0001752724-23-286060.txt : 20231220
0001752724-23-286060.hdr.sgml : 20231220
20231220113801
ACCESSION NUMBER: 0001752724-23-286060
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231031
FILED AS OF DATE: 20231220
DATE AS OF CHANGE: 20231220
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Janus Detroit Street Trust
CENTRAL INDEX KEY: 0001500604
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 231500386
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
2023-10-31
N
4651692164.14
194717150.07
4456975014.07
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
0.00000000
USD
N
J.P. Morgan CLO AAA Index 100%
IXJAAA10BM
KKR CLO 37 Ltd.
N/A
KKR CLO 37 Ltd., Series 37A, Class A1A
48254FAA6
18750000.00000000
PA
USD
18542643.75000000
0.416036520094
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.84743040
N
N
N
N
N
N
Rad CLO 20 Ltd.
N/A
Rad CLO 20 Ltd., Series 2023-20A, Class C
749979AE0
18500000.00000000
PA
USD
18523661.50000000
0.415610620241
Long
ABS-CBDO
CORP
US
Y
2
2036-07-20
Floating
8.40579840
N
N
N
N
N
N
Ares LXX CLO Ltd.
N/A
Ares LXX CLO Ltd., Series 2023-70A, Class A2
039951AC2
24500000.00000000
PA
USD
24487407.00000000
0.549417641397
Long
ABS-CBDO
CORP
US
Y
2
2035-10-25
Floating
0.00000000
N
N
N
N
N
N
Symphony CLO XXVI Ltd.
N/A
Symphony CLO XXVI Ltd., Series 2021-26A, Class AR
87190GAC5
18110000.00000000
PA
USD
17908327.04000000
0.401804519510
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
6.75743040
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2019-1A, Class A1AR
14316BAL9
25170000.00000000
PA
USD
25020490.20000000
0.561378291801
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
6.75743040
N
N
N
N
N
N
Shackleton 2021-XVI CLO Ltd.
549300OH4RL7RZQLLL91
Shackleton CLO Ltd., Series 2021-16A, Class A
81883JAA8
26870000.00000000
PA
USD
26469851.96000000
0.593897248165
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.88743000
N
N
N
N
N
N
Madison Park Funding LII Ltd.
N/A
Madison Park Funding LII Ltd., Series 2021-52A, Class A
55822BAC9
15085000.00000000
PA
USD
14854742.56000000
0.333292031324
Long
ABS-CBDO
CORP
US
Y
2
2035-01-22
Floating
6.77354040
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
34908020.00000000
0.783222250288
Long
ABS-CBDO
CORP
US
Y
2
2033-01-15
Floating
6.87548160
N
N
N
N
N
N
720 East CLO 2023-II Ltd.
N/A
720 East CLO Ltd., Series 2023-2A, Class A2
817941AC1
13000000.00000000
PA
USD
12831637.00000000
0.287900133150
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Floating
7.54593840
N
N
N
N
N
N
Aimco CLO 11 Ltd.
549300VLRW0CEQ83RF89
Aimco CLO 11 Ltd., Series 2020-11A, Class AR
00140NAN0
28050000.00000000
PA
USD
27838951.80000000
0.624615388511
Long
ABS-CBDO
CORP
US
Y
2
2034-10-17
Floating
6.79443840
N
N
N
N
N
N
RAD CLO 21 Ltd.
N/A
RAD CLO 21 Ltd., Series 2023-21A, Class A
750099AA1
25000000.00000000
PA
USD
24989175.00000000
0.560675680727
Long
ABS-CBDO
CORP
US
Y
2
2033-01-25
Floating
0.00000000
N
N
N
N
N
N
Ares LVI CLO Ltd.
N/A
Ares LVI CLO Ltd., Series 2020-56A, Class AR
04018NAN1
14950000.00000000
PA
USD
14825466.50000000
0.332635171909
Long
ABS-CBDO
CORP
US
Y
2
2034-10-25
Floating
6.79983120
N
N
N
N
N
N
Shackleton CLO Ltd.
N/A
Shackleton CLO Ltd., Series 2017-11A, Class AR
81883EAE1
40813810.56000000
PA
USD
40660513.89000000
0.912289473502
Long
ABS-CBDO
CORP
US
Y
2
2030-08-15
Floating
6.71618160
N
N
N
N
N
N
Magnetite XV Ltd.
549300B3V0K3DX0M2K31
Magnetite XV Ltd., Series 2015-15A, Class CR
55953MAU6
6950000.00000000
PA
USD
6782498.05000000
0.152177161159
Long
ABS-CBDO
CORP
US
Y
2
2031-07-25
Floating
7.43982840
N
N
N
N
N
N
Empower CLO Ltd.
N/A
Empower CLO Ltd., Series 2023-2A, Class A2
29247BAE7
22500000.00000000
PA
USD
22527652.50000000
0.505447134634
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
7.74024840
N
N
N
N
N
N
Saratoga Investment Corp. CLO Ltd.
549300471O2DE0Y4L506
Saratoga Investment Corp. CLO Ltd., Series 2013-1A, Class A2R3
80349BBD8
35000000.00000000
PA
USD
33909820.00000000
0.760825894086
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
7.32742920
N
N
N
N
N
N
Octagon Investment Partners 40 Ltd.
N/A
Octagon Investment Partners 40 Ltd., Series 2019-1A, Class A1R
67592BAL2
22380000.00000000
PA
USD
22121063.40000000
0.496324599760
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.84743040
N
N
N
N
N
N
Magnetite XXVI Ltd.
549300F7COUCG1RROP29
Magnetite XXVI Ltd., Series 2020-26A, Class A1R
55954YAJ4
47360536.00000000
PA
USD
46964601.92000000
1.053732672311
Long
ABS-CBDO
CORP
US
Y
2
2034-07-25
Floating
6.75983160
N
N
N
N
N
N
Allegro CLO XIV Ltd.
25490093RGALWPW3N486
Allegro CLO XIV Ltd., Series 2021-2A, Class A2
01751AAL0
6875000.00000000
PA
USD
6703895.00000000
0.150413564779
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
7.00548120
N
N
N
N
N
N
Venture XXX CLO Ltd.
5493001R7OPCYBM5NH78
Venture XXX CLO Ltd., Series 2017-30A, Class A2
92331NAC0
15500000.00000000
PA
USD
14962305.00000000
0.335705382075
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
7.00548120
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
16512938.40000000
0.370496544132
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.90743160
N
N
N
N
N
N
Battalion CLO VIII Ltd.
549300WH2OE0BGHQQP83
Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2
07132ACC5
12901516.53000000
PA
USD
12849033.16000000
0.288290446310
Long
ABS-CBDO
CORP
US
Y
2
2030-07-18
Floating
6.72665040
N
N
N
N
N
N
Magnetite Xxix Ltd.
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd., Series 2021-29A, Class A
55955KAA2
21806000.00000000
PA
USD
21650981.15000000
0.485777485439
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Floating
6.64548120
N
N
N
N
N
N
KKR CLO 48 Ltd.
