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.
N/A
Signal Peak CLO 1 Ltd., Series 2014-1A, Class AR3
82666TAC3
24920000.00000000
PA
USD
24925083.68000000
0.297153039697
Long
ABS-CBDO
CORP
US
Y
2
2034-04-17
Floating
6.73868160
N
N
N
N
N
N
Anchorage Capital CLO LLC
N/A
Anchorage Capital CLO 13 LLC, Series 2019-13A, Class AR
033291AL9
13095000.00000000
PA
USD
13097265.44000000
0.156143597637
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.69017160
N
N
N
N
N
N
Dryden 72 CLO Ltd.
N/A
Dryden 72 CLO Ltd., Series 2019-72A, Class AR
26252NAN9
35200000.00000000
PA
USD
35217600.00000000
0.419858846823
Long
ABS-CBDO
CORP
US
Y
2
2032-05-15
Floating
6.64859880
N
N
N
N
N
N
Magnetite XXXV Ltd.
549300WIDF28MGY5Q843
Magnetite XXXV Ltd., Series 2022-35A, Class AR
55954TAQ9
26000000.00000000
PA
USD
26180830.00000000
0.312123855477
Long
ABS-CBDO
CORP
US
Y
2
2036-10-25
Floating
6.97354920
N
N
N
N
N
N
OHA Credit Funding 8 Ltd.
N/A
OHA Credit Funding 8 Ltd., Series 2021-8A, Class A
67707GAC3
20000000.00000000
PA
USD
20035020.00000000
0.238854447585
Long
ABS-CBDO
CORP
US
Y
2
2034-01-18
Floating
6.77854080
N
N
N
N
N
N
Empower CLO Ltd.
N/A
Empower CLO Ltd., Series 2024-1A, Class A2
29244RAJ4
9000000.00000000
PA
USD
9014868.00000000
0.107473879047
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
7.11068040
N
N
N
N
N
N
Madison Park Funding XIX Ltd.
254900END3IQSN7CTN87
Madison Park Funding XIX Ltd., Series 2015-19A, Class AR3
55819QBJ5
22000000.00000000
PA
USD
22035662.00000000
0.262705795860
Long
ABS-CBDO
CORP
US
Y
2
2037-01-22
Floating
6.92456040
N
N
N
N
N
N
Regatta XXVIII Funding Ltd.
N/A
Regatta XXVIII Funding Ltd., Series 2024-2A, Class A2
75901PAC0
16000000.00000000
PA
USD
16077408.00000000
0.191672401946
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
7.07496120
N
N
N
N
N
N
OCP CLO Ltd.
254900QIJ8IQOK988683
OCP CLO Ltd., Series 2016-11A, Class A2R2
67110DBC0
12000000.00000000
PA
USD
12052800.00000000
0.143691640230
Long
ABS-CBDO
CORP
US
Y
2
2036-04-26
Floating
7.02118080
N
N
N
N
N
N
Rad CLO 22 Ltd.
N/A
Rad CLO 22 Ltd., Series 2023-22A, Class A2
74923VAC4
10000000.00000000
PA
USD
10040930.00000000
0.119706433454
Long
ABS-CBDO
CORP
US
Y
2
2037-01-20
Floating
7.47237960
N
N
N
N
N
N
Empower CLO Ltd.
N/A
Empower CLO Ltd., Series 2024-1A, Class A1
29244RAA3
40000000.00000000
PA
USD
40041680.00000000
0.477370791583
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
6.91067880
N
N
N
N
N
N
REESE PARK CLO Ltd.
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.
N/A
KKR CLO 38 Ltd., Series 38A, Class B
48259BAJ1
15000000.00000000
PA
USD
15014340.00000000
0.178998667660
Long
ABS-CBDO
CORP
US
Y
2
2033-04-15
Floating
7.27855920
N
N
N
N
N
N
Steele Creek CLO Ltd.
