0001752724-24-136900.txt : 20240618 0001752724-24-136900.hdr.sgml : 20240618 20240618115739 ACCESSION NUMBER: 0001752724-24-136900 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20240430 FILED AS OF DATE: 20240618 DATE AS OF CHANGE: 20240618 PERIOD START: 20241031 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Janus Detroit Street Trust CENTRAL INDEX KEY: 0001500604 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23112 FILM NUMBER: 241050710 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 2024-10-31 2024-04-30 N 8945393813.24 557431938.32 8387961874.92 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 38359603.32999999 USD N J.P. Morgan CLO AAA Index 100% IXJAAA10BM Sandstone Peak III Ltd. N/A Sandstone Peak III Ltd., Series 2024-1A, Class A2 799928AE6 8000000.00000000 PA USD 8004264.00000000 0.095425612554 Long ABS-CBDO CORP US Y 2 2037-04-25 Floating 0.00000000 N N N N N N KKR CLO 37 Ltd. N/A KKR CLO 37 Ltd., Series 37A, Class A1A 48254FAA6 18750000.00000000 PA USD 18774393.75000000 0.223825454025 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.75617040 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 24556178.50000000 0.292755008501 Long ABS-CBDO CORP US Y 2 2035-10-25 Floating 7.27355160 N N N N N N OHA Credit Partners XII Ltd. N/A OHA Credit Partners XII Ltd., Series 2015-12A, Class A2R2 67109YBA1 30750000.00000000 PA USD 30771156.00000000 0.366849020761 Long ABS-CBDO CORP US Y 2 2037-04-23 Floating 7.02640080 N N N N N N Symphony CLO XXVI Ltd. N/A Symphony CLO XXVI Ltd., Series 2021-26A, Class AR 87190GAC5 19610000.00000000 PA USD 19600332.27000000 0.233672166877 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 6.66617040 N N N N N N Octagon Investment Partners 28 Ltd. 254900BI638DCRT6IN48 Octagon Investment Partners 28 Ltd., Series 2016-1A, Class A2RR 67591EBJ1 10250000.00000000 PA USD 10250000.00000000 0.122198934053 Long ABS-CBDO CORP US Y 2 2037-04-24 Floating 0.00000000 N N N N N N ALM 2020 Ltd. N/A ALM 2020 Ltd., Series 2020-1A, Class A1B 00166FAE6 42000000.00000000 PA USD 42065940.00000000 0.501503710046 Long ABS-CBDO CORP US Y 2 2029-10-15 Floating 6.99017040 N N N N N N Madison Park Funding LII Ltd. N/A Madison Park Funding LII Ltd., Series 2021-52A, Class A 55822BAC9 85085000.00000000 PA USD 85087382.38000000 1.014398773490 Long ABS-CBDO CORP US Y 2 2035-01-22 Floating 6.68616840 N N N N N N Madison Park Funding Ltd. N/A Madison Park Funding Ltd., Series 2024-69A, Class A2 55822VAC5 29450000.00000000 PA USD 29465696.85000000 0.351285536217 Long ABS-CBDO CORP US Y 2 2037-07-25 Floating 0.00000000 N N N N N N KKR CLO 16 Ltd. 254900VCKMCY079T6M57 KKR CLO 16 Ltd., Series 16, Class A1R2 48251BAW0 16550000.00000000 PA USD 16554948.45000000 0.197365566234 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.79617000 N N N N N N 720 East CLO Ltd. N/A 720 East CLO Ltd., Series 2023-2A, Class A2 817941AC1 13000000.00000000 PA USD 13051987.00000000 0.155603794993 Long ABS-CBDO CORP US Y 2 2036-10-15 Floating 7.47856080 N N N N N N Benefit Street Partners CLO XXXIII Ltd. 254900IWSSBPCATK8N78 Benefit Street Partners CLO XXXIII Ltd., Series 2023-33A, Class A2 08179DAC3 19375000.00000000 PA USD 19441727.50000000 0.231781305040 Long ABS-CBDO CORP US Y 2 2036-01-25 Floating 7.26235920 N N N N N N OCP CLO Ltd. N/A OCP CLO Ltd., Series 2024-32A, Class A1 67570CAA0 50000000.00000000 PA USD 50029450.00000000 0.596443459639 Long ABS-CBDO CORP US Y 2 2037-04-23 Floating 6.84640080 N N N N N N Aimco CLO 11 Ltd. 549300VLRW0CEQ83RF89 Aimco CLO 11 Ltd., Series 2020-11A, Class AR 00140NAN0 35700000.00000000 PA USD 35719420.80000000 0.425841477734 Long ABS-CBDO CORP US Y 2 2034-10-17 Floating 6.70867920 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 25197225.00000000 0.300397466938 Long ABS-CBDO CORP US Y 2 2033-01-25 Floating 6.91355160 N N N N N N Anchorage Capital CLO 28 Ltd. 635400KKB8Y6IYOHUU90 Anchorage Capital CLO 28 Ltd., Series 2024-28A, Class B 03330RAC9 27750000.00000000 PA USD 27804251.25000000 0.331478035601 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.53462000 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 14969210.75000000 0.178460643636 Long ABS-CBDO CORP US Y 2 2034-10-25 Floating 6.74516160 N N N N N N Allegany Park CLO Ltd. 549300D5KL0IVFLIND32 Allegany Park CLO Ltd., Series 2019-1A, Class AR 017154AL9 15000000.00000000 PA USD 15012210.00000000 0.178973274126 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.62456160 N N N N N N Rad CLO 7 Ltd. N/A Rad CLO 7 Ltd., Series 2020-7A, Class A2R 74936GAJ7 11000000.00000000 PA USD 11080465.00000000 0.132099610909 Long ABS-CBDO CORP US Y 2 2036-04-17 Floating 7.01706960 N N N N N N Shackleton CLO Ltd. N/A Shackleton CLO Ltd., Series 2017-11A, Class AR 81883EAE1 26613207.59000000 PA USD 26620606.06000000 0.317366798478 Long ABS-CBDO CORP US Y 2 2030-08-15 Floating 6.65859960 N N N N N N Empower CLO Ltd. N/A Empower CLO Ltd., Series 2023-2A, Class A2 29247BAE7 22500000.00000000 PA USD 22636912.50000000 0.269873812465 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 7.72855920 N N N N N N Marathon CLO XIII Ltd. N/A Marathon CLO XIII Ltd., Series 2019-1A, Class ABR2 56579ABK5 12500000.00000000 PA USD 12503537.50000000 0.149065263844 Long ABS-CBDO CORP US Y 2 2032-04-15 Floating 7.03397880 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 34999195.00000000 0.417255055779 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 7.23616920 N N N N N N Peace Park CLO Ltd. 549300XHXTUZ93V6SK42 Peace Park CLO Ltd., Series 2021-1A, Class A 70470MAC9 28309000.00000000 PA USD 28350359.45000000 0.337988654130 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.71617080 N N N N N N Sycamore Tree CLO Ltd. N/A Sycamore Tree CLO Ltd., Series 2023-3A, Class A1R 87122FAN6 105500000.00000000 PA USD 105556020.50000000 1.258422750055 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.97456080 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 22380067.14000000 0.266811741323 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.75617040 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2022-3A, Class AR 143111AL6 89900000.00000000 PA USD 89981539.30000000 1.072746164584 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.87456000 N N N N N N Tikehau US CLO V Ltd. 254900B2V9LYKTKKHF52 Tikehau US CLO V Ltd., Series 2023-2A, Class B1 88675YAE4 26000000.00000000 PA USD 26215878.00000000 0.312541692379 Long ABS-CBDO CORP US Y 2 2036-01-15 Floating 8.26130160 N N N N N N Magnetite XXVI Ltd. 549300F7COUCG1RROP29 Magnetite XXVI Ltd., Series 2020-26A, Class A1R 55954YAJ4 47360536.00000000 PA USD 47443274.86000000 0.565611474723 Long ABS-CBDO CORP US Y 2 2034-07-25 Floating 6.70515840 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 6875165.00000000 0.081964666775 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.94017000 N N N N N N Palmer Square CLO Ltd. N/A Palmer Square CLO Ltd., Series 2021-3A, Class A2 69688FAC4 16000000.00000000 PA USD 16004720.00000000 0.190805826715 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.99017040 N N N N N N CIFC Funding 2019-V Ltd. N/A CIFC Funding Ltd., Series 2019-5A, Class A1R1 12554XAJ1 25000000.00000000 PA USD 25002225.00000000 0.298072706729 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.73017120 N N N N N N Morgan Stanley Eaton Vance CLO Ltd. 254900GO0S1YGYH4HD83 Morgan Stanley Eaton Vance CLO Ltd., Series 2023-20A, Class A2 617936AC3 8000000.00000000 PA USD 8013968.00000000 0.095541302160 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 7.35860160 N N N N N N TCW CLO Ltd. N/A TCW CLO Ltd., Series 2024-1A, Class AJ 87252MAE3 12000000.00000000 PA USD 12005688.00000000 0.143129978164 Long ABS-CBDO CORP US Y 2 2037-01-16 Floating 7.12562040 N N N N N N Canyon CLO Ltd. 254900FXDN97BW4YMK55 Canyon CLO Ltd., Series 2023-2A, Class A2 13887AAC2 15000000.00000000 PA USD 15007785.00000000 0.178920519952 Long ABS-CBDO CORP US Y 2 2037-05-15 Floating 0.00000000 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 15479509.00000000 0.184544341412 Long ABS-CBDO CORP US Y 2 2031-01-15 Floating 6.94017000 N N N N N N Birch Grove CLO Ltd. N/A Birch Grove CLO Ltd., Series 19A, Class A2RR 09075JAW9 10000000.00000000 PA USD 10005360.00000000 0.119282373348 Long ABS-CBDO CORP US Y 2 2037-07-17 Floating 0.00000000 N N N N N N Dryden 115 CLO Ltd. N/A Dryden 115 CLO Ltd., Series 2024-115A, Class A2 26248DAC2 40000000.00000000 PA USD 40011160.00000000 0.477006936805 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 7.00142040 N N N N N N Octagon 66 Ltd. N/A Octagon 66 Ltd., Series 2022-1A, Class A2R 67577WAQ4 11000000.00000000 PA USD 11053900.00000000 0.131782907037 Long ABS-CBDO CORP US Y 2 2036-11-16 Floating 7.32567960 N N N N N N Symphony CLO XVIII Ltd. 549300JQYSBIW1AM8R32 Symphony CLO XVIII Ltd., Series 2016-18A, Class A1RR 87154GAU9 80500000.00000000 PA USD 80513524.00000000 0.959869932655 Long ABS-CBDO CORP US Y 2 2033-07-23 Floating 6.68801160 N N N N N N Sound Point CLO XXII Ltd. N/A Sound Point CLO XXII Ltd., Series 2019-1A, Class AR 83611KAL6 3500000.00000000 PA USD 3501288.00000000 0.041741820625 Long ABS-CBDO CORP US Y 2 2032-01-20 Floating 6.66617040 N N N N N N Battalion CLO VIII Ltd. 549300WH2OE0BGHQQP83 Battalion CLO VIII Ltd., Series 2015-8A, Class A1R2 07132ACC5 10005468.01000000 PA USD 10023437.83000000 0.119497894476 Long ABS-CBDO CORP US Y 2 2030-07-18 Floating 6.65853840 N N N N N N Ares LXV CLO Ltd. N/A Ares LXV CLO Ltd., Series 2022-65A, Class A2 04019FAC1 18000000.00000000 PA USD 18036612.00000000 0.215029732716 Long ABS-CBDO CORP US Y 2 2034-07-25 Floating 7.07355000 N N N N N N KKR CLO 48 Ltd. 549300GM4MA615ZG7468 KKR CLO 48 Ltd., Series 48A, Class A2 48256EAC3 8750000.00000000 PA USD 8765776.25000000 0.104504245259 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.32456000 N N N N N N Bain Capital Credit CLO Ltd. N/A Bain Capital Credit CLO Ltd., Series 2017-2A, Class AR2 05683HAN5 18105000.00000000 PA USD 18105253.47000000 0.215848065835 Long ABS-CBDO CORP US Y 2 2034-07-25 Floating 6.76515960 N N N N N N CBAM Ltd. N/A CBAM Ltd., Series 2019-11RA, Class A2 12510TAB0 13889000.00000000 PA USD 13904180.68000000 0.165763517852 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 7.08617160 N N N N N N LCM 34 Ltd. 54930038DJKYPKSVRB29 LCM 34 Ltd., Series 34A, Class A1 50203CAA1 29900000.00000000 PA USD 29932082.70000000 0.356845717068 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.75617040 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 110261800.00000000 1.314524334328 Long ABS-CBDO CORP US Y 2 2035-07-02 Floating 6.72617160 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 4981645.00000000 0.059390410618 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.89016960 N N N N N N Silver Point CLO 4 Ltd. 254900DVAEEJOXQ8PL85 Silver Point CLO 4 Ltd., Series 2024-4A, Class A1 82809EAA8 100000000.00000000 PA USD 100550600.00000000 1.198748891559 Long ABS-CBDO CORP US Y 2 2037-04-15 Floating 6.88710960 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 68715037.98000000 0.819210184841 Long ABS-CBDO CORP US Y 2 2033-01-24 Floating 6.76455120 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 10755418.00000000 0.128224450234 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.73616880 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 29150000.00000000 PA USD 29192238.35000000 0.348025405757 Long ABS-CBDO CORP US Y 2 2033-10-16 Floating 6.66927000 N N N N N N Octagon 68 Ltd. N/A Octagon 68 Ltd., Series 2023-1A, Class A2 675949AE1 15000000.00000000 PA USD 15073680.00000000 0.179706110075 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.27455960 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2022-1A, Class B 67402LAG1 18000000.00000000 PA USD 18007074.00000000 0.214677585193 Long ABS-CBDO CORP US Y 2 2033-05-15 Floating 7.25699160 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 9518430.00000000 0.113477268279 Long ABS-CBDO CORP US Y 2 2035-10-20 Floating 7.47456120 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 44899823.74000000 0.535288839047 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 6.74016840 N N N N N N Anchorage Capital CLO Ltd. 549300MP4QPQUMB6AD63 Anchorage Capital CLO Ltd., Series 2014-4RA, Class A 03328LAA0 8244879.71000000 PA USD 8246512.20000000 0.098313658585 Long ABS-CBDO CORP US Y 2 2031-01-28 Floating 6.63648120 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 8007024.00000000 0.095458516853 Long ABS-CBDO CORP US Y 2 2035-01-18 Floating 7.03854000 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 11014047.00000000 0.131307785660 Long ABS-CBDO CORP US Y 2 2034-07-25 Floating 7.27355160 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 15000870.00000000 0.178838080378 Long ABS-CBDO CORP US Y 2 2030-04-15 Floating 7.32855960 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 25040450.00000000 0.298528419339 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 6.65456040 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 47837107.50000000 0.570306687289 Long ABS-CBDO CORP US Y 2 2036-04-25 Floating 7.27355160 N N N N N N RAD CLO 23 Ltd. N/A RAD CLO 23 Ltd., Series 2024-23A, Class A1 75009CAA4 100000000.00000000 PA USD 100461000.00000000 1.197680694047 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.88461840 N N N N N N Octagon Investment Partners 49 Ltd. N/A Octagon Investment Partners 49 Ltd., Series 2020-5A, Class AR 67578FAN7 110000000.00000000 PA USD 110051260.00000000 1.312014308613 Long ABS-CBDO CORP US Y 2 2037-04-15 Floating 6.81091920 N Y N N N N Mountain View CLO LLC N/A Mountain View CLO LLC, Series 2017-2A, Class AR 62432LAL5 20215178.91000000 PA USD 20236768.72000000 0.241259665002 Long ABS-CBDO CORP US Y 2 2031-01-16 Floating 6.62927040 N N N N N N Octagon Investment Partners 44 Ltd. N/A Octagon Investment Partners 44 Ltd., Series 2019-1A, Class AR 67577LAJ4 53600000.00000000 PA USD 53650705.60000000 0.639615515664 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.77017080 N N N N N N Ares LXIX CLO Ltd. N/A Ares LXIX CLO Ltd., Series 2024-69A, Class A2 039953AC8 17500000.00000000 PA USD 17505110.00000000 0.208693247072 Long ABS-CBDO CORP US Y 2 2036-04-15 Floating 7.02927000 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 19662142.50000000 0.234409058996 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.27455960 N N N N N N Octagon Investment Partners 45 Ltd. N/A Octagon Investment Partners 45 Ltd., Series 2019-1A, Class A1R 67577MAN3 10320000.00000000 PA USD 10328008.32000000 0.123128937327 Long ABS-CBDO CORP US Y 2 2035-04-15 Floating 6.66856080 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2018-1A, Class A1 92917AAA4 6365547.86000000 PA USD 6379532.97000000 0.076055817433 Long ABS-CBDO CORP US Y 2 2031-04-19 Floating 6.53816880 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 19274471.55000000 0.229787305157 Long ABS-CBDO CORP US Y 2 2030-02-20 Floating 7.08069960 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 9968290.00000000 0.118840430472 Long ABS-CBDO CORP US Y 2 2031-11-27 Floating 7.14218040 N N N N N N Signal Peak CLO 8 Ltd. N/A Signal Peak CLO 8 Ltd., Series 2020-8A, Class A 56845NAA8 11000000.00000000 PA USD 11002277.00000000 0.131167465518 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 6.85617120 N N N N N N Regatta XXIV Funding Ltd. N/A Regatta XXIV Funding Ltd., Series 2021-5A, Class A2 75889HAC4 10000000.00000000 PA USD 10007520.00000000 0.119308124538 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.98617080 N N N N N N Zais CLO 17 Ltd. 549300PCGOXUK8XLNY49 Zais CLO 17 Ltd., Series 2021-17A, Class A2 98888JAE9 16000000.00000000 PA USD 15999648.00000000 0.190745359106 Long ABS-CBDO CORP US Y 2 2033-10-20 Floating 7.16617080 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 18000882.00000000 0.214603765115 Long ABS-CBDO CORP US Y 2 2031-07-16 Floating 6.88926960 N N N N N N Post CLO Ltd. N/A Post CLO Ltd., Series 2023-1A, Class A 73743CAA0 30000000.00000000 PA USD 30224700.00000000 0.360334255814 Long ABS-CBDO CORP US Y 2 2036-04-20 Floating 7.27455960 N N N N N N BlueMountain CLO XXXII Ltd. N/A BlueMountain CLO XXXII Ltd., Series 2021-32A, Class A 09631EAA5 87645000.00000000 PA USD 87691276.56000000 1.045442002093 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.76017000 N N N N N N Octagon 54 Ltd. N/A Octagon 54 Ltd., Series 2021-1A, Class A1 67577FAA6 29400000.00000000 PA USD 29429047.20000000 0.350848604688 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 6.71016960 N N N N N N Benefit Street Partners CLO Ltd. N/A Benefit Street Partners CLO Ltd., Series 2015-6BR, Class A 08182DAC8 24515000.00000000 PA USD 24523997.01000000 0.292371345693 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.77616840 N N N N N N Generate CLO 13 Ltd. 549300OHYOREA2V0F579 Generate CLO 13 Ltd., Series 2023-13A, Class A1 370918AA2 66500000.00000000 PA USD 66924203.50000000 0.797860129766 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 7.12455840 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 29480761.80000000 0.351465138249 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.76017000 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 39290427.50000000 0.468414474050 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 6.72017040 N N N N N N CIFC Funding Ltd. N/A CIFC Funding Ltd., Series 2022-4A, Class A2 12567WAC3 20000000.00000000 PA USD 20001720.00000000 0.238457450072 Long ABS-CBDO CORP US Y 2 2035-07-16 Floating 7.02766080 N N N N N N Dryden 109 CLO Ltd. N/A Dryden 109 CLO Ltd., Series 2022-109A, Class B 26248KAE2 30000000.00000000 PA USD 30033300.00000000 0.358052414255 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 7.32456000 N N N N N N TCW CLO AMR Ltd. 549300RWQDI4UTTLDE63 TCW CLO AMR Ltd., Series 2019-1A, Class AJR 87241EAS4 8000000.00000000 PA USD 8001720.00000000 0.095395283375 Long ABS-CBDO CORP US Y 2 2034-08-16 Floating 7.08729120 N N N N N N Regatta XXVIII Funding Ltd. N/A Regatta XXVIII Funding Ltd., Series 2024-2A, Class A1 75901PAA4 75000000.00000000 PA USD 75362325.00000000 0.898458125153 Long ABS-CBDO CORP US Y 2 2037-04-25 Floating 6.87495960 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 16808534.40000000 0.200388779189 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.65016840 N N N N N N Signal Peak CLO 1 Ltd. 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N/A REESE PARK CLO Ltd., Series 2020-1A, Class AR 758465BA5 11450000.00000000 PA USD 11483869.10000000 0.136908932959 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.72017040 N N N N N N Balboa Bay Loan Funding Ltd. 549300USDGJ8GD3PWY07 Balboa Bay Loan Funding Ltd., Series 2022-1A, Class B 05766EAC6 13000000.00000000 PA USD 13000533.00000000 0.154990368266 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 7.32456000 N N N N N N Madison Park Funding LIX Ltd. N/A Madison Park Funding LIX Ltd., Series 2021-59A, Class A 55822EAA7 64090000.00000000 PA USD 64224589.00000000 0.765675738131 Long ABS-CBDO CORP US Y 2 2034-01-18 Floating 6.72854040 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 7364602.50000000 0.087799665876 Long ABS-CBDO CORP US Y 2 2033-01-17 Floating 7.17868080 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 10451864.80000000 0.124605535359 Long ABS-CBDO CORP US Y 2 2036-10-15 Floating 7.32855960 N N N N N N Octagon 71 Ltd. N/A Octagon 71 Ltd., Series 2024-1A, Class A2 67579CAJ2 15000000.00000000 PA USD 15016050.00000000 0.179019054019 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 6.99149160 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 4751638.75000000 0.056648311244 Long ABS-CBDO CORP US Y 2 2030-07-27 Floating 6.88647960 N N N N N N Bethpage Park CLO Ltd. N/A Bethpage Park CLO Ltd., Series 2021-1A, Class A 087598AA6 55653000.00000000 PA USD 55703310.31000000 0.664086355429 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.72017040 N N N N N N AGL CLO 17 Ltd. N/A AGL CLO 17 Ltd., Series 2022-17A, Class A 00120DAA4 93750000.00000000 PA USD 94054687.50000000 1.121305615148 Long ABS-CBDO CORP US Y 2 2035-01-21 Floating 6.65456040 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 16600212.70000000 0.197905199708 Long ABS-CBDO CORP US Y 2 2036-04-18 Floating 8.42693040 N N N N N N Parallel Ltd. N/A Parallel Ltd., Series 2019-1A, Class A2R 69916XAU9 9000000.00000000 PA USD 8847747.00000000 0.105481488017 Long ABS-CBDO CORP US Y 2 2032-07-20 Floating 7.08617160 N N N N N N Silver Point CLO 4 Ltd. 254900DVAEEJOXQ8PL85 Silver Point CLO 4 Ltd., Series 2024-4A, Class A2 82809EAJ9 18000000.00000000 PA USD 17995464.00000000 0.214539172546 Long ABS-CBDO CORP US Y 2 2037-04-15 Floating 7.08711120 N N N N N N KKR CLO 38 Ltd. 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N/A Carlyle US CLO Ltd., Series 2023-2A, Class A2 14318GAC6 9000000.00000000 PA USD 9083853.00000000 0.108296307678 Long ABS-CBDO CORP US Y 2 2036-07-20 Floating 7.57455840 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 18368725.00000000 PA USD 18395341.28000000 0.219306448387 Long ABS-CBDO CORP US Y 2 2035-07-16 Floating 6.68927160 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 5013325.00000000 0.059768094738 Long ABS-CBDO CORP US Y 2 2035-04-25 Floating 7.37354880 N N N N N N Dryden 93 CLO Ltd. 5493009K6Z2DW3X76185 Dryden 93 CLO Ltd., Series 2021-93A, Class B 26190TAC5 20000000.00000000 PA USD 20013360.00000000 0.238596220374 Long ABS-CBDO CORP US Y 2 2034-01-15 Floating 7.19016840 N N N N N N KKR CLO 27 Ltd. 5493007WGG1LNIZXEI24 KKR CLO 27 Ltd., Series 27A, Class AR 48253YBC1 20700000.00000000 PA USD 20717388.00000000 0.246989534632 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 6.60855960 N N N N N N Madison Park Funding XXXVIII Ltd. N/A Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class A 55821KAC0 41790000.00000000 PA USD 41897233.14000000 0.499492412635 Long ABS-CBDO CORP US Y 2 2034-07-17 Floating 6.69867840 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 13489258.90000000 0.160816883781 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.75016920 N N N N N N Barings CLO Ltd. N/A Barings CLO Ltd., Series LP-2A, Class A 06763BAA7 10450000.00000000 PA USD 10451463.00000000 0.124600745161 Long ABS-CBDO CORP US Y 2 2034-01-20 Floating 6.68616840 N N N N N N Dryden 95 CLO Ltd. N/A Dryden 95 CLO Ltd., Series 2021-95A, Class A 262487AA9 48000000.00000000 PA USD 47919312.00000000 0.571286716780 Long ABS-CBDO CORP US Y 2 2034-08-20 Floating 6.70070160 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2021-7A, Class A1 14316WAA7 54000000.00000000 PA USD 54112104.00000000 0.645116236898 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 6.75016920 N N N N N N Anchorage Capital CLO 24 Ltd. 549300X5ZN5RMBYQ2W98 Anchorage Capital CLO 24 Ltd., Series 2022-24A, Class A1 03331GAA6 54875000.00000000 PA USD 54930094.50000000 0.654868194671 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.80856120 N N N N N N Clover CLO LLC N/A Clover CLO LLC, Series 2018-1A, Class A2RR 18914GAE1 30000000.00000000 PA USD 30015660.00000000 0.357842112870 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.05440880 N N N N N N Madison Park Funding XXI Ltd. N/A Madison Park Funding XXI Ltd., Series 2016-21A, Class AARR 55820JBC3 94250000.00000000 PA USD 94372807.75000000 1.125098196168 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 6.67017000 N N N N N N OHA Credit Partners XV Ltd. N/A OHA Credit Partners XV Ltd., Series 2017-15A, Class A2R 67707BAH3 10500000.00000000 PA USD 10508799.00000000 0.125284296193 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.02560880 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 7125000.00000000 PA USD 7131341.25000000 0.085018760890 Long ABS-CBDO CORP US Y 2 2031-10-20 Floating 6.83616960 N N N N N N Apidos CLO XXXIII 549300DDYHDQJDDDWB27 Apidos CLO XXXIII, Series 2020-33A, Class AR 03768MAJ6 18630000.00000000 PA USD 18669514.23000000 0.222575096410 Long ABS-CBDO CORP US Y 2 2034-10-24 Floating 6.73454880 N N N N N N 37 Capital CLO 4 Ltd. 254900CWCIZKD1LSOX71 37 Capital CLO 4 Ltd., Series 2023-2A, Class A2 883932AJ4 12000000.00000000 PA USD 12006408.00000000 0.143138561894 Long ABS-CBDO CORP US Y 2 2034-01-15 Floating 7.46735040 N N N N N N Symphony CLO 40 Ltd. 25490001HYY3IX1I5Z32 Symphony CLO 40 Ltd., Series 2023-40A, Class A2 871989AK5 8000000.00000000 PA USD 8023048.00000000 0.095649552533 Long ABS-CBDO CORP US Y 2 2034-01-14 Floating 7.32855960 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 10016530.00000000 0.119415540382 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.72455960 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 15047880.00000000 0.179398526416 Long ABS-CBDO CORP US Y 2 2035-04-21 Floating 7.57455840 N N N N N N KKR CLO 34 Ltd. N/A KKR CLO 34 Ltd., Series 34A, Class B 48253UAC0 14875000.00000000 PA USD 14900138.75000000 0.177637177805 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 7.39017000 N N N N N N Regatta XXVII Funding Ltd. 213800A3LAH3GG226R43 Regatta XXVII Funding Ltd., Series 2024-1A, Class A2 758970AC1 10000000.00000000 PA USD 10027480.00000000 0.119546084609 Long ABS-CBDO CORP US Y 2 2037-04-26 Floating 7.02561960 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 3499874.00000000 0.041724963133 Long ABS-CBDO CORP US Y 2 2030-01-15 Floating 6.74016840 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2017-3A, Class A1R 92915QAU7 16920000.00000000 PA USD 16928663.04000000 0.201820934482 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 6.62617080 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 53416092.00000000 PA USD 53464219.90000000 0.637392261639 Long ABS-CBDO CORP US Y 2 2035-07-17 Floating 6.70867920 N N N N N N CIFC Funding Ltd. 54930089HD7KU5NUS092 CIFC Funding Ltd., Series 2021-7A, Class A1 12567HAC6 60576000.00000000 PA USD 60676919.62000000 0.723380965779 Long ABS-CBDO CORP US Y 2 2035-01-23 Floating 6.71801040 N N N N N N Atlantic Avenue Ltd. N/A Atlantic Avenue Ltd., Series 2024-2A, Class A 04822BAA1 50000000.00000000 PA USD 50334050.00000000 0.600074854303 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.93969120 N N N N N N Sycamore Tree CLO Ltd. N/A Sycamore Tree CLO Ltd., Series 2024-5A, Class A2 87122YAC9 15000000.00000000 PA USD 15012540.00000000 0.178977208335 Long ABS-CBDO CORP US Y 2 2036-04-20 Floating 7.12270080 N N N N N N NYACK Park CLO Ltd. N/A NYACK Park CLO Ltd., Series 2021-1A, Class A 67080PAC0 83751613.00000000 PA USD 83875397.88000000 0.999949679442 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.70617000 N N N N N N Invesco CLO Ltd. 54930008L2A8UYGN7A86 Invesco CLO Ltd., Series 2022-2A, Class A2 46145XAC0 5000000.00000000 PA USD 4997335.00000000 0.059577464401 Long ABS-CBDO CORP US Y 2 2035-07-20 Floating 7.07456160 N N N N N N Bain Capital Credit CLO Ltd. N/A Bain Capital Credit CLO Ltd., Series 2022-3A, Class B 05684NAE1 22000000.00000000 PA USD 22026422.00000000 0.262595637992 Long ABS-CBDO CORP US Y 2 2035-07-17 Floating 7.31706840 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 32188704.00000000 0.383748811451 Long ABS-CBDO CORP US Y 2 2036-04-18 Floating 7.12693080 N N N N N N Buckhorn Park CLO Ltd. N/A Buckhorn Park CLO Ltd., Series 2019-1A, Class AR 118382AQ3 46300000.00000000 PA USD 46309398.90000000 0.552093578756 Long ABS-CBDO CORP US Y 2 2034-07-18 Floating 6.70853880 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 14502842.00000000 0.172900666648 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 6.68616840 N N N N N N Rad CLO 2 Ltd. N/A Rad CLO 2 Ltd., Series 2018-2A, Class AR 48661TAJ4 7445186.70000000 PA USD 7457225.57000000 0.088903903966 Long ABS-CBDO CORP US Y 2 2031-10-15 Floating 6.67017000 N N N N N N OHA Credit Funding 1 Ltd. N/A OHA Credit Funding 1 Ltd., Series 2018-1A, Class A2R 67115WAS9 16600000.00000000 PA USD 16608167.20000000 0.198000032041 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.01281080 N N N N N N Regatta XXIII Funding Ltd. N/A Regatta XXIII Funding Ltd., Series 2021-4A, Class A1 75889FAC8 56668000.00000000 PA USD 56710727.67000000 0.676096631287 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.73616880 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 14855851.70000000 0.177109194361 Long ABS-CBDO CORP US Y 2 2034-01-20 Floating 6.85617120 N N N N N N Battalion CLO XXI Ltd. 549300EOF4JL75TYXX49 Battalion CLO XXI Ltd., Series 2021-21A, Class A 07134WAA1 14225000.00000000 PA USD 14225668.58000000 0.169596247480 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 6.77017080 N N N N N N OHA Loan Funding Ltd. N/A OHA Loan Funding Ltd., Series 2013-1A, Class A2R3 67706HBU1 18700000.00000000 PA USD 18709985.80000000 0.223057592285 Long ABS-CBDO CORP US Y 2 2037-04-23 Floating 0.00000000 N N N N N N KKR CLO 35 Ltd. N/A KKR CLO 35 Ltd., Series 35A, Class A 48254LAA3 53845000.00000000 PA USD 53853722.89000000 0.642035856779 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.77616840 N N N N N N Dryden 75 CLO Ltd. 254900JFO9XUH2EREJ70 Dryden 75 CLO Ltd., Series 2019-75A, Class AR2 26252JAS7 46351000.00000000 PA USD 46358972.37000000 0.552684586092 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.63017040 N N N N N N Bain Capital CLO Ltd. N/A Bain Capital CLO Ltd., Series 2024-1A, Class A2 056920AC5 15000000.00000000 PA USD 15008040.00000000 0.178923560023 Long ABS-CBDO CORP US Y 2 2037-04-16 Floating 7.07454000 N N N N N N KKR CLO 24 Ltd. 549300LGO0WGOG6NE245 KKR CLO 24 Ltd., Series 24, Class A1R 48252RAL8 7110000.00000000 PA USD 7110000.00000000 0.084764333768 Long ABS-CBDO CORP US Y 2 2032-04-20 Floating 6.66617040 N N N N N N AGL CLO 30 Ltd. N/A AGL CLO 30 Ltd., Series 2024-30A, Class A2 00120VAC0 10000000.00000000 PA USD 10015410.00000000 0.119402187913 Long ABS-CBDO CORP US Y 2 2037-04-21 Floating 7.05863880 N N N N N N KKR CLO Ltd. 549300GKHET0CQ690V42 KKR CLO Ltd., Series 22A, Class A 48252WAA1 2627618.36000000 PA USD 2631559.79000000 0.031373053779 Long ABS-CBDO CORP US Y 2 2031-07-20 Floating 6.73616880 N N N N N N AGL Core CLO 15 Ltd. 5493001O95I190NV0196 AGL Core CLO 15 Ltd., Series 2021-15A, Class A1 00121GAA6 76264000.00000000 PA USD 76363219.46000000 0.910390635993 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.73616880 N N N N N N Sixth Street CLO XXIV Ltd. N/A Sixth Street CLO XXIV Ltd., Series 2024-24A, Class A 83011QAA3 50000000.00000000 PA USD 50055700.00000000 0.596756408128 Long ABS-CBDO CORP US Y 2 2037-04-23 Floating 6.81450840 N N N N N N Symphony CLO 43 Ltd. N/A Symphony CLO 43 Ltd., Series 2024-43A, Class A2 87170BAC0 16000000.00000000 PA USD 16016736.00000000 0.190949079631 Long ABS-CBDO CORP US Y 2 2037-04-15 Floating 7.04652120 N N N N N N RRX 4 Ltd. N/A RRX 4 Ltd., Series 2021-4A, Class A1 402562AA0 46710000.00000000 PA USD 46726815.60000000 0.557069956883 Long ABS-CBDO CORP US Y 2 2034-07-15 Floating 6.79016880 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 20005940.00000000 0.238507760267 Long ABS-CBDO CORP US Y 2 2029-07-15 Floating 6.84016920 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 16123664.00000000 0.192223858911 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.52456160 N N N N N N Dryden 77 CLO Ltd. 254900XGNUOV0Y3IBA68 Dryden 77 CLO Ltd., Series 2020-77A, Class AR 26252VAS0 79490000.00000000 PA USD 79569490.00000000 0.948615303532 Long ABS-CBDO CORP US Y 2 2034-05-20 Floating 6.70070160 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 53460555.60000000 0.637348576414 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.74016840 N N N N N N OCP CLO Ltd. 2549003HLFPQ7ATPYA23 OCP CLO Ltd., Series 2019-17A, Class A1R 67113LAL0 63780000.00000000 PA USD 63847670.58000000 0.761182174312 Long ABS-CBDO CORP US Y 2 2032-07-20 Floating 6.62617080 N N N N N N Dryden 83 CLO Ltd. 2549001LFFVBUD1OX384 Dryden 83 CLO Ltd., Series 2020-83A, Class AR 26246EAL2 47000000.00000000 PA USD 47024957.00000000 0.560624353105 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 0.00000000 N N N N N N Voya CLO Ltd. N/A Voya CLO Ltd., Series 2022-1A, Class A1 92918UAA9 46500000.00000000 PA USD 46521297.00000000 0.554619795532 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 6.71456160 N N N N N N Oaktree CLO Ltd. 254900E6646RC82IR359 Oaktree CLO Ltd., Series 2023-2A, Class AJ 67401QAJ5 8000000.00000000 PA USD 8050784.00000000 0.095980216887 