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. Morgan CLO AAA Index 100%
IXJAAA10BM
CIFC Funding Ltd.
635400OB7ZCBUWDQNV87
CIFC Funding Ltd., Series 2018-3A, Class A
12551YAA1
34000000.00000000
PA
USD
33649800.00000000
1.317107355899
Long
ABS-CBDO
CORP
US
Y
2
2031-07-18
Floating
6.36171120
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300IUW4WDDDVSMS20
Palmer Square CLO Ltd., Series 2020-3A, Class A1AR
69701RAL1
10000000.00000000
PA
USD
9894710.00000000
0.387294882153
Long
ABS-CBDO
CORP
US
Y
2
2031-11-15
Floating
5.94357120
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2019-6A, Class C
12555XAG6
1500000.00000000
PA
USD
1459107.00000000
0.057111797477
Long
ABS-CBDO
CORP
US
Y
2
2033-01-16
Floating
7.96029120
N
N
N
N
N
N
Dryden 41 Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR
26244KAN6
52305000.00000000
PA
USD
51664159.14000000
2.022218379891
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
6.23028960
N
N
N
N
N
N
Carlyle US CLO Ltd.
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