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. 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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