549300GM4MA615ZG7468
KKR CLO 48 Ltd., Series 48A, Class A2
48256EAC3
8750000.00000000
PA
USD
8745502.50000000
0.196220586213
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
0.00000000
N
N
N
N
N
N
Ares XXXIV CLO Ltd.
549300VDFIIXSFET0S73
Ares XXXIV CLO Ltd., Series 2015-2A, Class AR2
04015GAP4
11995000.00000000
PA
USD
11911934.63000000
0.267265008046
Long
ABS-CBDO
CORP
US
Y
2
2033-04-17
Floating
6.91444080
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A2
12510TAB0
13889000.00000000
PA
USD
13335912.24000000
0.299214426778
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
7.17743160
N
N
N
N
N
N
OHA Credit Funding 3 Ltd.
N/A
OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR
67112RAS3
110000000.00000000
PA
USD
109341540.00000000
2.453267959879
Long
ABS-CBDO
CORP
US
Y
2
2035-07-02
Floating
6.81743160
N
N
N
N
N
N
Venture 42 CLO Ltd.
5493005OM8P21GK6YE73
Venture 42 CLO Ltd., Series 2021-42A, Class A2
923260AE3
5000000.00000000
PA
USD
4865560.00000000
0.109167316052
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.95548080
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
34898710.00000000
0.783013364217
Long
ABS-CBDO
CORP
US
Y
2
2033-01-15
Floating
7.00548120
N
N
N
N
N
N
Octagon Investment Partners 29 Ltd.
5493003U22XL00FIHD56
Octagon Investment Partners 29 Ltd., Series 2016-1A, Class AR
67591JAL6
68716000.00000000
PA
USD
68260687.78000000
1.531547463571
Long
ABS-CBDO
CORP
US
Y
2
2033-01-24
Floating
6.84007920
N
N
N
N
N
N
Dryden 76 CLO Ltd.
N/A
Dryden 76 CLO Ltd., Series 2019-76A, Class A1R
26252WAU3
10750000.00000000
PA
USD
10631212.50000000
0.238529775608
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.82742880
N
N
N
N
N
N
Regatta XXV Funding Ltd.
N/A
Regatta XXV Funding Ltd., Series 2023-1A, Class C
758978AE0
11000000.00000000
PA
USD
11008371.00000000
0.246991983694
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
8.30427120
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
27550000.00000000
PA
USD
27404398.25000000
0.614865422477
Long
ABS-CBDO
CORP
US
Y
2
2033-10-16
Floating
6.73548120
N
N
N
N
N
N
Octagon 68 Ltd.
N/A
Octagon 68 Ltd., Series 2023-1A, Class A2
675949AE1
15000000.00000000
PA
USD
15000000.00000000
0.336551135078
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
0.00000000
N
N
N
N
N
N
Rockford Tower CLO Ltd.
N/A
Rockford Tower CLO Ltd., Series 2022-2A, Class A2R
77340LAP5
9500000.00000000
PA
USD
9500000.00000000
0.213149052216
Long
ABS-CBDO
CORP
US
Y
2
2035-10-20
Floating
7.56582120
N
N
N
N
N
N
Dryden 85 CLO Ltd.
549300XS2BVK8BZTXN05
Dryden 85 CLO Ltd., Series 2020-85A, Class AR
26246BAL8
44893000.00000000
PA
USD
44410220.68000000
0.996420678594
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
6.80547960
N
N
N
N
N
N
Anchorage Capital CLO Ltd.
549300MP4QPQUMB6AD63
Anchorage Capital CLO Ltd., Series 2014-4RA, Class A
03328LAA0
11619395.86000000
PA
USD
11562019.28000000
0.259414047498
Long
ABS-CBDO
CORP
US
Y
2
2031-01-28
Floating
6.70159080
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
7790536.00000000
0.174794248911
Long
ABS-CBDO
CORP
US
Y
2
2035-01-18
Floating
7.10664840
N
N
N
N
N
N
Pikes Peak CLO 11
5493008O059R6VFBVX94
Pikes Peak CLO 11, Series 2022-11A, Class A1
72132KAA3
11000000.00000000
PA
USD
11011627.00000000
0.247065037727
Long
ABS-CBDO
CORP
US
Y
2
2034-07-25
Floating
7.32822120
N
N
N
N
N
N
Signal Peak CLO 5 Ltd.
N/A
Signal Peak CLO 5 Ltd., Series 2018-5A, Class A
56844YAA5
13402840.09000000
PA
USD
13354951.74000000
0.299641611134
Long
ABS-CBDO
CORP
US
Y
2
2031-04-25
Floating
6.74983080
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2022-1A, Class B
69701CAE0
15000000.00000000
PA
USD
14548230.00000000
0.326414887991
Long
ABS-CBDO
CORP
US
Y
2
2030-04-15
Floating
7.39387080
N
N
N
N
N
N
Ballyrock CLO 19 Ltd.
N/A
Ballyrock CLO 19 Ltd., Series 2022-19A, Class A1
05874WAA9
25000000.00000000
PA
USD
24633775.00000000
0.552701662500
Long
ABS-CBDO
CORP
US
Y
2
2035-04-20
Floating
6.74582040
N
N
N
N
N
N
Golub Capital Partners CLO 66B Ltd.
N/A
Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class A
38179MAA4
47500000.00000000
PA
USD
47490975.00000000
1.065542769481
Long
ABS-CBDO
CORP
US
Y
2
2036-04-25
Floating
7.32822120
N
N
N
N
N
N
Mountain View CLO LLC
N/A
Mountain View CLO LLC, Series 2017-2A, Class AR
62432LAL5
21645896.78000000
PA
USD
21565222.52000000
0.483853341154
Long
ABS-CBDO
CORP
US
Y
2
2031-01-16
Floating
6.69548160
N
N
N
N
N
N
Octagon Investment Partners 44 Ltd.
N/A
Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR
67577LAJ4
48600000.00000000
PA
USD
48075217.20000000
1.078651261185
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.83547840
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
N/A
Bain Capital Credit CLO Ltd., Series 2020-4A, Class A2R
05684KAU1
19500000.00000000
PA
USD
19499259.00000000
0.437499849975
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
7.36581960
N
N
N
N
N
N
Octagon Investment Partners 45 Ltd.
N/A
Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1R
67577MAN3
9380000.00000000
PA
USD
9233268.66000000
0.207164469866
Long
ABS-CBDO
CORP
US
Y
2
2035-04-15
Floating
6.73386840
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-1A, Class A1
92917AAA4
7976598.10000000
PA
USD
7926824.13000000
0.177852110567
Long
ABS-CBDO
CORP
US
Y
2
2031-04-19
Floating
6.60841920
N
N
N
N
N
N
Race Point VIII CLO Ltd.
5493008ABAJEYBWITR69
Race Point VIII CLO Ltd., Series 2013-8A, Class BR2
74982LBA7
19290000.00000000
PA
USD
18982073.73000000
0.425895897331
Long
ABS-CBDO
CORP
US
Y
2
2030-02-20
Floating
7.14137040
N
N
N
N
N
N
Atlas Senior Loan Fund VII Ltd.
