 2039-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 27 Ltd                                        | CUSIP: 78110VAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   5000000 | PA      | $5017523.50   | 0.34%             | 2040-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Sagard-Halseypoint Clo 8 Ltd                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   3215000 | PA      | $3226866.24   | 0.22%             | 2038-01-30      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Sagard-Halseypoint Clo 10 Ltd                    | CUSIP: 78663BAA7<br>LEI: 254900N7LSI0GVY3UO19 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5022102.00   | 0.34%             | 2038-10-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak, Ltd                            | Sandstone Peak III Ltd                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7012194.70   | 0.48%             | 2037-04-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                            | Sandstone Peak Ltd                               | CUSIP: 800130AN6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10260108.55  | 0.70%             | 2034-10-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                     | Sandstone Peak II Ltd                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11065527.00  | 0.76%             | 2038-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXXIV Ltd                           | CUSIP: 81124BAA4<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |   5375000 | PA      | $5397212.73   | 0.37%             | 2038-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXIX Ltd                            | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5028470.00   | 0.35%             | 2038-07-22      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXVIII Ltd                          | CUSIP: 81124LAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4502052.90   | 0.31%             | 2035-01-20      | Floating      | 4.73%                 | 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      | $1003938.80   | 0.07%             | 2038-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                              | 720 East CLO 2022-I Ltd                          | CUSIP: 81785AAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1460000 | PA      | $1466107.62   | 0.10%             | 2038-01-20      | Floating      | 5.00%                 | 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      | $2004952.40   | 0.14%             | 2037-04-15      | Floating      | 5.27%                 | 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        |  10085000 | PA      | $10137310.90  | 0.70%             | 2038-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| 720 East CLO Ltd.                              | 720 East CLO VIII Ltd                            | CUSIP: 81785MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3565000 | PA      | $3582924.82   | 0.25%             | 2038-07-20      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Serenity-Peace Park CLO LTD                    | Serenity-Peace Park Clo Ltd                      | CUSIP: 817940AC3<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | KY        |  15500000 | PA      | $15566696.50  | 1.07%             | 2038-10-24      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 6 Ltd                           | CUSIP: 82808MAA1<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4014871.20   | 0.28%             | 2037-10-15      | Floating      | 5.07%                 | 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      | $4517680.95   | 0.31%             | 2038-01-15      | Floating      | 5.03%                 | 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      | $1005048.00   | 0.07%             | 2037-10-20      | Floating      | 5.77%                 | 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      | $5910030.00   | 0.41%             | 2037-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 12 Ltd                          | CUSIP: 82809MAA0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5020000.00   | 0.34%             | 2038-10-15      | Floating      | 5.29%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 11 Ltd                          | CUSIP: 82809XAA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5027460.00   | 0.35%             | 2038-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                     | Sixth Street CLO XXV Ltd                         | CUSIP: 83011VAA2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4868705.48   | 0.33%             | 2037-07-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, Ltd.                     | Sixth Street CLO XVI Ltd                         | CUSIP: 83012DBQ5<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000000.00   | 0.07%             | 2039-01-21      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                     | Sixth Street CLO XX Ltd                          | CUSIP: 83012QAN4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1909731.80   | 0.13%             | 2038-07-17      | Floating      | 4.99%                 | 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      | $1705555.09   | 0.12%             | 2037-07-20      | Floating      | 5.62%                 | 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        |   5000000 | PA      | $5009792.50   | 0.34%             | 2037-04-20      | Floating      | 5.32%                 | 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      | $7483540.65   | 0.51%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Symetra CLO Ltd                                | Symetra CLO 2025-1 Ltd                           | CUSIP: 87153AAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2930000 | PA      | $2940268.19   | 0.20%             | 2038-04-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO XXXIII Ltd                          | CUSIP: 87169JAL6<br>LEI: 254900K6DKU2R9SF7M98 | Long             | ABS-CBDO         | CORP              | JE        |   5500000 | PA      | $5519577.25   | 0.38%             | 2038-01-24      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 39 Ltd                              | CUSIP: 87169TAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | BM        |   6000000 | PA      | $6026025.00   | 0.41%             | 2038-01-25      | Floating      | 5.00%                 | 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      | $4014290.00   | 0.28%             | 2038-01-22      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 40 Ltd                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4017960.00   | 0.28%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2025-1 LTD                               | CUSIP: 872397AC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008246.10   | 0.21%             | 2038-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2019-2 Ltd                               | CUSIP: 87242BBG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2257791.30   | 0.16%             | 2038-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO VI 2016-2 Ltd                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999484.30    | 0.07%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2024-3 Ltd                               | CUSIP: 87252VAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6774586.20   | 0.47%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO, Ltd                    | Texas Debt Capital CLO 2025-I Ltd                | CUSIP: 881936AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5255332.95   | 0.36%             | 2038-04-24      | Floating      | 4.81%                 | 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      | $1004495.20   | 0.07%             | 2038-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO IX Ltd                              | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4015806.00   | 0.28%             | 2039-01-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | TRESTLES CLO 2017-1 Ltd                          | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   5900000 | PA      | $5922648.33   | 0.41%             | 2037-07-25      | Floating      | 5.13%                 | 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      | $7828630.68   | 0.54%             | 2037-10-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO VII Ltd                             | CUSIP: 89532XAC1<br>LEI: 254900F81BZ53L0B6092 | Long             | ABS-CBDO         | CORP              | KY        |   4950000 | PA      | $4968315.00   | 0.34%             | 2037-10-25      | Floating      | 5.05%                 | 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      | $1506801.15   | 0.10%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXIII Ltd                          | CUSIP: 895976AE8<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1361423.57   | 0.09%             | 2038-07-22      | Floating      | 5.55%                 | 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      | $2007159.80   | 0.14%             | 2037-10-22      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXII Ltd                           | CUSIP: 89642NAA4<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1255154.00   | 0.09%             | 2038-07-23      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXVII LTD                           | CUSIP: 89642VAE8<br>LEI: 254900JOSDBR04E6JB79 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010921.40   | 0.14%             | 2037-04-18      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIV Ltd                            | CUSIP: 89642XAA2<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1503578.25   | 0.10%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIX Ltd                            | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3485000 | PA      | $3498187.24   | 0.24%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXX Ltd                             | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5519822.55   | 0.38%             | 2037-10-23      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXV Ltd                            | CUSIP: 89643NAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000000.00   | 0.21%             | 2039-01-22      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2019-3 Ltd                              | CUSIP: 92918FAF1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    981878 | PA      | $981971.09    | 0.07%             | 2032-10-17      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2024-1 Ltd                              | CUSIP: 92920DAA3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   3100000 | PA      | $3107105.51   | 0.21%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2022-4 Ltd                              | CUSIP: 92920LAN7<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5511011.55   | 0.38%             | 2037-04-20      | Floating      | 5.18%                 | 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      | $4918247.11   | 0.34%             | 2037-07-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 5 Ltd                        | CUSIP: 93656FAA6<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5521898.80   | 0.38%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 7 Ltd                        | CUSIP: 93656JAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3150000 | PA      | $3165866.55   | 0.22%             | 2038-10-21      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 1 Ltd                        | CUSIP: 936919AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |  13000000 | PA      | $13058474.00  | 0.90%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Wehle Park CLO Ltd.                            | Wehle Park CLO Ltd                               | CUSIP: 94860LAL9<br>LEI: 549300H0MQXDP83CAD27 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5019791.00   | 0.34%             | 2038-10-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Wellington Management CLO                      | Wellington Management Clo 3 Ltd                  | CUSIP: 949575AA2<br>LEI: 2138007662K4YWZ79U31 | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6523541.05   | 0.45%             | 2037-07-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                             | Whitebox Clo II Ltd                              | CUSIP: 96466CAW8<br>LEI: 549300C89ZJ5IWOT1F21 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4315479.14   | 0.30%             | 2037-10-24      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Whitebox CLO I Ltd                             | Whitebox Clo V Ltd                               | CUSIP: 96467PAA6<br>LEI: 254900XFXCOZ882U2O02 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2010506.00   | 0.14%             | 2038-07-20      | Floating      | 5.03%                 | 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      | $4015190.00   | 0.28%             | 2037-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                   | Wise CLO 2025-4 Ltd                              | CUSIP: 97720CAA6<br>LEI: 2549003B5WUFFPI2NX19 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7031500.00   | 0.48%             | 2038-09-20      | Floating      | 5.02%                 | 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        |  23290000 | NS      | $23290000.00  | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-27

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer