For Institutional Investors in the US

AAA CLO ETF Holdings

Full Portfolio Holdings

(As of September 22, 2023)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
OHA Credit Funding 3 LTD|6.72775|07/02/2035, 6.73%, 07/02/35 OAKC 2019-3A 67112RAS3 - - 84,000,000 - $84,718,124 2.16
Signal Peak CLO 12 Ltd|6.84989|07/18/2034, 6.85%, 07/18/34 SPEAK 2022-12A 82671XAA1 - - 80,141,000 - $81,039,938 2.06
Cifc Funding 2014-IV-R Ltd|6.73957|01/17/2035, 6.74%, 01/17/35 CIFC 2014-4RA 12552FAQ6 - - 70,605,000 - $71,105,852 1.81
Octagon Investment Partners 29 Ltd|6.78718|01/24/2033, 6.79%, 01/24/33 OCT29 2016-1A 67591JAL6 - - 68,716,000 - $69,277,449 1.76
AGL CLO 14 Ltd|6.41143|12/02/2034, 6.41%, 12/02/34 AGL 2021-14A 00851WAA7 - - 59,020,000 - $59,414,507 1.51
RR 1 LLC|6.71957|07/15/2035, 6.72%, 07/15/35 RRAM 2017-1A 78108YAL6 - - 57,050,000 - $57,613,366 1.47
Regatta XXIII Funding Ltd|6.73775|01/20/2035, 6.74%, 01/20/35 REG23 2021-4A 75889FAC8 - - 55,998,000 - $56,402,961 1.43
CIFC Funding 2020-III Ltd|6.71775|10/20/2034, 6.72%, 10/20/34 CIFC 2020-3A 12560EAL0 - - 55,500,000 - $55,852,396 1.42
NYACK Park CLO Ltd|6.70775|10/20/2034, 6.71%, 10/20/34 NYKPK 2021-1A 67080PAC0 - - 54,346,613 - $54,782,194 1.39
AGL CLO 6 LTD|6.78775|07/20/2034, 6.79%, 07/20/34 AGL 2020-6A 00119VAN9 - - 53,150,000 - $53,646,886 1.36
Octagon Investment Partners 50 Ltd|6.71957|01/15/2035, 6.72%, 01/15/35 OCT50 2020-4A 67592MAN4 - - 53,400,000 - $53,597,785 1.36
Dryden 75 CLO Ltd|6.60957|04/15/2034, 6.61%, 04/15/34 DRSLF 2019-75A 26252JAS7 - - 52,061,000 - $52,062,194 1.32
Madison Park Funding XXI Ltd|6.64957|10/15/2032, 6.65%, 10/15/32 MDPK 2016-21A 55820JBC3 - - 50,750,000 - $51,180,397 1.30
Sandstone Peak II Ltd|0|07/20/2036, 0.00%, 07/20/36 SAND 2023-1A 80013TAA1 - - 50,000,000 - $50,181,250 1.28
Golub Capital Partners CLO 66B Ltd|6.92592|04/25/2036, 6.93%, 04/25/36 GCBSL 2023-66A 38179MAA4 - - 47,500,000 - $49,079,318 1.25
Octagon Investment Partners 44 Ltd|6.74957|10/15/2034, 6.75%, 10/15/34 OCT44 2019-1A 67577LAJ4 - - 48,600,000 - $48,759,659 1.24
CARLYLE US CLO 2021-1 LTD|6.70957|04/15/2034, 6.71%, 04/15/34 CGMS 2021-1A 14316MAA9 - - 48,360,000 - $48,739,355 1.24
Buckhorn Park CLO Ltd|6.6915|07/18/2034, 6.69%, 07/18/34 BKPRK 2019-1A 118382AQ3 - - 45,230,000 - $45,463,268 1.16
Dryden 85 CLO Ltd|6.71957|10/15/2035, 6.72%, 10/15/35 DRSLF 2020-85A 26246BAL8 - - 44,633,000 - $44,873,905 1.14
Ares LXI CLO Ltd|6.40043|10/20/2034, 6.40%, 10/20/34 ARES 2021-61A 04019DAA0 - - 43,783,000 - $44,031,508 1.12
Elmwood CLO 23 Ltd|6.85666|04/16/2036, 6.86%, 04/16/36 ELM23 2023-2A 29003YAA9 - - 40,000,000 - $41,240,251 1.05
Shackleton 2017-XI Clo Ltd|6.71618|08/15/2030, 6.72%, 08/15/30 SHACK 2017-11A 81883EAE1 - - 40,813,811 - $40,938,741 1.04
OCP Clo 2019-17 Ltd|6.62775|07/20/2032, 6.63%, 07/20/32 OCP 2019-17A 67113LAL0 - - 40,000,000 - $40,210,119 1.02
Octagon 55 Ltd|6.72775|07/20/2034, 6.73%, 07/20/34 OCT55 2021-1A 67577AAA7 - - 40,000,000 - $40,201,204 1.02
Ares LV CLO Ltd|6.69957|07/15/2034, 6.70%, 07/15/34 ARES 2020-55A 04018BAL1 - - 39,250,000 - $39,533,343 1.01
Anchorage Capital CLO 9 Ltd|6.70957|07/15/2032, 6.71%, 07/15/32 ANCHC 2016-9A 03328WAS7 - - 37,950,000 - $38,222,572 0.97
Octagon Investment Partners 48 Ltd|6.73775|10/20/2034, 6.74%, 10/20/34 OCT48 2020-3A 67577UAJ4 - - 37,168,000 - $37,372,785 0.95
CIFC Funding 2021-VII Ltd|6.73718|01/23/2035, 6.74%, 01/23/35 CIFC 2021-7A 12567HAC6 - - 35,826,000 - $36,002,302 0.92
Bethpage Park CLO Ltd|6.69957|01/15/2035, 6.70%, 01/15/35 BETHP 2021-1A 087598AA6 - - 35,653,000 - $35,824,275 0.91
Madison Park Funding LIX Ltd|6.7115|01/18/2034, 6.71%, 01/18/34 MDPK 2021-59A 55822EAA7 - - 35,175,000 - $35,548,196 0.90
Octagon Investment Partners 49 Ltd|6.78957|01/15/2033, 6.79%, 01/15/33 OCT49 2020-5A 67578FAA5 - - 35,000,000 - $35,454,683 0.90
THL Credit Wind River 2014-2 CLO Ltd|6.70957|01/15/2031, 6.71%, 01/15/31 WINDR 2014-2A 88390AAT7 - - 35,039,082 - $35,434,967 0.90
Benefit Street Partners CLO XIX Ltd|6.91957|01/15/2033, 6.92%, 01/15/33 BSP 2019-19A 08182RAA1 - - 35,000,000 - $35,418,415 0.90
CBAM 2020-12 Ltd|6.43043|07/20/2034, 6.43%, 07/20/34 CBAM 2020-12A 12509VAG7 - - 35,000,000 - $35,121,476 0.89
Allegro CLO XII Ltd|6.84513|01/21/2032, 6.85%, 01/21/32 ALLEG 2020-1A 01750TAC0 - - 34,225,000 - $34,665,079 0.88
Saratoga Investment Corp CLO 2013-1 Ltd|6.90043|04/20/2033, 6.90%, 04/20/33 SARAT 2013-1A 80349BBD8 - - 35,000,000 - $34,594,506 0.88
Wind River 2014-1 CLO Ltd|6.6215|07/18/2031, 6.62%, 07/18/31 WINDR 2014-1A 88432CBB1 - - 34,259,015 - $34,449,811 0.88
Carlyle US CLO 2021-7 LTD|6.72957|10/15/2035, 6.73%, 10/15/35 CGMS 2021-7A 14316WAA7 - - 34,000,000 - $34,262,047 0.87
Logan CLO I Ltd|6.74775|07/20/2034, 6.75%, 07/20/34 LOGN1 2021-1A 540543AA3 - - 32,950,000 - $33,254,567 0.85
KKR CLO 35 Ltd|6.77775|10/20/2034, 6.78%, 10/20/34 KKR 35A 48254LAA3 - - 31,345,000 - $31,642,845 0.80
Post CLO 2023-1 Ltd|6.82921|04/20/2036, 6.83%, 04/20/36 POST 2023-1A 73743CAA0 - - 30,000,000 - $31,100,470 0.79
LCM XXIV Ltd|6.56775|03/20/2030, 6.57%, 03/20/30 LCM 24A 50188YAE4 - - 30,597,716 - $30,837,611 0.78
Carlyle US CLO 2020-2 Ltd|6.39514|01/25/2035, 6.40%, 01/25/35 CGMS 2020-2A 14315GAN5 - - 30,310,000 - $30,459,788 0.77
Dryden 72 CLO Ltd|6.40071|05/15/2032, 6.40%, 05/15/32 DRSLF 2019-72A 26252NAN9 - - 30,000,000 - $30,079,821 0.77
CBAM 2019-10 Ltd|6.70775|04/20/2032, 6.71%, 04/20/32 CBAM 2019-10A 12482NAN1 - - 29,500,000 - $29,784,730 0.76
Palmer Square CLO 2021-4 Ltd|6.73957|10/15/2034, 6.74%, 10/15/34 PLMRS 2021-4A 69702EAA3 - - 29,400,000 - $29,661,123 0.75
Aimco CLO 11 Ltd|6.69957|10/17/2034, 6.70%, 10/17/34 AIMCO 2020-11A 00140NAN0 - - 28,050,000 - $28,232,043 0.72
Northwoods Capital XII-B Ltd|7.27104|06/15/2031, 7.27%, 06/15/31 WOODS 2018-12BA 66858CAL1 - - 28,199,442 - $28,155,612 0.72
Madison Park Funding XXXVIII Ltd|6.68957|07/17/2034, 6.69%, 07/17/34 MDPK 2021-38A 55821KAC0 - - 27,780,000 - $27,946,527 0.71
Dryden 105 CLO Ltd|6.65859|04/18/2036, 6.66%, 04/18/36 DRSLF 2023-105A 26253QAA9 - - 27,000,000 - $27,895,453 0.71
Neuberger Berman Loan Advisers CLO 33 Ltd|6.64957|10/16/2033, 6.65%, 10/16/33 NEUB 2019-33A 64132TAJ2 - - 27,550,000 - $27,803,480 0.71
Gulf Stream Meridian 4 Ltd|6.76957|07/15/2034, 6.77%, 07/15/34 GSM 2021-4A 402562AA0 - - 27,110,000 - $27,301,558 0.69
TICP CLO XIV Ltd|6.66775|10/20/2032, 6.67%, 10/20/32 TICP 2019-14A 87250CAL1 - - 26,980,000 - $27,174,618 0.69
AGL CLO 16 Ltd|6.71775|01/20/2035, 6.72%, 01/20/35 AGL 2021-16A 00120LAA6 - - 26,341,220 - $26,478,997 0.67
Cedar Funding XI Clo Ltd|6.7155|05/29/2032, 6.72%, 05/29/32 CEDF 2019-11A 15033LAQ5 - - 26,340,000 - $26,323,686 0.67
Neuberger Berman Loan Advisers Clo 43 Ltd|6.69957|07/17/2035, 6.70%, 07/17/35 NEUB 2021-43A 64134AAA0 - - 25,725,000 - $25,957,553 0.66
Eaton Vance CLO 2020-1 Ltd|6.73957|10/15/2034, 6.74%, 10/15/34 EATON 2020-1A 278300AJ7 - - 25,850,000 - $25,921,856 0.66
CARLYLE US CLO 2019-1 LTD|6.66775|04/20/2031, 6.67%, 04/20/31 CGMS 2019-1A 14316BAL9 - - 25,170,000 - $25,378,368 0.65
Signal Peak CLO 1 LTD|6.72957|04/17/2034, 6.73%, 04/17/34 SPEAK 2014-1A 82666TAC3 - - 24,920,000 - $25,062,553 0.64
Ares XLI Clo Ltd|6.63957|04/15/2034, 6.64%, 04/15/34 ARES 2016-41A 04016DAS4 - - 24,720,000 - $24,771,911 0.63
Mountain View CLO 2017-2 LLC|6.60957|01/16/2031, 6.61%, 01/16/31 MVEW 2017-2A 62432LAL5 - - 24,219,122 - $24,381,219 0.62
Logan CLO II Ltd|6.73775|01/20/2035, 6.74%, 01/20/35 LOGN2 2021-2A 540544AA1 - - 24,196,521 - $24,361,340 0.62
Rockford Tower CLO 2017-3 Ltd|6.77775|10/20/2030, 6.78%, 10/20/30 ROCKT 2017-3A 77341DAA5 - - 23,977,617 - $24,229,554 0.62
BlueMountain CLO XXIV Ltd|6.68775|04/20/2034, 6.69%, 04/20/34 BLUEM 2019-24A 09609NAL9 - - 23,700,000 - $23,752,582 0.60
Octagon 54 Ltd|6.38029|07/15/2034, 6.38%, 07/15/34 OCT54 2021-1A 67577FAA6 - - 23,400,000 - $23,449,278 0.60
Ballyrock CLO 2019-1 Ltd|6.59957|07/15/2032, 6.60%, 07/15/32 BALLY 2019-1A 05875JAJ8 - - 22,590,000 - $22,752,433 0.58
Oaktree CLO 2020-1 Ltd|6.71957|07/15/2034, 6.72%, 07/15/34 OAKCL 2020-1A 67402FAJ8 - - 22,695,000 - $22,691,254 0.58
Recette Clo Ltd|6.66775|04/20/2034, 6.67%, 04/20/34 RCTTE 2015-1A 75620TAW8 - - 22,620,000 - $22,652,809 0.58
Octagon Investment Partners 40 Ltd|6.75775|01/20/2035, 6.76%, 01/20/35 OCT40 2019-1A 67592BAL2 - - 22,380,000 - $22,514,636 0.57
Empower CLO 2023-2 Ltd|0|07/15/2036, 0.00%, 07/15/36 EMPWR 2023-2A 29247BAE7 - - 22,500,000 - $22,498,515 0.57
Symphony CLO XV Ltd|6.34029|01/17/2032, 6.34%, 01/17/32 SYMP 2014-15A 87154EBE9 - - 22,390,000 - $22,497,922 0.57
SOUND POINT CLO XVII|6.56775|10/20/2030, 6.57%, 10/20/30 SNDPT 2017-3A 83611GAL5 - - 21,803,328 - $21,964,810 0.56
Magnetite Xxix Ltd|6.55957|01/15/2034, 6.56%, 01/15/34 MAGNE 2021-29A 55955KAA2 - - 21,806,000 - $21,926,210 0.56
Octagon Investment Partners XXI Ltd|6.32071|02/14/2031, 6.32%, 02/14/31 OCT21 2014-1A 67590QBK2 - - 21,150,000 - $21,198,268 0.54
KKR CLO 27 LTD|6.58796|10/15/2032, 6.59%, 10/15/32 KKR 27A 48253YBC1 - - 20,700,000 - $20,803,726 0.53
Magnetite XXVI Ltd|6.73282|07/25/2034, 6.73%, 07/25/34 MAGNE 2020-26A 55954YAJ4 - - 20,085,536 - $20,246,309 0.51
OHA Credit Funding 8 Ltd|6.7615|01/18/2034, 6.76%, 01/18/34 OAKC 2021-8A 67707GAC3 - - 20,000,000 - $20,212,771 0.51
Zais Clo 13 Ltd|7.05957|07/15/2032, 7.06%, 07/15/32 ZAIS 2019-13A 98876NAA2 - - 20,000,000 - $20,115,299 0.51
Ballyrock CLO 19 Ltd|6.65614|04/20/2035, 6.66%, 04/20/35 BALLY 2022-19A 05874WAA9 - - 20,000,000 - $20,075,696 0.51
Whitebox Clo IV Ltd|0|04/20/2036, 0.00%, 04/20/36 WBOX 2023-4A 96467KAC3 - - 20,000,000 - $20,065,400 0.51
CBAM 2021-14 Ltd|6.68775|04/20/2034, 6.69%, 04/20/34 CBAM 2021-14A 12511GAA9 - - 20,000,000 - $20,029,233 0.51
Voya CLO 2014-2 Ltd|6.58957|04/17/2030, 6.59%, 04/17/30 VOYA 2014-2A 92912VAY1 - - 19,804,295 - $20,013,548 0.51
Anchorage Capital Clo 24 Ltd|6.46632|04/15/2034, 6.47%, 04/15/34 ANCHC 2022-24A 03331GAA6 - - 19,875,000 - $20,007,713 0.51
Octagon Investment Partners XIV Ltd|6.81957|07/15/2029, 6.82%, 07/15/29 OCT14 2012-1A 67590ABR2 - - 20,000,000 - $20,003,646 0.51
Race Point VIII CLO Ltd|7.14137|02/20/2030, 7.14%, 02/20/30 RACEP 2013-8A 74982LBA7 - - 19,290,000 - $19,233,519 0.49
KKR Clo 37 Ltd|6.75775|01/20/2035, 6.76%, 01/20/35 KKR 37A 48254FAA6 - - 18,750,000 - $18,848,361 0.48
Rad CLO 20 Ltd|0|07/20/2036, 0.00%, 07/20/36 RAD 2023-20A 749979AE0 - - 18,500,000 - $18,500,999 0.47
Symphony CLO XXVI Ltd|6.33043|04/20/2033, 6.33%, 04/20/33 SYMP 2021-26A 87190GAC5 - - 18,110,000 - $18,198,606 0.46
Octagon 70 Alto Ltd|2.05|10/20/2036, 2.05%, 10/20/36 OCT70 2023-1A 67578CAC8 - - 18,000,000 - $18,003,132 0.46
Madison Park Funding LXII Ltd|0|07/17/2036, 0.00%, 07/17/36 MDPK 2022-62A 55817HAS8 - - 18,000,000 - $17,998,398 0.46
LCM Loan Income Fund I Income Note Issuer Ltd|6.86957|07/16/2031, 6.87%, 07/16/31 LCM 27A 50200JAE1 - - 18,000,000 - $17,840,367 0.45
BlueMountain CLO XXXIII Ltd|6.83137|11/20/2034, 6.83%, 11/20/34 BLUEM 2021-33A 09630MAA8 - - 17,400,000 - $17,303,249 0.44
CBAM 2019-11R Ltd|6.43043|01/20/2035, 6.43%, 01/20/35 CBAM 2019-11RA 12510TAA2 - - 16,897,000 - $16,977,223 0.43
CARLYLE US CLO 2021-3S LTD|6.62957|04/15/2034, 6.63%, 04/15/34 CGMS 2021-3SA 14315DAA0 - - 16,800,000 - $16,886,904 0.43
Hayfin US XIV Ltd|6.81775|07/20/2034, 6.82%, 07/20/34 HAYFN 2021-14A 42088AAA2 - - 16,800,000 - $16,785,293 0.43
Octagon Investment Partners 51 Ltd|6.73775|07/20/2034, 6.74%, 07/20/34 OCT51 2021-1A 67578JAA7 - - 16,455,000 - $16,544,658 0.42
Dryden 105 CLO Ltd|0|04/18/2036, 0.00%, 04/18/36 DRSLF 2023-105A 26253QAE1 - - 16,550,000 - $16,498,083 0.42
Palmer Square Loan Funding 2023-1 Ltd|0|07/20/2031, 0.00%, 07/20/31 PSTAT 2023-1A 69703DAE6 - - 16,500,000 - $16,494,473 0.42
RR 16 Ltd|6.67957|07/15/2036, 6.68%, 07/15/36 RRAM 2021-16A 74971CAA1 - - 16,035,000 - $16,144,855 0.41
LCM XXIII Ltd|6.65775|10/20/2029, 6.66%, 10/20/29 LCM 23A 52111PAF8 - - 15,880,845 - $16,036,125 0.41
Katayma CLO I Ltd|7.6|10/20/2036, 7.60%, 10/20/36 KTAMA 2023-1A 48585JAC4 - - 16,000,000 - $16,000,000 0.41
Madison Park Funding XLVIII Ltd|3.88757|04/19/2033, 3.89%, 04/19/33 MDPK 2021-48A 55821UAA2 - - 15,750,000 - $15,865,167 0.40
Voya CLO 2017-3 Ltd|6.62775|04/20/2034, 6.63%, 04/20/34 VOYA 2017-3A 92915QAU7 - - 15,760,000 - $15,745,894 0.40
Apidos CLO XXXIII|6.75718|10/24/2034, 6.76%, 10/24/34 APID 2020-33A 03768MAJ6 - - 15,630,000 - $15,744,756 0.40
CIFC Funding 2019-V Ltd|7.31957|01/15/2035, 7.32%, 01/15/35 CIFC 2019-5A 12554XAU6 - - 15,500,000 - $15,709,714 0.40
Rad CLO 19 Ltd|0|04/20/2035, 0.00%, 04/20/35 RAD 2023-19A 750104AG6 - - 15,500,000 - $15,597,542 0.40
Venture XXX CLO Ltd|6.91957|01/15/2031, 6.92%, 01/15/31 VENTR 2017-30A 92331NAC0 - - 15,500,000 - $15,289,376 0.39
Madison Park Funding LXIII Ltd|2.25|04/21/2035, 2.25%, 04/21/35 MDPK 2023-63A 55817GAC5 - - 15,000,000 - $15,161,910 0.39
Signal Peak CLO 5 Ltd|6.72282|04/25/2031, 6.72%, 04/25/31 SPEAK 2018-5A 56844YAA5 - - 14,933,579 - $15,071,927 0.38
TCW CLO 2020-1 Ltd|6.74775|04/20/2034, 6.75%, 04/20/34 TCW 2020-1A 87190CAW0 - - 15,000,000 - $15,039,095 0.38
Ares LVI CLO Ltd|6.77282|10/25/2034, 6.77%, 10/25/34 ARES 2020-56A 04018NAN1 - - 14,950,000 - $15,037,058 0.38
Palmer Square Loan Funding 2022-1 Ltd|7.30796|04/15/2030, 7.31%, 04/15/30 PSTAT 2022-1A 69701CAE0 - - 15,000,000 - $14,952,494 0.38
Madison Park Funding LII Ltd|6.70718|01/22/2035, 6.71%, 01/22/35 MDPK 2021-52A 55822BAC9 - - 14,835,000 - $14,892,420 0.38
Dryden 107 CLO Ltd|0|08/15/2035, 0.00%, 08/15/35 DRSLF 2023-107A 26254FAG9 - - 14,750,000 - $14,750,398 0.38
Rockford Tower CLO 2017-1 Ltd|6.68775|04/20/2034, 6.69%, 04/20/34 ROCKT 2017-1A 77340EAW6 - - 14,500,000 - $14,519,729 0.37
CIFC Funding 2019-I Ltd|6.35043|04/20/2032, 6.35%, 04/20/32 CIFC 2019-1A 12553DAJ6 - - 13,675,000 - $13,785,054 0.35
Battalion CLO VIII Ltd|6.6415|07/18/2030, 6.64%, 07/18/30 BATLN 2015-8A 07132ACC5 - - 13,679,477 - $13,777,566 0.35
Sandstone Peak II Ltd|0|07/20/2036, 0.00%, 07/20/36 SAND 2023-1A 80013TAG8 - - 13,600,000 - $13,751,191 0.35
CBAM 2019-11R Ltd|7.08775|01/20/2035, 7.09%, 01/20/35 CBAM 2019-11RA 12510TAB0 - - 13,889,000 - $13,669,569 0.35
Regatta XX Funding Ltd|6.42029|10/15/2034, 6.42%, 10/15/34 REG20 2021-2A 75884YAA6 - - 13,481,022 - $13,583,714 0.35
Anchorage Capital CLO 4-R Ltd|6.6772|01/28/2031, 6.68%, 01/28/31 ANCHC 2014-4RA 03328LAA0 - - 13,142,567 - $13,226,603 0.34
Bain Capital Credit CLO 2023-4 Ltd|7.515|10/21/2036, 7.51%, 10/21/36 BCC 2023-4A 05685EAC4 - - 13,150,000 - $13,153,314 0.33
Steele Creek Clo 2018-2 Ltd|6.84084|08/18/2031, 6.84%, 08/18/31 STCR 2018-2A 85816LAA6 - - 13,000,000 - $13,069,861 0.33
CARLYLE US CLO 2023-2 LTD|0|07/20/2036, 0.00%, 07/20/36 CGMS 2023-2A 14318GAG7 - - 13,000,000 - $13,042,120 0.33
720 East CLO 2023-II Ltd|4.211|10/15/2036, 4.21%, 10/15/36 NWML 2023-2A 817941AC1 - - 13,000,000 - $13,003,302 0.33
CARLYLE US CLO 2017-5 Ltd|6.83775|01/20/2030, 6.84%, 01/20/30 CGMS 2017-5A 14316AAC1 - - 12,527,000 - $12,557,864 0.32
BlueMountain CLO XXXII Ltd|6.73957|10/15/2034, 6.74%, 10/15/34 BLUEM 2021-32A 09631EAA5 - - 12,150,000 - $12,187,443 0.31
Ares XXXIV CLO Ltd|6.04243|04/17/2033, 6.04%, 04/17/33 ARES 2015-2A 04015GAP4 - - 11,995,000 - $12,158,890 0.31
Bain Capital Credit CLO 2023-4 Ltd|8.265|10/21/2036, 8.27%, 10/21/36 BCC 2023-4A 05685EAG5 - - 12,150,000 - $12,153,062 0.31
Neuberger Berman Loan Advisers Clo 42 Ltd|6.66957|07/16/2035, 6.67%, 07/16/35 NEUB 2021-42A 64133WAA3 - - 11,368,725 - $11,446,301 0.29
Regatta XXV Funding Ltd|0|07/15/2036, 0.00%, 07/15/36 REG25 2023-1A 758978AE0 - - 11,000,000 - $11,010,417 0.28
Bain Capital Credit CLO 2021-6 Ltd|7.64513|10/21/2034, 7.65%, 10/21/34 BCC 2021-6A 05684PAG1 - - 10,700,000 - $10,704,848 0.27
Dryden 76 CLO Ltd|6.73775|10/20/2034, 6.74%, 10/20/34 DRSLF 2019-76A 26252WAU3 - - 10,500,000 - $10,561,716 0.27
Barings Clo Ltd 2023-I|6.35043|01/20/2034, 6.35%, 01/20/34 BABSN LP-2A 06763BAA7 - - 10,450,000 - $10,513,932 0.27
Dryden 102 CLO Ltd|6.196|10/15/2036, 6.20%, 10/15/36 DRSLF 2023-102A 26253TAC9 - - 10,400,000 - $10,401,799 0.26
KKR CLO 41 Ltd|6.63796|04/15/2035, 6.64%, 04/15/35 KKR 2022-41A 48255PAA3 - - 10,359,000 - $10,389,996 0.26
Palmer Square Loan Funding 2021-1 Ltd|6.48775|04/20/2029, 6.49%, 04/20/29 PSTAT 2021-1A 69701YAA0 - - 10,150,626 - $10,247,356 0.26
Regatta XXV Funding Ltd|0|07/15/2036, 0.00%, 07/15/36 REG25 2023-1A 758978AA8 - - 10,000,000 - $10,024,640 0.25
Sycamore Tree CLO 2023-4 Ltd|0|10/20/2036, 0.00%, 10/20/36 STCP 2023-4A 870923AC3 - - 10,000,000 - $10,004,230 0.25
Dryden 107 CLO Ltd|0|08/15/2035, 0.00%, 08/15/35 DRSLF 2023-107A 26254FAC8 - - 10,000,000 - $10,000,600 0.25
Palmer Square Loan Funding 2022-4 Ltd|8.09557|07/24/2031, 8.10%, 07/24/31 PSTAT 2022-4A 69702YAE1 - - 9,750,000 - $9,906,968 0.25
Golub Capital Partners CLO 58B Ltd|7.06282|01/25/2035, 7.06%, 01/25/35 GCBSL 2021-58A 38178TAC6 - - 10,000,000 - $9,836,997 0.25
CBAM 2018-8 Ltd/KY|6.70775|10/20/2029, 6.71%, 10/20/29 CBAM 2018-8A 12478CAA9 - - 9,721,066 - $9,817,576 0.25
Steele Creek CLO 2014-1 Ltd|6.66513|04/21/2031, 6.67%, 04/21/31 STCR 2014-1RA 85816WAC8 - - 9,456,044 - $9,556,111 0.24
Rockford Tower CLO 2022-2 Ltd|7.547|10/20/2035, 7.55%, 10/20/35 ROCKT 2022-2A 77340LAP5 - - 9,500,000 - $9,500,000 0.24
Octagon Investment Partners 45 Ltd|6.64796|04/15/2035, 6.65%, 04/15/35 OCT45 2019-1A 67577MAN3 - - 9,380,000 - $9,367,474 0.24
CARLYLE US CLO 2023-2 LTD|0|07/20/2036, 0.00%, 07/20/36 CGMS 2023-2A 14318GAC6 - - 9,000,000 - $9,006,894 0.23
Regatta Funding LP 2013-2A|6.41957|01/15/2029, 6.42%, 01/15/29 RGTII 2013-2A 75885WBA8 - - 8,491,719 - $8,561,669 0.22
Voya CLO 2018-1 Ltd|6.53173|04/19/2031, 6.53%, 04/19/31 VOYA 2018-1A 92917AAA4 - - 8,451,790 - $8,517,965 0.22
Oaktree CLO 2023-2 Ltd|7.63198|07/20/2036, 7.63%, 07/20/36 OAKCL 2023-2A 67401QAJ5 - - 8,000,000 - $8,125,480 0.21
CARLYLE US CLO 2023-4 LTD|3.5|10/25/2036, 3.50%, 10/25/36 CGMS 2023-4A 14319CAC4 - - 8,000,000 - $8,000,000 0.20
Tikehau US CLO I Ltd|7.0215|01/18/2035, 7.02%, 01/18/35 TKO 2021-1A 88675SAC1 - - 8,000,000 - $7,875,967 0.20
Neuberger Berman CLO XVI-S Ltd|7.46957|04/15/2034, 7.47%, 04/15/34 NEUB 2017-16SA 64131TAS3 - - 8,000,000 - $7,862,817 0.20
Dryden 78 CLO Ltd|6.74957|04/17/2033, 6.75%, 04/17/33 DRSLF 2020-78A 26253LAA0 - - 7,750,000 - $7,836,003 0.20
Wind River 2023-1 CLO Ltd|0|04/25/2036, 0.00%, 04/25/36 WINDR 2023-1A 97316RAG0 - - 7,500,000 - $7,527,660 0.19
Venture 43 CLO Ltd|7.06957|04/15/2034, 7.07%, 04/15/34 VENTR 2021-43A 92290CAD1 - - 7,500,000 - $7,466,973 0.19
Battalion Clo XV Ltd|7.16957|01/17/2033, 7.17%, 01/17/33 BATLN 2020-15A 07131AAJ3 - - 7,500,000 - $7,429,296 0.19
KKR Clo 24 Ltd|6.66775|04/20/2032, 6.67%, 04/20/32 KKR 24 48252RAL8 - - 7,110,000 - $7,177,427 0.18
Trimaran Cavu 2019-1 Ltd|7.48775|07/20/2032, 7.49%, 07/20/32 CAVU 2019-1A 89624CAC6 - - 7,000,000 - $7,075,744 0.18
Neuberger Berman Loan Advisers CLO 30 Ltd|7.33775|01/20/2031, 7.34%, 01/20/31 NEUB 2018-30A 64132MAW8 - - 7,000,000 - $6,914,589 0.18
Magnetite XV Ltd|7.41282|07/25/2031, 7.41%, 07/25/31 MAGNE 2015-15A 55953MAU6 - - 6,950,000 - $6,907,080 0.18
CIFC Funding 2013-II Ltd|7.21171|10/18/2030, 7.21%, 10/18/30 CIFC 2013-2A 12549BAU2 - - 6,205,000 - $6,172,762 0.16
LCM 35 Ltd|6.96957|10/15/2034, 6.97%, 10/15/34 LCM 35A 50202QAC7 - - 5,750,000 - $5,735,740 0.15
Rad CLO 10 Ltd|6.77718|04/23/2034, 6.78%, 04/23/34 RAD 2021-10A 48662LAA9 - - 5,520,000 - $5,556,554 0.14
AGL Core CLO 4 LTD|6.65775|04/20/2033, 6.66%, 04/20/33 AGL 2020-4A 001199AG3 - - 5,500,000 - $5,545,676 0.14
Apidos CLO XLIII Ltd|6.943|04/25/2035, 6.94%, 04/25/35 APID 2023-43A 03769UAC2 - - 5,000,000 - $5,176,474 0.13
Invesco CLO 2022-2 Ltd|7.07614|07/20/2035, 7.08%, 07/20/35 INVCO 2022-2A 46145XAC0 - - 5,000,000 - $5,019,577 0.13
Venture 42 CLO Ltd|6.86957|04/15/2034, 6.87%, 04/15/34 VENTR 2021-42A 923260AE3 - - 5,000,000 - $4,956,487 0.13
Madison Park Funding XX Ltd|6.91897|07/27/2030, 6.92%, 07/27/30 MDPK 2016-20A 55819TAQ4 - - 4,750,000 - $4,763,061 0.12
Atrium XIV LLC|7.01957|08/23/2030, 7.02%, 08/23/30 ATRM 14A 04965LAE8 - - 4,400,000 - $4,441,084 0.11
Sound Point CLO VI-R LTD|6.83775|10/20/2031, 6.84%, 10/20/31 SNDPT 2014-2RA 83613WAA2 - - 4,000,000 - $4,015,379 0.10
Shackleton 2019-XIV Clo Ltd|6.78775|07/20/2034, 6.79%, 07/20/34 SHACK 2019-14A 81880XAL6 - - 3,825,000 - $3,826,059 0.10
Venture 32 CLO Ltd|6.6715|07/18/2031, 6.67%, 07/18/31 VENTR 2018-32A 92325QAA5 - - 3,766,000 - $3,788,366 0.10
Deer Creek Clo Ltd 2017-1|6.76775|10/20/2030, 6.77%, 10/20/30 DCRK 2017-1A 24380LAC7 - - 3,722,406 - $3,765,766 0.10
BlueMountain Fuji US Clo III Ltd|6.71957|01/15/2030, 6.72%, 01/15/30 BLUEM 2017-3A 09628FAC3 - - 3,500,000 - $3,480,074 0.09
KKR CLO Ltd 22|6.73775|07/20/2031, 6.74%, 07/20/31 KKR 22A 48252WAA1 - - 3,000,000 - $3,029,003 0.08
Oaktree CLO 2019-2 Ltd|6.68957|04/15/2031, 6.69%, 04/15/31 OAKCL 2019-2A 67401UAN7 - - 3,000,000 - $3,015,172 0.08
Canyon Capital CLO 2014-1 Ltd|6.80073|01/30/2031, 6.80%, 01/30/31 CANYC 2014-1A 13875LAY4 - - 3,010,000 - $2,993,622 0.08
Marble Point CLO XI Ltd|6.7515|12/18/2030, 6.75%, 12/18/30 MP11 2017-2A 56607FAA3 - - 2,704,660 - $2,725,690 0.07
Symphony CLO XXII Ltd|6.8615|04/18/2033, 6.86%, 04/18/33 SYMP 2020-22A 87167GAA8 - - 2,650,000 - $2,683,399 0.07
CIFC Funding 2019-VI Ltd|8.26957|01/16/2033, 8.27%, 01/16/33 CIFC 2019-6A 12555XAG6 - - 1,500,000 - $1,524,217 0.04
JMP Credit Advisors Clo IV Ltd|6.84957|07/17/2029, 6.85%, 07/17/29 JMP 2017-1A 46647YAL1 - - 1,229,583 - $1,245,543 0.03
United States Dollar USD CASHUSD0 - - -72,483,825 - $-72,483,825 -1.84
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.