Please ensure Javascript is enabled for purposes of website accessibility B-BBB CLO ETF - Janus Henderson Investors - US Investor
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For Individual Investors in the US

B-BBB CLO ETF Holdings

Full Portfolio Holdings

(As of October 9, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Anchorage Capital CLO 9 DR4 6.99925% 15-JUL-2037, 7.00%, 07/15/37 ANCHC 2016-9AR 03328WCA4 - 19,750,000 $20,029,893 $20,029,893 1.31 $19,803,341
Palmer Square CLO 2024-2 D1R 6.69836% 20-JUL-2038, 6.50%, 07/20/38 PLMRS 2024-2AR 69703LAY4 - 20,000,000 $20,008,426 $20,008,426 1.31 $19,716,000
Tikehau US CLO VII D1 6.91015% 25-FEB-2038, 6.91%, 02/25/38 TKO 2025-1A 88677FAG8 - 20,000,000 $19,786,695 $19,786,695 1.30 $19,491,094
Regatta XVIII Funding D1R 6.35292% 15-APR-2038, 6.35%, 04/15/38 REG18 2021-1A 75884EAW2 - 18,400,000 $18,562,024 $18,562,024 1.21 $18,273,036
Aurium CLO X DR 5.64% 17-APR-2037, 5.64%, 04/17/37 ACLO 10X BCC3H7P03 - 14,000,000 $15,871,348 $15,871,348 1.04 $15,657,706
Regatta X Funding D1R2 6.80584% 17-JUL-2037, 6.81%, 07/17/37 REG10 2017-3AR 75884BBE7 - 15,450,000 $15,762,776 $15,762,776 1.03 $15,549,555
Benefit Street Partners CLO XXV Ltd|6.10292|01/15/2035, 6.10%, 01/15/35 BSP 2021-25A 08186YAU8 - 14,860,000 $15,084,821 $15,084,821 0.98 $14,860,617
Tikehau US CLO VI D1 7.02921% 18-JUL-2037, 7.03%, 07/18/37 TKO 2024-1A 88676PAJ1 - 15,000,000 $15,069,651 $15,069,651 0.98 $14,823,628
Sixth Street CLO XXV D1R 6.62509% 24-JUL-2037, 6.63%, 07/24/37 SIXST 2024-25AR 83011VAS3 - 14,500,000 $14,760,661 $14,760,661 0.96 $14,547,186
Elmwood CLO 18 D1RR 6.69952% 17-JUL-2037, 6.70%, 07/17/37 ELM18 2022-5A 29003MAU1 - 14,000,000 $14,215,447 $14,215,447 0.93 $13,988,780
Sound Point CLO 2025R-1 D1 6.98315% 20-FEB-2038, 6.98%, 02/20/38 SNDPT 2025-1RA 83617EAL4 - 14,100,000 $14,104,761 $14,104,761 0.92 $13,959,802
BIRCH GROVE CLO 6 LTD, 6.88%, 07/20/38 BGCLO 2023-6A 09077FAU9 - 13,000,000 $13,272,468 $13,272,468 0.87 $13,063,799
Palmer Square CLO 2021-3 D1R 6.55292% 15-OCT-2038, 6.55%, 10/15/38 PLMRS 2021-3A 69688FAW0 - 13,000,000 $13,172,077 $13,172,077 0.87 $12,961,473
Magnetite XXXVI DR 6.61015% 25-JUL-2038, 6.61%, 07/25/38 MAGNE 2023-36A 559922AS8 - 12,750,000 $13,010,835 $13,010,835 0.86 $12,830,571
Magnetite XIX DRR 6.49952% 17-APR-2034, 6.50%, 04/17/34 MAGNE 2017-19A 55954KBC8 - 12,500,000 $12,719,325 $12,719,325 0.84 $12,522,985
BlueMountain CLO XXV D1RR 7.00292% 15-JAN-2038, 7.00%, 01/15/38 BLUEM 2019-25A 09627FBJ8 - 12,500,000 $12,698,598 $12,698,598 0.84 $12,482,189
Crown City CLO VI|7.57|03/31/2039, 7.57%, 03/31/39 CCITY 2024-6AR 22823EBA5 - 12,500,000 $12,406,250 $12,406,250 0.82 $12,406,250
PPM CLO 7 D1A 7.92549% 20-JUL-2037, 8.92%, 07/20/37 PPMC 2024-7A 693979AG1 - 12,000,000 $12,285,311 $12,285,311 0.81 $12,035,512
GARNET CLO 2025-3 FLTG 2038 D1, 6.53%, 10/20/38 GARNET 2025-3A 36626TAJ3 - 12,000,000 $12,250,560 $12,250,560 0.81 $12,067,742
Kennedy Lewis CLO 7 D1RR 7.58322% 22-APR-2037, 7.58%, 04/22/37 KLLM 7A 48936UAJ0 - 11,400,000 $11,623,101 $11,623,101 0.77 $11,426,190
Palmer Square CLO 2022-1 D1R 6.47921% 20-OCT-2038, 6.48%, 10/20/38 PLMRS 2022-1A 69689QAU9 - 11,500,000 $11,574,804 $11,574,804 0.76 $11,400,945
Aqueduct European CLO 6-2021 DAC|5.482|10/15/2039, 5.48%, 10/15/39 AQUE 2021-6AR BCC3Z3W38 - 10,220,000 $11,442,262 $11,442,262 0.75 $11,442,262
AMMC CLO 27 DR 6.42921% 20-JAN-2037, 6.43%, 01/20/37 AMMC 2022-27A 00173UBA1 - 11,040,000 $11,251,105 $11,251,105 0.74 $11,085,488
Bushy Park CLO DR 5.431% 15-APR-2036, 5.43%, 04/15/36 BUSHY 1X BCC3J6NZ8 - 9,860,000 $11,140,711 $11,140,711 0.73 $10,992,491
Bain Capital Credit CLO 2023-2 D1R 6.57921% 18-JUL-2038, 6.58%, 07/18/38 BCC 2023-2A 05684GBA3 - 11,000,000 $11,093,982 $11,093,982 0.73 $10,925,115
AGL CLO 39 D1 6.22921% 20-APR-2038, 6.23%, 04/20/38 AGL 2025-39A 00121XAJ0 - 10,700,000 $10,855,525 $10,855,525 0.72 $10,700,002
HPS Loan Management 2026-27 Ltd., 6.43%, 04/15/39 HLM 2026-27A 403970AL0 - 10,000,000 $10,448,534 $10,448,534 0.69 $10,087,743
Elmwood CLO 39 D1 6.24952% 17-APR-2038, 6.25%, 04/17/38 ELM39 2025-2A 289910AL5 - 10,250,000 $10,421,648 $10,421,648 0.69 $10,266,842
Atlantic Avenue 2026-5 D1 6.943076% 31-MAR-2039, 6.95%, 03/31/39 MCCP 2026-5A 04822VAJ8 - 10,000,000 $10,236,308 $10,236,308 0.68 $10,172,606
CIFC Funding 2021-III D1R 6.35292% 15-OCT-2038, 6.35%, 10/15/38 CIFC 2021-3A 12564DAS3 - 10,000,000 $10,236,216 $10,236,216 0.68 $10,079,158
AB BSL CLO 7 D1 6.60292% 15-JAN-2039, 6.60%, 01/15/39 ABBSL 2025-7A 00039FAJ0 - 10,000,000 $10,225,769 $10,225,769 0.67 $10,062,530
SERENITY PEACE PARK FLTG 2038, 6.48%, 10/24/38 SERPK 2025-1A 817940AL3 - 10,000,000 $10,221,594 $10,221,594 0.67 $10,077,703
Benefit Street Partners CLO V-B D1RR 6.37921% 20-JUL-2039, 6.38%, 07/20/39 BSP 2018-5BAR 08181JBD3 - 10,000,000 $10,209,330 $10,209,330 0.67 $10,060,482
CIFC Funding 2017-III D1R2 6.97921% 20-APR-2037, 6.98%, 04/20/37 CIFC 2017-3AR 12548JBE1 - 10,000,000 $10,204,648 $10,204,648 0.67 $10,041,800
GOLUB CAP 2017-19B-R3 FLT 2036 D1R3, 6.43%, 10/20/36 GCBSL 2017-19RA 38181YAL0 - 10,000,000 $10,146,613 $10,146,613 0.67 $9,996,598
