0001752724-23-145735.txt : 20230627 0001752724-23-145735.hdr.sgml : 20230627 20230627122341 ACCESSION NUMBER: 0001752724-23-145735 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20230430 FILED AS OF DATE: 20230627 DATE AS OF CHANGE: 20230627 PERIOD START: 20231031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Janus Detroit Street Trust CENTRAL INDEX KEY: 0001500604 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23112 FILM NUMBER: 231045237 BUSINESS ADDRESS: STREET 1: 151 DETROIT STREET CITY: DENVER STATE: CO ZIP: 80206 BUSINESS PHONE: 303-333-3863 MAIL ADDRESS: STREET 1: 151 DETROIT STREET CITY: DENVER STATE: CO ZIP: 80206 FORMER COMPANY: FORMER CONFORMED NAME: Janus ETF Trust DATE OF NAME CHANGE: 20100902 0001500604 S000069705 Janus Henderson AAA CLO ETF C000222294 Janus Henderson AAA CLO ETF JAAA NPORT-P 1 primary_doc.xml NPORT-P false 0001500604 XXXXXXXX S000069705 C000222294 Janus Detroit Street Trust 811-23112 0001500604 5493003MM7OCK5UJW595 151 Detroit Street Denver 80206 303-333-3863 Janus Henderson AAA CLO ETF S000069705 549300N7UZ9PO4OVKA94 2023-10-31 2023-04-30 N 2613364463.64 58538552.96 2554825910.68 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 15138259.15000000 USD N J.P. 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N/A Carlyle US CLO Ltd., Series 2019-1A, Class A1AR 14316BAL9 22610000.00000000 PA USD 22299338.60000000 0.872832019856 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 6.33043080 N N N N N N Octagon Investment Partners 34 Ltd. N/A Octagon Investment Partners 34 Ltd., Series 2017-1A, Class A2 675922AC2 2000000.00000000 PA USD 1940186.00000000 0.075942004184 Long ABS-CBDO CORP US Y 2 2030-01-20 Floating 6.50043000 N N N N N N Octagon Investment Partners 49 Ltd. N/A Octagon Investment Partners 49 Ltd., Series 2020-5A, Class A1 67578FAA5 35000000.00000000 PA USD 34625745.00000000 1.355307414695 Long ABS-CBDO CORP US Y 2 2033-01-15 Floating 6.48029160 N N N N N N Shackleton CLO Ltd. N/A Shackleton CLO Ltd., Series 2017-11A, Class AR 81883EAE1 52129921.98000000 PA USD 51598144.65000000 2.019634466454 Long ABS-CBDO CORP US Y 2 2030-08-15 Floating 5.95356840 N N N N N N Magnetite XV Ltd. 549300B3V0K3DX0M2K31 Magnetite XV Ltd., Series 2015-15A, Class CR 55953MAU6 6950000.00000000 PA USD 6602986.50000000 0.258451523933 Long ABS-CBDO CORP US Y 2 2031-07-25 Floating 7.12936080 N N N N N N Northwoods Capital XII-B Ltd. 549300R06FSYRU75ZW78 Northwoods Capital XII-B Ltd., Series 2018-12BA, Class A2 66858CAL1 25890000.00000000 PA USD 25649171.22000000 1.003949862602 Long ABS-CBDO CORP US Y 2 2031-06-15 Floating 6.46629120 N N N N N N Magnetite XXVI Ltd. 549300F7COUCG1RROP29 Magnetite XXVI Ltd., Series 2020-26A, Class A1R 55954YAJ4 20085536.00000000 PA USD 19749504.98000000 0.773027426152 Long ABS-CBDO CORP US Y 2 2034-07-25 Floating 6.37513920 N N N N N N Sound Point CLO XIX Ltd. 5493001QI7ZD0IPL4A34 Sound Point CLO XIX Ltd., Series 2018-1A, Class A 83610JAA4 19431000.00000000 PA USD 19064414.75000000 0.746211891397 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 6.26028840 N N N N N N Hayfin US XIV Ltd. 5493000YWK38UXBNS724 Hayfin US XIV Ltd., Series 2021-14A, Class A1 42088AAA2 16800000.00000000 PA USD 16505193.60000000 0.646039854653 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.48042840 N N N N N N Octagon Investment Partners XV Ltd. 549300VYCI9AZ4NZBX86 Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR 67590EBG8 22683806.63000000 PA USD 22488294.90000000 0.880228073701 Long ABS-CBDO CORP US Y 2 2030-07-19 Floating 6.23499840 N N N N N N Battalion CLO VIII Ltd. 549300WH2OE0BGHQQP83 Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2 07132ACC5 14058045.88000000 PA USD 13877863.91000000 0.543201939982 Long ABS-CBDO CORP US Y 2 2030-07-18 Floating 6.33170880 N N N N N N Magnetite Xxix Ltd. 549300XSCWZTP19VRZ67 Magnetite Xxix Ltd., Series 2021-29A, Class A 55955KAA2 18306000.00000000 PA USD 18045029.66000000 0.706311517531 Long ABS-CBDO CORP US Y 2 2034-01-15 Floating 6.25029120 N N N N N N Galaxy XX CLO Ltd. 549300S1CAKZT00VQL17 Galaxy XX CLO Ltd., Series 2015-20A, Class AR 36320MAL2 4250000.00000000 PA USD 4194240.00000000 0.164169307288 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 6.25043160 N N N N N N Apidos CLO XXIX 549300AVJUID3QNR9M59 Apidos CLO XXIX, Series 2018-29A, Class A1B 03767MAE8 2000000.00000000 PA USD 1957056.00000000 0.076602323149 Long ABS-CBDO CORP US Y 2 2030-07-25 Floating 6.55513920 N N N N N N CBAM Ltd. N/A CBAM Ltd., Series 2019-11RA, Class A2 12510TAB0 13889000.00000000 PA USD 13090507.50000000 0.512383542271 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.75042840 N N N N N N OHA Credit Funding 3 Ltd. N/A OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR 67112RAS3 84000000.00000000 PA USD 82553100.00000000 3.231261263434 Long ABS-CBDO CORP US Y 2 2035-07-02 Floating 6.39042840 N N N N N N Benefit Street Partners CLO XIX Ltd. N/A Benefit Street Partners CLO XIX Ltd., Series 2019-19A, Class A 08182RAA1 35000000.00000000 PA USD 34498695.00000000 1.350334473115 Long ABS-CBDO CORP US Y 2 2033-01-15 Floating 6.61029120 N N N N N N Octagon Investment Partners 29 Ltd. 5493003U22XL00FIHD56 Octagon Investment Partners 29 Ltd., Series 2016-1A, Class AR 67591JAL6 27775000.00000000 PA USD 27334266.30000000 1.069907197423 Long ABS-CBDO CORP US Y 2 2033-01-24 Floating 6.45270840 N N N N N N Neuberger Berman Loan Advisers CLO 33 Ltd. 549300RVE5T2OYI2H743 Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR 64132TAJ2 23000000.00000000 PA USD 22762893.00000000 0.890976285501 Long ABS-CBDO CORP US Y 2 2033-10-16 Floating 6.34029120 N N N N N N Dryden 85 CLO Ltd. 549300XS2BVK8BZTXN05 Dryden 85 CLO Ltd., Series 2020-85A, Class AR 26246BAL8 30000000.00000000 PA USD 29260200.00000000 1.145291343636 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 6.41028960 N N N N N N Anchorage Capital CLO Ltd. 549300MP4QPQUMB6AD63 Anchorage Capital CLO Ltd., Series 2014-4RA, Class A 03328LAA0 15484424.77000000 PA USD 15347836.66000000 0.600739040411 Long ABS-CBDO CORP US Y 2 2031-01-28 Floating 6.32270880 N N N N N N Madison Park Funding XXX Ltd. 549300FFTJ3WPTJK8589 Madison Park Funding XXX Ltd., Series 2018-30A, Class A 55821TAA5 26351454.43000000 PA USD 25970570.51000000 1.016529948339 Long ABS-CBDO CORP US Y 2 2029-04-15 Floating 6.01029000 N N N N N N Tikehau US CLO I Ltd. N/A Tikehau US CLO I Ltd., Series 2021-1A, Class A2 88675SAC1 8000000.00000000 PA USD 7711752.00000000 0.301850390970 Long ABS-CBDO CORP US Y 2 2035-01-18 Floating 6.71171040 N N N N N N Signal Peak CLO 5 Ltd. N/A Signal Peak CLO 5 Ltd., Series 2018-5A, Class A 56844YAA5 15750000.00000000 PA USD 15641246.25000000 0.612223564220 Long ABS-CBDO CORP US Y 2 2031-04-25 Floating 6.36513840 N N N N N N OCP CLO Ltd. N/A OCP CLO Ltd., Series 2019-16A, Class AR 67570QAK7 14750000.00000000 PA USD 14516699.25000000 0.568206983862 Long ABS-CBDO CORP US Y 2 2033-04-10 Floating 6.21100080 N N N N N N Mountain View CLO LLC N/A Mountain View CLO LLC, Series 2017-2A, Class AR 62432LAL5 24341442.61000000 PA USD 23955436.01000000 0.937654339180 Long ABS-CBDO CORP US Y 2 2031-01-16 Floating 6.30029160 N N N N N N Magnetite XIV-R Ltd. 549300XD71H6EU9N2I97 Magnetite XIV-R Ltd., Series 2015-14RA, Class A1 55954LAC7 17250000.00000000 PA USD 17071928.25000000 0.668222761427 Long ABS-CBDO CORP US Y 2 2031-10-18 Floating 6.38170920 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2018-1A, Class A1 92917AAA4 9066000.00000000 PA USD 8953092.04000000 0.350438438978 Long ABS-CBDO CORP US Y 2 2031-04-19 Floating 6.21500040 N N N N N N LCM Loan Income Fund I Income Note Issuer Ltd. N/A LCM Loan Income Fund I Income Note Issuer Ltd., Series 27A, Class A2 50200JAE1 18000000.00000000 PA USD 17529768.00000000 0.686143346469 Long ABS-CBDO CORP US Y 2 2031-07-16 Floating 6.56029080 N N N N N N BlueMountain CLO XXXII Ltd. N/A BlueMountain CLO XXXII Ltd., Series 2021-32A, Class A 09631EAA5 12150000.00000000 PA USD 11876163.30000000 0.464852154910 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.43029120 N N N N N N Palmer Square CLO Ltd. N/A Palmer Square CLO Ltd., Series 2021-4A, Class A 69702EAA3 26400000.00000000 PA USD 25850035.20000000 1.011812002216 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.43029120 N N N N N N KKR CLO 23 Ltd. 549300ULSPVDFXMNXZ65 KKR CLO 23 Ltd., Series 23, Class A1 48252YAA7 1000000.00000000 PA USD 989033.00000000 0.038712344190 Long ABS-CBDO CORP US Y 2 2031-10-20 Floating 6.40042920 N N N N N N Wind River CLO Ltd. 549300AMLFWC1VCUN251 Wind River CLO Ltd., Series 2014-1A, Class ARR 88432CBB1 20913933.60000000 PA USD 20552245.94000000 0.804447999923 Long ABS-CBDO CORP US Y 2 2031-07-18 Floating 6.31171080 N N N N N N Ballyrock CLO Ltd. N/A Ballyrock CLO Ltd., Series 2019-2A, Class A1AR 05875MAL6 26602646.21000000 PA USD 26409111.96000000 1.033695166844 Long ABS-CBDO CORP US Y 2 2030-11-20 Floating 5.91528960 N N N N N N Sounds Point CLO IV-R Ltd. 549300HOEGQTNS4MTZ12 Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A 83609YAC0 5000000.00000000 PA USD 4910860.00000000 0.192218968011 Long ABS-CBDO CORP US Y 2 2031-04-18 Floating 6.41171160 N N N N N N OHA Credit Funding 8 Ltd. N/A OHA Credit Funding 8 Ltd., Series 2021-8A, Class A 67707GAC3 13000000.00000000 PA USD 12822108.00000000 0.501877953656 Long ABS-CBDO CORP US Y 2 2034-01-18 Floating 6.45171120 N N N N N N Neuberger Berman Loan Advisers CLO 30 Ltd. 549300WWWM7IDWOVIL36 Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class CR 64132MAW8 7000000.00000000 PA USD 6703424.00000000 0.262382809410 Long ABS-CBDO CORP US Y 2 2031-01-20 Floating 7.00043040 N N N N N N Jay Park CLO Ltd. N/A Jay Park CLO Ltd., Series 2016-1A, Class A2R 47206VAL8 22000000.00000000 PA USD 21755096.00000000 0.851529488136 Long ABS-CBDO CORP US Y 2 2027-10-20 Floating 6.70043160 N N N N N N CIFC Funding Ltd. 549300X1SKS4LNS5LQ62 CIFC Funding Ltd., Series 2017-1A, Class AR 12551AAL9 7917024.57000000 PA USD 7863861.75000000 0.307804211516 Long ABS-CBDO CORP US Y 2 2029-04-23 Floating 6.27143040 N N N N N N Octagon Investment Partners XVII Ltd. 54930007Y57X4ONHQV20 Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2 67590GBG3 5848127.32000000 PA USD 5786833.10000000 0.226505965663 Long ABS-CBDO CORP US Y 2 2031-01-25 Floating 6.25514040 N N N N N N Madison Park Funding XX Ltd. N/A Madison Park Funding XX Ltd., Series 2016-20A, Class A2R 55819TAQ4 4750000.00000000 PA USD 4652021.75000000 0.182087622117 Long ABS-CBDO CORP US Y 2 2030-07-27 Floating 6.59157120 N N N N N N Carlyle US CLO Ltd. 54930054F35TGSKQ6V76 Carlyle US CLO Ltd., Series 2016-4A, Class BR 143109AQ9 1000000.00000000 PA USD 966923.00000000 0.037846923187 Long ABS-CBDO CORP US Y 2 2027-10-20 Floating 7.35042960 N N N N N N Bethpage Park CLO Ltd. N/A Bethpage Park CLO Ltd., Series 2021-1A, Class A 087598AA6 22000000.00000000 PA USD 21465818.00000000 0.840206681412 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.39029160 N N N N N N Allegro CLO VIII Ltd. 635400EGZEWLZ9KRXG08 Allegro CLO VIII Ltd., Series 2018-2A, Class A 01750LAA1 16317000.00000000 PA USD 16089459.44000000 0.629767350203 Long ABS-CBDO CORP US Y 2 2031-07-15 Floating 6.36028920 N N N N N N Dryden 105 CLO Ltd. 254900M9WDNRF1Z3T669 Dryden 105 CLO Ltd., Series 2023-105A, Class C 26253QAE1 16550000.00000000 PA USD 16484015.15000000 0.645210896018 Long ABS-CBDO CORP US Y 2 2036-04-18 Floating 7.95858840 N N N N N N Octagon Investment Partners 35 Ltd. 549300EBYXJ9QVMC7X31 Octagon Investment Partners 35 Ltd., Series 2018-1A, Class A1A 67591TAA8 20959270.64000000 PA USD 20776191.41000000 0.813213586223 Long ABS-CBDO CORP US Y 2 2031-01-20 Floating 6.31042920 N N N N N N Madison Park Funding XXVI Ltd. 549300FNRP3W5DX0O430 Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR 55819YAA8 24615357.05000000 PA USD 24486987.96000000 0.958460138424 Long ABS-CBDO CORP US Y 2 2030-07-29 Floating 6.00243120 N N N N N N JMP Credit Advisors CLO IV Ltd. 54930013XSXE4PJVBQ28 JMP Credit Advisors CLO IV Ltd., Series 2017-1A, Class AR 46647YAL1 4960512.18000000 PA USD 4934801.85000000 0.193156090572 Long ABS-CBDO CORP US Y 2 2029-07-17 Floating 6.54028920 N N N N N N Steele Creek CLO Ltd. 549300ZMV389HVGL0K94 Steele Creek CLO Ltd., Series 2014-1RA, Class A 85816WAC8 9764542.30000000 PA USD 9650170.22000000 0.377723201399 Long ABS-CBDO CORP US Y 2 2031-04-21 Floating 6.33143160 N N N N N N Deer Creek CLO Ltd. N/A Deer Creek CLO Ltd., Series 2017-1A, Class A 24380LAC7 2497076.89000000 PA USD 2472795.31000000 0.096789190201 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 6.43043160 N N N N N N Apex Credit CLO Ltd. 549300PKXRJW5V5VW357 Apex Credit CLO Ltd., Series 2021-1A, Class AN 03754CAA3 1476000.00000000 PA USD 1437935.44000000 0.056283108527 Long ABS-CBDO CORP US Y 2 2034-07-18 Floating 6.47170920 N N N N N N Wind River CLO Ltd. N/A Wind River CLO Ltd., Series 2023-1A, Class C2 97316RAG0 7500000.00000000 PA USD 7463955.00000000 0.292151217380 Long ABS-CBDO CORP US Y 2 2036-04-25 Floating 8.82092160 N N N N N N Bain Capital Credit CLO Ltd. 254900YXN9JEMKU5DF45 Bain Capital Credit CLO Ltd., Series 2021-6A, Class C 05684PAG1 10700000.00000000 PA USD 10044154.20000000 0.393144368781 Long ABS-CBDO CORP US Y 2 2034-10-21 Floating 7.31143080 N N N N N N Logan CLO II Ltd. N/A Logan CLO II Ltd., Series 2021-2A, Class A 540544AA1 24196521.00000000 PA USD 23716292.65000000 0.928293882994 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.40042920 N N N N N N AGL CLO 16 Ltd. N/A AGL CLO 16 Ltd., Series 2021-16A, Class A 00120LAA6 19391220.00000000 PA USD 18975743.72000000 0.742741164502 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.38043120 N N N N N N CBAM Ltd. 254900IPFC9SXD6VQ444 CBAM Ltd., Series 2019-10A, Class A1R 12482NAN1 29000000.00000000 PA USD 28560853.00000000 1.117917775947 Long ABS-CBDO CORP US Y 2 2032-04-20 Floating 6.37043040 N N N N N N Octagon Investment Partners 48 Ltd. N/A Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR 67577UAJ4 25518000.00000000 PA USD 24967142.93000000 0.977254177109 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.40042920 N N N N N N CBAM Ltd. N/A CBAM Ltd., Series 2019-11RA, Class A1 12510TAA2 16897000.00000000 PA USD 16531974.11000000 0.647088086937 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.43043160 N N N N N N Rad CLO 10 Ltd. N/A Rad CLO 10 Ltd., Series 2021-10A, Class A 48662LAA9 5000000.00000000 PA USD 4914295.00000000 0.192353419442 Long ABS-CBDO CORP US Y 2 2034-04-23 Floating 6.44271120 N N N N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2022-4A, Class B 69702YAE1 9750000.00000000 PA USD 9642808.50000000 0.377435051824 Long ABS-CBDO CORP US Y 2 2031-07-24 Floating 7.52589000 N N N N N N Steele Creek CLO Ltd. N/A Steele Creek CLO Ltd., Series 2018-2A, Class A 85816LAA6 13000000.00000000 PA USD 12778168.00000000 0.500158071302 Long ABS-CBDO CORP US Y 2 2031-08-18 Floating 6.11529120 N N N N N N Shackleton CLO Ltd. 549300HOHPZON6E4VH77 Shackleton CLO Ltd., Series 2019-14A, Class A1R 81880XAL6 3825000.00000000 PA USD 3733643.70000000 0.146140826441 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.45042960 N N N N N N Janus Henderson Cash Liquidity Fund LLC N/A Janus Henderson Cash Liquidity Fund LLC N/A 59206502.72000000 NS USD 59218344.02000000 2.317901340065 Long STIV RF US N 2 N N N Highbridge Loan Management Ltd. 254900IU43NDZ7HEB142 Highbridge Loan Management Ltd., Series 7A-2015, Class A2R 40437RAC3 3000000.00000000 PA USD 2999919.00000000 0.117421660217 Long ABS-CBDO CORP US Y 2 2027-03-15 Floating 5.76357120 N N N N N N Voya CLO Ltd. 549300ITL5IR423IJ183 Voya CLO Ltd., Series 2014-1A, Class AAR2 92915PAH8 39124152.45000000 PA USD 38820314.28000000 1.519489610533 Long ABS-CBDO CORP US Y 2 2031-04-18 Floating 6.23349000 N N N N N N Canyon Capital CLO Ltd. 549300W778MFSPI8C872 Canyon Capital CLO Ltd., Series 2014-1A, Class A1BR 13875LAY4 3010000.00000000 PA USD 2902263.07000000 0.113599249869 Long ABS-CBDO CORP US Y 2 2031-01-30 Floating 5.97242880 N N N N N N Whitebox CLO IV Ltd. 549300SN372GTCE2YI66 Whitebox CLO IV Ltd., Series 2023-4A, Class A2 96467KAC3 20000000.00000000 PA USD 20042160.00000000 0.784482414876 Long ABS-CBDO CORP US Y 2 2036-04-20 Floating 7.07969880 N N N N N N CBAM Ltd. N/A CBAM Ltd., Series 2021-14A, Class A 12511GAA9 20000000.00000000 PA USD 19491320.00000000 0.762921650297 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 6.35042880 N N N N N N Palmer Square CLO Ltd. 549300EYS8N79JYSXL17 Palmer Square CLO Ltd., Series 2018-2A, Class A1A 69688MAA3 59000000.00000000 PA USD 58517616.00000000 2.290473717030 Long ABS-CBDO CORP US Y 2 2031-07-16 Floating 6.36028920 N N N N N N Neuberger Berman Loan Advisers CLO 42 Ltd. 549300LGCRX4YI1JNS93 Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class A 64133WAA3 11368725.00000000 PA USD 11149194.92000000 0.436397441931 Long ABS-CBDO CORP US Y 2 2035-07-16 Floating 6.36028920 N N N N N N Dryden 64 CLO Ltd. N/A Dryden 64 CLO Ltd., Series 2018-64A, Class A 26251LAC8 60039000.00000000 PA USD 59201756.15000000 2.317252064123 Long ABS-CBDO CORP US Y 2 2031-04-18 Floating 6.23171160 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-7A, Class A1 14316WAA7 24000000.00000000 PA USD 23543448.00000000 0.921528465073 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 6.42029040 N N N N N N Madison Park Funding XXI Ltd. N/A Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR 55820JBC3 50750000.00000000 PA USD 50140949.25000000 1.962597492079 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 6.34029120 N N N N N N OHA Credit Partners XIV Ltd. N/A OHA Credit Partners XIV Ltd., Series 2017-14A, Class C 67706XAJ2 1000000.00000000 PA USD 948068.00000000 0.037108908127 Long ABS-CBDO CORP US Y 2 2030-01-21 Floating 7.06142880 N N N N N N Magnetite XXV Ltd. 549300WFCL37N4TDUR08 Magnetite XXV Ltd., Series 2020-25A, Class A 55955GAA1 12845000.00000000 PA USD 12737256.14000000 0.498556715224 Long ABS-CBDO CORP US Y 2 2032-01-25 Floating 6.45513840 N N N N N N Sound Point CLO VI-R Ltd. 5493001FKRL3V2YW2890 Sound Point CLO VI-R Ltd., Series 2014-2RA, Class A 83613WAA2 4000000.00000000 PA USD 3917912.00000000 0.153353384417 Long ABS-CBDO CORP US Y 2 2031-10-20 Floating 6.50043000 N N N N N N Galaxy XXI CLO Ltd. 549300BW4412X0TZDD77 Galaxy XXI CLO Ltd., Series 2015-21A, Class AR 36320WAL0 22140000.00000000 PA USD 21846777.84000000 0.855118062983 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 6.27042960 N N N N N N Madison Park Funding Ltd. N/A Madison Park Funding Ltd. 55817GAC5 15000000.00000000 PA USD 14998710.00000000 0.587073660764 Long ABS-CBDO CORP US Y 2 2035-04-21 Floating 0.00000000 N N N N N N Voya CLO Ltd. 549300KSCKXTOBY0IP86 Voya CLO Ltd., Series 2019-1A, Class AR 92917NAJ7 1000000.00000000 PA USD 986942.00000000 0.038630499083 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 6.32028960 N N N N N N BlueMountain Fuji US CLO III Ltd. 549300EY8WEC9D18YD37 BlueMountain Fuji US CLO III Ltd., Series 2017-3A, Class A2 09628FAC3 3500000.00000000 PA USD 3387160.00000000 0.132578896504 Long ABS-CBDO CORP US Y 2 2030-01-15 Floating 6.41028960 N N N N N N Benefit Street Partners CLO VIII Ltd. 549300D98ZLKNSI8CN63 Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR 08180XAN2 2910996.88000000 PA USD 2880748.71000000 0.112757143175 Long ABS-CBDO CORP US Y 2 2031-01-20 Floating 6.35042880 N N N N N N Neuberger Berman Loan Advisers CLO 43 Ltd. 549300LCOEVXWN75LP18 Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class A 64134AAA0 15060000.00000000 PA USD 14781314.70000000 0.578564458666 Long ABS-CBDO CORP US Y 2 2035-07-17 Floating 6.39029160 N N N N N N CIFC Funding Ltd. 54930089HD7KU5NUS092 CIFC Funding Ltd., Series 2021-7A, Class A1 12567HAC6 35826000.00000000 PA USD 35108441.05000000 1.374200915343 Long ABS-CBDO CORP US Y 2 2035-01-23 Floating 6.40271160 N N N N N N Sound Point CLO XVI Ltd. 549300ZK5CJ7PM7YBH85 Sound Point CLO XVI Ltd., Series 2017-2A, Class AR 83610KAJ2 17861671.49000000 PA USD 17663782.03000000 0.691388871396 Long ABS-CBDO CORP US Y 2 2030-07-25 Floating 6.23513880 N N N N N N THL Credit Wind River CLO Ltd. N/A THL Credit Wind River CLO Ltd., Series 2014-2A, Class AR 88390AAT7 35470844.47000000 PA USD 34966874.71000000 1.368659780841 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 6.40028880 N N N N N N Allegro CLO XII Ltd. 254900E0ZQX4DLP7HF87 Allegro CLO XII Ltd., Series 2020-1A, Class A1 01750TAC0 33125000.00000000 PA USD 32751515.63000000 1.281947059214 Long ABS-CBDO CORP US Y 2 2032-01-21 Floating 6.51143160 N N N N N N NYACK Park CLO Ltd. N/A NYACK Park CLO Ltd., Series 2021-1A, Class A 67080PAC0 21751613.00000000 PA USD 21293458.78000000 0.833460264004 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.37043040 N N N N N N Wind River CLO Ltd. N/A Wind River CLO Ltd., Series 2021-2A, Class C 97315VAG2 2000000.00000000 PA USD 1854520.00000000 0.072588899002 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 7.20042840 N N N N N N LCM XXIII Ltd. N/A LCM XXIII Ltd., Series 23A, Class A1R 52111PAF8 19703907.69000000 PA USD 19511932.52000000 0.763728457521 Long ABS-CBDO CORP US Y 2 2029-10-20 Floating 6.32043000 N N N N N N Buckhorn Park CLO Ltd. N/A Buckhorn Park CLO Ltd., Series 2019-1A, Class AR 118382AQ3 32090000.00000000 PA USD 31412227.11000000 1.229525149979 Long ABS-CBDO CORP US Y 2 2034-07-18 Floating 6.38170920 N N N N N N Regatta XXIII Funding Ltd. N/A Regatta XXIII Funding Ltd., Series 2021-4A, Class A1 75889FAC8 16008000.00000000 PA USD 15686543.35000000 0.613996565653 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.40042920 N N N N N N Regatta XI Funding Ltd. 254900TUAAER6MTE4E64 Regatta XI Funding Ltd., Series 2018-1A, Class A 75887XAA5 15000000.00000000 PA USD 14844315.00000000 0.581030391853 Long ABS-CBDO CORP US Y 2 2031-07-17 Floating 6.33029040 N N N N N N Voya CLO Ltd. 549300L8S87K3SMP0R77 Voya CLO Ltd., Series 2014-2A, Class A1RR 92912VAY1 20312685.12000000 PA USD 20095400.33000000 0.786566327122 Long ABS-CBDO CORP US Y 2 2030-04-17 Floating 6.28029000 N N N N N N Signal Peak CLO 8 Ltd. N/A Signal Peak CLO 8 Ltd., Series 2020-8A, Class C 56845NAE0 2000000.00000000 PA USD 1898606.00000000 0.074314496031 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 7.25042880 N N N N N N KKR CLO 35 Ltd. N/A KKR CLO 35 Ltd., Series 35A, Class A 48254LAA3 31345000.00000000 PA USD 30642276.45000000 1.199388041349 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.44042880 N N N N N N Magnetite XVII Ltd. 5493003SVWF9GG13MZ22 Magnetite XVII Ltd., Series 2016-17A, Class AR 55954EAQ2 25400000.00000000 PA USD 25151613.40000000 0.984474648345 Long ABS-CBDO CORP US Y 2 2031-07-20 Floating 6.35042880 N N N N N N Dryden 75 CLO Ltd. 254900JFO9XUH2EREJ70 Dryden 75 CLO Ltd., Series 2019-75A, Class AR2 26252JAS7 27500000.00000000 PA USD 26783240.00000000 1.048339140762 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.30029160 N N N N N N KKR CLO 24 Ltd. 549300LGO0WGOG6NE245 KKR CLO 24 Ltd., Series 24, Class A1R 48252RAL8 7110000.00000000 PA USD 7011213.66000000 0.274430192315 Long ABS-CBDO CORP US Y 2 2032-04-20 Floating 6.33043080 N N N N N N KKR CLO Ltd. 549300GKHET0CQ690V42 KKR CLO Ltd., Series 22A, Class A 48252WAA1 3000000.00000000 PA USD 2961582.00000000 0.115921088306 Long ABS-CBDO CORP US Y 2 2031-07-20 Floating 6.40042920 N N N N N N MP CLO III Ltd. 549300FWSFBNCWDD1P18 MP CLO III Ltd., Series 2013-1A, Class AR 553205AC9 16035358.37000000 PA USD 15796511.71000000 0.618300904338 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 6.50043000 N N N N N N Octagon Investment Partners XIV Ltd. 549300QEN35HTPJ3BX33 Octagon Investment Partners XIV Ltd., Series 2012-1A, Class ABRR 67590ABR2 20000000.00000000 PA USD 19428100.00000000 0.760447117699 Long ABS-CBDO CORP US Y 2 2029-07-15 Floating 6.51029040 N N N N N N Octagon Investment Partners 50 Ltd. N/A Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR 67592MAN4 10000000.00000000 PA USD 9758410.00000000 0.381959880679 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.41028960 N N N N N N Madison Park Funding XVIII Ltd. N/A Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR 55819BAW0 50063218.42000000 PA USD 49627718.48000000 1.942508813322 Long ABS-CBDO CORP US Y 2 2030-10-21 Floating 6.20142840 N N N N N N Venture XVIII CLO Ltd. 549300MWRVTJN0X3KI79 Venture XVIII CLO Ltd., Series 2014-18A, Class AR 92329FAP2 20022887.77000000 PA USD 19839438.07000000 0.776547552107 Long ABS-CBDO CORP US Y 2 2029-10-15 Floating 6.48029160 N N N N N N Apidos CLO XXVI 549300RV409NJP65MP20 Apidos CLO XXVI, Series 2017-26A, Class A1AR 03766GAL6 30624064.05000000 PA USD 30325632.55000000 1.186994089234 Long ABS-CBDO CORP US Y 2 2029-07-18 Floating 6.16170960 N N N N N N Rad CLO 19 Ltd. N/A Rad CLO 19 Ltd., Series 2023-19A, Class C 750104AG6 15500000.00000000 PA USD 15498636.00000000 0.606641569400 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 0.00000000 N N N N N N Greywolf CLO VII Ltd. 5493005EEKUYF0Q6Z361 Greywolf CLO VII Ltd., Series 2018-2A, Class A1 39809AAA6 2000000.00000000 PA USD 1979100.00000000 0.077465160805 Long ABS-CBDO CORP US Y 2 2031-10-20 Floating 6.48844920 N N N N N N Voya CLO Ltd. 5493003QPCHR7P2XIW55 Voya CLO Ltd., Series 2013-3A, Class A1RR 92916XAJ6 20080621.13000000 PA USD 19881742.66000000 0.778203421880 Long ABS-CBDO CORP US Y 2 2031-10-18 Floating 6.39308880 N N N N N N LCM XXIV Ltd. N/A LCM XXIV Ltd., Series 24A, Class AR 50188YAE4 34139945.31000000 PA USD 33712137.66000000 1.319547352290 Long ABS-CBDO CORP US Y 2 2030-03-20 Floating 6.23043000 N N N N N N Pikes Peak CLO 1 549300IOF5UIE4PES702 Pikes Peak CLO 1, Series 2018-1A, Class A 721327AA2 1500000.00000000 PA USD 1482916.50000000 0.058043739645 Long ABS-CBDO CORP US Y 2 2031-07-24 Floating 6.45270840 N N N N N N Dryden 53 CLO Ltd. N/A Dryden 53 CLO Ltd., Series 2017-53A, Class A 26243EAA9 31796443.01000000 PA USD 31496189.20000000 1.232811561380 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 6.38029080 N N N N N N TICP CLO XII Ltd. N/A TICP CLO XII Ltd., Series 2018-12A, Class AR 87250FAL4 11080000.00000000 PA USD 10858311.36000000 0.425011791003 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 6.43029120 N N N N N N CBAM Ltd. 254900YSCN4KH02DQ033 CBAM Ltd., Series 2018-8A, Class A1 12478CAA9 10385291.10000000 PA USD 10275965.14000000 0.402217822241 Long ABS-CBDO CORP US Y 2 2029-10-20 Floating 6.37043040 N N N N N N KKR CLO 25 Ltd. 549300MJB0YZ0QTQNZ45 KKR CLO 25 Ltd., Series 25, Class CR 48252UAL1 1300000.00000000 PA USD 1242637.50000000 0.048638832681 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 7.56029160 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2017-5A, Class A1B 14316AAC1 12527000.00000000 PA USD 12220777.49000000 0.478340909214 Long ABS-CBDO CORP US Y 2 2030-01-20 Floating 6.50043000 N N N N N N Regatta Funding LP N/A Regatta Funding LP, Series 2013-2A, Class A1R3 75885WBA8 10067472.69000000 PA USD 9992178.06000000 0.391109938968 Long ABS-CBDO CORP US Y 2 2029-01-15 Floating 6.11029080 N N N N N N OCP CLO Ltd. 254900NXH68CRC058O44 OCP CLO Ltd., Series 2014-5A, Class A1R 67102SAL8 2250000.00000000 PA USD 2227767.75000000 0.087198416952 Long ABS-CBDO CORP US Y 2 2031-04-26 Floating 6.34813920 N N N N N N Rockford Tower CLO Ltd. 549300V5ZF7112UGSH89 Rockford Tower CLO Ltd., Series 2017-3A, Class A 77341DAA5 24292012.50000000 PA USD 24029950.27000000 0.940570947302 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 6.44042880 N N N N N N Marble Point CLO XI Ltd. 549300DBVCVH5X7MO467 Marble Point CLO XI Ltd., Series 2017-2A, Class A 56607FAA3 2918162.49000000 PA USD 2868229.81000000 0.112267133271 Long ABS-CBDO CORP US Y 2 2030-12-18 Floating 6.44171040 N N N N N N AGL Core CLO 4 Ltd. 549300HS2AZ4GZPCZ864 AGL Core CLO 4 Ltd., Series 2020-4A, Class A1R 001199AG3 5500000.00000000 PA USD 5434803.00000000 0.212726940699 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 6.32043000 N N N N N N Ballyrock CLO Ltd. N/A Ballyrock CLO Ltd., Series 2019-1A, Class A1R 05875JAJ8 22590000.00000000 PA USD 22191828.66000000 0.868623907689 Long ABS-CBDO CORP US Y 2 2032-07-15 Floating 6.29029080 N N N N N N Neuberger Berman CLO XVI-S Ltd. 549300UHUHCR3388B324 Neuberger Berman CLO XVI-S Ltd., Series 2017-16SA, Class CR 64131TAS3 8000000.00000000 PA USD 7508320.00000000 0.293887734918 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 7.16028840 N N N N N N Atrium XIV LLC N/A Atrium XIV LLC, Series 14A, Class A2A 04965LAE8 2000000.00000000 PA USD 1970702.00000000 0.077136449562 Long ABS-CBDO CORP US Y 2 2030-08-23 Floating 6.71028840 N N N N N N Eaton Vance CLO Ltd. 5493004NKU3QU5G6QW39 Eaton Vance CLO Ltd., Series 2020-1A, Class AR 278300AJ7 25850000.00000000 PA USD 25398917.50000000 0.994154529035 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.43029120 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-2A, Class A1AR 67401UAN7 3000000.00000000 PA USD 2967684.00000000 0.116159930412 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 6.38029080 N N N N N N Symphony CLO XXII Ltd. N/A Symphony CLO XXII Ltd., Series 2020-22A, Class A1A 87167GAA8 2650000.00000000 PA USD 2624281.75000000 0.102718613390 Long ABS-CBDO CORP US Y 2 2033-04-18 Floating 6.55170840 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2013-2A, Class A3LR 12549BAU2 6205000.00000000 PA USD 5884431.09000000 0.230326108146 Long ABS-CBDO CORP US Y 2 2030-10-18 Floating 7.21171080 N N N N N N OHA Credit Funding 5 Ltd. N/A OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A 67113GAE7 1350000.00000000 PA USD 1325887.65000000 0.051897377604 Long ABS-CBDO CORP US Y 2 2033-04-18 Floating 6.71171040 N N N N N N Sound Point CLO XVII N/A Sound Point CLO XVII, Series 2017-3A, Class A1R 83611GAL5 57840886.97000000 PA USD 57196770.85000000 2.238773710995 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 6.23043000 N N N N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2021-1A, Class A1 69701YAA0 11203989.99000000 PA USD 11127690.82000000 0.435555736830 Long ABS-CBDO CORP US Y 2 2029-04-20 Floating 6.15043080 N N N N N N Apidos CLO XX 5493008YDOADR1DMZM86 Apidos CLO XX, Series 2015-20A, Class A1RA 03765LAP7 21330000.00000000 PA USD 21116529.36000000 0.826534961608 Long ABS-CBDO CORP US Y 2 2031-07-16 Floating 6.36028920 N N N N N N Carlyle US CLO LTD. N/A Carlyle US CLO Ltd., Series 2021-1A, Class A1 14316MAA9 23830000.00000000 PA USD 23444883.37000000 0.917670486744 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.40028880 N N N N N N Neuberger Berman Loan Advisers CLO 40 Ltd. 549300Y2YE54ON4DJE28 Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A 64134JAA1 4500000.00000000 PA USD 4446738.00000000 0.174052485588 Long ABS-CBDO CORP US Y 2 2033-04-16 Floating 6.32028960 N N N N N N Anchorage Capital CLO 9 Ltd. 5493009A4SIPWYPZDB35 Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR2 03328WAS7 32500000.00000000 PA USD 31996867.50000000 1.252408916249 Long ABS-CBDO CORP US Y 2 2032-07-15 Floating 6.40028880 N N N N N N CBAM Ltd. 25490038OT2B8HTRW786 CBAM Ltd., Series 2018-5A, Class A 12481QAC9 41375000.00000000 PA USD 40735632.13000000 1.594458235283 Long ABS-CBDO CORP US Y 2 2031-04-17 Floating 6.28029000 N N N N N N Venture 32 CLO Ltd. 549300UP09C89Q3HWD39 Venture 32 CLO Ltd., Series 2018-32A, Class A1 92325QAA5 3766000.00000000 PA USD 3693997.85000000 0.144589024033 Long ABS-CBDO CORP US Y 2 2031-07-18 Floating 6.36171120 N N N N N N CIFC Funding Ltd. 254900S2BZHNDNVF2L25 CIFC Funding Ltd., Series 2017-3A, Class A1 12548JAC6 9288135.06000000 PA USD 9212483.20000000 0.360591426659 Long ABS-CBDO CORP US Y 2 2030-07-20 Floating 6.47043120 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 CIFC Funding Ltd., Series 2014-4RA, Class A1AR 12552FAQ6 46005000.00000000 PA USD 45041195.25000000 1.762984908745 Long ABS-CBDO CORP US Y 2 2035-01-17 Floating 6.41792880 N N N N N N Logan CLO I Ltd. N/A Logan CLO I Ltd., Series 2021-1A, Class A 540543AA3 31700000.00000000 PA USD 31168454.40000000 1.219983493579 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.41043000 N N N N N N Golub Capital Partners CLO 58B Ltd. N/A Golub Capital Partners CLO 58B Ltd., Series 2021-58A, Class A2 38178TAC6 10000000.00000000 PA USD 9758380.00000000 0.381958706431 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 6.70514040 N N N N N N 2023-05-30 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer