TRESTLES CLO III Ltd., Series 2020-3A, Class D1R

NPORT-P false 0001500604 XXXXXXXX S000074691 C000232781 Janus Detroit Street Trust 811-23112 0001500604 5493003MM7OCK5UJW595 151 Detroit Street Denver 80206 303-333-3863 Janus Henderson B-BBB CLO ETF S000074691 549300UAMX73GRTHWH74 2026-10-31 2026-01-31 N 1191450256.89 19085265.70 1172364991.19 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 11962856.00000000 0.00000000 0.00000000 3818751.13000000 EUR USD N J.P .Morgan CLO BBB Total Return Level JPM.MC.JPM_JCLOBBBT TRESTLES CLO III Ltd. N/A TRESTLES CLO III Ltd., Series 2020-3A, Class D1R 89532TAY2 3900000.00000000 PA USD 3941370.03000000 0.336189672978 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.81762960 N N N N N N Signal Peak CLO 10 Ltd. N/A Signal Peak CLO 10 Ltd., Series 2021-10A, Class D1R 82671CAS8 1600000.00000000 PA USD 1611988.16000000 0.137498831175 Long ABS-CBDO CORP US Y 2 2038-01-24 Floating 6.56802000 N N N N N N OHA Credit Funding 7 Ltd. N/A OHA Credit Funding 7 Ltd., Series 2020-7A, Class D1R2 67098WBJ9 5000000.00000000 PA USD 5032157.00000000 0.429231257996 Long ABS-CBDO CORP US Y 2 2038-07-19 Floating 6.36762960 N N N N N N AGL CLO 35 Ltd. 254900LDCU83O7QV9777 AGL CLO 35 Ltd., Series 2024-35A, Class D1 00852KAE4 3000000.00000000 PA USD 3011613.90000000 0.256883643117 Long ABS-CBDO CORP US Y 2 2038-01-21 Floating 6.51969000 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 D1R2 64132MBN7 5250000.00000000 PA USD 5263001.10000000 0.448921721439 Long ABS-CBDO CORP US Y 2 2039-01-20 Floating 6.46763040 N N N N N N Ballyrock CLO 25 Ltd. 2549000LY2B016K4LA62 Ballyrock CLO 25 Ltd., Series 2023-25A, Class C1R 05876QAU6 9500000.00000000 PA USD 9417046.95000000 0.803252145941 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.26802120 N N N N N N HPS Loan Management Ltd. 213800UJ8Z9IW1VRPP64 HPS Loan Management Ltd., Series 2025-24A, Class D1 44332UAJ9 5000000.00000000 PA USD 5025876.50000000 0.428695545991 Long ABS-CBDO CORP US Y 2 2038-04-25 Floating 6.21802080 N N N N N N Magnetite XXXIX Ltd. 529900728SHVCI48J015 Magnetite XXXIX Ltd., Series 2023-39A, Class D2R 559924AS4 4000000.00000000 PA USD 4001277.20000000 0.341299614886 Long ABS-CBDO CORP US Y 2 2037-01-25 Floating 7.56802080 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 18949.86000000 0.001616378870 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3730000.00000000 EUR 4462016.23000000 USD 2026-03-04 18949.86000000 N N N Kennedy Lewis CLO 10 Ltd. 549300HJXIXJNOK1KU82 Kennedy Lewis CLO 10 Ltd., Series 2022-10A, Class D1R 37148DAY2 5000000.00000000 PA USD 5015600.00000000 0.427818984504 Long ABS-CBDO CORP US Y 2 2038-01-22 Floating 6.51920040 N N N N N N Elevation CLO Ltd. 5493005VN5WX000OV470 Elevation CLO Ltd., Series 2018-3A, Class DR 28623VAL3 7900000.00000000 PA USD 7858104.72000000 0.670278008900 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 7.53963120 N N N N N N Kennedy Lewis CLO 9 Ltd. 549300OYEZ11WGJ2SS19 Kennedy Lewis CLO 9 Ltd., Series 9A, Class D1R 37147LAW9 7000000.00000000 PA USD 7051492.70000000 0.601475884471 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.76762920 N N N N N N Arini European CLO II DAC 635400I3AJDMBZIMZK57 Arini European CLO II DAC, Series 2A, Class DR N/A 3300000.00000000 PA 3955502.01000000 0.337395097919 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 5.16600000 N N N N N N AGL CLO 39 Ltd. N/A AGL CLO 39 Ltd., Series 2025-39A, Class D1 00121XAJ0 15700000.00000000 PA USD 15778146.75000000 1.345839125917 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.16763160 N N N N N N Madison Park Funding XXXIII Ltd. N/A Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR 55819JAU7 1075000.00000000 PA USD 1074490.77000000 0.091651557157 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 6.77219040 N N N N N N Palmer Square CLO Ltd. N/A Palmer Square CLO Ltd., Series 2022-1A, Class D1R 69689QAU9 4000000.00000000 PA USD 4022517.60000000 0.343111371478 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.41763000 N N N N N N RR 24 Ltd. 2549005CH9FMTJFP8I04 RR 24 Ltd., Series 2022-24A, Class C1B2 75000HBQ6 5500000.00000000 PA USD 5472845.40000000 0.466820950909 Long ABS-CBDO CORP US Y 2 2037-01-15 Floating 7.22219040 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2021-3A, Class D1R 12564DAS3 10000000.00000000 PA USD 10061820.00000000 0.858249783609 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.27219000 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2021-5A, Class D1R 12565EAN1 5000000.00000000 PA USD 5026223.00000000 0.428725101633 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.42219120 N N N N N N Ares LXIII CLO Ltd. N/A Ares LXIII CLO Ltd., Series 2022-63A, Class D1R 039937BA4 7000000.00000000 PA USD 7054357.80000000 0.601720270821 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.67218960 N N N N N N Arini European CLO VIII DAC 635400QTMAV7NU5NFY49 Arini European CLO VIII DAC, Series 8A, Class D N/A 3730000.00000000 PA 4467264.83000000 0.381047273124 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 0.00000000 N N N N N N Anchorage Capital CLO 19 Ltd. 549300ZNOS7Q8W8H3S38 Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class D1R 03328JAU1 5000000.00000000 PA USD 5068024.50000000 0.432290672110 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.67218960 N N N N N N PPM CLO 7 Ltd. 254900DVPN3FV5PZP576 PPM CLO 7 Ltd., Series 2024-7A, Class D1A 693979AG1 12000000.00000000 PA USD 12072954.00000000 1.029794824199 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 7.26762960 N N N N N N Benefit Street Partners CLO 41 Ltd. N/A Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class D1 08186GAG8 2000000.00000000 PA USD 2012467.80000000 0.171658810619 Long ABS-CBDO CORP US Y 2 2038-07-25 Floating 6.41801880 N N N N N N Palmer Square CLO Ltd. N/A Palmer Square CLO Ltd., Series 2021-1A, Class C1R 69701WAS5 6750000.00000000 PA USD 6784846.20000000 0.578731559794 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.36762960 N N N N N N Neuberger Berman Loan Advisers CLO 26 Ltd. 549300P0MOXZPIM3AS61 Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class D1R 64131QAU4 2000000.00000000 PA USD 2025375.20000000 0.172759781742 Long ABS-CBDO CORP US Y 2 2038-10-18 Floating 6.76762920 N N N N N N Magnetite XLVIII Ltd. 529900GIGHYFX3L5AN76 Magnetite XLVIII Ltd., Series 2025-48A, Class D 55956EAJ6 5000000.00000000 PA USD 5039463.50000000 0.429854485409 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37219080 N N N N N N Park Blue CLO Ltd. 213800GMETRF98C4D824 Park Blue CLO Ltd., Series 2025-9A, Class D1 70019UAJ4 8500000.00000000 PA USD 8602985.15000000 0.733814572650 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 7.08082920 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2024-7A, Class D1 92920XAN1 4300000.00000000 PA USD 4322717.33000000 0.368717708434 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.51763080 N N N N N N REESE PARK CLO Ltd. N/A REESE PARK CLO Ltd., Series 2020-1A, Class D2RR 758465BU1 7500000.00000000 PA USD 7531618.50000000 0.642429495643 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 7.67219040 N N N N N N Neuberger Berman CLO XVII Ltd. 549300XVEYZNG956Y145 Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class D2R3 64129UCN3 4000000.00000000 PA USD 4041792.00000000 0.344755432853 Long ABS-CBDO CORP US Y 2 2038-07-22 Floating 8.16919920 N N N N N N Post CLO VI Ltd. N/A Post CLO VI Ltd., Series 2024-2A, Class D2 73742RAL4 2000000.00000000 PA USD 2020639.40000000 0.172355829045 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 8.06762880 N N N N N N Obra CLO 1 Ltd. 254900IXPSGZDGZO2P84 Obra CLO 1 Ltd., Series 2024-1A, Class D1 67443AAJ0 9070000.00000000 PA USD 9089691.88000000 0.775329521804 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 7.06763160 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-4A, Class D1RR 67402CBL9 2675000.00000000 PA USD 2693600.61000000 0.229757851031 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 7.06763160 N N N N N N Elmwood CLO 37 Ltd. N/A Elmwood CLO 37 Ltd., Series 2024-13A, Class D2 29004UAL2 2000000.00000000 PA USD 2004545.40000000 0.170983048373 Long ABS-CBDO CORP US Y 2 2038-01-17 Floating 7.41763080 N N N N N N AGL CLO 21 Ltd. N/A AGL CLO 21 Ltd., Series 2022-21A, Class D2R 00119FAW4 2200000.00000000 PA USD 2213408.78000000 0.188798607654 Long ABS-CBDO CORP US Y 2 2037-10-21 Floating 8.06969160 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2024-4A, Class D1 17181WAG9 2500000.00000000 PA USD 2525516.75000000 0.215420689715 Long ABS-CBDO CORP US Y 2 2037-10-16 Floating 6.62113080 N N N N N N Blackrock European CLO XVI DAC 6354009JWTSUFPGGS872 Blackrock European CLO XVI DAC, Series 16A, Class D N/A 2800000.00000000 PA 3366446.06000000 0.287149998959 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 5.10999840 N N N N N N Penta CLO DAC 635400KIS3VSYLWVIW47 Penta CLO DAC, Series 2025-21X, Class D N/A 3900000.00000000 PA 4672455.78000000 0.398549582690 Long ABS-CBDO CORP US N 2 2039-02-16 Floating 5.21200080 N N N N N N Cedar Funding IV CLO Ltd. 549300PPJP6KEORGHQ85 Cedar Funding IV CLO Ltd., Series 2014-4A, Class DR3 150323BS1 5000000.00000000 PA USD 4992473.00000000 0.425846305332 Long ABS-CBDO CORP US Y 2 2038-01-23 Floating 6.97101840 N N N N N N CIFC Funding Ltd. 549300Y56VCWZJQV2Z14 CIFC Funding Ltd. 12550BAQ7 2000000.00000000 PA USD 2000283.80000000 0.170619543830 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 11.16762840 N N N N N N AGL CLO 16 Ltd. 2549009GL17CEZFCKZ48 AGL CLO 16 Ltd., Series 2021-16A, Class DR 00120LAL2 1900000.00000000 PA USD 1904153.02000000 0.162419812456 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.06763080 N N N N N N Benefit Street Partners CLO XXV Ltd. N/A Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class DR 08186YAU8 14860000.00000000 PA USD 14888760.04000000 1.269976513448 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.02219160 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -192499.51000000 -0.01641975932 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 8400000.00000000 EUR 9813333.60000000 USD 2026-03-04 -192499.51000000 N N N Anchorage Capital CLO 16 Ltd. 5493008M7D1YIDOH2C69 Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D2R2 03330WBG8 3000000.00000000 PA USD 3035484.30000000 0.258919732575 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 7.66762920 N N N N N N Milford Park CLO Ltd. N/A Milford Park CLO Ltd., Series 2022-1A, Class D1R 59966PAU6 8000000.00000000 PA USD 8022836.80000000 0.684329271198 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.36762960 N N N N N N OCP Aegis CLO Ltd. N/A OCP Aegis CLO Ltd., Series 2025-47A, Class D1A 67122UAJ4 7000000.00000000 PA USD 7003810.80000000 0.597408729587 Long ABS-CBDO CORP US Y 2 2038-01-21 Floating 6.34743000 N N N N N N Anchorage Capital CLO 16 Ltd. 5493008M7D1YIDOH2C69 Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D1R2 03330WBE3 9250000.00000000 PA USD 9367802.45000000 0.799051704920 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 6.56763120 N N N N N N Birch Grove CLO 11 Ltd. 2549009HQHT8KMO8YJ79 Birch Grove CLO 11 Ltd., Series 2024-11A, Class D1 09077YAJ3 8000000.00000000 PA USD 8090010.40000000 0.690059022641 Long ABS-CBDO CORP US Y 2 2038-01-22 Floating 6.76919880 N N N N N N Madison Park Funding XXXI Ltd. N/A Madison Park Funding XXXI Ltd., Series 2018-31A, Class D1R 55819DBG0 5650000.00000000 PA USD 5668201.48000000 0.483484368997 Long ABS-CBDO CORP US Y 2 2037-07-23 Floating 6.97101840 N N N N N N OCP CLO Ltd. 2549004IE8HHQL34D058 OCP CLO Ltd., Series 2021-23A, Class D2R 671026AU6 4000000.00000000 PA USD 4002080.00000000 0.341368091854 Long ABS-CBDO CORP US Y 2 2037-01-17 Floating 7.56762840 N N N N N N Carlyle US CLO Ltd. 549300VC6J79YJCFU884 Carlyle US CLO Ltd., Series 2017-2A, Class D2R2 14315JBJ7 6750000.00000000 PA USD 6778038.83000000 0.578150907007 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.41763160 N N N N N N TCW CLO Ltd. 254900KPK0PRXM6I7271 TCW CLO Ltd., Series 2022-1A, Class D1R 871969BA8 4000000.00000000 PA USD 4023428.00000000 0.343189026475 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.66762840 N N N N N N OCP CLO Ltd. N/A OCP CLO Ltd., Series 2021-23A, Class D1R 671026AS1 2000000.00000000 PA USD 2000730.20000000 0.170657620709 Long ABS-CBDO CORP US Y 2 2037-01-17 Floating 6.41763000 N N N N N N Madison Park Funding LV Ltd. N/A Madison Park Funding LV Ltd., Series 2022-55A, Class D1R 55819FAY7 2000000.00000000 PA USD 2011028.20000000 0.171536016096 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.81762960 N N N N N N 1988 CLO 5 Ltd. 254900KAQBAF5XV8IU66 1988 CLO 5 Ltd., Series 2024-5A, Class D1 68252PAN6 3200000.00000000 PA USD 3218710.40000000 0.274548491654 Long ABS-CBDO CORP US Y 2 2037-07-15 Floating 6.97218840 N N N N N N Bain Capital Credit CLO Ltd. 254900X1J8WOE4EG9026 Bain Capital Credit CLO Ltd., Series 2024-4A, Class D1 05685VAJ1 4000000.00000000 PA USD 4032121.60000000 0.343930570283 Long ABS-CBDO CORP US Y 2 2037-10-23 Floating 6.77102040 N N N N N N Ares LXIV CLO Ltd. N/A Ares LXIV CLO Ltd., Series 2022-64A, Class DR 04019HAY9 2500000.00000000 PA USD 2529993.50000000 0.215802546051 Long ABS-CBDO CORP US Y 2 2039-10-24 Floating 6.92219160 N N N N N N Birch Grove CLO 6 Ltd. 254900HENKWLW4T9SW86 Birch Grove CLO 6 Ltd., Series 2023-6A, Class D1R 09077FAU9 10000000.00000000 PA USD 10126675.00000000 0.863781763878 Long ABS-CBDO CORP US Y 2 2038-07-20 Floating 6.81762960 N N N N N N Sagard-Halseypoint CLO 9 Ltd. 254900XOQCO9R6J0SO60 Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class D2 78662EAJ3 3000000.00000000 PA USD 3030581.10000000 0.258501501049 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 8.16762960 N N N N N N Barings CLO Ltd. N/A Barings CLO Ltd., Series 2025-4A, Class D1 06764TAJ8 9000000.00000000 PA USD 9059605.20000000 0.772763198157 Long ABS-CBDO CORP US Y 2 2040-10-15 Floating 6.47219160 N N N N N N OHA Credit Funding 9 Ltd. N/A OHA Credit Funding 9 Ltd., Series 2021-9A, Class D2R 67690ABA8 3000000.00000000 PA USD 3043810.20000000 0.259629912431 Long ABS-CBDO CORP US Y 2 2037-10-19 Floating 7.86763080 N N N N N N Tikehau US CLO VII Ltd. 254900CXO5NATO3A5N33 Tikehau US CLO VII Ltd., Series 2025-1A, Class D1 88677FAG8 16000000.00000000 PA USD 16158033.60000000 1.378242588393 Long ABS-CBDO CORP US Y 2 2038-02-25 Floating 6.76802160 N N N N N N OHA Credit Partners XI Ltd. 549300OYGEU6QQMCEG78 OHA Credit Partners XI Ltd., Series 2015-11A, Class D1R2 67109FBE4 5000000.00000000 PA USD 5039340.50000000 0.429843993796 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.76762920 N N N N N N Ares XLIII CLO Ltd. 549300ECLIGB6OZRBA51 Ares XLIII CLO Ltd., Series 2017-43A, Class D2R2 04016PBC1 7000000.00000000 PA USD 7105807.10000000 0.606108776140 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 7.77219120 N N N N N N New Mountain CLO 3 Ltd. 549300CEYMYPINCEX579 New Mountain CLO 3 Ltd., Series CLO-3A, Class D1R 647550AY8 1000000.00000000 PA USD 1009692.00000000 0.086124373176 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.61763160 N N N N N N Regatta XVIII Funding Ltd. N/A Regatta XVIII Funding Ltd., Series 2021-1A, Class D1R 75884EAW2 25400000.00000000 PA USD 25408872.22000000 2.167317551354 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 6.27219000 N N N N N N Madison Park Funding LXXI Ltd. N/A Madison Park Funding LXXI Ltd., Series 2025-71A, Class D1 55817DAJ7 3000000.00000000 PA USD 2975796.60000000 0.253828510946 Long ABS-CBDO CORP US Y 2 2038-04-23 Floating 6.27102000 N N N N N N Ballyrock CLO 27 Ltd. 254900WCB773D35B5908 Ballyrock CLO 27 Ltd., Series 2024-27A, Class C1 05874UAJ4 2000000.00000000 PA USD 2017954.60000000 0.172126821865 Long ABS-CBDO CORP US Y 2 2037-10-25 Floating 6.56802000 N N N N N N TCW CLO Ltd. N/A TCW CLO Ltd., Series 2021-1A, Class D1R1 87190KAY8 12000000.00000000 PA USD 12082714.80000000 1.030627397678 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.76762920 N N N N N N KKR CLO 27 Ltd. 5493007WGG1LNIZXEI24 KKR CLO 27 Ltd., Series 27A, Class D2R2 48253YBW7 4500000.00000000 PA USD 4503562.20000000 0.384143354146 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 7.77219120 N N N N N N Benefit Street Partners CLO X Ltd. 549300MYLNCW81S1Y182 Benefit Street Partners CLO X Ltd., Series 2016-10A, Class C1R3 08181LBL0 2000000.00000000 PA USD 2009870.20000000 0.171437241396 Long ABS-CBDO CORP US Y 2 2038-07-20 Floating 6.51763080 N N N N N N Sycamore Tree CLO Ltd. 2138001WII41ZXUQO254 Sycamore Tree CLO Ltd., Series 2025-7A, Class D1 87122KAJ4 9250000.00000000 PA USD 9356261.23000000 0.798067265767 Long ABS-CBDO CORP US Y 2 2038-08-28 Floating 6.66762840 N N N N N N Bbam European CLO VIII DAC 254900I5DYKRCH2C8Y74 Bbam European CLO VIII DAC, Series 8A, Class D N/A 3900000.00000000 PA 4722220.50000000 0.402794397264 Long ABS-CBDO CORP US Y 2 2040-01-26 Floating 5.10099840 N N N N N N Kennedy Lewis CLO 16 Ltd. 213800SVSEDOQON7JV18 Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class D2 37149YAN9 3500000.00000000 PA USD 3496932.60000000 0.298280196549 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.16762960 N N N N N N AGL CLO 44 Ltd. 254900WK97J0UDI0DQ10 AGL CLO 44 Ltd., Series 2025-44A, Class D1 00121RAG9 6500000.00000000 PA USD 6483961.90000000 0.553066830613 Long ABS-CBDO CORP US Y 2 2037-10-22 Floating 6.45333840 N N N N N N Barings CLO Ltd. 549300E3PEQVSTJ5DD11 Barings CLO Ltd., Series 2019-1A, Class D1R2 06759JBE7 8000000.00000000 PA USD 8044756.80000000 0.686198996085 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.52218840 N N N N N N KKR CLO 35 Ltd. N/A KKR CLO 35 Ltd., Series 35A, Class DR 48254LAU9 8900000.00000000 PA USD 8920386.34000000 0.760888154033 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.41763000 N N N N N N Neuberger Berman Loan Advisers CLO 57 Ltd. 2549000I5N6JRKAGRP48 Neuberger Berman Loan Advisers CLO 57 Ltd., Series 2024-57A, Class D1 64136DAJ3 2000000.00000000 PA USD 2021660.20000000 0.172442900904 Long ABS-CBDO CORP US Y 2 2038-10-24 Floating 6.56802000 N N N N N N Dryden 83 CLO Ltd. 2549001LFFVBUD1OX384 Dryden 83 CLO Ltd., Series 2020-83A, Class ER 26246FAE5 12325000.00000000 PA USD 12315347.06000000 1.050470386999 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 9.98763120 N N N N N N Sandstone Peak III Ltd. 2549005C0PJHMYEI7U38 Sandstone Peak III Ltd., Series 2024-1A, Class D1 799928AL0 6750000.00000000 PA USD 6755339.93000000 0.576214743767 Long ABS-CBDO CORP US Y 2 2037-04-25 Floating 7.51802040 N N N N N N Canyon Capital CLO Ltd. N/A Canyon Capital CLO Ltd., Series 2019-2A, Class DR2 13887WAY6 10000000.00000000 PA USD 9971539.00000000 0.850549024828 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.52218840 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A 641.26000000 0.000054697982 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 30130.91000000 USD 25833.55000000 EUR 2026-03-04 641.26000000 N N N Elmwood CLO 18 Ltd. N/A Elmwood CLO 18 Ltd., Series 2022-5A, Class D1RR 29003MAU1 14000000.00000000 PA USD 14092300.60000000 1.202040380419 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 6.61763160 N N N N N N OHA Credit Partners XIII Ltd. 549300EX32IF3NZCVL73 OHA Credit Partners XIII Ltd., Series 2016-13A, Class D1R2 67110NBM6 4000000.00000000 PA USD 4049478.40000000 0.345411064850 Long ABS-CBDO CORP US Y 2 2037-10-21 Floating 6.66969120 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd. 12562RAS4 3850000.00000000 PA USD 3872543.29000000 0.330318912548 Long ABS-CBDO CORP US Y 2 2040-01-15 Floating 6.47219160 N N N N N N Elmwood CLO VII Ltd. N/A Elmwood CLO VII Ltd., Series 2020-4A, Class D2RR 29002QBC2 2500000.00000000 PA USD 2508897.50000000 0.214003106443 Long ABS-CBDO CORP US Y 2 2037-10-17 Floating 8.01762840 N N N N N N Neuberger Berman Loan Advisers CLO 44 Ltd. 549300HMTDFWN3B2DI35 Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR 64133VAQ0 9000000.00000000 PA USD 9015327.90000000 0.768986447714 Long ABS-CBDO CORP US Y 2 2035-10-16 Floating 6.32112840 N N N N N N Crown Point CLO 11 Ltd. N/A Crown Point CLO 11 Ltd., Series 2021-11A, Class D2R 22845JAW1 5000000.00000000 PA USD 5084978.00000000 0.433736766127 Long ABS-CBDO CORP US Y 2 2038-02-28 Floating 7.91763120 N N N N N N Empower CLO Ltd. N/A Empower CLO Ltd., Series 2022-1A, Class D1R 29246AAW0 4000000.00000000 PA USD 4031742.80000000 0.343898259526 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.66762840 N N N N N N North Westerly VI ESG CLO DAC 635400FMIDHOH3ZRW430 North Westerly VI ESG CLO DAC, Series VI-A, Class DR N/A 5000000.00000000 PA 5979775.72000000 0.510060925133 Long ABS-CBDO CORP US Y 2 2038-11-20 Floating 5.42199960 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 OCP CLO Ltd., Series 2019-17A, Class D1R2 67113LBC9 3000000.00000000 PA USD 3020837.70000000 0.257670411748 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.76762920 N N N N N N Elmwood CLO II Ltd. N/A Elmwood CLO II Ltd., Series 2019-2A, Class D1RR 29001LBE0 4870000.00000000 PA USD 4925957.76000000 0.420172710462 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.71762880 N N N N N N Palmer Square CLO Ltd. N/A Palmer Square CLO Ltd., Series 2021-3A, Class D1R 69688FAW0 13000000.00000000 PA USD 13077697.10000000 1.115497067745 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.47219160 N N N N N N CIFC Funding Ltd. 54930089HD7KU5NUS092 CIFC Funding Ltd., Series 2021-7A, Class DR 12567HAW2 4500000.00000000 PA USD 4502563.65000000 0.384058180160 Long ABS-CBDO CORP US Y 2 2035-01-23 Floating 6.37102080 N N N N N N Sound Point CLO 2025R-1 Ltd. 25490031SR8APTVC6E71 Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class D1 83617EAL4 17100000.00000000 PA USD 17207906.13000000 1.467794267085 Long ABS-CBDO CORP US Y 2 2038-02-20 Floating 7.13895840 N N N N N N Capital Four US CLO I Ltd. 549300NMXY8VXHO96C52 Capital Four US CLO I Ltd., Series 2021-1A, Class D 14016TAJ8 7430000.00000000 PA USD 7430000.00000000 0.633761674549 Long ABS-CBDO CORP US Y 2 2035-01-18 Floating 7.54923960 N N N N N N Palmer Square CLO Ltd. 5493000CAZ8VWJGUOH13 Palmer Square CLO Ltd., Series 2022-3A, Class D1R 69690ABC0 10490000.00000000 PA USD 10620024.60000000 0.905863334354 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.61763160 N N N N N N OCP CLO Ltd. 2138002ZIH5ZX5JB4G62 OCP CLO Ltd., Series 2023-28A, Class D1R 670891AQ3 5625000.00000000 PA USD 5664917.25000000 0.483204231836 Long ABS-CBDO CORP US Y 2 2038-07-16 Floating 6.52113000 N N N N N N Elmwood CLO 31 Ltd. N/A Elmwood CLO 31 Ltd., Series 2024-7A, Class D2 29003HAL2 2500000.00000000 PA USD 2521632.50000000 0.215089372247 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 7.86763080 N N N N N N Kings Park CLO Ltd. N/A Kings Park CLO Ltd., Series 2021-1A, Class D1R 496094AY9 10000000.00000000 PA USD 10022194.00000000 0.854869778210 Long ABS-CBDO CORP US Y 2 2039-01-21 Floating 6.51969000 N N N N N N Neuberger Berman Loan Advisers CLO 50 Ltd. 549300UMYON6L2REF246 Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class DR 64134VAW6 2000000.00000000 PA USD 2004805.40000000 0.171005225767 Long ABS-CBDO CORP US Y 2 2036-07-23 Floating 6.52101840 N N N N N N Silver Point CLO 12 Ltd. N/A Silver Point CLO 12 Ltd., Series 2025-12A, Class D1 82809MAJ1 6700000.00000000 PA USD 6722861.07000000 0.573444372744 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.62844960 N N N N N N Northwoods Capital 20 Ltd. N/A Northwoods Capital 20 Ltd., Series 2019-20A, Class D1AR 66860TBL9 5000000.00000000 PA USD 4963851.50000000 0.423404958123 Long ABS-CBDO CORP US Y 2 2038-10-25 Floating 7.06802040 N N N N N N MidOcean Credit CLO XII Ltd. 5493000CPZWPTWX7TF71 MidOcean Credit CLO XII Ltd., Series 2023-12A, Class DRR 59803TBJ9 5450000.00000000 PA USD 5500095.31000000 0.469145304690 Long ABS-CBDO CORP US Y 2 2038-07-18 Floating 6.76762920 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2019-5A, Class D1R2 12554XBG6 3200000.00000000 PA USD 3221922.24000000 0.274822454117 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37219080 N N N N N N Sound Point CLO 35 Ltd. 5493007O9REHODCOEJ53 Sound Point CLO 35 Ltd., Series 2022-35A, Class D1R 83607PAW7 1500000.00000000 PA USD 1512834.60000000 0.129041263716 Long ABS-CBDO CORP US Y 2 2038-04-26 Floating 6.66802080 N N N N N N AMMC CLO 24 Ltd. N/A AMMC CLO 24 Ltd., Series 2021-24A, Class DR 00177LAQ3 7120000.00000000 PA USD 7123345.69000000 0.607604776970 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.61763160 N N N N N N Crown City CLO VI N/A Crown City CLO VI, Series 2024-6A, Class E 22823FAA3 3250000.00000000 PA USD 3273171.85000000 0.279193926345 Long ABS-CBDO CORP US Y 2 2037-07-15 Floating 10.17218880 N N N N N N Elmwood CLO IX Ltd. N/A Elmwood CLO IX Ltd., Series 2021-2A, Class D1R 29003UAQ2 1500000.00000000 PA USD 1509391.50000000 0.128747575315 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.31762920 N N N N N N Ballyrock CLO 28 Ltd. 2549006FL37LMQQU3H44 Ballyrock CLO 28 Ltd., Series 2024-28A, Class C1 05876HAJ1 4790000.00000000 PA USD 4818745.27000000 0.411027735066 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.46763040 N N N N N N Janus Henderson AAA CLO ETF 549300N7UZ9PO4OVKA94 Janus Henderson AAA CLO ETF 47103U845 492126.00000000 NS USD 24936024.42000000 2.126984736612 Long RF US N 1 N N N AB BSL CLO 1 Ltd. 549300UT754V8VGM9T25 AB BSL CLO 1 Ltd., Series 2020-1A, Class D1R2 00038KBG5 9325000.00000000 PA USD 9393637.60000000 0.801255382972 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.47219160 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -61117.14000000 -0.00521314952 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3300000.00000000 EUR 3869745.87000000 USD 2026-03-04 -61117.14000000 N N N Benefit Street Partners CLO XX Ltd. N/A Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class D1RR 08182FBG3 1500000.00000000 PA USD 1510531.05000000 0.128844776272 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.37219080 N N N N N N Tikehau US CLO VI Ltd. 254900G2SWUGII8WH893 Tikehau US CLO VI Ltd., Series 2024-1A, Class D1 88676PAJ1 10000000.00000000 PA USD 10057987.00000000 0.857922837647 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.96763080 N N N N N N 1988 CLO 1 Ltd. N/A 1988 CLO 1 Ltd., Series 2022-1A, Class D1R 653937AS1 1000000.00000000 PA USD 1007671.90000000 0.085952063356 Long ABS-CBDO CORP US Y 2 2039-10-15 Floating 6.77219040 N N N N N N Ares LXVI CLO Ltd. N/A Ares LXVI CLO Ltd., Series 2022-66A, Class D1R2 04019RBN0 1000000.00000000 PA USD 1014175.20000000 0.086506779682 Long ABS-CBDO CORP US Y 2 2038-10-25 Floating 6.56802000 N N N N N N Birch Grove CLO 3 Ltd. N/A Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1R 09076VAY7 6750000.00000000 PA USD 6786377.10000000 0.578862141994 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 6.51763080 N N N N N N Golub Capital Partners CLO 19B Ltd 2549003VC5PGFRGCQU51 Golub Capital Partners CLO 19B Ltd., Series 2017-19RA, Class D1R3 38181YAL0 10000000.00000000 PA USD 10038819.00000000 0.856287851943 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 6.58730880 N N N N N N Morgan Stanley Eaton Vance CLO Ltd. 549300RFKYK6CU6TNR14 Morgan Stanley Eaton Vance CLO Ltd., Series 2022-17A, Class D1R 617922AY5 1325000.00000000 PA USD 1325313.89000000 0.113046184418 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.81762960 N N N N N N Fortress Credit BSL XXIV Ltd. N/A Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class D1 34990BAG1 5000000.00000000 PA USD 5050304.00000000 0.430779154781 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 7.11762840 N N N N N N Janus Henderson Cash Liquidity Fund LLC N/A Janus Henderson Cash Liquidity Fund LLC N/A 21545790.28400000 NS USD 21552254.02000000 1.838357011848 Long STIV RF US N 2 N N N Barings CLO Ltd. 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N/A OCP Aegis CLO Ltd., Series 2024-39A, Class D2 67120EAQ6 4000000.00000000 PA USD 4001190.00000000 0.341292176930 Long ABS-CBDO CORP US Y 2 2037-01-16 Floating 7.77112920 N N N N N N AIMCO CLO 10 Ltd. 5493004I93856WYBB035 AIMCO CLO 10 Ltd., Series 2019-10A, Class D1RR 00901AAY3 2500000.00000000 PA USD 2508868.25000000 0.214000611486 Long ABS-CBDO CORP US Y 2 2037-07-22 Floating 6.66920160 N N N N N N OCP CLO Ltd. 254900V271655KJK1382 OCP CLO Ltd., Series 2022-25A, Class D2R 67115CAY0 3750000.00000000 PA USD 3783827.25000000 0.322751641206 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.16762960 N N N N N N OCP CLO Ltd. 254900WK4JKXAXOKTL68 OCP CLO Ltd., Series 2018-15A, Class D1R 67112KAK5 2850000.00000000 PA USD 2866441.94000000 0.244500813444 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.41763000 N N N N N N Cedar Funding VIII CLO Ltd. 549300PTCF9P2JDL1E69 Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR 15032EBE8 2450000.00000000 PA USD 2461860.94000000 0.209990997556 Long ABS-CBDO CORP US Y 2 2038-01-17 Floating 6.61763160 N N N N N N AB BSL CLO 7 Ltd. 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N/A Lake George Park CLO Ltd., Series 2025-1A, Class D 509827AG6 3000000.00000000 PA USD 3014060.70000000 0.257092349451 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 6.17218920 N N N N N N Magnetite Xlii Ltd. 5299008QF7XUGQ5EZC63 Magnetite Xlii Ltd., Series 2024-42A, Class D2 55955XAN6 2500000.00000000 PA USD 2505690.25000000 0.213729535497 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 7.61802120 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -62893.77000000 -0.00536469192 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3900000.00000000 EUR 4582671.60000000 USD 2026-03-04 -62893.77000000 N N N Garnet CLO 3 Ltd. N/A Garnet CLO 3 Ltd., Series 2025-3A, Class D1 36626TAJ3 12000000.00000000 PA USD 12086887.20000000 1.030983293669 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.58253160 N N N N N N RR 36 Ltd. 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N/A AMMC CLO 27 Ltd., Series 2022-27A, Class DR 00173UBA1 11040000.00000000 PA USD 11017737.84000000 0.939787346329 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 6.36762960 N N N N N N OCP CLO Ltd. 213800MSZWCRHL4TG372 OCP CLO Ltd., Series 2024-33A, Class D2 671080AL3 2300000.00000000 PA USD 2320795.68000000 0.197958459817 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 8.06762880 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -94897.17000000 -0.00809450731 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 3900000.00000000 EUR 4550668.20000000 USD 2026-03-04 -94897.17000000 N N N Meacham Park CLO Ltd. 254900ZA60EDHY111387 Meacham Park CLO Ltd., Series 2024-1A, Class D 58286QAJ4 3000000.00000000 PA USD 3034735.20000000 0.258855836092 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.56763120 N N N N N N Rockford Tower CLO Ltd. 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N/A Elmwood CLO 17 Ltd., Series 2022-4A, Class D1R 29001XAS4 15000000.00000000 PA USD 15098338.50000000 1.287853067385 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 6.71762880 N N N N N N GoldenTree Loan Management US CLO 14 Ltd. 549300QXPI5JCSVZ9W25 GoldenTree Loan Management US CLO 14 Ltd., Series 2022-14A, Class DR 38136RAY3 1950000.00000000 PA USD 1964598.87000000 0.167575702512 Long ABS-CBDO CORP US Y 2 2037-07-20 Floating 6.66762840 N N N N N N 720 East CLO Ltd. N/A 720 East CLO Ltd., Series 2022-1A, Class DR 81785AAS7 5000000.00000000 PA USD 5041944.00000000 0.430066066275 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.56763120 N N N N N N CIFC Funding Ltd. 254900JI8OLAMXS6KW67 CIFC Funding Ltd., Series 2019-2A, Class D1RR 12554ABJ0 5000000.00000000 PA USD 5029559.00000000 0.429009654654 Long ABS-CBDO CORP US Y 2 2038-10-17 Floating 6.26762880 N N N N N N Madison Park Funding XLV Ltd. 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N/A NYACK Park CLO Ltd., Series 2021-1A, Class D1R 67080PAY2 3000000.00000000 PA USD 3006973.80000000 0.256487853407 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.36762960 N N N N N N CQS US CLO Ltd. 254900OIQPM0JE7KVZ52 CQS US CLO Ltd., Series 2023-3A, Class D 223929AJ9 1150000.00000000 PA USD 1150530.96000000 0.098137608052 Long ABS-CBDO CORP US Y 2 2037-01-25 Floating 7.86801960 N N N N N N Hayfin US XII Ltd. 549300ROX4COSD406L14 Hayfin US XII Ltd., Series 2020-12A, Class DR 42087DAW9 4340000.00000000 PA USD 4380735.67000000 0.373666537547 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.91763040 N N N N N N Trinitas CLO XXXI Ltd. 254900Z3YHI8W31ZWI81 Trinitas CLO XXXI Ltd., Series 2024-31A, Class D1 895972AJ6 2100000.00000000 PA USD 2121977.34000000 0.180999719024 Long ABS-CBDO CORP US Y 2 2038-01-22 Floating 6.66920160 N N N N N N RAD CLO 26 Ltd. N/A RAD CLO 26 Ltd., Series 2024-26A, Class D2 75009VAL8 2250000.00000000 PA USD 2231307.00000000 0.190325284085 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 7.91763120 N N N N N N RRE 18 Loan Management DAC 2549006A5T132SLF8U37 RRE 18 Loan Management DAC, Series 18A, Class CR N/A 2150000.00000000 PA 2560049.47000000 0.218366250206 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 0.00000000 N N N N N N Kennedy Lewis CLO 21 Ltd. N/A Kennedy Lewis CLO 21 Ltd., Series 2025-21A, Class D1 37150CAG8 2500000.00000000 PA USD 2530255.25000000 0.215824872715 Long ABS-CBDO CORP US Y 2 2038-07-25 Floating 6.76802160 N N N N N N RAD CLO 27 Ltd. N/A RAD CLO 27 Ltd., Series 2024-27A, Class D1 749972AJ4 7100000.00000000 PA USD 7114021.79000000 0.606809470042 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.47219160 N N N N N N Elmwood CLO 30 Ltd. N/A Elmwood CLO 30 Ltd., Series 2024-6A, Class D2 29001JAJ5 5500000.00000000 PA USD 5547491.95000000 0.473188127561 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 7.91763120 N N N N N N AGL CLO 6 Ltd. 5493008ZSC34VKNPZN79 AGL CLO 6 Ltd., Series 2020-6A, Class D1R2 00119VBL2 10000000.00000000 PA USD 9999919.00000000 0.852969772651 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.96763080 N N N N N N Octagon Investment Partners 29 Ltd. 5493003U22XL00FIHD56 Octagon Investment Partners 29 Ltd., Series 2016-1A, Class DR2 67591JBC5 3250000.00000000 PA USD 3262060.75000000 0.278246175424 Long ABS-CBDO CORP US Y 2 2039-07-18 Floating 6.96763080 N N N N N N AGL CLO 37 Ltd. 254900AZNZG3U1TNSN78 AGL CLO 37 Ltd., Series 2024-37A, Class D1 00121MAJ4 8000000.00000000 PA USD 8039051.20000000 0.685712321709 Long ABS-CBDO CORP US Y 2 2038-04-22 Floating 6.31919880 N N N N N N Ares XXXIX CLO Ltd. 5493005YAOTYJUJV3S58 Ares XXXIX CLO Ltd., Series 2016-39A, Class DR3 04015WBS2 10000000.00000000 PA USD 9989341.00000000 0.852067493917 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.91763040 N N N N N N Warwick Capital CLO 5 Ltd. N/A Warwick Capital CLO 5 Ltd., Series 2024-5A, Class E 93656GAA4 4000000.00000000 PA USD 4028772.40000000 0.343644891332 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 9.16763040 N N N N N N Symphony CLO 36 Ltd. N/A Symphony CLO 36 Ltd., Series 2022-36A, Class D1R 87168RAW5 2500000.00000000 PA USD 2515498.25000000 0.214566135026 Long ABS-CBDO CORP US Y 2 2037-10-24 Floating 6.96801960 N N N N N N Madison Park Funding LIV Ltd. N/A Madison Park Funding LIV Ltd., Series 2022-54A, Class D2R 558188AN8 10000000.00000000 PA USD 9794342.00000000 0.835434533920 Long ABS-CBDO CORP US Y 2 2037-10-21 Floating 7.91969040 N N N N N N Magnetite XXVI Ltd. 549300F7COUCG1RROP29 Magnetite XXVI Ltd., Series 2020-26A, Class D1R2 55954YBC8 3250000.00000000 PA USD 3219189.35000000 0.274589344972 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.16802040 N N N N N N Empower CLO Ltd. N/A Empower CLO Ltd., Series 2023-2A, Class D1R 29247BAU1 7500000.00000000 PA USD 7531641.00000000 0.642431414840 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.47219160 N N N N N N Golub Capital Partners CLO 77 B Ltd. N/A Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class D1 38180QAG9 3890000.00000000 PA USD 3912374.89000000 0.333716455148 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.36801840 N N N N N N OHA Credit Funding 5 Ltd. N/A OHA Credit Funding 5 Ltd., Series 2020-5A, Class D1R 67113GBC0 1000000.00000000 PA USD 1012311.30000000 0.086347793358 Long ABS-CBDO CORP US Y 2 2037-10-18 Floating 6.56763120 N N N N N N Birch Grove CLO 3 Ltd. N/A Birch Grove CLO 3 Ltd., Series 2021-3A, Class D2R 09076VBA8 5000000.00000000 PA USD 5022900.00000000 0.428441657482 Long ABS-CBDO CORP US Y 2 2038-01-19 Floating 7.51763160 N N N N N N BlueMountain CLO XXV Ltd. N/A BlueMountain CLO XXV Ltd., Series 2019-25A, Class D1RR 09627FBJ8 12500000.00000000 PA USD 12596600.00000000 1.074460606949 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 6.92219160 N N N N N N PPM CLO 2 Ltd. 549300JBW1DIZLGMSY83 PPM CLO 2 Ltd., Series 2019-2A, Class DR2B 69377PBA1 4000000.00000000 PA USD 3971485.60000000 0.338758460875 Long ABS-CBDO CORP US Y 2 2037-04-16 Floating 9.24113160 N N N N N N EURO N/A EURO N/A -0.01000000 OU Currencies -0.01000000 -0.00000000085 Short STIV XX N 1 N N N Kennedy Lewis CLO 11 Ltd. 549300LO5FP76OLGQK93 Kennedy Lewis CLO 11 Ltd., Series 2023-11A, Class D1R 37149HAS5 4500000.00000000 PA USD 4526432.10000000 0.386094103288 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.91763040 N N N N N N Bain Capital Credit CLO Ltd. 254900UZIWHOC1Z47I85 Bain Capital Credit CLO Ltd., Series 2025-5A, Class D1 056917AJ6 5000000.00000000 PA USD 5031417.00000000 0.429168137722 Long ABS-CBDO CORP US Y 2 2039-01-19 Floating 6.22483920 N N N N N N Magnetite XLVII Ltd. 529900SMT5EN0CN67W73 Magnetite XLVII Ltd., Series 2024-47A, Class D1 559916AJ0 1000000.00000000 PA USD 1006564.60000000 0.085857613248 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.51801960 N N N N N N Palmer Square European CLO DAC 2549002V0JZ1DJI63P65 Palmer Square European CLO DAC, Series 2026-1A, Class D N/A 4300000.00000000 PA 5115495.00000000 0.436339795067 Long ABS-CBDO CORP US Y 2 2039-04-15 Floating 0.00000000 N N N N N N N/A N/A Forward Foreign Currency Contract N/A 1.00000000 NC N/A -29320.50000000 -0.00250097027 N/A DFE N/A N 2 BNP Paribas R0MUWSFPU8MPRO8K5P83 2800000.00000000 EUR 3305957.20000000 USD 2026-03-04 -29320.50000000 N N N Orchard Park CLO Ltd. 3912000K0W3TWP1KMO81 Orchard Park CLO Ltd., Series 2024-1A, Class D1 68563JAJ3 2000000.00000000 PA USD 2024332.60000000 0.172670850393 Long ABS-CBDO CORP US Y 2 2037-10-20 Floating 6.61763160 N N N N N N Signal Peak CLO 11 Ltd. N/A Signal Peak CLO 11 Ltd., Series 2024-11A, Class D1 82666XAG5 9000000.00000000 PA USD 8999749.80000000 0.767657672109 Long ABS-CBDO CORP US Y 2 2037-07-18 Floating 6.76762920 N N N N N N Ares LVI CLO Ltd. N/A Ares LVI CLO Ltd., Series 2020-56A, Class D1R2 04018NBE0 3985000.00000000 PA USD 4007111.57000000 0.341797273043 Long ABS-CBDO CORP US Y 2 2038-01-25 Floating 6.51801960 N N N N N N Capital Four CLO XI DAC 25490035KVDRNZGTO841 Capital Four CLO XI DAC, Series 11A, Class D N/A 3400000.00000000 PA 4101380.71000000 0.349838210866 Long ABS-CBDO CORP US Y 2 2039-01-25 Floating 5.22399960 N N N N N N Allegro CLO XIX Ltd. 2138002Z16N4VA88AX41 Allegro CLO XIX Ltd., Series 2025-1A, Class D2 01749XAJ0 5700000.00000000 PA USD 5766076.11000000 0.491832846709 Long ABS-CBDO CORP US Y 2 2038-04-17 Floating 7.71762960 N N N N N N Silver Point CLO 14 Ltd. N/A Silver Point CLO 14 Ltd., Series 2025-14A, Class D1 82810EAJ6 5000000.00000000 PA USD 5030509.50000000 0.429090730088 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 6.32878920 N N N N N N Clover CLO LLC N/A Clover CLO LLC, Series 2021-3A, Class DR 18915FAG7 2250000.00000000 PA USD 2254736.25000000 0.192323744477 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 6.21802080 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2025-2A, Class D1 17181DAG1 2000000.00000000 PA USD 2010687.60000000 0.171506963710 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 6.17218920 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2019-7A, Class D1R 171935AJ8 3800000.00000000 PA USD 3826099.92000000 0.326357401385 Long ABS-CBDO CORP US Y 2 2038-10-19 Floating 6.36762960 N N N N N N Regatta XXIV Funding Ltd. N/A Regatta XXIV Funding Ltd., Series 2021-5A, Class D1R 75889HAU4 13950000.00000000 PA USD 14006515.64000000 1.194723123366 Long ABS-CBDO CORP US Y 2 2038-01-20 Floating 6.46763040 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2021-1A, Class D2R 67402JAY7 6000000.00000000 PA USD 5951844.00000000 0.507678414548 Long ABS-CBDO CORP US Y 2 2038-01-15 Floating 7.77219120 N N N N N N AGL CLO 7 Ltd. N/A AGL CLO 7 Ltd., Series 2020-7A, Class D1R2 008511BC0 4700000.00000000 PA USD 4720632.06000000 0.402658907036 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.47219160 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-7A, Class D1R 14316WAU3 5300000.00000000 PA USD 5306360.00000000 0.452620134503 Long ABS-CBDO CORP US Y 2 2040-04-15 Floating 6.67218960 N N N N N N Benefit Street Partners CLO 43 Ltd. 254900TPMKEES6UQHQ33 Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class D1 08179QAG5 3000000.00000000 PA USD 3018618.30000000 0.257481102104 Long ABS-CBDO CORP US Y 2 2038-10-20 Floating 6.45157080 N N N N N N Trinitas CLO XX Ltd. 5493007IXHTJ7TQMIW41 Trinitas CLO XX Ltd., Series 2022-20A, Class D1R 89640EAU2 4000000.00000000 PA USD 4028815.20000000 0.343648542073 Long ABS-CBDO CORP US Y 2 2035-07-20 Floating 6.66762840 N N N N N N BlueMountain CLO XXVI Ltd. N/A BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D2R 09630GAW3 4500000.00000000 PA USD 4488083.55000000 0.382823061395 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.29923840 N N N N N N OCP Aegis CLO Ltd. 2138009EGVOGD3J5GI42 OCP Aegis CLO Ltd., Series 2023-29A, Class D1R 67118BAU7 4650000.00000000 PA USD 4646605.97000000 0.396344654174 Long ABS-CBDO CORP US Y 2 2036-01-20 Floating 6.21762840 N N N N N N Atlantic Avenue Ltd. N/A Atlantic Avenue Ltd., Series 2023-1A, Class D1R 04822FAS3 1370000.00000000 PA USD 1388576.93000000 0.118442374212 Long ABS-CBDO CORP US Y 2 2039-01-15 Floating 6.97218840 N N N N N N Neuberger Berman Loan Advisers CLO 25 Ltd. 549300YJLHTYDSFV8K03 Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class D2R2 64131JBE5 4500000.00000000 PA USD 4544700.75000000 0.387652376533 Long ABS-CBDO CORP US Y 2 2038-07-18 Floating 8.11762920 N N N N N N Canyon Capital CLO Ltd. N/A Canyon Capital CLO Ltd., Series 2023-1A, Class D1R 138927AU2 5000000.00000000 PA USD 5020833.50000000 0.428265389851 Long ABS-CBDO CORP US Y 2 2038-10-15 Floating 6.52218840 N N N N N N Benefit Street Partners CLO Ltd. N/A Benefit Street Partners CLO Ltd., Series 2015-6BR, Class D1R 08182DAU8 3000000.00000000 PA USD 3015373.20000000 0.257204302641 Long ABS-CBDO CORP US Y 2 2038-04-20 Floating 6.36762960 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2025-1A, Class D1 14319VAJ7 2000000.00000000 PA USD 2020794.20000000 0.172369033124 Long ABS-CBDO CORP US Y 2 2038-04-25 Floating 6.71802120 N N N N N N 2026-03-02 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer XXXX