TCW CLO Ltd., Series 2020-1A, Class DRR

0001752724-23-286050.txt : 20231220 0001752724-23-286050.hdr.sgml : 20231220 20231220113758 ACCESSION NUMBER: 0001752724-23-286050 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: 231500376 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 S000074691 Janus Henderson B-BBB CLO ETF

C000232781 Janus Henderson B-BBB CLO ETF JBBB

NPORT-P 1 primary_doc.xml 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 2023-10-31 2023-10-31 N 141567416.91 8300710.22 133266706.69 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 High Quality Mezzanine Index JPM.MC.JPM_CLOIE_BBB TCW CLO Ltd. N/A TCW CLO Ltd., Series 2020-1A, Class DRR 87190CBE9 1500000.00000000 PA USD 1421106.00000000 1.066362361085 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 9.07742880 N N N N N N Rockford Tower CLO Ltd. 5493009YDNBJVFWX7747 Rockford Tower CLO Ltd., Series 2020-1A, Class D 77341EAG0 4000000.00000000 PA USD 3900956.00000000 2.927179711189 Long ABS-CBDO CORP US Y 2 2032-01-20 Floating 9.42743160 N N N N N N Dryden 90 CLO Ltd. 549300BLIFMJ8T7AGX24 Dryden 90 CLO Ltd., Series 2021-90A, Class D 262484AL2 1000000.00000000 PA USD 930338.00000000 0.698102341617 Long ABS-CBDO CORP US Y 2 2035-02-20 Floating 8.64137160 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-3A, Class D1R 67400EAY0 2500000.00000000 PA USD 2326862.50000000 1.746019360568 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.88743160 N N N N N N CARLYLE US CLO Ltd. N/A CARLYLE US CLO Ltd., Series 2021-1A, Class C 14316MAG6 1500000.00000000 PA USD 1412760.00000000 1.060099731650 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 8.45547840 N N N N N N AGL CLO 10 Ltd. 549300AEMLN0HO8ST474 AGL CLO 10 Ltd., Series 2021-10A, Class D 00119YAG8 2000000.00000000 PA USD 1887294.00000000 1.416178163980 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 8.55547920 N N N N N N Barings CLO Ltd. 549300E3PEQVSTJ5DD11 Barings CLO Ltd., Series 2019-1A, Class DR 06759JAW8 3000000.00000000 PA USD 2906766.00000000 2.181164427482 Long ABS-CBDO CORP US Y 2 2036-04-15 Floating 9.30548160 N N N N N N Sound Point CLO VII-R Ltd. 549300IYECLSB6ZQZB89 Sound Point CLO VII-R Ltd., Series 2014-3RA, Class C 83610HAG5 1600000.00000000 PA USD 1512224.00000000 1.134735026894 Long ABS-CBDO CORP US Y 2 2031-10-23 Floating 7.92353880 N N N N N N Rad CLO 19 Ltd. N/A Rad CLO 19 Ltd., Series 2023-19A, Class D 750104AJ0 1000000.00000000 PA USD 991958.00000000 0.744340446791 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 11.16582120 N N N N N N Ares XXVII CLO Ltd. 549300BC3E2Y44TL8536 Ares XXVII CLO Ltd., Series 2013-2A, Class DR2 00190YBK0 2000000.00000000 PA USD 1924868.00000000 1.444372752811 Long ABS-CBDO CORP US Y 2 2034-10-28 Floating 8.90159040 N N N N N N OHA Loan Funding Ltd. 54930016024GMIAF7A82 OHA Loan Funding Ltd., Series 2016-1A, Class DR 67110UAS8 3000000.00000000 PA USD 2922195.00000000 2.192741962775 Long ABS-CBDO CORP US Y 2 2033-01-20 Floating 8.67742920 N N N N N N BlueMountain CLO XXX Ltd. 5493002GUQ80FGGGNP40 BlueMountain CLO XXX Ltd., Series 2020-30A, Class DR 09630QAS0 1500000.00000000 PA USD 1393918.50000000 1.045961541799 Long ABS-CBDO CORP US Y 2 2035-04-15 Floating 8.69387040 N N N N N N Palmer Square Loan Funding Ltd. N/A Palmer Square Loan Funding Ltd., Series 2022-2A, Class C 69701NAG1 2645000.00000000 PA USD 2582704.96000000 1.937997136830 Long ABS-CBDO CORP US Y 2 2030-10-15 Floating 8.49386880 N N N N N N TCI-Flatiron CLO Ltd. N/A TCI-Flatiron CLO Ltd., Series 2017-1A, Class D 87231BAJ2 5500000.00000000 PA USD 5392816.00000000 4.046634102352 Long ABS-CBDO CORP US Y 2 2030-11-18 Floating 8.38809000 N N N N N N Whitebox CLO II Ltd. 549300C89ZJ5IWOT1F21 Whitebox CLO II Ltd., Series 2020-2A, Class DR 96466CAU2 250000.00000000 PA USD 242103.75000000 0.181668592263 Long ABS-CBDO CORP US Y 2 2034-10-24 Floating 9.01008000 N N N N N N Octagon 55 Ltd. N/A Octagon 55 Ltd., Series 2021-1A, Class D 67577AAJ8 3000000.00000000 PA USD 2769984.00000000 2.078526639397 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 8.77743000 N N N N N N Marathon CLO 14 Ltd. N/A Marathon CLO 14 Ltd., Series 2019-2A, Class BA 56578HAJ5 2000000.00000000 PA USD 1930910.00000000 1.448906518333 Long ABS-CBDO CORP US Y 2 2033-01-20 Floating 8.97743160 N N N N N N LCM 30 Ltd. N/A LCM 30 Ltd., Series 30A, Class DR 50200YAW8 435000.00000000 PA USD 388572.89000000 0.291575367660 Long ABS-CBDO CORP US Y 2 2031-04-20 Floating 8.67742920 N N N N N N HalseyPoint CLO 3 Ltd. N/A HalseyPoint CLO 3 Ltd., Series 2020-3A, Class D1 40638UAL3 1000000.00000000 PA USD 1000466.00000000 0.750724636969 Long ABS-CBDO CORP US Y 2 2032-11-30 Floating 9.90159120 N N N N N N Apidos CLO XXIII 635400C39IXGGYE6DH05 Apidos CLO XXIII, Series 2015-23A, Class DR 03765YBA1 950000.00000000 PA USD 898938.45000000 0.674540905472 Long ABS-CBDO CORP US Y 2 2033-04-15 Floating 8.60547960 N N N N N N Cedar Funding VI CLO Ltd. 549300PQ60B57EBTK013 Cedar Funding VI CLO Ltd., Series 2016-6A, Class DRR 15032DAX9 1000000.00000000 PA USD 922342.00000000 0.692102343419 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 8.98742880 N N N N N N Battery Park CLO II Ltd. 549300H738INUT5W2X22 Battery Park CLO II Ltd., Series 2022-1A, Class D 07134CAG2 2000000.00000000 PA USD 1970416.00000000 1.478550831591 Long ABS-CBDO CORP US Y 2 2035-10-20 Floating 11.09581920 N N N N N N Regatta XII Funding Ltd. 2549001ZYXDVCT6R4I31 Regatta XII Funding Ltd., Series 2019-1A, Class DR 75888HAS0 2000000.00000000 PA USD 1910336.00000000 1.433468303860 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 8.75548080 N N N N N N LCM 31 Ltd. N/A LCM 31 Ltd., Series 31A, Class D 50201QAG9 3000000.00000000 PA USD 2778405.00000000 2.084845546954 Long ABS-CBDO CORP US Y 2 2032-01-20 Floating 9.27743040 N N N N N N AIMCO CLO 10 Ltd. 5493004I93856WYBB035 AIMCO CLO 10 Ltd., Series 2019-10A, Class DR 00901AAQ0 2000000.00000000 PA USD 1894578.00000000 1.421643895205 Long ABS-CBDO CORP US Y 2 2032-07-22 Floating 8.57354040 N N N N N N Octagon 54 Ltd. N/A Octagon 54 Ltd., Series 2021-1A, Class D 67577FAJ7 1750000.00000000 PA USD 1602387.50000000 1.202391459802 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 8.70548040 N N N N N N TICP CLO VIII Ltd. N/A TICP CLO VIII Ltd., Series 2017-8A, Class CR 87248WAS7 2000000.00000000 PA USD 1922196.00000000 1.442367750912 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 9.07742880 N N N N N N CIFC Funding Ltd. 635400BTAKRBKGRV3X14 CIFC Funding Ltd., Series 2017-5A, Class C 12551MAG4 2000000.00000000 PA USD 1905458.00000000 1.429807974794 Long ABS-CBDO CORP US Y 2 2030-11-16 Floating 8.51443920 N N N N N N AB BSL CLO 2 Ltd. N/A AB BSL CLO 2 Ltd., Series 2021-2A, Class D 00037LAJ9 1000000.00000000 PA USD 959923.00000000 0.720302184875 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 9.00547920 N N N N N N BlueMountain CLO XXVIII Ltd. 5493001GLQHON6UV2U40 BlueMountain CLO XXVIII Ltd., Series 2021-28A, Class D 09630PAJ2 3500000.00000000 PA USD 3296062.00000000 2.473282398781 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 8.55547920 N N N N N N Barings CLO Ltd. 549300I8OP7Y4MO3JF74 Barings CLO Ltd., Series 2018-2A, Class C 06760JAL9 2000000.00000000 PA USD 1943010.00000000 1.457986055376 Long ABS-CBDO CORP US Y 2 2030-04-15 Floating 8.35548120 N N N N N N Neuberger Berman Loan Advisers NBLA CLO 53 Ltd. 254900R37Z1EGG1Y1P54 Neuberger Berman Loan Advisers NBLA CLO 53 Ltd., Series 2023-53A, Class D 64135WAG8 5000000.00000000 PA USD 4998220.00000000 3.750539143753 Long ABS-CBDO CORP US Y 2 2032-10-24 Floating 0.00000000 N N N N N N Madison Park Funding XXX Ltd. 549300FFTJ3WPTJK8589 Madison Park Funding XXX Ltd., Series 2018-30A, Class D 55821TAG2 622900.00000000 PA USD 598063.73000000 0.448772048814 Long ABS-CBDO CORP US Y 2 2029-04-15 Floating 8.15547960 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-7A, Class C 14316WAG4 2000000.00000000 PA USD 1912798.00000000 1.435315727017 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 8.75548080 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 DR 64132TAQ6 2500000.00000000 PA USD 2355652.50000000 1.767622655731 Long ABS-CBDO CORP US Y 2 2033-10-16 Floating 8.55547920 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-10A, Class D 14316YAJ4 3000000.00000000 PA USD 2893998.00000000 2.171583639964 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.97743160 N N N N N N AGL CLO 6 Ltd. 5493008ZSC34VKNPZN79 AGL CLO 6 Ltd., Series 2020-6A, Class DR 00119VAU3 2000000.00000000 PA USD 1898028.00000000 1.424232688825 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 8.92743120 N N N N N N Cedar Funding X CLO Ltd. N/A Cedar Funding X CLO Ltd., Series 2019-10A, Class DR 15033XAQ9 2000000.00000000 PA USD 1886032.00000000 1.415231190778 Long ABS-CBDO CORP US Y 2 2032-10-20 Floating 8.87743080 N N N N N N AGL CLO 7 Ltd. N/A AGL CLO 7 Ltd., Series 2020-7A, Class DR 008511AS6 250000.00000000 PA USD 237789.75000000 0.178431474676 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 8.75548080 N N N N N N OCP CLO Ltd. 2549000M7NBNQ7XU2038 OCP CLO Ltd., Series 2021-21A, Class D 671000AJ6 2300000.00000000 PA USD 2102926.80000000 1.577983618137 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 8.62742880 N N N N N N THL Credit Wind River CLO Ltd. N/A THL Credit Wind River CLO Ltd., Series 2018-3A, Class D 88432UAJ5 500000.00000000 PA USD 461353.50000000 0.346188115140 Long ABS-CBDO CORP US Y 2 2031-01-20 Floating 8.62742880 N N N N N N BlueMountain CLO XXXI Ltd. N/A BlueMountain CLO XXXI Ltd., Series 2021-31A, Class D 09631BAJ2 1250000.00000000 PA USD 1148726.25000000 0.861975416464 Long ABS-CBDO CORP US Y 2 2034-04-19 Floating 8.65842120 N N N N N N OCP CLO Ltd. 254900ZMV4RGFPV8TK42 OCP CLO Ltd., Series 2020-19A, Class DR 670881AR2 2000000.00000000 PA USD 1920928.00000000 1.441416275460 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.82743040 N N N N N N Venture XV CLO Ltd. 549300UYHZCJPN3LMT03 Venture XV CLO Ltd., Series 2013-15A, Class CR3 92328XBH1 2500000.00000000 PA USD 2378047.50000000 1.784427303011 Long ABS-CBDO CORP US Y 2 2032-07-15 Floating 8.30548080 N N N N N N Elmwood CLO VII Ltd. N/A Elmwood CLO VII Ltd., Series 2020-4A, Class DR 29002QAQ2 2000000.00000000 PA USD 1990494.00000000 1.493616860083 Long ABS-CBDO CORP US Y 2 2034-01-17 Floating 9.57371040 N N N N N