549300ZMV389HVGL0K94
Steele Creek CLO Ltd., Series 2014-1RA, Class A
85816WAC8
5931861.86000000
PA
USD
5935124.38000000
0.070757646118
Long
ABS-CBDO
CORP
US
Y
2
2031-04-21
Floating
6.65616960
N
N
N
N
N
N
Zais CLO 13 Ltd.
549300GODB02F7ODZK39
Zais CLO 13 Ltd., Series 2019-13A, Class A1A
98876NAA2
68851118.95000000
PA
USD
69063042.69000000
0.823359043828
Long
ABS-CBDO
CORP
US
Y
2
2032-07-15
Floating
7.08017040
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2023-4A, Class A2
14319CAC4
8000000.00000000
PA
USD
8017024.00000000
0.095577735325
Long
ABS-CBDO
CORP
US
Y
2
2036-10-25
Floating
7.27355160
N
N
N
N
N
N
Deer Creek CLO Ltd.
N/A
Deer Creek CLO Ltd., Series 2017-1A, Class A
24380LAC7
1928611.04000000
PA
USD
1931559.89000000
0.023027761914
Long
ABS-CBDO
CORP
US
Y
2
2030-10-20
Floating
6.76617120
N
N
N
N
N
N
Elmwood CLO I Ltd.
N/A
Elmwood CLO I Ltd., Series 2019-1A, Class A2RR
290015AY2
8750000.00000000
PA
USD
8754567.50000000
0.104370616253
Long
ABS-CBDO
CORP
US
Y
2
2037-04-20
Floating
7.03135080
N
N
N
N
N
N
Octagon 59 Ltd.
N/A
Octagon 59 Ltd., Series 2022-1A, Class B
675930AE1
40000000.00000000
PA
USD
40003400.00000000
0.476914423271
Long
ABS-CBDO
CORP
US
Y
2
2035-05-15
Floating
7.25699160
N
N
N
N
N
N
LCM 35 Ltd.
549300KLSB4ZQ2S3TJ95
LCM 35 Ltd., Series 35A, Class A2
50202QAC7
7000000.00000000
PA
USD
6906627.00000000
0.082339751932
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.99017040
N
N
N
N
N
N
OCP Aegis CLO Ltd.
N/A
OCP Aegis CLO Ltd., Series 2023-29A, Class A2
67118BAC7
9000000.00000000
PA
USD
9002403.00000000
0.107325273221
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
7.33003920
N
N
N
N
N
N
Park Blue CLO 2023-IV Ltd.
213800XCIR4Y5GCOQX50
Park Blue CLO 2023-IV Ltd., Series 2023-4A, Class A2
699917AC4
5000000.00000000
PA
USD
5009235.00000000
0.059719334382
Long
ABS-CBDO
CORP
US
Y
2
2037-01-25
Floating
7.32864960
N
N
N
N
N
N
CIFC Funding 2022-V Ltd.
N/A
CIFC Funding 2022-V Ltd., Series 2022-5A, Class A2R
12572GAW7
10000000.00000000
PA
USD
10004480.00000000
0.119271882123
Long
ABS-CBDO
CORP
US
Y
2
2037-01-16
Floating
7.04765880
N
N
N
N
N
N
Bain Capital Credit CLO Ltd.
254900YXN9JEMKU5DF45
Bain Capital Credit CLO Ltd., Series 2021-6A, Class C
05684PAG1
10700000.00000000
PA
USD
10708720.50000000
0.127667729773
Long
ABS-CBDO
CORP
US
Y
2
2034-10-21
Floating
7.63616880
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
24268892.79000000
0.289330032156
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.73616880
N
N
N
N
N
N
RR 5 Ltd.
549300213Q1LH7O32902
RR 5 Ltd., Series 2018-5A, Class A1R
74979VAM5
70000000.00000000
PA
USD
70037310.00000000
0.834974109853
Long
ABS-CBDO
CORP
US
Y
2
2039-07-15
Floating
0.00000000
N
N
N
N
N
N
TCW CLO Ltd.
N/A
TCW CLO Ltd., Series 2020-1A, Class A1RR
87190CAW0
15000000.00000000
PA
USD
15023280.00000000
0.179105248974
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.74616960
N
N
N
N
N
N
Golub Capital Partners CLO 72 B Ltd.
N/A
Golub Capital Partners CLO 72 B Ltd., Series 2024-72A, Class AJ
381941AJ2
18000000.00000000
PA
USD
18013662.00000000
0.214756126322
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
7.04576880
N
N
N
N
N
N
Palmer Square CLO Ltd.
N/A
Palmer Square CLO Ltd., Series 2023-3A, Class A2
696926AC8
12500000.00000000
PA
USD
12542425.00000000
0.149528874678
Long
ABS-CBDO
CORP
US
Y
2
2037-01-20
Floating
7.35751080
N
N
N
N
N
N
AGL CLO 16 Ltd.
N/A
AGL CLO 16 Ltd., Series 2021-16A, Class A
00120LAA6
26341220.00000000
PA
USD
26341904.87000000
0.314044165469
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.71617080
N
N
N
N
N
N
Battalion CLO 17 Ltd.
549300QQUW46V6EB1N30
Battalion CLO 17 Ltd., Series 2021-17A, Class A2
07133PAJ8
11000000.00000000
PA
USD
11010780.00000000
0.131268836985
Long
ABS-CBDO
CORP
US
Y
2
2034-03-09
Floating
7.02617040
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2020-13A, Class A
12511AAA2
25880000.00000000
PA
USD
25896511.44000000
0.308734253042
Long
ABS-CBDO
CORP
US
Y
2
2034-01-20
Floating
7.01616960
N
N
N
N
N
N
CIFC Funding 2020-III Ltd.
N/A
CIFC Funding 2020-III Ltd., Series 2020-3A, Class A1R
12560EAL0
59600000.00000000
PA
USD
59605662.00000000
0.710609596095
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.71617080
N
N
N
N
N
N
AGL CLO 28 Ltd.
2549006PN3V33YGKK115
AGL CLO 28 Ltd., Series 2023-28A, Class AJ
00120WAL8
8600000.00000000
PA
USD
8650645.40000000
0.103131672854
Long
ABS-CBDO
CORP
US
Y
2
2037-01-21
Floating
7.30325880
N
N
N
N
N
N
Elmwood CLO V Ltd.
N/A
Elmwood CLO V Ltd., Series 2020-2A, Class AR
29003BAL5
49000000.00000000
PA
USD
49148813.00000000
0.585944639864
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.73616880
N
N
N
N
N
N
Post CLO Ltd.
N/A
Post CLO Ltd., Series 2024-1A, Class A2
73743EAC2
8000000.00000000
PA
USD
8008984.00000000
0.095481883673
Long
ABS-CBDO
CORP
US
Y
2
2037-04-20
Floating
7.07244120
N
N
N
N
N
N
Madison Park Funding LXVII Ltd.
N/A
Madison Park Funding LXVII Ltd., Series 2024-67A, Class A2
55821YAJ5
10000000.00000000
PA
USD
10035890.00000000
0.119646347344
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
6.99521040
N
N
N
N
N
N
Octagon Investment Partners 42 Ltd.
N/A
Octagon Investment Partners 42 Ltd., Series 2019-3A, Class AR
67576PAN7
34000000.00000000
PA
USD
34059500.00000000
0.406052155552
Long
ABS-CBDO
CORP
US
Y
2
2034-07-15
Floating
6.73017120
N
N
N
N
N
N
Benefit Street Partners CLO XXXII Ltd.
2549003NV71H6I4TDQ63
Benefit Street Partners CLO XXXII Ltd., Series 2023-32A, Class A2
08181FAC4
11000000.00000000
PA
USD
11018293.00000000
0.131358405823
Long
ABS-CBDO
CORP
US
Y
2
2036-10-25
Floating
7.31446920
N
N
N
N
N
N
Anchorage Capital CLO 18 Ltd.
549300JIJ617WYIUFX18
Anchorage Capital CLO 18 Ltd., Series 2021-18A, Class A1
03331AAA9
33175000.00000000
PA
USD
33183293.75000000
0.395606158502
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.74016840
N
N
N
N
N
N
Octagon Investment Partners 51 Ltd.
N/A
Octagon Investment Partners 51 Ltd., Series 2021-1A, Class A
67578JAA7
25790000.00000000
PA
USD
25790103.16000000
0.307465669784
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.73616880
N
N
N
N
N
N
Elmwood CLO 25 Ltd.
N/A
Elmwood CLO 25 Ltd., Series 2024-1A, Class A2
29001BAC7
10000000.00000000
PA
USD
10003120.00000000
0.119255668411
Long
ABS-CBDO
CORP
US
Y
2
2037-04-17
Floating
7.01886960
N
N
N
N
N
N
CBAM Ltd.
254900IPFC9SXD6VQ444
CBAM Ltd., Series 2019-10A, Class A1R
12482NAN1
30000000.00000000
PA
USD
30023310.00000000
0.357933315001
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
6.70617000
N
N
N
N
N
N
Octagon Investment Partners 48 Ltd.
N/A
Octagon Investment Partners 48 Ltd., Series 2020-3A, Class AR
67577UAJ4
37168000.00000000
PA
USD
37177292.00000000
0.443221995454
Long
ABS-CBDO
CORP
US
Y
2
2034-10-20
Floating
6.73616880
N
N
N
N
N
N
RR 16 Ltd.
549300FLUOZC8QYYKL96
RR 16 Ltd., Series 2021-16A, Class A1
74971CAA1
16035000.00000000
PA
USD
16066588.95000000
0.191543418885
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
6.70016880
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2019-11RA, Class A1
12510TAA2
16897000.00000000
PA
USD
16908591.34000000
0.201581642741
Long
ABS-CBDO
CORP
US
Y
2
2035-01-20
Floating
6.76617120
N
N
N
N
N
N
TICP CLO XIV Ltd.
N/A
TICP CLO XIV Ltd., Series 2019-14A, Class A1R
87250CAL1
27480000.00000000
PA
USD
27530205.96000000
0.328210909521
Long
ABS-CBDO
CORP
US
Y
2
2032-10-20
Floating
6.66617040
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2022-2A, Class A2
143119AE5
10000000.00000000
PA
USD
10034370.00000000
0.119628226136
Long
ABS-CBDO
CORP
US
Y
2
2035-04-20
Floating
7.32456000
N
N
N
N
N
N
Rad CLO 10 Ltd.
N/A
Rad CLO 10 Ltd., Series 2021-10A, Class A
48662LAA9
5520000.00000000
PA
USD
5523466.56000000
0.065849924479
Long
ABS-CBDO
CORP
US
Y
2
2034-04-23
Floating
6.75801000
N
N
N
N
N
N
KKR CLO 43 Ltd.
N/A
KKR CLO 43 Ltd., Series 2022-43A, Class A2R
48255UAL8
11750000.00000000
PA
USD
11776155.50000000
0.140393526766
Long
ABS-CBDO
CORP
US
Y
2
2036-01-15
Floating
7.32855960
N
N
N
N
N
N
Apidos CLO XLVII Ltd.
254900SZ16B4KDM8N485
Apidos CLO XLVII Ltd., Series 2024-47A, Class A2
03770QAC8
10000000.00000000
PA
USD
10012520.00000000
0.119367733774
Long
ABS-CBDO
CORP
US
Y
2
2037-04-26
Floating
7.00431120
N
N
N
N
N
N
KKR CLO 43 Ltd.
N/A
KKR CLO 43 Ltd., Series 2022-43A, Class A1R
48255UAJ3
80000000.00000000
PA
USD
80597120.00000000
0.960866551396
Long
ABS-CBDO
CORP
US
Y
2
2036-01-15
Floating
7.07856120
N
N
N
N
N
N
Benefit Street Partners CLO XXI Ltd.
N/A
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A2R
08186RAQ2
5000000.00000000
PA
USD
5005550.00000000
0.059675402375
Long
ABS-CBDO
CORP
US
Y
2
2034-10-15
Floating
6.99017040
N
N
N
N
N
N
Carlyle US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2021-7A, Class A2
14316WAC3
15000000.00000000
PA
USD
15020670.00000000
0.179074132953
Long
ABS-CBDO
CORP
US
Y
2
2035-10-15
Floating
7.24016880
N
N
N
N
N
N
Ares XLI CLO Ltd.
549300X38KZ67Q2FQG11
Ares XLI CLO Ltd., Series 2016-41A, Class AR2
04016DAS4
24720000.00000000
PA
USD
24745956.00000000
0.295017506862
Long
ABS-CBDO
CORP
US
Y
2
2034-04-15
Floating
6.66016920
N
N
N
N
N
N
Signal Peak CLO 5 Ltd.
N/A
Signal Peak CLO 5 Ltd., Series 2018-5A, Class A2R
82666VAC8
24000000.00000000
PA
USD
24036480.00000000
0.286559242381
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
7.07595840
N
N
N
N
N
N
Steele Creek CLO Ltd.
N/A
Steele Creek CLO Ltd., Series 2018-2A, Class A
85816LAA6
10961585.72000000
PA
USD
10965915.55000000
0.130733969866
Long
ABS-CBDO
CORP
US
Y
2
2031-08-18
Floating
6.78070080
N
N
N
N
N
N
Shackleton CLO Ltd.
549300HOHPZON6E4VH77
Shackleton CLO Ltd., Series 2019-14A, Class A1R
81880XAL6
3825000.00000000
PA
USD
3825956.25000000
0.045612465901
Long
ABS-CBDO
CORP
US
Y
2
2034-07-20
Floating
6.78616920
N
N
N
N
N
N
CIFC Funding Ltd.
N/A
CIFC Funding Ltd., Series 2020-1A, Class A1R
12555QAN6
22800000.00000000
PA
USD
22851163.20000000
0.272428076578
Long
ABS-CBDO
CORP
US
Y
2
2036-07-15
Floating
6.74016840
N
N
N
N
N
N
CIFC Funding 2019-I Ltd.
254900RRJV30GDUWIX97
CIFC Funding 2019-I Ltd., Series 2019-1A, Class AR
12553DAJ6
15710000.00000000
PA
USD
15729731.76000000
0.187527458929
Long
ABS-CBDO
CORP
US
Y
2
2032-04-20
Floating
6.68616840
N
N
N
N
N
N
Elmwood CLO II Ltd.
N/A
Elmwood CLO II Ltd., Series 2019-2A, Class AR
29001LAL5
3000000.00000000
PA
USD
3009249.00000000
0.035875806839
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.73616880
N
N
N
N
N
N
Janus Henderson Cash Liquidity Fund LLC
N/A
Janus Henderson Cash Liquidity Fund LLC
N/A
135204303.43000000
NS
USD
135231344.29000000
1.612207426625
Long
STIV
RF
US
N
2
N
N
N
OCP CLO Ltd.
N/A
OCP CLO Ltd., Series 2024-32A, Class A2
67570CAC6
12000000.00000000
PA
USD
12007044.00000000
0.143146144189
Long
ABS-CBDO
CORP
US
Y
2
2037-04-23
Floating
7.04639880
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
2980014.38000000
0.035527276165
Long
ABS-CBDO
CORP
US
Y
2
2031-01-30
Floating
6.76110960
N
N
N
N
N
N
Rad CLO 15 Ltd.
N/A
RAD CLO 15 Ltd., Series 2021-15A, Class A
750103AA1
12400000.00000000
PA
USD
12400892.80000000
0.147841549412
Long
ABS-CBDO
CORP
US
Y
2
2034-01-20
Floating
6.67617120
N
N
N
N
N
N
Whitebox CLO IV Ltd.
