For Institutional Investors in the US

AAA CLO ETF Holdings

Full Portfolio Holdings

(As of December 7, 2023)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
OHA Credit Funding 3 LTD|6.81743|07/02/2035, 6.82%, 07/02/35 OAKC 2019-3A 67112RAS3 - - 110,000,000 - $110,787,301 2.16
Madison Park Funding XXI Ltd|6.73548|10/15/2032, 6.74%, 10/15/32 MDPK 2016-21A 55820JBC3 - - 94,250,000 - $94,917,302 1.85
Signal Peak CLO 12 Ltd|6.93504|07/18/2034, 6.94%, 07/18/34 SPEAK 2022-12A 82671XAA1 - - 80,391,000 - $81,189,173 1.58
AGL Core CLO 15 Ltd|6.82743|01/20/2035, 6.83%, 01/20/35 AGL 2021-15A 00121GAA6 - - 76,264,000 - $76,733,397 1.49
Cifc Funding 2014-IV-R Ltd|6.83444|01/17/2035, 6.83%, 01/17/35 CIFC 2014-4RA 12552FAQ6 - - 70,605,000 - $70,998,268 1.38
Zais Clo 13 Ltd|7.14548|07/15/2032, 7.15%, 07/15/32 ZAIS 2019-13A 98876NAA2 - - 69,520,000 - $69,969,289 1.36
Octagon Investment Partners 29 Ltd|6.84008|01/24/2033, 6.84%, 01/24/33 OCT29 2016-1A 67591JAL6 - - 68,716,000 - $68,921,536 1.34
Generate Clo 13 Ltd|0|01/20/2037, 0.00%, 01/20/37 GNRT 2023-13A 370918AA2 - - 66,500,000 - $66,460,898 1.29
CARLYLE US CLO 2021-1 LTD|6.79548|04/15/2034, 6.80%, 04/15/34 CGMS 2021-1A 14316MAA9 - - 65,736,000 - $66,130,906 1.28
OCP Clo 2019-17 Ltd|6.71743|07/20/2032, 6.72%, 07/20/32 OCP 2019-17A 67113LAL0 - - 63,780,000 - $64,116,642 1.24
AGL CLO 14 Ltd|6.82354|12/02/2034, 6.82%, 12/02/34 AGL 2021-14A 00851WAA7 - - 59,020,000 - $59,377,541 1.15
Dryden 75 CLO Ltd|6.69548|04/15/2034, 6.70%, 04/15/34 DRSLF 2019-75A 26252JAS7 - - 59,171,000 - $59,241,723 1.15
Madison Park Funding LIX Ltd|6.7115|01/18/2034, 6.71%, 01/18/34 MDPK 2021-59A 55822EAA7 - - 57,300,000 - $57,750,318 1.13
RR 1 LLC|6.80548|07/15/2035, 6.81%, 07/15/35 RRAM 2017-1A 78108YAL6 - - 57,050,000 - $57,483,248 1.12
Regatta XXIII Funding Ltd|6.82743|01/20/2035, 6.83%, 01/20/35 REG23 2021-4A 75889FAC8 - - 56,668,000 - $57,193,873 1.12
CIFC Funding 2020-III Ltd|6.80743|10/20/2034, 6.81%, 10/20/34 CIFC 2020-3A 12560EAL0 - - 56,500,000 - $56,790,674 1.11
Bethpage Park CLO Ltd|6.78548|01/15/2035, 6.79%, 01/15/35 BETHP 2021-1A 087598AA6 - - 55,653,000 - $56,039,050 1.10
NYACK Park CLO Ltd|6.79743|10/20/2034, 6.80%, 10/20/34 NYKPK 2021-1A 67080PAC0 - - 54,346,613 - $54,623,621 1.07
Carlyle US CLO 2021-7 LTD|6.81548|10/15/2035, 6.82%, 10/15/35 CGMS 2021-7A 14316WAA7 - - 54,000,000 - $54,400,027 1.06
Octagon Investment Partners 50 Ltd|6.80548|01/15/2035, 6.81%, 01/15/35 OCT50 2020-4A 67592MAN4 - - 53,400,000 - $53,614,891 1.05
AGL CLO 6 LTD|6.87743|07/20/2034, 6.88%, 07/20/34 AGL 2020-6A 00119VAN9 - - 53,150,000 - $53,571,689 1.05
Carlyle US CLO 2020-2 Ltd|6.77983|01/25/2035, 6.78%, 01/25/35 CGMS 2020-2A 14315GAN5 - - 50,310,000 - $50,626,976 0.99
Sandstone Peak II Ltd|0|07/20/2036, 0.00%, 07/20/36 SAND 2023-1A 80013TAA1 - - 50,000,000 - $50,084,450 0.98
Elmwood CLO V Ltd|6.82743|10/20/2034, 6.83%, 10/20/34 ELMW5 2020-2A 29003BAL5 - - 49,000,000 - $49,324,669 0.97
Octagon Investment Partners 44 Ltd|6.83548|10/15/2034, 6.84%, 10/15/34 OCT44 2019-1A 67577LAJ4 - - 48,600,000 - $48,751,989 0.95
Golub Capital Partners CLO 66B Ltd|7.32822|04/25/2036, 7.33%, 04/25/36 GCBSL 2023-66A 38179MAA4 - - 47,500,000 - $47,952,899 0.94
Magnetite XXVI Ltd|6.75983|07/25/2034, 6.76%, 07/25/34 MAGNE 2020-26A 55954YAJ4 - - 47,360,536 - $47,652,278 0.93