N Sandstone Peak Ltd. 5493000VXRKO2Z5KET86 Sandstone Peak Ltd., Series 2021-1A, Class D 800130AJ5 2000000.00000000 PA USD 1847284.00000000 1.386155661741 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 9.20548080 N N N N N N Janus Henderson Cash Liquidity Fund LLC N/A Janus Henderson Cash Liquidity Fund LLC N/A 4478922.88000000 NS USD 4479818.66000000 3.361543757827 Long STIV RF US N 2 N N N CIFC Funding Ltd. 254900RRJV30GDUWIX97 CIFC Funding Ltd., Series 2019-1A, Class DR 12553DAQ0 1000000.00000000 PA USD 968242.00000000 0.726544554186 Long ABS-CBDO CORP US Y 2 2032-04-20 Floating 8.77743000 N N N N N N RAD CLO 21 Ltd. N/A RAD CLO 21 Ltd., Series 2023-21A, Class D 750099AG8 3250000.00000000 PA USD 3248875.50000000 2.437874830626 Long ABS-CBDO CORP US Y 2 2033-01-25 Floating 0.00000000 N N N N N N OCP CLO Ltd. 254900K70GBA8CMARX66 OCP CLO Ltd., Series 2020-8RA, Class C 670898AJ4 1350000.00000000 PA USD 1322308.80000000 0.992227415866 Long ABS-CBDO CORP US Y 2 2032-01-17 Floating 9.41443920 N N N N N N LCM 29 Ltd. N/A LCM 29 Ltd., Series 29A, Class CR 50201MAU7 1500000.00000000 PA USD 1434552.00000000 1.076451902827 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 7.85548080 N N N N N N Regatta XX Funding Ltd. N/A Regatta XX Funding Ltd., Series 2021-2A, Class D 75884YAG3 250000.00000000 PA USD 236311.75000000 0.177322420482 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 8.75548080 N N N N N N Dryden 60 CLO Ltd. 549300KI3ILQQHC87U86 Dryden 60 CLO Ltd., Series 2018-60A, Class D 26251NAE0 3250000.00000000 PA USD 3104725.00000000 2.329707904632 Long ABS-CBDO CORP US Y 2 2031-07-15 Floating 8.65548000 N N N N N N Sixth Street CLO XIX Ltd. N/A Sixth Street CLO XIX Ltd., Series 2021-19A, Class D 83012KAG2 2500000.00000000 PA USD 2412977.50000000 1.810637900441 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 8.67742920 N N N N N N Annisa CLO Ltd. N/A Annisa CLO Ltd., Series 2016-2A, Class DR 036011AN4 1500000.00000000 PA USD 1436896.50000000 1.078211156926 Long ABS-CBDO CORP US Y 2 2031-07-20 Floating 8.67742920 N N N N N N CIFC Funding 2021-III Ltd. N/A CIFC Funding Ltd., Series 2021-3A, Class D 12564DAG9 2200000.00000000 PA USD 2117449.40000000 1.588881013564 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 8.65548000 N N N N N N Dryden 105 CLO Ltd. 254900M9WDNRF1Z3T669 Dryden 105 CLO Ltd., Series 2023-105A, Class D 26253QAG6 1500000.00000000 PA USD 1500687.00000000 1.126077950955 Long ABS-CBDO CORP US Y 2 2036-04-18 Floating 10.59504120 N N N N N N Ares XLI CLO Ltd. 549300X38KZ67Q2FQG11 Ares XLI CLO Ltd., Series 2016-41A, Class DR 04016DAY1 1250000.00000000 PA USD 1156623.75000000 0.867901502729 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 8.65548000 N N N N N N Venture 44 CLO Ltd. 5493005RF0X3GB54HH60 Venture 44 CLO Ltd., Series 2021-44A, Class D1 92332KAN1 2000000.00000000 PA USD 1798622.00000000 1.349640915329 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 8.90742960 N N N N N N Dryden 58 CLO Ltd. 549300YIDGL7GPSLZ840 Dryden 58 CLO Ltd., Series 2018-58A, Class D 26245RAJ9 1500000.00000000 PA USD 1419136.50000000 1.064884497597 Long ABS-CBDO CORP US Y 2 2031-07-17 Floating 8.36444160 N N N N N N Madison Park Funding XVII Ltd. N/A Madison Park Funding XVII Ltd., Series 2015-17A, Class DR 55818YBJ9 2000000.00000000 PA USD 1951648.00000000 1.464467794300 Long ABS-CBDO CORP US Y 2 2030-07-21 Floating 9.27353880 N N N N N N Dryden 80 CLO Ltd. N/A Dryden 80 CLO Ltd., Series 2019-80A, Class DR 26245JAW8 1000000.00000000 PA USD 923133.00000000 0.692695890015 Long ABS-CBDO CORP US Y 2 2033-01-17 Floating 8.50282920 N N N N N N Rockford Tower CLO Ltd. 5493001SZ764RMCNU069 Rockford Tower CLO Ltd., Series 2018-2A, Class D 77342KAG5 3100000.00000000 PA USD 2954650.30000000 2.217095607286 Long ABS-CBDO CORP US Y 2 2031-10-20 Floating 8.77743000 N N N N N N Boyce Park CLO Ltd. N/A Boyce Park CLO Ltd., Series 2022-1A, Class D 103228AL6 1500000.00000000 PA USD 1387203.00000000 1.040922398740 Long ABS-CBDO CORP US Y 2 2035-04-21 Floating 8.51193000 N N N N N N LCM 36 Ltd. N/A LCM 36 Ltd., Series 36A, Class D 50190LAJ7 2000000.00000000 PA USD 1796578.00000000 1.348107148906 Long ABS-CBDO CORP US Y 2 2034-01-15 Floating 9.05547960 N N N N N N Nassau Ltd. N/A Nassau Ltd., Series 2019-IA, Class BR 63171NAN0 1500000.00000000 PA USD 1452906.00000000 1.090224284884 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 8.25548040 N N N N N N Madison Park Funding XXI Ltd. N/A Madison Park Funding XXI Ltd., Series 2016-21A, Class C2RR 55820JBN9 1000000.00000000 PA USD 977677.00000000 0.733624341955 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 10.80547920 N N N N N N Jamestown CLO XI Ltd. 549300ICXRO4NIJIWJ29 Jamestown CLO XI Ltd., Series 2018-11A, Class C 47049QAG1 1000000.00000000 PA USD 977125.00000000 0.733210134976 Long ABS-CBDO CORP US Y 2 2031-07-14 Floating 8.90547840 N N N N N N Trinitas CLO XII Ltd. N/A Trinitas CLO XII Ltd., Series 2020-12A, Class C 89641GAE2 2327500.00000000 PA USD 2298445.82000000 1.724696195387 Long ABS-CBDO CORP US Y 2 2033-04-25 Floating 8.63983080 N N N N N N Gilbert Park CLO Ltd. N/A Gilbert Park CLO Ltd., Series 2017-1A, Class D 375415AG1 1000000.00000000 PA USD 979257.00000000 0.734809934395 Long ABS-CBDO CORP US Y 2 2030-10-15 Floating 8.60547960 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2019-4A, Class DR 92918BAW3 1250000.00000000 PA USD 1176425.00000000 0.882759864950 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 8.85548160 N N N N N N CARLYLE US CLO Ltd. N/A CARLYLE US CLO Ltd., Series 2022-2A, Class C 143119AJ4 2500000.00000000 PA USD 2419475.00000000 1.815513461759 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 8.96582160 N N N N N N KKR CLO 27 Ltd. 5493007WGG1LNIZXEI24 KKR CLO 27 Ltd., Series 27A, Class DR 48253YBJ6 1250000.00000000 PA USD 1190563.75000000 0.893369228947 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 8.64387000 N N N N N N Franklin Park Place CLO I LLC N/A Franklin Park Place CLO I LLC, Series 2022-1A, Class D 35455DAG2 2500000.00000000 PA USD 2337497.50000000 1.753999598292 Long ABS-CBDO CORP US Y 2 2035-04-14 Floating 9.14387040 N N N N N N Dryden 37 Senior Loan Fund 254900I0IPNA482LDS44 Dryden 37 Senior Loan Fund, Series 2015-37A, Class DR 26249MAU1 1500000.00000000 PA USD 1392597.00000000 1.044969921286 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 8.15547960 N N N N N N Rad CLO 18 Ltd. N/A Rad CLO 18 Ltd., Series 2023-18A, Class D 75009AAS9 2412000.00000000 PA USD 2384283.71000000 1.789106798854 Long ABS-CBDO CORP US Y 2 2036-04-15 Floating 10.64387160 N N N N N N BlueMountain CLO XXVI Ltd. N/A BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D2R 09630GAW3 1250000.00000000 PA USD 1193851.25000000 0.895836086635 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 10.04743080 N N N N N N 2023-11-30 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer