0001752724-22-288724.txt : 20221222
0001752724-22-288724.hdr.sgml : 20221222
20221222123548
ACCESSION NUMBER: 0001752724-22-288724
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221222
DATE AS OF CHANGE: 20221222
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Janus Detroit Street Trust
CENTRAL INDEX KEY: 0001500604
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23112
FILM NUMBER: 221481083
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
2022-10-31
2022-10-31
N
1662690883.48
320489.85
1662370393.63
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
263005.90999999
USD
N
J.P. Morgan CLO AAA Index 100%
IXJAAA10BM
CIFC Funding Ltd.
635400OB7ZCBUWDQNV87
CIFC Funding Ltd., Series 2018-3A, Class A
12551YAA1
17500000.00000000
PA
USD
17053155.00000000
1.025833656888
Long
ABS-CBDO
CORP
US
Y
2
2031-07-18
Floating
5.29371000
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2019-6A, Class C
12555XAG6
1500000.00000000
PA
USD
1415250.00000000
0.085134456522
Long
ABS-CBDO
CORP
US
Y
2
2033-01-16
Floating
6.77913840
N
N
N
N
N
N
Dryden 41 Senior Loan Fund
5493000CMI5L15ZSNM78
Dryden 41 Senior Loan Fund, Series 2015-41A, Class AR
26244KAN6
50875000.00000000
PA
USD
49494099.88000000
2.977320822703
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.04914040
N
N
N
N
N
N
Octagon Investment Partners 34 Ltd.
N/A
Octagon Investment Partners 34 Ltd., Series 2017-1A, Class A2
675922AC2
2000000.00000000
PA
USD
1898458.00000000
0.114201865437
Long
ABS-CBDO
CORP
US
Y
2
2030-01-20
Floating
5.49257040
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
34010515.00000000
2.045904759271
Long
ABS-CBDO
CORP
US
Y
2
2033-01-15
Floating
5.29913880
N
N
N
N
N
N
AB BSL CLO 2 Ltd.
N/A
AB BSL CLO 2 Ltd., Series 2021-2A, Class A
00037LAA8
15000000.00000000
PA
USD
14347080.00000000
0.863049537875
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.17914000
N
N
N
N
N
N
Shackleton CLO Ltd.
N/A
Shackleton CLO Ltd., Series 2017-11A, Class AR
81883EAE1
34250000.00000000
PA
USD
33535613.50000000
2.017337028408
Long
ABS-CBDO
CORP
US
Y
2
2030-08-15
Floating
3.99513960
N
N
N
N
N
N
Magnetite XV Ltd.
549300B3V0K3DX0M2K31
Magnetite XV Ltd., Series 2015-15A, Class CR
55953MAU6
2700000.00000000
PA
USD
2474884.80000000
0.148876857376
Long
ABS-CBDO
CORP
US
Y
2
2031-07-25
Floating
6.15843000
N
N
N
N
N
N
Northwoods Capital XII-B Ltd.
549300R06FSYRU75ZW78
Northwoods Capital XII-B Ltd., Series 2018-12BA, Class A2
66858CAL1
25890000.00000000
PA
USD
25313662.71000000
1.522745039673
Long
ABS-CBDO
CORP
US
Y
2
2031-06-15
Floating
4.89256920
N
N
N
N
N
N
Magnetite XXVI Ltd.
549300F7COUCG1RROP29
Magnetite XXVI Ltd., Series 2020-26A, Class A1R
55954YAJ4
6000000.00000000
PA
USD
5763744.00000000
0.346718398143
Long
ABS-CBDO
CORP
US
Y
2
2034-07-25
Floating
5.47842960
N
N
N
N
N
N
AMMC CLO XII Ltd.
549300YZO1X7UK2OVY35
AMMC CLO XII Ltd., Series 2013-12A, Class AR2
00176CAW1
20000000.00000000
PA
USD
19587700.00000000
1.178299377506
Long
ABS-CBDO
CORP
US
Y
2
2030-11-10
Floating
3.86156880
N
N
N
N
N
N
Sound Point CLO XIX Ltd.
5493001QI7ZD0IPL4A34
Sound Point CLO XIX Ltd., Series 2018-1A, Class A
83610JAA4
19431000.00000000
PA
USD
18852500.27000000
1.134073389555
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.07913920
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
16122876.00000000
0.969872662661
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
5.47256880
N
N
N
N
N
N
Octagon Investment Partners XV Ltd.
549300VYCI9AZ4NZBX86
Octagon Investment Partners XV Ltd., Series 2013-1A, Class A1RR
67590EBG8
24000000.00000000
PA
USD
23485320.00000000
1.412760964102
Long
ABS-CBDO
CORP
US
Y
2
2030-07-19
Floating
5.19657120
N
N
N
N
N
N
Battalion CLO VIII Ltd.
549300WH2OE0BGHQQP83
Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2
07132ACC5
14794274.25000000
PA
USD
14461713.76000000
0.869945339222
Long
ABS-CBDO
CORP
US
Y
2
2030-07-18
Floating
5.26371120
N
N
N
N
N
N
Magnetite Xxix Ltd.
549300XSCWZTP19VRZ67
Magnetite Xxix Ltd., Series 2021-29A, Class A
55955KAA2
18306000.00000000
PA
USD
17710286.15000000
1.065363424292
Long
ABS-CBDO
CORP
US
Y
2
2034-01-15
Floating
5.06913840
N
N
N
N
N
N
Galaxy XX CLO Ltd.
549300S1CAKZT00VQL17
Galaxy XX CLO Ltd., Series 2015-20A, Class AR
36320MAL2
4000000.00000000
PA
USD
3903908.00000000
0.234839841647
Long
ABS-CBDO
CORP
US
Y
2
2031-04-20
Floating
5.24256840
N
N
N
N
N
N
Apidos CLO XXIX
549300AVJUID3QNR9M59
Apidos CLO XXIX, Series 2018-29A, Class A1B
03767MAE8
2000000.00000000
PA
USD
1914040.00000000
0.115139201668
Long
ABS-CBDO
CORP
US
Y
2
2030-07-25
Floating
5.65842960
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A2
12510TAB0
13889000.00000000
PA
USD
12943242.43000000
0.778601596828
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
5.74256880
N
N
N
N
N
N
OHA Credit Funding 3 Ltd.
N/A
OHA Credit Funding 3 Ltd., Series 2019-3A, Class AR
67112RAS3
60000000.00000000
PA
USD
57517620.00000000
3.459976201477
Long
ABS-CBDO
CORP
US
Y
2
2035-07-02
Floating
5.38256880
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 33 Ltd.
549300RVE5T2OYI2H743
Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class AR
64132TAJ2
23000000.00000000
PA
USD
22316026.00000000
1.342422006883
Long
ABS-CBDO
CORP
US
Y
2
2033-10-16
Floating
5.15913840
N
N
N
N
N
N
Dryden 85 CLO Ltd.
549300XS2BVK8BZTXN05
Dryden 85 CLO Ltd., Series 2020-85A, Class AR
26246BAL8
30000000.00000000
PA
USD
28603980.00000000
1.720674291939
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
5.22914040
N
N
N
N
N
N
Anchorage Capital CLO Ltd.
549300MP4QPQUMB6AD63
Anchorage Capital CLO Ltd., Series 2014-4RA, Class A
03328LAA0
15830000.00000000
PA
USD
15528660.12000000
0.934127567448
Long
ABS-CBDO
CORP
US
Y
2
2031-01-28
Floating
5.42386080
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
7548144.00000000
0.454059097113
Long
ABS-CBDO
CORP
US
Y
2
2035-01-18
Floating
5.64370920
N
N
N
N
N
N
Signal Peak CLO 5 Ltd.
N/A
Signal Peak CLO 5 Ltd., Series 2018-5A, Class A
56844YAA5
15750000.00000000
PA
USD
15382442.25000000
0.925331821893
Long
ABS-CBDO
CORP
US
Y
2
2031-04-25
Floating
5.46842880
N
N
N
N
N
N
Magnetite XIV-R Ltd.
549300XD71H6EU9N2I97
Magnetite XIV-R Ltd., Series 2015-14RA, Class A1
55954LAC7
10250000.00000000
PA
USD
9960294.00000000
0.599162138484
Long
ABS-CBDO
CORP
US
Y
2
2031-10-18
Floating
5.31371160
N
N
N
N
N
N
Voya CLO Ltd.
N/A
Voya CLO Ltd., Series 2018-1A, Class A1
92917AAA4
5566000.00000000
PA
USD
5422402.77000000
0.326184994077
Long
ABS-CBDO
CORP
US
Y
2
2031-04-19
Floating
5.17656960
N
N
N
N
N
N
BlueMountain CLO XXXII Ltd.
N/A
BlueMountain CLO XXXII Ltd., Series 2021-32A, Class A
09631EAA5
11800000.00000000
PA
USD
11286251.60000000
0.678925204830
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.24913840
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2021-4A, Class A
69702EAA3
25000000.00000000
PA
USD
23886775.00000000
1.436910515943
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.24913840
N
N
N
N
N
N
KKR CLO 23 Ltd.
549300ULSPVDFXMNXZ65
KKR CLO 23 Ltd., Series 23, Class A1
48252YAA7
1000000.00000000
PA
USD
973874.00000000
0.058583454309
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
5.39256960
N
N
N
N
N
N
Sounds Point CLO IV-R Ltd.
549300HOEGQTNS4MTZ12
Sounds Point CLO IV-R Ltd., Series 2013-3RA, Class A
83609YAC0
5000000.00000000
PA
USD
4837750.00000000
0.291015168372
Long
ABS-CBDO
CORP
US
Y
2
2031-04-18
Floating
5.34371040
N
N
N
N
N
N
OHA Credit Funding 8 Ltd.
N/A
OHA Credit Funding 8 Ltd., Series 2021-8A, Class A
67707GAC3
13000000.00000000
PA
USD
12525292.00000000
0.753459761314
Long
ABS-CBDO
CORP
US
Y
2
2034-01-18
Floating
5.38371000
N
N
N
N
N
N
Generate CLO 2 Ltd.
N/A
Generate CLO 2 Ltd., Series 2A, Class AR
98625TAJ4
2000000.00000000
PA
USD
1956848.00000000
0.117714319714
Long
ABS-CBDO
CORP
US
Y
2
2031-01-22
Floating
5.47457040
N
N
N
N
N
N
Jay Park CLO Ltd.
N/A
Jay Park CLO Ltd., Series 2016-1A, Class A2R
47206VAL8
22000000.00000000
PA
USD
21228856.00000000
1.277023224267
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Floating
5.69256840
N
N
N
N
N
N
CIFC Funding Ltd.
549300X1SKS4LNS5LQ62
CIFC Funding Ltd., Series 2017-1A, Class AR
12551AAL9
9280228.00000000
PA
USD
9103680.94000000
0.547632523707
Long
ABS-CBDO
CORP
US
Y
2
2029-04-23
Floating
5.28756840
N
N
N
N
N
N
Octagon Investment Partners XVII Ltd.
54930007Y57X4ONHQV20
Octagon Investment Partners XVII Ltd., Series 2013-1A, Class A1R2
67590GBG3
5900000.00000000
PA
USD
5771734.00000000
0.347199037116
Long
ABS-CBDO
CORP
US
Y
2
2031-01-25
Floating
5.35843080
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
4556347.25000000
0.274087367500
Long
ABS-CBDO
CORP
US
Y
2
2030-07-27
Floating
5.65800120
N
N
N
N
N
N
Carlyle US CLO Ltd.
54930054F35TGSKQ6V76
Carlyle US CLO Ltd., Series 2016-4A, Class BR
143109AQ9
1000000.00000000
PA
USD
932664.00000000
0.056104464057
Long
ABS-CBDO
CORP
US
Y
2
2027-10-20
Floating
6.34257000
N
N
N
N
N
N
Allegro CLO VIII Ltd.
635400EGZEWLZ9KRXG08
Allegro CLO VIII Ltd., Series 2018-2A, Class A
01750LAA1
16317000.00000000
PA
USD
15868706.74000000
0.954583094165
Long
ABS-CBDO
CORP
US
Y
2
2031-07-15
Floating
5.17914000
N
N
N
N
N
N
Madison Park Funding XXVI Ltd.
549300FNRP3W5DX0O430
Madison Park Funding XXVI Ltd., Series 2017-26A, Class AR
55819YAA8
3000000.00000000
PA
USD
2947566.00000000
0.177311025947
Long
ABS-CBDO
CORP
US
Y
2
2030-07-29
Floating
5.61471120
N
N
N
N
N
N
JMP Credit Advisors CLO IV Ltd.
54930013XSXE4PJVBQ28
JMP Credit Advisors CLO IV Ltd., Series 2017-1A, Class AR
46647YAL1
16360872.24000000
PA
USD
16116751.67000000
0.969504253189
Long
ABS-CBDO
CORP
US
Y
2
2029-07-17
Floating
5.35914000
N
N
N
N
N
N
Steele Creek CLO Ltd.
549300ZMV389HVGL0K94
Steele Creek CLO Ltd., Series 2014-1RA, Class A
85816WAC8
11116956.16000000
PA
USD
10811395.50000000
0.650360205007
Long
ABS-CBDO
CORP
US
Y
2
2031-04-21
Floating
5.34756960
N
N
N
N
N
N
Deer Creek CLO Ltd.
N/A
Deer Creek CLO Ltd., Series 2017-1A, Class A
24380LAC7
3000000.00000000
PA
USD
2939988.00000000
0.176855170861
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.42256840
N
N
N
N
N
N
Apex Credit CLO 2021 Ltd.
549300PKXRJW5V5VW357
Apex Credit CLO Ltd., Series 2021-1A, Class AN
03754CAA3
1476000.00000000
PA
USD
1407965.26000000
0.084696242509
Long
ABS-CBDO
CORP
US
Y
2
2034-07-18
Floating
5.40371160
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
23066833.83000000
1.387586901113
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
5.39256960
N
N
N
N
N
N
Octagon Investment Partners 48 Ltd.
N/A
Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR
67577UAJ4
25268000.00000000
PA
USD
24109234.79000000
1.450292599193
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
5.39256960
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A1
12510TAA2
16897000.00000000
PA
USD
16183811.42000000
0.973538236846
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
5.42256840
N
N
N
N
N
N
Rad CLO 10 Ltd.
N/A
Rad CLO 10 Ltd., Series 2021-10A, Class A
48662LAA9
5000000.00000000
PA
USD
4795230.00000000
0.288457374985
Long
ABS-CBDO
CORP
US
Y
2
2034-04-23
Floating
5.49456840
N
N
N
N
N
N
Shackleton CLO Ltd.
549300HOHPZON6E4VH77
Shackleton CLO Ltd., Series 2019-14A, Class A1R
81880XAL6
3825000.00000000
PA
USD
3661986.15000000
0.220287016902
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
5.44257000
N
N
N
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
109203543.29000000
NS
USD
109214463.64000000
6.569803219456
Long
STIV
RF
US
N
2
N
N
N
Highbridge Loan Management Ltd.
254900IU43NDZ7HEB142
Highbridge Loan Management Ltd., Series 7A-2015, Class A2R
40437RAC3
3000000.00000000
PA
USD
2971662.00000000
0.178760522407
Long
ABS-CBDO
CORP
US
Y
2
2027-03-15
Floating
3.80513880
N
N
N
N
N
N
BlueMountain Fuji US CLO II Ltd.
N/A
BlueMountain Fuji US CLO II Ltd., Series 2017-2A, Class A1AR
09629EAL5
15000000.00000000
PA
USD
14686200.00000000
0.883449323705
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.24256840
N
N
N
N
N
N
Voya CLO Ltd.
549300ITL5IR423IJ183
Voya CLO Ltd., Series 2014-1A, Class AAR2
92915PAH8
19278783.57000000
PA
USD
18689893.85000000
1.124291789700
Long
ABS-CBDO
CORP
US
Y
2
2031-04-18
Floating
5.18015160
N
N
N
N
N
N
Canyon Capital CLO Ltd.
549300W778MFSPI8C872
Canyon Capital CLO Ltd., Series 2014-1A, Class A1BR
13875LAY4
3010000.00000000
PA
USD
2857004.71000000
0.171863305611
Long
ABS-CBDO
CORP
US
Y
2
2031-01-30
Floating
5.58470880
N
N
N
N
N
N
Palmer Square CLO Ltd.
549300EYS8N79JYSXL17
Palmer Square CLO Ltd., Series 2018-2A, Class A1A
69688MAA3
59000000.00000000
PA
USD
57543939.00000000
3.461559422647
Long
ABS-CBDO
CORP
US
Y
2
2031-07-16
Floating
5.17914000
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
6000000.00000000
PA
USD
5743104.00000000
0.345476797590
Long
ABS-CBDO
CORP
US
Y
2
2035-07-16
Floating
5.17914000
N
N
N
N
N
N
Dryden 64 CLO Ltd.
N/A
Dryden 64 CLO Ltd., Series 2018-64A, Class A
26251LAC8
36046000.00000000
PA
USD
34872198.06000000
2.097739360230
Long
ABS-CBDO
CORP
US
Y
2
2031-04-18
Floating
5.16371040
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-7A, Class A1
14316WAA7
22000000.00000000
PA
USD
21064098.00000000
1.267112195977
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
5.23914120
N
N
N
N
N
N
OHA Credit Partners XIV Ltd.
N/A
OHA Credit Partners XIV Ltd., Series 2017-14A, Class C
67706XAJ2
1000000.00000000
PA
USD
920127.00000000
0.055350300000
Long
ABS-CBDO
CORP
US
Y
2
2030-01-21
Floating
6.07757040
N
N
N
N
N
N
Sound Point CLO VI-R Ltd.
5493001FKRL3V2YW2890
Sound Point CLO VI-R Ltd., Series 2014-2RA, Class A
83613WAA2
4000000.00000000
PA
USD
3870156.00000000
0.232809487875
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
5.49257040
N
N
N
N
N
N
Voya CLO Ltd.
549300KSCKXTOBY0IP86
Voya CLO Ltd., Series 2019-1A, Class AR
92917NAJ7
1000000.00000000
PA
USD
974991.00000000
0.058650647517
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.13914040
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
3326123.50000000
0.200083177175
Long
ABS-CBDO
CORP
US
Y
2
2030-01-15
Floating
5.22914040
N
N
N
N
N
N
Benefit Street Partners CLO VIII Ltd.
549300D98ZLKNSI8CN63
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR
08180XAN2
3000000.00000000
PA
USD
2929893.00000000
0.176247905474
Long
ABS-CBDO
CORP
US
Y
2
2031-01-20
Floating
5.34256920
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 43 Ltd.
549300LCOEVXWN75LP18
Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class A
64134AAA0
15060000.00000000
PA
USD
14473352.76000000
0.870645484030
Long
ABS-CBDO
CORP
US
Y
2
2035-07-17
Floating
5.20913880
N
N
N
N
N
N
CIFC Funding Ltd.
54930089HD7KU5NUS092
CIFC Funding Ltd., Series 2021-7A, Class A1
12567HAC6
34576000.00000000
PA
USD
33042865.58000000
1.987695744980
Long
ABS-CBDO
CORP
US
Y
2
2035-01-23
Floating
5.45456880
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
13548600.00000000
PA
USD
13178140.63000000
0.792731913447
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
5.21913960
N
N
N
N
N
N
Allegro CLO XII Ltd.
254900E0ZQX4DLP7HF87
Allegro CLO XII Ltd., Series 2020-1A, Class A1
01750TAC0
30000000.00000000
PA
USD
29240730.00000000
1.758978029929
Long
ABS-CBDO
CORP
US
Y
2
2032-01-21
Floating
5.52756960
N
N
N
N
N
N
Wind River CLO Ltd.
N/A
Wind River CLO Ltd., Series 2021-2A, Class C
97315VAG2
2000000.00000000
PA
USD
1793436.00000000
0.107884260142
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.19256880
N
N
N
N
N
N
LCM XXIII Ltd.
N/A
LCM XXIII Ltd., Series 23A, Class A1R
52111PAF8
22772421.00000000
PA
USD
22265598.00000000
1.339388507237
Long
ABS-CBDO
CORP
US
Y
2
2029-10-20
Floating
5.31257040
N
N
N
N
N
N
Regatta XI Funding Ltd.
254900TUAAER6MTE4E64
Regatta XI Funding Ltd., Series 2018-1A, Class A
75887XAA5
15000000.00000000
PA
USD
14600565.00000000
0.878297944666
Long
ABS-CBDO
CORP
US
Y
2
2031-07-17
Floating
5.14914120
N
N
N
N
N
N
Voya CLO Ltd.
549300L8S87K3SMP0R77
Voya CLO Ltd., Series 2014-2A, Class A1RR
92912VAY1
23140270.18000000
PA
USD
22644721.29000000
1.362194693599
Long
ABS-CBDO
CORP
US
Y
2
2030-04-17
Floating
5.09914080
N
N
N
N
N
N
Signal Peak CLO 8 Ltd.
N/A
Signal Peak CLO 8 Ltd., Series 2020-8A, Class C
56845NAE0
2000000.00000000
PA
USD
1816000.00000000
0.109241599041
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
6.24256920
N
N
N
N
N
N
Magnetite XVII Ltd.
5493003SVWF9GG13MZ22
Magnetite XVII Ltd., Series 2016-17A, Class AR
55954EAQ2
25400000.00000000
PA
USD
24728068.40000000
1.487518575568
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Floating
5.34256920
N
N
N
N
N
N
Dryden 75 CLO Ltd.
254900JFO9XUH2EREJ70
Dryden 75 CLO Ltd., Series 2019-75A, Class AR2
26252JAS7
27500000.00000000
PA
USD
26198397.50000000
1.575966318961
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.11913880
N
N
N
N
N
N
KKR CLO 24 Ltd.
549300LGO0WGOG6NE245
KKR CLO 24 Ltd., Series 24, Class A1R
48252RAL8
6670000.00000000
PA
USD
6440765.44000000
0.387444667246
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
5.32257120
N
N
N
N
N
N
KKR CLO Ltd. 22
549300GKHET0CQ690V42
KKR CLO Ltd., Series 22A, Class A
48252WAA1
3000000.00000000
PA
USD
2920221.00000000
0.175666085680
Long
ABS-CBDO
CORP
US
Y
2
2031-07-20
Floating
5.39256960
N
N
N
N
N
N
MP CLO III Ltd.
549300FWSFBNCWDD1P18
MP CLO III Ltd., Series 2013-1A, Class AR
553205AC9
18105000.00000000
PA
USD
17699647.16000000
1.064723435151
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.49257040
N
N
N
N
N
N
Midocean Credit CLO VIII
549300T32RO3I7BJ4V26
Midocean Credit CLO VIII, Series 2018-8A, Class A2
59801MAC2
8037000.00000000
PA
USD
7746012.38000000
0.465961882483
Long
ABS-CBDO
CORP
US
Y
2
2031-02-20
Floating
4.28400000
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
19092720.00000000
1.148523823160
Long
ABS-CBDO
CORP
US
Y
2
2029-07-15
Floating
5.32914120
N
N
N
N
N
N
Octagon Investment Partners 50 Ltd.
N/A
Octagon Investment Partners 50 Ltd., Series 2020-4A, Class AR
67592MAN4
10000000.00000000
PA
USD
9593030.00000000
0.577069348489
Long
ABS-CBDO
CORP
US
Y
2
2035-01-15
Floating
5.22914040
N
N
N
N
N
N
Madison Park Funding XVIII Ltd.
N/A
Madison Park Funding XVIII Ltd., Series 2015-18A, Class ARR
55819BAW0
50000000.00000000
PA
USD
48809000.00000000
2.936108594512
Long
ABS-CBDO
CORP
US
Y
2
2030-10-21
Floating
5.21757000
N
N
N
N
N
N
Venture XVIII CLO Ltd.
549300MWRVTJN0X3KI79
Venture XVIII CLO Ltd., Series 2014-18A, Class AR
92329FAP2
24280294.46000000
PA
USD
23831206.13000000
1.433567766925
Long
ABS-CBDO
CORP
US
Y
2
2029-10-15
Floating
5.29913880
N
N
N
N
N
N
Greywolf CLO VII Ltd.
5493005EEKUYF0Q6Z361
Greywolf CLO VII Ltd., Series 2018-2A, Class A1
39809AAA6
2000000.00000000
PA
USD
1948776.00000000
0.117228748025
Long
ABS-CBDO
CORP
US
Y
2
2031-10-20
Floating
5.42256840
N
N
N
N
N
N
LCM XVIII LP
549300PYL1KC7BYM8G75
LCM XVIII LP, Series 19A, Class AR
50188QAJ0
4743139.14000000
PA
USD
4706607.48000000
0.283126281485
Long
ABS-CBDO
CORP
US
Y
2
2027-07-15
Floating
5.31914040
N
N
N
N
N
N
LCM XXIV Ltd.
N/A
LCM XXIV Ltd., Series 24A, Class AR
50188YAE4
24957083.69000000
PA
USD
24394351.37000000
1.467443805753
Long
ABS-CBDO
CORP
US
Y
2
2030-03-20
Floating
5.22257040
N
N
N
N
N
N
Pikes Peak CLO 1
549300IOF5UIE4PES702
Pikes Peak CLO 1, Series 2018-1A, Class A
721327AA2
1500000.00000000
PA
USD
1463991.00000000
0.088066474572
Long
ABS-CBDO
CORP
US
Y
2
2031-07-24
Floating
5.50456920
N
N
N
N
N
N
Dryden 53 CLO Ltd.
N/A
Dryden 53 CLO Ltd., Series 2017-53A, Class A
26243EAA9
31552000.00000000
PA
USD
30864702.78000000
1.856668218964
Long
ABS-CBDO
CORP
US
Y
2
2031-01-15
Floating
5.19914160
N
N
N
N
N
N
TICP CLO XII Ltd.
N/A
TICP CLO XII Ltd., Series 2018-12A, Class AR
87250FAL4
8580000.00000000
PA
USD
8221630.56000000
0.494572725278
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
5.24913840
N
N
N
N
N
N
CBAM Ltd.
254900YSCN4KH02DQ033
CBAM Ltd., Series 2018-8A, Class A1
12478CAA9
8917110.87000000
PA
USD
8757325.16000000
0.526797469057
Long
ABS-CBDO
CORP
US
Y
2
2029-10-20
Floating
5.36257080
N
N
N
N
N
N
KKR CLO 25 Ltd.
549300MJB0YZ0QTQNZ45
KKR CLO 25 Ltd., Series 25, Class CR
48252UAL1
1300000.00000000
PA
USD
1186602.30000000
0.071380139140
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
6.37913880
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2017-5A, Class A1B
14316AAC1
4527000.00000000
PA
USD
4302401.95000000
0.258811271331
Long
ABS-CBDO
CORP
US
Y
2
2030-01-20
Floating
5.49257040
N
N
N
N
N
N
Octagon Loan Funding Ltd.
549300HJJWTCMWFILG24
Octagon Loan Funding Ltd., Series 2014-1A, Class ARR
67590RAY1
6000000.00000000
PA
USD
5833860.00000000
0.350936230719
Long
ABS-CBDO
CORP
US
Y
2
2031-11-18
Floating
4.14056880
N
N
N
N
N
N
Regatta Funding LP
N/A
Regatta Funding LP, Series 2013-2A, Class A1R3
75885WBA8
13345223.82000000
PA
USD
13120970.68000000
0.789292851357
Long
ABS-CBDO
CORP
US
Y
2
2029-01-15
Floating
3.36200040
N
N
N
N
N
N
OCP CLO Ltd.
254900NXH68CRC058O44
OCP CLO Ltd., Series 2014-5A, Class A1R
67102SAL8
1250000.00000000
PA
USD
1221141.25000000
0.073457831941
Long
ABS-CBDO
CORP
US
Y
2
2031-04-26
Floating
5.40686160
N
N
N
N
N
N
Rockford Tower CLO Ltd.
549300V5ZF7112UGSH89
Rockford Tower CLO Ltd., Series 2017-3A, Class A
77341DAA5
25470000.00000000
PA
USD
24939536.31000000
1.500239441556
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.43256920
N
N
N
N
N
N
Marble Point CLO XI Ltd.
549300DBVCVH5X7MO467
Marble Point CLO XI Ltd., Series 2017-2A, Class A
56607FAA3
3000000.00000000
PA
USD
2920464.00000000
0.175680703361
Long
ABS-CBDO
CORP
US
Y
2
2030-12-18
Floating
5.37370920
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
5318769.50000000
0.319950927926
Long
ABS-CBDO
CORP
US
Y
2
2033-04-20
Floating
5.31257040
N
N
N
N
N
N
Ballyrock CLO Ltd.
N/A
Ballyrock CLO Ltd., Series 2019-1A, Class A1R
05875JAJ8
19000000.00000000
PA
USD
18330877.00000000
1.102695107554
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
5.10914160
N
N
N
N
N
N
Atrium XIV LLC
N/A
Atrium XIV LLC, Series 14A, Class A2A
04965LAE8
2000000.00000000
PA
USD
1927254.00000000
0.115934090704
Long
ABS-CBDO
CORP
US
Y
2
2030-08-23
Floating
5.52913920
N
N
N
N
N
N
Eaton Vance CLO Ltd.
5493004NKU3QU5G6QW39
Eaton Vance CLO Ltd., Series 2020-1A, Class AR
278300AJ7
25000000.00000000
PA
USD
23942700.00000000
1.440274687984
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
5.24913840
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2019-2A, Class A1AR
67401UAN7
3000000.00000000
PA
USD
2916150.00000000
0.175421194408
Long
ABS-CBDO
CORP
US
Y
2
2031-04-15
Floating
5.19914160
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
2571030.00000000
0.154660478185
Long
ABS-CBDO
CORP
US
Y
2
2033-04-18
Floating
5.48371080
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2013-2A, Class A3LR
12549BAU2
1000000.00000000
PA
USD
931230.00000000
0.056018201693
Long
ABS-CBDO
CORP
US
Y
2
2030-10-18
Floating
6.14370960
N
N
N
N
N
N
OHA Credit Funding 5 Ltd.
N/A
OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A
67113GAE7
1350000.00000000
PA
USD
1304083.80000000
0.078447246473
Long
ABS-CBDO
CORP
US
Y
2
2033-04-18
Floating
5.64370920
N
N
N
N
N
N
Sound Point CLO XVII
N/A
Sound Point CLO XVII, Series 2017-3A, Class A1R
83611GAL5
50000000.00000000
PA
USD
48642700.00000000
2.926104807111
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
5.22257040
N
N
N
N
N
N
Apidos CLO XX
5493008YDOADR1DMZM86
Apidos CLO XX, Series 2015-20A, Class A1RA
03765LAP7
21330000.00000000
PA
USD
20768231.79000000
1.249314344720
Long
ABS-CBDO
CORP
US
Y
2
2031-07-16
Floating
5.17914000
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
CARLYLE US CLO Ltd., Series 2021-1A, Class A1
14316MAA9
19150000.00000000
PA
USD
18401790.35000000
1.106960904772
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
5.21913960
N
N
N
N
N
N
Neuberger Berman Loan Advisers CLO 40 Ltd.
549300Y2YE54ON4DJE28
Neuberger Berman Loan Advisers CLO 40 Ltd., Series 2021-40A, Class A
64134JAA1
4500000.00000000
PA
USD
4356549.00000000
0.262068490674
Long
ABS-CBDO
CORP
US
Y
2
2033-04-16
Floating
5.13914040
N
N
N
N
N
N
CBAM Ltd.
25490038OT2B8HTRW786
CBAM Ltd., Series 2018-5A, Class A
12481QAC9
5900000.00000000
PA
USD
5748458.50000000
0.345798897888
Long
ABS-CBDO
CORP
US
Y
2
2031-04-17
Floating
5.09914080
N
N
N
N
N
N
Venture 32 CLO Ltd.
549300UP09C89Q3HWD39
Venture 32 CLO Ltd., Series 2018-32A, Class A1
92325QAA5
3766000.00000000
PA
USD
3701718.15000000
0.222677097967
Long
ABS-CBDO
CORP
US
Y
2
2031-07-18
Floating
5.29371000
N
N
N
N
N
N
CIFC Funding Ltd.
254900S2BZHNDNVF2L25
CIFC Funding Ltd., Series 2017-3A, Class A1
12548JAC6
9953905.60000000
PA
USD
9782847.73000000
0.588487846480
Long
ABS-CBDO
CORP
US
Y
2
2030-07-20
Floating
5.46257160
N
N
N
N
N
N
CIFC Funding Ltd.
5493006JGTCIL6LCS728
CIFC Funding Ltd., Series 2014-4RA, Class A1AR
12552FAQ6
42500000.00000000
PA
USD
40586182.50000000
2.441464468780
Long
ABS-CBDO
CORP
US
Y
2
2035-01-17
Floating
5.24913840
N
N
N
N
N
N
2022-11-30
Janus Detroit Street Trust
Jesper Nergaard
Jesper Nergaard
VP, CFO, Treasurer, and Principal Accounting Officer