Buckhorn Park CLO Ltd|6.77665|07/18/2034, 6.78%, 07/18/34 BKPRK 2019-1A 118382AQ3 - - 45,230,000 - $45,535,404 0.89
Dryden 85 CLO Ltd|6.80548|10/15/2035, 6.81%, 10/15/35 DRSLF 2020-85A 26246BAL8 - - 44,893,000 - $45,130,111 0.88
Dryden 77 CLO Ltd|6.74871|05/20/2034, 6.75%, 05/20/34 DRSLF 2020-77A 26252VAS0 - - 44,600,000 - $44,595,556 0.87
Ares LXI CLO Ltd|6.82743|10/20/2034, 6.83%, 10/20/34 ARES 2021-61A 04019DAA0 - - 43,783,000 - $43,973,933 0.86
Elmwood CLO 23 Ltd|7.19387|04/16/2036, 7.19%, 04/16/36 ELM23 2023-2A 29003YAA9 - - 40,000,000 - $40,504,079 0.79
Octagon 55 Ltd|6.81743|07/20/2034, 6.82%, 07/20/34 OCT55 2021-1A 67577AAA7 - - 40,000,000 - $40,210,491 0.79
Ares LV CLO Ltd|6.78548|07/15/2034, 6.79%, 07/15/34 ARES 2020-55A 04018BAL1 - - 39,250,000 - $39,517,361 0.77
RAD CLO 21 Ltd|0|01/25/2033, 0.00%, 01/25/33 RAD 2023-21A 750099AC7 - - 39,375,000 - $39,391,301 0.77
Madison Park Funding XXXVIII Ltd|6.68957|07/17/2034, 6.69%, 07/17/34 MDPK 2021-38A 55821KAC0 - - 38,760,000 - $38,981,425 0.76
Anchorage Capital CLO 9 Ltd|6.79548|07/15/2032, 6.80%, 07/15/32 ANCHC 2016-9A 03328WAS7 - - 37,950,000 - $38,127,434 0.75
Bain Capital Credit CLO 2017-2 Ltd|6.81983|07/25/2034, 6.82%, 07/25/34 BCC 2017-2A 05683HAN5 - - 37,205,000 - $37,394,461 0.73
Octagon Investment Partners 48 Ltd|6.82743|10/20/2034, 6.83%, 10/20/34 OCT48 2020-3A 67577UAJ4 - - 37,168,000 - $37,371,491 0.73
AGL CLO 17 Ltd|6.74193|01/21/2035, 6.74%, 01/21/35 AGL 2022-17A 00120DAA4 - - 37,000,000 - $37,096,455 0.73
CIFC Funding 2021-VII Ltd|6.80354|01/23/2035, 6.80%, 01/23/35 CIFC 2021-7A 12567HAC6 - - 35,826,000 - $36,052,578 0.71
Benefit Street Partners CLO XIX Ltd|7.00548|01/15/2033, 7.01%, 01/15/33 BSP 2019-19A 08182RAA1 - - 35,000,000 - $35,361,047 0.69
Octagon Investment Partners 49 Ltd|6.87548|01/15/2033, 6.88%, 01/15/33 OCT49 2020-5A 67578FAA5 - - 35,000,000 - $35,288,233 0.69
CARLYLE US CLO 2019-1 LTD|6.75743|04/20/2031, 6.76%, 04/20/31 CGMS 2019-1A 14316BAL9 - - 35,000,000 - $35,239,561 0.69
CBAM 2020-12 Ltd|6.85743|07/20/2034, 6.86%, 07/20/34 CBAM 2020-12A 12509VAG7 - - 35,000,000 - $35,175,200 0.69
Allegro CLO XII Ltd|6.92354|01/21/2032, 6.92%, 01/21/32 ALLEG 2020-1A 01750TAC0 - - 34,225,000 - $34,537,089 0.68
Saratoga Investment Corp CLO 2013-1 Ltd|7.32743|04/20/2033, 7.33%, 04/20/33 SARAT 2013-1A 80349BBD8 - - 35,000,000 - $34,335,331 0.67
Octagon Investment Partners 42 Ltd|6.79548|07/15/2034, 6.80%, 07/15/34 OCT42 2019-3A 67576PAN7 - - 34,000,000 - $34,204,866 0.67
Cedar Funding XI Clo Ltd|6.70482|05/29/2032, 6.70%, 05/29/32 CEDF 2019-11A 15033LAQ5 - - 34,120,000 - $33,984,175 0.66
Logan CLO I Ltd|6.83743|07/20/2034, 6.84%, 07/20/34 LOGN1 2021-1A 540543AA3 - - 32,950,000 - $33,197,339 0.65
Shackleton 2017-XI Clo Ltd|6.71618|08/15/2030, 6.72%, 08/15/30 SHACK 2017-11A 81883EAE1 - - 32,537,331 - $32,584,084 0.64
Dryden 105 CLO Ltd|7.19504|04/18/2036, 7.20%, 04/18/36 DRSLF 2023-105A 26253QAA9 - - 32,000,000 - $32,449,727 0.63
THL Credit Wind River 2014-2 CLO Ltd|6.79548|01/15/2031, 6.80%, 01/15/31 WINDR 2014-2A 88390AAT7 - - 31,346,295 - $31,617,235 0.62
KKR CLO 35 Ltd|6.86743|10/20/2034, 6.87%, 10/20/34 KKR 35A 48254LAA3 - - 31,345,000 - $31,460,956 0.62
Post CLO 2023-1 Ltd|6.82921|04/20/2036, 6.83%, 04/20/36 POST 2023-1A 73743CAA0 - - 30,000,000 - $30,232,539 0.59
Dryden 72 CLO Ltd|6.72133|05/15/2032, 6.72%, 05/15/32 DRSLF 2019-72A 26252NAN9 - - 30,000,000 - $29,979,245 0.59
CBAM 2019-10 Ltd|6.79743|04/20/2032, 6.80%, 04/20/32 CBAM 2019-10A 12482NAN1 - - 29,500,000 - $29,655,378 0.58
Palmer Square CLO 2021-4 Ltd|6.82548|10/15/2034, 6.83%, 10/15/34 PLMRS 2021-4A 69702EAA3 - - 29,400,000 - $29,618,284 0.58
Aimco CLO 11 Ltd|6.79444|10/17/2034, 6.79%, 10/17/34 AIMCO 2020-11A 00140NAN0 - - 28,050,000 - $28,219,988 0.55
Neuberger Berman Loan Advisers CLO 33 Ltd|6.73548|10/16/2033, 6.74%, 10/16/33 NEUB 2019-33A 64132TAJ2 - - 27,550,000 - $27,823,382 0.54
TICP CLO XIV Ltd|6.75743|10/20/2032, 6.76%, 10/20/32 TICP 2019-14A 87250CAL1 - - 27,480,000 - $27,600,379 0.54
RRX 4 Ltd|6.85548|07/15/2034, 6.86%, 07/15/34 GSM 2021-4A 402562AA0 - - 27,110,000 - $27,354,852 0.54
Neuberger Berman Loan Advisers Clo 43 Ltd|6.79444|07/17/2035, 6.79%, 07/17/35 NEUB 2021-43A 64134AAA0 - - 26,725,000 - $26,921,247 0.53
AGL CLO 16 Ltd|6.80743|01/20/2035, 6.81%, 01/20/35 AGL 2021-16A 00120LAA6 - - 26,341,220 - $26,470,652 0.52
CBAM 2020-13 Ltd|6.68043|01/20/2034, 6.68%, 01/20/34 CBAM 2020-13A 12511AAA2 - - 25,880,000 - $26,116,150 0.51
Tikehau US Clo V Ltd|8.26693|01/15/2036, 8.27%, 01/15/36 TKO 2023-2A 88675YAE4 - - 26,000,000 - $26,000,000 0.51
Magnetite XXXV Ltd|0|10/25/2036, 0.00%, 10/25/36 MAGNE 2022-35A 55954TAQ9 - - 26,000,000 - $25,997,920 0.51
Eaton Vance CLO 2020-1 Ltd|6.82548|10/15/2034, 6.83%, 10/15/34 EATON 2020-1A 278300AJ7 - - 25,850,000 - $25,993,768 0.51
Signal Peak CLO 1 LTD|6.82444|04/17/2034, 6.82%, 04/17/34 SPEAK 2014-1A 82666TAC3 - - 24,920,000 - $25,088,942 0.49
RAD CLO 21 Ltd|0|01/25/2033, 0.00%, 01/25/33 RAD 2023-21A 750099AA1 - - 25,000,000 - $24,990,925 0.49
Ballyrock CLO 19 Ltd|6.74582|04/20/2035, 6.75%, 04/20/35 BALLY 2022-19A 05874WAA9 - - 25,000,000 - $24,956,795 0.49
Ares XLI Clo Ltd|6.72548|04/15/2034, 6.73%, 04/15/34 ARES 2016-41A 04016DAS4 - - 24,720,000 - $24,822,054 0.49
Benefit Street Partners CLO Ltd|6.77775|07/20/2034, 6.78%, 07/20/34 BSP 2015-6BR 08182DAC8 - - 24,515,000 - $24,688,009 0.48
Ares LXX CLO Ltd|7.31908|10/25/2035, 7.32%, 10/25/35 ARES 2023-70A 039951AC2 - - 24,500,000 - $24,631,556 0.48
Logan CLO II Ltd|6.82743|01/20/2035, 6.83%, 01/20/35 LOGN2 2021-2A 540544AA1 - - 24,196,521 - $24,343,875 0.48
Octagon Investment Partners 51 Ltd|6.82743|07/20/2034, 6.83%, 07/20/34 OCT51 2021-1A 67578JAA7 - - 23,905,000 - $24,039,941 0.47
Rockford Tower CLO 2017-3 Ltd|6.86743|10/20/2030, 6.87%, 10/20/30 ROCKT 2017-3A 77341DAA5 - - 23,544,978 - $23,781,778 0.47
BlueMountain CLO XXIV Ltd|6.77743|04/20/2034, 6.78%, 04/20/34 BLUEM 2019-24A 09609NAL9 - - 23,700,000 - $23,651,838 0.46
Octagon 54 Ltd|6.77548|07/15/2034, 6.78%, 07/15/34 OCT54 2021-1A 67577FAA6 - - 23,400,000 - $23,479,279 0.46
CIFC Funding 2020-I Ltd|6.80548|07/15/2036, 6.81%, 07/15/36 CIFC 2020-1A 12555QAN6 - - 22,800,000 - $22,947,497 0.45
Symphony CLO XV Ltd|6.74444|01/17/2032, 6.74%, 01/17/32 SYMP 2014-15A 87154EBE9 - - 22,390,000 - $22,826,422 0.45
Ballyrock CLO 2019-1 Ltd|6.68548|07/15/2032, 6.69%, 07/15/32 BALLY 2019-1A 05875JAJ8 - - 22,590,000 - $22,788,578 0.45
Riserva Clo Ltd|5.25371|01/18/2034, 5.25%, 01/18/34 RSRVA 2016-3A 76761RAY5 - - 22,825,000 - $22,788,337 0.45
Empower CLO 2023-2 Ltd|0|07/15/2036, 0.00%, 07/15/36 EMPWR 2023-2A 29247BAE7 - - 22,500,000 - $22,528,440 0.44
Octagon Investment Partners 40 Ltd|6.84743|01/20/2035, 6.85%, 01/20/35 OCT40 2019-1A 67592BAL2 - - 22,380,000 - $22,498,773 0.44
LCM XXIV Ltd|6.65743|03/20/2030, 6.66%, 03/20/30 LCM 24A 50188YAE4 - - 21,988,483 - $22,131,353 0.43
Magnetite Xxix Ltd|6.64548|01/15/2034, 6.65%, 01/15/34 MAGNE 2021-29A 55955KAA2 - - 21,806,000 - $21,923,483 0.43
Mountain View CLO 2017-2 LLC|6.69548|01/16/2031, 6.70%, 01/16/31 MVEW 2017-2A 62432LAL5 - - 21,302,454 - $21,488,877 0.42
Octagon Investment Partners XXI Ltd|6.63076|02/14/2031, 6.63%, 02/14/31 OCT21 2014-1A 67590QBK2 - - 21,150,000 - $21,168,094 0.41
KKR CLO 27 LTD|6.67387|10/15/2032, 6.67%, 10/15/32 KKR 27A 48253YBC1 - - 20,700,000 - $20,806,945 0.41
Whitebox Clo IV Ltd|7.71582|04/20/2036, 7.72%, 04/20/36 WBOX 2023-4A 96467KAC3 - - 20,000,000 - $20,247,502 0.40
OHA Credit Funding 8 Ltd|6.84665|01/18/2034, 6.85%, 01/18/34 OAKC 2021-8A 67707GAC3 - - 20,000,000 - $20,193,528 0.40
CBAM 2021-14 Ltd|6.77743|04/20/2034, 6.78%, 04/20/34 CBAM 2021-14A 12511GAA9 - - 20,000,000 - $20,018,497 0.39
Anchorage Capital Clo 24 Ltd|6.87387|04/15/2034, 6.87%, 04/15/34 ANCHC 2022-24A 03331GAA6 - - 19,875,000 - $19,974,372 0.39
Octagon Investment Partners XIV Ltd|6.90548|07/15/2029, 6.91%, 07/15/29 OCT14 2012-1A 67590ABR2 - - 20,000,000 - $19,972,288 0.39
SOUND POINT CLO XVII|6.65743|10/20/2030, 6.66%, 10/20/30 SNDPT 2017-3A 83611GAL5 - - 19,662,012 - $19,773,132 0.39
Bain Capital Credit CLO 2020-4 Ltd|0|10/20/2036, 0.00%, 10/20/36 BCC 2020-4A 05684KAU1 - - 19,500,000 - $19,435,611 0.38
Race Point VIII CLO Ltd|7.12871|02/20/2030, 7.13%, 02/20/30 RACEP 2013-8A 74982LBA7 - - 19,290,000 - $19,214,622 0.38
KKR Clo 37 Ltd|6.84743|01/20/2035, 6.85%, 01/20/35 KKR 37A 48254FAA6 - - 18,750,000 - $18,820,652 0.37
Apidos CLO XXXIII|6.75718|10/24/2034, 6.76%, 10/24/34 APID 2020-33A 03768MAJ6 - - 18,630,000 - $18,738,119 0.37
Rad CLO 20 Ltd|0|07/20/2036, 0.00%, 07/20/36 RAD 2023-20A 749979AE0 - - 18,500,000 - $18,527,602 0.36
Tikehau US Clo V Ltd|7.617|01/15/2036, 7.62%, 01/15/36 TKO 2023-2A 88675YAC8 - - 18,500,000 - $18,500,000 0.36
Madison Park Funding LXII Ltd|8.40283|07/17/2036, 8.40%, 07/17/36 MDPK 2022-62A 55817HAS8 - - 18,000,000 - $18,224,648 0.36
Symphony CLO XXVI Ltd|6.75743|04/20/2033, 6.76%, 04/20/33 SYMP 2021-26A 87190GAC5 - - 18,110,000 - $18,206,719 0.36
Signal Peak CLO 4 Ltd|6.82121|10/26/2034, 6.82%, 10/26/34 SPEAK 2017-4A 82667EAC5 - - 18,000,000 - $18,085,006 0.35
Octagon 70 Alto Ltd|0|10/20/2036, 0.00%, 10/20/36 OCT70 2023-1A 67578CAC8 - - 18,000,000 - $18,020,124 0.35
LCM Loan Income Fund I Income Note Issuer Ltd|6.95548|07/16/2031, 6.96%, 07/16/31 LCM 27A 50200JAE1 - - 18,000,000 - $17,805,420 0.35
BlueMountain CLO XXXIII Ltd|6.83137|11/20/2034, 6.83%, 11/20/34 BLUEM 2021-33A 09630MAA8 - - 17,400,000 - $17,392,913 0.34
KKR CLO 36 Ltd|6.83548|10/15/2034, 6.84%, 10/15/34 KKR 36A 48255AAA6 - - 17,130,000 - $17,209,258 0.34
RAD CLO 21 Ltd|0|01/25/2033, 0.00%, 01/25/33 RAD 2023-21A 750099AE3 - - 17,335,572 - $17,144,915 0.34
CBAM 2019-11R Ltd|6.85743|01/20/2035, 6.86%, 01/20/35 CBAM 2019-11RA 12510TAA2 - - 16,897,000 - $16,975,195 0.33
Voya CLO 2017-3 Ltd|6.62775|04/20/2034, 6.63%, 04/20/34 VOYA 2017-3A 92915QAU7 - - 16,920,000 - $16,918,191 0.33
CARLYLE US CLO 2021-3S LTD|6.71548|04/15/2034, 6.72%, 04/15/34 CGMS 2021-3SA 14315DAA0 - - 16,800,000 - $16,869,311 0.33
Dryden 105 CLO Ltd|8.49504|04/18/2036, 8.50%, 04/18/36 DRSLF 2023-105A 26253QAE1 - - 16,550,000 - $16,788,149 0.33
Voya CLO 2014-2 Ltd|6.68444|04/17/2030, 6.68%, 04/17/30 VOYA 2014-2A 92912VAY1 - - 16,565,912 - $16,725,364 0.33
KKR Clo 16 Ltd|6.88743|10/20/2034, 6.89%, 10/20/34 KKR 16 48251BAW0 - - 16,550,000 - $16,636,913 0.33
RR 16 Ltd|6.76548|07/15/2036, 6.77%, 07/15/36 RRAM 2021-16A 74971CAA1 - - 16,035,000 - $16,143,962 0.32
Katayma CLO I Ltd|0|10/20/2036, 0.00%, 10/20/36 KTAMA 2023-1A 48585JAC4 - - 16,000,000 - $15,996,512 0.31
Madison Park Funding XLVIII Ltd|6.80842|04/19/2033, 6.81%, 04/19/33 MDPK 2021-48A 55821UAA2 - - 15,750,000 - $15,875,986 0.31
CIFC Funding 2019-I Ltd|6.77743|04/20/2032, 6.78%, 04/20/32 CIFC 2019-1A 12553DAJ6 - - 15,710,000 - $15,825,136 0.31
RR 24 Ltd|7.3|01/15/2036, 7.30%, 01/15/36 RRAM 2022-24A 75000HAN4 - - 15,750,000 - $15,750,000 0.31
Rad CLO 19 Ltd|8.76582|04/20/2035, 8.77%, 04/20/35 RAD 2023-19A 750104AG6 - - 15,500,000 - $15,728,551 0.31
CIFC Funding 2019-V Ltd|7.40548|01/15/2035, 7.41%, 01/15/35 CIFC 2019-5A 12554XAU6 - - 15,500,000 - $15,523,614 0.30
Madison Park Funding LXIII Ltd|7.33248|04/21/2035, 7.33%, 04/21/35 MDPK 2023-63A 55817GAC5 - - 15,000,000 - $15,166,774 0.30
Venture XXX CLO Ltd|7.00548|01/15/2031, 7.01%, 01/15/31 VENTR 2017-30A 92331NAC0 - - 15,500,000 - $15,146,734 0.30
Madison Park Funding LII Ltd|6.77354|01/22/2035, 6.77%, 01/22/35 MDPK 2021-52A 55822BAC9 - - 15,085,000 - $15,112,471 0.30
TCW CLO 2020-1 Ltd|6.83743|04/20/2034, 6.84%, 04/20/34 TCW 2020-1A 87190CAW0 - - 15,000,000 - $15,104,243 0.30
OHA Credit Funding 16 Ltd|7.3058|10/20/2036, 7.31%, 10/20/36 OAKC 2023-16A 676924AC7 - - 15,000,000 - $15,077,433 0.29
Ares LVI CLO Ltd|6.79983|10/25/2034, 6.80%, 10/25/34 ARES 2020-56A 04018NAN1 - - 14,950,000 - $15,023,239 0.29
Octagon 68 Ltd|0|10/20/2036, 0.00%, 10/20/36 OCT68 2023-1A 675949AE1 - - 15,000,000 - $14,993,580 0.29
Atlas Senior Loan Fund Ltd|6.94743|01/20/2034, 6.95%, 01/20/34 ATCLO 2021-16A 04940AAA0 - - 14,845,000 - $14,924,454 0.29
Palmer Square Loan Funding 2022-1 Ltd|7.39387|04/15/2030, 7.39%, 04/15/30 PSTAT 2022-1A 69701CAE0 - - 15,000,000 - $14,784,651 0.29
Dryden 107 CLO Ltd|0|08/15/2035, 0.00%, 08/15/35 DRSLF 2023-107A 26254FAG9 - - 14,750,000 - $14,751,667 0.29
Rockford Tower CLO 2017-1 Ltd|6.77743|04/20/2034, 6.78%, 04/20/34 ROCKT 2017-1A 77340EAW6 - - 14,500,000 - $14,552,691 0.28
Sandstone Peak II Ltd|0|07/20/2036, 0.00%, 07/20/36 SAND 2023-1A 80013TAG8 - - 13,600,000 - $13,700,300 0.27
Regatta XX Funding Ltd|6.81548|10/15/2034, 6.82%, 10/15/34 REG20 2021-2A 75884YAA6 - - 13,481,022 - $13,590,581 0.27
CBAM 2019-11R Ltd|7.17743|01/20/2035, 7.18%, 01/20/35 CBAM 2019-11RA 12510TAB0 - - 13,889,000 - $13,518,473 0.26
Signal Peak CLO 5 Ltd|6.74983|04/25/2031, 6.75%, 04/25/31 SPEAK 2018-5A 56844YAA5 - - 13,402,840 - $13,512,339 0.26
Bain Capital Credit CLO 2023-4 Ltd|0|10/21/2036, 0.00%, 10/21/36 BCC 2023-4A 05685EAC4 - - 13,150,000 - $13,083,790 0.26
CARLYLE US CLO 2023-2 LTD|0|07/20/2036, 0.00%, 07/20/36 CGMS 2023-2A 14318GAG7 - - 13,000,000 - $13,079,638 0.26
Battalion CLO VIII Ltd|6.72665|07/18/2030, 6.73%, 07/18/30 BATLN 2015-8A 07132ACC5 - - 12,901,517 - $13,011,559 0.25