N/A
Atlas Senior Loan Fund VII Ltd., Series 2016-7A, Class A2R
04941TAU4
10000000.00000000
PA
USD
9691780.00000000
0.217451970661
Long
ABS-CBDO
CORP
US
Y
2
2031-11-27
Floating
7.19951040
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
17580078.00000000
0.394439680377
Long
ABS-CBDO
CORP
US
Y
2
2031-07-16
Floating
6.95548080
N
N
N
N
N
N
Post CLO Ltd.
N/A
Post CLO Ltd., Series 2023-1A, Class A
73743CAA0
30000000.00000000
PA
USD
29868990.00000000
0.670162832542
Long
ABS-CBDO
CORP
US
Y
2
2036-04-20
Floating
7.36581960
N
N
N
N
N
N
BlueMountain CLO XXXII Ltd.
N/A
BlueMountain CLO XXXII Ltd., Series 2021-32A, Class A
09631EAA5
12645000.00000000
PA
USD
12502187.37000000
0.280508356688
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.82548120
N
N
N
N
N
N
Octagon 54 Ltd.
N/A
Octagon 54 Ltd., Series 2021-1A, Class A1
67577FAA6
23400000.00000000
PA
USD
23117117.40000000
0.518672806713
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
6.77548080
N
N
N
N
N
N
Benefit Street Partners CLO Ltd.
N/A
Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A
08182DAC8
14515000.00000000
PA
USD
14405223.06000000
0.323206278126
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.86742840
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2021-4A, Class A
69702EAA3
29400000.00000000
PA
USD
29190730.80000000
0.654944905633
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.82548120
N
N
N
N
N
N
Elmwood CLO 23 Ltd.
N/A
Elmwood CLO 23 Ltd., Series 2023-2A, Class A
29003YAA9
40000000.00000000
PA
USD
40065240.00000000
0.898933466611
Long
ABS-CBDO
CORP
US
Y
2
2036-04-16
Floating
7.19386920
N
N
N
N
N
N
Ares LV CLO Ltd.
N/A
Ares LV CLO Ltd., Series 2020-55A, Class A1R
04018BAL1
39250000.00000000
PA
USD
38971835.25000000
0.874401025964
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
6.78548160
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2023-2A, Class C
14318GAG7
13000000.00000000
PA
USD
13038558.00000000
0.292542766312
Long
ABS-CBDO
CORP
US
Y
2
2036-07-20
Floating
8.25543000
N
N
N
N
N
N
CIFC Funding 2022-IV Ltd.
N/A
CIFC Funding Ltd., Series 2022-4A, Class A2
12567WAC3
10000000.00000000
PA
USD
9822430.00000000
0.220383331048
Long
ABS-CBDO
CORP
US
Y
2
2035-07-16
Floating
7.09386840
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2021-3SA, Class A1
14315DAA0
16800000.00000000
PA
USD
16605204.00000000
0.372566683626
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.71547960
N
N
N
N
N
N
Signal Peak CLO 1 Ltd.
N/A
Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR3
82666TAC3
24920000.00000000
PA
USD
24657368.12000000
0.553231015254
Long
ABS-CBDO
CORP
US
Y
2
2034-04-17
Floating
6.82444080
N
N
N
N
N
N
Dryden 72 CLO Ltd.
N/A
Dryden 72 CLO Ltd., Series 2019-72A, Class AR
26252NAN9
30000000.00000000
PA
USD
29782110.00000000
0.668213528368
Long
ABS-CBDO
CORP
US
Y
2
2032-05-15
Floating
6.70618080
N
N
N
N
N
N
Symphony CLO XV Ltd.
549300JNP1PJXORD0Y06
Symphony CLO XV Ltd., Series 2014-15A, Class AR3
87154EBE9
22390000.00000000
PA
USD
22219074.74000000
0.498523654942
Long
ABS-CBDO
CORP
US
Y
2
2032-01-17
Floating
6.74444160
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2020-1A, Class AR
67402FAJ8
22695000.00000000
PA
USD
22320736.76000000
0.500804619490
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
6.80547960
N
N
N
N
N
N
OHA Credit Funding 8 Ltd.
N/A
OHA Credit Funding 8 Ltd., Series 2021-8A, Class A
67707GAC3
20000000.00000000
PA
USD
19942200.00000000
0.447438003063
Long
ABS-CBDO
CORP
US
Y
2
2034-01-18
Floating
6.84664920
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
6757667.00000000
0.151620033288
Long
ABS-CBDO
CORP
US
Y
2
2031-01-20
Floating
7.42743000
N
N
N
N
N
N
Cedar Funding XI CLO Ltd.
2549004YLPCISGLL7978
Cedar Funding XI CLO Ltd., Series 2019-11A, Class A1R
15033LAQ5
34120000.00000000
PA
USD
33919203.80000000
0.761036435989
Long
ABS-CBDO
CORP
US
Y
2
2032-05-29
Floating
6.71550120
N
N
N
N
N
N
Rad CLO 22 Ltd.
N/A
Rad CLO 22 Ltd., Series 2023-22A, Class A2
74923VAC4
10000000.00000000
PA
USD
10000000.00000000
0.224367423385
Long
ABS-CBDO
CORP
US
Y
2
2037-01-20
Floating
0.00000000
N
N
N
N
N
N
Madison Park Funding LIX Ltd.
N/A
Madison Park Funding LIX Ltd., Series 2021-59A, Class A
55822EAA7
42300000.00000000
PA
USD
42108127.20000000
0.944769200344
Long
ABS-CBDO
CORP
US
Y
2
2034-01-18
Floating
6.79664880
N
N
N
N
N
N
Battalion CLO XV Ltd.
549300CJP8HGT746II19
Battalion CLO XV Ltd., Series 2020-15A, Class A2
07131AAJ3
7500000.00000000
PA
USD
7280737.50000000
0.163356031322
Long
ABS-CBDO
CORP
US
Y
2
2033-01-17
Floating
7.26444000
N
N
N
N
N
N
Dryden 102 CLO Ltd.
N/A
Dryden 102 CLO Ltd., Series 2023-102A, Class A2
26253TAC9
10400000.00000000
PA
USD
10360563.20000000
0.232457287000
Long
ABS-CBDO
CORP
US
Y
2
2036-10-15
Floating
7.39377000
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
4666846.50000000
0.104708832454
Long
ABS-CBDO
CORP
US
Y
2
2030-07-27
Floating
6.94910160
N
N
N
N
N
N
Ares LXI CLO Ltd.
N/A
Ares LXI CLO Ltd., Series 2021-61A, Class A
04019DAA0
43783000.00000000
PA
USD
43367543.11000000
0.973026390614
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.82742880
N
N
N
N
N
N
Bethpage Park CLO Ltd.