Long ABS-CBDO CORP US Y 2 2036-07-20 Floating 7.57455840 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 10077940.00000000 0.120147661020 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 7.22855880 N N N N N N Barings CLO Ltd. 54930077KYY3RXLTEG63 Barings CLO Ltd., Series 2022-1A, Class B 06760DAC2 25000000.00000000 PA USD 25014475.00000000 0.298218749357 Long ABS-CBDO CORP US Y 2 2035-04-15 Floating 7.27656120 N N N N N N OHA Credit Funding 7 Ltd. N/A OHA Credit Funding 7 Ltd., Series 2020-7A, Class AR 67098WAN1 37425366.00000000 PA USD 37426002.23000000 0.446187080819 Long ABS-CBDO CORP US Y 2 2037-02-24 Floating 6.62655960 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 15537060.50000000 0.185230461603 Long ABS-CBDO CORP US Y 2 2035-04-20 Floating 8.67456000 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2024-25A, Class A 67402PAA5 30000000.00000000 PA USD 30159420.00000000 0.359555997627 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.85391040 N N N N N N Riserva CLO Ltd. 549300640C8OB2I8SN35 Riserva CLO Ltd., Series 2016-3A, Class ARR 76761RAY5 22825000.00000000 PA USD 22842187.23000000 0.272321066435 Long ABS-CBDO CORP US Y 2 2034-01-18 Floating 6.64854120 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 12149432.78000000 0.144843681470 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 6.75617040 N N N N N N Birch Grove CLO 2 Ltd. N/A Birch Grove CLO 2 Ltd., Series 2021-2A, Class A2 09077LAC6 8000000.00000000 PA USD 8008712.00000000 0.095478640931 Long ABS-CBDO CORP US Y 2 2034-10-19 Floating 7.08816960 N N N N N N Tikehau US CLO V Ltd. 254900B2V9LYKTKKHF52 Tikehau US CLO V Ltd., Series 2023-2A, Class A2 88675YAC8 18500000.00000000 PA USD 18710789.00000000 0.223067167912 Long ABS-CBDO CORP US Y 2 2036-01-15 Floating 7.61130000 N N N N N N AMMC CLO 30 Ltd. N/A AMMC CLO 30 Ltd., Series 2024-30A, Class A2 03165UAC2 8000000.00000000 PA USD 8014632.00000000 0.095549218266 Long ABS-CBDO CORP US Y 2 2037-01-15 Floating 7.24092120 N N N N N N Ares LXXI CLO Ltd. N/A Ares LXXI CLO Ltd., Series 2024-71A, Class A2 04020MAC3 30000000.00000000 PA USD 30015720.00000000 0.357842828181 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 0.00000000 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2020-2A, Class A1R 14315GAN5 50310000.00000000 PA USD 50349744.90000000 0.600261966503 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 6.72516000 N N N N N N Madison Park Funding XXXV Ltd. N/A Madison Park Funding XXXV Ltd., Series 2019-35A, Class A1R 55819MAN6 82635000.00000000 PA USD 82781759.76000000 0.986911492856 Long ABS-CBDO CORP US Y 2 2032-04-20 Floating 6.57617040 N N N N N N Crown City CLO IV 549300AGQI0XSPNAK945 Crown City CLO IV, Series 2022-4A, Class AJ 228233AN2 19000000.00000000 PA USD 19014212.00000000 0.226684530563 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.14431160 N N N N N N Ares LVII CLO Ltd. N/A Ares LVII CLO Ltd., Series 2020-57A, Class AR 04017NAQ5 15000000.00000000 PA USD 15000540.00000000 0.178834146169 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 6.73516080 N N N N N N HPS Loan Management Ltd. N/A HPS Loan Management Ltd., Series 2021-16A, Class A1 40440XAA9 37252000.00000000 PA USD 37259301.39000000 0.444199698873 Long ABS-CBDO CORP US Y 2 2035-01-23 Floating 6.72801120 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 23713035.00000000 0.282703180505 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 6.68616840 N N N N N N AGL CLO 30 Ltd. N/A AGL CLO 30 Ltd., Series 2024-30A, Class A1 00120VAA4 50000000.00000000 PA USD 50105600.00000000 0.597351308305 Long ABS-CBDO CORP US Y 2 2037-04-21 Floating 6.85864080 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 7493977.50000000 0.089342054860 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 7.09017120 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 9249741.00000000 0.110273999070 Long ABS-CBDO CORP US Y 2 2036-04-18 Floating 6.64854120 N N N N N N Ballyrock CLO 25 Ltd. N/A Ballyrock CLO 25 Ltd., Series 2023-25A, Class A1B 05876QAC6 9000000.00000000 PA USD 9008037.00000000 0.107392440909 Long ABS-CBDO CORP US Y 2 2036-01-25 Floating 7.27377840 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 18057816.00000000 0.215282523565 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.37456040 N N N N N N CQS US CLO Ltd. 254900OIQPM0JE7KVZ52 CQS US CLO Ltd., Series 2023-3A, Class AJ 223929AC4 9000000.00000000 PA USD 9003852.00000000 0.107342547978 Long ABS-CBDO CORP US Y 2 2037-01-25 Floating 7.47354960 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 10048030.00000000 0.119791078569 Long ABS-CBDO CORP US Y 2 2035-08-15 Floating 7.45698960 N N N N N N RRX 7 Ltd. N/A RRX 7 Ltd., Series 2022-7A, Class A1 40257DAA5 15400000.00000000 PA USD 15422006.60000000 0.183858806584 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 6.68855880 N N N N N N CBAM Ltd. 254900YSCN4KH02DQ033 CBAM Ltd., Series 2018-8A, Class A1 12478CAA9 5465453.87000000 PA USD 5466470.44000000 0.065170425444 Long ABS-CBDO CORP US Y 2 2029-10-20 Floating 6.70617000 N N N N N N Venture 28A CLO Ltd. 549300NQLVRN86RJ6081 Venture 28A CLO Ltd., Series 2017-28AA, Class A2R 92331DAY4 14250000.00000000 PA USD 14212237.50000000 0.169436124197 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 7.03617120 N N N N N N Neuberger Berman CLO XXII Ltd. 549300FFV1EYI8ON7P41 Neuberger Berman CLO XXII Ltd., Series 2016-22A, Class A2R2 64131BAN3 15200000.00000000 PA USD 15208192.80000000 0.181309751126 Long ABS-CBDO CORP US Y 2 2038-04-15 Floating 0.00000000 N N N N N N Magnetite XXXII Ltd. 549300QUG3I8PF6T6C52 Magnetite XXXII Ltd., Series 2022-32A, Class A 55953WAA8 29500000.00000000 PA USD 29543601.00000000 0.352214297591 Long ABS-CBDO CORP US Y 2 2035-04-15 Floating 6.67856160 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2017-5A, Class A1B 14316AAC1 12895000.00000000 PA USD 12876456.99000000 0.153511153031 Long ABS-CBDO CORP US Y 2 2030-01-20 Floating 6.83616960 N N N N N N Symphony CLO XVI Ltd. 5493004PWOYFPAFQVT02 Symphony CLO XVI Ltd., Series 2015-16A, Class B1R 87165VAH2 10000000.00000000 PA USD 9885780.00000000 0.117856758857 Long ABS-CBDO CORP US Y 2 2031-10-15 Floating 7.24016880 N N N N N N KKR CLO 44 Ltd. N/A KKR CLO 44 Ltd., Series 44A, Class A2 481950AC7 10000000.00000000 PA USD 10017230.00000000 0.119423885675 Long ABS-CBDO CORP US Y 2 2036-01-20 Floating 7.35967080 N N N N N N Golub Capital Partners CLO 60B Ltd. N/A Golub Capital Partners CLO 60B Ltd., Series 2022-60A, Class B 381733AC8 30000000.00000000 PA USD 30029790.00000000 0.358010568571 Long ABS-CBDO CORP US Y 2 2034-10-25 Floating 7.47354960 N N N N N N Madison Park Funding XXXIII Ltd. N/A Madison Park Funding XXXIII Ltd., Series 2019-33A, Class AR 55819JAN3 22490000.00000000 PA USD 22504191.19000000 0.268291529284 Long ABS-CBDO CORP US Y 2 2032-10-15 Floating 6.61856040 N N N N N N Symphony CLO XXVIII Ltd. 54930054F3QGDZOYIH14 Symphony CLO XXVIII Ltd., Series 2021-28A, Class B 87168BAE0 13750000.00000000 PA USD 13760793.75000000 0.164054080779 Long ABS-CBDO CORP US Y 2 2034-10-23 Floating 7.23800880 N N N N N N Barrow Hanley CLO III Ltd. N/A Barrow Hanley CLO III Ltd., Series 2024-3A, Class A2 06875VAC4 12000000.00000000 PA USD 12006336.00000000 0.143137703521 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 0.00000000 N N N N N N Sixth Street CLO XVI Ltd. 549300YD05LZSDNMVF16 Sixth Street CLO XVI Ltd., Series 2020-16A, Class A2R 83012DAS2 5500000.00000000 PA USD 5512452.00000000 0.065718610577 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 7.27455960 N N N N N N Octagon 58 Ltd. N/A Octagon 58 Ltd., Series 2022-1A, Class B 675932AG2 10665000.00000000 PA USD 10672956.09000000 0.127241351941 Long ABS-CBDO CORP US Y 2 2037-07-15 Floating 7.32855960 N N N N N N Morgan Stanley Eaton Vance CLO Ltd. 549300IR0OSEGDTMK223 Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class B 61773KAC6 10845000.00000000 PA USD 10853762.76000000 0.129396901438 Long ABS-CBDO CORP US Y 2 2034-10-20 Floating 7.23800880 N N N N N N Wind River CLO Ltd. N/A Wind River CLO Ltd., Series 2024-1A, Class A 97317AAA9 135000000.00000000 PA USD 135070875.00000000 1.610294336266 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 0.00000000 N N N N N N Marble Point CLO XI Ltd. 549300DBVCVH5X7MO467 Marble Point CLO XI Ltd., Series 2017-2A, Class A 56607FAA3 1643425.69000000 PA USD 1648664.93000000 0.019655131420 Long ABS-CBDO CORP US Y 2 2030-12-18 Floating 6.76854000 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 50531550.00000000 0.602429419130 Long ABS-CBDO CORP US Y 2 2036-07-20 Floating 7.52456160 N N N N N N CIFC Funding 2021-III Ltd. N/A CIFC Funding 2021-III Ltd., Series 2021-3A, Class A 12564DAA2 30745000.00000000 PA USD 30813346.14000000 0.367352005165 Long ABS-CBDO CORP US Y 2 2036-07-15 Floating 6.73017120 N N N N N N Benefit Street Partners CLO XXXIV Ltd. N/A Benefit Street Partners CLO XXXIV Ltd., Series 2024-34A, Class A2 081928AC7 10000000.00000000 PA USD 10008470.00000000 0.119319450293 Long ABS-CBDO CORP US Y 2 2037-07-25 Floating 0.00000000 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 5504653.00000000 0.065625632091 Long ABS-CBDO CORP US Y 2 2033-04-20 Floating 6.65616960 N N N N N N Katayma CLO II Ltd. N/A Katayma CLO II Ltd., Series 2024-2A, Class A1 485862AA4 75000000.00000000 PA USD 75019650.00000000 0.894372806155 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 6.93789840 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 18000288.00000000 0.214596683537 Long ABS-CBDO CORP US Y 2 2034-10-26 Floating 6.76605960 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 15024945.00000000 0.179125098850 Long ABS-CBDO CORP US Y 2 2036-10-20 Floating 7.27455960 N N N N N N Ballyrock CLO Ltd. N/A Ballyrock CLO Ltd., Series 2019-1A, Class A1R 05875JAJ8 77100000.00000000 PA USD 77245025.10000000 0.920903388115 Long ABS-CBDO CORP US Y 2 2032-07-15 Floating 6.62016960 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 13784919.20000000 0.164341700708 Long ABS-CBDO CORP US Y 2 2036-07-20 Floating 8.82456120 N N N N N N Cedar Funding VI CLO Ltd. 549300PQ60B57EBTK013 Cedar Funding VI CLO Ltd., Series 2016-6A, Class ARR 15032DAR2 34829000.00000000 PA USD 34855922.82000000 0.415546986738 Long ABS-CBDO CORP US Y 2 2034-04-20 Floating 6.63617160 N N N N N N RR 27 Ltd. N/A RR 27 Ltd., Series 2023-27A, Class A1B 78110VAC8 10000000.00000000 PA USD 10024680.00000000 0.119512703437 Long ABS-CBDO CORP US Y 2 2035-10-15 Floating 7.27855920 N N N N N N Harvest US CLO Ltd. 213800RQBB83K4W6BX61 Harvest US CLO Ltd., Series 2024-1A, Class A2 41755WAC4 8000000.00000000 PA USD 8006384.00000000 0.095450886870 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 7.15947120 N N N N N N AGL CLO 9 Ltd. 549300U1G1VA46DEO184 AGL CLO 9 Ltd., Series 2020-9A, Class AJR 001207AS8 33250000.00000000 PA USD 33267655.75000000 0.396611909377 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.05456000 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 8015512.00000000 0.095559709492 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 7.49017080 N N N N N N Anchorage Capital CLO 19 Ltd. 549300ZNOS7Q8W8H3S38 Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class A 03328JAA5 27000000.00000000 PA USD 27011988.00000000 0.322032794173 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.80016960 N N N N N N Atrium XIV LLC N/A Atrium XIV LLC, Series 14A, Class A2A 04965LAE8 4400000.00000000 PA USD 4404400.00000000 0.052508583916 Long ABS-CBDO CORP US Y 2 2030-08-23 Floating 7.03927080 N N N N N N Ares LIX CLO Ltd. N/A Ares LIX CLO Ltd., Series 2021-59A, Class A 04018EAA9 12410000.00000000 PA USD 12372248.78000000 0.147500059782 Long ABS-CBDO CORP US Y 2 2034-04-25 Floating 6.61515840 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 13184834.35000000 0.157187580804 Long ABS-CBDO CORP US Y 2 2036-10-21 Floating 7.47456120 N N N N N N AB BSL CLO 1 Ltd. 549300UT754V8VGM9T25 AB BSL CLO 1 Ltd., Series 2020-1A, Class A1R 00038KAN1 17921000.00000000 PA USD 17920946.24000000 0.213650783196 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 6.69855960 N N N N N N Eaton Vance CLO Ltd. 5493004NKU3QU5G6QW39 Eaton Vance CLO Ltd., Series 2020-1A, Class AR 278300AJ7 37815000.00000000 PA USD 37884806.49000000 0.451656875113 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.76017000 N N N N N N Oaktree CLO Ltd. N/A Oaktree CLO Ltd., Series 2019-2A, Class A1AR 67401UAN7 3000000.00000000 PA USD 3002085.00000000 0.035790398725 Long ABS-CBDO CORP US Y 2 2031-04-15 Floating 6.71016960 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 10335132.86000000 0.123213875004 Long ABS-CBDO CORP US Y 2 2035-04-15 Floating 6.65856000 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 2650034.45000000 0.031593305853 Long ABS-CBDO CORP US Y 2 2033-04-18 Floating 6.87854160 N N N N N N Sound Point CLO XVII N/A Sound Point CLO XVII, Series 2017-3A, Class A1R 83611GAL5 12666193.37000000 PA USD 12672526.47000000 0.151079924527 Long ABS-CBDO CORP US Y 2 2030-10-20 Floating 6.56616960 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 15520692.50000000 0.185035324807 Long ABS-CBDO CORP US Y 2 2035-01-15 Floating 7.34016960 N N N N N N PPM CLO Ltd. 2549003CULWUB4AA0151 PPM CLO 6-R Ltd., Series 2022-6RA, Class A2R 693975AL8 8000000.00000000 PA USD 8008912.00000000 0.095481025300 Long ABS-CBDO CORP US Y 2 2037-01-20 Floating 7.47456120 N N N N N N Silver Rock CLO III N/A Silver Rock CLO III, Series 2023-3A, Class A2 82811AAC8 20000000.00000000 PA USD 20091040.00000000 0.239522309466 Long ABS-CBDO CORP US Y 2 2036-01-20 Floating 7.43662080 N N N N N N OCP CLO Ltd. 254900XV0U0WEM36A370 OCP CLO Ltd., Series 2015-9A, Class A1R2 67091YAU8 10020000.00000000 PA USD 10021713.42000000 0.119477336323 Long ABS-CBDO CORP US Y 2 2033-01-15 Floating 6.57856080 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 53226429.70000000 0.634557363203 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.78616920 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 65858729.11000000 0.785157706866 Long ABS-CBDO CORP US Y 2 2034-04-15 Floating 6.73017120 N N N N N N Sandstone Peak Ltd. 5493000VXRKO2Z5KET86 Sandstone Peak Ltd., Series 2021-1A, Class B1 800130AE6 12500000.00000000 PA USD 12504925.00000000 0.149081805407 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 7.39017000 N N N N N N Ares LXI CLO Ltd. N/A Ares LXI CLO Ltd., Series 2021-61A, Class A2R 04019DAN2 19900000.00000000 PA USD 19913611.60000000 0.237407035188 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.05686040 N N N N N N Elmwood CLO 26 Ltd. N/A Elmwood CLO 26 Ltd., Series 2024-1A, Class A1 29004CAA6 60000000.00000000 PA USD 60009600.00000000 0.715425283219 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 6.79149000 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 59096726.00000000 0.704542138856 Long ABS-CBDO CORP US Y 2 2034-12-02 Floating 6.73616880 N N N N N N RR 24 Ltd. 2549005CH9FMTJFP8I04 RR 24 Ltd., Series 2022-24A, Class A1BR 75000HAN4 15750000.00000000 PA USD 15839822.25000000 0.188839940932 Long ABS-CBDO CORP US Y 2 2036-01-15 Floating 7.27855920 N N N N N N Neuberger Berman Loan Advisers CLO 55 Ltd. 254900P6M7LX99MHDX34 Neuberger Berman Loan Advisers CLO 55 Ltd., Series 2024-55A, Class A2 640969AC5 24750000.00000000 PA USD 24770715.75000000 0.295312688819 Long ABS-CBDO CORP US Y 2 2038-04-22 Floating 7.02320040 N N N N N N Regatta XXVI Funding Ltd. N/A Regatta XXVI Funding Ltd., Series 2023-2A, Class A2 75900QAC9 9000000.00000000 PA USD 9015084.00000000 0.107476454166 Long ABS-CBDO CORP US Y 2 2037-01-25 Floating 7.22819880 N N N N N N Madison Park Funding XLVII Ltd. N/A Madison Park Funding XLVII Ltd., Series 2020-47A, Class A2R 55820FAL2 16000000.00000000 PA USD 16012752.00000000 0.190901582992 Long ABS-CBDO CORP US Y 2 2037-04-19 Floating 7.06655880 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 80571879.75000000 0.960565640992 Long ABS-CBDO CORP US Y 2 2034-07-18 Floating 6.86693160 N N N N N N 610 Funding CLO 2 Ltd. N/A 610 Funding CLO 2 Ltd., Series 2016-2RA, Class A1R2 83004LAC9 26700000.00000000 PA USD 26726192.70000000 0.318625586269 Long ABS-CBDO CORP US Y 2 2034-01-20 Floating 6.89617080 N N N N N N Magnetite XXVIII Ltd. 54930077HHZ1QV5CPQ30 Magnetite XXVIII Ltd., Series 2020-28A, Class AR 55955LAJ1 30300000.00000000 PA USD 30341420.10000000 0.361725775014 Long ABS-CBDO CORP US Y 2 2035-01-20 Floating 6.71617080 N N N N N N Carlyle US CLO Ltd. N/A Carlyle US CLO Ltd., Series 2024-3A, Class A2 14319HAC3 24000000.00000000 PA USD 24012816.00000000 0.286277123788 Long ABS-CBDO CORP US Y 2 2036-07-25 Floating 0.00000000 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 10005630.00000000 0.119285592247 Long ABS-CBDO CORP US Y 2 2033-12-11 Floating 7.28255880 N N N N N N Octagon 55 Ltd. N/A Octagon 55 Ltd., Series 2021-1A, Class A1 67577AAA7 40000000.00000000 PA USD 40004680.00000000 0.476929683235 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.72617160 N N N N N N RR LLC N/A RR 1 LLC, Series 2017-1A, Class A1AB 78108YAL6 63050000.00000000 PA USD 63124146.80000000 0.752556434343 Long ABS-CBDO CORP US Y 2 2035-07-15 Floating 6.74016840 N N N N N N Trimaran Cavu Ltd. 549300IGMQ24BLOIU872 Trimaran Cavu Ltd., Series 2019-1A, Class A2 89624CAC6 8000000.00000000 PA USD 8025856.00000000 0.095683029080 Long ABS-CBDO CORP US Y 2 2032-07-20 Floating 7.48617120 N N N N N N OCP CLO Ltd. 25490028U8Y2XMZWXO46 OCP CLO Ltd., Series 2020-20A, Class A2R 670859AN7 16000000.00000000 PA USD 15999488.00000000 0.190743451610 Long ABS-CBDO CORP US Y 2 2037-04-18 Floating 7.02339120 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 17138684.91000000 0.204324783130 Long ABS-CBDO CORP US Y 2 2034-10-15 Floating 6.77017080 N N N N N N Invesco CLO Ltd. 54930008L2A8UYGN7A86 Invesco CLO Ltd., Series 2022-2A, Class A1 46145XAA4 16500000.00000000 PA USD 16514635.50000000 0.196884961403 Long ABS-CBDO CORP US Y 2 2035-07-20 Floating 6.76455840 N N N N N N CIFC Funding Ltd. 5493006JGTCIL6LCS728 CIFC Funding Ltd., Series 2014-4RA, Class A1AR 12552FAQ6 70605000.00000000 PA USD 70766403.03000000 0.843666245570 Long ABS-CBDO CORP US Y 2 2035-01-17 Floating 6.74867880 N N N N N N Dryden 119 CLO Ltd. N/A Dryden 119 CLO Ltd., Series 2024-119A, Class A2 26254KAC7 22000000.00000000 PA USD 22018414.00000000 0.262500167839 Long ABS-CBDO CORP US Y 2 2036-04-15 Floating 7.02239040 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 33038767.30000000 0.393883136245 Long ABS-CBDO CORP US Y 2 2034-07-20 Floating 6.74616960 N N N N N N Post CLO Ltd. N/A Post CLO Ltd., Series 2024-1A, Class B 73743EAE8 20000000.00000000 PA USD 20014420.00000000 0.238608857532 Long ABS-CBDO CORP US Y 2 2037-04-20 Floating 7.37244000 N N N N N N Sandstone Peak III Ltd. N/A Sandstone Peak III Ltd., Series 2024-1A, Class C 799928AJ5 21500000.00000000 PA USD 21507654.00000000 0.256410965151 Long ABS-CBDO CORP US Y 2 2037-04-25 Floating 0.00000000 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 10000580.00000000 0.119225386919 Long ABS-CBDO CORP US Y 2 2035-01-25 Floating 7.03515960 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 17374958.42000000 0.207141599819 Long ABS-CBDO CORP US Y 2 2033-01-25 Floating 7.87354920 N N N N N N 2024-05-30 Janus Detroit Street Trust Jesper Nergaard Jesper Nergaard VP, CFO, Treasurer, and Principal Accounting Officer