Magnetite XXVIII Ltd|3.83986|01/20/2035, 3.84%, 01/20/35 MAGNE 2020-28A 55955LAJ1 - - 13,000,000 - $13,010,809 0.25
720 East CLO 2023-II Ltd|0|10/15/2036, 0.00%, 10/15/36 NWML 2023-2A 817941AC1 - - 13,000,000 - $12,906,738 0.25
LCM XXIII Ltd|6.74743|10/20/2029, 6.75%, 10/20/29 LCM 23A 52111PAF8 - - 12,712,349 - $12,819,133 0.25
BlueMountain CLO XXXII Ltd|6.82548|10/15/2034, 6.83%, 10/15/34 BLUEM 2021-32A 09631EAA5 - - 12,645,000 - $12,729,110 0.25
Steele Creek Clo 2018-2 Ltd|6.84084|08/18/2031, 6.84%, 08/18/31 STCR 2018-2A 85816LAA6 - - 12,589,528 - $12,623,324 0.25
Palmer Square CLO 2023-3 Ltd|7.367|01/20/2037, 7.37%, 01/20/37 PLMRS 2023-3A 696926AC8 - - 12,500,000 - $12,500,000 0.24
Rad CLO 15 Ltd|6.76743|01/20/2034, 6.77%, 01/20/34 RAD 2021-15A 750103AA1 - - 12,400,000 - $12,467,335 0.24
CARLYLE US CLO 2017-5 Ltd|6.92743|01/20/2030, 6.93%, 01/20/30 CGMS 2017-5A 14316AAC1 - - 12,527,000 - $12,460,519 0.24
Bain Capital Credit CLO 2023-4 Ltd|0|10/21/2036, 0.00%, 10/21/36 BCC 2023-4A 05685EAG5 - - 12,150,000 - $12,149,623 0.24
Columbia Cent CLO 29 Ltd|6.84743|10/20/2034, 6.85%, 10/20/34 CECLO 2020-29A 197363AU8 - - 12,140,000 - $12,128,869 0.24
Ares XXXIV CLO Ltd|6.91444|04/17/2033, 6.91%, 04/17/33 ARES 2015-2A 04015GAP4 - - 11,995,000 - $12,083,050 0.24
37 Capital Clo 4 Ltd|7.467|01/15/2034, 7.47%, 01/15/34 PUTNM 2023-2A 883932AJ4 - - 12,000,000 - $12,000,000 0.23
Anchorage Capital CLO 4-R Ltd|6.70159|01/28/2031, 6.70%, 01/28/31 ANCHC 2014-4RA 03328LAA0 - - 11,619,396 - $11,685,988 0.23
Neuberger Berman Loan Advisers Clo 42 Ltd|6.75548|07/16/2035, 6.76%, 07/16/35 NEUB 2021-42A 64133WAA3 - - 11,368,725 - $11,429,986 0.22
Pikes Peak Clo 11|7.32822|07/25/2034, 7.33%, 07/25/34 PIPK 2022-11A 72132KAA3 - - 11,000,000 - $11,111,988 0.22
Regatta XXV Funding Ltd|0|07/15/2036, 0.00%, 07/15/36 REG25 2023-1A 758978AE0 - - 11,000,000 - $11,071,731 0.22
Octagon 66 Ltd|0|11/16/2036, 0.00%, 11/16/36 OCT66 2022-1A 67577WAQ4 - - 11,000,000 - $10,999,483 0.22
Benefit Street Partners CLO XXXII Ltd|0|10/25/2036, 0.00%, 10/25/36 BSP 2023-32A 08181FAC4 - - 11,000,000 - $10,988,824 0.21
Dryden 76 CLO Ltd|6.82743|10/20/2034, 6.83%, 10/20/34 DRSLF 2019-76A 26252WAU3 - - 10,750,000 - $10,759,889 0.21
Madison Park Funding XIX Ltd|6.59354|01/22/2028, 6.59%, 01/22/28 MDPK 2015-19A 55819QAY3 - - 10,592,855 - $10,652,773 0.21
Bain Capital Credit CLO 2021-6 Ltd|7.72354|10/21/2034, 7.72%, 10/21/34 BCC 2021-6A 05684PAG1 - - 10,700,000 - $10,643,568 0.21
Barings Clo Ltd 2023-I|6.77743|01/20/2034, 6.78%, 01/20/34 BABSN LP-2A 06763BAA7 - - 10,450,000 - $10,499,563 0.21
KKR CLO 41 Ltd|6.72387|04/15/2035, 6.72%, 04/15/35 KKR 2022-41A 48255PAA3 - - 10,359,000 - $10,383,220 0.20
Dryden 102 CLO Ltd|0|10/15/2036, 0.00%, 10/15/36 DRSLF 2023-102A 26253TAC9 - - 10,400,000 - $10,355,467 0.20
Octagon Investment Partners 45 Ltd|6.73387|04/15/2035, 6.73%, 04/15/35 OCT45 2019-1A 67577MAN3 - - 10,320,000 - $10,321,638 0.20
Rad CLO 2 Ltd|6.73548|10/15/2031, 6.74%, 10/15/31 RAD 2018-2A 48661TAJ4 - - 10,000,000 - $10,092,948 0.20
Regatta XXV Funding Ltd|0|07/15/2036, 0.00%, 07/15/36 REG25 2023-1A 758978AA8 - - 10,000,000 - $10,032,820 0.20
Elmwood CLO 24 Ltd|7.2|12/11/2033, 7.20%, 12/11/33 ELM24 2023-3A 290020AC0 - - 10,000,000 - $10,000,000 0.20
KKR CLO 44 Ltd|7.428|01/20/2036, 7.43%, 01/20/36 KKR 44A 481950AC7 - - 10,000,000 - $10,000,000 0.20
RR 27 Ltd|0|10/15/2035, 0.00%, 10/15/35 RRAM 2023-27A 78110VAC8 - - 10,000,000 - $9,997,960 0.20
Dryden 107 CLO Ltd|0|08/15/2035, 0.00%, 08/15/35 DRSLF 2023-107A 26254FAC8 - - 10,000,000 - $9,997,050 0.20
CIFC Funding 2022-IV Ltd|7.09387|07/16/2035, 7.09%, 07/16/35 CIFC 2022-4A 12567WAC3 - - 10,000,000 - $9,990,048 0.20
Rad CLO 22 Ltd|0|01/20/2037, 0.00%, 01/20/37 RAD 2023-22A 74923VAC4 - - 10,000,000 - $9,989,540 0.20
Sycamore Tree CLO 2023-4 Ltd|0|10/20/2036, 0.00%, 10/20/36 STCP 2023-4A 870923AC3 - - 10,000,000 - $9,980,950 0.20
Atlas Senior Loan Fund VII Ltd|7.19129|11/27/2031, 7.19%, 11/27/31 ATCLO 2016-7A 04941TAU4 - - 10,000,000 - $9,867,303 0.19
Golub Capital Partners CLO 58B Ltd|7.08983|01/25/2035, 7.09%, 01/25/35 GCBSL 2021-58A 38178TAC6 - - 10,000,000 - $9,816,763 0.19
Rockford Tower CLO 2022-2 Ltd|0|10/20/2035, 0.00%, 10/20/35 ROCKT 2022-2A 77340LAP5 - - 9,500,000 - $9,499,079 0.19
THL Credit Wind River 2017-1 CLO Ltd|1.30129|04/18/2036, 1.30%, 04/18/36 WINDR 2017-1A 97315TAC6 - - 9,250,000 - $9,146,005 0.18
CARLYLE US CLO 2023-2 LTD|0|07/20/2036, 0.00%, 07/20/36 CGMS 2023-2A 14318GAC6 - - 9,000,000 - $9,007,263 0.18
Regatta XXVI Funding Ltd|7.383|01/25/2037, 7.38%, 01/25/37 REG26 2023-1A 75900QAC9 - - 9,000,000 - $9,000,000 0.18
Ballyrock CLO 25 Ltd|7.3|01/25/2036, 7.30%, 01/25/36 BALLY 2023-25A 05876QAC6 - - 9,000,000 - $9,000,000 0.18
OCP Aegis CLO 2023-29 Ltd|7.39|01/20/2035, 7.39%, 01/20/35 OCPA 2023-29A 67118BAC7 - - 9,000,000 - $9,000,000 0.18
Steele Creek CLO 2014-1 Ltd|6.66513|04/21/2031, 6.67%, 04/21/31 STCR 2014-1RA 85816WAC8 - - 8,702,544 - $8,758,410 0.17
KKR CLO 48 Ltd|0|10/20/2036, 0.00%, 10/20/36 KKR 48A 48256EAC3 - - 8,750,000 - $8,747,716 0.17
Palmer Square Loan Funding 2021-1 Ltd|6.57743|04/20/2029, 6.58%, 04/20/29 PSTAT 2021-1A 69701YAA0 - - 8,597,299 - $8,663,383 0.17
AGL CLO 28 LTD|7.4|01/21/2037, 7.40%, 01/21/37 AGL 2023-28A 00120WAL8 - - 8,600,000 - $8,600,000 0.17
Oaktree CLO 2023-2 Ltd|7.63198|07/20/2036, 7.63%, 07/20/36 OAKCL 2023-2A 67401QAJ5 - - 8,000,000 - $8,244,039 0.16
CBAM 2018-8 Ltd/KY|6.79743|10/20/2029, 6.80%, 10/20/29 CBAM 2018-8A 12478CAA9 - - 8,020,861 - $8,077,384 0.16
Trimaran Cavu 2019-1 Ltd|7.57743|07/20/2032, 7.58%, 07/20/32 CAVU 2019-1A 89624CAC6 - - 8,000,000 - $8,054,838 0.16
Voya CLO 2018-1 Ltd|6.60842|04/19/2031, 6.61%, 04/19/31 VOYA 2018-1A 92917AAA4 - - 7,976,598 - $8,021,677 0.16
Morgan Stanley Eaton Vance Clo 2023-20 Ltd|7.369|01/20/2037, 7.37%, 01/20/37 MSEV 2023-20A 617936AC3 - - 8,000,000 - $8,000,000 0.16
Symphony CLO 40 Ltd|0|01/14/2034, 0.00%, 01/14/34 SYMP 2023-40A 871989AK5 - - 8,000,000 - $8,000,000 0.16
Prudential PLC|7.525|01/20/2037, 7.52%, 01/20/37 PPMC 2022-6RA 693975AL8 - - 8,000,000 - $8,000,000 0.16
CARLYLE US CLO 2023-4 LTD|0|10/25/2036, 0.00%, 10/25/36 CGMS 2023-4A 14319CAC4 - - 8,000,000 - $7,996,952 0.16
Tikehau US CLO I Ltd|7.10665|01/18/2035, 7.11%, 01/18/35 TKO 2021-1A 88675SAC1 - - 8,000,000 - $7,974,862 0.16
Neuberger Berman CLO XVI-S Ltd|7.55548|04/15/2034, 7.56%, 04/15/34 NEUB 2017-16SA 64131TAS3 - - 8,000,000 - $7,900,195 0.15
CARLYLE US CLO 2018-1 LTD|6.69743|04/20/2031, 6.70%, 04/20/31 CGMS 2018-1A 14311XAA0 - - 7,801,126 - $7,860,749 0.15
Dryden 78 CLO Ltd|6.82444|04/17/2033, 6.82%, 04/17/33 DRSLF 2020-78A 26253LAA0 - - 7,750,000 - $7,790,838 0.15
Wind River 2023-1 CLO Ltd|9.12822|04/25/2036, 9.13%, 04/25/36 WINDR 2023-1A 97316RAG0 - - 7,500,000 - $7,607,263 0.15
Venture 43 CLO Ltd|7.15548|04/15/2034, 7.16%, 04/15/34 VENTR 2021-43A 92290CAD1 - - 7,500,000 - $7,397,261 0.14
Battalion Clo XV Ltd|7.16957|01/17/2033, 7.17%, 01/17/33 BATLN 2020-15A 07131AAJ3 - - 7,500,000 - $7,380,503 0.14
Sound Point CLO VI-R LTD|6.92743|10/20/2031, 6.93%, 10/20/31 SNDPT 2014-2RA 83613WAA2 - - 7,125,000 - $7,175,958 0.14
KKR Clo 24 Ltd|6.75743|04/20/2032, 6.76%, 04/20/32 KKR 24 48252RAL8 - - 7,110,000 - $7,152,174 0.14
LCM 35 Ltd|7.05548|10/15/2034, 7.06%, 10/15/34 LCM 35A 50202QAC7 - - 7,000,000 - $6,924,710 0.14
Neuberger Berman Loan Advisers CLO 30 Ltd|7.42743|01/20/2031, 7.43%, 01/20/31 NEUB 2018-30A 64132MAW8 - - 7,000,000 - $6,895,536 0.13
Allegro CLO XIV Ltd|7.00548|10/15/2034, 7.01%, 10/15/34 ALLEG 2021-2A 01751AAL0 - - 6,875,000 - $6,760,144 0.13
CIFC Funding 2013-II Ltd|7.60665|10/18/2030, 7.61%, 10/18/30 CIFC 2013-2A 12549BAU2 - - 6,205,000 - $6,107,123 0.12
Rad CLO 10 Ltd|6.84354|04/23/2034, 6.84%, 04/23/34 RAD 2021-10A 48662LAA9 - - 5,520,000 - $5,551,390 0.11
AGL Core CLO 4 LTD|6.74743|04/20/2033, 6.75%, 04/20/33 AGL 2020-4A 001199AG3 - - 5,500,000 - $5,529,590 0.11
Apidos CLO XLIII Ltd|7.42822|04/25/2035, 7.43%, 04/25/35 APID 2023-43A 03769UAC2 - - 5,000,000 - $5,050,260 0.10
Park Blue CLO 2023-IV Ltd|7.37|01/25/2037, 7.37%, 01/25/37 PKBLU 2023-4A 699917AC4 - - 5,000,000 - $5,000,000 0.10
Invesco CLO 2022-2 Ltd|7.07614|07/20/2035, 7.08%, 07/20/35 INVCO 2022-2A 46145XAC0 - - 5,000,000 - $4,980,682 0.10
Venture 42 CLO Ltd|6.95548|04/15/2034, 6.96%, 04/15/34 VENTR 2021-42A 923260AE3 - - 5,000,000 - $4,938,575 0.10
Madison Park Funding XX Ltd|6.91897|07/27/2030, 6.92%, 07/27/30 MDPK 2016-20A 55819TAQ4 - - 4,750,000 - $4,737,750 0.09
Atrium XIV LLC|7.10548|08/23/2030, 7.11%, 08/23/30 ATRM 14A 04965LAE8 - - 4,400,000 - $4,426,967 0.09
Shackleton 2019-XIV Clo Ltd|6.87743|07/20/2034, 6.88%, 07/20/34 SHACK 2019-14A 81880XAL6 - - 3,825,000 - $3,821,534 0.07
BlueMountain Fuji US Clo III Ltd|6.80548|01/15/2030, 6.81%, 01/15/30 BLUEM 2017-3A 09628FAC3 - - 3,500,000 - $3,469,922 0.07
Deer Creek Clo Ltd 2017-1|6.85743|10/20/2030, 6.86%, 10/20/30 DCRK 2017-1A 24380LAC7 - - 3,047,301 - $3,071,383 0.06
Oaktree CLO 2019-2 Ltd|6.77548|04/15/2031, 6.78%, 04/15/31 OAKCL 2019-2A 67401UAN7 - - 3,000,000 - $3,011,664 0.06
Canyon Capital CLO 2014-1 Ltd|6.82159|01/30/2031, 6.82%, 01/30/31 CANYC 2014-1A 13875LAY4 - - 3,010,000 - $2,985,682 0.06
KKR CLO Ltd 22|6.82743|07/20/2031, 6.83%, 07/20/31 KKR 22A 48252WAA1 - - 2,948,116 - $2,969,679 0.06
Symphony CLO XXII Ltd|6.8615|04/18/2033, 6.86%, 04/18/33 SYMP 2020-22A 87167GAA8 - - 2,650,000 - $2,666,961 0.05
Marble Point CLO XI Ltd|6.7515|12/18/2030, 6.75%, 12/18/30 MP11 2017-2A 56607FAA3 - - 2,544,282 - $2,553,252 0.05
Bain Capital Credit CLO 2020-5 Ltd|7.22743|01/20/2032, 7.23%, 01/20/32 BCC 2020-5A 05683FAN9 - - 2,000,000 - $2,002,583 0.04
Trinitas Clo IX Ltd|7.83775|01/20/2032, 7.84%, 01/20/32 TRNTS 2018-9A 89641JAU0 - - 2,000,000 - $1,976,014 0.04
United States Dollar USD CASHUSD0 - - -40,481,379 - $-40,481,379 -0.79
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.