Symphony CLO 37 DR2 6.37921% 20-JAN-2037, 6.38%, 01/20/37 SYMP 2022-37A 87169VBN4 - 10,000,000 $10,128,806 $10,128,806 0.67 $9,979,958
Kennedy Lewis CLO 3 Ltd AB FLTG 37, 6.78%, 07/20/37 KLLM 2024-16AR 488934AL4 - 10,000,000 $10,107,895 $10,107,895 0.67 $10,045,790
Janus Henderson AAA CLO ETF JAAA US 47103U845 - 199,642 $10,087,910 $10,087,910 0.67 $10,087,910
OHA Credit Funding 27 Ltd|7.577|10/20/2039, 7.58%, 10/20/39 OAKC 2026-27A 67128UAN9 - 10,000,000 $10,000,000 $10,000,000 0.66 $10,000,000
Kennedy Lewis CLO 14 DR 7.53322% 22-APR-2037, 7.53%, 04/22/37 KLLM 2024-14A 48936FAG9 - 9,500,000 $9,685,260 $9,685,260 0.64 $9,522,249
Fidelity Grand Harbour CLO 2021-1 D 6.031% 15-OCT-2034, 6.03%, 10/15/34 FICLO 2021-1X BCC33JG51 - 8,372,000 $9,574,842 $9,574,842 0.63 $9,435,087
Barings CLO Ltd. 2024-I AB FLTG 37, 6.67%, 07/15/39 BABSN 2024-2AR 067936AU8 - 9,500,000 $9,566,477 $9,566,477 0.63 $9,511,880
AB BSL CLO 1 D1R2 6.55292% 15-OCT-2038, 6.55%, 10/15/38 ABBSL 2020-1A 00038KBG5 - 9,325,000 $9,525,170 $9,525,170 0.63 $9,374,103
Ballyrock CLO 25 C1R 6.41015% 25-JAN-2038, 6.41%, 01/25/38 BALLY 2023-25A 05876QAU6 - 9,500,000 $9,441,623 $9,441,623 0.62 $9,311,373
Obra CLO 1 D1 7.12921% 20-JAN-2038, 7.13%, 01/20/38 OBRAC 2024-1A 67443AAJ0 - 9,070,000 $9,269,002 $9,269,002 0.61 $9,118,125
BARINGS CLO 2025-IV FLTG 2040 D1, 6.55%, 10/15/40 BABSN 2025-4A 06764TAJ8 - 9,000,000 $9,216,580 $9,216,580 0.61 $9,070,778
Signal Peak CLO 11 D1 6.82921% 18-JUL-2037, 6.83%, 07/18/37 SPEAK 2024-11A 82666XAG5 - 9,000,000 $9,170,347 $9,170,347 0.60 $9,026,933
Regatta X Funding D2R2 8.75584% 17-JUL-2037, 8.76%, 07/17/37 REG10 2017-3AR 75884BBG2 - 9,000,000 $9,112,718 $9,112,718 0.60 $8,952,924
Anchorage Capital CLO 16 D1RR 6.62921% 19-JAN-2038, 6.63%, 01/19/38 ANCHC 2020-16A 03330WBE3 - 9,250,000 $9,095,231 $9,095,231 0.60 $8,952,151
Anchorage Capital CLO 17 DR 6.80292% 15-FEB-2038, 6.80%, 02/15/38 ANCHC 2021-17A 03332PAW7 - 8,875,000 $9,041,900 $9,041,900 0.60 $8,892,637
PARK BLUE CLO 2025-IX FLTG 2038 D1, 6.73%, 10/20/38 PKBLU 2025-9A 70019UAJ4 - 8,500,000 $8,738,898 $8,738,898 0.58 $8,605,436
Madison Park Funding LXV D1 6.59286% 16-JUL-2038, 6.59%, 07/16/38 MDPK 2025-65A 55823FAD7 - 8,450,000 $8,615,569 $8,615,569 0.57 $8,479,390
Lewey Park CLO D1 6.68373% 21-OCT-2037, 6.68%, 10/21/37 LEWEY 2024-1A 527911AL5 - 8,500,000 $8,581,727 $8,581,727 0.57 $8,450,744
Voya CLO 2024-7 D1 6.57921% 20-JAN-2038, 6.58%, 01/20/38 VOYA 2024-7A 92920XAN1 - 8,300,000 $8,454,810 $8,454,810 0.56 $8,327,392
Bain Capital Credit CLO 2024-4 D1 6.85217% 23-OCT-2037, 6.85%, 10/23/37 BCC 2024-4A 05685VAJ1 - 8,375,000 $8,418,979 $8,418,979 0.56 $8,289,859
Octagon 75 D2 7.38322% 22-JAN-2038, 7.38%, 01/22/38 OCT75 2025-1A 67579EAL3 - 8,300,000 $8,392,818 $8,392,818 0.55 $8,253,234
Barings CLO 2019-I D1R2 6.60292% 15-OCT-2038, 6.60%, 10/15/38 BABSN 2019-1A 06759JBE7 - 8,000,000 $8,174,708 $8,174,708 0.54 $8,044,117
OCP CLO 2024-32 D1R 6.35217% 23-JUL-2039, 6.35%, 07/23/39 OCP 2024-32A 67570CBA9 - 8,000,000 $8,166,701 $8,166,701 0.54 $8,052,362
AGL CLO 37 D1 6.38322% 22-APR-2038, 6.38%, 04/22/38 AGL 2024-37A 00121MAJ4 - 8,000,000 $8,142,275 $8,142,275 0.54 $8,025,958
Bilbao CLO IV C 5.681% 15-APR-2036, 5.68%, 04/15/36 BILB 4X BCC34P9X3 - 7,087,000 $8,054,182 $8,054,182 0.53 $7,945,248
ELMWOOD CLO 26 LTD AB, 7.73%, 10/19/39 ELM50 2026-4A 29004BAN0 - 8,000,000 $8,000,000 $8,000,000 0.53 $8,000,000
Regatta XII Funding Ltd|8.146|10/15/2037, 8.15%, 10/15/37 REG12 2019-1AR 75888HBS9 - 8,000,000 $8,000,000 $8,000,000 0.53 $8,000,000
AGL CLO 7 D1R2 6.55292% 15-OCT-2038, 6.55%, 10/15/38 AGL 2020-7A 008511BC0 - 7,800,000 $7,892,017 $7,892,017 0.52 $7,765,655
Magnetite XLIV D1 6.60292% 15-OCT-2037, 6.60%, 10/15/37 MAGNE 2024-44A 55955UAJ1 - 7,500,000 $7,636,010 $7,636,010 0.50 $7,513,581
OHA Credit Funding 13-R D2 8.09035% 25-SEP-2039, 8.09%, 09/25/39 OAKC 2022-13RA 67125UAQ5 - 7,500,000 $7,528,551 $7,528,551 0.50 $7,499,898
Anchorage Capital CLO 29 DR 6.76447% 31-MAR-2039, 6.76%, 03/31/39 ANCHC 2024-29A 03332QBC8 - 7,000,000 $7,244,233 $7,244,233 0.48 $7,045,621
Trestles Clo II Ltd 201 AB FLTG 39, 6.30%, 07/15/39 TREST 2018-2A 89531MBJ0 - 7,000,000 $7,207,702 $7,207,702 0.48 $7,032,511
RAD CLO 27 D1 6.55292% 15-JAN-2038, 6.55%, 01/20/38 RAD 2024-27A 749972AJ4 - 7,100,000 $7,196,925 $7,196,925 0.47 $7,081,904
AMMC CLO 24 DR 6.67921% 20-JAN-2035, 6.68%, 01/20/35 AMMC 2021-24A 00177LAQ3 - 7,120,000 $7,155,518 $7,155,518 0.47 $7,044,554
Katayma CLO I D1R 6.62921% 20-JAN-2039, 6.63%, 01/20/39 KTAMA 2023-1A 48585JAQ3 - 7,000,000 $7,149,915 $7,149,915 0.47 $7,041,638
Benefit Street Partners CLO X C1R3 6.57921% 20-JUL-2038, 6.58%, 07/20/38 BSP 2016-10A 08181LBL0 - 7,000,000 $7,130,905 $7,130,905 0.47 $7,023,444
Kennedy Lewis CLO 9 D1R 6.82921% 20-JAN-2038, 6.83%, 01/20/38 GNRT 9A 37147LAW9 - 7,000,000 $7,121,699 $7,121,699 0.47 $7,010,155
Ares Loan Funding V D1 7.26015% 25-JUL-2037, 7.26%, 07/25/37 ARES 2024-ALF5A 04020QAJ9 - 7,000,000 $7,113,935 $7,113,935 0.47 $7,005,235
CIFC Funding 2022-III DR 6.48373% 21-APR-2035, 6.48%, 04/21/35 CIFC 2022-3A 12571KAQ2 - 7,000,000 $7,110,276 $7,110,276 0.47 $7,005,636
Benefit Street Partners CLO XXXVII D1 6.66015% 25-JAN-2038, 6.66%, 01/25/38 BSP 2024-37A 08182TAG4 - 7,000,000 $7,104,061 $7,104,061 0.47 $7,004,344
OCP AEGIS CLO 2025 47 0%38 D1A, 6.33%, 01/21/38 OCPA 2025-47A 67122UAJ4 - 7,000,000 $7,104,058 $7,104,058 0.47 $7,001,838
Park Blue CLO 2023-IV D1R 6.56015% 25-JAN-2039, 6.56%, 01/25/39 PKBLU 2023-4A 699917BA7 - 7,000,000 $7,098,223 $7,098,223 0.47 $7,000,003
Carlyle U.S. CLO 2021-8 D1R 6.50292% 15-OCT-2038, 6.50%, 10/15/38 CGMS 2021-8A 143120AW3 - 7,000,000 $7,075,937 $7,075,937 0.47 $6,963,400
ARES LXIII CLO LTD FLTG 2038, 6.75%, 10/15/38 ARES 2022-63A 039937BA4 - 7,000,000 $7,025,586 $7,025,586 0.46 $6,908,723
Golub Capital Partners CLO 48(B) D1R 6.49952% 17-APR-2038, 6.50%, 04/17/38 GCBSL 2020-48A 38177DAU2 - 7,000,000 $7,008,443 $7,008,443 0.46 $6,898,493
Ares XLIII CLO D2R2 7.85292% 15-JAN-2038, 7.85%, 01/15/38 ARES 2017-43A 04016PBC1 - 7,000,000 $6,956,191 $6,956,191 0.46 $6,820,292
Birch Grove CLO 3 D1R 6.57921% 19-JAN-2038, 6.58%, 01/19/38 BGCLO 2021-3A 09076VAY7 - 6,750,000 $6,853,884 $6,853,884 0.45 $6,750,261
Palmer Square CLO 2021-1 C1R 6.42921% 20-APR-2038, 6.43%, 04/20/38 PLMRS 2021-1A 69701WAS5 - 6,750,000 $6,816,803 $6,816,803 0.45 $6,715,543
Apidos CLO LII D1 6.12921% 20-APR-2038, 6.13%, 04/20/38 APID 2025-52A 03771NAJ9 - 6,600,000 $6,691,096 $6,691,096 0.44 $6,596,706
ELMWOOD CLO LTD 2024-34 AB FLTG 39, 7.93%, 10/17/39 ELM34 2024-10AR 29001MBC2 - 6,650,000 $6,650,000 $6,650,000 0.44 $6,650,000
Silver Point CLO 12 D1 6.40292% 15-OCT-2038, 6.40%, 10/15/38 SPCLO 2025-12A 82809MAJ1 - 6,700,000 $6,638,545 $6,638,545 0.44 $6,532,488
AGL CLO 2025-44 D1, 6.23%, 10/22/37 AGL 2025-44A 00121RAG9 - 6,500,000 $6,607,847 $6,607,847 0.44 $6,515,560
Bain Capital Euro CLO 2022-2 DRR 6.193% 22-JAN-2038, 6.19%, 01/22/38 BCCE 2022-2A BCC3NYG80 - 5,800,000 $6,595,271 $6,595,271 0.43 $6,503,670
AGL CLO 32 D1 6.63373% 21-JUL-2037, 6.63%, 07/21/37 AGL 2024-32A 00121BAJ8 - 6,500,000 $6,593,096 $6,593,096 0.43 $6,493,683
Eaton Vance CLO 2019-1 D1R2 7.10292% 15-JUL-2037, 7.10%, 07/15/37 EATON 2019-1A 27830XBC9 - 6,250,000 $6,373,383 $6,373,383 0.42 $6,263,633
Ballyrock CLO 17 C1R 6.42921% 20-OCT-2038, 6.43%, 10/20/38 BALLY 2021-17A 05876LAU7 - 6,250,000 $6,369,756 $6,369,756 0.42 $6,275,997
Neuberger Berman Loan Advisers Euro CLO 2 DAC|5.339|10/15/2040, 5.34%, 10/15/40 NEUBE 2021-2AR BCC3YWPC3 - 5,500,000 $6,157,773 $6,157,773 0.41 $6,157,773
Ares LXVI CLO D1R2 6.71015% 25-OCT-2038, 6.71%, 10/25/38 ARES 2022-66A 04019RBN0 - 6,000,000 $6,111,306 $6,111,306 0.40 $6,025,192
AGL CLO 12 D1R 6.62921% 20-OCT-2038, 6.63%, 10/20/38 AGL 2021-12A 00120BAW0 - 6,000,000 $6,084,746 $6,084,746 0.40 $5,991,937
Pikes Peak CLO 11 AB FLTG 37, 8.50%, 07/25/37 PIPK 2022-11AR 72132KBG9 - 6,000,000 $6,036,771 $6,036,771 0.40 $6,002,778
Regatta XXIX Funding D2R 8.176451% 15-OCT-2039, 8.36%, 10/15/39 REG29 2024-3AR 758971BA2 - 6,000,000 $6,018,171 $6,018,171 0.40 $6,000,058
CBAMR 2018-7 FLTG 2039 D2R, 8.39%, 10/20/39 CBAMR 2018-7AR 12518GAL8 - 6,000,000 $6,007,201 $6,007,201 0.40 $6,000,210
Cedar Funding XVII CLO, AB, 8.16%, 10/23/39 CEDF 2024-18AR 15033BAW4 - 6,000,000 $6,004,816 $6,004,816 0.40 $5,999,376
Oaktree CLO 2021-1 D2R 7.85292% 15-JAN-2038, 7.85%, 01/15/38 OAKCL 2021-1A 67402JAY7 - 6,000,000 $5,978,664 $5,978,664 0.39 $5,862,179
Bain Capital Credit CLO 2022-1 D1R 6.47921% 18-OCT-2038, 6.48%, 10/18/38 BCC 2022-1A 05684UAU9 - 5,750,000 $5,808,583 $5,808,583 0.38 $5,721,654
Allegro CLO XIX D2 7.79952% 17-APR-2038, 7.80%, 04/17/38 ALLEG 2025-1A 01749XAJ0 - 5,700,000 $5,789,454 $5,789,454 0.38 $5,682,015
OCP CLO 2023-28 D1R 6.64286% 16-JUL-2038, 6.64%, 07/16/38 OCP 2023-28A 670891AQ3 - 5,625,000 $5,740,928 $5,740,928 0.38 $5,649,589
Contego CLO XV D 5.208493% 15-APR-2040, 5.21%, 04/15/40 CONTE 15A BCC3SHN19 - 5,000,000 $5,735,570 $5,735,570 0.38 $5,584,926
OBRA CLO 3 FLTG 2039 D1, 6.93%, 01/20/39 OBRAC 2025-3A 67443EAG8 - 5,500,000 $5,678,016 $5,678,016 0.37 $5,589,091
North Westerly VI ESG CLO DAC FRN 22-NOV-2038, 5.90%, 11/20/38 NWEST VI-X BCC3QDP91 - 5,000,000 $5,631,712 $5,631,712 0.37 $5,583,087
Palmer Square CLO 2023-1 D1R 6.37921% 20-JAN-2038, 6.38%, 01/20/38 PLMRS 2023-1A 69702TAS1 - 5,575,000 $5,616,204 $5,616,204 0.37 $5,533,221
KKR CLO 47 Ltd. AB, 8.45%, 10/20/39 KKR 2023-46AR 48255VBQ4 - 5,600,000 $5,603,941 $5,603,941 0.37 $5,600,000
RR 24 C1BR2 7.30292% 15-JAN-2037, 7.30%, 01/15/37 RRAM 2022-24A 75000HBQ6 - 5,500,000 $5,571,455 $5,571,455 0.37 $5,472,155
MidOcean Credit CLO XII DRR 6.82921% 18-JUL-2038, 6.83%, 07/18/38 MIDO 2023-12A 59803TBJ9 - 5,450,000 $5,536,858 $5,536,858 0.37 $5,450,014
Neuberger Berman Loan Advisers NBLA CLO 52 D1R 6.87509% 24-OCT-2038, 6.88%, 10/24/38 NEUB 2022-52A 64135FAU4 - 5,475,000 $5,513,207 $5,513,207 0.36 $5,429,560
OCP CLO 2016-12, Ltd. AB, 7.97%, 10/18/39 OCP 2016-12AR 67092RCE6 - 5,450,000 $5,450,000 $5,450,000 0.36 $5,450,000
Neuberger Berman Loan Advisers CLO 30 D1R2 6.52921% 20-JAN-2039, 6.53%, 01/20/39 NEUB 2018-30A 64132MBN7 - 5,250,000 $5,337,517 $5,337,517 0.35 $5,257,534
BENEFIT STR PART 2023-35R 2039 D1R, 6.40%, 07/25/39 BSP 2024-35AR 08182YAQ1 - 5,000,000 $5,139,612 $5,139,612 0.34 $5,027,652
BAIN CAPITAL CREDIT CLO 2018-1, 6.33%, 01/19/39 BCC 2025-5A 056917AJ6 - 5,000,000 $5,117,038 $5,117,038 0.34 $5,043,197
CIFC Funding 2019-II D1R2 6.34952% 17-OCT-2038, 6.35%, 10/17/38 CIFC 2019-2A 12554ABJ0 - 5,000,000 $5,116,035 $5,116,035 0.34 $5,039,312
Anchorage Capital CLO 19 D1R 6.75292% 15-OCT-2038, 6.75%, 10/15/38 ANCHC 2021-19A 03328JAU1 - 5,000,000 $5,115,119 $5,115,119 0.34 $5,031,646
MAGNETITE CLO 2025 FLTG 2038, 6.45%, 10/15/38 MAGNE 2025-48A 55956EAJ6 - 5,000,000 $5,111,527 $5,111,527 0.34 $5,031,762
GoldenTree Loan Management US CLO 28 D1 6.42921% 20-OCT-2039, 6.43%, 10/20/39 GLM 2026-28A 38140CAL8 - 5,000,000 $5,110,812 $5,110,812 0.34 $5,035,805
Sycamore Tree CLO 2025-7 D1 6.72921% 28-AUG-2038, 6.73%, 08/28/38 STCP 2025-7A 87122KAJ4 - 5,000,000 $5,109,822 $5,109,822 0.34 $5,031,315
Barings CLO 2023-III D1R 6.45292% 15-OCT-2038, 6.45%, 10/15/38 BABSN 2023-3A 067932AW3 - 5,000,000 $5,107,232 $5,107,232 0.34 $5,027,466
TRINITAS CLO XXII LTD 0% 38, 6.83%, 03/20/38 TRNTS 2023-22A 89640HAU5 - 5,000,000 $5,106,815 $5,106,815 0.34 $5,027,140
Diameter Capital CLO 12 D1 6.37921% 20-OCT-2038, 6.38%, 10/20/38 DCLO 2025-12A 25255YAG9 - 5,000,000 $5,104,513 $5,104,513 0.34 $5,030,088
HPS Loan Management 2025-24 D1 6.36015% 25-APR-2038, 6.36%, 04/25/38 HLM 2025-24A 44332UAJ9 - 5,000,000 $5,101,406 $5,101,406 0.34 $5,033,388
OHA Credit Funding 7 D1R2 6.42921% 19-JUL-2038, 6.43%, 07/19/38 OAKC 2020-7A 67098WBJ9 - 5,000,000 $5,099,501 $5,099,501 0.34 $5,024,494
CANYON CLO 2016-1 LTD, 6.60%, 10/15/38 CANYC 2023-1A 138927AU2 - 5,000,000 $5,097,488 $5,097,488 0.34 $5,015,869
CIFC Funding 2021-V D1R 6.50292% 15-JAN-2038, 6.50%, 01/15/38 CIFC 2021-5A 12565EAN1 - 5,000,000 $5,096,594 $5,096,594 0.34 $5,016,211
Fortress Credit BSL XXIV D1 7.17921% 20-APR-2038, 7.18%, 04/20/38 FCBSL 2025-1A 34990BAG1 - 5,000,000 $5,095,677 $5,095,677 0.34 $5,011,920
Ares Loan Funding IX D2 7.55292% 31-MAR-2038, 7.55%, 03/31/38 ARES 2025-ALF9A 03990HAL2 - 5,000,000 $5,092,250 $5,092,250 0.34 $4,998,888
Canyon CLO 2022-2 D1R 6.35292% 15-APR-2038, 6.35%, 04/15/38 CANYC 2022-2A 13877LBA3 - 5,000,000 $5,086,932 $5,086,932 0.34 $5,008,403
Elmwood CLO 38 D1 6.23322% 22-APR-2038, 6.23%, 04/22/38 ELM38 2025-1A 289908AJ4 - 5,000,000 $5,079,625 $5,079,625 0.34 $5,008,636
Kennedy Lewis CLO 10 D1R 6.58322% 22-JAN-2038, 6.58%, 01/22/38 GNRT 2022-10A 37148DAY2 - 5,000,000 $5,066,181 $5,066,181 0.33 $4,991,205
Crown Point CLO 11 D2R 7.99952% 28-FEB-2038, 8.00%, 02/28/38 CRNPT 2021-11A 22845JAW1 - 5,000,000 $5,056,519 $5,056,519 0.33 $4,959,858
SILVER POINT CLO 14 FLTG 2039 D1, 6.40%, 01/15/39 SPCLO 2025-14A 82810EAJ6 - 5,000,000 $5,053,118 $5,053,118 0.33 $4,973,970
Elmwood CLO 35 Ltd|8.18|10/18/2039, 8.18%, 10/18/39 ELM35 2024-11AR 29004NAY0 - 5,000,000 $5,000,000 $5,000,000 0.33 $5,000,000
KKR CLO 23 Ltd. AB, 7.89%, 10/20/39 KKR 2026-68A 49835PAN2 - 5,000,000 $5,000,000 $5,000,000 0.33 $5,000,000
Trinitas CLO X, Ltd. AB, 7.76%, 10/20/39 TRNTS 2026-38A 89642YAN2 - 5,000,000 $5,000,000 $5,000,000 0.33 $5,000,000
Cedar Funding IV CLO DR3 7.05217% 23-JAN-2038, 7.05%, 01/23/38 CEDF 2014-4A 150323BS1 - 5,000,000 $4,996,783 $4,996,783 0.33 $4,917,446
Palmer Square European CLO 2026-1 D 4.98433% 15-APR-2039, 4.87%, 04/15/39 PLMER 2026-1A BCC3S1GQ7 - 4,300,000 $4,954,784 $4,954,784 0.33 $4,820,652
Elmwood CLO II D1RR 6.77921% 20-OCT-2037, 6.78%, 10/20/37 ELMW2 2019-2A 29001LBE0 - 4,870,000 $4,909,180 $4,909,180 0.32 $4,832,145
Birch Grove CLO 3 D2R 7.57921% 19-JAN-2038, 7.58%, 01/19/38 BGCLO 2021-3A 09076VBA8 - 5,000,000 $4,901,823 $4,901,823 0.32 $4,813,398
Ballyrock CLO 28 C1 6.52921% 20-JAN-2038, 6.53%, 01/20/38 BALLY 2024-28A 05876HAJ1 - 4,790,000 $4,872,561 $4,872,561 0.32 $4,799,586
Anchorage Capital CLO 7 DR4 7.13757% 28-APR-2037, 7.14%, 04/28/37 ANCHC 2015-7A 03328TCG8 - 4,750,000 $4,803,089 $4,803,089 0.32 $4,731,515
CQS US CLO 8 Ltd AB, 8.15%, 10/17/39 CQS 2026-8A 12677GAL5 - 4,750,000 $4,750,000 $4,750,000 0.31 $4,750,000
Neuberger Berman CLO XVI-S D1R2 6.45292% 15-APR-2039, 6.45%, 04/15/39 NEUB 2017-16SA 64131TBG8 - 4,637,000 $4,724,889 $4,724,889 0.31 $4,650,914
OCP Aegis CLO 2023-29 D1R 6.27921% 20-JAN-2036, 6.28%, 01/20/36 OCPA 2023-29A 67118BAU7 - 4,650,000 $4,720,510 $4,720,510 0.31 $4,652,380
Warwick Capital CLO 4 D1 6.72921% 20-JUL-2037, 6.73%, 07/20/37 WWICK 2024-4A 93655QAJ4 - 4,650,000 $4,674,911 $4,674,911 0.31 $4,601,899
Trinitas Euro CLO VII DR 5.546% 25-JUL-2037, 5.55%, 07/25/37 TRNTE 7AR BCC3Y0KG9 - 4,090,000 $4,636,751 $4,636,751 0.31 $4,609,944
Neuberger Berman Loan Advisers CLO 25 D2R2 8.17921% 18-JUL-2038, 8.18%, 07/18/38 NEUB 2017-25A 64131JBE5 - 4,500,000 $4,591,557 $4,591,557 0.30 $4,505,675
Pikes Peak CLO 15 (2023) D1R 6.52921% 20-OCT-2038, 6.53%, 10/20/38 PIPK 2023-15A 720922AS2 - 4,500,000 $4,580,653 $4,580,653 0.30 $4,512,096
CVC Cordatus Loan Fund XXI D1R 5.504552% 22-MAR-2041, 5.49%, 03/22/41 CORDA 21AR BCC3YFT69 - 4,030,000 $4,517,637 $4,517,637 0.30 $4,508,695
CARLYLE GLOBAL MKT STRA AB, 7.90%, 10/17/37 CGMS 2018-4AR 14315RBN0 - 4,500,000 $4,504,467 $4,504,467 0.30 $4,499,532
KKR CLO 27 D2R2 7.85292% 15-JAN-2035, 7.85%, 01/15/35 KKR 27A 48253YBW7 - 4,500,000 $4,457,905 $4,457,905 0.29 $4,370,541
Bbam European Clo VIII DAC|5.522|01/26/2040, 5.52%, 01/26/40 BBAME 8A BCC3QC900 - 3,900,000 $4,427,643 $4,427,643 0.29 $4,376,072
Penta CLO 21 D 5.661% 16-FEB-2039, 5.66%, 02/16/39 PENTA 2025-21X BCC3R77N2 - 3,900,000 $4,415,054 $4,415,054 0.29 $4,376,603
Silver Point CLO 4 DR 7.60292% 15-APR-2037, 7.60%, 04/15/37 SPCLO 2024-4A 82809EAW0 - 4,250,000 $4,329,433 $4,329,433 0.29 $4,249,549
Hayfin US XII DR 6.97921% 20-JAN-2038, 6.98%, 01/20/38 HAYFN 2020-12A 42087DAW9 - 4,340,000 $4,298,470 $4,298,470 0.28 $4,227,794
Arini European Clo VIII DAC|5.581|01/15/2039, 5.58%, 01/15/39 ARINI 8A BCC3RHR81 - 3,730,000 $4,251,797 $4,251,797 0.28 $4,194,178
AGL CLO 33 D1 6.53373% 21-JUL-2037, 6.53%, 07/21/37 AGL 2024-33A 00121DAD7 - 4,200,000 $4,210,872 $4,210,872 0.28 $4,147,603
CIFC Funding 2015-IV D1R3 6.34952% 17-JAN-2039, 6.35%, 01/17/39 CIFC 2015-4A 12550TBS3 - 4,000,000 $4,097,089 $4,097,089 0.27 $4,035,710
Anchorage Capital CLO 11 D2R3 8.63086% 22-JUL-2039, 8.63%, 07/22/39 ANCHC 2019-11A 03330NBS2 - 4,000,000 $4,079,723 $4,079,723 0.27 $4,013,553
Sixth Street CLO XVI D1R2 6.13373% 21-JAN-2039, 6.13%, 01/21/39 SIXST 2020-16A 83012DBY8 - 4,000,000 $4,060,767 $4,060,767 0.27 $4,004,200
Symphony CLO XXXIII D1R 6.37509% 24-JAN-2038, 6.38%, 01/24/38 SYMP 2022-33A 87169JAS1 - 4,000,000 $4,059,390 $4,059,390 0.27 $4,002,723
OHA Credit Partners X-R D1R2 6.22921% 20-APR-2038, 6.23%, 04/20/38 OAKC 2014-10RA 67707CBL1 - 4,000,000 $4,058,671 $4,058,671 0.27 $4,000,532
Neuberger Berman Loan Advisers CLO 27 D1R 6.85292% 15-JUL-2036, 6.85%, 07/15/38 NEUB 2018-27A 64131WAU1 - 4,000,000 $4,050,801 $4,050,801 0.27 $3,983,033
Polus EU CLO XXI D 6.205% 25-APR-2039, 6.21%, 04/25/39 POLSE 21A BCC3TMN74 - 3,500,000 $4,050,750 $4,050,750 0.27 $3,953,491
Ares LVI CLO D1R2 6.66015% 25-JAN-2038, 6.66%, 01/25/38 ARES 2020-56A 04018NBE0 - 3,985,000 $4,043,358 $4,043,358 0.27 $3,986,590
Ballyrock CLO 32 C2 7.41015% 25-JAN-2039, 7.41%, 01/25/39 BALLY 2025-32A 058944AL3 - 4,000,000 $4,035,443 $4,035,443 0.27 $3,972,045
Trinitas CLO XX D1R 6.72921% 20-JUL-2035, 6.73%, 07/20/35 TRNTS 2022-20A 89640EAU2 - 4,000,000 $4,019,830 $4,019,830 0.27 $3,957,024
Oaktree Clo 2014-1 Ltd. AB, 7.79%, 10/15/39 OAKCL 2022-3AR 67401RBQ6 - 4,000,000 $4,004,916 $4,004,916 0.26 $3,999,724
Symphony CLO 40 D2R 7.74055% 05-JAN-2038, 7.74%, 01/05/38 SYMP 2023-40A 871989AX7 - 4,000,000 $4,004,463 $4,004,463 0.26 $3,927,058
Oaktree Clo 2014-1 Ltd. AB, 7.62%, 01/20/40 OAKCL 2026-35A 67389HAL6 - 4,000,000 $4,000,000 $4,000,000 0.26 $4,000,000
Pikes Peak CLO 10 D2AR 7.73322% 22-JAN-2038, 7.73%, 01/22/38 PIPK 2022-10A 72132HAW2 - 4,000,000 $3,987,441 $3,987,441 0.26 $3,916,982
Birch Grove CLO 11 D1 6.83322% 22-JAN-2038, 6.83%, 01/22/38 BGCLO 2024-11A 09077YAJ3 - 4,000,000 $3,956,720 $3,956,720 0.26 $3,894,462
CIFC Funding 2020-IV DR 6.55292% 15-JAN-2040, 6.55%, 01/15/40 CIFC 2020-4A 12562RAS4 - 3,850,000 $3,921,996 $3,921,996 0.26 $3,859,625
Ballyrock CLO 15 D2R 7.70292% 15-JAN-2038, 7.70%, 01/15/38 BALLY 2021-1A 05875TAU1 - 4,000,000 $3,910,525 $3,910,525 0.26 $3,834,352
Golub Capital Partners CLO 77(B) D1 6.51015% 25-JAN-2038, 6.51%, 01/25/38 GCBSL 2024-77A 38180QAG9 - 3,890,000 $3,909,154 $3,909,154 0.26 $3,854,988
CIFC Funding 2019-VII D1R 6.42921% 19-OCT-2038, 6.43%, 10/19/38 CIFC 2019-7A 171935AJ8 - 3,800,000 $3,885,769 $3,885,769 0.26 $3,828,764
Trestles CLO III D1R 6.87921% 20-OCT-2037, 6.88%, 10/20/37 TREST 2020-3A 89532TAY2 - 3,900,000 $3,859,559 $3,859,559 0.25 $3,796,958
Capital Four CLO XI D 5.572% 25-JAN-2039, 5.57%, 01/25/39 CFOUR 11A BCC3Q5JR5 - 3,400,000 $3,857,363 $3,857,363 0.25 $3,811,996
Carlyle Euro CLO 2024-2 CR 5.571% 24-MAR-2039, 5.57%, 03/24/39 CGMSE 2024-2AR BCC3YFF98 - 3,380,000 $3,781,861 $3,781,861 0.25 $3,771,320
Ares European CLO XII DAC|5.382|01/15/2041, 5.38%, 01/15/41 ARESE 12AR BCC3Z2WQ9 - 3,370,000 $3,773,036 $3,773,036 0.25 $3,773,036
Arini European CLO II DR 5.581% 15-OCT-2038, 5.58%, 10/15/38 ARINI 2A BCC3QF9B9 - 3,300,000 $3,748,630 $3,748,630 0.25 $3,697,653
Golub Capital Partners CLO 43(B)-R D1R 6.72921% 20-OCT-2037, 6.73%, 10/20/37 GCBSL 2019-43A 38180PAJ5 - 3,557,000 $3,616,453 $3,616,453 0.24 $3,560,603
Henley CLO X DR 5.485% 20-JUL-2040, 5.49%, 07/20/40 HNLY 10A BCC3S3Y18 - 3,180,000 $3,608,276 $3,608,276 0.24 $3,562,710
Empower CLO 2023-2 D1R 6.55292% 15-OCT-2038, 6.55%, 10/15/38 EMPWR 2023-2A 29247BAU1 - 3,500,000 $3,553,203 $3,553,203 0.23 $3,496,502
Contego CLO X DRR 5.465% 15-AUG-2039, 5.46%, 08/15/39 CONTE 10AR BCC3YFTR3 - 3,160,000 $3,534,146 $3,534,146 0.23 $3,527,701
Ares XLIII CLO D1R2 6.75292% 15-JAN-2038, 6.75%, 01/15/38 ARES 2017-43A 04016PBA5 - 3,500,000 $3,526,456 $3,526,456 0.23 $3,468,025
Bain Capital Euro CLO 2024-2 DR 5.531% 15-JAN-2037, 5.53%, 01/15/37 BCCE 2024-2A BCC3VPS79 - 3,100,000 $3,518,161 $3,518,161 0.23 $3,470,703
Regatta XI Funding D2R 8.14952% 17-JUL-2037, 8.15%, 07/17/37 REG11 2018-1A 75887XAW7 - 3,530,000 $3,500,522 $3,500,522 0.23 $3,431,000
Margay Clo V DAC|5.432|01/28/2041, 5.43%, 01/28/41 MARGA 5A BCC3YWCM5 - 3,070,000 $3,437,157 $3,437,157 0.23 $3,437,157
Anchorage Capital CLO 15 DR2 7.14921% 20-JUL-2038, 7.15%, 07/20/38 ANCHC 2020-15A 03329FBE3 - 3,400,000 $3,427,620 $3,427,620 0.23 $3,370,903
Grosvenor Place Clo 12 DAC|5.532|05/05/2040, 5.53%, 05/05/40 GROSV 12A BCC3YNZD0 - 3,050,000 $3,414,765 $3,414,765 0.23 $3,414,765
OHA Credit Partners VII D1R4 6.23315% 20-FEB-2038, 6.23%, 02/20/38 OAKC 2012-7A 67102QBT4 - 3,350,000 $3,383,839 $3,383,839 0.22 $3,353,097
Crown City CLO VI E 10.25292% 15-JUL-2037, 10.25%, 07/15/37 CCITY 2024-6A 22823FAA3 - 3,250,000 $3,332,379 $3,332,379 0.22 $3,250,000
Voya CLO 2017-1, Ltd AB, 6.37%, 10/15/37 VOYA 2018-4AR 92917WCJ5 - 3,300,000 $3,318,698 $3,318,698 0.22 $3,300,012
Magnetite XXVI D1R2 6.31015% 25-JAN-2038, 6.31%, 01/25/38 MAGNE 2020-26A 55954YBC8 - 3,250,000 $3,296,621 $3,296,621 0.22 $3,252,756
CIFC FUNDING 2019-V FLTG 2038, 6.45%, 10/15/38 CIFC 2019-5A 12554XBG6 - 3,200,000 $3,274,705 $3,274,705 0.22 $3,223,656
BLACKROCK EUROPEAN CLO XVI D, 5.48%, 01/15/39 BECLO 16A BCC3QQJ99 - 2,800,000 $3,176,596 $3,176,596 0.21 $3,134,118
Elmwood CLO 27 D1R 6.42921% 18-APR-2039, 6.43%, 04/18/39 ELM27 2024-3A 29003FAT9 - 3,075,000 $3,149,402 $3,149,402 0.21 $3,103,272
Regatta VIII Funding D1R2 6.84952% 17-APR-2037, 6.85%, 04/17/37 REGT8 2017-1A 75888KBN3 - 3,000,000 $3,064,148 $3,064,148 0.20 $3,014,488
BENEFIT STR PART CLO II FLT 2038 D1, 6.38%, 10/20/38 BSP 2025-43A 08179QAG5 - 3,000,000 $3,061,329 $3,061,329 0.20 $3,016,674
Benefit Street Partners CLO VI-B D1R 6.42921% 20-APR-2038, 6.43%, 04/20/38 BSP 2015-6BR 08182DAU8 - 3,000,000 $3,057,833 $3,057,833 0.20 $3,012,829
Canyon CLO 2025-1 D1 6.50292% 15-APR-2038, 6.50%, 04/15/38 CANYC 2025-1A 138919AJ4 - 3,000,000 $3,054,070 $3,054,070 0.20 $3,005,840
Lake George Park CLO D 6.25292% 15-APR-2038, 6.25%, 04/15/38 LAKEG 2025-1A 509827AG6 - 3,000,000 $3,052,651 $3,052,651 0.20 $3,006,275
Ballyrock CLO 27 C1 6.71015% 25-OCT-2037, 6.71%, 10/25/37 BALLY 2024-27A 05874UAJ4 - 3,000,000 $3,049,522 $3,049,522 0.20 $3,006,465
AGL CLO 40 D1 6.63322% 22-JUL-2038, 6.63%, 07/22/38 AGL 2025-40A 00122JAJ0 - 3,000,000 $3,047,015 $3,047,015 0.20 $3,001,688
Bain Capital Credit CLO 2020-4 D1ARR 6.67921% 20-OCT-2036, 6.68%, 10/20/36 BCC 2020-4A 05684KBQ9 - 3,000,000 $3,046,685 $3,046,685 0.20 $2,999,931
Carlyle U.S. CLO 2024-8 D1 6.61015% 25-JAN-2037, 6.61%, 01/25/37 CGMS 2024-8A 142915AJ6 - 3,000,000 $3,045,419 $3,045,419 0.20 $3,003,004
Madison Park Funding LXXI D1 6.35217% 23-APR-2038, 6.35%, 04/23/38 MDPK 2025-71A 55817DAJ7 - 3,000,000 $3,044,399 $3,044,399 0.20 $3,001,522
OHA Credit Funding 9 D2R 7.92921% 19-OCT-2037, 7.93%, 10/19/37 OAKC 2021-9A 67690ABA8 - 3,000,000 $3,042,985 $3,042,985 0.20 $2,987,480
Arini European Clo XI DAC|5.432|01/15/2040, 5.43%, 01/15/40 ARINI 11A BCC3YV8Q3 - 2,680,000 $3,000,515 $3,000,515 0.20 $3,000,515
RAD CLO 15 C2R 7.87921% 20-JUL-2040, 7.88%, 07/20/40 RAD 2021-15A 750103AU7 - 3,000,000 $2,995,224 $2,995,224 0.20 $2,940,069
Anchorage Capital CLO 16 D2RR 7.72921% 19-JAN-2038, 7.73%, 01/19/38 ANCHC 2020-16A 03330WBG8 - 3,000,000 $2,989,835 $2,989,835 0.20 $2,935,730
Sagard-HalseyPoint CLO 9 D2 8.22921% 20-APR-2038, 8.23%, 04/20/38 HLSY 2025-9A 78662EAJ3 - 3,000,000 $2,989,744 $2,989,744 0.20 $2,932,140
Katayma CLO II, Ltd. AB FLTG 37, 6.73%, 04/20/37 KTAMA 2024-2AR 485862AU0 - 2,933,000 $2,979,072 $2,979,072 0.20 $2,950,015
OCP CLO 2018-15 D1R 6.47921% 20-JAN-2038, 6.48%, 01/20/38 OCP 2018-15A 67112KAK5 - 2,850,000 $2,901,507 $2,901,507 0.19 $2,858,420
Jubilee Clo 2026-XXXIV AB 41, 5.16%, 01/15/41 JUBIL 2026-34A BCC3VL565 - 2,540,000 $2,884,505 $2,884,505 0.19 $2,842,562
Capital Four CLO I Desi AB 39, 5.46%, 07/15/39 CFOUR 12A BCC3VR083 - 2,410,000 $2,749,698 $2,749,698 0.18 $2,702,202
Ares LIII CLO D2R2 8.02509% 24-OCT-2036, 8.03%, 10/24/36 ARES 2019-53A 04009GBQ9 - 2,750,000 $2,719,278 $2,719,278 0.18 $2,671,462
OCP Euro CLO|5.432|04/20/2039, 5.43%, 04/20/39 OCPE 2019-3AR BCC3Z3T99 - 2,400,000 $2,687,028 $2,687,028 0.18 $2,687,028
Voya Euro Clo XI DAC|5.482|01/15/2041, 5.48%, 01/15/41 VOYE 11A BCC3YJJY1 - 2,320,000 $2,597,461 $2,597,461 0.17 $2,597,461
Carlyle U.S. CLO 2023-2 D1R 6.67921% 20-JUL-2038, 6.68%, 07/20/38 CGMS 2023-2A 14318GAW2 - 2,500,000 $2,552,596 $2,552,596 0.17 $2,513,634
OHA CREDIT FUNDING 12-R FLTG 2037 D, 6.48%, 07/20/37 OAKC 2022-12RA 676916AN9 - 2,500,000 $2,552,502 $2,552,502 0.17 $2,514,707
Madison Park Funding LIX D1AR 7.02921% 18-APR-2037, 7.03%, 04/18/37 MDPK 2021-59A 55822EAS8 - 2,500,000 $2,537,960 $2,537,960 0.17 $2,497,271
Magnetite XLII D2 7.76015% 25-JAN-2038, 7.76%, 01/25/38 MAGNE 2024-42A 55955XAN6 - 2,500,000 $2,537,118 $2,537,118 0.17 $2,495,623
GoldenTree Loan Management US CLO 28 DJ 7.32921% 20-OCT-2039, 7.33%, 10/20/39 GLM 2026-28A 38140CAN4 - 2,450,000 $2,513,198 $2,513,198 0.17 $2,471,300
OCP CLO 2020-19 D2R2 7.47921% 20-APR-2038, 7.48%, 04/20/38 OCP 2020-19A 670881BG5 - 2,500,000 $2,502,810 $2,502,810 0.17 $2,459,701
HPS Loan Management 2026-29 Ltd|7.796|10/25/2039, 7.80%, 10/25/39 HLM 2026-29A 44334RAL9 - 2,500,000 $2,500,000 $2,500,000 0.16 $2,500,000
Elmwood CLO VII D2RR 8.09952% 17-OCT-2037, 8.10%, 10/17/37 ELMW7 2020-4A 29002QBC2 - 2,500,000 $2,494,636 $2,494,636 0.16 $2,445,702
CBAMR 2020-12 D2R2 7.97921% 20-JAN-2039, 7.98%, 01/20/39 CBAMR 2020-12A 14988FAN3 - 2,500,000 $2,490,901 $2,490,901 0.16 $2,444,356
CIFC Funding 2024-IV D1 6.74286% 16-OCT-2037, 6.74%, 10/16/37 CIFC 2024-4A 17181WAG9 - 2,500,000 $2,476,720 $2,476,720 0.16 $2,435,514
Cedar Funding VIII CLO DRR 6.69952% 17-JAN-2038, 6.70%, 01/17/38 CEDF 2017-8A 15032EBE8 - 2,450,000 $2,466,878 $2,466,878 0.16 $2,427,211
Reese Park CLO D2RR 7.75292% 15-JAN-2038, 7.75%, 01/15/38 RESPK 2020-1A 758465BU1 - 2,500,000 $2,444,415 $2,444,415 0.16 $2,396,498
RRE 18 Loan Management CR 5.081% 15-APR-2038, 5.08%, 04/15/38 RRME 18A BCC3S6D71 - 2,150,000 $2,432,551 $2,432,551 0.16 $2,402,314
Northwoods Capital 20 D1AR 7.21015% 25-OCT-2038, 7.21%, 10/25/38 WOODS 2019-20A 66860TBL9 - 2,500,000 $2,421,900 $2,421,900 0.16 $2,383,346
Benefit Street Partners CLO XXI D2R2 7.55292% 15-JAN-2039, 7.55%, 01/15/39 BSP 2020-21A 08186RBJ7 - 2,200,000 $2,233,202 $2,233,202 0.15 $2,192,123
Kennedy Lewis CLO 3 Ltd AB FLTG 37, 8.13%, 07/20/37 KLLM 2024-16AR 488934AN0 - 2,250,000 $2,232,334 $2,232,334 0.15 $2,215,576
Trimaran CAVU 2023-2 D2R 7.52921% 20-JAN-2039, 7.53%, 01/20/39 CAVU 2023-2A 89623WBC2 - 2,183,000 $2,214,306 $2,214,306 0.15 $2,175,955
RAD CLO 26 D2 7.97921% 20-OCT-2037, 7.98%, 10/20/37 RAD 2024-26A 75009VAL8 - 2,250,000 $2,199,255 $2,199,255 0.15 $2,157,365
AIMCO CLO 14 D1R 6.32921% 20-OCT-2038, 6.33%, 10/20/38 AIMCO 2021-14A 00144GAW1 - 2,100,000 $2,146,961 $2,146,961 0.14 $2,115,948
Sixth Street CLO XIX D2R 7.69952% 17-JUL-2038, 7.70%, 07/17/38 SIXST 2021-19A 83012KAW7 - 2,100,000 $2,106,157 $2,106,157 0.14 $2,067,082
CBAMR 2017-2 D2R2 8.68836% 17-APR-2039, 8.69%, 04/17/39 CBAMR 2017-2A 149931AN7 - 2,000,000 $2,093,238 $2,093,238 0.14 $2,030,488
Trinitas CLO XXXI D1 6.73322% 22-JAN-2038, 6.73%, 01/22/38 TRNTS 2024-31A 895972AJ6 - 2,100,000 $2,076,383 $2,076,383 0.14 $2,044,175
Capital Four US CLO V D1 6.761813% 15-JUL-2037, 6.67%, 07/15/37 C4US 2026-5A 14016FAJ8 - 2,025,478 $2,076,092 $2,076,092 0.14 $2,044,548
Elmwood CLO 47 D2 7.173871% 20-APR-2039, 7.17%, 04/20/39 ELM47 2026-1A 289923AL8 - 2,000,000 $2,069,703 $2,069,703 0.14 $1,990,439
Benefit Street Partners CLO IV D2R5 7.47921% 20-OCT-2038, 7.48%, 10/20/38 BSP 2014-IVA 08180FCS8 - 2,020,000 $2,048,489 $2,048,489 0.14 $2,013,237
BENEFIT STR PARTNERS 2025-41 D1, 6.56%, 07/25/38 BSP 2025-41A 08186GAG8 - 2,000,000 $2,038,771 $2,038,771 0.13 $2,010,708
Warwick Capital CLO 7 D1 6.48373% 21-OCT-2038, 6.48%, 10/21/38 WWICK 2025-7A 93656JAJ9 - 2,000,000 $2,037,603 $2,037,603 0.13 $2,007,705
Elmwood CLO 37 D2 7.49952% 17-JAN-2038, 7.50%, 01/17/38 ELM37 2024-13A 29004UAL2 - 2,000,000 $2,036,289 $2,036,289 0.13 $2,000,041
GoldenTree Loan Management US CLO 23 D 6.32921% 20-JAN-2039, 6.33%, 01/20/39 GLM 2024-23A 38139KAL3 - 2,000,000 $2,035,586 $2,035,586 0.13 $2,006,050
Post CLO VI D2 8.12921% 20-JAN-2038, 8.13%, 01/20/38 POST 2024-2A 73742RAL4 - 2,000,000 $2,034,306 $2,034,306 0.13 $1,996,370
CIFC Funding 2025-II D1 6.25292% 15-APR-2038, 6.25%, 04/15/38 CIFC 2025-2A 17181DAG1 - 2,000,000 $2,031,164 $2,031,164 0.13 $2,000,247
OCP CLO 2025-40 D1 6.29286% 16-APR-2038, 6.29%, 04/16/38 OCP 2025-40A 67570FAG0 - 2,000,000 $2,030,796 $2,030,796 0.13 $2,000,031
Sixth Street CLO XVII D1R 6.44952% 17-APR-2038, 6.45%, 04/17/38 SIXST 2021-17A 83012FAU2 - 2,000,000 $2,020,261 $2,020,261 0.13 $1,989,089
Bain Capital Credit CLO 2025-4 D2 7.39952% 17-JAN-2039, 7.40%, 01/17/39 BCC 2025-4A 05686GAL8 - 2,000,000 $2,016,902 $2,016,902 0.13 $1,981,137
Neuberger Berman Loan Advisers CLO 26 D1R 6.82921% 18-OCT-2038, 6.83%, 10/18/38 NEUB 2017-26A 64131QAU4 - 2,000,000 $2,014,228 $2,014,228 0.13 $1,982,358
Penta CLO 7 DRR 5.6464% 25-OCT-2039, 5.65%, 10/25/39 PENTA 2020-7AR BCC3Y4K22 - 1,785,000 $2,004,828 $2,004,828 0.13 $1,996,992
Flatiron RR CLO 27 LTD|7.93|10/18/2039, 7.93%, 10/18/39 FLAT 2024-3AR 33882JBC5 - 2,000,000 $2,000,000 $2,000,000 0.13 $2,000,000
Madison Park Funding LV D1 6.87921% 18-JUL-2037, 6.88%, 07/18/37 MDPK 2022-55A 55819FAY7 - 2,000,000 $1,992,209 $1,992,209 0.13 $1,960,106
Morgan Stanley Eaton Vance CLO 2021-1 D2R 8.08217% 23-OCT-2037, 8.08%, 10/23/37 MSEV 2021-1A 61773KBA9 - 2,000,000 $1,989,111 $1,989,111 0.13 $1,952,742
CIFC Funding 2014-V ER3 11.24952% 17-JUL-2037, 11.25%, 07/17/37 CIFC 2014-5A 12550BAQ7 - 2,000,000 $1,985,379 $1,985,379 0.13 $1,931,006
720 East CLO VII D2 7.32921% 20-APR-2037, 7.33%, 04/20/37 NWML 2025-7A 81800WAQ4 - 1,950,000 $1,984,130 $1,984,130 0.13 $1,950,782
MidOcean Credit CLO XI D2RR 7.82921% 18-JAN-2036, 7.83%, 01/18/36 MIDO 2022-11A 59801ABL7 - 1,950,000 $1,983,169 $1,983,169 0.13 $1,947,970
720 East CLO 2022-I DR 6.62921% 20-JAN-2038, 6.63%, 01/20/38 NWML 2022-1A 81785AAS7 - 2,000,000 $1,978,404 $1,978,404 0.13 $1,947,467
Neuberger Berman Loan Advisers CLO 57 D1 6.67509% 24-OCT-2038, 6.68%, 10/24/38 NEUB 2024-57A 64136DAJ3 - 2,000,000 $1,978,389 $1,978,389 0.13 $1,948,722
Bain Capital Credit CLO 2023-1 D2R 7.74286% 16-JUL-2038, 7.74%, 07/16/38 BCC 2023-1A 05685NAY6 - 1,950,000 $1,954,779 $1,954,779 0.13 $1,917,872
CIFC Funding 2023-II D1R 6.18373% 21-JAN-2037, 6.18%, 01/21/37 CIFC 2023-2A 125488AS5 - 1,700,000 $1,727,637 $1,727,637 0.11 $1,703,400
Signal Peak CLO 10 D1R 6.67509% 24-JAN-2038, 6.68%, 01/24/38 SPEAK 2021-10A 82671CAS8 - 1,600,000 $1,628,553 $1,628,553 0.11 $1,604,819
Elmwood CLO IX D1R 6.37921% 20-APR-2038, 6.38%, 04/20/38 ELMW9 2021-2A 29003UAQ2 - 1,500,000 $1,530,465 $1,530,465 0.10 $1,508,138
Benefit Street Partners CLO XX D1RR 6.45292% 15-JUL-2037, 6.45%, 10/15/38 BSP 2020-20A 08182FBG3 - 1,500,000 $1,529,842 $1,529,842 0.10 $1,505,913
Sound Point CLO 35 D1R 6.81015% 26-APR-2038, 6.81%, 04/26/38 SNDPT 2022-35A 83607PAW7 - 1,500,000 $1,527,007 $1,527,007 0.10 $1,505,158
Ares LXIII CLO D2R 8.10292% 15-OCT-2038, 8.10%, 10/15/38 ARES 2022-63A 039937BC0 - 1,500,000 $1,495,532 $1,495,532 0.10 $1,465,484
Benefit Street Partners CLO XXVII D2R 8.02921% 20-OCT-2037, 7.98%, 10/20/37 BSP 2022-27A 08179PAY8 - 1,500,000 $1,495,161 $1,495,161 0.10 $1,467,580
KKR CLO 56 D1 6.90292% 15-OCT-2037, 6.90%, 10/15/37 KKR 2024-56A 48256GAJ3 - 1,500,000 $1,484,837 $1,484,837 0.10 $1,459,239
Atlantic Avenue 2023-1 D1R 7.05292% 15-JAN-2039, 7.05%, 01/15/39 MCCP 2023-1A 04822FAS3 - 1,370,000 $1,346,896 $1,346,896 0.09 $1,323,008
Aimco Clo Series 2019-1 AB, 7.42%, 10/20/39 AIMCO 2026-30A 00889GAL4 - 1,250,000 $1,250,000 $1,250,000 0.08 $1,250,000
RR 36 C1R 6.50292% 15-JAN-2040, 6.50%, 01/15/40 RRAM 2024-36RA 74989AAG2 - 1,060,000 $1,081,196 $1,081,196 0.07 $1,064,155
NEW MTN CLO 3 FLTG 2038, 6.68%, 10/20/38 NMC CLO-3A 647550AY8 - 1,000,000 $1,019,631 $1,019,631 0.07 $1,004,046
Magnetite XLVII D1 6.66015% 25-JAN-2038, 6.66%, 01/25/38 MAGNE 2024-47A 559916AJ0 - 1,000,000 $1,018,364 $1,018,364 0.07 $1,004,118
OHA Credit Funding 5 D1R 6.62921% 18-OCT-2037, 6.63%, 10/18/37 OAKC 2020-5A 67113GBC0 - 1,000,000 $1,007,800 $1,007,800 0.07 $974,150
Morgan Stanley Eaton Vance CLO 2023-19 D1R 6.75292% 15-JUL-2038, 6.75%, 07/15/38 MSEV 2023-19A 617934AU8 - 1,000,000 $1,007,495 $1,007,495 0.07 $990,800
Regatta XXI Funding D1R 6.85292% 15-OCT-2037, 6.85%, 10/15/37 REG21 2021-3A 75889JAS5 - 1,000,000 $1,007,276 $1,007,276 0.07 $990,334
Magnetite LVI Ltd AB FLTG 39, 7.45%, 10/15/39 MAGNE 2026-56A 559926AL4 - 1,000,000 $1,000,000 $1,000,000 0.07 $1,000,000
1988 CLO 1 D1R 6.85292% 15-OCT-2039, 6.85%, 10/15/39 MUZ88 2022-1A 653937AS1 - 1,000,000 $989,270 $989,270 0.07 $972,328
Flatiron RR CLO 27 D1 6.62921% 18-OCT-2037, 6.58%, 10/18/37 FLAT 2024-3A 33882JAJ1 - 1,000,000 $988,012 $988,012 0.07 $972,852
Fair Oaks Loan Funding VII D 5.391% 15-JUL-2039, 5.39%, 07/15/39 FOAKS 7A BCC3V8LS8 - 805,000 $916,941 $916,941 0.06 $902,904
EURO EUR - -16,890,000 $-18,909,962 $-18,909,962 -1.25 $-18,909,962
US DOLLARS USD MD_142224 - -58,245,558 $-58,245,558 $-58,245,558 -3.84 $-58,245,558
Janus Henderson AAA CLO ETF 03/30/27 - 47103U845 $50.47 1,303,388 $65,860,196 $78,203 0.01 $78,203
Janus Henderson AAA CLO ETF 04/05/27 - 47103U845 $50.50 1,042,710 $52,688,136 $31,281 0.00 $31,281
FX Forward|EUR|11/04/2026 +EUR8 - -53,662,299 $-60,141,499 $-60,141,499 -3.97 $-60,141,499
FX Forward|USD|11/04/2026 +EUR8 - 62,152,029 $62,152,029 $62,152,029 4.10 $62,152,029
FX Forward|EUR|11/04/2026 +EUR1 - 228,980 $256,628 $256,628 0.02 $256,628
FX Forward|USD|11/04/2026 +EUR1 - -265,367 $-265,367 $-265,367 -0.02 $-265,367
FX Forward|EUR|11/04/2026 +EURU - 193,810 $217,211 $217,211 0.01 $217,211
FX Forward|USD|11/04/2026 +EURU - -226,704 $-226,704 $-226,704 -0.01 $-226,704
FX Forward|EUR|11/04/2026 +EURU - -4,117,569 $-4,614,725 $-4,614,725 -0.30 $-4,614,725
FX Forward|USD|11/04/2026 +EURU - 4,796,605 $4,796,605 $4,796,605 0.32 $4,796,605
FX Forward|EUR|11/04/2026 +EUR0 - -5,884,500 $-6,594,996 $-6,594,996 -0.43 $-6,594,996
FX Forward|USD|11/04/2026 +EUR0 - 6,852,029 $6,852,029 $6,852,029 0.45 $6,852,029
FX Forward|EUR|11/04/2026 +EUR2 - -1,785,000 $-2,000,521 $-2,000,521 -0.13 $-2,000,521
FX Forward|USD|11/04/2026 +EUR2 - 2,079,627 $2,079,627 $2,079,627 0.14 $2,079,627
FX Forward|EUR|11/04/2026 +EUR0 - -24,137,302 $-27,051,646 $-27,051,646 -1.78 $-27,051,646
FX Forward|USD|11/04/2026 +EUR0 - 27,902,649 $27,902,649 $27,902,649 1.84 $27,902,649
FX Forward|EUR|11/04/2026 +EUR0 - -3,380,000 $-3,788,102 $-3,788,102 -0.25 $-3,788,102
FX Forward|USD|11/04/2026 +EUR0 - 3,889,150 $3,889,150 $3,889,150 0.26 $3,889,150
FX Forward|EUR|11/04/2026 +EUR5 - -15,736,899 $-17,636,977 $-17,636,977 -1.16 $-17,636,977
FX Forward|USD|11/04/2026 +EUR5 - 18,107,443 $18,107,443 $18,107,443 1.19 $18,107,443
FX Forward|EUR|11/04/2026 +EUR2 - -4,030,000 $-4,516,583 $-4,516,583 -0.30 $-4,516,583
FX Forward|USD|11/04/2026 +EUR2 - 4,619,009 $4,619,009 $4,619,009 0.30 $4,619,009
FX Forward|EUR|11/04/2026 +EUR2 - -3,160,000 $-3,541,539 $-3,541,539 -0.23 $-3,541,539
FX Forward|USD|11/04/2026 +EUR2 - 3,608,755 $3,608,755 $3,608,755 0.24 $3,608,755
FX Forward|EUR|11/04/2026 - - -15,720,000 $-17,618,037 $-17,618,037 -1.16 $-17,618,037
FX Forward|USD|11/04/2026 - - 17,634,303 $17,634,303 $17,634,303 1.16 $17,634,303
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.

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