549300SN372GTCE2YI66
Whitebox CLO IV Ltd., Series 2023-4A, Class A2
96467KAC3
20000000.00000000
PA
USD
20132280.00000000
0.240013966446
Long
ABS-CBDO
CORP
US
Y
2
2036-04-20
Floating
7.62455880
N
N
N
N
N
N
Elmwood CLO 26 Ltd.
N/A
Elmwood CLO 26 Ltd., Series 2024-1A, Class A2
29004CAC2
7000000.00000000
PA
USD
7000525.00000000
0.083459189543
Long
ABS-CBDO
CORP
US
Y
2
2037-04-18
Floating
6.99149160
N
N
N
N
N
N
RAD CLO 21 Ltd.
N/A
RAD CLO 21 Ltd., Series 2023-21A, Class B
750099AC7
39375000.00000000
PA
USD
39635071.88000000
0.472523271696
Long
ABS-CBDO
CORP
US
Y
2
2033-01-25
Floating
7.47354960
N
N
N
N
N
N
Post CLO Ltd.
N/A
Post CLO Ltd., Series 2024-1A, Class A1
73743EAA6
85000000.00000000
PA
USD
85307700.00000000
1.017025366496
Long
ABS-CBDO
CORP
US
Y
2
2037-04-20
Floating
6.87243960
N
N
N
N
N
N
BlueMountain CLO XXXIII Ltd.
N/A
BlueMountain CLO XXXIII Ltd., Series 2021-33A, Class A
09630MAA8
17400000.00000000
PA
USD
17399930.40000000
0.207439311950
Long
ABS-CBDO
CORP
US
Y
2
2034-11-20
Floating
6.77070000
N
N
N
N
N
N
Texas Debt Capital CLO Ltd.
N/A
Texas Debt Capital CLO Ltd., Series 2024-1A, Class A2
88240JAC7
16000000.00000000
PA
USD
16015552.00000000
0.190934964164
Long
ABS-CBDO
CORP
US
Y
2
2037-04-22
Floating
6.97014000
N
N
N
N
N
N
Oaktree CLO Ltd.
N/A
Oaktree CLO Ltd., Series 2024-25A, Class AJ
67402PAL1
7000000.00000000
PA
USD
7001505.00000000
0.083470872953
Long
ABS-CBDO
CORP
US
Y
2
2037-04-20
Floating
7.05390840
N
N
N
N
N
N
CBAM Ltd.
N/A
CBAM Ltd., Series 2021-14A, Class A
12511GAA9
20000000.00000000
PA
USD
20026040.00000000
0.238747389397
Long
ABS-CBDO
CORP
US
Y
2
2034-04-20
Floating
6.68616840
N
N
N
N
N
N
Sandstone Peak III Ltd.
N/A
Sandstone Peak III Ltd., Series 2024-1A, Class A1
799928AA4
100000000.00000000
PA
USD
100053300.00000000
1.192820156934
Long
ABS-CBDO
CORP
US
Y
2
2037-04-25
Floating
0.00000000
N
N
N
N
N
N
Regatta XXVII Funding Ltd.
213800A3LAH3GG226R43
Regatta XXVII Funding Ltd., Series 2024-1A, Class A1
758970AA5
69000000.00000000
PA
USD
69191268.00000000
0.824887726384
Long
ABS-CBDO
CORP
US
Y
2
2037-04-26
Floating
6.82562160
N
N
N
N
N
N
Dryden 78 CLO Ltd.
N/A
Dryden 78 CLO Ltd., Series 2020-78A, Class A2R
26253LAL6
10000000.00000000
PA
USD
10005200.00000000
0.119280465853
Long
ABS-CBDO
CORP
US
Y
2
2037-04-17
Floating
7.04706840
N
N
N
N
N
N
CARLYLE US CLO Ltd.
N/A
Carlyle US CLO Ltd., Series 2023-2A, Class A2
14318GAC6
9000000.00000000
PA
USD
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