# EDGAR Filing Document

**Accession Number:** 0001804196
**File Stem:** 0001410368-26-066730
**Filing Date:** 2026-6
**Character Count:** 252180
**Document Hash:** dfb7a50c2e3645a87df81ad08ca8c0c2
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-066730.hdr.sgml**: 20260625

**ACCESSION NUMBER**: 0001410368-26-066730

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260625

**DATE AS OF CHANGE**: 20260625

**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:** 261121655

**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 |  |

## Nport-Ex

April 30, 2026

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

2026 Quarterly Report <br>&nbsp;&nbsp;&nbsp;&nbsp;(Unaudited)<br>

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| **BlackRock ETF Trust II** |
| • iShares AAA CLO Active ETF \| CLOA \| NASDAQ |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

**Not FDIC Insured • May Lose Value • No Bank Guarantee**<br>

------

Schedule of Investments (unaudited)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| **Asset-Backed Securities** | **Asset-Backed Securities** | **Asset-Backed Securities** |
| &nbsp;&nbsp;&nbsp; 1988 CLO 2 Ltd., 4.87%, 04/15/38, (3-mo. CME <br> Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $13500 | $13506449 |
| &nbsp;&nbsp;&nbsp; 1988 CLO 5 Ltd., 5.21%, 07/15/37, (3-mo. CME <br> Term SOFR + 1.54%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2503391 |
| &nbsp;&nbsp;&nbsp; 37 Capital CLO 3 Ltd., 5.17%, 07/15/38, (3-mo. <br> CME Term SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002646 |
| &nbsp;&nbsp;&nbsp; 720 East CLO IV Ltd., 5.27%, 04/15/37, (3-mo. CME <br> Term SOFR + 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2002866 |
| 720 East CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 01/20/38, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1460 | 1463203 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 04/15/38, (3-mo. CME Term SOFR + <br> 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10085 | 10103849 |
| &nbsp;&nbsp;&nbsp; 720 East CLO VIII Ltd., 4.99%, 07/20/38, (3-mo. <br> CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3565 | 3573695 |
| &nbsp;&nbsp;&nbsp; AB BSL CLO 3 Ltd., 4.93%, 04/20/38, (3-mo. CME <br> Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5011938 |
| Abry Liquid Credit CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 04/20/39, (3-mo. CME Term SOFR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2002607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 01/15/38, (3-mo. CME Term SOFR + <br> 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004825 |
| &nbsp;&nbsp;&nbsp; AGL CLO 10 Ltd., 4.84%, 04/15/39, (3-mo. CME <br> Term SOFR + 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 9999909 |
| &nbsp;&nbsp;&nbsp; AGL CLO 15 Ltd., 4.88%, 01/20/39, (3-mo. CME <br> Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4000994 |
| &nbsp;&nbsp;&nbsp; AGL CLO 22 Ltd., 4.87%, 01/20/37, (3-mo. CME <br> Term SOFR + 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5000795 |
| &nbsp;&nbsp;&nbsp; AGL CLO 30 Ltd., 5.20%, 04/21/37, (3-mo. CME <br> Term SOFR + 1.53%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5004955 |
| &nbsp;&nbsp;&nbsp; AGL CLO 34 Ltd., 5.00%, 01/22/38, (3-mo. CME <br> Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2100 | 2103945 |
| &nbsp;&nbsp;&nbsp; AGL CLO 37 Ltd., 4.90%, 04/22/38, (3-mo. CME <br> Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4298 | 4305027 |
| &nbsp;&nbsp;&nbsp; AGL CLO 40 Ltd., 4.90%, 07/22/38, (3-mo. CME <br> Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2003798 |
| &nbsp;&nbsp;&nbsp; AGL CLO 42 Ltd., 4.96%, 07/22/38, (3-mo. CME <br> Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7775 | 7795241 |
| &nbsp;&nbsp;&nbsp; AGL CLO 7 Ltd., 4.92%, 10/15/38, (3-mo. CME <br> Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2560 | 2565210 |
| &nbsp;&nbsp;&nbsp; AGL Core CLO 2 Ltd., 5.14%, 07/20/37, (3-mo. CME <br> Term SOFR + 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001626 |
| &nbsp;&nbsp;&nbsp; AGL Core CLO 31 Ltd., 5.08%, 07/20/37, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2550 | 2553536 |
| &nbsp;&nbsp;&nbsp; AGL Core CLO 8 Ltd., 5.01%, 01/20/38, (3-mo. CME <br> Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2920 | 2926665 |
| AIMCO CLO |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 10/17/37, (3-mo. CME Term SOFR + <br> 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5010843 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/17/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7600 | 7616704 |
| &nbsp;&nbsp;&nbsp; AIMCO CLO 10 Ltd., 5.07%, 07/22/37, (3-mo. CME <br> Term SOFR + 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 11000 | 11013326 |
| &nbsp;&nbsp;&nbsp; AIMCO CLO 11 Ltd., 5.02%, 07/17/37, (3-mo. CME <br> Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4800 | 4811402 |
| &nbsp;&nbsp;&nbsp; AIMCO CLO 23 Ltd., 4.81%, 04/20/38, (3-mo. CME <br> Term SOFR + 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 4995297 |
| &nbsp;&nbsp;&nbsp; Aimco Clo 27 Ltd., 4.82%, 04/20/39, (3-mo. CME <br> Term SOFR + 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 9994284 |
| &nbsp;&nbsp;&nbsp; Allegro CLO V-S Ltd., 5.17%, 07/24/37, (3-mo. CME <br> Term SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1502728 |
| &nbsp;&nbsp;&nbsp; Allegro CLO XIII Ltd., 5.02%, 07/20/38, (3-mo. CME <br> Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7513 | 7530291 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Allegro CLO XIV Ltd., 5.01%, 10/15/37, (3-mo. CME <br> Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $2500 | $2506102 |
| &nbsp;&nbsp;&nbsp; Allegro CLO XV Ltd., 4.86%, 04/20/38, (3-mo. CME <br> Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1568 | 1568447 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 23 Ltd., 5.07%, 07/17/38, (3-mo. CME <br> Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4200 | 4205867 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 25 Ltd., 4.97%, 10/15/38, (3-mo. CME <br> Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10250 | 10271223 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 27 Ltd., 4.76%, 01/20/37, (3-mo. CME <br> Term SOFR + 1.08%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6850 | 6848477 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 28 Ltd., 5.23%, 07/20/37, (3-mo. CME <br> Term SOFR + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2390 | 2394102 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 30 Ltd., 4.82%, 04/15/39, (3-mo. CME <br> Term SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5005962 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 31 Ltd., 4.99%, 02/20/38, (3-mo. CME <br> Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3006813 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 32 Ltd., 5.04%, 10/17/38, (3-mo. CME <br> Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007312 |
| &nbsp;&nbsp;&nbsp; AMMC CLO 33 Ltd., 4.93%, 01/20/39, (3-mo. CME <br> Term SOFR + 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 10016983 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 15 Ltd., 5.09%, <br> 07/20/38, (3-mo. CME Term SOFR + 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5008654 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 16 Ltd., 4.93%, <br> 01/19/38, (3-mo. CME Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 16100 | 16121582 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 17 Ltd., 4.90%, <br> 02/15/38, (3-mo. CME Term SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2002190 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 18 Ltd., 5.08%, <br> 04/15/34, (3-mo. CME Term SOFR + 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3500 | 3502063 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 19 Ltd., 5.02%, <br> 10/15/38, (3-mo. CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007568 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 20 Ltd., 4.78%, <br> 01/20/35, (3-mo. CME Term SOFR + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1000210 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 24 Ltd., 5.10%, <br> 07/15/37, (3-mo. CME Term SOFR + 1.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3003499 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 30 Ltd., 5.43%, <br> 01/20/37, (3-mo. CME Term SOFR + 1.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2007614 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 31 Ltd., 4.98%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007240 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO 6 Ltd., 5.03%, <br> 07/22/38, (3-mo. CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2005417 |
| &nbsp;&nbsp;&nbsp; Anchorage Capital CLO Ltd., 4.81%, <br> 01/20/39, (3-mo. CME Term SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8500 | 8510278 |
| &nbsp;&nbsp;&nbsp; Apidos CLO LIII, 5.00%, 07/20/38, (3-mo. CME <br> Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5013278 |
| &nbsp;&nbsp;&nbsp; Apidos CLO LIV, 4.98%, 10/20/38, (3-mo. CME <br> Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007714 |
| &nbsp;&nbsp;&nbsp; APIDOS CLO XLVIII Ltd., 5.11%, 07/25/37, (3-mo. <br> CME Term SOFR + 1.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5445 | 5452694 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XVIII-R, 4.99%, 01/22/38, (3-mo. CME <br> Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1570 | 1573646 |
| &nbsp;&nbsp;&nbsp; Apidos CLO XXXVII, 5.06%, 10/22/34, (3-mo. CME <br> Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5250 | 5251711 |
| &nbsp;&nbsp;&nbsp; Ares LIII CLO Ltd., 4.76%, 10/24/36, (3-mo. CME <br> Term SOFR + 1.09%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 6999030 |
| &nbsp;&nbsp;&nbsp; Ares Loan Funding I Ltd., 4.84%, 04/15/39, (3-mo. <br> CME Term SOFR + 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20000 | 19999938 |
| &nbsp;&nbsp;&nbsp; Ares Loan Funding IX Ltd., 4.85%, 03/31/38, (3-mo. <br> CME Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8950 | 8948323 |
| &nbsp;&nbsp;&nbsp; Ares Loan Funding VIII Ltd., 4.92%, <br> 01/24/38, (3-mo. CME Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8600 | 8614189 |
| &nbsp;&nbsp;&nbsp; Ares LXIII CLO Ltd., 4.98%, 10/15/38, (3-mo. CME <br> Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3850 | 3860037 |
| &nbsp;&nbsp;&nbsp; Ares LXX CLO Ltd., 4.92%, 01/25/39, (3-mo. CME <br> Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3006224 |
| &nbsp;&nbsp;&nbsp; Ares LXXIX CLO Ltd., 4.85%, 04/20/39, (3-mo. CME <br> Term SOFR + 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 2999863 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Ares XXXIV CLO Ltd., 4.97%, 07/17/38, (3-mo. <br> CME Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $3000 | $3007472 |
| &nbsp;&nbsp;&nbsp; Ares XXXIX CLO Ltd., 5.10%, 07/18/37, (3-mo. <br> CME Term SOFR + 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8750 | 8760979 |
| &nbsp;&nbsp;&nbsp; Arini U.S. CLO II Ltd., 5.07%, 03/31/38, (3-mo. CME <br> Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5230 | 5238445 |
| &nbsp;&nbsp;&nbsp; Arini U.S. CLO IV Ltd., 4.93%, 01/15/39, (3-mo. <br> CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3006544 |
| &nbsp;&nbsp;&nbsp; Atlantic Avenue Ltd., 5.05%, 10/15/38, (3-mo. CME <br> Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5100 | 5113958 |
| Bain Capital Credit CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/21/38, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002234 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 07/25/37, (3-mo. CME Term SOFR + <br> 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4355 | 4364288 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.62%, 04/18/34, (3-mo. CME Term SOFR + <br> 0.94%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1600 | 1598340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 04/23/38, (3-mo. CME Term SOFR + <br> 1.16%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5000398 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.66%, 10/23/34, (3-mo. CME Term SOFR + <br> 0.99%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2950 | 2947846 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/21/39, (3-mo. CME Term SOFR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5006031 |
| Ballyrock CLO 14 Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1004227 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.06%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3345 | 3352535 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO 25 Ltd., 4.85%, 01/25/38, (3-mo. <br> CME Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2000571 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO 26 Ltd., 5.18%, 07/25/37, (3-mo. <br> CME Term SOFR + 1.51%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001141 |
| &nbsp;&nbsp;&nbsp; Ballyrock CLO Ltd., 4.91%, 10/25/38, (3-mo. CME <br> Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4184 | 4191898 |
| &nbsp;&nbsp;&nbsp; Battery Park CLO Ltd., 5.07%, 07/15/36, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 10009669 |
| BBAM U.S. CLO I Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 03/30/38, (3-mo. CME Term SOFR + <br> 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2000970 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.67%, 03/30/38, (3-mo. CME Term SOFR + <br> 2.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1003239 |
| &nbsp;&nbsp;&nbsp; BBAM U.S. CLO III Ltd., 4.84%, 10/15/38, (3-mo. <br> CME Term SOFR + 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 3995998 |
| &nbsp;&nbsp;&nbsp; Bbam U.S. CLO V Ltd., 5.03%, 07/25/38, (3-mo. <br> CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5013111 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO 43 Ltd., 4.95%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6000 | 6015283 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO 48 Ltd., 4.86%, <br> 04/20/38, (3-mo. CME Term SOFR + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 4996556 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO IV Ltd., 4.93%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 11500 | 11526424 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XVIII Ltd., 4.91%, <br> 10/15/38, (3-mo. CME Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3004855 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXVI Ltd., 5.06%, <br> 07/20/37, (3-mo. CME Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002036 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXVII Ltd., 5.05%, <br> 10/20/37, (3-mo. CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2504337 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXXVII Ltd., 5.02%, <br> 01/25/38, (3-mo. CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6250 | 6265496 |
| &nbsp;&nbsp;&nbsp; Benefit Street Partners CLO XXXVIII Ltd., 4.98%, <br> 01/25/38, (3-mo. CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8100 | 8119866 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 11 Ltd., 5.41%, 01/22/38, (3-mo. <br> CME Term SOFR + 1.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1003887 |
| &nbsp;&nbsp;&nbsp; Birch Grove Clo 15 Ltd., 4.96%, 01/23/39, (3-mo. <br> CME Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 14000 | 14014024 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 2 Ltd., 5.08%, 10/19/37, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $3000 | $3005994 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 3 Ltd., 4.94%, 01/19/38, (3-mo. <br> CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7939 | 7953043 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 4 Ltd., 5.15%, 07/15/37, (3-mo. <br> CME Term SOFR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6160 | 6168488 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 5 Ltd., 5.09%, 10/20/37, (3-mo. <br> CME Term SOFR + 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10500 | 10522113 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 8 Ltd., 4.97%, 04/20/39, (3-mo. <br> CME Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 10018480 |
| &nbsp;&nbsp;&nbsp; Birch Grove CLO 9 Ltd., 5.06%, 10/22/37, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3620 | 3627447 |
| &nbsp;&nbsp;&nbsp; Blueberry Park CLO Ltd., 5.03%, 10/20/37, (3-mo. <br> CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2003923 |
| &nbsp;&nbsp;&nbsp; BlueMountain CLO XXXV Ltd., 5.08%, <br> 10/22/37, (3-mo. CME Term SOFR + 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13550 | 13579626 |
| &nbsp;&nbsp;&nbsp; Bowling Green Park CLO LLC, 4.68%, <br> 04/18/35, (3-mo. CME Term SOFR + 1.00%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 999488 |
| Brant Point CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.63%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1700 | 1706183 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/25/38, (3-mo. CME Term SOFR + <br> 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4800 | 4808758 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.92%, 01/20/39, (3-mo. CME Term SOFR + <br> 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 14000 | 14023803 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO I Ltd., 5.23%, 07/20/37, (3-mo. <br> CME Term SOFR + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6000 | 6011059 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO II Ltd., 4.94%, 01/20/39, (3-mo. <br> CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13000 | 13028207 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO III Ltd., 5.10%, 10/20/37, (3-mo. <br> CME Term SOFR + 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2505752 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO V Ltd., 4.90%, 04/20/38, (3-mo. <br> CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4004254 |
| &nbsp;&nbsp;&nbsp; Bridge Street CLO VI Ltd., 4.95%, 01/15/39, (3-mo. <br> CME Term SOFR + 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3500 | 3508111 |
| &nbsp;&nbsp;&nbsp; Bryant Park CLO Ltd., 5.01%, 07/20/38, (3-mo. CME <br> Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8000 | 8019075 |
| Bryant Park Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.29%, 04/15/37, (3-mo. CME Term SOFR + <br> 1.62%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1920 | 1922672 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.22%, 05/15/37, (3-mo. CME Term SOFR + <br> 1.57%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2500000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 10/15/37, (3-mo. CME Term SOFR + <br> 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1350 | 1352697 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 01/18/38, (3-mo. CME Term SOFR + <br> 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004223 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 10/18/38, (3-mo. CME Term SOFR + <br> 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007696 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 05/15/37, (3-mo. CME Term SOFR + <br> 1.280%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6750 | 6750000 |
| &nbsp;&nbsp;&nbsp; Canyon Capital CLO Ltd., 4.85%, 04/15/38, (3-mo. <br> CME Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2500690 |
| &nbsp;&nbsp;&nbsp; Carlyle Global Market Strategies CLO Ltd., 4.77%, <br> 04/20/34, (3-mo. CME Term SOFR + 1.09%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5200 | 5199339 |
| Carlyle U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 04/20/39, (3-mo. CME Term SOFR + <br> 1.16%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20000 | 19987978 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/25/38, (3-mo. CME Term SOFR + <br> 1.230%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6250 | 6260899 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/38, (3-mo. CME Term SOFR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001798 |
| CARLYLE U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 01/15/38, (3-mo. CME Term SOFR + <br> 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2005423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 10/15/38, (3-mo. CME Term SOFR + <br> 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7180 | 7194647 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.88%, 10/25/38, (3-mo. CME Term SOFR + <br> 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $5000 | $5004070 |
| &nbsp;&nbsp;&nbsp; CarVal CLO I Ltd., 4.91%, 07/16/31, (3-mo. CME <br> Term SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 343 | 343094 |
| &nbsp;&nbsp;&nbsp; CarVal CLO II Ltd., 4.70%, 04/20/32, (3-mo. CME <br> Term SOFR + 1.02%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 930 | 929953 |
| CarVal CLO IX-C Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.36%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.68%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3750 | 3750000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.78%, 04/20/37, (3-mo. CME Term SOFR + <br> 2.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.320%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3750 | 3750000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.600%)<sup>(a)(b)(c)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1000000 |
| &nbsp;&nbsp;&nbsp; CarVal CLO VC Ltd., 5.13%, 10/15/34, (3-mo. CME <br> Term SOFR + 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 945 | 945383 |
| &nbsp;&nbsp;&nbsp; CarVal CLO VII-C Ltd., 5.12%, 07/20/37, (3-mo. <br> CME Term SOFR + 1.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1520 | 1521893 |
| &nbsp;&nbsp;&nbsp; Carval CLO VIII-C Ltd., 5.08%, 10/22/37, (3-mo. <br> CME Term SOFR + 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5010946 |
| &nbsp;&nbsp;&nbsp; Carval CLO X-C Ltd., 5.14%, 07/20/37, (3-mo. CME <br> Term SOFR + 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1750 | 1752449 |
| &nbsp;&nbsp;&nbsp; CarVal CLO XI C Ltd., 5.07%, 10/20/37, (3-mo. CME <br> Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7830 | 7845469 |
| &nbsp;&nbsp;&nbsp; Cayuga Park CLO Ltd., 4.88%, 10/17/38, (3-mo. <br> CME Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5002658 |
| CBAMR Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 10/20/38, (3-mo. CME Term SOFR + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10550 | 10569890 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 07/15/37, (3-mo. CME Term SOFR + <br> 1.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1700 | 1702570 |
| &nbsp;&nbsp;&nbsp; Cedar Funding V CLO Ltd., 4.88%, 01/17/39, (3-mo. <br> CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 14000 | 14022368 |
| &nbsp;&nbsp;&nbsp; Cedar Funding VIII CLO Ltd., 4.90%, <br> 01/17/38, (3-mo. CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4300 | 4303582 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XII CLO Ltd., 4.87%, <br> 01/25/38, (3-mo. CME Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1015 | 1015305 |
| &nbsp;&nbsp;&nbsp; Cedar Funding XIV CLO Ltd., 5.05%, <br> 10/15/37, (3-mo. CME Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2003687 |
| CIFC Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.58%, 07/15/36, (3-mo. CME Term SOFR + <br> 1.91%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1225 | 1229185 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 07/23/37, (3-mo. CME Term SOFR + <br> 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3006788 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.08%, 07/15/36, (3-mo. CME Term SOFR + <br> 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3001140 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 01/15/38, (3-mo. CME Term SOFR + <br> 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001751 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.82%, 04/23/38, (3-mo. CME Term SOFR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1498877 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/21/37, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1501713 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 04/18/37, (3-mo. CME Term SOFR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2001870 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 01/17/38, (3-mo. CME Term SOFR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5006072 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/17/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 430 | 430940 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 04/17/35, (3-mo. CME Term SOFR + <br> 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3500 | 3505467 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 03/31/38, (3-mo. CME Term SOFR + <br> 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3400 | 3399376 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 10/20/38, (3-mo. CME Term SOFR + <br> 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6610 | 6615472 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/15/38, (3-mo. CME Term SOFR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $3000 | $3005848 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 10/19/38, (3-mo. CME Term SOFR + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8645 | 8659813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 10/15/38, (3-mo. CME Term SOFR + <br> 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7014642 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.65%, 04/19/35, (3-mo. CME Term SOFR + <br> 0.97%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4500 | 4494795 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.84%, 04/16/39, (3-mo. CME Term SOFR + <br> 1.16%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 9994091 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 10/20/37, (3-mo. CME Term SOFR + <br> 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2504876 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.94%, 10/15/38, (3-mo. CME Term SOFR + <br> 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4947 | 4957062 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Series 2021 6A, Class A, 5.07%, 10/15/34, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4001363 |
| &nbsp;&nbsp;&nbsp; Clover CLO LLC, 5.06%, 07/15/37, (3-mo. CME <br> Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2002384 |
| &nbsp;&nbsp;&nbsp; Crown City CLO I, 5.05%, 07/20/38, (3-mo. CME <br> Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5012493 |
| &nbsp;&nbsp;&nbsp; Crown Point CLO 9 Ltd., 5.12%, 07/14/34, (3-mo. <br> CME Term SOFR + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2000000 |
| &nbsp;&nbsp;&nbsp; CTM CLO Ltd., 5.17%, 07/15/38, (3-mo. CME Term <br> SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3350 | 3358615 |
| &nbsp;&nbsp;&nbsp; Dewolf Park CLO Ltd., 4.87%, 01/22/39, (3-mo. <br> CME Term SOFR + 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20000 | 20012328 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 1 Ltd., 5.06%, <br> 10/15/37, (3-mo. CME Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4200 | 4208788 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 10 Ltd., 4.99%, <br> 04/20/38, (3-mo. CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3750 | 3759207 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 12 Ltd., 4.92%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5500 | 5510312 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 2 Ltd., 5.06%, <br> 10/15/37, (3-mo. CME Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7300 | 7315583 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 3 Ltd., 5.00%, <br> 01/15/38, (3-mo. CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6831 | 6845801 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 4 Ltd., 4.90%, <br> 01/15/39, (3-mo. CME Term SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9005 | 9016251 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 5 Ltd., 4.91%, <br> 01/15/39, (3-mo. CME Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5006987 |
| &nbsp;&nbsp;&nbsp; Diameter Capital Clo 6 Ltd., 4.95%, 04/15/39, (3-mo. <br> CME Term SOFR + 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6000 | 6014148 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 7 Ltd., 5.16%, <br> 07/20/37, (3-mo. CME Term SOFR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4005991 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 8 Ltd., 5.08%, <br> 10/20/37, (3-mo. CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004229 |
| &nbsp;&nbsp;&nbsp; Diameter Capital CLO 9 Ltd., 4.85%, <br> 04/20/38, (3-mo. CME Term SOFR + 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15000 | 14992483 |
| &nbsp;&nbsp;&nbsp; Dryden 106 CLO Ltd., 5.03%, 10/15/37, (3-mo. CME <br> Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7013352 |
| &nbsp;&nbsp;&nbsp; Dryden 108 CLO Ltd., 5.04%, 07/18/37, (3-mo. CME <br> Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001498 |
| &nbsp;&nbsp;&nbsp; Dryden 37 Senior Loan Fund, 5.33%, <br> 01/15/31, (3-mo. CME Term SOFR + 1.66%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1504130 |
| &nbsp;&nbsp;&nbsp; Dryden 76 CLO Ltd., 5.04%, 10/15/37, (3-mo. CME <br> Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5010019 |
| &nbsp;&nbsp;&nbsp; Dryden 83 CLO Ltd., 5.21%, 04/18/37, (3-mo. CME <br> Term SOFR + 1.53%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4270 | 4274232 |
| &nbsp;&nbsp;&nbsp; Eldridge CLO Ltd., 5.01%, 10/20/38, (3-mo. CME <br> Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002379 |
| Elevation CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 07/25/38, (3-mo. CME Term SOFR + <br> 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3004406 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 01/25/35, (3-mo. CME Term SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1600 | 1601597 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 03/31/38, (3-mo. CME Term SOFR + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $3000 | $3006332 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 20 Ltd., 4.83%, 01/20/39, (3-mo. <br> CME Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 21000 | 21010496 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 29 Ltd., 5.20%, 04/20/37, (3-mo. <br> CME Term SOFR + 1.52%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5005390 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 31 Ltd., 5.03%, 07/17/37, (3-mo. <br> CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4008567 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 39 Ltd., 4.82%, 04/17/38, (3-mo. <br> CME Term SOFR + 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 1998291 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO 40 Ltd., 4.92%, 03/22/38, (3-mo. <br> CME Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13700 | 13720321 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO I Ltd., 4.80%, 04/20/37, (3-mo. CME <br> Term SOFR + 1.12%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6500 | 6494392 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO II Ltd., 5.03%, 10/20/37, (3-mo. CME <br> Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2504802 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO VIII Ltd., 5.23%, 04/20/37, (3-mo. <br> CME Term SOFR + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4004600 |
| &nbsp;&nbsp;&nbsp; Elmwood CLO XII Ltd., 5.03%, 10/15/37, (3-mo. <br> CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1010 | 1011927 |
| &nbsp;&nbsp;&nbsp; Empower CLO Ltd., 4.99%, 07/20/38, (3-mo. CME <br> Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5860 | 5874018 |
| &nbsp;&nbsp;&nbsp; Flatiron CLO 20 Ltd., 4.90%, 11/20/38, (3-mo. CME <br> Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5010321 |
| &nbsp;&nbsp;&nbsp; Flatiron CLO 25 Ltd., 5.03%, 10/17/37, (3-mo. CME <br> Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3650 | 3657102 |
| &nbsp;&nbsp;&nbsp; Galaxy 35 CLO Ltd., 4.86%, 04/20/38, (3-mo. CME <br> Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1050 | 1050043 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO 19 Ltd., <br> 4.83%, 07/20/39, (3-mo. CME Term SOFR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6500 | 6498339 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO 22 Ltd., <br> 5.01%, 10/20/37, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002497 |
| &nbsp;&nbsp;&nbsp; GoldenTree Loan Management U.S. CLO 9 Ltd., <br> 4.91%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5005774 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners 48 LP, 4.99%, <br> 04/17/38, (3-mo. CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002415 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 43B Ltd., 5.02%, <br> 10/20/37, (3-mo. CME Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5011822 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 55B Ltd., 5.58%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1504094 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 58B-R Ltd., 4.95%, <br> 10/25/37, (3-mo. CME Term SOFR + 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6150 | 6163176 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 66B Ltd., 5.12%, <br> 07/25/38, (3-mo. CME Term SOFR + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7009965 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 72 B Ltd., 5.22%, <br> 04/25/37, (3-mo. CME Term SOFR + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1320 | 1320000 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 74 B Ltd., 5.17%, <br> 07/25/37, (3-mo. CME Term SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6600 | 6612417 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 76 B Ltd., 5.04%, <br> 10/25/37, (3-mo. CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3250 | 3256104 |
| Golub Capital Partners CLO 79B Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.85%, 04/20/38, (3-mo. CME Term SOFR + <br> 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 12000 | 11993921 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.18%, 04/20/38, (3-mo. CME Term SOFR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1727 | 1732934 |
| &nbsp;&nbsp;&nbsp; Golub Capital Partners CLO 81 B Ltd., 4.99%, <br> 07/20/38, (3-mo. CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8000 | 8019121 |
| &nbsp;&nbsp;&nbsp; Green Lakes Park CLO LLC, 4.85%, <br> 01/25/38, (3-mo. CME Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7002019 |
| &nbsp;&nbsp;&nbsp; GT Loan Financing I Ltd., 5.08%, 04/28/39, (3-mo. <br> CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2250 | 2253709 |
| &nbsp;&nbsp;&nbsp; HalseyPoint CLO 3 Ltd., 5.15%, 07/30/37, (3-mo. <br> CME Term SOFR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1240 | 1241948 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; HalseyPoint CLO 4 Ltd., 5.16%, 04/20/34, (3-mo. <br> CME Term SOFR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $6730 | $6733899 |
| &nbsp;&nbsp;&nbsp; Halseypoint CLO 5 Ltd., 5.14%, 01/30/35, (3-mo. <br> CME Term SOFR + 1.47%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1250 | 1250628 |
| &nbsp;&nbsp;&nbsp; HalseyPoint CLO 6 Ltd., 5.73%, 01/20/38, (3-mo. <br> CME Term SOFR + 2.05%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1003219 |
| &nbsp;&nbsp;&nbsp; Halseypoint CLO 7 Ltd., 5.13%, 07/20/38, (3-mo. <br> CME Term SOFR + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1502217 |
| &nbsp;&nbsp;&nbsp; Harriman Park CLO Ltd., 4.98%, 07/20/38, (3-mo. <br> CME Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5013073 |
| &nbsp;&nbsp;&nbsp; Honey Hill Park CLO Ltd., 4.87%, 04/24/39, (3-mo. <br> CME Term SOFR + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 6996369 |
| &nbsp;&nbsp;&nbsp; ICG U.S. CLO I Ltd., 5.06%, 07/18/38, (3-mo. CME <br> Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3005412 |
| ICG U.S. CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 07/25/38, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5011802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.43%, 01/16/33, (3-mo. CME Term SOFR + <br> 1.75%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2870 | 2869146 |
| &nbsp;&nbsp;&nbsp; Kennedy Lewis CLO 11 Ltd., 5.09%, <br> 10/20/37, (3-mo. CME Term SOFR + 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004355 |
| &nbsp;&nbsp;&nbsp; Kennedy Lewis CLO 12 Ltd., 5.01%, <br> 07/20/38, (3-mo. CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6150 | 6164149 |
| &nbsp;&nbsp;&nbsp; Kennedy Lewis CLO 17 Ltd., 5.06%, <br> 10/22/37, (3-mo. CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1503196 |
| &nbsp;&nbsp;&nbsp; Kennedy Lewis CLO 8 Ltd., 5.06%, 01/20/38, (3-mo. <br> CME Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3005925 |
| &nbsp;&nbsp;&nbsp; Kennedy Lewis CLO 9 Ltd., 5.03%, 01/20/38, (3-mo. <br> CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007337 |
| &nbsp;&nbsp;&nbsp; KKR CLO 35 Ltd., 4.88%, 01/20/38, (3-mo. CME <br> Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 15250 | 15257482 |
| &nbsp;&nbsp;&nbsp; KKR CLO 43 Ltd., 4.77%, 04/15/38, (3-mo. CME <br> Term SOFR + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9550 | 9534112 |
| &nbsp;&nbsp;&nbsp; KKR CLO 50 Ltd., 5.23%, 04/20/37, (3-mo. CME <br> Term SOFR + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5000000 |
| &nbsp;&nbsp;&nbsp; KKR CLO 57 Ltd., 5.07%, 07/15/38, (3-mo. CME <br> Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2003180 |
| &nbsp;&nbsp;&nbsp; KKR CLO 58 Ltd., 4.96%, 10/15/38, (3-mo. CME <br> Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3700 | 3708265 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LVIII Ltd., 5.18%, <br> 04/25/37, (3-mo. CME Term SOFR + 1.51%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1000976 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LX Ltd., 5.04%, <br> 10/25/37, (3-mo. CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5009265 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LXI Ltd., 4.90%, <br> 01/20/39, (3-mo. CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3003088 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LXIII Ltd., 5.07%, <br> 07/21/38, (3-mo. CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2003251 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LXVII Ltd., 5.18%, <br> 04/25/37, (3-mo. CME Term SOFR + 1.51%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4007 | 4010898 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding LXXI Ltd., 4.81%, <br> 04/23/38, (3-mo. CME Term SOFR + 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1300 | 1298575 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XL-R Ltd., 4.97%, <br> 10/16/38, (3-mo. CME Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5011239 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXX Ltd., 5.04%, <br> 07/16/37, (3-mo. CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2600 | 2605299 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXIII Ltd., 4.96%, <br> 10/15/32, (3-mo. CME Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5173 | 5173133 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXV Ltd., 4.80%, <br> 02/13/39, (3-mo. CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 28000 | 28013992 |
| &nbsp;&nbsp;&nbsp; Madison Park Funding XXXVII Ltd., 6.27%, <br> 04/15/37, (3-mo. CME Term SOFR + 2.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1501742 |
| &nbsp;&nbsp;&nbsp; Marble Point CLO XVII Ltd., 5.12%, <br> 07/20/37, (3-mo. CME Term SOFR + 1.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9200 | 9211092 |
| &nbsp;&nbsp;&nbsp; Marble Point CLO XVIII Ltd., 4.88%, <br> 03/15/38, (3-mo. CME Term SOFR + 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2200 | 2201584 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| Menlo CLO IV Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 03/20/39, (3-mo. CME Term SOFR + <br> 1.21%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $3000 | $3000934 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.41%, 03/20/39, (3-mo. CME Term SOFR + <br> 1.73%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 999777 |
| &nbsp;&nbsp;&nbsp; MidOcean Credit CLO XIX, 5.13%, 07/20/36, (3-mo. <br> CME Term SOFR + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2375 | 2378229 |
| &nbsp;&nbsp;&nbsp; Midocean Credit CLO XV Ltd., 5.20%, <br> 07/21/37, (3-mo. CME Term SOFR + 1.53%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3003363 |
| &nbsp;&nbsp;&nbsp; Midocean Credit CLO XXI, 4.94%, 10/20/38, (3-mo. <br> CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004282 |
| &nbsp;&nbsp;&nbsp; MP CLO VIII Ltd., 5.13%, 04/28/34, (3-mo. CME <br> Term SOFR + 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4500 | 4500000 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman CLO XVII Ltd., 5.06%, <br> 07/22/38, (3-mo. CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1685 | 1687348 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman CLO XXI Ltd., 5.00%, <br> 01/20/39, (3-mo. CME Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2505532 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 33 Ltd., <br> 4.90%, 04/16/39, (3-mo. CME Term SOFR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1350 | 1351685 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 40 Ltd., <br> 4.91%, 10/16/37, (3-mo. CME Term SOFR + <br> 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 11000 | 11015258 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 46 Ltd., <br> 5.18%, 01/20/37, (3-mo. CME Term SOFR + <br> 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001957 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 50 Ltd., <br> 4.71%, 07/23/36, (3-mo. CME Term SOFR + <br> 1.04%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1499808 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers CLO 59 Ltd., <br> 4.96%, 01/23/39, (3-mo. CME Term SOFR + <br> 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3900 | 3910525 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers NBLA CLO 52<br> Ltd., 5.02%, 10/24/38, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3005804 |
| &nbsp;&nbsp;&nbsp; Neuberger Berman Loan Advisers NBLA CLO 53<br> Ltd., 5.01%, 10/24/37, (3-mo. CME Term SOFR + <br> 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3005687 |
| &nbsp;&nbsp;&nbsp; New Mountain CLO 2 Ltd., 5.03%, 01/15/38, (3-mo. <br> CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5012678 |
| &nbsp;&nbsp;&nbsp; New Mountain CLO 3 Ltd., 5.01%, 10/20/38, (3-mo. <br> CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9830 | 9853206 |
| &nbsp;&nbsp;&nbsp; New Mountain CLO 7 Ltd., 4.88%, 03/31/38, (3-mo. <br> CME Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 22000 | 22011218 |
| &nbsp;&nbsp;&nbsp; New Mountain CLO 8 Ltd., 4.95%, 10/20/38, (3-mo. <br> CME Term SOFR + 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5009897 |
| &nbsp;&nbsp;&nbsp; Northwoods Capital 25 Ltd., 5.58%, <br> 07/20/34, (3-mo. CME Term SOFR + 1.90%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1325 | 1326542 |
| &nbsp;&nbsp;&nbsp; Oak Hill Credit Partners X-R Ltd., 4.81%, <br> 04/20/38, (3-mo. CME Term SOFR + 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8470 | 8461930 |
| Oaktree CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.23%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6810 | 6817123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.86%, 01/15/38, (3-mo. CME Term SOFR + <br> 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2000282 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.06%, 01/20/38, (3-mo. CME Term SOFR + <br> 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3005531 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.99%, 07/15/38, (3-mo. CME Term SOFR + <br> 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002353 |
| &nbsp;&nbsp;&nbsp; Ocean Trails CLO XIV Ltd., 5.02%, 01/20/38, (3-mo. <br> CME Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002141 |
| &nbsp;&nbsp;&nbsp; Ocp Clo 2024-33 Ltd., 5.18%, 07/20/37, (3-mo. CME <br> Term SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001869 |
| OCP CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 01/21/38, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2630 | 2635898 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 01/20/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $4000 | $4005445 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 01/26/38, (3-mo. CME Term SOFR + <br> 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5300 | 5313040 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 10/20/37, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007492 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.76%, 04/17/37, (3-mo. CME Term SOFR + <br> 1.08%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3450 | 3449545 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8975 | 8994613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 07/26/38, (3-mo. CME Term SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5011965 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7007514 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.97%, 10/24/38, (3-mo. CME Term SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3075 | 3082481 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 01/17/39, (3-mo. CME Term SOFR + <br> 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5000589 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 04/20/39, (3-mo. CME Term SOFR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 9997488 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/23/37, (3-mo. CME Term SOFR + <br> 1.52%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 18875 | 18882971 |
| &nbsp;&nbsp;&nbsp; Octagon 55 Ltd., 4.94%, 03/20/38, (3-mo. CME <br> Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004695 |
| &nbsp;&nbsp;&nbsp; Octagon 75 Ltd., 4.86%, 01/22/38, (3-mo. CME <br> Term SOFR + 1.20%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1750 | 1751401 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners 38 Ltd., 5.48%, <br> 10/20/37, (3-mo. CME Term SOFR + 1.80%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1650 | 1657304 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners 47 Ltd., 4.94%, <br> 01/22/38, (3-mo. CME Term SOFR + 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007753 |
| &nbsp;&nbsp;&nbsp; Octagon Investment Partners XVI Ltd., 5.54%, <br> 07/17/30, (3-mo. CME Term SOFR + 1.86%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1985 | 1990118 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 10-R Ltd., 4.94%, <br> 07/18/37, (3-mo. CME Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2498800 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 17-R Ltd., 4.82%, <br> 04/20/39, (3-mo. CME Term SOFR + 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8340 | 8333000 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 2 Ltd., 4.91%, 01/21/38, (3-mo. <br> CME Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3390 | 3395148 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 20 Ltd., 4.78%, <br> 04/20/38, (3-mo. CME Term SOFR + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3030 | 3026143 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 21 Ltd., 4.93%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8000 | 8019454 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 22 Ltd., 5.01%, <br> 07/20/38, (3-mo. CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004162 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 25 Ltd., 4.82%, <br> 04/20/39, (3-mo. CME Term SOFR + 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 9992090 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 3 Ltd., 5.00%, 01/20/38, (3-mo. <br> CME Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 12930 | 12958518 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 4 Ltd., 4.95%, 01/22/38, (3-mo. <br> CME Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3294 | 3302900 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 6 Ltd., 5.01%, 10/20/37, (3-mo. <br> CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2500 | 2504569 |
| &nbsp;&nbsp;&nbsp; OHA Credit Funding 7 Ltd., 4.96%, 07/19/38, (3-mo. <br> CME Term SOFR + 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13750 | 13772811 |
| &nbsp;&nbsp;&nbsp; OHA Credit Partners XII Ltd., 5.62%, <br> 04/23/37, (3-mo. CME Term SOFR + 1.95%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1160 | 1165425 |
| &nbsp;&nbsp;&nbsp; OHA Credit Partners XIII Ltd., 5.05%, <br> 10/21/37, (3-mo. CME Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3700 | 3707151 |
| &nbsp;&nbsp;&nbsp; OHA Credit Partners XVI, 5.03%, 10/18/37, (3-mo. <br> CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5050 | 5059735 |
| &nbsp;&nbsp;&nbsp; OHA Credit Partners XVII Ltd., 5.00%, <br> 01/18/38, (3-mo. CME Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2278 | 2283036 |
| OHA Loan Funding Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.38%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.70%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1800 | 1807590 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 10/20/38, (3-mo. CME Term SOFR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $5000 | $5008260 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/19/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9000 | 9019780 |
| &nbsp;&nbsp;&nbsp; Orion CLO Ltd., 4.82%, 01/25/37, (3-mo. CME Term <br> SOFR + 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 9993169 |
| Palmer Square CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002340 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 10/20/37, (3-mo. CME Term SOFR + <br> 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001951 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.96%, 10/15/38, (3-mo. CME Term SOFR + <br> 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3550 | 3558971 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5012945 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 10/20/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5860 | 5872839 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.90%, 08/14/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3850 | 3857701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.93%, 01/20/38, (3-mo. CME Term SOFR + <br> 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7575 | 7587415 |
| Park Blue CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.15%, 07/25/37, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1750 | 1752701 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.10%, 07/20/37, (3-mo. CME Term SOFR + <br> 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2840 | 2843177 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.01%, 01/25/38, (3-mo. CME Term SOFR + <br> 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7855 | 7875607 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.89%, 04/25/38, (3-mo. CME Term SOFR + <br> 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3003008 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.16%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007989 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 10/20/38, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002500 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/20/39, (3-mo. CME Term SOFR + <br> 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007076 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 11 Ltd., 5.07%, 07/25/37, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1225 | 1227594 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 12 Ltd., 4.90%, 04/20/38, (3-mo. <br> CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7007062 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 15 Ltd., 4.90%, 10/20/38, (3-mo. <br> CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5350 | 5357737 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 16 Ltd., 5.13%, 07/25/37, (3-mo. <br> CME Term SOFR + 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1795 | 1797722 |
| &nbsp;&nbsp;&nbsp; Pikes Peak CLO 8, 5.01%, 01/20/38, (3-mo. CME <br> Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5011208 |
| Polen Capital CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.04%, 01/20/39, (3-mo. CME Term SOFR + <br> 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3007001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.00%, 03/06/38, (3-mo. CME Term SOFR + <br> 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3750 | 3759273 |
| Post CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.28%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5500 | 5507819 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.75%, 10/15/34, (3-mo. CME Term SOFR + <br> 1.08%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 1998794 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.98%, 10/20/38, (3-mo. CME Term SOFR + <br> 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1503583 |
| &nbsp;&nbsp;&nbsp; Post CLO VI Ltd., 5.10%, 01/20/38, (3-mo. CME <br> Term SOFR + 1.42%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6350 | 6360859 |
| &nbsp;&nbsp;&nbsp; PPM CLO 8 Ltd., 4.95%, 04/20/38, (3-mo. CME <br> Term SOFR + 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6250 | 6264277 |
| &nbsp;&nbsp;&nbsp; Rad CLO 10 Ltd., 5.10%, 04/23/34, (3-mo. CME <br> Term SOFR + 1.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2000812 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Rad CLO 14 Ltd., 5.10%, 01/15/35, (3-mo. CME <br> Term SOFR + 1.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $1041 | $1041705 |
| &nbsp;&nbsp;&nbsp; Rad CLO 18 Ltd., 5.07%, 07/15/37, (3-mo. CME <br> Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1600 | 1602147 |
| &nbsp;&nbsp;&nbsp; RAD CLO 27 Ltd., 4.99%, 01/15/38, (3-mo. CME <br> Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10695 | 10721038 |
| &nbsp;&nbsp;&nbsp; Rad CLO 6 Ltd., 5.07%, 10/20/37, (3-mo. CME Term <br> SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2530 | 2535129 |
| &nbsp;&nbsp;&nbsp; Rad CLO 9 Ltd., 5.01%, 01/15/38, (3-mo. CME Term <br> SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 8000 | 8018446 |
| &nbsp;&nbsp;&nbsp; Reese Park CLO Ltd., 4.99%, 01/15/38, (3-mo. CME <br> Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1002218 |
| &nbsp;&nbsp;&nbsp; Regatta 30 Funding Ltd., 4.99%, 01/25/38, (3-mo. <br> CME Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6625 | 6639750 |
| &nbsp;&nbsp;&nbsp; Regatta 32 Funding Ltd., 5.01%, 07/25/38, (3-mo. <br> CME Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9930 | 9955603 |
| &nbsp;&nbsp;&nbsp; Regatta 35 Funding Ltd., 4.96%, 10/15/38, (3-mo. <br> CME Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3045 | 3052719 |
| &nbsp;&nbsp;&nbsp; Regatta X Funding Ltd., 5.16%, 07/17/37, (3-mo. <br> CME Term SOFR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4004532 |
| &nbsp;&nbsp;&nbsp; Regatta XVI Funding Ltd., 4.86%, 04/15/39, (3-mo. <br> CME Term SOFR + 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10100 | 10099979 |
| &nbsp;&nbsp;&nbsp; Regatta XVII Funding Ltd., 5.05%, 10/15/37, (3-mo. <br> CME Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5010198 |
| &nbsp;&nbsp;&nbsp; Regatta XX Funding Ltd., 4.85%, 01/15/38, (3-mo. <br> CME Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2650 | 2649475 |
| &nbsp;&nbsp;&nbsp; Regatta XXV Funding Ltd., 5.01%, 07/15/38, (3-mo. <br> CME Term SOFR + 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2005056 |
| &nbsp;&nbsp;&nbsp; Regatta XXVII Funding Ltd., 5.20%, <br> 04/26/37, (3-mo. CME Term SOFR + 1.53%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6000 | 6006076 |
| &nbsp;&nbsp;&nbsp; Regatta XXVIII Funding Ltd., 5.22%, <br> 04/25/37, (3-mo. CME Term SOFR + 1.55%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4500 | 4505947 |
| &nbsp;&nbsp;&nbsp; Rockford Tower CLO Ltd., 5.12%, 07/20/37, (3-mo. <br> CME Term SOFR + 1.44%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4005603 |
| &nbsp;&nbsp;&nbsp; RR 14 Ltd., 5.05%, 04/15/36, (3-mo. CME Term <br> SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1538 | 1538146 |
| &nbsp;&nbsp;&nbsp; RR 18 Ltd., 4.96%, 07/15/40, (3-mo. CME Term <br> SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 9500 | 9523455 |
| &nbsp;&nbsp;&nbsp; RR 19 Ltd., 4.85%, 04/15/40, (3-mo. CME Term <br> SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7600 | 7598520 |
| &nbsp;&nbsp;&nbsp; RR 21 Ltd., 5.07%, 07/15/39, (3-mo. CME Term <br> SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5570 | 5577470 |
| &nbsp;&nbsp;&nbsp; RR 27 Ltd., 4.90%, 10/15/40, (3-mo. CME Term <br> SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4006957 |
| &nbsp;&nbsp;&nbsp; RR 29 Ltd., 5.06%, 07/15/39, (3-mo. CME Term <br> SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3210 | 3214161 |
| &nbsp;&nbsp;&nbsp; RR 32 Ltd., 5.03%, 10/15/39, (3-mo. CME Term <br> SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2490 | 2494761 |
| &nbsp;&nbsp;&nbsp; RR 41 Ltd., 4.92%, 10/15/40, (3-mo. CME Term <br> SOFR + 1.25%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10750 | 10773558 |
| &nbsp;&nbsp;&nbsp; RR 5 Ltd., 5.17%, 07/15/39, (3-mo. CME Term <br> SOFR + 1.50%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4500 | 4504547 |
| &nbsp;&nbsp;&nbsp; Sagard-Halseypoint CLO 10 Ltd., 5.03%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5012498 |
| &nbsp;&nbsp;&nbsp; Sagard-Halseypoint CLO 8 Ltd., 5.06%, <br> 01/30/38, (3-mo. CME Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3820 | 3827693 |
| &nbsp;&nbsp;&nbsp; Sandstone Peak II Ltd., 5.09%, 07/20/38, (3-mo. <br> CME Term SOFR + 1.41%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 11000 | 11018911 |
| Sandstone Peak III Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.30%, 04/25/37, (3-mo. CME Term SOFR + <br> 1.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7000000 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 0.00%, 04/25/37, (3-mo. CME Term SOFR + <br> 1.300%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6000 | 6000000 |
| &nbsp;&nbsp;&nbsp; Sandstone Peak Ltd., 4.84%, 04/15/38, (3-mo. CME <br> Term SOFR + 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 998409 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Sculptor CLO XXIX Ltd., 5.03%, 07/22/38, (3-mo. <br> CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $5000 | $5013487 |
| &nbsp;&nbsp;&nbsp; Sculptor CLO XXVIII Ltd., 4.74%, 01/20/35, (3-mo. <br> CME Term SOFR + 1.06%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4500 | 4498947 |
| &nbsp;&nbsp;&nbsp; Sculptor CLO XXX Ltd., 5.13%, 07/20/38, (3-mo. <br> CME Term SOFR + 1.45%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1001439 |
| &nbsp;&nbsp;&nbsp; Sculptor CLO XXXIV Ltd., 5.05%, 01/20/38, (3-mo. <br> CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5375 | 5385172 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 11 Ltd., 5.02%, 07/15/38, (3-mo. <br> CME Term SOFR + 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5012489 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 12 Ltd., 4.98%, 10/15/38, (3-mo. <br> CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5012114 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 14 Ltd., 4.91%, 01/15/39, (3-mo. <br> CME Term SOFR + 1.23%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 10012585 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 4 Ltd., 5.30%, 04/15/37, (3-mo. <br> CME Term SOFR + 1.63%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5900 | 5900000 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 5 Ltd., 5.78%, 10/20/37, (3-mo. <br> CME Term SOFR + 2.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 1003409 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 6 Ltd., 5.07%, 10/15/37, (3-mo. <br> CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4008475 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 7 Ltd., 5.03%, 01/15/38, (3-mo. <br> CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1250 | 1253196 |
| &nbsp;&nbsp;&nbsp; Silver Point CLO 9 Ltd., 5.19%, 03/31/38, (3-mo. <br> CME Term SOFR + 1.52%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3008150 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XVI Ltd., 4.84%, 01/21/39, (3-mo. <br> CME Term SOFR + 1.17%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 1999038 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XX Ltd., 5.00%, 07/17/38, (3-mo. <br> CME Term SOFR + 1.32%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1900 | 1904633 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XXII Ltd., 4.80%, 04/21/38, (3-mo. <br> CME Term SOFR + 1.13%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 18000 | 17984718 |
| &nbsp;&nbsp;&nbsp; Sixth Street CLO XXV Ltd., 5.15%, 07/24/37, (3-mo. <br> CME Term SOFR + 1.48%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4850 | 4857420 |
| &nbsp;&nbsp;&nbsp; Sound Point CLO XIX Ltd., 5.38%, 04/15/31, (3-mo. <br> CME Term SOFR + 1.71%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4244 | 4251031 |
| &nbsp;&nbsp;&nbsp; Steele Creek CLO Ltd., 5.41%, 04/15/31, (3-mo. <br> CME Term SOFR + 1.74%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1344 | 1346238 |
| Sycamore Tree CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.33%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.65%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5009422 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 01/20/38, (3-mo. CME Term SOFR + <br> 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7450 | 7464019 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.83%, 01/20/37, (3-mo. CME Term SOFR + <br> 1.15%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1000 | 998938 |
| &nbsp;&nbsp;&nbsp; Symetra CLO Ltd., 4.97%, 04/20/38, (3-mo. CME <br> Term SOFR + 1.29%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2930 | 2937346 |
| &nbsp;&nbsp;&nbsp; Symphony CLO 39 Ltd., 5.00%, 01/25/38, (3-mo. <br> CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6000 | 6013790 |
| &nbsp;&nbsp;&nbsp; Symphony CLO 40 Ltd., 4.98%, 01/05/38, (3-mo. <br> CME Term SOFR + 1.31%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4008583 |
| &nbsp;&nbsp;&nbsp; Symphony Clo 47 Ltd., 4.81%, 04/20/38, (3-mo. <br> CME Term SOFR + 1.14%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 20000 | 19982846 |
| &nbsp;&nbsp;&nbsp; Symphony Loan Funding CLO 1 Ltd., 5.09%, <br> 01/22/38, (3-mo. CME Term SOFR + 1.43%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4005387 |
| TCW CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.95%, 01/20/38, (3-mo. CME Term SOFR + <br> 1.27%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2250 | 2255089 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.07%, 10/20/37, (3-mo. CME Term SOFR + <br> 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6750 | 6763898 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.87%, 04/20/38, (3-mo. CME Term SOFR + <br> 1.19%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 2998506 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4.91%, 01/15/39, (3-mo. CME Term SOFR + <br> 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10000 | 10013773 |
| &nbsp;&nbsp;&nbsp; TICP CLO VI Ltd., 5.05%, 01/15/34, (3-mo. CME <br> Term SOFR + 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 972 | 972618 |
| &nbsp;&nbsp;&nbsp; Trestles CLO III Ltd., 5.07%, 10/20/37, (3-mo. CME <br> Term SOFR + 1.39%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7800 | 7816187 |

---

---

| | | |
|:---|:---|:---|
| *Security* | &nbsp;&nbsp; *Par* <br>*(000*<br> *)*<br>| *Value* |
| &nbsp;&nbsp;&nbsp; Trestles CLO IX Ltd., 4.93%, 01/15/39, (3-mo. CME <br> Term SOFR + 1.26%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; $4000 | $4010121 |
| &nbsp;&nbsp;&nbsp; Trestles CLO Ltd., 5.13%, 07/25/37, (3-mo. CME <br> Term SOFR + 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7400 | 7411494 |
| &nbsp;&nbsp;&nbsp; Trestles CLO VI Ltd., 4.85%, 04/25/38, (3-mo. CME <br> Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3000868 |
| &nbsp;&nbsp;&nbsp; Trestles CLO X Ltd., 4.85%, 04/20/39, (3-mo. CME <br> Term SOFR + 1.18%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 10500 | 10484577 |
| Trimaran CAVU Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.06%, 10/22/37, (3-mo. CME Term SOFR + <br> 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004052 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.05%, 01/25/38, (3-mo. CME Term SOFR + <br> 1.38%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1502710 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO VII Ltd., 4.73%, 01/25/35, (3-mo. CME <br> Term SOFR + 1.06%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 2999385 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XIV Ltd., 4.77%, 01/25/34, (3-mo. CME <br> Term SOFR + 1.10%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1851 | 1851310 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XXIV Ltd., 5.27%, 04/25/37, (3-mo. <br> CME Term SOFR + 1.60%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1500 | 1502450 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XXIX Ltd., 5.16%, 07/23/37, (3-mo. <br> CME Term SOFR + 1.49%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3485 | 3490008 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XXX Ltd., 5.04%, 10/23/37, (3-mo. <br> CME Term SOFR + 1.37%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5500 | 5509331 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XXXII Ltd., 5.00%, 07/23/38, (3-mo. <br> CME Term SOFR + 1.33%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1250 | 1252942 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XXXIII Ltd., 5.54%, 07/22/38, (3-mo. <br> CME Term SOFR + 1.88%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 1350 | 1354509 |
| &nbsp;&nbsp;&nbsp; Trinitas CLO XXXV Ltd., 4.89%, 01/22/39, (3-mo. <br> CME Term SOFR + 1.22%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 3000 | 3003072 |
| Voya CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 10/17/32, (3-mo. CME Term SOFR + <br> 1.34%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 870 | 870121 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/20/37, (3-mo. CME Term SOFR + <br> 1.51%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5500 | 5505363 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.19%, 04/15/37, (3-mo. CME Term SOFR + <br> 1.52%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4100 | 4104913 |
| &nbsp;&nbsp;&nbsp; Warwick Capital CLO 1 Ltd., 4.96%, <br> 10/20/38, (3-mo. CME Term SOFR + 1.28%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13000 | 13027002 |
| &nbsp;&nbsp;&nbsp; Warwick Capital CLO 4 Ltd., 5.08%, <br> 07/20/37, (3-mo. CME Term SOFR + 1.40%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4900 | 4910356 |
| &nbsp;&nbsp;&nbsp; Warwick Capital CLO 5 Ltd., 5.04%, <br> 01/20/38, (3-mo. CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5500 | 5513890 |
| &nbsp;&nbsp;&nbsp; Warwick Capital CLO 7 Ltd., 4.97%, <br> 10/21/38, (3-mo. CME Term SOFR + 1.30%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 13150 | 13180935 |
| &nbsp;&nbsp;&nbsp; Wehle Park CLO Ltd., 4.91%, 10/21/38, (3-mo. CME <br> Term SOFR + 1.24%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 5000 | 5010169 |
| &nbsp;&nbsp;&nbsp; Wellington Management CLO 3 Ltd., 5.04%, <br> 07/18/37, (3-mo. CME Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 6500 | 6513583 |
| &nbsp;&nbsp;&nbsp; Whitebox CLO V Ltd., 5.04%, 07/20/38, (3-mo. CME <br> Term SOFR + 1.36%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 2000 | 2004854 |
| Wise CLO Ltd. |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.13%, 07/15/37, (3-mo. CME Term SOFR + <br> 1.46%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 4000 | 4005802 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.03%, 09/20/38, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 7000 | 7017944 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5.02%, 07/15/38, (3-mo. CME Term SOFR + <br> 1.35%)<sup>(a)(b)</sup><br>| &nbsp;&nbsp;&nbsp; 11550 | 11578884 |
| **Total Long-Term Investments — 100.1%** <br>**(Cost: $2,085,264,785)** | **Total Long-Term Investments — 100.1%** <br>**(Cost: $2,085,264,785)** | 2085762515 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**(Percentages shown are based on Net Assets)**

---

| | | |
|:---|:---|:---|
| *Security* | *Shares* | *Value* |
| **Short-Term Securities** | **Short-Term Securities** | **Short-Term Securities** |
| **Money Market Funds — 0.6%** | **Money Market Funds — 0.6%** | **Money Market Funds — 0.6%** |
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares, 3.61%<sup>(d)(e)</sup><br>| &nbsp;&nbsp;&nbsp; 11860000 | $11860000 |
| **Total Short-Term Securities — 0.6%** <br>**(Cost: $11,860,000)** | **Total Short-Term Securities — 0.6%** <br>**(Cost: $11,860,000)** | 11860000 |
| **Total Investments — 100.7%** <br>**(Cost: $2,097,124,785)** | **Total Investments — 100.7%** <br>**(Cost: $2,097,124,785)** | 2097622515 |
| **Liabilities in Excess of Other Assets — (0.7)%** | **Liabilities in Excess of Other Assets — (0.7)%** | (13643209)<br>|
| **Net Assets — 100.0%** | **Net Assets — 100.0%** | $2083979306 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Security exempt from registration pursuant to Rule 144A under the Securities Act of 1933, as amended. These securities may be resold in transactions exempt from registration to qualified institutional investors. 

<sup>(b)</sup> Variable rate security. Interest rate resets periodically. The rate shown is the effective interest rate as of period end. Security description also includes the reference rate and spread if published and available. 

<sup>(c)</sup> Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. 

<sup>(d)</sup> Affiliate of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(e)</sup> Annualized 7-day yield as of period end.

**Affiliates**

Investments in issuers considered to be affiliate(s) of the Fund during the period ended April 30, 2026 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| *Affiliated Issuer* | *Value at* <br>*07/31/25*<br>| *Purchases* <br>*at Cost*<br>| &nbsp;&nbsp; *Net Realized* <br>*Gain (Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation* <br>*(Depreciation)*<br>| *Value at* <br>*04/30/26*<br>| *Shares* <br>*Held at* <br>*04/30/26*<br>| *Income* | *Capital* <br>*Gain* <br>*Distributions* <br>*from* <br>*Underlying* <br>*Funds*<br>|
| &nbsp;&nbsp;&nbsp; BlackRock Cash Funds: Treasury, SL Agency <br> Shares<br>| $23120000 | $—<br> $(11260000 )<sup>(a)</sup><br>| $— | $— | $11860000 | 11860000 | $455206 | $— |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

<sup>(a)</sup> Represents net amount purchased (sold).

**Fair Value Hierarchy as of Period End** 

Various inputs are used in determining the fair value of financial instruments at the measurement date. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

• Level 1 – Unadjusted price quotations in active markets/exchanges that the Fund has the ability to access for identical assets or liabilities;

• Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 – Inputs that are unobservable and significant to the entire fair value measurement for the asset or liability (including the Valuation Committee's assumptions used in determining the fair value of financial instruments).

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds that may not have a secondary market and/or may have a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund's policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following table summarizes the Fund's financial instruments categorized in the fair value hierarchy. The breakdown of the Fund's financial instruments into major categories is disclosed in the Schedule of Investments above.

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| Assets  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Long-Term Investments  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Asset-Backed Securities | &nbsp;&nbsp; $— | &nbsp;&nbsp; $2084762515 | &nbsp;&nbsp; $1000000 | &nbsp;&nbsp; $2085762515 |

---

------

Schedule of Investments (unaudited)(continued)

April 30, 2026

**iShares AAA CLO Active ETF**

**Fair Value Hierarchy as of Period End (continued)**

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | *Level 1* | *Level 2* | *Level 3* | *Total* |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Short-Term Securities  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Money Market Funds | &nbsp;&nbsp; $11860000 | &nbsp;&nbsp; $— | &nbsp;&nbsp; $— | &nbsp;&nbsp; $11860000 |
|  | &nbsp;&nbsp; $11860000 | &nbsp;&nbsp; $2084762515 | &nbsp;&nbsp; $1000000 | &nbsp;&nbsp; $2097622515 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Portfolio Abbreviation** | **Portfolio Abbreviation** |
| CLO | Collateralized Loan Obligation |
| CME | Chicago Mercantile Exchange |
| SOFR | Secured Overnight Financing Rate |

---

------

## 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:** 2026-04-30

**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:** $2087817903.89

**Total Liabilities:** $19433080.04

**Net Assets:** $2068384823.85

**Delayed Delivery Securities:** $17500000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 638633.11000000 | **1-Year:** 0.00000000 | **5-Year:** 6890.48000000 | **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 | 0.19%                | 0.27%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $68655.70                | $-2895751.46                               |
| Month 2  | $-231313.52              | $-2516848.82                               |
| Month 3  | $-136425.72              | $3715335.48                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Bridge Street CLO                              | Bridge Street CLO I Ltd                          | CUSIP: 10805YAL5<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6011059.20   | 0.29%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Green Lakes Park CLO LLC                       | Green Lakes Park CLO LLC                         | CUSIP: 39310AAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7002019.50   | 0.34%             | 2038-01-25      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 9 Ltd                           | CUSIP: 82809VAA0<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3008150.40   | 0.15%             | 2038-03-31      | Floating      | 5.19%                 | 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      | $3005848.20   | 0.15%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 14 Ltd                          | CUSIP: 82810EAA5<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10012585.00  | 0.48%             | 2039-01-15      | Floating      | 4.91%                 | 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      | $7007061.60   | 0.34%             | 2038-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO 2021-1 Ltd                     | CUSIP: 87122VAS0<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-CBDO         | CORP              | KY        |   7450000 | PA      | $7464018.67   | 0.36%             | 2038-01-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 21 Ltd                        | CUSIP: 67707KAA8<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8019453.60   | 0.39%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Honey Hill Park CLO, Ltd                       | Honey Hill Park CLO Ltd                          | CUSIP: 438453AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6996369.10   | 0.34%             | 2039-04-24      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding VIII Clo Ltd                       | CUSIP: 15032EAY5<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | KY        |   4300000 | PA      | $4303581.90   | 0.21%             | 2038-01-17      | Floating      | 4.90%                 | 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      | $1922672.45   | 0.09%             | 2037-04-15      | Floating      | 5.29%                 | 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      | $1732934.31   | 0.08%             | 2038-04-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 41 LTD                                        | CUSIP: 749764AA4<br>LEI: 254900MKRTHN5MG3CP95 | Long             | ABS-CBDO         | CORP              | KY        |  10750000 | PA      | $10773557.55  | 0.52%             | 2040-10-15      | Floating      | 4.92%                 | 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      | $2004854.40   | 0.10%             | 2038-07-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXXIV Ltd                           | CUSIP: 81124BAA4<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |   5375000 | PA      | $5385171.65   | 0.26%             | 2038-01-20      | Floating      | 5.05%                 | 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      | $2003923.40   | 0.10%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 31 Ltd                                  | CUSIP: 03166GAA6<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006812.70   | 0.15%             | 2038-02-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO VI Ltd                         | CUSIP: 10806PAA7<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3508111.25   | 0.17%             | 2039-01-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Bluemountain CLO Ltd                           | BlueMountain CLO XXXV Ltd                        | CUSIP: 09631RAL2<br>LEI: 549300NUS8PQQUZMPR50 | Long             | ABS-CBDO         | CORP              | KY        |  13550000 | PA      | $13579625.72  | 0.66%             | 2037-10-22      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                      | Menlo Clo IV Ltd                                 | CUSIP: 58682QAA3<br>LEI: 254900IC8WYKXV232M24 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000933.60   | 0.15%             | 2039-03-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                             | CUSIP: 05874XAQ2<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1004227.10   | 0.05%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXI Ltd                     | CUSIP: 55822NAW9<br>LEI: 2138008EAUXBYEZRP521 | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3003087.90   | 0.15%             | 2039-01-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXIII Ltd                          | CUSIP: 895976AE8<br>LEI: 254900BD1TVMJI9ACK12 | Long             | ABS-CBDO         | CORP              | KY        |   1350000 | PA      | $1354509.14   | 0.07%             | 2038-07-22      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue CLO 2025-X LTD                         | CUSIP: 70019YAA5<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007076.10   | 0.15%             | 2039-01-20      | Floating      | 4.95%                 | 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      | $3857700.77   | 0.19%             | 2038-08-14      | Floating      | 4.90%                 | 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      | $1504094.40   | 0.07%             | 2038-10-20      | Floating      | 5.58%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO II Ltd                         | CUSIP: 10806JAN3<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |  13000000 | PA      | $13028207.40  | 0.63%             | 2039-01-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle Global Market Strategies CLO 2016-1 Ltd  | CUSIP: 14312HBE5<br>LEI: 549300N3CJKPCWZ7KX23 | Long             | ABS-CBDO         | CORP              | KY        |   5200000 | PA      | $5199339.08   | 0.25%             | 2034-04-20      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle US CLO 2023-3 Ltd                        | CUSIP: 14318FAL8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001798.10   | 0.05%             | 2038-10-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO XV Ltd                               | CUSIP: 01749WAL7<br>LEI: 2138003E5WTFBR7NV267 | Long             | ABS-CBDO         | CORP              | JE        |   1568000 | PA      | $1568447.19   | 0.08%             | 2038-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas Clo VII Ltd                             | CUSIP: 89641CAU5<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999385.00   | 0.15%             | 2035-01-25      | Floating      | 4.73%                 | 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      | $3052719.08   | 0.15%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman CLO XVII Ltd                    | CUSIP: 64129UCC7<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | KY        |   1685000 | PA      | $1687348.22   | 0.08%             | 2038-07-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2019-3 Ltd                           | CUSIP: 67400EBE3<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005530.50   | 0.15%             | 2038-01-20      | Floating      | 5.06%                 | 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      | $4505946.75   | 0.22%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 43B Ltd               | CUSIP: 38180PAA4<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5011822.50   | 0.24%             | 2037-10-20      | Floating      | 5.02%                 | 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      | $1003887.40   | 0.05%             | 2038-01-22      | Floating      | 5.41%                 | 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      | $2500000.00   | 0.12%             | 2037-05-15      | 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      | $1002140.60   | 0.05%             | 2038-01-20      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 42 Ltd                                   | CUSIP: 00791YAA6<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-CBDO         | CORP              | KY        |   7775000 | PA      | $7795240.66   | 0.38%             | 2038-07-22      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 76 B Ltd              | CUSIP: 38180BAA5<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   3250000 | PA      | $3256103.50   | 0.16%             | 2037-10-25      | Floating      | 5.04%                 | 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      | $1504130.40   | 0.07%             | 2031-01-15      | Floating      | 5.33%                 | 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      | $1003408.90   | 0.05%             | 2037-10-20      | Floating      | 5.78%                 | 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      | $1503195.60   | 0.07%             | 2037-10-22      | Floating      | 5.06%                 | 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      | $1002645.70   | 0.05%             | 2038-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2024-3 Ltd                     | CUSIP: 69688GAA6<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002340.40   | 0.05%             | 2037-07-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 20 Ltd                             | Elmwood CLO 20 Ltd                               | CUSIP: 29002AAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  21000000 | PA      | $21010495.80  | 1.02%             | 2039-01-20      | Floating      | 4.83%                 | 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        |  12000000 | PA      | $11993920.80  | 0.58%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 83 CLO Ltd                                | CUSIP: 26246EAL2<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | KY        |   4270000 | PA      | $4274231.57   | 0.21%             | 2037-04-18      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 39 Ltd                              | CUSIP: 87169TAL4<br>LEI: 549300OJB1EXT6QKOX87 | Long             | ABS-CBDO         | CORP              | BM        |   6000000 | PA      | $6013789.80   | 0.29%             | 2038-01-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd                         | Rockford Tower CLO 2022-3 Ltd                    | CUSIP: 77341XAL7<br>LEI: 5493007GXSFXDXOXG741 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005603.20   | 0.19%             | 2037-07-20      | Floating      | 5.12%                 | 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      | $5012493.00   | 0.24%             | 2038-07-20      | Floating      | 5.05%                 | 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      | $1001751.40   | 0.05%             | 2038-01-15      | Floating      | 4.93%                 | 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      | $3005411.70   | 0.15%             | 2038-07-18      | Floating      | 5.06%                 | 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      | $4004531.60   | 0.19%             | 2037-07-17      | Floating      | 5.16%                 | 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      | $2000970.40   | 0.10%             | 2038-03-30      | Floating      | 4.87%                 | 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      | $5012498.00   | 0.24%             | 2038-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 57 Ltd                                   | CUSIP: 481954AA3<br>LEI: 254900BA22H056KP3B65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003180.20   | 0.10%             | 2038-07-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 35 Ltd                                   | CUSIP: 48254LAN5<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | KY        |  15250000 | PA      | $15257481.65  | 0.74%             | 2038-01-20      | Floating      | 4.88%                 | 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      | $3750000.00   | 0.18%             | 2037-04-20      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2024-31 Ltd                              | CUSIP: 67570AAN6<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $9997488.00   | 0.48%             | 2039-04-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 1 Ltd                        | CUSIP: 936919AN9<br>LEI: 254900MNDJAT8Y3XZ919 | Long             | ABS-CBDO         | CORP              | JE        |  13000000 | PA      | $13027002.30  | 0.63%             | 2038-10-20      | Floating      | 4.96%                 | 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      | $2553535.58   | 0.12%             | 2037-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares LIII CLO Ltd                                | CUSIP: 04009GBE6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $6999030.50   | 0.34%             | 2036-10-24      | Floating      | 4.76%                 | 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      | $3707150.62   | 0.18%             | 2037-10-21      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Regatta XXVII Funding Ltd.                     | Regatta XXVII Funding Ltd                        | CUSIP: 758970AA5<br>LEI: 213800A3LAH3GG226R43 | Long             | ABS-CBDO         | CORP              | JE        |   6000000 | PA      | $6006076.20   | 0.29%             | 2037-04-26      | Floating      | 5.20%                 | 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      | $2605298.54   | 0.13%             | 2037-07-16      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 22 Ltd                        | CUSIP: 67121HAA3<br>LEI: 2549003SYMVHPGWUV286 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004162.40   | 0.10%             | 2038-07-20      | Floating      | 5.01%                 | 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      | $1001625.50   | 0.05%             | 2037-07-20      | Floating      | 5.14%                 | 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      | $1002217.80   | 0.05%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Eldridge CLO Ltd                               | Eldridge CLO 2025-1 Ltd                          | CUSIP: 284913AA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002378.70   | 0.05%             | 2038-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| OHA Credit Partners Ltd                        | OHA Credit Partners XVII Ltd                     | CUSIP: 67120MAA3<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | KY        |   2278000 | PA      | $2283035.75   | 0.11%             | 2038-01-18      | Floating      | 5.00%                 | 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      | $4008566.80   | 0.19%             | 2037-07-17      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak, Ltd                            | Sandstone Peak III Ltd                           | CUSIP: 799928AA4<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7000000.00   | 0.34%             | 2037-04-25      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 33 Ltd                                  | CUSIP: 00176HAA8<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10016983.00  | 0.48%             | 2039-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXX Ltd                             | CUSIP: 89643DAA5<br>LEI: 254900TSX6348DURD845 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5509330.75   | 0.27%             | 2037-10-23      | Floating      | 5.04%                 | 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      | $2004223.20   | 0.10%             | 2038-01-18      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                   | Post CLO VI Ltd                                  | CUSIP: 73742RAA8<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   6350000 | PA      | $6360859.14   | 0.31%             | 2038-01-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 7 Ltd                       | CUSIP: 25255WAA6<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4005991.20   | 0.19%             | 2037-07-20      | Floating      | 5.16%                 | 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      | $5006072.00   | 0.24%             | 2038-01-17      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| TICP CLO Ltd                                   | TICP CLO VI 2016-2 Ltd                           | CUSIP: 87246MAS1<br>LEI: 254900JG2DPAYUCW8T83 | Long             | ABS-CBDO         | CORP              | KY        |    972335 | PA      | $972617.96    | 0.05%             | 2034-01-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony CLO 40 Ltd                              | CUSIP: 871989AP4<br>LEI: 25490001HYY3IX1I5Z32 | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4008583.20   | 0.19%             | 2038-01-05      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 18 Ltd                                   | CUSIP: 75009AAU4<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1602147.36   | 0.08%             | 2037-07-15      | Floating      | 5.07%                 | 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      | $2000000.00   | 0.10%             | 2034-07-14      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Partners XVI                          | CUSIP: 67115LAJ3<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   5050000 | PA      | $5059734.89   | 0.24%             | 2037-10-18      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO IX Ltd                              | CUSIP: 894932AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4010121.20   | 0.19%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 7 Ltd                         | CUSIP: 67098WAY7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |  13750000 | PA      | $13772811.25  | 0.67%             | 2038-07-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LX Ltd                      | CUSIP: 557910AN6<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009265.50   | 0.24%             | 2037-10-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 43 Ltd                                   | CUSIP: 48255UAV6<br>LEI: 25490088LQLWORRKOM10 | Long             | ABS-CBDO         | CORP              | JE        |   9550000 | PA      | $9534111.67   | 0.46%             | 2038-04-15      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding XIV CLO Ltd                        | CUSIP: 15034AAL9<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003687.00   | 0.10%             | 2037-10-15      | Floating      | 5.05%                 | 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      | $1165424.51   | 0.06%             | 2037-04-23      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2024-1 Ltd                              | CUSIP: 92920DAA3<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |   4100000 | PA      | $4104912.62   | 0.20%             | 2037-04-15      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Northwoods Capital Ltd                         | Northwoods Capital 25 Ltd                        | CUSIP: 668468AQ4<br>LEI: 254900UXEMW3RG9T8D39 | Long             | ABS-CBDO         | CORP              | KY        |   1325000 | PA      | $1326542.17   | 0.06%             | 2034-07-20      | Floating      | 5.58%                 | 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      | $3005803.80   | 0.15%             | 2038-10-24      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2024-23 Ltd                  | CUSIP: 11765CAS4<br>LEI: 391200W7QGMU3U2OCV81 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6750000.00   | 0.33%             | 2037-05-15      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 2019-2 Ltd                         | CUSIP: 05875MBD3<br>LEI: 254900IF22Z7SA13VI60 | Long             | ABS-CBDO         | CORP              | KY        |   4184000 | PA      | $4191898.14   | 0.20%             | 2038-10-25      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital Clo 6 Ltd                       | CUSIP: 25255UAN2<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6014148.00   | 0.29%             | 2039-04-15      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                               | Flatiron CLO 20 Ltd                              | CUSIP: 33883MAU8<br>LEI: 25490077CXFU133A8B24 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010321.50   | 0.24%             | 2038-11-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXXI Ltd                    | CUSIP: 55817DAA6<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   1300000 | PA      | $1298575.07   | 0.06%             | 2038-04-23      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO 2023-3 Ltd                     | CUSIP: 87122FAN6<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5009422.00   | 0.24%             | 2037-04-20      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 17-R Ltd                      | CUSIP: 676920AC5<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   8340000 | PA      | $8333000.24   | 0.40%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Empower CLO Ltd.                               | Empower CLO 2025-1 Ltd                           | CUSIP: 29249DAA9<br>LEI: 213800DM8ZNUIQ1JCN40 | Long             | ABS-CBDO         | CORP              | KY        |   5860000 | PA      | $5874017.71   | 0.28%             | 2038-07-20      | Floating      | 4.99%                 | 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      | $5011802.50   | 0.24%             | 2038-07-25      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | APIDOS CLO XLVIII Ltd                            | CUSIP: 03770WAA9<br>LEI: 25490046M6DC4604K633 | Long             | ABS-CBDO         | CORP              | JE        |   5445000 | PA      | $5452693.79   | 0.26%             | 2037-07-25      | Floating      | 5.11%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2015-10 Ltd                              | CUSIP: 67092DBD0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | KY        |   5300000 | PA      | $5313039.59   | 0.26%             | 2038-01-26      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                            | Sandstone Peak Ltd                               | CUSIP: 800130BA3<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998409.00    | 0.05%             | 2038-04-15      | Floating      | 4.84%                 | 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      | $1807590.42   | 0.09%             | 2037-07-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | CARLYLE US CLO 2021-8 LTD                        | CUSIP: 143120AN3<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   7180000 | PA      | $7194647.20   | 0.35%             | 2038-10-15      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO X Ltd                               | CUSIP: 894946AC6<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10484576.55  | 0.51%             | 2039-04-20      | Floating      | 4.85%                 | 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      | $3004405.80   | 0.15%             | 2038-07-25      | 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      | $5513890.25   | 0.27%             | 2038-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2014-III Ltd                        | CUSIP: 12549QBL8<br>LEI: 549300KEIUMRD7WX5J42 | Long             | ABS-CBDO         | CORP              | KY        |   3400000 | PA      | $3399376.10   | 0.16%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO Series 2018-A                          | CUSIP: 00900GAN5<br>LEI: 549300MMTPNJGGRMPB33 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010843.50   | 0.24%             | 2037-10-17      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                            | Brant Point CLO 2025-7 Ltd                       | CUSIP: 105488AA8<br>LEI: 2549006N6CIHZ26VQC36 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4808758.08   | 0.23%             | 2038-07-25      | Floating      | 5.05%                 | 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      | $1752448.95   | 0.08%             | 2037-07-20      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| KKR Financial CLO Ltd                          | KKR CLO 58 Ltd                                   | CUSIP: 48257HAA9<br>LEI: 2549008R44IN2IU2DG62 | Long             | ABS-CBDO         | CORP              | KY        |   3700000 | PA      | $3708265.43   | 0.18%             | 2038-10-15      | Floating      | 4.96%                 | 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      | $2002383.60   | 0.10%             | 2037-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares Loan Funding VIII Ltd                       | CUSIP: 04021MAA6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   8600000 | PA      | $8614189.14   | 0.42%             | 2038-01-24      | Floating      | 4.92%                 | 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      | $999487.60    | 0.05%             | 2035-04-18      | Floating      | 4.68%                 | No            |                  2 | On Loan: No      |
| Galaxy CLO Ltd                                 | Galaxy 35 Clo Ltd                                | CUSIP: 362930AA7<br>LEI: 391200IVEMZD61SG5W29 | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050043.26   | 0.05%             | 2038-04-20      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| AB BSL CLO Ltd                                 | AB BSL CLO 3 Ltd                                 | CUSIP: 00037QAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5011938.50   | 0.24%             | 2038-04-20      | Floating      | 4.93%                 | 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      | $2505531.50   | 0.12%             | 2039-01-20      | Floating      | 5.00%                 | 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      | $1001868.60   | 0.05%             | 2037-07-20      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO 23 Ltd                                 | CUSIP: 00901JAA6<br>LEI: 254900JY4GSBXW978G85 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4995296.50   | 0.24%             | 2038-04-20      | Floating      | 4.81%                 | 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      | $2937345.51   | 0.14%             | 2038-04-20      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 10 Ltd                      | CUSIP: 25290BAA9<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3759207.00   | 0.18%             | 2038-04-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 29 LTD                                        | CUSIP: 74989VAA9<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   3210000 | PA      | $3214161.44   | 0.16%             | 2039-07-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | MidOcean Credit CLO XIX                          | CUSIP: 59803HAA5<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   2375000 | PA      | $2378228.58   | 0.11%             | 2036-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares Loan Funding IX Ltd                         | CUSIP: 03990HAA6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   8950000 | PA      | $8948322.77   | 0.43%             | 2038-03-31      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXX Ltd                             | CUSIP: 81124NAS9<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001438.50   | 0.05%             | 2038-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Brant Point CLO Ltd                            | Brant Point CLO 2025-9 Ltd                       | CUSIP: 10490AAA1<br>LEI: 254900SZ0H5JXJT6M054 | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $14023802.80  | 0.68%             | 2039-01-20      | Floating      | 4.92%                 | 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        |  11000000 | PA      | $11015258.10  | 0.53%             | 2037-10-16      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | Trestles CLO VI Ltd                              | CUSIP: 894940AQ8<br>LEI: 254900837GHK5VH7YU15 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3000867.90   | 0.15%             | 2038-04-25      | Floating      | 4.85%                 | 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      | $2504801.75   | 0.12%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Orion CLO Ltd.                                 | Orion CLO 2023-2 Ltd                             | CUSIP: 68626FAJ6<br>LEI: 2138006PMRY9TD8ETL33 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $9993169.00   | 0.48%             | 2037-01-25      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2017-2 Ltd               | CUSIP: 05683HAW5<br>LEI: 254900SOM2S14IE3BZ76 | Long             | ABS-CBDO         | CORP              | KY        |   4355000 | PA      | $4364288.34   | 0.21%             | 2037-07-25      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO XIV Ltd                              | CUSIP: 01751AAQ9<br>LEI: 25490093RGALWPW3N486 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2506102.00   | 0.12%             | 2037-10-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES LXXIX CLO Ltd                               | CUSIP: 04021UAA8<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2999862.60   | 0.15%             | 2039-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 4 Ltd                            | CUSIP: 09077CAQ5<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   6160000 | PA      | $6168488.48   | 0.30%             | 2037-07-15      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 8 Ltd                       | CUSIP: 25256JAA4<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004228.80   | 0.10%             | 2037-10-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 25 Ltd                             | CUSIP: 05876QAL6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000570.60   | 0.10%             | 2038-01-25      | Floating      | 4.85%                 | 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      | $1241948.41   | 0.06%             | 2037-07-30      | Floating      | 5.14%                 | 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      | $6015283.20   | 0.29%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO II Ltd                                | CUSIP: 14686AAY5<br>LEI: 254900BP8W72BUIJ5588 | Long             | ABS-CBDO         | CORP              | KY        |    929868 | PA      | $929952.98    | 0.04%             | 2032-04-20      | Floating      | 4.70%                 | 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      | $1657304.06   | 0.08%             | 2037-10-20      | Floating      | 5.48%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers CLO 59 Ltd        | CUSIP: 640962AA4<br>LEI: 254900ERHU6RJHYSL744 | Long             | ABS-CBDO         | CORP              | KY        |   3900000 | PA      | $3910524.54   | 0.19%             | 2039-01-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 20 Ltd                        | CUSIP: 67706LAA7<br>LEI: 254900K91AEUSA2ZSL12 | Long             | ABS-CBDO         | CORP              | KY        |   3030000 | PA      | $3026143.42   | 0.15%             | 2038-04-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIX Ltd                            | CUSIP: 89643BAA9<br>LEI: 2549000HOL90CNMWDO78 | Long             | ABS-CBDO         | CORP              | KY        |   3485000 | PA      | $3490007.95   | 0.17%             | 2037-07-23      | Floating      | 5.16%                 | No            |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd                          | Sycamore Tree CLO 2023-2 Ltd                     | CUSIP: 87122CAS2<br>LEI: 5493000NGQSA68NFD567 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $998938.30    | 0.05%             | 2037-01-20      | Floating      | 4.83%                 | 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      | $6845800.52   | 0.33%             | 2038-01-15      | Floating      | 5.00%                 | 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      | $1521893.01   | 0.07%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco Clo 27 Ltd                                 | CUSIP: 00901HAA0<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9994284.00   | 0.48%             | 2039-04-20      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| BBAM US CLO LTD.                               | BBAM US CLO III Ltd                              | CUSIP: 054974AN0<br>LEI: 54930064Z7YZMOXBC128 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $3995998.00   | 0.19%             | 2038-10-15      | Floating      | 4.84%                 | 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      | $3505466.65   | 0.17%             | 2035-04-17      | Floating      | 5.00%                 | 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      | $5000000.00   | 0.24%             | 2037-04-20      | Floating      | 5.23%                 | 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      | $9955602.52   | 0.48%             | 2038-07-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Harriman Park CLO                              | Harriman Park CLO LTD                            | CUSIP: 413717BC2<br>LEI: 549300BI9STOGTECXV18 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013073.50   | 0.24%             | 2038-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 2 LTD                         | CUSIP: 67707EBJ2<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   3390000 | PA      | $3395148.39   | 0.16%             | 2038-01-21      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 22 Ltd                                   | CUSIP: 00118XAS5<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5000795.00   | 0.24%             | 2037-01-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO IX-C Ltd                              | CUSIP: 14688HAL6<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   3750000 | PA      | $3750000.00   | 0.18%             | 2037-04-20      | Floating      | 0.00%                 | 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      | $2004355.00   | 0.10%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2025-3 Ltd                     | CUSIP: 69704GAA6<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012945.50   | 0.24%             | 2037-07-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 37 Ltd                                   | CUSIP: 00121MAA3<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | KY        |   4298276 | PA      | $4305027.30   | 0.21%             | 2038-04-22      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO IX-C Ltd                              | CUSIP: 14688HAN2<br>LEI: 2549009HBUYMF23IOB57 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1000000.00   | 0.05%             | 2037-04-20      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 2 Ltd                            | CUSIP: 09077LAL6<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3005994.00   | 0.15%             | 2037-10-19      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Symphony CLO Ltd                               | Symphony Clo 47 Ltd                              | CUSIP: 87170XAA6<br>LEI: 25490010XZSF50QAAS37 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4995711.50   | 0.24%             | 2038-04-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 19 Ltd                                        | CUSIP: 74983AAJ2<br>LEI: 549300RJ4N2AJDFNE876 | Long             | ABS-CBDO         | CORP              | KY        |   7600000 | PA      | $7598519.52   | 0.37%             | 2040-04-15      | Floating      | 4.85%                 | 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      | $2843176.82   | 0.14%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2024-32 Ltd                              | CUSIP: 67570CAA0<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |  18875000 | PA      | $18882970.91  | 0.91%             | 2037-04-23      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Battery Park CLO Ltd.                          | Battery Park Clo Ltd                             | CUSIP: 07133YAL4<br>LEI: 549300HAR0K520KW1A03 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10009669.00  | 0.48%             | 2036-07-15      | Floating      | 5.07%                 | 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      | $5010169.00   | 0.24%             | 2038-10-21      | Floating      | 4.91%                 | 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      | $3005686.80   | 0.15%             | 2037-10-24      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 32 Ltd                                  | CUSIP: 03166KAA7<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007312.20   | 0.15%             | 2038-10-17      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | CARLYLE US CLO 2021-6 LTD                        | CUSIP: 143133AN6<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2005423.40   | 0.10%             | 2038-01-15      | Floating      | 4.96%                 | 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      | $1003239.10   | 0.05%             | 2038-03-30      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| MENLO CLO                                      | Menlo Clo IV Ltd                                 | CUSIP: 58682QAG0<br>LEI: 254900IC8WYKXV232M24 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $999777.10    | 0.05%             | 2039-03-20      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 18 Ltd                                        | CUSIP: 749752AL5<br>LEI: 54930003V8ISBLDELD80 | Long             | ABS-CBDO         | CORP              | KY        |   9500000 | PA      | $9523454.55   | 0.46%             | 2040-07-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 10 Ltd                                   | CUSIP: 00119YAN3<br>LEI: 549300AEMLN0HO8ST474 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9999909.00   | 0.48%             | 2039-04-15      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XXXVIII Ltd          | CUSIP: 08183FAA6<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   8100000 | PA      | $8119866.06   | 0.39%             | 2038-01-25      | Floating      | 4.98%                 | 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      | $3003498.90   | 0.15%             | 2037-07-15      | Floating      | 5.10%                 | 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      | $5011965.00   | 0.24%             | 2038-07-26      | Floating      | 4.97%                 | 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      | $6733898.69   | 0.33%             | 2034-04-20      | Floating      | 5.16%                 | 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      | $1498876.80   | 0.07%             | 2038-04-23      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 58B-R Ltd             | CUSIP: 38181NAA8<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   6150000 | PA      | $6163175.76   | 0.30%             | 2037-10-25      | Floating      | 4.95%                 | 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        |   2000000 | PA      | $1999037.80   | 0.10%             | 2039-01-21      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 25 Ltd                                  | CUSIP: 00177GAY7<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |  10250000 | PA      | $10271222.63  | 0.50%             | 2038-10-15      | Floating      | 4.97%                 | 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      | $1706183.41   | 0.08%             | 2037-07-20      | Floating      | 5.63%                 | 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      | $1001957.30   | 0.05%             | 2037-01-20      | Floating      | 5.18%                 | 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        |   1984785 | PA      | $1990118.44   | 0.10%             | 2030-07-17      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 81 B Ltd              | CUSIP: 38181DAA0<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8019120.80   | 0.39%             | 2038-07-20      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Neuberger Berman CLO Ltd                       | Neuberger Berman Loan Advisers Clo 50 Ltd        | CUSIP: 64134VAY2<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | JE        |   1500000 | PA      | $1499808.15   | 0.07%             | 2036-07-23      | Floating      | 4.71%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 11 Ltd                          | CUSIP: 82809XAA6<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012489.00   | 0.24%             | 2038-07-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle US CLO 2022-3 Ltd                        | CUSIP: 143111AY8<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19987978.00  | 0.97%             | 2039-04-20      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| Cayuga Park CLO, Ltd.                          | Cayuga Park CLO Ltd                              | CUSIP: 149791BG9<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5002658.00   | 0.24%             | 2038-10-17      | Floating      | 4.88%                 | 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      | $1002499.70   | 0.05%             | 2038-10-20      | Floating      | 5.03%                 | 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      | $1351685.21   | 0.07%             | 2039-04-16      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital Clo 16 Ltd                     | CUSIP: 03330WAU8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | KY        |  16100000 | PA      | $16121582.05  | 0.78%             | 2038-01-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2023-1 Ltd                     | CUSIP: 69702TAJ1<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   7575000 | PA      | $7587415.43   | 0.37%             | 2038-01-20      | Floating      | 4.93%                 | 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      | $3007753.20   | 0.15%             | 2038-01-22      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO I Ltd                                 | CUSIP: 146865AJ9<br>LEI: 254900BP8W72BUIJ5588 | Long             | ABS-CBDO         | CORP              | KY        |    343081 | PA      | $343094.00    | 0.02%             | 2031-07-16      | Floating      | 4.91%                 | 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      | $5357736.64   | 0.26%             | 2038-10-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 74 B Ltd              | CUSIP: 38190BAA3<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   6600000 | PA      | $6612416.58   | 0.32%             | 2037-07-25      | Floating      | 5.17%                 | 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      | $2007613.80   | 0.10%             | 2037-01-20      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 12 Ltd                          | CUSIP: 82809MAA0<br>LEI: 254900U97WKD6RJ07L38 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012114.50   | 0.24%             | 2038-10-15      | Floating      | 4.98%                 | 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      | $1502727.75   | 0.07%             | 2037-07-24      | Floating      | 5.17%                 | 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      | $1003219.00   | 0.05%             | 2038-01-20      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXVII Ltd                  | CUSIP: 55817EBA3<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1501741.95   | 0.07%             | 2037-04-15      | Floating      | 6.27%                 | 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      | $1752701.13   | 0.08%             | 2037-07-25      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Steele Creek CLO Ltd                           | Steele Creek Clo 2018-1 Ltd                      | CUSIP: 85815CAC3<br>LEI: 5493003MADGN3MR3LO39 | Long             | ABS-CBDO         | CORP              | KY        |   1344125 | PA      | $1346238.17   | 0.07%             | 2031-04-15      | Floating      | 5.41%                 | 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      | $2565210.11   | 0.12%             | 2038-10-15      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 8 Ltd                            | CUSIP: 09077TAN5<br>LEI: 254900WH1INTG23INE62 | Long             | ABS-CBDO         | CORP              | JE        |  10000000 | PA      | $10018480.00  | 0.48%             | 2039-04-20      | Floating      | 4.97%                 | 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      | $3573694.68   | 0.17%             | 2038-07-20      | Floating      | 4.99%                 | 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      | $2926665.19   | 0.14%             | 2038-01-20      | Floating      | 5.01%                 | 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      | $3005925.30   | 0.15%             | 2038-01-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXVII Ltd                   | CUSIP: 55821YAA4<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   4007000 | PA      | $4010898.01   | 0.19%             | 2037-04-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-III Ltd                        | CUSIP: 12560EAW6<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   6610000 | PA      | $6615471.76   | 0.32%             | 2038-10-20      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2025-44 Ltd                              | CUSIP: 67570UAA0<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   3075000 | PA      | $3082481.48   | 0.15%             | 2038-10-24      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park 2025-27 CLO Ltd                      | CUSIP: 11765EAA9<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8019075.20   | 0.39%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Elevation CLO Ltd                              | Elevation CLO 2026-19 Ltd                        | CUSIP: 28624QAC3<br>LEI: 549300YZ3RIOTSOP0V95 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3006331.50   | 0.15%             | 2038-03-31      | Floating      | 4.95%                 | 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      | $3001139.70   | 0.15%             | 2036-07-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                             | Elmwood CLO I Ltd                                | CUSIP: 290015BJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   6500000 | PA      | $6494391.80   | 0.31%             | 2037-04-20      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | Park Blue CLO 2025-VII Ltd                       | CUSIP: 70019HAA2<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003008.10   | 0.15%             | 2038-04-25      | Floating      | 4.89%                 | 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      | $5013111.50   | 0.24%             | 2038-07-25      | Floating      | 5.03%                 | 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      | $5010946.00   | 0.24%             | 2037-10-22      | Floating      | 5.08%                 | 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      | $1000000.00   | 0.05%             | 2037-04-20      | Floating      | 5.78%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares LXIII CLO Ltd                               | CUSIP: 039937AS6<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |   3850000 | PA      | $3860036.95   | 0.19%             | 2038-10-15      | Floating      | 4.98%                 | 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      | $2201584.22   | 0.11%             | 2038-03-15      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | RAD CLO 27 Ltd                                   | CUSIP: 749972AA3<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |  10695000 | PA      | $10721038.05  | 0.52%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 5 Ltd                                   | CUSIP: 68252PAA4<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2503391.25   | 0.12%             | 2037-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 4 Ltd                       | CUSIP: 25255NBC1<br>LEI: 25490087B17FBD0ODC27 | Long             | ABS-CBDO         | CORP              | KY        |   9005000 | PA      | $9016250.85   | 0.44%             | 2039-01-15      | Floating      | 4.90%                 | 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      | $4205867.40   | 0.20%             | 2038-07-17      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares XXXIV CLO Ltd                               | CUSIP: 04015GBB4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007472.10   | 0.15%             | 2038-07-17      | Floating      | 4.97%                 | 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      | $4004599.60   | 0.19%             | 2037-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO LIII                                  | CUSIP: 03771EAA8<br>LEI: 254900V9JISXCX9V0G97 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013278.00   | 0.24%             | 2038-07-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO 10 Ltd                                 | CUSIP: 00901AAS6<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11013326.50  | 0.53%             | 2037-07-22      | Floating      | 5.07%                 | 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      | $2002865.80   | 0.10%             | 2037-04-15      | Floating      | 5.27%                 | 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      | $1797722.48   | 0.09%             | 2037-07-25      | 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      | $1011926.68   | 0.05%             | 2037-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 7 Ltd                        | CUSIP: 93656JAA8<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |  13150000 | PA      | $13180935.38  | 0.64%             | 2038-10-21      | Floating      | 4.97%                 | 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      | $2504336.75   | 0.12%             | 2037-10-20      | Floating      | 5.05%                 | 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      | $2005055.60   | 0.10%             | 2038-07-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Dewolf Park clo, ltd                           | Dewolf Park CLO Ltd                              | CUSIP: 25211AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $20012328.00  | 0.97%             | 2039-01-22      | Floating      | 4.87%                 | 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      | $1601597.28   | 0.08%             | 2035-01-25      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding V CLO Ltd                          | CUSIP: 15032ABC0<br>LEI: 635400NWFWJ92O7QGD64 | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $14022367.80  | 0.68%             | 2039-01-17      | Floating      | 4.88%                 | 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      | $4005445.20   | 0.19%             | 2038-01-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO XVIII Ltd            | CUSIP: 08186PAU7<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3004854.60   | 0.15%             | 2038-10-15      | Floating      | 4.91%                 | 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      | $10103848.87  | 0.49%             | 2038-04-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd                             | Elmwood CLO 39 Ltd                               | CUSIP: 289910AA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $1998291.20   | 0.10%             | 2038-04-17      | Floating      | 4.82%                 | No            |                  2 | On Loan: No      |
| ICG US CLO Ltd                                 | ICG US CLO 2015-2R Ltd                           | CUSIP: 44933WAQ2<br>LEI: 25490037AMBNS8P47972 | Long             | ABS-CBDO         | CORP              | KY        |   2870000 | PA      | $2869145.60   | 0.14%             | 2033-01-16      | Floating      | 5.43%                 | No            |                  2 | On Loan: No      |
| HalseyPoint CLO I, Ltd.                        | Sagard-Halseypoint Clo 8 Ltd                     | CUSIP: 78662AAA0<br>LEI: 254900W5MVYX9QDPHC09 | Long             | ABS-CBDO         | CORP              | KY        |   3820000 | PA      | $3827693.10   | 0.19%             | 2038-01-30      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 10 Ltd                                   | CUSIP: 48662LAA9<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000811.80   | 0.10%             | 2034-04-23      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Post CLO LTD                                   | Post CLO 2023-1 Ltd                              | CUSIP: 73743CAL6<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1503583.05   | 0.07%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXII Ltd                           | CUSIP: 89642NAA4<br>LEI: 254900KN2E57M5580B74 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1252942.38   | 0.06%             | 2038-07-23      | Floating      | 5.00%                 | 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      | $2505751.75   | 0.12%             | 2037-10-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 4 Ltd                         | CUSIP: 67098DBC6<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   3294000 | PA      | $3302899.73   | 0.16%             | 2038-01-22      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners 48 LP                     | CUSIP: 38177DAQ1<br>LEI: 254900Q9J0ZXOH0PUQ28 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002415.30   | 0.05%             | 2038-04-17      | Floating      | 4.99%                 | 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      | $3006543.60   | 0.15%             | 2039-01-15      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Octagon 55 Ltd                                 | Octagon 55 Ltd                                   | CUSIP: 67577AAN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004695.40   | 0.10%             | 2038-03-20      | Floating      | 4.94%                 | 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      | $2394101.72   | 0.12%             | 2037-07-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Polen Capital CLO Ltd                          | Polen Capital CLO 2025-1 Ltd                     | CUSIP: 73110MAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   3750000 | PA      | $3759272.63   | 0.18%             | 2038-03-06      | Floating      | 5.00%                 | 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      | $5900000.00   | 0.29%             | 2037-04-15      | Floating      | 5.30%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos Clo LIV                                   | CUSIP: 03771RAA9<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007713.60   | 0.15%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO Ltd                                      | CUSIP: 671026AW2<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5000588.50   | 0.24%             | 2039-01-17      | Floating      | 4.87%                 | 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      | $3007492.20   | 0.15%             | 2037-10-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 108 CLO Ltd                               | CUSIP: 26253MAN0<br>LEI: 5493004WJFSUXXJ5FA29 | Long             | ABS-CBDO         | CORP              | JE        |   1000000 | PA      | $1001497.80   | 0.05%             | 2037-07-18      | Floating      | 5.04%                 | 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      | $6639749.90   | 0.32%             | 2038-01-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO1, LTD        | Goldentree Loan Management US Clo 9 Ltd          | CUSIP: 38138JBC6<br>LEI: 549300CQMHYJ3DLMP206 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005774.00   | 0.24%             | 2037-04-20      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                     | Abry Liquid Credit CLO 2026-3 Ltd                | CUSIP: 00384AAA1<br>LEI: 254900B1K4HLAH4DXD74 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2002607.00   | 0.10%             | 2039-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 14 Ltd                             | CUSIP: 05874XAL3<br>LEI: 254900GXTF670X967J67 | Long             | ABS-CBDO         | CORP              | KY        |   3345000 | PA      | $3352534.95   | 0.16%             | 2037-07-20      | Floating      | 5.06%                 | 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      | $3006787.50   | 0.15%             | 2037-07-23      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Sand Trust                                     | Sandstone Peak II Ltd                            | CUSIP: 80013TAL7<br>LEI: 254900ZRRTOYR8JJD593 | Long             | ABS-CBDO         | CORP              | KY        |  11000000 | PA      | $11018911.20  | 0.53%             | 2038-07-20      | Floating      | 5.09%                 | 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      | $4005802.00   | 0.19%             | 2037-07-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| GT Loan Financing Ltd                          | GT Loan Financing I Ltd 2013-1                   | CUSIP: 36248MAS6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2253709.35   | 0.11%             | 2039-04-28      | Floating      | 4.89%                 | No            |                  2 | On Loan: No      |
| Sound Point CLO LTD                            | SOUND POINT CLO XIX Ltd                          | CUSIP: 83610JAC0<br>LEI: 5493001QI7ZD0IPL4A34 | Long             | ABS-CBDO         | CORP              | KY        |   4243803 | PA      | $4251030.81   | 0.21%             | 2031-04-15      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Voya CLO Ltd                                   | Voya CLO 2019-3 Ltd                              | CUSIP: 92918FAF1<br>LEI: 254900MS3D9HONB0N824 | Long             | ABS-CBDO         | CORP              | KY        |    869781 | PA      | $870121.01    | 0.04%             | 2032-10-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 9 Ltd                       | CUSIP: 25254AAA5<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |  15000000 | PA      | $14992483.50  | 0.72%             | 2038-04-20      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-I Ltd                          | CUSIP: 12553DAS6<br>LEI: 254900RRJV30GDUWIX97 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504876.00   | 0.12%             | 2037-10-20      | Floating      | 5.04%                 | 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      | $5505363.05   | 0.27%             | 2037-04-20      | Floating      | 5.19%                 | 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      | $4005386.80   | 0.19%             | 2038-01-22      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Regatta XVI Funding Ltd.                       | Regatta XVI Funding Ltd                          | CUSIP: 75888TAY1<br>LEI: 254900XPJFGKL5R4O429 | Long             | ABS-CBDO         | CORP              | KY        |  10100000 | PA      | $10099978.79  | 0.49%             | 2039-04-15      | Floating      | 4.86%                 | 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        |   7855000 | PA      | $7875606.81   | 0.38%             | 2038-01-25      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-II Ltd                         | CUSIP: 12547LAW8<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9994091.00   | 0.48%             | 2039-04-16      | Floating      | 4.84%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2025-2 Ltd                               | CUSIP: 872395AC2<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $10013773.00  | 0.48%             | 2039-01-15      | Floating      | 4.91%                 | 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      | $7017944.50   | 0.34%             | 2038-09-20      | Floating      | 5.03%                 | 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      | $5000398.00   | 0.24%             | 2038-04-23      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO19, LTD       | GoldenTree Loan Management US CLO 19 Ltd         | CUSIP: 38138WAN4<br>LEI: 9845000ND1D1M408P483 | Long             | ABS-CBDO         | CORP              | JE        |   6500000 | PA      | $6498339.25   | 0.31%             | 2039-07-20      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 25 Ltd                        | CUSIP: 67126DAA7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |  10000000 | PA      | $9992090.00   | 0.48%             | 2039-04-20      | Floating      | 4.82%                 | 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      | $1000209.90   | 0.05%             | 2035-01-20      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2022-25 Ltd                              | CUSIP: 67115CAL8<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7007514.50   | 0.34%             | 2037-07-20      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAMR 2021-14 LTD                                | CUSIP: 12516KAC1<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |  10550000 | PA      | $10569889.92  | 0.51%             | 2038-10-20      | Floating      | 4.96%                 | 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      | $6817123.26   | 0.33%             | 2037-04-20      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 106 CLO Ltd                               | CUSIP: 26254CAN1<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   7000000 | PA      | $7013352.50   | 0.34%             | 2037-10-15      | Floating      | 5.03%                 | 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      | $9019780.20   | 0.44%             | 2038-10-19      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Carval CLO LTD                                 | CarVal CLO VC Ltd                                | CUSIP: 14687MAA0<br>LEI: 254900BP8W72BUIJ5588 | Long             | ABS-CBDO         | CORP              | KY        |    945000 | PA      | $945382.91    | 0.05%             | 2034-10-15      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | TRESTLES CLO III LTD                             | CUSIP: 89532TAQ9<br>LEI: 254900TP9ZGKPKCMHR24 | Long             | ABS-CBDO         | CORP              | KY        |   7800000 | PA      | $7816186.56   | 0.38%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Trestles CLO LTD                               | TRESTLES CLO 2017-1 Ltd                          | CUSIP: 89531FAY3<br>LEI: 254900QSBDX181YYBH38 | Long             | ABS-CBDO         | CORP              | KY        |   7400000 | PA      | $7411493.68   | 0.36%             | 2037-07-25      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2024-38 Ltd                              | CUSIP: 67120KAA7<br>LEI: 25490028U8Y2XMZWXO46 | Long             | ABS-CBDO         | CORP              | KY        |   2630000 | PA      | $2635898.04   | 0.13%             | 2038-01-21      | Floating      | 5.00%                 | 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      | $4208788.08   | 0.20%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| CBAMR Ltd                                      | CBAMR 2019-9 Ltd                                 | CUSIP: 14987VAN9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | KY        |   1700000 | PA      | $1702570.23   | 0.08%             | 2037-07-15      | Floating      | 5.30%                 | 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      | $1463202.66   | 0.07%             | 2038-01-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares XXXIX CLO Ltd                               | CUSIP: 04015WBL7<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | KY        |   8750000 | PA      | $8760978.63   | 0.42%             | 2037-07-18      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | Carlyle US CLO 2022-6 Ltd                        | CUSIP: 14317GAU7<br>LEI: 549300K65HYRGER5BW54 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6260898.75   | 0.30%             | 2038-10-25      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LXIII Ltd                   | CUSIP: 55817GAN1<br>LEI: 549300XQII222AK58E79 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003251.20   | 0.10%             | 2038-07-21      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 9 Ltd                                    | CUSIP: 75009NAA0<br>LEI: 254900102FXSL1683637 | Long             | ABS-CBDO         | CORP              | KY        |   8000000 | PA      | $8018446.40   | 0.39%             | 2038-01-15      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 3 Ltd                           | CUSIP: 647550AQ5<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   9830000 | PA      | $9853205.68   | 0.48%             | 2038-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2020-3 Ltd               | CUSIP: 05684CBG9<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | KY        |   2950000 | PA      | $2947845.91   | 0.14%             | 2034-10-23      | Floating      | 4.66%                 | 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      | $6513583.05   | 0.31%             | 2037-07-18      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 10-R Ltd                      | CUSIP: 67121RAC7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2498800.25   | 0.12%             | 2037-07-18      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Trimaran CAVU Ltd                              | Trimaran CAVU 2024-1 Ltd                         | CUSIP: 895971AA7<br>LEI: 254900IFDJE1IJQ1HT84 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1502709.75   | 0.07%             | 2038-01-25      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Park Blue CLO Ltd                              | PARK BLUE CLO 2023-III LTD                       | CUSIP: 70019AAN9<br>LEI: 2138008W8XU9WO8BZO09 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007989.30   | 0.15%             | 2037-04-20      | Floating      | 5.16%                 | 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        |  11500000 | PA      | $11526423.55  | 0.56%             | 2038-10-20      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Anchorage Capital CLO LTD                      | Anchorage Capital Clo 18 Ltd                     | CUSIP: 03331AAA9<br>LEI: 549300JIJ617WYIUFX18 | Long             | ABS-CBDO         | CORP              | KY        |   3500000 | PA      | $3502062.55   | 0.17%             | 2034-04-15      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2021-1 Ltd               | CUSIP: 05684LAN5<br>LEI: 254900DHB4WS9ZL4ED63 | Long             | ABS-CBDO         | CORP              | KY        |   1600000 | PA      | $1598339.84   | 0.08%             | 2034-04-18      | Floating      | 4.62%                 | 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      | $5238445.40   | 0.25%             | 2038-03-31      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                     | Sixth Street CLO XX Ltd                          | CUSIP: 83012QAN4<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   1900000 | PA      | $1904633.34   | 0.09%             | 2038-07-17      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Wise CLO Ltd                                   | Wise CLO 2025-3 Ltd                              | CUSIP: 97718DAA8<br>LEI: 254900QQ6JY1ZPDASO63 | Long             | ABS-CBDO         | CORP              | KY        |  11550000 | PA      | $11578884.24  | 0.56%             | 2038-07-15      | Floating      | 5.02%                 | 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      | $5010198.50   | 0.24%             | 2037-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 27 Ltd                                  | CUSIP: 00173UAS3<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   6850000 | PA      | $6848476.56   | 0.33%             | 2037-01-20      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2020-1 Ltd                           | CUSIP: 67402FAU3<br>LEI: 254900U83NJDV6PRP726 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2000282.40   | 0.10%             | 2038-01-15      | Floating      | 4.86%                 | 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      | $5009897.50   | 0.24%             | 2038-10-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| CTM CLO Ltd                                    | CTM CLO 2025-1 Ltd                               | CUSIP: 12719PAA9<br>LEI: 254900KXN2P7HDYVVW84 | Long             | ABS-CBDO         | CORP              | KY        |   3350000 | PA      | $3358615.20   | 0.16%             | 2038-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XXXVII                                | CUSIP: 03769HAA5<br>LEI: 549300OGB01ASKLNI660 | Long             | ABS-CBDO         | CORP              | KY        |   5250000 | PA      | $5251711.50   | 0.25%             | 2034-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Sandstone Peak, Ltd                            | Sandstone Peak III Ltd                           | CUSIP: 799928AS5<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | KY        |   6000000 | PA      | $6000000.00   | 0.29%             | 2037-04-25      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 5 Ltd                            | CUSIP: 090976AL5<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |  10500000 | PA      | $10522113.00  | 0.51%             | 2037-10-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Cedar Funding Ltd                              | Cedar Funding XII CLO Ltd                        | CUSIP: 15033TBA2<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | KY        |   1015000 | PA      | $1015304.50   | 0.05%             | 2038-01-25      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Warwick Capital CLO Ltd                        | Warwick Capital CLO 4 Ltd                        | CUSIP: 93655QAA3<br>LEI: 254900WYTOTUQQSCN403 | Long             | ABS-CBDO         | CORP              | KY        |   4900000 | PA      | $4910356.15   | 0.24%             | 2037-07-20      | Floating      | 5.08%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXIX Ltd                            | CUSIP: 81124EAQ3<br>LEI: 254900GX0OVY3JW8NA67 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5013487.00   | 0.24%             | 2038-07-22      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| MidOcean Credit CLO                            | Midocean Credit Clo XXI                          | CUSIP: 597924AA7<br>LEI: 254900LHC18VUV4A5266 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004281.60   | 0.10%             | 2038-10-20      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXXV Ltd                            | CUSIP: 89643NAA3<br>LEI: 2549006LSGK3FM05EN89 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3003072.00   | 0.15%             | 2039-01-22      | Floating      | 4.89%                 | 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      | $4001362.80   | 0.19%             | 2034-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Sculptor CLO Ltd                               | Sculptor CLO XXVIII Ltd                          | CUSIP: 81124LAN4<br>LEI: 254900HDB8TKKOZR3P46 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4498946.55   | 0.22%             | 2035-01-20      | Floating      | 4.74%                 | No            |                  2 | On Loan: No      |
| Apidos CLO                                     | Apidos CLO XVIII-R                               | CUSIP: 03767NAW6<br>LEI: 5493006I0ZVKOEXXC849 | Long             | ABS-CBDO         | CORP              | KY        |   1570000 | PA      | $1573646.33   | 0.08%             | 2038-01-22      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-II Ltd                         | CUSIP: 12554ABA9<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | KY        |    430000 | PA      | $430940.20    | 0.02%             | 2038-10-17      | Floating      | 4.93%                 | 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      | $1002497.40   | 0.05%             | 2037-10-20      | Floating      | 5.01%                 | 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      | $1250628.13   | 0.06%             | 2035-01-30      | Floating      | 5.14%                 | No            |                  2 | On Loan: No      |
| Oaktree CLO Ltd                                | Oaktree CLO 2025-31 Ltd                          | CUSIP: 67400BAA8<br>LEI: 254900UVA9JUCC0JI897 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1002352.90   | 0.05%             | 2038-07-15      | Floating      | 4.99%                 | 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      | $1352697.03   | 0.07%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| 610 Funding 2 CLO Ltd                          | Anchorage Capital CLO 2026-22 Ltd                | CUSIP: 03333KAC1<br>LEI: 549300GQXKMJDZ17HU89 | Long             | ABS-CBDO         | CORP              | KY        |   8500000 | PA      | $8510278.20   | 0.41%             | 2039-01-20      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXIII Ltd                  | CUSIP: 55819JAN3<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   5173123 | PA      | $5173133.07   | 0.25%             | 2032-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 30 Ltd                                   | CUSIP: 00120VAA4<br>LEI: 54930001FXLJVDHJU506 | Long             | ABS-CBDO         | CORP              | JE        |   5000000 | PA      | $5004955.00   | 0.24%             | 2037-04-21      | Floating      | 5.20%                 | 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      | $7014641.90   | 0.34%             | 2038-10-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2020-I Ltd                          | CUSIP: 12555QAS5<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   1225000 | PA      | $1229185.21   | 0.06%             | 2036-07-15      | Floating      | 5.58%                 | 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      | $1501713.15   | 0.07%             | 2037-07-21      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 3 LTD                         | CUSIP: 67112RBC7<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |  12930000 | PA      | $12958518.41  | 0.63%             | 2038-01-20      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 14 Ltd                                   | CUSIP: 75009RAA1<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |   1041346 | PA      | $1041705.06   | 0.05%             | 2035-01-15      | Floating      | 5.10%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2023-4 Ltd                     | CUSIP: 696924AJ8<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001950.90   | 0.05%             | 2037-10-20      | Floating      | 5.04%                 | 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      | $2004051.80   | 0.10%             | 2037-10-22      | Floating      | 5.06%                 | 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      | $2001870.20   | 0.10%             | 2037-04-18      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Ballyrock Ltd                                  | Ballyrock CLO 26 Ltd                             | CUSIP: 05876NAA7<br>LEI: 254900KWGJ97WUSMSQ74 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1001141.20   | 0.05%             | 2037-07-25      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Abry Liquid Credit CLO Ltd                     | Abry Liquid Credit CLO 2025-2 Ltd                | CUSIP: 003943AA5<br>LEI: 254900B1K4HLAH4DXD74 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2004825.00   | 0.10%             | 2038-01-15      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| Rad CLO Ltd                                    | Rad CLO 6 Ltd                                    | CUSIP: 75010KAC9<br>LEI: 254900F50S9DCHTOVI65 | Long             | ABS-CBDO         | CORP              | KY        |   2530000 | PA      | $2535129.32   | 0.12%             | 2037-10-20      | Floating      | 5.07%                 | 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      | $8994613.07   | 0.43%             | 2037-07-20      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 72 B Ltd              | CUSIP: 381941AA1<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   1320000 | PA      | $1320000.00   | 0.06%             | 2037-04-25      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Dryden Senior Loan Fund                        | Dryden 76 CLO Ltd                                | CUSIP: 26252WBE8<br>LEI: 549300KI3ILQQHC87U86 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5010019.00   | 0.24%             | 2037-10-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| American Money Management Corporation          | AMMC CLO 30 Ltd                                  | CUSIP: 03165UAL2<br>LEI: 549300ICO4ZE2FVC2Y46 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5005962.00   | 0.24%             | 2039-04-15      | Floating      | 4.82%                 | 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      | $7315583.31   | 0.35%             | 2037-10-15      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 2 Ltd                           | CUSIP: 64754LAL1<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5012678.00   | 0.24%             | 2038-01-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding LVIII Ltd                   | CUSIP: 55817BAA0<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   1000000 | PA      | $1000975.80   | 0.05%             | 2037-04-25      | Floating      | 5.18%                 | 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      | $7845468.95   | 0.38%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove Clo 15 Ltd                           | CUSIP: 09078EAA5<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |  14000000 | PA      | $14014023.80  | 0.68%             | 2039-01-23      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2025-1 LTD                               | CUSIP: 872397AC8<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $2998505.70   | 0.14%             | 2038-04-20      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XXIV Ltd                            | CUSIP: 89642XAA2<br>LEI: 254900AOUW3M5TVDRO96 | Long             | ABS-CBDO         | CORP              | BM        |   1500000 | PA      | $1502449.95   | 0.07%             | 2037-04-25      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 14 Ltd                                        | CUSIP: 74980PAA1<br>LEI: 54930006FTQV76P0VH16 | Long             | ABS-CBDO         | CORP              | KY        |   1538000 | PA      | $1538146.26   | 0.07%             | 2036-04-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | Ares LXX CLO Ltd                                 | CUSIP: 039951AS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | JE        |   3000000 | PA      | $3006224.40   | 0.15%             | 2039-01-25      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 5 Ltd                                         | CUSIP: 74979VAM5<br>LEI: 549300213Q1LH7O32902 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4504546.80   | 0.22%             | 2039-07-15      | Floating      | 5.17%                 | No            |                  2 | On Loan: No      |
| Pikes Peak CLO                                 | Pikes Peak CLO 8                                 | CUSIP: 72133CAL6<br>LEI: 549300NJA5BS4BQQJL72 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5011208.00   | 0.24%             | 2038-01-20      | Floating      | 5.01%                 | 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      | $2005416.60   | 0.10%             | 2038-07-22      | Floating      | 5.03%                 | 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      | $4500000.00   | 0.22%             | 2034-04-28      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | Oak Hill Credit Partners X-R Ltd                 | CUSIP: 67707CBC1<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   8470000 | PA      | $8461929.78   | 0.41%             | 2038-04-20      | Floating      | 4.81%                 | 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      | $2649475.30   | 0.13%             | 2038-01-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 32 LTD /old                                   | CUSIP: 74988CAA2<br>LEI: 549300V317BEVFPNAZ66 | Long             | ABS-CBDO         | CORP              | KY        |   2490000 | PA      | $2494760.88   | 0.12%             | 2039-10-15      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2022-II Ltd                         | CUSIP: 12567MAN1<br>LEI: 549300O8WGQU5B6HEB94 | Long             | ABS-CBDO         | CORP              | KY        |   4500000 | PA      | $4494794.85   | 0.22%             | 2035-04-19      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | Aimco CLO 11 Ltd                                 | CUSIP: 00140NAW0<br>LEI: 549300VLRW0CEQ83RF89 | Long             | ABS-CBDO         | CORP              | KY        |   4800000 | PA      | $4811402.40   | 0.23%             | 2037-07-17      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Silver Point CLO, Ltd                          | Silver Point CLO 7 LTD                           | CUSIP: 82808UAA3<br>LEI: 254900UZNMKMPK9GWJ82 | Long             | ABS-CBDO         | CORP              | KY        |   1250000 | PA      | $1253195.75   | 0.06%             | 2038-01-15      | Floating      | 5.03%                 | 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      | $3003363.30   | 0.15%             | 2037-07-21      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL Clo 40 Ltd                                   | CUSIP: 00122JAA9<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | KY        |   2000000 | PA      | $2003797.80   | 0.10%             | 2038-07-22      | Floating      | 4.90%                 | 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      | $1002036.30   | 0.05%             | 2037-07-20      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2021-3 Ltd                     | CUSIP: 69688FAN0<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   3550000 | PA      | $3558971.21   | 0.17%             | 2038-10-15      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 12 Ltd                      | CUSIP: 25255YAA2<br>LEI: 25490018I1ROE4V49X69 | Long             | ABS-CBDO         | CORP              | KY        |   5500000 | PA      | $5510311.95   | 0.27%             | 2038-10-20      | Floating      | 4.92%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                     | Sixth Street CLO XXV Ltd                         | CUSIP: 83011VAA2<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |   4850000 | PA      | $4857420.02   | 0.23%             | 2037-07-24      | Floating      | 5.15%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2024-3 Ltd                               | CUSIP: 87252VAC7<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |   6750000 | PA      | $6763898.25   | 0.33%             | 2037-10-20      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 15 Ltd                                   | CUSIP: 00121GAJ7<br>LEI: 5493001O95I190NV0196 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4000994.40   | 0.19%             | 2039-01-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bain Capital Credit CLO, Limited               | Bain Capital Credit CLO 2023-4 Ltd               | CUSIP: 05685EAN0<br>LEI: 254900ZFJ59QPVWB0563 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006031.00   | 0.24%             | 2039-01-21      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| OHA Loan Funding Ltd                           | OHA Loan Funding 2013-2 Ltd                      | CUSIP: 67104LAK3<br>LEI: 25490072LQI0R2J4XC93 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5008260.00   | 0.24%             | 2038-10-20      | Floating      | 4.90%                 | 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      | $4008474.80   | 0.19%             | 2037-10-15      | Floating      | 5.07%                 | No            |                  2 | On Loan: No      |
| New Mountain CLO Ltd                           | New Mountain CLO 7 Ltd                           | CUSIP: 64754YAA7<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | KY        |  22000000 | PA      | $22011217.80  | 1.06%             | 2038-03-31      | Floating      | 4.88%                 | 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      | $1998794.00   | 0.10%             | 2034-10-15      | Floating      | 4.75%                 | 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      | $1502216.55   | 0.07%             | 2038-07-20      | Floating      | 5.13%                 | No            |                  2 | On Loan: No      |
| PPM Clo, Ltd.                                  | PPM CLO 8 Ltd                                    | CUSIP: 69382DAA2<br>LEI: 254900DMFVRHGLYIFG95 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6264277.50   | 0.30%             | 2038-04-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| AGL CLO Ltd.                                   | AGL CLO 34 LTD                                   | CUSIP: 00121JAA0<br>LEI: 254900KKYZC78Z944L27 | Long             | ABS-CBDO         | CORP              | KY        |   2100000 | PA      | $2103945.27   | 0.10%             | 2038-01-22      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXXV Ltd                    | CUSIP: 55819MBC9<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |  28000000 | PA      | $28013991.60  | 1.35%             | 2039-02-13      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd                         | Canyon Capital CLO 2022-2 Ltd                    | CUSIP: 13877LAS5<br>LEI: 254900FXDN97BW4YMK55 | Long             | ABS-CBDO         | CORP              | JE        |   2500000 | PA      | $2500689.50   | 0.12%             | 2038-04-15      | Floating      | 4.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square CLO Ltd                          | Palmer Square CLO 2022-1 Ltd                     | CUSIP: 69689QAL9<br>LEI: 549300EYS8N79JYSXL17 | Long             | ABS-CBDO         | CORP              | KY        |   5860000 | PA      | $5872839.26   | 0.28%             | 2038-10-20      | Floating      | 4.93%                 | 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      | $3627447.43   | 0.18%             | 2037-10-22      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners CLO 48 Ltd               | CUSIP: 08187TAA2<br>LEI: 2549006BTXPGNT2KUY61 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $4996555.50   | 0.24%             | 2038-04-20      | Floating      | 4.86%                 | 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      | $5005390.00   | 0.24%             | 2037-04-20      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd                                 | Octagon 75 Ltd                                   | CUSIP: 67579EAA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1750000 | PA      | $1751400.53   | 0.08%             | 2038-01-22      | Floating      | 4.86%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 40 Ltd                             | Elmwood CLO 40 Ltd                               | CUSIP: 29004FAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |  13700000 | PA      | $13720321.21  | 0.66%             | 2038-03-22      | Floating      | 4.92%                 | 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      | $1227593.82   | 0.06%             | 2037-07-25      | Floating      | 5.07%                 | 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      | $5507819.35   | 0.27%             | 2037-04-20      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Diameter Capital CLO                           | Diameter Capital CLO 5 Ltd                       | CUSIP: 25255RAL3<br>LEI: 254900DQ6NEBLANVO137 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5006986.50   | 0.24%             | 2039-01-15      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| OCP CLO Ltd                                    | OCP CLO 2023-26 Ltd                              | CUSIP: 67116HAJ1<br>LEI: 2138008SMV573POQTV86 | Long             | ABS-CBDO         | CORP              | JE        |   3450000 | PA      | $3449544.95   | 0.17%             | 2037-04-17      | Floating      | 4.76%                 | 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      | $2002190.20   | 0.10%             | 2038-02-15      | Floating      | 4.90%                 | 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      | $5008654.50   | 0.24%             | 2038-07-20      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd                | Benefit Street Partners Clo XXXVII Ltd           | CUSIP: 08182TAA7<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | KY        |   6250000 | PA      | $6265495.63   | 0.30%             | 2038-01-25      | Floating      | 5.02%                 | 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      | $5113957.68   | 0.25%             | 2038-10-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Bridge Street CLO                              | Bridge Street CLO V Ltd                          | CUSIP: 107921AA6<br>LEI: 254900PNW8DFFG2S8664 | Long             | ABS-CBDO         | CORP              | KY        |   4000000 | PA      | $4004254.40   | 0.19%             | 2038-04-20      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Birch Grove CLO Ltd.                           | Birch Grove CLO 3 Ltd                            | CUSIP: 09076VAQ4<br>LEI: 254900VS6E4BD1HWHW18 | Long             | ABS-CBDO         | CORP              | KY        |   7939000 | PA      | $7953043.30   | 0.38%             | 2038-01-19      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| TCW Gem Ltd                                    | TCW CLO 2019-2 Ltd                               | CUSIP: 87242BBG4<br>LEI: 549300BD6SSD2EBMCC95 | Long             | ABS-CBDO         | CORP              | KY        |   2250000 | PA      | $2255089.28   | 0.11%             | 2038-01-20      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Sixth Street CLO XVI, LTD.                     | Sixth Street CLO XXII Ltd                        | CUSIP: 83011LAJ5<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | KY        |  18000000 | PA      | $17984718.00  | 0.87%             | 2038-04-21      | Floating      | 4.80%                 | No            |                  2 | On Loan: No      |
| Allegro CLO Ltd                                | Allegro CLO XIII Ltd                             | CUSIP: 01750WAQ2<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-CBDO         | CORP              | KY        |   7513276 | PA      | $7530290.56   | 0.36%             | 2038-07-20      | Floating      | 5.02%                 | 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      | $3007568.40   | 0.15%             | 2038-10-15      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-V Ltd                          | CUSIP: 12554XAY8<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   4947000 | PA      | $4957062.20   | 0.24%             | 2038-10-15      | Floating      | 4.94%                 | 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      | $1002233.60   | 0.05%             | 2038-01-21      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Flatiron CLO Ltd                               | Flatiron CLO 25 Ltd                              | CUSIP: 33883XAA8<br>LEI: 254900Z25NHHRUZ9O184 | Long             | ABS-CBDO         | CORP              | KY        |   3650000 | PA      | $3657102.17   | 0.18%             | 2037-10-17      | Floating      | 5.03%                 | 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        |  11860000 | NS      | $11860000.00  | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XL-R Ltd                    | CUSIP: 55823RAA7<br>LEI: 254900PB1ZVJO7PYBX29 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5011239.50   | 0.24%             | 2038-10-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| CIFC Funding Ltd                               | CIFC Funding 2019-VII Ltd                        | CUSIP: 171935AA7<br>LEI: 2549005S1LQJ8MBPXW05 | Long             | ABS-CBDO         | CORP              | KY        |   8645000 | PA      | $8659813.21   | 0.42%             | 2038-10-19      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oak Hill Credit Partners                       | OHA Credit Funding 6 Ltd                         | CUSIP: 67098UAY1<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | KY        |   2500000 | PA      | $2504569.25   | 0.12%             | 2037-10-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Kennedy Lewis CLO Ltd                          | Kennedy Lewis CLO 12 Ltd                         | CUSIP: 37147VAL1<br>LEI: 549300OPJWALMOKFT505 | Long             | ABS-CBDO         | CORP              | KY        |   6150000 | PA      | $6164149.31   | 0.30%             | 2038-07-20      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 27 Ltd                                        | CUSIP: 78110VAS3<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |   4000000 | PA      | $4006956.80   | 0.19%             | 2040-10-15      | Floating      | 4.90%                 | 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      | $3007336.50   | 0.15%             | 2038-01-20      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| RR Ltd                                         | RR 21 Ltd                                        | CUSIP: 78110TAQ2<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | BM        |   5570000 | PA      | $5577469.93   | 0.27%             | 2039-07-15      | Floating      | 5.07%                 | 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      | $9211091.52   | 0.45%             | 2037-07-20      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LTD                | Golub Capital Partners CLO 66B Ltd               | CUSIP: 38181AAA6<br>LEI: 254900N3E7Y6I5DRGW52 | Long             | ABS-CBDO         | CORP              | JE        |   7000000 | PA      | $7009965.20   | 0.34%             | 2038-07-25      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| Carlyle Global Market Strategies               | CARLYLE US CLO 2023-4 LTD                        | CUSIP: 14319CAN0<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | KY        |   5000000 | PA      | $5004069.50   | 0.24%             | 2038-10-25      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| 1988 CLO Ltd.                                  | 1988 CLO 2 Ltd                                   | CUSIP: 653947AJ0<br>LEI: 2549000NTXDB3VOXDV92 | Long             | ABS-CBDO         | CORP              | KY        |  13500000 | PA      | $13506448.95  | 0.65%             | 2038-04-15      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bryant Park Funding Ltd                        | Bryant Park Funding 2023-21 Ltd                  | CUSIP: 117650AL5<br>LEI: 5493004CTFWJSWYD8564 | Long             | ABS-CBDO         | CORP              | KY        |   3000000 | PA      | $3007695.60   | 0.15%             | 2038-10-18      | Floating      | 4.95%                 | No            |                  2 | On Loan: No      |
| Trinitas CLO Ltd                               | Trinitas CLO XIV Ltd                             | CUSIP: 89641QAY6<br>LEI: 549300095MXHZZMH2053 | Long             | ABS-CBDO         | CORP              | KY        |   1850859 | PA      | $1851310.31   | 0.09%             | 2034-01-25      | Floating      | 4.77%                 | 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      | $3007239.90   | 0.15%             | 2038-10-20      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| ARES CLO Ltd                                   | ARES Loan Funding I Ltd                          | CUSIP: 04018XAN9<br>LEI: 549300BC3E2Y44TL8536 | Long             | ABS-CBDO         | CORP              | KY        |  20000000 | PA      | $19999938.00  | 0.97%             | 2039-04-15      | Floating      | 4.84%                 | 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      | $3007000.50   | 0.15%             | 2039-01-20      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| Aimco                                          | AIMCO CLO Series 2015-A                          | CUSIP: 00900LBJ2<br>LEI: 254900THVAKUZYK59M09 | Long             | ABS-CBDO         | CORP              | KY        |   7600000 | PA      | $7616704.04   | 0.37%             | 2038-10-17      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

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

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer