iShares AAA CLO Active ETF

Fund Profile

Fund profile

Fund manager

BlackRock ETF Trust II

Total assets

$556.54 mm

Liabilities

$6.09 mm

Net assets

$550.46 mm

Number of holdings

219.00

Top 200 of 219 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
BlackRock Cash Funds: Treasury, SL Agency Shares	9.92 mm	9.92 mm shares	1.80	Short-term investment vehicle	Long	USA
OCP CLO 2020-19 Ltd	8.07 mm	8.05 mm principal	1.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 4 Ltd	5.85 mm	5.82 mm principal	1.06	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 58B Ltd	5.26 mm	5.25 mm principal	0.96	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2022-1 Ltd	5.01 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XXII Funding Ltd	5.01 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 41B-R Ltd	5.01 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 2 LTD	5.01 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Loan Funding 2015-1 Ltd	5.01 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 3 LTD	5.00 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO 2021-1 LLC	5.00 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXXIII	5.00 mm	5.00 mm principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox CLO III Ltd	4.95 mm	4.95 mm principal	0.90	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OZLM XIV Ltd	4.82 mm	4.81 mm principal	0.88	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Whitebox Clo I Ltd	4.76 mm	4.75 mm principal	0.86	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXXIV	4.75 mm	4.75 mm principal	0.86	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2019-1 Ltd	4.55 mm	4.55 mm principal	0.83	ABS-collateralized bond/debt obligation	Long	Cayman Islands
720 East CLO 2023-I Ltd	4.52 mm	4.50 mm principal	0.82	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXVII Ltd	4.51 mm	4.50 mm principal	0.82	ABS-collateralized bond/debt obligation	Long	Jersey
Regatta XXIII Funding Ltd	4.50 mm	4.50 mm principal	0.82	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sixth Street CLO XVII Ltd	4.26 mm	4.25 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management US Clo 11 Ltd	4.26 mm	4.25 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XXII Ltd	4.26 mm	4.25 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2016-11 Ltd	4.25 mm	4.25 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fort Washington CLO 2021-2 LTD	4.25 mm	4.25 mm principal	0.77	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Diameter Capital Clo 1 Ltd	4.20 mm	4.20 mm principal	0.76	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rad CLO 22 Ltd	4.04 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 21 Ltd	4.03 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO VIII Ltd	4.02 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 23 Ltd	4.02 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wise CLO 2024-2 Ltd	4.02 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding XII CLO Ltd	4.01 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXI Ltd	4.01 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Wellington Management Clo 3 Ltd	4.01 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Jersey
Oaktree CLO 2020-1 Ltd	4.01 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warwick Capital CLO 4 Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2021-VI Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners 48 LP	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2021-V Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2015-1 Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AB BSL CLO 3 Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Post CLO 2021-1 LTD	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 12 Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL Core CLO 15 Ltd	4.00 mm	4.00 mm principal	0.73	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Anchorage Capital Clo 17 Ltd	3.77 mm	3.77 mm principal	0.69	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CarVal CLO IX-C Ltd	3.77 mm	3.75 mm principal	0.68	ABS-collateralized bond/debt obligation	Long	Jersey
HalseyPoint CLO 4 Ltd	3.76 mm	3.75 mm principal	0.68	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Goldentree Loan Management US Clo 9 Ltd	3.69 mm	3.68 mm principal	0.67	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Valley Stream Park CLO LTD	3.68 mm	3.67 mm principal	0.67	ABS-collateralized bond/debt obligation	Long	Jersey
Ares LVI CLO Ltd	3.56 mm	3.55 mm principal	0.65	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 55B LTD	3.51 mm	3.50 mm principal	0.64	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pikes Peak CLO 8	3.51 mm	3.50 mm principal	0.64	ABS-collateralized bond/debt obligation	Long	Cayman Islands
GoldenTree Loan Management US CLO 16 Ltd	3.50 mm	3.50 mm principal	0.64	ABS-collateralized bond/debt obligation	Long	Jersey
Pikes Peak CLO 6	3.40 mm	3.40 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Halseypoint CLO 7 LTD	3.40 mm	3.38 mm principal	0.62	ABS-collateralized bond/debt obligation	Long	Jersey
RR 8 Ltd	3.36 mm	3.35 mm principal	0.61	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ballyrock CLO 16 Ltd	3.31 mm	3.31 mm principal	0.60	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Partners XVI	3.31 mm	3.30 mm principal	0.60	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Oaktree CLO 2024-25 Ltd	3.27 mm	3.25 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 15 Ltd	3.26 mm	3.25 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Apidos CLO XXXVII	3.26 mm	3.25 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners Clo XXII Ltd	3.25 mm	3.25 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 8 Ltd	3.23 mm	3.21 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Jersey
Sixth Street CLO XXV Ltd	3.16 mm	3.15 mm principal	0.57	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Halseypoint Clo 6 Ltd	3.05 mm	3.05 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XXVII Funding Ltd	3.02 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Jersey
OCP CLO 2020-20 Ltd	3.02 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Anchorage Capital Clo 24 Ltd	3.01 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Jersey
OCP CLO 2023-26 Ltd	3.01 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Jersey
TRESTLES CLO V LTD	3.01 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE US CLO 2019-4 LTD	3.01 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trestles CLO VII Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding XLV Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RRX 7 Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bryant Park Funding 2023-21 Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 4 Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2020-I Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO IX Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2020-IV Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 2 Ltd	3.00 mm	3.00 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Beechwood Park CLO Ltd	3.00 mm	3.00 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TRESTLES CLO II LTD	2.92 mm	2.90 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
REESE PARK CLO LTD	2.90 mm	2.90 mm principal	0.53	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2015-IV Ltd	2.79 mm	2.79 mm principal	0.51	ABS-collateralized bond/debt obligation	Long	Cayman Islands
New Mountain CLO 1 Ltd	2.77 mm	2.77 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Eaton Vance CLO 2020-2 Ltd	2.75 mm	2.75 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cayuga Park CLO Ltd	2.75 mm	2.74 mm principal	0.50	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 17 Ltd	2.71 mm	2.70 mm principal	0.49	ABS-collateralized bond/debt obligation	Long	Bermuda
Sixth Street CLO XX Ltd	2.61 mm	2.60 mm principal	0.47	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AB BSL CLO 4 Ltd	2.52 mm	2.50 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Jersey
Pikes Peak CLO 14 2023 Ltd	2.51 mm	2.50 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Jersey
Palmer Square CLO 2020-3 Ltd	2.51 mm	2.50 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Jersey
Elmwood CLO 15 Ltd	2.51 mm	2.50 mm principal	0.46	ABS-collateralized bond/debt obligation	Long	Jersey
Regatta XVIII Funding Ltd	2.50 mm	2.50 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO II Ltd	2.50 mm	2.50 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 6 Ltd	2.50 mm	2.50 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Funding 6 Ltd	2.50 mm	2.50 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Birch Grove CLO 5 Ltd	2.50 mm	2.50 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO II Ltd	2.50 mm	2.50 mm principal	0.45	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Oaktree CLO 2021-1 Ltd	2.43 mm	2.43 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCW CLO 2020-1 Ltd	2.40 mm	2.40 mm principal	0.44	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XXIV Funding Ltd	2.36 mm	2.36 mm principal	0.43	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 7 Ltd	2.32 mm	2.31 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ares Loan Funding IV Ltd	2.30 mm	2.29 mm principal	0.42	ABS-collateralized bond/debt obligation	Long	Jersey
Galaxy XXI CLO Ltd	2.20 mm	2.20 mm principal	0.40	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXVI Ltd	2.11 mm	2.10 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Bermuda
Ballyrock CLO 2019-2 Ltd	2.10 mm	2.10 mm principal	0.38	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2020-3 Ltd	2.02 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Jersey
Trinitas CLO XXV Ltd	2.02 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Bermuda
Aimco CLO 20 Ltd	2.02 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Jersey
Wellington Management CLO 1 Ltd	2.01 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Jersey
Generate Clo 11 Ltd	2.01 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXIII Ltd	2.01 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Bermuda
Anchorage Capital CLO 7 Ltd	2.01 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
720 East CLO IV Ltd	2.01 mm	2.00 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sycamore Tree CLO 2023-3 Ltd	2.01 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Symphony CLO 35 Ltd	2.01 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Jersey
Ballyrock CLO 23 Ltd	2.01 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Jersey
CarVal CLO XI C Ltd	2.01 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO 2020-1 LLC	2.01 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ballyrock CLO 15 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Post CLO 2021-1 LTD	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 76 B Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Jersey
1988 CLO 5 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Diameter Capital CLO 7 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
TCW CLO 2019-2 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Credit Partners VII Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Crown Point CLO 9 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Cedar Funding XIV CLO Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trimaran CAVU 2022-1 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 33 Ltd	2.00 mm	2.00 mm principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL CLO 29 Ltd	1.94 mm	1.93 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Jersey
Bryant Park Funding 2024-22 Ltd	1.93 mm	1.92 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman Loan Advisers CLO 33 Ltd	1.90 mm	1.90 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 19 Ltd	1.88 mm	1.88 mm principal	0.34	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trestles Clo IV Ltd	1.83 mm	1.83 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XIX Funding Ltd	1.82 mm	1.82 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OHA Loan Funding 2016-1 Ltd	1.81 mm	1.80 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CarVal CLO VC Ltd	1.80 mm	1.80 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Aimco CLO 11 Ltd	1.80 mm	1.80 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CIFC Funding 2020-II Ltd	1.79 mm	1.79 mm principal	0.33	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Octagon 66 Ltd	1.76 mm	1.75 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding LIX Ltd	1.75 mm	1.75 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
522 Funding CLO 2019-5 Ltd	1.75 mm	1.75 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO XXIV Ltd	1.75 mm	1.75 mm principal	0.32	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bain Capital Credit CLO 2023-3 Ltd	1.71 mm	1.70 mm principal	0.31	ABS-collateralized bond/debt obligation	Long	Jersey
Apidos CLO XXXI	1.63 mm	1.63 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Texas Debt Capital CLO 2023-I Ltd	1.58 mm	1.57 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XX Funding Ltd	1.57 mm	1.57 mm principal	0.29	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RR 14 Ltd	1.54 mm	1.54 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2021-4 Ltd	1.53 mm	1.53 mm principal	0.28	ABS-collateralized bond/debt obligation	Long	Cayman Islands
KKR CLO 52 Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
OCP CLO 2024-31 Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Bryant Park Funding 2024-23 Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Trinitas CLO XXIV Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Bermuda
Madison Park Funding LXI Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Pikes Peak Clo 16 Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Carval Clo VIII-C Ltd	1.51 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Oaktree CLO 2021-2 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pikes Peak CLO 8	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rockland Park CLO Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2021-2 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta VI Funding Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Canyon CLO 2020-1 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ballyrock CLO 19 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Jersey
Diameter Capital Clo 3 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Symphony CLO XXVIII Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Benefit Street Partners CLO Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Canyon CLO 2021-4 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Palmer Square CLO 2019-1 Ltd	1.50 mm	1.50 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Neuberger Berman CLO XX Ltd	1.48 mm	1.48 mm principal	0.27	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CARLYLE US CLO 2021-1 LTD	1.36 mm	1.36 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Bryant Park Funding 2024-24 Ltd	1.35 mm	1.35 mm principal	0.25	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Golub Capital Partners CLO 72 B Ltd	1.32 mm	1.32 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Jersey
Madison Park Funding LXVII Ltd	1.32 mm	1.31 mm principal	0.24	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding LXII Ltd	1.26 mm	1.25 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Elmwood CLO 22 Ltd	1.25 mm	1.25 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Anchorage Capital Clo 16 Ltd	1.25 mm	1.25 mm principal	0.23	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Pikes Peak Clo 12 Ltd	1.21 mm	1.20 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Jersey
CIFC Funding 2021-III Ltd	1.20 mm	1.20 mm principal	0.22	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Voya CLO 2020-1 Ltd	1.15 mm	1.15 mm principal	0.21	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rad CLO 14 Ltd	1.04 mm	1.04 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Warwick Capital CLO 1 Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
Elmwood CLO 19 Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ballyrock CLO 23 Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
CarVal CLO IX-C Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
Silver Point Clo 5 Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Onex Clo Subsidiary 2024-3 Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Regatta XXVIII Funding Ltd	1.01 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Madison Park Funding LVIII Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Ballyrock CLO 14 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Post CLO 2024-1 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Rad CLO 18 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Flatiron CLO 23 LLC	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA
AB BSL CLO 4 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Jersey
New Mountain CLO 3 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RR 18 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
AGL Core CLO 2 Ltd	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Generate CLO 9 LTD	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Clover CLO 2021-3 LLC	1.00 mm	1.00 mm principal	0.18	ABS-collateralized bond/debt obligation	Long	USA