N/A
Bethpage Park CLO Ltd., Series 2021-1A, Class A
087598AA6
35653000.00000000
PA
USD
35326988.97000000
0.792622549116
Long
ABS-CBDO
CORP
US
Y
2
2035-01-15
Floating
6.78548160
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
16562826.25000000
0.371615864969
Long
ABS-CBDO
CORP
US
Y
2
2036-04-18
Floating
8.49503880
N
N
N
N
N
N
Octagon Investment Partners XXI Ltd.
549300XIS9D4AHDX5A35
Octagon Investment Partners XXI Ltd., Series 2014-1A, Class AAR3
67590QBK2
21150000.00000000
PA
USD
21012863.40000000
0.471460201900
Long
ABS-CBDO
CORP
US
Y
2
2031-02-14
Floating
6.63076080
N
N
N
N
N
N
Steele Creek CLO Ltd.
549300ZMV389HVGL0K94
Steele Creek CLO Ltd., Series 2014-1RA, Class A
85816WAC8
8702543.77000000
PA
USD
8667115.71000000
0.194461842003
Long
ABS-CBDO
CORP
US
Y
2
2031-04-21
Floating
6.74354160
N
N
N
N
N
N
Zais CLO 13 Ltd.
549300GODB02F7ODZK39
Zais CLO 13 Ltd., Series 2019-13A, Class A1A
98876NAA2
20000000.00000000
PA
USD
19767800.00000000
0.443525035199
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
7.14548160
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2023-4A, Class A2
14319CAC4
8000000.00000000
PA
USD
7997272.00000000
0.179432731275
Long
ABS-CBDO
CORP
US
Y
2
2036-10-25
Floating
0.00000000
N
N
N
N
N
N
Deer Creek CLO Ltd.
N/A
Deer Creek CLO Ltd., Series 2017-1A, Class A
24380LAC7
3047301.30000000
PA
USD
3038247.77000000
0.068168382376
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
6.85743120
N
N
N
N
N
N
LCM 35 Ltd.
549300KLSB4ZQ2S3TJ95
LCM 35 Ltd., Series 35A, Class A2
50202QAC7
5750000.00000000
PA
USD
5598792.25000000
0.125618659120
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
7.05548160
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
7525950.00000000
0.168857801002
Long
ABS-CBDO
CORP
US
Y
2
2036-04-25
Floating
9.12822120
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
10405632.30000000
0.233468490784
Long
ABS-CBDO
CORP
US
Y
2
2034-10-21
Floating
7.72354080
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
24013208.16000000
0.538778164207
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.82742880
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2020-1A, Class A1RR
87190CAW0
15000000.00000000
PA
USD
14924565.00000000
0.334858619419
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.83742960
N
N
N
N
N
N
AGL CLO 16 Ltd.
N/A
AGL CLO 16 Ltd., Series 2021-16A, Class A
00120LAA6
26341220.00000000
PA
USD
25999231.94000000
0.583338068037
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.80743080
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2020-13A, Class A
12511AAA2
25880000.00000000
PA
USD
25702230.28000000
0.576674318318
Long
ABS-CBDO
CORP
US
Y
2
2034-01-20
Floating
7.10742960
N
N
N
N
N
N
CIFC Funding 2020-III Ltd.
N/A
CIFC Funding 2020-III Ltd., Series 2020-3A, Class A1R
12560EAL0
55500000.00000000
PA
USD
55042291.50000000
1.234969712108
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.80743080
N
N
N
N
N
N
Dryden 107 CLO Ltd.
N/A
Dryden 107 CLO Ltd., Series 2023-107A, Class C
26254FAG9
14750000.00000000
PA
USD
14745486.50000000
0.330840681256
Long
ABS-CBDO
CORP
US
Y
2
2035-08-15
Floating
8.39922120
N
N
N
N
N
N
Benefit Street Partners CLO XXXII Ltd.
2549003NV71H6I4TDQ63
Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class A2
08181FAC4
11000000.00000000
PA
USD
10996194.00000000
0.246718771482
Long
ABS-CBDO
CORP
US
Y
2
2036-10-25
Floating
0.00000000
N
N
N
N
N
N
Octagon Investment Partners 51 Ltd.
N/A
Octagon Investment Partners 51 Ltd., Series 2021-1A, Class A
67578JAA7
16455000.00000000
PA
USD
16275574.68000000
0.365170875506
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.82742880
N
N
N
N
N
N
CBAM Ltd.
254900IPFC9SXD6VQ444
CBAM Ltd., Series 2019-10A, Class A1R
12482NAN1
29500000.00000000
PA
USD
29287246.00000000
0.657110392307
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
6.79743000
N
N
N
N
N
N
Octagon Investment Partners 48 Ltd.
N/A
Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR
67577UAJ4
37168000.00000000
PA
USD
36744210.46000000
0.824420382524
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.82742880
N
N
N
N
N
N
RR 16 Ltd.
549300FLUOZC8QYYKL96
RR 16 Ltd., Series 2021-16A, Class A1
74971CAA1
16035000.00000000
PA
USD
15911049.45000000
0.356992116845
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
6.76548000
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A1
12510TAA2
16897000.00000000
PA
USD
16705083.87000000
0.374807662534
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.85743120
N
N
N
N
N
N
TICP CLO XIV Ltd.
N/A
TICP CLO XIV Ltd., Series 2019-14A, Class A1R
87250CAL1
27480000.00000000
PA
USD
27295361.88000000
0.612419001538
Long
ABS-CBDO
CORP
US
Y
2
2032-10-20
Floating
6.75743040
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2020-12A, Class AR
12509VAG7
35000000.00000000
PA
USD
34632990.00000000
0.777051473043
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.85743120
N
N
N
N
N
N
Rad CLO 10 Ltd.
N/A
Rad CLO 10 Ltd., Series 2021-10A, Class A
48662LAA9
5520000.00000000
PA
USD
5478760.08000000
0.122925528249
Long
ABS-CBDO
CORP
US
Y
2
2034-04-23
Floating
6.84353880
N
N
N
N
N
N
Ares XLI CLO Ltd.
549300X38KZ67Q2FQG11
Ares XLI CLO Ltd., Series 2016-41A, Class AR2
04016DAS4
24720000.00000000
PA
USD
24383437.20000000
0.547084897784
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.72548040
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
12909507.00000000
0.289647282276
Long
ABS-CBDO
CORP
US
Y
2
2031-08-18
Floating
6.84083880
N
N
N
N
N
N
Shackleton CLO Ltd.
549300HOHPZON6E4VH77
Shackleton CLO Ltd., Series 2019-14A, Class A1R
81880XAL6
3825000.00000000
PA
USD
3765154.05000000
0.084477791284
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.87742920
N
N
N
N
N
N
CIFC Funding 2020-I Ltd.
N/A
CIFC Funding 2020-I Ltd., Series 2020-1A, Class A1R
12555QAN6
22800000.00000000
PA
USD
22621316.40000000
0.507548647425
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
6.80547960
N
N
N
N
N
N
CIFC Funding 2019-I Ltd.
254900RRJV30GDUWIX97
CIFC Funding 2019-I Ltd., Series 2019-1A, Class AR
12553DAJ6
15710000.00000000
PA
USD
15614451.78000000
0.350337431345
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
6.77742840
N
N
N
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
199675635.76000000
NS
USD
199715570.89000000
4.480966805053
Long
STIV
RF
US
N
2
N
N
N
Canyon Capital CLO Ltd.
549300W778MFSPI8C872
Canyon Capital CLO Ltd., Series 2014-1A, Class A1BR
13875LAY4
3010000.00000000
PA
USD
2931219.27000000
0.065767011498
Long
ABS-CBDO
CORP
US
Y
2
2031-01-30
Floating
6.82158960
N
N
N
N
N
N
Rad CLO 15 Ltd.
N/A
Rad CLO 15 Ltd., Series 2021-15A, Class A
750103AA1
12400000.00000000
PA
USD
12311935.20000000
0.276239717771
Long
ABS-CBDO
CORP
US
Y
2
2034-01-20
Floating
6.76743120
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
20021620.00000000
0.449219929140
Long
ABS-CBDO
CORP
US
Y
2
2036-04-20
Floating
7.71581880
N
N
N
N
N
N
RAD CLO 21 Ltd.
N/A
RAD CLO 21 Ltd., Series 2023-21A, Class B
750099AC7
39375000.00000000
PA
USD
39354564.38000000
0.882988220839
Long
ABS-CBDO
CORP
US
Y
2
2033-01-25
Floating
0.00000000
N
N
N
N
N
N
BlueMountain CLO XXXIII Ltd.
N/A
BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class A
09630MAA8
17400000.00000000
PA
USD
17225739.00000000
0.386489467533
Long
ABS-CBDO
CORP
US
Y
2
2034-11-20
Floating
6.83137080
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2021-14A, Class A
12511GAA9
20000000.00000000
PA
USD
19771620.00000000
0.443610743555
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.77742840
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2023-2A, Class A2
14318GAC6
9000000.00000000
PA
USD
8989047.00000000
0.201684931408
Long
ABS-CBDO
CORP
US
Y
2
2036-07-20
Floating
7.50543120
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
11280640.12000000
0.253100815786
Long
ABS-CBDO
CORP
US
Y
2
2035-07-16
Floating
6.75547920
N
N
N
N
N
N
Apidos CLO XLIII Ltd.
549300NZQZOTNS7ILQ86
Apidos CLO XLIII Ltd., Series 2023-43A, Class A2
03769UAC2
5000000.00000000
PA
USD
4999890.00000000
0.112181243651
Long
ABS-CBDO
CORP
US
Y
2
2035-04-25
Floating
7.42821840
N
N
N
N
N
N
KKR CLO 27 Ltd.
5493007WGG1LNIZXEI24
KKR CLO 27 Ltd., Series 27A, Class AR
48253YBC1
20700000.00000000
PA
USD
20545329.60000000
0.460970266495
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Floating
6.67387080
N
N
N
N
N
N
Madison Park Funding XXXVIII Ltd.
N/A
Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A
55821KAC0
38760000.00000000
PA
USD
38369493.00000000
0.860886428101
Long
ABS-CBDO
CORP
US
Y
2
2034-07-17
Floating
6.78444120
N
N
N
N
N
N
Regatta XX Funding Ltd.
N/A
Regatta XX Funding Ltd., Series 2021-2A, Class A
75884YAA6
13481022.00000000
PA
USD
13398882.13000000
0.300627265975
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.81548040
N
N
N
N
N
N
Barings CLO Ltd.
N/A
Barings CLO Ltd., Series LP-2A, Class A
06763BAA7
10450000.00000000
PA
USD
10379535.65000000
0.232882966972
Long
ABS-CBDO
CORP
US
Y
2
2034-01-20
Floating
6.77742840
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
254900ZFJ59QPVWB0563
Bain Capital Credit CLO Ltd., Series 2023-4A, Class C
05685EAG5
12150000.00000000
PA
USD
12130900.20000000
0.272177882121
Long
ABS-CBDO
CORP
US
Y
2
2036-10-21
Floating
8.32258080
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-7A, Class A1
14316WAA7
34000000.00000000
PA
USD
33719466.00000000
0.756554970435
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
6.81548040
N
N
N
N
N
N
Anchorage Capital CLO 24 Ltd.
549300X5ZN5RMBYQ2W98
Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A1
03331GAA6
19875000.00000000
PA
USD
19729236.75000000
0.442659801495
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.87386880
N
N
N
N
N
N
Madison Park Funding LXII Ltd.
N/A
Madison Park Funding LXII Ltd., Series 2022-62A, Class CR
55817HAS8
18000000.00000000
PA
USD
17998956.00000000
0.403837938134
Long
ABS-CBDO
CORP
US
Y
2
2036-07-17
Floating
8.40282840
N
N
N
N
N
N
Madison Park Funding XXI Ltd.
N/A
Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR
55820JBC3
79250000.00000000
PA
USD
78824427.50000000
1.768563369800
Long
ABS-CBDO
CORP
US
Y
2
2032-10-15
Floating
6.73548120
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
5500000.00000000
PA
USD
5455725.00000000
0.122408696094
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
6.92742960
N
N
N
N
N
N
Apidos CLO XXXIII
549300DDYHDQJDDDWB27
Apidos CLO XXXIII, Series 2020-33A, Class AR
03768MAJ6
18630000.00000000
PA
USD
18461677.95000000
0.414219911301
Long
ABS-CBDO
CORP
US
Y
2
2034-10-24
Floating
6.81008040
N
N
N
N
N
N
Sycamore Tree CLO Ltd.
5493000NGQSA68NFD567
Sycamore Tree CLO Ltd., Series 2023-4A, Class A2
870923AC3
10000000.00000000
PA
USD
9982300.00000000
0.223970293046
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
7.73862120
N
N
N
N
N
N
Madison Park Funding Ltd.
N/A
Madison Park Funding LXIII Ltd., Series 2023-63A, Class A2
55817GAC5
15000000.00000000
PA
USD
15016395.00000000
0.336918985468
Long
ABS-CBDO
CORP
US
Y
2
2035-04-21
Floating
7.66193040
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
3413791.50000000
0.076594360282
Long
ABS-CBDO
CORP
US
Y
2
2030-01-15
Floating
6.80547960
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2017-3A, Class A1R
92915QAU7
16920000.00000000
PA
USD
16690277.16000000
0.374475448197
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.71743080
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
26725000.00000000
PA
USD
26573977.03000000
0.596233475532
Long
ABS-CBDO
CORP
US
Y
2
2035-07-17
Floating
6.79443840
N
N
N
N
N
N
CIFC Funding Ltd.
54930089HD7KU5NUS092
CIFC Funding Ltd., Series 2021-7A, Class A1
12567HAC6
35826000.00000000
PA
USD
35488053.34000000
0.796236308885
Long
ABS-CBDO
CORP
US
Y
2
2035-01-23
Floating
6.80353920
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
31346294.44000000
PA
USD
31258963.66000000
0.701349313409
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
6.79547880
N
N
N
N
N
N
Allegro CLO XII Ltd.
254900E0ZQX4DLP7HF87
Allegro CLO XII Ltd., Series 2020-1A, Class A1
01750TAC0
34225000.00000000
PA
USD
34132968.98000000
0.765832630253
Long
ABS-CBDO
CORP
US
Y
2
2032-01-21
Floating
6.92354160
N
N
N
N
N
N
NYACK Park CLO Ltd.
N/A
NYACK Park CLO Ltd., Series 2021-1A, Class A
67080PAC0
54346613.00000000
PA
USD
53793690.56000000
1.206955174533
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.79743000
N
N
N
N
N
N
Invesco CLO Ltd.
54930008L2A8UYGN7A86
Invesco CLO Ltd., Series 2022-2A, Class A2
46145XAC0
5000000.00000000
PA
USD
4906685.00000000
0.110090027081
Long
ABS-CBDO
CORP
US
Y
2
2035-07-20
Floating
7.16582160
N
N
N
N
N
N
Dryden 105 CLO Ltd.
254900M9WDNRF1Z3T669
Dryden 105 CLO Ltd., Series 2023-105A, Class A
26253QAA9
32000000.00000000
PA
USD
32079488.00000000
0.719759206608
Long
ABS-CBDO
CORP
US
Y
2
2036-04-18
Floating
7.19503920
N
N
N
N
N
N
LCM XXIII Ltd.
N/A
LCM XXIII Ltd., Series 23A, Class A1R
52111PAF8
12712348.71000000
PA
USD
12687839.30000000
0.284673781206
Long
ABS-CBDO
CORP
US
Y
2
2029-10-20
Floating
6.74742960
N
N
N
N
N
N
Buckhorn Park CLO Ltd.
N/A
Buckhorn Park CLO Ltd., Series 2019-1A, Class AR
118382AQ3
45230000.00000000
PA
USD
44892131.90000000
1.007233196468
Long
ABS-CBDO
CORP
US
Y
2
2034-07-18
Floating
6.77665080
N
N
N
N
N
N
Rockford Tower CLO Ltd.
5493007GXSFXDXOXG741
Rockford Tower CLO Ltd., Series 2017-1A, Class AR2
77340EAW6
14500000.00000000
PA
USD
14322839.00000000
0.321357848199
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.77742840
N
N
N
N
N
N
Regatta XXIII Funding Ltd.
N/A
Regatta XXIII Funding Ltd., Series 2021-4A, Class A1
75889FAC8
56418000.00000000
PA
USD
55992382.61000000
1.256286661541
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.82742880
N
N
N
N
N
N
Atlas Senior Loan Fund Ltd.
N/A
Atlas Senior Loan Fund Ltd., Series 2021-16A, Class A
04940AAA0
14845000.00000000
PA
USD
14717852.58000000
0.330220666114
Long
ABS-CBDO
CORP
US
Y
2
2034-01-20
Floating
6.94743120
N
N
N
N
N
N
Voya CLO Ltd.
549300L8S87K3SMP0R77
Voya CLO Ltd., Series 2014-2A, Class A1RR
92912VAY1
16565910.91000000
PA
USD
16494197.08000000
0.370076049965
Long
ABS-CBDO
CORP
US
Y
2
2030-04-17
Floating
6.68444040
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
31039135.49000000
0.696417085400
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.86742840
N
N
N
N
N
N
Dryden 75 CLO Ltd.
254900JFO9XUH2EREJ70
Dryden 75 CLO Ltd., Series 2019-75A, Class AR2
26252JAS7
56041000.00000000
PA
USD
55241463.05000000
1.239438472856
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.69548160
N
N
N
N
N
N
KKR CLO 24 Ltd.
549300LGO0WGOG6NE245
KKR CLO 24 Ltd., Series 24, Class A1R
48252RAL8
7110000.00000000
PA
USD
7063671.24000000
0.158485771576
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
6.75743040
N
N
N
N
N
N
KKR CLO Ltd.
549300GKHET0CQ690V42
KKR CLO Ltd., Series 22A, Class A
48252WAA1
2948116.43000000
PA
USD
2935469.01000000
0.065862361820
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Floating
6.82742880
N
N
N
N
N
N
AGL Core CLO 15 Ltd.
5493001O95I190NV0196
AGL Core CLO 15 Ltd., Series 2021-15A, Class A1
00121GAA6
43200000.00000000
PA
USD
42862651.20000000
0.961698260921
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.82742880
N
N
N
N
N
N
RRX 4 Ltd.
N/A
RRX 4 Ltd., Series 2021-4A, Class A1
402562AA0
27110000.00000000
PA
USD
26957831.57000000
0.604845920941
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
6.85548000
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
19709180.00000000
0.442209793363
Long
ABS-CBDO
CORP
US
Y
2
2029-07-15
Floating
6.90548040
N
N
N
N
N
N
Katayma CLO I Ltd.
254900I6JJYMZNFX8987
Katayma CLO I Ltd., Series 2023-1A, Class A2
48585JAC4
16000000.00000000
PA
USD
15991872.00000000
0.358805511574
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
7.58320920
N
N
N
N
N
N
Dryden 77 CLO Ltd.
254900XGNUOV0Y3IBA68
Dryden 77 CLO Ltd., Series 2020-77A, Class AR
26252VAS0
44600000.00000000
PA
USD
44037906.20000000
0.988067154538
Long
ABS-CBDO
CORP
US
Y
2
2034-05-20
Floating
6.76136880
N
N
N
N
N
N
Octagon Investment Partners 50 Ltd.
N/A
Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR
67592MAN4
53400000.00000000
PA
USD
52761656.40000000
1.183799690001
Long
ABS-CBDO
CORP
US
Y
2
2035-01-15
Floating
6.80547960
N
N
N
N
N
N
OCP CLO Ltd.
2549003HLFPQ7ATPYA23
OCP CLO Ltd., Series 2019-17A, Class A1R
67113LAL0
63780000.00000000
PA
USD
63359052.00000000
1.421570724538
Long
ABS-CBDO
CORP
US
Y
2
2032-07-20
Floating
6.71743080
N
N
N
N
N
N
Oaktree CLO Ltd.
254900E6646RC82IR359
Oaktree CLO Ltd., Series 2023-2A, Class AJ
67401QAJ5
8000000.00000000
PA
USD
7996600.00000000
0.179417653784
Long
ABS-CBDO
CORP
US
Y
2
2036-07-20
Floating
7.63197840
N
N
N
N
N
N
Regatta XXV Funding Ltd.
N/A
Regatta XXV Funding Ltd., Series 2023-1A, Class A
758978AA8
10000000.00000000
PA
USD
10009000.00000000
0.224569354066
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
7.15426920
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
15537556.50000000
0.348612151761
Long
ABS-CBDO
CORP
US
Y
2
2035-04-20
Floating
8.76582000
N
N
N
N
N
N
Riserva CLO Ltd.
549300640C8OB2I8SN35
Riserva CLO Ltd., Series 2016-3A, Class ARR
76761RAY5
11250000.00000000
PA
USD
11122042.50000000
0.249542401850
Long
ABS-CBDO
CORP
US
Y
2
2034-01-18
Floating
6.71664960
N
N
N
N
N
N
Columbia Cent CLO 29 Ltd.
549300CTF5B701OF6K35
Columbia Cent CLO 29 Ltd., Series 2020-29A, Class AR
197363AU8
12140000.00000000
PA
USD
11933377.20000000
0.267746109465
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.84743040
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2020-2A, Class A1R
14315GAN5
30310000.00000000
PA
USD
30022933.99000000
0.673616834180
Long
ABS-CBDO
CORP
US
Y
2
2035-01-25
Floating
6.77982960
N
N
N
N
N
N
LCM XXIV Ltd.
N/A
LCM XXIV Ltd., Series 24A, Class AR
50188YAE4
21988482.18000000
PA
USD
21872470.95000000
0.490746995012
Long
ABS-CBDO
CORP
US
Y
2
2030-03-20
Floating
6.65742960
N
N
N
N
N
N
BlueMountain CLO XXIV Ltd.
N/A
BlueMountain CLO XXIV Ltd., Series 2019-24A, Class AR
09609NAL9
23700000.00000000
PA
USD
23358364.50000000
0.524085605736
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.77742840
N
N
N
N
N
N
Venture 43 CLO Ltd.
549300OLN5VHTMLSN650
Venture 43 CLO Ltd., Series 2021-43A, Class A2
92290CAD1
7500000.00000000
PA
USD
7294650.00000000
0.163668182499
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
7.15547880
N
N
N
N
N
N
THL Credit Wind River CLO Ltd.
254900W8N6WOFX1LSH24
THL Credit Wind River CLO Ltd., Series 2017-1A, Class ARR
97315TAC6
9250000.00000000
PA
USD
9058506.50000000
0.203243376312
Long
ABS-CBDO
CORP
US
Y
2
2036-04-18
Floating
6.71664960
N
N
N
N
N
N
Octagon 70 Alto Ltd.
N/A
Octagon 70 Alto Ltd., Series 2023-1A, Class A2
67578CAC8
18000000.00000000
PA
USD
17896284.00000000
0.401534312925
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
7.45521840
N
N
N
N
N
N
Dryden 107 CLO Ltd.
N/A
Dryden 107 CLO Ltd., Series 2023-107A, Class A2
26254FAC8
10000000.00000000
PA
USD
9997600.00000000
0.224313575203
Long
ABS-CBDO
CORP
US
Y
2
2035-08-15
Floating
7.54922160
N
N
N
N
N
N
CBAM Ltd.
254900YSCN4KH02DQ033
CBAM Ltd., Series 2018-8A, Class A1
12478CAA9
8020860.22000000
PA
USD
7992105.44000000
0.179316810499
Long
ABS-CBDO
CORP
US
Y
2
2029-10-20
Floating
6.79743000
N
N
N
N
N
N
Recette CLO Ltd.
549300392I5L5XOJ0016
Recette CLO Ltd., Series 2015-1A, Class ARR
75620TAW8
23700000.00000000
PA
USD
23390335.80000000
0.524802937556
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.75743040
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
12311372.75000000
0.276227098225
Long
ABS-CBDO
CORP
US
Y
2
2030-01-20
Floating
6.92742960
N
N
N
N
N
N
Regatta Funding LP
N/A
Regatta Funding LP, Series 2013-2A, Class A1R3
75885WBA8
5483629.61000000
PA
USD
5455323.11000000
0.122399678992
Long
ABS-CBDO
CORP
US
Y
2
2029-01-15
Floating
6.50548080
N
N
N
N
N
N
Rockford Tower CLO Ltd.
549300V5ZF7112UGSH89
Rockford Tower CLO Ltd., Series 2017-3A, Class A
77341DAA5
22153328.44000000
PA
USD
22119832.61000000
0.496296984842
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
6.86742840
N
N
N
N
N
N
Dryden 78 CLO Ltd.
N/A
Dryden 78 CLO Ltd., Series 2020-78A, Class A
26253LAA0
7750000.00000000
PA
USD
7686349.25000000
0.172456637646
Long
ABS-CBDO
CORP
US
Y
2
2033-04-17
Floating
6.84443880
N
N
N
N
N
N
Marble Point CLO XI Ltd.
549300DBVCVH5X7MO467
Marble Point CLO XI Ltd., Series 2017-2A, Class A
56607FAA3
2544282.18000000
PA
USD
2526133.82000000
0.056678213632
Long
ABS-CBDO
CORP
US
Y
2
2030-12-18
Floating
6.83664840
N
N
N
N
N
N
Sandstone Peak II Ltd.
N/A
Sandstone Peak II Ltd., Series 2023-1A, Class A
80013TAA1
50000000.00000000
PA
USD
50054450.00000000
1.123058797547
Long
ABS-CBDO
CORP
US
Y
2
2036-07-20
Floating
7.34814000
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
5467808.50000000
0.122679810470
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
6.74742960
N
N
N
N
N
N
Signal Peak CLO 4 Ltd.
635400L44OLNOBHFTO08
Signal Peak CLO 4 Ltd., Series 2017-4A, Class AR
82667EAC5
18000000.00000000
PA
USD
17808660.00000000
0.399568315814
Long
ABS-CBDO
CORP
US
Y
2
2034-10-26
Floating
6.82121160
N
N
N
N
N
N
OHA Credit Funding 16 Ltd.
254900W0AHSZOPI4ZP08
OHA Credit Funding 16 Ltd., Series 2023-16A, Class A2
676924AC7
15000000.00000000
PA
USD
14994885.00000000
0.336436371141
Long
ABS-CBDO
CORP
US
Y
2
2036-10-20
Floating
0.00000000
N
N
N
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-1A, Class A1R
05875JAJ8
22590000.00000000
PA
USD
22462276.14000000
0.503980302090
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
6.68548080
N
N
N
N
N
N
Sandstone Peak II Ltd.
N/A
Sandstone Peak II Ltd., Series 2023-1A, Class C
80013TAG8
13600000.00000000
PA
USD
13673766.40000000
0.306794773514
Long
ABS-CBDO
CORP
US
Y
2
2036-07-20
Floating
8.64813960
N
N
N
N
N
N
RR 27 Ltd.
N/A
RR 27 Ltd., Series 2023-27A, Class A1B
78110VAC8
10000000.00000000
PA
USD
9996460.00000000
0.224287997317
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
0.00000000
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
7708248.00000000
0.172947974257
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
7.55547840
N
N
N
N
N
N
Atrium XIV LLC
N/A
Atrium XIV LLC, Series 14A, Class A2A
04965LAE8
4400000.00000000
PA
USD
4370581.60000000
0.098061613228
Long
ABS-CBDO
CORP
US
Y
2
2030-08-23
Floating
7.10547840
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
254900ZFJ59QPVWB0563
Bain Capital Credit CLO Ltd., Series 2023-4A, Class A2
05685EAC4
13150000.00000000
PA
USD
13090614.60000000
0.293710746833
Long
ABS-CBDO
CORP
US
Y
2
2036-10-21
Floating
7.57257840
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
25560169.80000000
0.573486943931
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.82548120
N
N
N
N
N
N
Madison Park Funding XLVIII Ltd.
N/A
Madison Park Funding XLVIII Ltd., Series 2021-48A, Class A
55821UAA2
15750000.00000000
PA
USD
15638316.75000000
0.350872883528
Long
ABS-CBDO
CORP
US
Y
2
2033-04-19
Floating
6.80842080
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2019-2A, Class A1AR
67401UAN7
3000000.00000000
PA
USD
2978052.00000000
0.066817785394
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
6.77548080
N
N
N
N
N
N
KKR CLO 41 Ltd.
N/A
KKR CLO 41 Ltd., Series 2022-41A, Class A1
48255PAA3
10359000.00000000
PA
USD
10198663.40000000
0.228824782903
Long
ABS-CBDO
CORP
US
Y
2
2035-04-15
Floating
6.72387120
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
2637666.90000000
0.059180652610
Long
ABS-CBDO
CORP
US
Y
2
2033-04-18
Floating
6.94665000
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2013-2A, Class A3LR
12549BAU2
6205000.00000000
PA
USD
5989804.40000000
0.134391697981
Long
ABS-CBDO
CORP
US
Y
2
2030-10-18
Floating
7.60664880
N
N
N
N
N
N
Sound Point CLO XVII
N/A
Sound Point CLO XVII, Series 2017-3A, Class A1R
83611GAL5
19662012.43000000
PA
USD
19564783.78000000
0.438970012581
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
6.65742960
N
N
N
N
N
N
CIFC Funding 2019-V Ltd.
N/A
CIFC Funding 2019-V Ltd., Series 2019-5A, Class A2RS
12554XAU6
15500000.00000000
PA
USD
15272181.00000000
0.342657990044
Long
ABS-CBDO
CORP
US
Y
2
2035-01-15
Floating
7.40548080
N
N
N
N
N
N
Palmer Square Loan Funding Ltd.
N/A
Palmer Square Loan Funding Ltd., Series 2021-1A, Class A1
69701YAA0
7755812.29000000
PA
USD
7724579.63000000
0.173314402831
Long
ABS-CBDO
CORP
US
Y
2
2029-04-20
Floating
6.57743040
N
N
N
N
N
N
AGL CLO 6 Ltd.
5493008ZSC34VKNPZN79
AGL CLO 6 Ltd., Series 2020-6A, Class AR
00119VAN9
53150000.00000000
PA
USD
52830462.20000000
1.185343468007
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.87742920
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-1A, Class A1
14316MAA9
65736000.00000000
PA
USD
65269800.29000000
1.464441691594
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.79547880
N
N
N
N
N
N
Trinitas CLO IX Ltd.
549300QFERVNPGSISO16
Trinitas CLO IX Ltd., Series 2018-9A, Class CRR
89641JAU0
2000000.00000000
PA
USD
1927686.00000000
0.043250994091
Long
ABS-CBDO
CORP
US
Y
2
2032-01-20
Floating
7.92743040
N
N
N
N
N
N
AGL CLO 14 Ltd.
N/A
AGL CLO 14 Ltd., Series 2021-14A, Class A
00851WAA7
59020000.00000000
PA
USD
58529307.72000000
1.313206996566
Long
ABS-CBDO
CORP
US
Y
2
2034-12-02
Floating
6.82354080
N
N
N
N
N
N
Signal Peak CLO 12 Ltd.
N/A
Signal Peak CLO 12 Ltd., Series 2022-12A, Class A1
82671XAA1
80391000.00000000
PA
USD
79866448.73000000
1.791942931649
Long
ABS-CBDO
CORP
US
Y
2
2034-07-18
Floating
6.93504000
N
N
N
N
N
N
Elmwood CLO 24 Ltd.
N/A
Elmwood CLO 24 Ltd., Series 2023-3A, Class A2
290020AC0
10000000.00000000
PA
USD
10000000.00000000
0.224367423385
Long
ABS-CBDO
CORP
US
Y
2
2033-12-11
Floating
0.00000000
N
N
N
N
N
N
Anchorage Capital CLO 9 Ltd.
5493009A4SIPWYPZDB35
Anchorage Capital CLO 9 Ltd., Series 2016-9A, Class AR2
03328WAS7
37950000.00000000
PA
USD
37658088.60000000
0.844924830880
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
6.79547880
N
N
N
N
N
N
Octagon 55 Ltd.
N/A
Octagon 55 Ltd., Series 2021-1A, Class A1
67577AAA7
40000000.00000000
PA
USD
39548240.00000000
0.887333670822
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.81743160
N
N
N
N
N
N
RR LLC
N/A
RR 1 LLC, Series 2017-1A, Class A1AB
78108YAL6
57050000.00000000
PA
USD
56656297.95000000
1.271182758959
Long
ABS-CBDO
CORP
US
Y
2
2035-07-15
Floating
6.80547960
N
N
N
N
N
N
Trimaran Cavu Ltd.
549300IGMQ24BLOIU872
Trimaran Cavu Ltd., Series 2019-1A, Class A2
89624CAC6
8000000.00000000
PA
USD
7953664.00000000
0.178454309815
Long
ABS-CBDO
CORP
US
Y
2
2032-07-20
Floating
7.57743120
N
N
N
N
N
N
KKR CLO 36 Ltd.
N/A
KKR CLO 36 Ltd., Series 36A, Class A
48255AAA6
17130000.00000000
PA
USD
16918872.75000000
0.379604388550
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.83547840
N
N
N
N
N
N
CIFC Funding Ltd.
5493006JGTCIL6LCS728
CIFC Funding Ltd., Series 2014-4RA, Class A1AR
12552FAQ6
70605000.00000000
PA
USD
70107305.36000000
1.572979546411
Long
ABS-CBDO
CORP
US
Y
2
2035-01-17
Floating
6.83444160
N
N
N
N
N
N
Logan CLO I Ltd.
N/A
Logan CLO I Ltd., Series 2021-1A, Class A
540543AA3
32950000.00000000
PA
USD
32796716.60000000
0.735851479904
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.83742960
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
9676440.00000000
0.217107791034
Long
ABS-CBDO
CORP
US
Y
2
2035-01-25
Floating
7.08982920
N
N
N
N
N
N
RAD CLO 21 Ltd.
N/A
RAD CLO 21 Ltd., Series 2023-21A, Class C
750099AE3
17335572.00000000
PA
USD
17323558.45000000
0.388684217329
Long
ABS-CBDO
CORP
US
Y
2
2033-01-25
Floating
0.00000000
N
N
N
N
N
N
2023-11-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer