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For Financial Professionals in the US

AAA CLO ETF Holdings

Full Portfolio Holdings

(As of 02/20/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
OCP CLO 2021-23 AR 5.46288% 17-JAN-2037, 5.44%, 01/17/37 OSD 2021-23A 671026AJ1 - - 266,700,000 $268,691,071 $268,691,071 1.24 $266,957,579
Magnetite XXXIX AR 5.47007% 25-JAN-2037, 5.47%, 01/25/37 MAGNE 2023-39A 559924AJ4 - - 260,000,000 $261,839,880 $261,839,880 1.21 $260,852,228
Octagon Investment Partners 51 Ltd|5.3087|07/20/2034, 5.31%, 07/20/34 OCT51 2021-1A 675943AA2 - - 261,500,000 $261,577,124 $261,577,124 1.21 $261,500,000
Ares LIII CLO A1R 5.57664% 24-OCT-2036, 5.58%, 10/24/36 ARES 2019-53A 04009GAQ0 - - 253,955,000 $257,109,042 $257,109,042 1.19 $256,007,540
Balboa Bay Loan Funding 2021-1 Ltd|5.3|07/20/2034, 5.30%, 07/20/34 BOBA 2021-1A 05765XAL5 - - 239,000,000 $238,957,458 $238,957,458 1.10 $238,957,458
RAD CLO 21 Ltd|5.38689|01/25/2037, 5.39%, 01/25/37 RAD 2023-21A 750099AJ2 - - 234,400,000 $234,704,122 $234,704,122 1.08 $234,458,600
Madison Park Funding XIV AR3 5.49009% 22-OCT-2030, 5.49%, 10/22/30 MDPK 2014-14A 55818RBG0 - - 209,890,593 $210,973,623 $210,973,623 0.97 $210,013,358
Carlyle U.S. CLO 2021-10 A1R 5.60317% 20-JAN-2038, 5.60%, 01/20/38 CGMS 2021-10A 14316YAL9 - - 192,900,000 $195,517,817 $195,517,817 0.90 $194,587,084
AGL Core CLO 2 A1R 5.75317% 20-JUL-2037, 5.75%, 07/20/37 AGL 2019-2A 001200AJ3 - - 190,000,000 $191,877,204 $191,877,204 0.88 $190,935,921
OCP CLO 2017-14 A1R 5.66317% 20-JUL-2037, 5.66%, 07/20/37 OCP 2017-14A 67097QAN5 - - 187,000,000 $188,213,559 $188,213,559 0.87 $187,301,631
RR 20 Ltd|5.31|07/15/2037, 5.31%, 07/15/37 RRAM 2022-20A 74989UAJ2 - - 171,721,000 $171,721,000 $171,721,000 0.79 $171,721,000
Madison Park Funding XXX A1R 5.66758% 16-JUL-2037, 5.67%, 07/16/37 MDPK 2018-30A 55821TAL1 - - 169,970,000 $171,161,214 $171,161,214 0.80 $170,197,896
Canyon CLO 2019-2 AR2 5.31884% 15-OCT-2034, 5.32%, 10/15/34 CANYC 2019-2A 13887WAS9 - - 168,000,000 $168,248,213 $168,248,213 0.78 $168,000,000
KKR CLO 54 A 5.67857% 15-JAN-2038, 5.64%, 01/15/38 KKR 2024-54A 48256VAA9 - - 163,750,000 $165,616,114 $165,616,114 0.77 $163,922,674
Golub Capital Partners CLO 53B Ltd|5.303|07/20/2034, 5.30%, 07/20/34 GCBSL 2021-53A 38177YAL6 - - 154,500,000 $154,500,000 $154,500,000 0.72 $154,500,000
OCP CLO Aegis 2024-39 A1 5.52758% 16-JAN-2037, 5.72%, 01/16/37 OCPA 2024-39A 67120EAA1 - - 150,000,000 $152,163,142 $152,163,142 0.71 $150,329,040
Goldentree Loan Management US Clo 6 Ltd|5.3|04/20/2035, 5.30%, 04/20/35 GLM 2019-6A 38137WAY1 - - 150,000,000 $150,000,000 $150,000,000 0.70 $150,000,000
AGL CLO 17 AR 5.25347% 21-JAN-2035, 0.00%, 01/21/35 AGL 2022-17A 00120DAJ5 - - 149,858,000 $149,855,527 $149,855,527 0.70 $149,855,527
Oaktree CLO 2021-2 Ltd|5.27406|01/15/2035, 5.27%, 01/15/35 OAKCL 2021-2A 67389BAQ8 - - 150,000,000 $149,842,654 $149,842,654 0.70 $149,535,000
Bain Capital Credit CLO 2019-2 AR2 5.43288% 17-OCT-2032, 5.43%, 10/17/32 BCC 2019-2A 05682LAS6 - - 148,728,972 $149,812,368 $149,812,368 0.70 $149,026,787
Benefit Street Partners CLO XXV Ltd|5.31629|01/15/2035, 5.32%, 01/15/35 BSP 2021-25A 08186YAL8 - - 146,000,000 $146,150,924 $146,150,924 0.68 $146,000,000
Dryden 77 CLO AR 6.74871% 20-MAY-2034, 5.70%, 05/20/34 DRSLF 2020-77A 26252VAS0 - - 145,774,633 $146,066,537 $146,066,537 0.68 $146,043,441
KKR CLO 27 A1R2 5.46857% 15-JAN-2035, 5.52%, 01/15/35 KKR 27A 48253YBL1 - - 144,000,000 $145,459,294 $145,459,294 0.68 $144,045,173
AGL CLO 16 Ltd|5.265|01/20/2035, 5.26%, 01/20/35 AGL 2021-16A 00120LAE8 - - 143,394,000 $143,368,476 $143,368,476 0.67 $143,368,476
Galaxy XXII CLO ARRR 5.54758% 16-APR-2034, 5.55%, 04/16/34 GALXY 2016-22A 36320TBD4 - - 141,800,000 $142,862,065 $142,862,065 0.67 $142,075,418
Sycamore Tree CLO 2023-3 A1R 5.94317% 20-APR-2037, 5.94%, 04/20/37 STCP 2023-3A 87122FAN6 - - 140,000,000 $141,274,536 $141,274,536 0.66 $140,558,054
KKR CLO 35 Ltd|5.51665|01/20/2038, 5.52%, 01/20/38 KKR 35A 48254LAN5 - - 140,345,000 $140,846,408 $140,846,408 0.66 $140,695,862
Bain Capital Credit CLO 2022-2 A1 5.61009% 22-APR-2035, 5.95%, 04/22/35 BCC 2022-2A 05682GAA6 - - 136,890,000 $137,714,098 $137,714,098 0.64 $137,080,428
Dryden 76 CLO A1R2 5.67198% 15-OCT-2037, 5.67%, 10/15/37 DRSLF 2019-76A 26252WBE8 - - 136,000,000 $137,471,266 $137,471,266 0.64 $136,678,450
BlueMountain CLO XXV A1RR 5.65198% 15-JAN-2038, 5.76%, 01/15/38 BLUEM 2019-25A 09627FBA7 - - 134,880,000 $136,828,717 $136,828,717 0.64 $135,468,751
CBAMR 2017-1 AR2 5.74406% 20-JAN-2038, 5.77%, 01/20/38 CBAMR 2017-1A 14987LAC5 - - 133,000,000 $135,089,336 $135,089,336 0.63 $133,682,383
1988 CLO 1 AR 5.66198% 15-OCT-2039, 5.93%, 10/15/39 MUZ88 2022-1A 653937AL6 - - 133,000,000 $134,041,850 $134,041,850 0.62 $133,231,380
Apidos CLO XXV A1R3 5.43317% 20-JAN-2037, 5.47%, 01/20/37 APID 2016-25A 03762YBD8 - - 130,310,000 $131,728,502 $131,728,502 0.61 $130,619,538
Nassau 2021-I A1R 5.40265% 26-AUG-2034, 5.40%, 08/26/34 NCC 2021-IA 631704AH6 - - 127,815,000 $128,540,877 $128,540,877 0.60 $128,118,880
Ocean Trails CLO XIV AR 5.63317% 20-JAN-2038, 5.63%, 01/20/38 OCTR 2023-14A 67515JAN5 - - 125,000,000 $126,300,836 $126,300,836 0.59 $125,694,488
Symphony CLO XXV A 5.53478% 19-APR-2034, 5.53%, 04/19/34 SYMP 2021-25A 87167WAC9 - - 124,724,000 $125,497,808 $125,497,808 0.58 $124,903,366
Bain Capital Credit CLO 2021-1 Ltd|5.244|04/18/2034, 5.24%, 04/18/34 BCC 2021-1A 05684LAN5 - - 125,000,000 $125,000,000 $125,000,000 0.58 $125,000,000
Ares Loan Funding VIII A1 5.54664% 24-JAN-2038, 5.54%, 01/24/38 ARES 2024-ALF8 04021MAA6 - - 119,000,000 $120,329,856 $120,329,856 0.56 $119,945,086
Generate CLO 9 AR 5.64317% 20-JAN-2038, 5.64%, 01/20/38 GNRT 9A 37147LAN9 - - 118,250,000 $119,534,124 $119,534,124 0.56 $118,959,500
Canyon CLO 2020-2 AR2 5.32587% 15-OCT-2034, 5.33%, 10/15/34 CANYC 2020-2A 13876NAW3 - - 118,000,000 $118,663,179 $118,663,179 0.55 $118,296,581
BlueMountain CLO XXXII Ltd|5.39197|10/15/2034, 5.39%, 10/15/34 BLUEM 2021-32A 09631EAJ6 - - 115,700,000 $116,312,508 $116,312,508 0.54 $115,809,961
CIFC Funding 2022-II A1R 5.28599% 19-APR-2035, 5.29%, 04/19/35 CIFC 2022-2A 12567MAN1 - - 115,000,000 $115,541,822 $115,541,822 0.54 $115,389,850
Magnetite XlVII Ltd|5.80235|01/25/2038, 5.80%, 01/25/38 MAGNE 2024-47A 559916AA9 - - 111,000,000 $113,037,646 $113,037,646 0.53 $111,499,056
CIFC Funding 2014-IV-R A1AR 6.74814% 17-JAN-2035, 5.73%, 01/17/35 CIFC 2014-4RA 12552FAQ6 - - 110,755,000 $111,719,521 $111,719,521 0.52 $111,102,040
Cifc Funding 2014-IV-R Ltd|5.319|01/17/2035, 5.32%, 01/17/35 CIFC 2014-4RA 12552FBC6 - - 110,755,000 $110,755,000 $110,755,000 0.52 $110,755,000
Cedar Funding XIV CLO AR 5.68198% 15-OCT-2037, 5.68%, 10/15/37 CEDF 2021-14A 15034AAL9 - - 109,415,000 $110,722,511 $110,722,511 0.52 $110,083,548
Elmwood CLO 24 AR 5.62288% 17-JAN-2038, 5.77%, 01/17/38 ELM24 2023-3A 290020AL0 - - 108,850,000 $110,640,580 $110,640,580 0.52 $109,384,878
Ares LXVII CLO A1R 5.49286% 25-JAN-2038, 5.49%, 01/25/38 ARES 2022-67A 039939AN3 - - 108,500,000 $109,109,628 $109,109,628 0.51 $108,861,305
CIFC Funding 2021-IV AR 5.65034% 23-JUL-2037, 5.65%, 07/23/37 CIFC 2021-4A 12547DAL0 - - 105,000,000 $105,928,238 $105,928,238 0.49 $105,450,314
OCP CLO 2020-18 A1R2 5.66317% 20-JUL-2037, 5.66%, 07/20/37 OCP 2020-18A 671078AW3 - - 102,500,000 $103,167,718 $103,167,718 0.48 $102,667,864
RAD CLO 26 A 5.66317% 20-OCT-2037, 5.96%, 10/20/37 RAD 2024-26A 75009VAA2 - - 100,000,000 $102,688,539 $102,688,539 0.48 $100,105,010
Silver Point CLO 4 A1 5.93198% 15-APR-2037, 5.93%, 04/15/37 SPCLO 2024-4A 82809EAA8 - - 100,000,000 $101,007,796 $101,007,796 0.47 $100,398,120
RAD CLO 23 A1 5.89317% 20-APR-2037, 5.89%, 04/20/37 RAD 2024-23A 75009CAA4 - - 100,000,000 $100,909,297 $100,909,297 0.47 $100,401,830
Benefit Street Partners CLO XII-B A 5.67198% 15-OCT-2037, 5.67%, 10/15/37 BSP 2017-12BA 081917AA4 - - 100,000,000 $100,764,824 $100,764,824 0.47 $100,181,870
OCP CLO 2018-15 Ltd|5.54326|01/20/2038, 5.54%, 01/20/38 OCP 2018-15A 67112KAG4 - - 99,500,000 $100,672,335 $100,672,335 0.47 $100,197,386
Barings Loan Partners CLO 3 AR2 5.25347% 20-JUL-2033, 5.25%, 07/20/33 BABSN LP-3A 06762QAQ0 - - 100,400,000 $100,600,400 $100,600,400 0.47 $100,395,281
720 East CLO VII Ltd|5.38|04/20/2037, 5.38%, 04/20/37 NWML 2025-7A 81800WAA9 - - 100,000,000 $100,000,000 $100,000,000 0.47 $100,000,000
AMMC CLO 27 Ltd|5.38|01/20/2037, 5.38%, 01/20/37 AMMC 2022-27A 00173UAS3 - - 100,000,000 $99,982,400 $99,982,400 0.47 $99,982,400
Katayma CLO II A1 5.94317% 20-APR-2037, 5.94%, 04/20/37 KTAMA 2024-2A 485862AA4 - - 98,500,000 $99,421,520 $99,421,520 0.46 $98,917,423
Neuberger Berman CLO XXI A1R3 5.61317% 20-JAN-2039, 5.61%, 01/20/39 NEUB 2016-21A 64130DBS8 - - 98,000,000 $98,914,170 $98,914,170 0.46 $98,440,481
Octagon Investment Partners 42 A1RR 5.66198% 15-JUL-2037, 5.66%, 07/15/37 OCT42 2019-3A 67576PAY3 - - 97,000,000 $97,928,975 $97,928,975 0.46 $97,364,507
Madison Park Funding XXI A1ARR 6.6556% 15-OCT-2032, 5.64%, 10/15/32 MDPK 2016-21A 55820JBC3 - - 96,287,448 $97,369,686 $97,369,686 0.45 $96,811,184
Oaktree CLO 2020-1 Ltd|5.50629|01/15/2038, 5.51%, 01/15/38 OAKCL 2020-1A 67402FAU3 - - 96,600,000 $96,686,618 $96,686,618 0.45 $96,583,192
Neuberger Berman Loan Advisers CLO 43 A 6.69361% 17-JUL-2035, 5.69%, 07/17/35 NEUB 2021-43A 64134AAA0 - - 92,120,183 $92,879,429 $92,879,429 0.43 $92,369,423
Dryden 108 CLO A1R 5.65317% 18-JUL-2037, 5.65%, 07/18/37 DRSLF 2022-108A 26253MAN0 - - 90,000,000 $90,769,231 $90,769,231 0.42 $90,331,110
AGL CLO 21 A1R 5.65317% 21-OCT-2037, 5.65%, 10/21/37 AGL 2022-21A 00119FAL8 - - 89,750,000 $90,621,078 $90,621,078 0.42 $90,184,175
KKR CLO 46 AR 5.69317% 20-OCT-2037, 5.69%, 10/20/37 KKR 2023-46A 48255VAQ5 - - 89,750,000 $90,396,016 $90,396,016 0.42 $89,956,021
Trysail CLO 2021-1 A1 5.59317% 20-JUL-2032, 5.59%, 07/20/32 TRYSL 2021-1A 89855AAC0 - - 89,531,029 $89,985,673 $89,985,673 0.42 $89,539,983
Anchorage Capital Clo 16 Ltd|5.56599|01/19/2038, 5.57%, 01/19/38 ANCHC 2020-16A 03330WAU8 - - 89,500,000 $89,803,539 $89,803,539 0.42 $89,679,000
Fort Greene Park CLO LLC|5.26671|04/22/2034, 5.27%, 04/22/34 CLVR 2021-1A 18914KAA0 - - 89,590,000 $89,666,069 $89,666,069 0.42 $89,574,322
Octagon Investment Partners 32 A1R3 5.68198% 31-OCT-2037, 5.99%, 10/31/37 OCT32 2017-1A 67573CAS8 - - 87,000,000 $89,056,077 $89,056,077 0.41 $87,420,114
1988 CLO 2 A 6.62198% 15-APR-2038, 6.62%, 04/15/38 MUZ88 2023-2A 653947AA9 - - 85,835,000 $86,501,605 $86,501,605 0.40 $85,917,419
Voya CLO 2021-1 AR 5.30376% 15-JUL-2034, 5.30%, 07/15/34 VOYA 2021-1A 92918QAN0 - - 85,765,000 $85,997,312 $85,997,312 0.40 $85,807,780
Voya CLO 2020-2 A1RR 5.60317% 20-JAN-2038, 5.59%, 01/20/38 VOYA 2020-2A 92918HAT7 - - 85,000,000 $85,955,518 $85,955,518 0.40 $85,387,940
Post CLO 2024-1 A1 5.89317% 20-APR-2037, 5.89%, 04/20/37 POST 2024-1A 73743EAA6 - - 85,000,000 $85,774,552 $85,774,552 0.40 $85,343,204
Madison Park Funding LII A 6.67942% 22-JAN-2035, 5.65%, 01/22/35 MDPK 2021-52A 55822BAC9 - - 85,085,000 $85,601,462 $85,601,462 0.40 $85,200,733
Nyack Park CLO A 6.69942% 20-OCT-2034, 5.67%, 10/20/34 NYKPK 2021-1A 67080PAC0 - - 83,751,613 $84,317,574 $84,317,574 0.39 $83,908,312
AGL CLO 14 A 6.72942% 02-DEC-2034, 5.70%, 12/02/34 AGL 2021-14A 00851WAA7 - - 83,390,000 $84,011,418 $84,011,418 0.39 $83,601,769
Carlyle U.S. CLO 2021-7 A1 6.7356% 15-OCT-2035, 5.72%, 10/15/35 CGMS 2021-7A 14316WAA7 - - 83,200,000 $83,943,340 $83,943,340 0.39 $83,453,910
Madison Park Funding XXXII A1R2 5.65009% 22-JUL-2037, 5.65%, 07/22/37 MDPK 2018-32A 55817AAY0 - - 83,250,000 $83,757,493 $83,757,493 0.39 $83,365,518
Zais CLO 16 A1R2 5.44599% 20-OCT-2034, 5.45%, 10/20/34 ZAIS 2020-16A 98875JBJ2 - - 83,000,000 $83,111,286 $83,111,286 0.39 $82,998,282
CIFC Funding 2020-III A1R 6.70942% 20-OCT-2034, 5.68%, 10/20/34 CIFC 2020-3A 12560EAL0 - - 82,280,000 $82,867,564 $82,867,564 0.39 $82,464,784
BlueMountain CLO XXXV A1R 5.71009% 22-OCT-2037, 5.71%, 10/22/37 BLUEM 2022-35A 09631RAL2 - - 81,000,000 $81,855,417 $81,855,417 0.38 $81,469,986
Palmer Square CLO 2015-1 A1AR5 5.3382% 21-MAY-2034, 5.34%, 05/21/34 PLMRS 2015-1A 69689ABU3 - - 80,927,000 $81,554,910 $81,554,910 0.38 $81,026,904
KKR CLO 43 Ltd. 7.09473% 15-JAN-2036, 6.05%, 01/15/36 KKR 2022-43A 48255UAJ3 - - 80,000,000 $81,214,967 $81,214,967 0.38 $80,717,360
Wind River 2024-1 CLO A 5.89317% 20-APR-2037, 5.89%, 04/20/37 WINDR 2024-1A 97317AAA9 - - 80,000,000 $80,766,158 $80,766,158 0.38 $80,360,184
Cedar Funding VI CLO ARR 5.60478% 20-APR-2034, 5.60%, 04/20/34 CEDF 2016-6A 15032DAR2 - - 80,219,000 $80,643,498 $80,643,498 0.38 $80,256,334
Symphony Loan Funding CLO 1 A1 5.76731% 22-JAN-2038, 5.80%, 01/22/38 SYMPL 2024-1A 87191BAA9 - - 78,800,000 $80,145,328 $80,145,328 0.37 $79,333,358
Guggenheim CLO 2022-2 Ltd|5.48|01/15/2035, 5.48%, 01/15/35 GUGG 2022-2A 40172PAL6 - - 80,000,000 $80,000,000 $80,000,000 0.37 $80,000,000
OCP CLO 2015-9 Ltd|5.41802|01/15/2037, 5.42%, 01/15/37 OCP 2015-9A 67091YBE3 - - 80,000,000 $79,844,280 $79,844,280 0.37 $79,760,000
CIFC Funding 2014-V A1R3 5.68288% 17-JUL-2037, 5.68%, 07/17/37 CIFC 2014-5A 12550ABD7 - - 77,872,000 $78,622,516 $78,622,516 0.37 $78,192,272
Beechwood Park CLO A1R 5.60288% 17-JAN-2035, 5.60%, 01/17/35 BCHPK 2019-1A 07355TAU6 - - 77,150,000 $77,828,584 $77,828,584 0.36 $77,408,329
Trinitas CLO VI ARRR 5.63007% 25-JAN-2034, 5.63%, 01/25/34 TRNTS 2017-6A 89640YBN3 - - 77,410,000 $77,744,053 $77,744,053 0.36 $77,441,398
OCP CLO 2024-32 A1 5.81034% 23-APR-2037, 5.81%, 04/23/37 OCP 2024-32A 67570CAA0 - - 77,000,000 $77,612,778 $77,612,778 0.36 $77,252,375
New Mountain CLO 2 A1R 5.71929% 15-JAN-2038, 5.72%, 01/15/38 NMC CLO-2A 64754LAL1 - - 76,370,000 $77,562,872 $77,562,872 0.36 $76,713,573
CIFC Funding 2021-V A1R 5.56198% 15-JAN-2038, 5.57%, 01/15/38 CIFC 2021-5A 12565EAJ0 - - 76,635,000 $77,455,512 $77,455,512 0.36 $76,933,861
Neuberger Berman Loan Advisers CLO 24 AR2 5.65317% 19-OCT-2038, 5.65%, 10/19/38 NEUB 2017-24A 64130HAU5 - - 76,475,000 $77,227,036 $77,227,036 0.36 $76,854,958
Apidos CLO L A1 5.861% 20-JAN-2038, 5.71%, 01/20/38 APID 2024-50A 03771MAA0 - - 75,527,000 $76,845,205 $76,845,205 0.36 $75,911,334
CIFC Funding 2021-VII A1N 6.70741% 23-JAN-2035, 5.68%, 01/23/35 CIFC 2021-7A 12567HAC6 - - 75,776,000 $76,332,516 $76,332,516 0.36 $75,985,680
Barings Loan Partners CLO 5 A 5.51317% 20-JAN-2035, 5.51%, 01/20/35 BABSN LP-5A 06764CAA4 - - 74,219,313 $75,639,999 $75,639,999 0.35 $74,355,617
RAD CLO 25 A1 5.75317% 20-JUL-2037, 5.75%, 07/20/37 RAD 2024-25A 75009GAA5 - - 75,000,000 $75,586,554 $75,586,554 0.35 $75,214,995
CBAM 2021-14 A 6.67942% 20-APR-2034, 5.65%, 04/20/34 CBAM 2021-14A 12511GAA9 - - 75,000,000 $75,372,157 $75,372,157 0.35 $75,006,952
Riserva CLO ARR 6.61952% 18-JAN-2034, 5.61%, 01/18/34 RSRVA 2016-3A 76761RAY5 - - 74,500,000 $74,893,669 $74,893,669 0.35 $74,533,465
Dryden 95 CLO A 6.74871% 20-AUG-2034, 5.70%, 08/20/34 DRSLF 2021-95A 262487AA9 - - 73,000,000 $73,153,616 $73,153,616 0.34 $73,142,051
Generate Clo 13 Ltd|6.09009|01/20/2037, 6.09%, 01/20/37 GNRT 2023-13A 370918AA2 - - 71,500,000 $72,184,437 $72,184,437 0.34 $71,809,473
Carlyle U.S. CLO 2017-2 AR2 5.78317% 20-JUL-2037, 5.78%, 07/20/37 CGMS 2017-2A 14315JBA6 - - 71,080,000 $71,784,385 $71,784,385 0.33 $71,430,410
Wind River 2022-1 CLO AR 5.64317% 20-JUL-2035, 5.64%, 07/20/35 WINDR 2022-1A 97316YAU4 - - 70,000,000 $70,502,320 $70,502,320 0.33 $70,162,162
Elmwood CLO III A1RR 5.67317% 18-JUL-2037, 5.67%, 07/18/37 ELMW3 2019-3A 29002HAW9 - - 68,800,000 $69,408,352 $69,408,352 0.32 $69,072,248
RR 1 A1AB 6.7256% 15-JUL-2035, 5.71%, 07/15/35 RRAM 2017-1A 78108YAL6 - - 68,865,000 $69,269,396 $69,269,396 0.32 $68,865,000
CIFC Funding 2020-I A1R 6.7256% 15-JUL-2036, 5.71%, 07/15/36 CIFC 2020-1A 12555QAN6 - - 68,560,000 $69,129,357 $69,129,357 0.32 $68,726,752
Invesco CLO 2021-2 A 5.68359% 15-JUL-2034, 5.68%, 07/15/34 INVCO 2021-2A 46149MAA4 - - 68,500,000 $69,017,248 $69,017,248 0.32 $68,617,108
Regatta XI Funding AR 5.70288% 17-JUL-2037, 5.70%, 07/17/37 REG11 2018-1A 75887XAN7 - - 68,209,866 $68,885,837 $68,885,837 0.32 $68,507,650
HPS Loan Management 16-2021 A1 6.71741% 23-JAN-2035, 5.69%, 01/23/35 HLM 2021-16A 40440XAA9 - - 67,802,000 $68,292,560 $68,292,560 0.32 $67,981,675
Symphony CLO 40 AR 5.59701% 05-JAN-2038, 5.73%, 01/05/38 SYMP 2023-40A 871989AP4 - - 66,720,000 $67,719,228 $67,719,228 0.32 $67,039,555
Regatta XX Funding Ltd|5.48884|01/15/2038, 5.49%, 01/15/38 REG20 2021-2A 75884YAK4 - - 66,500,000 $66,867,391 $66,867,391 0.31 $66,766,000
CIFC Funding 2024-III A1 5.77317% 21-JUL-2037, 5.77%, 07/21/37 CIFC 2024-3A 12575WAA7 - - 66,000,000 $66,655,376 $66,655,376 0.31 $66,327,268
Sandstone Peak III A1N 5.93007% 25-APR-2037, 5.93%, 04/25/37 SAND 2024-1A 799928AA4 - - 66,000,000 $66,543,464 $66,543,464 0.31 $66,271,669
CIFC Funding 2020-IV A1R 5.60198% 15-JAN-2040, 5.73%, 01/15/40 CIFC 2020-4A 12562RAJ4 - - 65,000,000 $65,962,384 $65,962,384 0.31 $65,290,472
Ballyrock CLO 14 A1AR 5.67317% 20-JUL-2037, 5.67%, 07/20/37 BALLY 2020-14A 05874XAL3 - - 65,400,000 $65,832,021 $65,832,021 0.31 $65,512,527
Balboa Bay Loan Funding 2020-1 A1RR 5.58317% 20-OCT-2035, 5.58%, 10/20/35 BOBA 2020-1A 05766BAU2 - - 65,460,000 $65,786,981 $65,786,981 0.31 $65,472,267
Neuberger Berman Loan Advisers CLO 26 AR2 5.65317% 18-OCT-2038, 5.65%, 10/18/38 NEUB 2017-26A 64131QAN0 - - 64,662,000 $65,297,182 $65,297,182 0.30 $64,982,407
OCP CLO 2022-25 A1R 5.71317% 20-JUL-2037, 5.71%, 07/20/37 OCP 2022-25A 67115CAL8 - - 64,650,000 $65,112,821 $65,112,821 0.30 $64,794,764
Octagon Investment Partners 29 A1R2 5.71317% 18-JUL-2037, 5.71%, 07/18/37 OCT29 2016-1A 67591JAU6 - - 63,900,000 $64,520,244 $64,520,244 0.30 $64,205,877
Sound Point CLO IX ARRR 5.76478% 20-JUL-2032, 5.76%, 07/20/32 SNDPT 2015-2A 83609GBN4 - - 63,624,493 $64,013,812 $64,013,812 0.30 $63,697,973
Harmony-Peace Park CLO A 5.64317% 20-OCT-2037, 5.79%, 10/20/37 HPPK 2024-1A 413279AC4 - - 61,500,000 $63,226,645 $63,226,645 0.29 $61,773,773
Eaton Vance CLO 2019-1 AR2 5.81198% 15-JUL-2037, 5.81%, 07/15/37 EATON 2019-1A 27830XAW6 - - 62,500,000 $63,217,089 $63,217,089 0.29 $62,843,750
Octagon Investment Partners 44 AR 6.7556% 15-OCT-2034, 5.74%, 10/15/34 OCT44 2019-1A 67577LAJ4 - - 62,600,000 $63,170,213 $63,170,213 0.29 $62,800,677
Carlyle U.S. CLO 2019-2 AR2 5.66198% 15-OCT-2037, 5.66%, 10/15/37 CGMS 2019-2A 14316EAY5 - - 61,860,000 $62,486,120 $62,486,120 0.29 $62,126,140
Ares Loan Funding III A1R 5.57007% 25-JUL-2036, 5.57%, 07/25/36 ARES 2022-ALF3A 04009BAN8 - - 61,875,000 $62,304,747 $62,304,747 0.29 $62,065,408
Apidos CLO XXXV A 5.60478% 20-APR-2034, 5.60%, 04/20/34 APID 2021-35A 03768UAA7 - - 61,279,335 $61,596,887 $61,596,887 0.29 $61,301,132
Voya CLO 2020-1 AR 5.71919% 16-JUL-2034, 5.72%, 07/16/34 VOYA 2020-1A 92918EAL1 - - 60,576,000 $61,068,410 $61,068,410 0.28 $60,721,964
Benefit Street Partners CLO V-B A1R 5.82317% 20-JUL-2037, 5.82%, 07/20/37 BSP 2018-5BA 08181JAH5 - - 60,240,000 $60,777,244 $60,777,244 0.28 $60,475,177
CIFC Funding 2014-II-R AR 5.65664% 24-OCT-2037, 5.66%, 10/24/37 CIFC 2014-2RA 12548RAH7 - - 60,000,000 $60,521,911 $60,521,911 0.28 $60,257,934
Regatta XXVIII Funding A1 5.85007% 25-APR-2037, 5.85%, 04/25/37 REG28 2024-1A 75901PAA4 - - 60,000,000 $60,489,405 $60,489,405 0.28 $60,245,652
Bain Capital Credit CLO 2020-4 A1R 6.04317% 20-OCT-2036, 6.04%, 10/20/36 BCC 2020-4A 05684KAS6 - - 58,420,000 $59,153,325 $59,153,325 0.28 $58,849,317
RR 5 A1R 5.80198% 15-APR-2039, 5.80%, 07/15/39 RRAM 2018-5A 74979VAM5 - - 57,325,000 $57,946,606 $57,946,606 0.27 $57,604,769
Bethpage Park CLO A 6.7056% 15-OCT-2035, 5.69%, 01/15/35 BETHP 2021-1A 087598AA6 - - 56,802,000 $57,249,205 $57,249,205 0.27 $56,916,814
Madison Park Funding XXXIII AR 5.59198% 15-OCT-2032, 5.59%, 10/15/32 MDPK 2019-33A 55819JAN3 - - 56,595,000 $56,920,269 $56,920,269 0.27 $56,595,000
Cedar Funding IV CLO ANR3 5.61907% 23-JAN-2038, 5.62%, 01/23/38 CEDF 2014-4A 150323BL6 - - 56,125,000 $56,750,668 $56,750,668 0.26 $56,373,976
Invesco U.S. CLO 2024-4 A1 5.65298% 15-JAN-2038, 5.65%, 01/15/38 INVCO 2024-4A 46151BAA3 - - 55,175,000 $55,909,444 $55,909,444 0.26 $55,450,687
BlueMountain CLO XXIV AR 6.67942% 20-APR-2034, 5.65%, 04/20/34 BLUEM 2019-24A 09609NAL9 - - 55,175,000 $55,444,342 $55,444,342 0.26 $55,175,673
Sagard-HalseyPoint CLO 8 A1 5.71466% 30-JAN-2038, 5.70%, 01/30/38 HLSY 2024-8A 78662AAA0 - - 54,290,000 $54,974,510 $54,974,510 0.26 $54,458,359
Octagon Investment Partners 50 AR 6.7256% 15-JAN-2035, 5.71%, 01/15/35 OCT50 2020-4A 67592MAN4 - - 53,400,000 $53,853,825 $53,853,825 0.25 $53,540,244
Texas Debt Capital CLO 2023-II A1R 5.66317% 21-OCT-2037, 5.66%, 10/21/37 TCIFC 2023-2A 88239MAJ8 - - 53,000,000 $53,541,041 $53,541,041 0.25 $53,282,580
Carlyle U.S. CLO 2020-2 A1R 6.72628% 25-JAN-2035, 5.70%, 01/25/35 CGMS 2020-2A 14315GAN5 - - 53,060,000 $53,408,604 $53,408,604 0.25 $53,198,513
Zais CLO 11 A1R 5.54317% 20-JAN-2032, 5.54%, 01/20/32 ZAIS 2018-11A 98887YAL1 - - 51,847,110 $52,129,112 $52,129,112 0.24 $51,889,614
Sixth Street CLO IX AR 5.67317% 21-JUL-2037, 5.67%, 07/21/37 TICP 2017-9A 83012CAC9 - - 51,445,000 $51,783,314 $51,783,314 0.24 $51,531,994
Madison Park Funding LX A1R 5.67007% 25-OCT-2037, 5.67%, 10/25/37 MDPK 2022-60A 557910AN6 - - 50,400,000 $50,686,088 $50,686,088 0.24 $50,487,636
Atlantic Avenue 2024-2 A 5.94317% 20-APR-2037, 5.94%, 04/20/37 MCCP 2024-2A 04822BAA1 - - 50,000,000 $50,670,676 $50,670,676 0.24 $50,414,790
Octagon Investment Partners 49 AR 5.82198% 15-APR-2037, 5.82%, 04/15/37 OCT49 2020-5A 67578FAN7 - - 50,000,000 $50,493,855 $50,493,855 0.24 $50,194,670
Dryden 113 CLO AR2 5.55198% 15-OCT-2037, 5.55%, 10/15/37 DRSLF 2022-113A 26253EAZ1 - - 49,998,000 $50,429,533 $50,429,533 0.23 $50,144,234
Silver Rock CLO I A1RR 5.71317% 20-OCT-2037, 5.71%, 10/20/37 SLVRK 2020-1A 82811RAY3 - - 50,000,000 $50,382,634 $50,382,634 0.23 $50,136,650
Apex Credit CLO 2024-II A 5.82007% 25-JUL-2037, 5.82%, 07/25/37 APEXC 2024-2A 03753EAA0 - - 49,800,000 $50,314,739 $50,314,739 0.23 $50,113,461
Golub Capital Partners CLO 66(B) A 6.25007% 25-APR-2036, 6.25%, 04/25/36 GCBSL 2023-66A 38179MAA4 - - 49,670,000 $49,936,223 $49,936,223 0.23 $49,720,639
Cedar Funding IX CLO AR 5.71317% 20-JUL-2037, 5.71%, 07/20/37 CEDF 2018-9A 15033EAN8 - - 49,365,000 $49,849,314 $49,849,314 0.23 $49,606,454
Regatta 30 Funding A1 5.64594% 25-JAN-2038, 5.63%, 01/25/38 REG30 2024-4A 75903UAA1 - - 48,500,000 $49,168,959 $49,168,959 0.23 $48,766,750
OHA Credit Funding 7 AR 6.60957% 24-FEB-2037, 5.59%, 02/24/37 OAKC 2020-7A 67098WAN1 - - 48,500,000 $48,829,829 $48,829,829 0.23 $48,596,365
RR 21 A1AR 5.70198% 15-JUL-2039, 5.70%, 07/15/39 RRAM 2022-21A 78110TAQ2 - - 47,800,000 $48,311,081 $48,311,081 0.22 $48,030,955
Madison Park Funding XLIV (Atrium XV) A2RR 5.89758% 16-JUL-2037, 5.90%, 07/16/37 ATRM 15A 55820LAJ4 - - 47,250,000 $47,889,499 $47,889,499 0.22 $47,610,839
Barings CLO 2018-IV A1R 5.45198% 15-OCT-2030, 5.45%, 10/15/30 BABSN 2018-4A 06760XAL8 - - 47,504,718 $47,792,242 $47,792,242 0.22 $47,526,053
Dryden 75 CLO AR2 6.6156% 14-APR-2034, 5.60%, 04/15/34 DRSLF 2019-75A 26252JAS7 - - 47,290,000 $47,571,964 $47,571,964 0.22 $47,299,609
Anchorage Capital CLO 24 A1R 5.73198% 15-JUL-2037, 5.73%, 07/15/37 ANCHC 2022-24A 03331GAQ1 - - 47,000,000 $47,382,547 $47,382,547 0.22 $47,105,661
Zais CLO 18 A1A 5.82007% 25-JAN-2035, 5.82%, 01/25/35 ZAIS 2022-18A 98885NAA1 - - 46,875,000 $47,352,263 $47,352,263 0.22 $47,162,808
Voya CLO 2020-3 ARR 5.54317% 20-JAN-2038, 5.54%, 01/20/38 VOYA 2020-3A 92918NAY3 - - 46,250,000 $46,678,889 $46,678,889 0.22 $46,458,125
Empower CLO 2024-1 A1 5.90007% 25-APR-2037, 5.90%, 04/25/37 EMPWR 2024-1A 29244RAA3 - - 45,970,000 $46,347,348 $46,347,348 0.22 $46,158,996
OHA Credit Partners XVI AR 5.64317% 18-OCT-2037, 5.64%, 10/18/37 OAKC 2021-16A 67115LAJ3 - - 45,500,000 $45,949,831 $45,949,831 0.21 $45,728,728
AIMCO CLO Series 2018-A AR 5.61288% 17-OCT-2037, 5.83%, 10/17/37 AIMCO 2018-AA 00900GAN5 - - 45,000,000 $45,771,539 $45,771,539 0.21 $45,203,580
Anchorage Capital CLO 13 AR 6.6756% 15-APR-2034, 5.66%, 04/15/34 ANCHC 2019-13A 033291AL9 - - 43,955,000 $44,235,341 $44,235,341 0.21 $43,979,483
BlueMountain CLO XXXI A1 5.70478% 19-APR-2034, 5.70%, 04/19/34 BLUEM 2021-31A 09631BAA1 - - 43,800,000 $44,070,743 $44,070,743 0.21 $43,855,578
Elmwood CLO 15 A1 5.63009% 22-APR-2035, 5.63%, 04/22/35 ELM15 2022-2A 29003JAC8 - - 43,529,063 $43,790,809 $43,790,809 0.20 $43,586,582
Allegro Clo XVIII Ltd|5.69128|01/25/2038, 5.69%, 01/25/38 ALLEG 2024-4A 01751NAC2 - - 42,100,000 $42,824,377 $42,824,377 0.20 $42,385,105
Ares LXIV CLO AR 5.66198% 22-OCT-2039, 5.66%, 10/24/39 ARES 2022-64A 04019HAQ6 - - 42,000,000 $42,451,326 $42,451,326 0.20 $42,206,917
Oaktree CLO 2019-3 A1R2 5.67317% 20-JAN-2038, 5.67%, 01/20/38 OAKCL 2019-3A 67400EBE3 - - 41,000,000 $41,426,975 $41,426,975 0.19 $41,226,681
Dryden 115 CLO A2 5.99317% 18-APR-2037, 5.99%, 04/18/37 DRSLF 2024-115A 26248DAC2 - - 40,000,000 $40,458,059 $40,458,059 0.19 $40,251,628
Invesco U.S. CLO 2023-1 Ltd. 6.20163% 22-APR-2037, 5.86%, 04/22/37 INVCO 2023-1A 46146GAQ5 - - 40,000,000 $40,356,396 $40,356,396 0.19 $40,161,060
Basswood Park CLO A 5.55478% 20-APR-2034, 5.55%, 04/20/34 BARK 2021-1A 070252AA9 - - 40,100,000 $40,315,048 $40,315,048 0.19 $40,123,238
Octagon 55 A1 6.71942% 20-JUL-2034, 5.69%, 07/20/34 OCT55 2021-1A 67577AAA7 - - 40,000,000 $40,281,726 $40,281,726 0.19 $40,085,572
Elmwood CLO 23 A 6.10758% 16-APR-2036, 6.11%, 04/16/36 ELM23 2023-2A 29003YAA9 - - 40,000,000 $40,278,231 $40,278,231 0.19 $40,033,928
Octagon 59 B 6.47346% 15-MAY-2035, 6.27%, 05/15/35 OCT59 2022-1A 675930AE1 - - 40,000,000 $40,094,690 $40,094,690 0.19 $40,073,780
Atlas Senior Loan Fund XVII Ltd|5.357|10/20/2034, 5.36%, 10/20/34 ATCLO 2021-17A 04942FAL3 - - 40,100,000 $40,092,942 $40,092,942 0.19 $40,092,942
Ares LV CLO A1R2 5.67198% 15-OCT-2037, 5.67%, 10/15/37 ARES 2020-55A 04018BAW7 - - 39,250,000 $39,671,287 $39,671,287 0.18 $39,442,478
Neuberger Berman Loan Advisers CLO 45 A 5.67862% 14-OCT-2035, 5.68%, 10/14/35 NEUB 2021-45A 64134MAA4 - - 39,290,000 $39,609,860 $39,609,860 0.18 $39,374,352
Peace Park CLO A 5.68478% 20-OCT-2034, 5.68%, 10/20/34 PCEPK 2021-1A 70470MAC9 - - 39,014,000 $39,354,383 $39,354,383 0.18 $39,163,400
CIFC Funding 2019-V A1R1 5.70359% 15-JAN-2035, 5.70%, 01/15/35 CIFC 2019-5A 12554XAJ1 - - 39,000,000 $39,335,319 $39,335,319 0.18 $39,106,700
Magnetite XXXII A 5.65198% 15-APR-2035, 5.65%, 04/15/35 MAGNE 2022-32A 55953WAA8 - - 38,500,000 $38,799,071 $38,799,071 0.18 $38,575,425
RAD CLO 18 A1 6.25198% 15-APR-2036, 6.25%, 04/15/36 RAD 2023-18A 75009AAJ9 - - 38,000,000 $38,266,267 $38,266,267 0.18 $38,035,291
Neuberger Berman Loan Advisers CLO 47 A 5.58701% 14-APR-2035, 5.59%, 04/14/35 NEUB 2022-47A 64135DAA3 - - 37,700,000 $37,929,555 $37,929,555 0.18 $37,707,223
Black Diamond CLO 2019-2 A1AR 5.61034% 23-JUL-2032, 5.61%, 07/23/32 BLACK 2019-2A 09204GAF6 - - 37,616,856 $37,866,615 $37,866,615 0.18 $37,696,608
KKR CLO 15 A1R2 5.39317% 18-JAN-2032, 5.39%, 01/18/32 KKR 15 48251MBA3 - - 37,586,308 $37,817,931 $37,817,931 0.18 $37,625,421
Benefit Street Partners CLO XV A1R 5.69198% 15-JUL-2037, 5.69%, 07/15/37 BSP 2018-15A 08179MAN9 - - 37,500,000 $37,787,013 $37,787,013 0.18 $37,567,635
Empower CLO 2022-1 A1R 5.68317% 20-OCT-2037, 5.68%, 10/20/37 EMPWR 2022-1A 29246AAL4 - - 37,500,000 $37,767,440 $37,767,440 0.18 $37,583,921
Trinitas CLO XIX A1R 5.40317% 20-OCT-2033, 5.40%, 10/20/33 TRNTS 2022-19A 89642FAN3 - - 37,300,000 $37,539,489 $37,539,489 0.17 $37,365,943
Dryden 86 CLO A1R 5.66449% 17-JUL-2034, 6.01%, 07/17/34 DRSLF 2020-86A 26245XAL1 - - 37,135,000 $37,353,176 $37,353,176 0.17 $37,142,427
Sixth Street CLO XXIV A 5.81034% 23-APR-2037, 5.81%, 04/23/37 SIXST 2024-24A 83011QAA3 - - 36,590,000 $36,880,329 $36,880,329 0.17 $36,709,068
Northwoods Capital XIV-B AR 5.56504% 13-NOV-2031, 5.57%, 11/13/31 WOODS 2018-14BA 66860CAL7 - - 36,267,368 $36,337,432 $36,337,432 0.17 $36,292,581
Regatta XIV Funding AR 5.40007% 25-OCT-2031, 5.40%, 10/25/31 REG14 2018-3A 75888MAN0 - - 36,154,951 $36,328,681 $36,328,681 0.17 $36,193,098
Rad CLO 10 A 6.74741% 23-APR-2034, 5.72%, 04/23/34 RAD 2021-10A 48662LAA9 - - 36,020,000 $36,229,253 $36,229,253 0.17 $36,063,224
Battalion CLO XV A1RR 5.28386% 17-JAN-2033, 5.28%, 01/17/33 BATLN 2020-15A 07131AAM6 - - 36,000,000 $36,190,117 $36,190,117 0.17 $36,116,143
Palmer Square CLO 2022-1 A 5.61317% 20-APR-2035, 5.61%, 04/20/35 PLMRS 2022-1A 69689QAA3 - - 35,935,000 $36,133,486 $36,133,486 0.17 $35,959,792
Madison Park Funding XLIII A2RR 5.91758% 16-OCT-2037, 5.92%, 10/16/37 ATRM 14A 55820WAE1 - - 35,200,000 $35,643,790 $35,643,790 0.17 $35,435,492
Carlyle U.S. CLO 2021-11 A1R 5.71007% 25-JUL-2039, 5.71%, 07/25/37 CGMS 2021-11A 143122AJ8 - - 35,000,000 $35,314,315 $35,314,315 0.16 $35,175,528
Wind River 2019-3 CLO (formerly THL Credit Wind River 2019-3 CLO) AR2 5.36198% 15-APR-2031, 5.36%, 04/15/31 WINDR 2019-3A 97314JAJ4 - - 34,110,008 $34,337,073 $34,337,073 0.16 $34,149,095
Wind River 2019-1 CLO (formerly THL Credit Wind River 2019-1 CLO) AR 5.71478% 20-JUL-2034, 5.71%, 07/20/34 WINDR 2019-1A 97316JAC7 - - 33,960,000 $34,185,649 $34,185,649 0.16 $34,018,530
Signal Peak CLO 4 AR 6.76566% 26-OCT-2034, 5.74%, 10/26/34 SPEAK 2017-4A 82667EAC5 - - 33,950,000 $34,139,749 $34,139,749 0.16 $34,004,381
Whitebox Clo II Ltd|5.67664|10/24/2037, 5.68%, 10/24/37 WBOX 2020-2A 96466CAW8 - - 33,300,000 $33,623,522 $33,623,522 0.16 $33,476,497
Dryden 121 CLO Ltd|5.87403|01/15/2037, 5.87%, 01/15/37 DRSLF 2024-121A 26253VAC4 - - 33,000,000 $33,590,283 $33,590,283 0.16 $33,251,057
Neuberger Berman Loan Advisers NBLA CLO 53 A2R 5.83664% 24-OCT-2037, 6.09%, 10/24/37 NEUB 2023-53A 64135WAL7 - - 33,000,000 $33,585,145 $33,585,145 0.16 $33,032,604
Battery Park CLO AR 6.0559% 15-JUL-2036, 5.70%, 07/15/36 BATPK 2019-1A 07133YAL4 - - 33,180,000 $33,417,525 $33,417,525 0.16 $33,223,078
Neuberger Berman Loan Advisers CLO 30 A1R2 5.53317% 20-JAN-2039, 5.52%, 01/20/37 NEUB 2018-30A 64132MBA5 - - 32,970,000 $33,315,748 $33,315,748 0.16 $33,098,412
TCI-Symphony CLO 2016-1 AR2 5.57055% 13-OCT-2032, 5.57%, 10/13/32 TSYMP 2016-1A 87229WAQ4 - - 32,825,746 $33,067,647 $33,067,647 0.15 $32,869,552
Voya CLO 2017-3 A1R 6.61942% 20-APR-2034, 5.59%, 04/20/34 VOYA 2017-3A 92915QAU7 - - 32,680,000 $32,846,051 $32,846,051 0.15 $32,688,608
CIFC Funding 2016-I ARRR 5.29317% 21-OCT-2031, 5.29%, 10/21/31 CIFC 2016-1A 17180TBL5 - - 32,610,000 $32,808,497 $32,808,497 0.15 $32,659,861
AIMCO CLO 10 ARR 5.70009% 22-JUL-2037, 5.70%, 07/22/37 AIMCO 2019-10A 00901AAS6 - - 32,100,000 $32,411,446 $32,411,446 0.15 $32,258,969
KKR CLO 49 AR 5.68198% 15-OCT-2037, 5.67%, 10/20/37 KKR 49A 481939AR7 - - 32,000,000 $32,336,564 $32,336,564 0.15 $32,180,237
Dryden 83 CLO AR 5.82317% 18-APR-2037, 5.82%, 04/18/37 DRSLF 2020-83A 26246EAL2 - - 32,000,000 $32,287,043 $32,287,043 0.15 $32,126,582
Dryden 105 CLO A 6.09317% 18-APR-2036, 6.09%, 04/18/36 DRSLF 2023-105A 26253QAA9 - - 32,000,000 $32,196,192 $32,196,192 0.15 $32,028,291
Octagon Investment Partners 46 AR 5.72359% 15-JUL-2036, 5.72%, 07/15/36 OCT46 2020-2A 67577VAL7 - - 31,705,000 $31,969,311 $31,969,311 0.15 $31,782,804
Zais CLO 11 BR 6.08317% 20-JAN-2032, 6.08%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 31,600,000 $31,826,113 $31,826,113 0.15 $31,660,584
Neuberger Berman CLO XVII AR3 5.69009% 22-JUL-2038, 5.69%, 07/22/38 NEUB 2014-17A 64129UCC7 - - 31,500,000 $31,802,559 $31,802,559 0.15 $31,653,194
RR 15 A1 5.66359% 15-APR-2036, 5.66%, 04/15/36 RRAM 2021-15A 74980XAA4 - - 31,500,000 $31,721,285 $31,721,285 0.15 $31,537,926
Sycamore Tree CLO 2021-1 AR 5.90118% 20-JAN-2038, 5.90%, 01/20/38 STCP 2021-1A 87122VAS0 - - 31,000,000 $31,597,104 $31,597,104 0.15 $31,190,579
Regatta XVII Funding AR 5.68198% 15-OCT-2037, 5.68%, 10/15/37 REG17 2020-1A 75888BAQ7 - - 31,250,000 $31,594,313 $31,594,313 0.15 $31,411,819
AGL CLO 16 A 6.70942% 20-JAN-2035, 5.68%, 01/20/35 AGL 2021-16A 00120LAA6 - - 31,341,220 $31,494,642 $31,494,642 0.15 $31,341,220
OHA Credit Partners XII A2R2 5.99034% 23-APR-2037, 5.99%, 04/23/37 OAKC 67109YBA1 - - 30,750,000 $31,107,504 $31,107,504 0.14 $30,959,118
Carlyle U.S. CLO 2021-1 A1AR 5.67198% 15-JAN-2040, 5.67%, 01/15/40 CGMS 2021-1A 14316MAJ0 - - 30,500,000 $30,846,710 $30,846,710 0.14 $30,668,909
KKR CLO 41 A1 6.64399% 15-APR-2035, 5.63%, 04/15/35 KKR 2022-41A 48255PAA3 - - 30,359,000 $30,560,679 $30,560,679 0.14 $30,384,948
Voya CLO 2018-4 A1RR 5.66198% 15-OCT-2037, 5.66%, 10/15/37 VOYA 2018-4A 92917WBL1 - - 30,000,000 $30,379,391 $30,379,391 0.14 $30,204,813
Clover CLO 2018-1 A2RR 6.02317% 20-APR-2037, 6.02%, 04/20/37 CLVR 2018-1A 18914GAE1 - - 30,000,000 $30,360,115 $30,360,115 0.14 $30,204,516
Birch Grove CLO 6 A1 6.49317% 20-JUL-2035, 6.82%, 07/20/35 BGCLO 2023-6A 09077FAA3 - - 30,000,000 $30,231,629 $30,231,629 0.14 $30,061,194
Signal Peak CLO 14 Ltd|5.59012|01/22/2038, 5.59%, 01/22/38 SPEAK 2024-14A 82667FAA6 - - 30,000,000 $30,228,486 $30,228,486 0.14 $30,126,000
Dryden 45 Senior Loan Fund A1RR 5.38198% 15-OCT-2030, 5.38%, 10/15/30 DRSLF 2016-45A 26244MAW2 - - 30,006,865 $30,208,859 $30,208,859 0.14 $30,042,876
Madison Park Funding XVII AR3 5.64317% 21-OCT-2037, 5.64%, 10/21/37 MDPK 2015-17A 55818YCC3 - - 30,000,000 $30,183,027 $30,183,027 0.14 $30,037,245
Post CLO 2023-1 A 6.24317% 20-APR-2036, 6.24%, 04/20/36 POST 2023-1A 73743CAA0 - - 30,000,000 $30,176,282 $30,176,282 0.14 $30,015,000
Ares XLI CLO AR2 6.6456% 15-APR-2034, 5.63%, 04/15/34 ARES 2016-41A 04016DAS4 - - 29,720,000 $29,936,661 $29,936,661 0.14 $29,764,580
Carlyle U.S. CLO 2021-5 A1 5.67478% 20-JUL-2034, 5.67%, 07/20/34 CGMS 2021-5A 14317YAA2 - - 29,500,000 $29,737,499 $29,737,499 0.14 $29,593,344
Palmer Square CLO 2021-4 A 6.7456% 15-OCT-2034, 5.73%, 10/15/34 PLMRS 2021-4A 69702EAA3 - - 29,400,000 $29,660,159 $29,660,159 0.14 $29,486,909
Octagon Investment Partners 54 A1 6.6956% 15-JUL-2034, 5.68%, 07/15/34 OCT54 2021-1A 67577FAA6 - - 29,400,000 $29,621,355 $29,621,355 0.14 $29,449,615
Palmer Square CLO 2015-1 A1BR5 5.6382% 21-MAY-2034, 5.64%, 05/21/34 PLMRS 2015-1A 69689ABW9 - - 29,000,000 $29,205,872 $29,205,872 0.14 $29,006,029
Trestles CLO III A1R 5.68317% 20-OCT-2037, 5.68%, 10/20/37 TREST 2020-3A 89532TAQ9 - - 28,600,000 $28,808,106 $28,808,106 0.13 $28,668,142
AB BSL CLO 1 A1R 6.76387% 15-JAN-2035, 5.67%, 01/15/35 ABBSL 2020-1A 00038KAN1 - - 28,500,000 $28,717,390 $28,717,390 0.13 $28,551,249
Voya CLO 2019-2 AR 5.49317% 20-JUL-2032, 5.49%, 07/20/32 VOYA 2019-2A 92917RAL3 - - 28,159,068 $28,298,823 $28,298,823 0.13 $28,169,920
KKR CLO 56 A1 5.70198% 15-OCT-2037, 5.70%, 10/15/37 KKR 2024-56A 48256GAA2 - - 28,000,000 $28,229,619 $28,229,619 0.13 $28,065,528
Neuberger Berman Loan Advisers CLO 42 AN 6.75548% 16-JUL-2035, 5.67%, 07/16/35 NEUB 2021-42A 64133WAA3 - - 28,008,725 $28,217,824 $28,217,824 0.13 $28,059,037
Bryant Park Funding 2023-19 A1 6.65198% 15-APR-2036, 7.01%, 04/15/36 BRYPK 2023-19A 11765AAA7 - - 28,000,000 $28,196,165 $28,196,165 0.13 $28,000,000
Octagon Investment Partners 20-R A1RR 5.91617% 12-AUG-2037, 5.71%, 08/12/37 OCT20 2019-4A 67576WBA9 - - 28,000,000 $28,169,027 $28,169,027 0.13 $28,129,024
New Mountain CLO 6 Ltd|6.03896|10/15/2037, 6.04%, 10/15/37 NMC CLO-6A 647908AA0 - - 27,500,000 $28,157,481 $28,157,481 0.13 $27,543,940
Oaktree CLO 2022-3 A1R 5.68198% 15-OCT-2037, 5.68%, 10/15/37 OAKCL 2022-3A 67401RAN4 - - 27,000,000 $27,294,676 $27,294,676 0.13 $27,137,001
Anchorage Capital CLO 19 A 6.7856% 15-OCT-2034, 5.77%, 10/15/34 ANCHC 2021-19A 03328JAA5 - - 27,000,000 $27,241,857 $27,241,857 0.13 $27,081,640
Diameter Capital CLO 3 A1R 5.61732% 15-JAN-2038, 5.62%, 01/15/38 DCLO 2022-3A 25255JAL1 - - 27,000,000 $27,217,200 $27,217,200 0.13 $27,040,254
Bain Capital Credit CLO 2018-2 A1R 5.37317% 19-JUL-2031, 5.37%, 07/19/31 BCC 2018-2A 05682VAL9 - - 27,018,897 $27,176,285 $27,176,285 0.13 $27,051,271
Allegany Park CLO AR 5.59317% 20-JAN-2035, 5.59%, 01/20/35 ALLPK 2019-1A 017154AL9 - - 27,000,000 $27,132,378 $27,132,378 0.13 $27,002,408
Madison Park Funding XLII AR 5.44034% 21-NOV-2030, 5.44%, 11/21/30 ATRM 13A 55822RAA8 - - 26,824,302 $26,973,775 $26,973,775 0.13 $26,856,218
Reese Park CLO ARR 5.62198% 15-JAN-2038, 5.62%, 01/15/38 RESPK 2020-1A 758465BL1 - - 26,300,000 $26,649,134 $26,649,134 0.12 $26,497,168
Canyon CLO 2018-1 A 5.63359% 15-JUL-2031, 5.63%, 07/15/31 CANYC 2018-1A 13877BAA6 - - 26,261,831 $26,439,988 $26,439,988 0.12 $26,287,930
CBAM 2020-13 A 7.00942% 20-JAN-2034, 5.98%, 01/20/34 CBAM 2020-13A 12511AAA2 - - 25,880,000 $26,059,143 $26,059,143 0.12 $25,925,769
Cedar Funding VIII CLO A1N 5.71449% 17-OCT-2034, 6.06%, 10/17/34 CEDF 2017-8A 15032EAL3 - - 25,671,000 $25,817,901 $25,817,901 0.12 $25,671,000
Crown Point CLO 7 AR 5.52317% 20-OCT-2031, 5.52%, 10/20/31 CRNPT 2018-7A 22846MAJ2 - - 25,485,060 $25,647,172 $25,647,172 0.12 $25,525,963
Magnetite XXVIII Ltd|5.54198|01/15/2038, 5.54%, 01/15/38 MAGNE 2020-28X 55955LAS1 - - 25,000,000 $25,279,898 $25,279,898 0.12 $25,137,500
Man US CLO 2024-1 A 5.84317% 20-JUL-2037, 5.84%, 07/20/37 MUCLO 2024-1A 56167CAA2 - - 25,000,000 $25,251,250 $25,251,250 0.12 $25,125,460
AGL CLO 37 A1 5.53009% 22-APR-2038, 5.54%, 04/22/38 AGL 2024-37A 00121MAA3 - - 25,000,000 $25,250,591 $25,250,591 0.12 $25,162,168
Elmwood CLO V ARR 5.66317% 20-OCT-2037, 5.66%, 10/20/37 ELMW5 2020-2A 29003BAQ4 - - 25,000,000 $25,242,380 $25,242,380 0.12 $25,120,465
Carlyle U.S. CLO 2022-3 AR 5.84317% 20-APR-2037, 5.84%, 04/20/37 CGMS 2022-3A 143111AL6 - - 25,000,000 $25,238,938 $25,238,938 0.12 $25,113,148
Benefit Street Partners CLO XXI A1R 5.73359% 15-OCT-2034, 6.09%, 10/15/34 BSP 2020-21A 08186RAN9 - - 25,000,000 $25,217,925 $25,217,925 0.12 $25,074,192
Carlyle U.S. CLO 2022-5 A2R 5.90198% 15-OCT-2037, 5.90%, 10/15/37 CGMS 2022-5A 14318LAN1 - - 25,000,000 $25,192,353 $25,192,353 0.12 $25,040,705
Ares LVIII CLO AR 5.63198% 15-JAN-2035, 5.63%, 01/15/35 ARES 2020-58A 04018AAQ2 - - 25,000,000 $25,163,108 $25,163,108 0.12 $25,018,398
Ballyrock CLO 19 A1N 6.64781% 20-APR-2035, 5.62%, 04/20/35 BALLY 2022-19A 05874WAA9 - - 25,000,000 $25,153,504 $25,153,504 0.12 $25,032,450
Birch Grove CLO 3 A1R 5.56532% 19-JAN-2038, 5.57%, 01/19/38 BGCLO 2021-3A 09076VAQ4 - - 25,000,000 $25,152,714 $25,152,714 0.12 $25,090,878
Ares LIX CLO A 5.59168% 25-APR-2034, 5.59%, 04/25/34 ARES 2021-59A 04018EAA9 - - 25,000,000 $25,134,435 $25,134,435 0.12 $25,037,358
Neuberger Berman Loan Advisers CLO 55 A2 5.99009% 22-APR-2038, 5.99%, 04/22/38 NEUB 2024-55A 640969AC5 - - 24,750,000 $25,090,747 $25,090,747 0.12 $24,967,201
Ares LXXII CLO A2 5.88198% 15-JUL-2037, 5.88%, 07/15/36 ARES 2024-72A 04020WAC1 - - 24,500,000 $24,884,559 $24,884,559 0.12 $24,736,447
Ares LXX CLO A2 6.25007% 25-OCT-2035, 6.25%, 10/25/35 ARES 2023-70A 039951AC2 - - 24,500,000 $24,800,885 $24,800,885 0.12 $24,694,547
Barings CLO 2020-I A1R2 5.56198% 15-JAN-2038, 5.56%, 01/15/38 BABSN 2020-1A 06762LAR9 - - 24,500,000 $24,737,757 $24,737,757 0.12 $24,597,704
Benefit Street Partners CLO VI-B A 6.76942% 20-JUL-2034, 5.74%, 07/20/34 BSP 2015-6BR 08182DAC8 - - 24,515,000 $24,636,273 $24,636,273 0.11 $24,515,000
APEX CREDIT CLO 2018-II LTD|5.56665|10/20/2031, 5.57%, 10/20/31 APEXC 2018-2A 03754LBE4 - - 24,400,000 $24,421,897 $24,421,897 0.11 $24,395,486
Carlyle U.S. CLO 2024-3 A2 6.02007% 25-JUL-2036, 6.02%, 07/25/36 CGMS 2024-3A 14319HAC3 - - 24,000,000 $24,326,597 $24,326,597 0.11 $24,226,262
Signal Peak CLO 5 A2R 6.05007% 25-APR-2037, 6.05%, 04/25/37 SPEAK 82666VAC8 - - 24,000,000 $24,300,022 $24,300,022 0.11 $24,199,188
Madison Park Funding XXXII A2R2 5.85009% 22-JUL-2037, 5.85%, 07/22/37 MDPK 2018-32A 55817ABA1 - - 24,000,000 $24,276,772 $24,276,772 0.11 $24,159,770
Ares LXXIV CLO A2 5.85198% 15-OCT-2037, 5.85%, 10/15/36 ARES 2024-74A 03990FAC6 - - 22,500,000 $23,294,647 $23,294,647 0.11 $22,702,043
Symphony CLO XXVIII A 5.69195% 23-OCT-2034, 5.69%, 10/23/34 SYMP 2021-28A 87168BAC4 - - 23,100,000 $23,278,690 $23,278,690 0.11 $23,172,772
Carlyle U.S. CLO 2019-4 A11R 5.62198% 15-APR-2035, 5.62%, 04/15/35 CGMS 2019-4A 14317VAQ3 - - 22,770,000 $22,919,714 $22,919,714 0.11 $22,788,145
TCW CLO 2022-1 A1 5.63009% 22-APR-2033, 5.63%, 04/22/33 TCW 2022-1A 871969AC5 - - 22,800,000 $22,915,862 $22,915,862 0.11 $22,816,022
Empower CLO 2023-2 A2 7.71399% 15-JUL-2036, 6.70%, 07/15/36 EMPWR 2023-2A 29247BAE7 - - 22,500,000 $22,865,111 $22,865,111 0.11 $22,710,128
AGL CLO 20 A2R 5.88317% 20-OCT-2037, 5.88%, 10/20/37 AGL 2022-20A 00119CAQ4 - - 22,500,000 $22,638,298 $22,638,298 0.11 $22,524,311
RAD CLO 15 A 6.66942% 20-JAN-2034, 5.64%, 01/20/34 RAD 2021-15A 750103AA1 - - 22,400,000 $22,540,593 $22,540,593 0.10 $22,431,712
Dryden 119 CLO A2 6.00198% 15-APR-2036, 6.00%, 04/15/36 DRSLF 2024-119A 26254KAC7 - - 22,000,000 $22,306,596 $22,306,596 0.10 $22,170,885
Shackleton 2019-XIV CLO A1R 6.77942% 20-JUL-2034, 5.75%, 07/20/34 SHACK 2019-14A 81880XAL6 - - 22,150,000 $22,301,856 $22,301,856 0.10 $22,192,092
Cedar Funding XII CLO A1R 5.69168% 25-OCT-2034, 5.69%, 10/25/34 CEDF 2020-12A 15033TAN5 - - 22,165,000 $22,270,974 $22,270,974 0.10 $22,183,366
Sandstone Peak III C 6.95007% 25-APR-2037, 6.95%, 04/25/37 SAND 2024-1A 799928AJ5 - - 21,500,000 $21,919,442 $21,919,442 0.10 $21,815,674
Trinitas CLO X AR 5.68198% 15-JAN-2035, 5.68%, 01/15/35 TRNTS 2019-10A 89640AAL0 - - 21,700,000 $21,827,277 $21,827,277 0.10 $21,700,553
Rad CLO 9 A1R 5.64198% 15-JAN-2038, 5.66%, 01/15/38 RAD 2020-9A 75009NAA0 - - 21,500,000 $21,659,232 $21,659,232 0.10 $21,534,262
RRX 7 A1 6.67399% 15-JUL-2035, 5.66%, 07/15/35 RRAMX 2022-7A 40257DAA5 - - 21,350,000 $21,516,324 $21,516,324 0.10 $21,392,083
Venture 34 CLO AR 5.58198% 15-OCT-2031, 5.58%, 10/15/31 VENTR 2018-34A 92332CAE9 - - 21,264,372 $21,409,923 $21,409,923 0.10 $21,287,929
Birch Grove CLO 10 Ltd|5.94908|01/22/2038, 5.95%, 01/22/38 BGCLO 2024-10A 09090JAA8 - - 20,400,000 $20,788,874 $20,788,874 0.10 $20,495,584
Oaktree CLO 2019-3 A2R2 5.87317% 20-JAN-2038, 5.87%, 01/20/38 OAKCL 2019-3A 67400EBG8 - - 20,200,000 $20,416,785 $20,416,785 0.10 $20,314,625
AGL CLO 34 A1 5.85379% 22-JAN-2038, 5.74%, 01/22/38 AGL 2024-34A 00121JAA0 - - 20,000,000 $20,396,234 $20,396,234 0.09 $20,099,586
Trestles CLO 2017-1 A1RR 5.76007% 25-JUL-2037, 5.76%, 07/25/37 TREST 2017-1A 89531FAY3 - - 20,250,000 $20,388,333 $20,388,333 0.09 $20,307,332
Silver Rock CLO III A2 7.43662% 20-JAN-2036, 6.39%, 01/20/36 SLVRK 2023-3A 82811AAC8 - - 20,000,000 $20,305,167 $20,305,167 0.09 $20,195,062
Bain Capital Credit CLO 2020-4 A2R 6.24317% 20-OCT-2036, 6.24%, 10/20/36 BCC 2020-4A 05684KAU1 - - 20,000,000 $20,267,975 $20,267,975 0.09 $20,160,454
Signal Peak CLO 11 A2 5.97317% 18-JUL-2037, 5.97%, 07/18/37 SPEAK 2024-11A 82666XAJ9 - - 20,000,000 $20,239,385 $20,239,385 0.09 $20,136,514
OHA Credit Partners XIV A2R 5.86317% 21-JUL-2037, 5.86%, 07/21/37 OAKC 2017-14A 67706XAQ6 - - 20,000,000 $20,235,153 $20,235,153 0.09 $20,134,176
Ares LXI CLO A2R 6.02317% 20-APR-2037, 6.02%, 04/20/37 ARES 2021-61A 04019DAN2 - - 19,900,000 $20,183,896 $20,183,896 0.09 $20,080,682
CIFC Funding 2022-IV A2 7.01399% 16-JUL-2035, 6.01%, 07/16/35 CIFC 2022-4A 12567WAC3 - - 20,000,000 $20,182,290 $20,182,290 0.09 $20,062,138
Crown Point CLO 8 AR 5.74478% 20-OCT-2034, 5.74%, 10/20/34 CRNPT 2019-8A 22846BAJ6 - - 20,000,000 $20,136,010 $20,136,010 0.09 $20,037,072
Clover CLO 2021-3 AR 5.37007% 25-JAN-2035, 5.37%, 01/25/35 CLVR 2021-3A 18915FAA0 - - 20,000,000 $20,133,194 $20,133,194 0.09 $20,058,610
Whitebox CLO IV A2 7.61781% 20-APR-2036, 6.59%, 04/20/36 WBOX 2023-4A 96467KAC3 - - 20,000,000 $20,122,449 $20,122,449 0.09 $20,008,900
Apidos CLO XXXVII A 5.6817% 22-OCT-2034, 5.68%, 10/22/34 APID 2021-37A 03769HAA5 - - 19,859,000 $20,011,397 $20,011,397 0.09 $19,917,370
RR 16 A1N 6.6856% 15-JUL-2036, 5.67%, 07/15/36 RRAM 2021-16A 74971CAA1 - - 19,810,000 $19,959,670 $19,959,670 0.09 $19,844,154
Apidos CLO XXXIII AR 6.73019% 24-OCT-2034, 5.71%, 10/24/34 APID 2020-33A 03768MAJ6 - - 19,630,000 $19,767,599 $19,767,599 0.09 $19,680,447
Madison Park Funding LXIX A2 6.01007% 25-JUL-2037, 6.01%, 07/25/37 MDPK 2024-69A 55822VAC5 - - 19,450,000 $19,685,593 $19,685,593 0.09 $19,604,416
Battalion CLO IX AR 5.66359% 15-JUL-2031, 5.66%, 07/15/31 BATLN 2015-9A 07132EAJ4 - - 19,556,015 $19,681,395 $19,681,395 0.09 $19,567,561
Trinitas CLO XXXI A1 5.68731% 22-JAN-2038, 5.73%, 01/22/38 TRNTS 2024-31A 895972AA5 - - 19,000,000 $19,311,790 $19,311,790 0.09 $19,112,227
Regatta VI Funding AR2 5.71478% 20-APR-2034, 5.71%, 04/20/34 REGT6 2016-1A 75887NAW9 - - 19,140,000 $19,286,461 $19,286,461 0.09 $19,189,062
Crown City CLO IV AJ 6.11317% 20-APR-2037, 6.11%, 04/20/37 CCITY 2022-4A 228233AN2 - - 19,000,000 $19,266,228 $19,266,228 0.09 $19,166,210
Silver Point CLO 1 A1R 5.61317% 20-JAN-2038, 5.61%, 01/20/38 SPCLO 2022-1A 828085AN0 - - 19,000,000 $19,196,284 $19,196,284 0.09 $19,104,447
Carlyle U.S. CLO 2021-8 A 5.72359% 15-OCT-2034, 5.72%, 10/15/34 CGMS 2021-8A 143120AA1 - - 19,000,000 $19,168,404 $19,168,404 0.09 $19,056,635
AGL Core CLO 8 A1R2 5.7123% 20-JAN-2038, 5.71%, 01/20/38 AGL 2020-8A 00851KAK1 - - 18,750,000 $19,145,242 $19,145,242 0.09 $18,928,056
GoldenTree Loan Management US CLO 10 AJ 5.87317% 20-OCT-2037, 5.87%, 10/20/37 GLM 2021-10A 38138TAQ4 - - 18,900,000 $19,140,880 $19,140,880 0.09 $19,045,294
Octagon 65 A2 5.87034% 23-OCT-2037, 6.21%, 10/23/37 OCT65 2024-4A 675944AC6 - - 18,750,000 $19,014,661 $19,014,661 0.09 $18,933,831
Sixth Street CLO XV AR 5.66664% 24-OCT-2037, 5.67%, 10/24/37 SIXST 2020-15A 83012BAC1 - - 18,800,000 $18,917,161 $18,917,161 0.09 $18,834,302
KKR CLO 37 A1A 6.74942% 20-JAN-2035, 5.72%, 01/20/35 KKR 37A 48254FAA6 - - 18,750,000 $18,860,126 $18,860,126 0.09 $18,767,694
LCM 29 AR 5.63359% 15-APR-2031, 5.63%, 04/15/31 LCM 29A 50201MAQ6 - - 18,312,317 $18,447,839 $18,447,839 0.09 $18,341,809
BlueMountain CLO XXXIII A 6.81871% 20-NOV-2034, 5.77%, 11/20/34 BLUEM 2021-33A 09630MAA8 - - 18,300,000 $18,337,654 $18,337,654 0.09 $18,334,719
Silver Point Clo 4 Ltd|6.13198|04/15/2037, 6.13%, 04/15/37 SPCLO 2024-4A 82809EAJ9 - - 18,000,000 $18,273,337 $18,273,337 0.09 $18,159,896
Anchorage Capital CLO 24 A2R 5.95198% 15-JUL-2037, 5.95%, 07/15/37 ANCHC 2022-24A 03331GAS7 - - 18,000,000 $18,259,202 $18,259,202 0.09 $18,149,090
Golub Capital Partners CLO 72(B) AJ 6.05007% 25-APR-2037, 6.05%, 04/25/37 GCBSL 2024-72A 381941AJ2 - - 18,000,000 $18,243,805 $18,243,805 0.08 $18,168,179
Octagon 70 Alto A2 7.45693% 20-OCT-2036, 6.34%, 10/20/36 OCT70 2023-1A 67578CAC8 - - 18,000,000 $18,241,554 $18,241,554 0.08 $18,143,235
LCM XXVII A2 6.8756% 16-JUL-2031, 5.87%, 07/16/31 LCM 27A 50200JAE1 - - 18,000,000 $18,176,504 $18,176,504 0.08 $18,070,859
Ares LXV CLO A2 6.05007% 25-JUL-2034, 6.05%, 07/25/34 ARES 2022-65A 04019FAC1 - - 18,000,000 $18,124,820 $18,124,820 0.08 $18,049,194
Cedar Funding VIII Clo Ltd|5.55|01/17/2038, 5.55%, 01/17/38 CEDF 2017-8A 15032EAY5 - - 18,000,000 $18,018,000 $18,018,000 0.08 $18,018,000
Thompson Park CLO A1 5.56359% 15-APR-2034, 5.56%, 04/15/34 TPRK 2021-1A 884887AA8 - - 17,845,000 $17,953,252 $17,953,252 0.08 $17,851,212
Ares LXIX CLO A2 6.00198% 15-APR-2036, 6.00%, 04/15/36 ARES 2024-69A 039953AC8 - - 17,500,000 $17,769,784 $17,769,784 0.08 $17,661,831
KKR CLO 16 A1R2 6.78942% 20-OCT-2034, 5.76%, 10/20/34 KKR 16 48251BAW0 - - 17,550,000 $17,665,221 $17,665,221 0.08 $17,578,101
KKR CLO 36 A 6.7556% 15-OCT-2034, 5.74%, 10/15/34 KKR 36A 48255AAA6 - - 17,530,000 $17,653,265 $17,653,265 0.08 $17,549,783
Octagon Investment Partners XXI A1AR3 5.77841% 14-FEB-2031, 5.58%, 02/14/31 OCT21 2014-1A 67590QBK2 - - 17,230,266 $17,262,227 $17,262,227 0.08 $17,243,533
New Mountain CLO 3 A 5.73478% 20-OCT-2034, 5.73%, 10/20/34 NMC CLO-3A 647550AA0 - - 17,000,000 $17,128,904 $17,128,904 0.08 $17,042,092
Neuberger Berman Loan Advisers NBLA CLO 50 AR 5.87626% 23-JUL-2036, 5.54%, 07/23/36 NEUB 2022-50A 64134VAQ9 - - 17,000,000 $17,101,113 $17,101,113 0.08 $17,025,242
CBAM 2019-11R A1 6.75942% 20-JAN-2035, 5.73%, 01/20/35 CBAM 2019-11RA 12510TAA2 - - 16,897,000 $17,032,607 $17,032,607 0.08 $16,949,164
Carlyle U.S. CLO 2021-3S A1 6.6356% 15-APR-2034, 5.62%, 04/15/34 CGMS 2021-3SA 14315DAA0 - - 16,800,000 $16,907,565 $16,907,565 0.08 $16,810,465
Dryden 105 CLO C 7.39317% 18-APR-2036, 7.39%, 04/18/36 DRSLF 2023-105A 26253QAE1 - - 16,550,000 $16,758,653 $16,758,653 0.08 $16,653,290
Palmer Square CLO 2021-2 A 5.71359% 15-JUL-2034, 5.71%, 07/15/34 PLMRS 2021-2A 69701XAA2 - - 16,600,000 $16,736,445 $16,736,445 0.08 $16,638,965
Madison Park Funding LVII A2R 5.80007% 27-JUL-2034, 5.80%, 07/27/34 MDPK 2022-57A 55822GAS3 - - 16,500,000 $16,707,295 $16,707,295 0.08 $16,640,836
GoldenTree Loan Management US CLO 6 AR 5.9374% 20-APR-2035, 5.61%, 04/20/35 GLM 2019-6A 38137WAQ8 - - 16,600,000 $16,695,309 $16,695,309 0.08 $16,612,334
Invesco CLO 2022-2 A1 5.73317% 20-JUL-2035, 5.73%, 07/20/35 INVCO 2022-2A 46145XAA4 - - 16,500,000 $16,652,303 $16,652,303 0.08 $16,570,844
Madison Park Funding LXVII A1 5.81007% 25-APR-2037, 5.81%, 04/25/37 MDPK 2024-67A 55821YAA4 - - 16,371,000 $16,543,407 $16,543,407 0.08 $16,477,354
Carlyle U.S. CLO 2022-4 A2R 5.87007% 25-JUL-2036, 5.87%, 07/25/36 CGMS 2022-4A 14317BAQ7 - - 16,150,000 $16,363,513 $16,363,513 0.08 $16,297,679
Katayma CLO I LLC 6.49317% 20-OCT-2036, 6.49%, 10/20/36 KTAMA 2023-1A 48585JAC4 - - 16,000,000 $16,245,321 $16,245,321 0.08 $16,155,859
Texas Debt Capital CLO 2024-I A2 5.99009% 22-APR-2037, 5.99%, 04/22/37 TCIFC 2024-1A 88240JAC7 - - 16,000,000 $16,233,471 $16,233,471 0.08 $16,153,603
Madison Park Funding XLVII A2R 6.03317% 19-APR-2037, 6.03%, 04/19/37 MDPK 2020-47A 55820FAL2 - - 16,000,000 $16,233,263 $16,233,263 0.08 $16,150,139
Regatta XXVIII Funding A2 6.05007% 25-APR-2037, 6.05%, 04/25/37 REG28 2024-1A 75901PAC0 - - 16,000,000 $16,208,061 $16,208,061 0.08 $16,140,838
OCP CLO 2020-20 A2R 6.02317% 18-APR-2037, 6.02%, 04/18/37 OCP 2020-20A 670859AN7 - - 16,000,000 $16,192,013 $16,192,013 0.08 $16,109,027
Palmer Square CLO 2021-3 A2 7.05548% 15-JAN-2035, 5.96%, 01/15/35 PLMRS 2021-3A 69688FAC4 - - 16,000,000 $16,145,375 $16,145,375 0.08 $16,047,307
Balboa Bay Loan Funding 2020-1 A2RR 5.91317% 20-OCT-2035, 5.91%, 10/20/35 BOBA 2020-1A 05766BBC1 - - 16,000,000 $16,117,379 $16,117,379 0.08 $16,035,909
BlueMountain CLO XXX AR 5.67198% 15-APR-2035, 5.67%, 04/15/35 BLUEM 2020-30A 09630QAL5 - - 15,960,000 $16,067,745 $16,067,745 0.07 $15,974,706
Elmwood CLO 36 AR 5.63317% 20-OCT-2037, 5.75%, 10/20/37 ELM36 2024-12RA 29004MAA4 - - 15,650,000 $16,022,453 $16,022,453 0.07 $15,775,200
Madison Park Funding XXVIII A2R 5.90857% 15-JAN-2038, 5.98%, 01/15/38 MDPK 2018-28A 55821AAQ1 - - 15,575,000 $15,847,425 $15,847,425 0.07 $15,679,395
RAD CLO 19 C 7.64317% 20-APR-2035, 7.64%, 04/20/35 RAD 2023-19A 750104AG6 - - 15,500,000 $15,676,967 $15,676,967 0.07 $15,574,952
Venture XXX CLO A2 6.9256% 15-JAN-2031, 5.91%, 01/15/31 VENTR 2017-30A 92331NAC0 - - 15,500,000 $15,638,061 $15,638,061 0.07 $15,543,854
Palmer Square CLO 2022-3 A2R 5.84317% 20-JUL-2037, 5.84%, 07/20/37 PLMRS 2022-3A 69690AAU1 - - 15,400,000 $15,579,754 $15,579,754 0.07 $15,502,267
Neuberger Berman CLO XXII A2R2 6.02288% 17-APR-2038, 6.02%, 04/15/38 NEUB 2016-22A 64131BAN3 - - 15,200,000 $15,428,675 $15,428,675 0.07 $15,339,670
Ares L CLO AR 5.61359% 15-JAN-2032, 5.61%, 01/15/32 ARES 2018-50A 04018LAJ4 - - 15,301,624 $15,422,999 $15,422,999 0.07 $15,334,716
Bain Capital Credit CLO 2017-2 A2R3 5.90007% 25-JUL-2037, 5.90%, 07/25/37 BCC 2017-2A 05683HAY1 - - 15,040,000 $15,236,053 $15,236,053 0.07 $15,174,431
Canyon CLO 2023-2 A2 6.07198% 15-MAY-2037, 6.07%, 05/15/37 CANYC 2023-2A 13887AAC2 - - 15,000,000 $15,234,161 $15,234,161 0.07 $15,140,552
Octagon 71 A2 5.99317% 18-APR-2037, 5.99%, 04/18/37 OCT71 2024-1A 67579CAJ2 - - 15,000,000 $15,223,821 $15,223,821 0.07 $15,146,409
Sycamore Tree CLO 2024-5 A2 6.09317% 20-APR-2036, 6.09%, 04/20/36 STCP 2024-5A 87122YAC9 - - 15,000,000 $15,218,356 $15,218,356 0.07 $15,139,653
Octagon 68 A2 7.3647% 20-OCT-2036, 6.24%, 10/20/36 OCT68 2023-1A 675949AE1 - - 15,000,000 $15,215,680 $15,215,680 0.07 $15,135,039
Madison Park Funding LXIII A2 7.56781% 21-APR-2035, 6.54%, 04/21/35 MDPK 2023-63A 55817GAC5 - - 15,000,000 $15,214,017 $15,214,017 0.07 $15,129,501
RR 21 A1BR 5.90198% 15-JUL-2039, 5.90%, 07/15/39 RRAM 2022-21A 78110TAS8 - - 15,000,000 $15,206,108 $15,206,108 0.07 $15,115,119
Octagon 60 A2R 5.87317% 20-OCT-2037, 5.87%, 10/20/37 OCT60 2022-1A 675935AS9 - - 15,000,000 $15,205,793 $15,205,793 0.07 $15,129,932
Apex Credit CLO 2024-I A1 6.09317% 20-APR-2036, 6.09%, 04/20/36 APEXC 2024-1A 03753AAA8 - - 15,000,000 $15,168,143 $15,168,143 0.07 $15,091,978
Dryden 106 CLO A2R 5.83198% 15-OCT-2037, 5.83%, 10/15/37 DRSLF 2022-106A 26254CAQ4 - - 15,000,000 $15,103,978 $15,103,978 0.07 $15,014,068
Ares LVII CLO AR 5.71168% 25-JAN-2035, 5.71%, 01/25/35 ARES 2020-57A 04017NAQ5 - - 15,000,000 $15,098,971 $15,098,971 0.07 $15,039,474
KKR CLO 34 B 6.36359% 15-JUL-2034, 6.36%, 07/15/34 KKR 34A 48253UAC0 - - 14,875,000 $15,058,807 $15,058,807 0.07 $14,961,519
KKR CLO 40 AR 5.59317% 20-OCT-2034, 5.59%, 10/20/34 KKR 40A 48254UAE5 - - 14,975,000 $15,047,848 $15,047,848 0.07 $14,975,723
Generate CLO 17 A1 5.69009% 22-OCT-2037, 5.69%, 10/22/37 GNRT 2024-17A 37149PAA6 - - 14,750,000 $14,909,588 $14,909,588 0.07 $14,839,648
Rockford Tower CLO 2017-1 AR2 6.67942% 20-APR-2034, 5.65%, 04/20/34 ROCKT 2017-1A 77340EAW6 - - 14,500,000 $14,586,556 $14,586,556 0.07 $14,515,950
OHA Credit Funding 15 AN 6.12317% 20-APR-2035, 6.45%, 04/20/35 OAKC 2023-15A 67116TAG1 - - 14,300,000 $14,395,669 $14,395,669 0.07 $14,318,837
Battalion CLO XXI A 5.74359% 15-JUL-2034, 5.74%, 07/15/34 BATLN 2021-21A 07134WAA1 - - 14,225,000 $14,329,496 $14,329,496 0.07 $14,245,524
RR 12 A1AR3 5.55198% 15-JAN-2036, 5.55%, 01/15/36 RRAM 2020-12A 74989HAL6 - - 14,115,000 $14,214,862 $14,214,862 0.07 $14,134,319
Rockford Tower CLO 2021-3 A2R 5.95198% 15-JAN-2038, 6.09%, 01/15/38 ROCKT 2021-3A 77341NAN5 - - 14,000,000 $14,180,683 $14,180,683 0.07 $14,014,848
CBAM 2019-11R A2 7.07942% 20-JAN-2035, 6.05%, 01/20/35 CBAM 2019-11RA 12510TAB0 - - 13,889,000 $13,993,721 $13,993,721 0.07 $13,921,306
GoldenTree Loan Management US CLO 4 ARR 5.44664% 24-APR-2031, 5.45%, 04/24/31 GLM 2019-4A 38137YBA8 - - 13,926,482 $13,993,423 $13,993,423 0.07 $13,934,427
Sandstone Peak CLO II C 7.79317% 20-JUL-2036, 7.79%, 07/20/36 SAND 2023-1A 80013TAG8 - - 13,600,000 $13,880,723 $13,880,723 0.06 $13,789,456
Symphony CLO XXVIII B 6.20195% 23-OCT-2034, 6.20%, 10/23/34 SYMP 2021-28A 87168BAE0 - - 13,750,000 $13,862,208 $13,862,208 0.06 $13,793,513
Magnetite XV AR 6.64983% 25-JUL-2031, 5.57%, 07/25/31 MAGNE 2015-15A 55953MAN2 - - 13,216,522 $13,290,977 $13,290,977 0.06 $13,239,840
Anchorage Capital CLO 18 A1 6.7256% 15-APR-2034, 5.71%, 04/15/34 ANCHC 2021-18A 03331AAA9 - - 13,100,000 $13,197,161 $13,197,161 0.06 $13,120,234
Ares LIII CLO A2R 5.79664% 24-OCT-2036, 5.80%, 10/24/36 ARES 2019-53A 04009GAS6 - - 13,000,000 $13,137,745 $13,137,745 0.06 $13,079,135
Apidos CLO XXIII AR 5.78359% 15-APR-2033, 5.78%, 04/15/33 APID 2015-23A 03765YAU8 - - 12,825,000 $12,906,365 $12,906,365 0.06 $12,830,130
Wind River 2018-2 CLO (formerly THL Credit Wind River 2018-2 CLO) A1R 5.50198% 15-JUL-2030, 5.50%, 07/15/30 WINDR 2018-2A 97317EAA1 - - 12,808,991 $12,902,028 $12,902,028 0.06 $12,829,595
Dryden 43 Senior Loan Fund AR3 5.36317% 20-APR-2034, 5.36%, 04/20/34 DRSLF 2016-43A 26245CBQ5 - - 12,600,000 $12,688,973 $12,688,973 0.06 $12,630,783
OHA Credit Funding 3 AR2 5.61317% 20-JAN-2038, 5.61%, 01/20/38 OAKC 2019-3A 67112RBC7 - - 12,500,000 $12,625,065 $12,625,065 0.06 $12,564,645
Rad CLO 7 A1R 5.65288% 17-APR-2036, 5.65%, 04/17/36 RAD 2020-7A 74936GAA6 - - 12,550,000 $12,622,157 $12,622,157 0.06 $12,553,184
Marathon CLO XIII ABR2 6.00198% 15-APR-2032, 6.00%, 04/15/32 MCLO 56579ABK5 - - 12,500,000 $12,603,233 $12,603,233 0.06 $12,526,124
Columbia Cent CLO 29 AR 6.74942% 20-OCT-2034, 5.72%, 10/20/34 CECLO 2020-29A 197363AU8 - - 12,140,000 $12,261,423 $12,261,423 0.06 $12,201,577
Barrow Hanley CLO III A2 6.11317% 20-APR-2037, 6.11%, 04/20/37 BARHN 2024-3A 06875VAC4 - - 12,000,000 $12,179,759 $12,179,759 0.06 $12,116,590
OCP CLO Aegis 2024-39 A2 5.72758% 16-JAN-2037, 5.92%, 01/16/37 OCPA 2024-39A 67120EAE3 - - 12,000,000 $12,178,240 $12,178,240 0.06 $12,026,378
OCP CLO 2024-33 A2 5.99317% 20-JUL-2037, 5.99%, 07/20/37 OCP 2024-33A 671080AC3 - - 12,000,000 $12,173,649 $12,173,649 0.06 $12,111,720
TCW CLO 2024-1 AJ 6.10758% 16-JAN-2037, 6.11%, 01/16/37 TCW 2024-1A 87252MAE3 - - 12,000,000 $12,173,569 $12,173,569 0.06 $12,100,278
Voya CLO 2024-3 A2 5.87317% 20-JUL-2037, 5.87%, 07/20/37 VOYA 2024-3A 92895FAC5 - - 12,000,000 $12,159,112 $12,159,112 0.06 $12,098,423
Symphony Loan Funding CLO 1 A2 5.98731% 22-JAN-2038, 6.02%, 01/22/38 SYMPL 2024-1A 87191BAC5 - - 12,000,000 $12,140,048 $12,140,048 0.06 $12,011,705
OCP CLO 2024-32 A2 6.01034% 23-APR-2037, 6.01%, 04/23/37 OCP 2024-32A 67570CAC6 - - 12,000,000 $12,140,037 $12,140,037 0.06 $12,081,937
OCP CLO 2016-11 A2R2 6.00007% 26-APR-2036, 6.00%, 04/26/36 OCP 2016-11A 67110DBC0 - - 12,000,000 $12,077,920 $12,077,920 0.06 $12,027,919
KKR CLO 43 A2R 6.30198% 15-JAN-2036, 6.30%, 01/15/36 KKR 2022-43A 48255UAL8 - - 11,750,000 $11,963,011 $11,963,011 0.06 $11,886,906
Venture 33 CLO A1LR 5.62359% 15-JUL-2031, 5.62%, 07/15/31 VENTR 2018-33A 92330YAN3 - - 11,811,826 $11,902,447 $11,902,447 0.06 $11,834,177
RAD CLO 5 AR 5.67825% 24-JUL-2032, 5.68%, 07/24/32 RAD 2019-5A 74923EAA6 - - 11,466,681 $11,545,796 $11,545,796 0.05 $11,495,154
Carlyle C17 CLO A1AR 5.5785% 30-APR-2031, 5.58%, 04/30/31 CGMS C17A 14307PAC9 - - 11,475,497 $11,520,802 $11,520,802 0.05 $11,481,681
Apidos CLO XXXIV A1R 5.70478% 20-JAN-2035, 5.70%, 01/20/35 APID 2020-34A 03768WAL9 - - 11,400,000 $11,488,602 $11,488,602 0.05 $11,430,691
CIFC Funding 2014-V A2R3 5.88288% 17-JUL-2037, 5.88%, 07/17/37 CIFC 2014-5A 12550ABF2 - - 11,250,000 $11,322,643 $11,322,643 0.05 $11,258,299
KKR CLO 38 A1 5.62198% 15-APR-2033, 5.62%, 04/15/33 KKR 38A 48259BAA0 - - 11,250,000 $11,318,561 $11,318,561 0.05 $11,253,557
Carlyle U.S. CLO 2017-3 A2R2 5.84317% 21-OCT-2037, 5.84%, 10/21/37 CGMS 2017-3A 14314FBA5 - - 11,000,000 $11,156,112 $11,156,112 0.05 $11,100,764
Benefit Street Partners CLO XXXII A2 6.25007% 25-OCT-2036, 6.25%, 10/25/36 BSP 2023-32A 08181FAC4 - - 11,000,000 $11,151,061 $11,151,061 0.05 $11,103,318
Rad CLO 7 A2R 6.00288% 17-APR-2036, 6.00%, 04/17/36 RAD 2020-7A 74936GAJ7 - - 11,000,000 $11,096,779 $11,096,779 0.05 $11,032,582
Sound Point CLO XXVI AR 5.72478% 20-JUL-2034, 5.72%, 07/20/34 SNDPT 2020-1A 83614XAQ4 - - 11,000,000 $11,066,918 $11,066,918 0.05 $11,012,692
Morgan Stanley Eaton Vance CLO 2021-1 B 6.20195% 23-OCT-2034, 6.20%, 10/20/34 MSEV 2021-1A 61773KAC6 - - 10,845,000 $10,938,987 $10,938,987 0.05 $10,884,805
CBAM 2019-10 A1R 6.69942% 20-APR-2032, 5.67%, 04/20/32 CBAM 2019-10A 12482NAN1 - - 10,748,428 $10,831,021 $10,831,021 0.05 $10,778,498
Madison Park Funding XXXV A1R 6.56942% 20-APR-2032, 5.54%, 04/20/32 MDPK 2019-35A 55819MAN6 - - 10,626,467 $10,689,854 $10,689,854 0.05 $10,639,116
Octagon Investment Partners 28 A2RR 6.01664% 24-APR-2037, 6.02%, 04/24/37 OCT28 2016-1A 67591EBJ1 - - 10,250,000 $10,407,833 $10,407,833 0.05 $10,359,867
Octagon Investment Partners 45 A1R 6.65399% 15-APR-2035, 5.64%, 04/15/35 OCT45 2019-1A 67577MAN3 - - 10,320,000 $10,390,469 $10,390,469 0.05 $10,330,626
Valley Stream Park CLO ARR 5.48317% 20-JAN-2037, 5.48%, 01/20/37 VYSPK 2022-1A 92013AAT6 - - 10,280,000 $10,389,770 $10,389,770 0.05 $10,341,232
Symphony CLO 45 A2 6.49% 15-OCT-2037, 6.40%, 10/15/37 SYMP 2024-45A 87170EAC4 - - 10,000,000 $10,384,946 $10,384,946 0.05 $10,084,345
Meacham Park CLO A2 5.82317% 20-OCT-2037, 6.32%, 10/20/37 MCHPK 2024-1A 58286QAC9 - - 10,000,000 $10,353,391 $10,353,391 0.05 $10,069,057
CIFC Funding 2022-V A2R 6.3673% 16-JAN-2037, 6.03%, 01/16/37 CIFC 2022-5A 12572GAW7 - - 10,000,000 $10,151,600 $10,151,600 0.05 $10,091,324
Elmwood CLO 25 A2 6.03288% 17-APR-2037, 6.03%, 04/17/37 ELM25 2024-1A 29001BAC7 - - 10,000,000 $10,145,141 $10,145,141 0.05 $10,086,488
Octagon 69 A2 5.95664% 24-JUL-2037, 5.96%, 07/24/37 OCT69 2024-3A 67578UAC8 - - 10,000,000 $10,139,599 $10,139,599 0.05 $10,093,270
Apidos CLO XLVII A2 6.00007% 26-APR-2037, 6.00%, 04/26/37 APID 2024-47A 03770QAC8 - - 10,000,000 $10,134,465 $10,134,465 0.05 $10,092,798
Regatta XXVII Funding A2 6.03007% 26-APR-2037, 6.03%, 04/26/37 REG27 2024-1A 758970AC1 - - 10,000,000 $10,134,325 $10,134,325 0.05 $10,092,450
OCP CLO 2022-25 A2R 5.91317% 20-JUL-2037, 5.91%, 07/20/37 OCP 2022-25A 67115CAN4 - - 10,000,000 $10,121,554 $10,121,554 0.05 $10,070,635
Cedar Funding XIX CLO A1 5.57134% 23-JAN-2038, 5.57%, 01/23/38 CEDF 2024-19A 15033CAC6 - - 10,000,000 $10,121,309 $10,121,309 0.05 $10,062,500
Benefit Street Partners CLO XXXIV A2 6.05007% 25-JUL-2037, 6.05%, 07/25/37 BSP 2024-34A 081928AC7 - - 10,000,000 $10,120,707 $10,120,707 0.05 $10,078,693
Dryden 107 CLO A2 6.67346% 15-AUG-2035, 6.47%, 08/15/35 DRSLF 2023-107A 26254FAC8 - - 10,000,000 $10,103,403 $10,103,403 0.05 $10,098,009
Neuberger Berman Loan Advisers CLO 59 A1 5.58034% 23-JAN-2039, 5.59%, 01/23/39 NEUB 2024-59A 640962AA4 - - 10,000,000 $10,093,698 $10,093,698 0.05 $10,050,245
Green Lakes Park CLO ARR 5.46881% 25-JAN-2038, 5.47%, 01/25/38 GRLPK 2025-1A 39310AAC4 - - 10,000,000 $10,093,421 $10,093,421 0.05 $10,060,000
Beechwood Park CLO A2R 5.80288% 17-JAN-2035, 5.80%, 01/17/35 BCHPK 2019-1A 07355TAW2 - - 10,000,000 $10,081,134 $10,081,134 0.05 $10,024,717
TCW CLO 2024-2 A1 6.06745% 17-JUL-2037, 5.72%, 07/17/37 TCW 2024-2A 87252GAC0 - - 10,000,000 $10,078,438 $10,078,438 0.05 $10,022,799
Saratoga Investment Corp CLO 2013-1 A2R4 6.05317% 20-APR-2033, 6.38%, 04/20/33 SARAT 2013-1A 80349BCF2 - - 10,000,000 $10,073,337 $10,073,337 0.05 $10,020,192
Golub Capital Partners CLO 58(B) A2 7.03628% 25-JAN-2035, 6.01%, 01/25/35 GCBSL 2021-58A 38178TAC6 - - 10,000,000 $10,071,878 $10,071,878 0.05 $10,030,130
Regatta XXII Funding AR 5.54317% 20-JUL-2035, 5.54%, 07/20/35 REG22 2022-2A 758968AN1 - - 10,000,000 $10,071,666 $10,071,666 0.05 $10,023,933
Octagon Investment Partners 29 A2R2 5.91317% 18-JUL-2037, 5.91%, 07/18/37 OCT29 2016-1A 67591JAW2 - - 10,000,000 $10,066,934 $10,066,934 0.05 $10,016,015
Pikes Peak CLO 8|5.62317|01/20/2038, 5.62%, 01/20/38 PIPK 2021-8A 72133CAL6 - - 10,000,000 $10,063,234 $10,063,234 0.05 $10,014,812
Bain Capital Credit CLO 2021-1 A 5.61478% 18-APR-2034, 5.61%, 04/18/34 BCC 2021-1A 05684LAC9 - - 10,000,000 $10,059,082 $10,059,082 0.05 $10,010,733
Octagon 52 A2R 5.89034% 23-JUL-2037, 5.89%, 07/23/37 OCT52 2021-1A 67577KAN7 - - 10,000,000 $10,058,980 $10,058,980 0.05 $10,011,530
Rockford Tower CLO 2022-2 A2R 7.46781% 20-OCT-2035, 6.44%, 10/20/35 ROCKT 2022-2A 77340LAP5 - - 9,500,000 $9,640,118 $9,640,118 0.04 $9,587,410
CQS US CLO 2023-3 AJ 6.45007% 25-JAN-2037, 6.45%, 01/25/37 CQS 2023-3A 223929AC4 - - 9,000,000 $9,122,492 $9,122,492 0.04 $9,082,179
Fortress Credit BSL XVI AR 5.66317% 20-OCT-2035, 5.66%, 10/20/35 FCBSL 2022-3A 349927AN3 - - 9,000,000 $9,052,699 $9,052,699 0.04 $9,008,809
Elmwood CLO I A2RR 6.01317% 20-APR-2037, 6.01%, 04/20/37 ELMW1 2019-1A 290015AY2 - - 8,750,000 $8,879,698 $8,879,698 0.04 $8,834,390
KKR CLO 48 A2 6.29317% 20-OCT-2036, 6.29%, 10/20/36 KKR 48A 48256EAC3 - - 8,750,000 $8,862,491 $8,862,491 0.04 $8,815,074
Ppm Clo 6 Ltd. 7.50449% 20-JAN-2037, 6.44%, 01/20/37 PPMC 2022-6RA 693975AL8 - - 8,000,000 $8,146,317 $8,146,317 0.04 $8,101,930
Hayfin US XV A2 6.21984% 28-APR-2037, 6.22%, 04/28/37 HAYFN 2024-15A 420916AE8 - - 8,000,000 $8,131,704 $8,131,704 0.04 $8,098,531
AMMC CLO 30 A2 6.25198% 15-JAN-2037, 6.25%, 01/15/37 AMMC 2024-30A 03165UAC2 - - 8,000,000 $8,126,276 $8,126,276 0.04 $8,074,870
Morgan Stanley Eaton Vance CLO 2023-20 A2 7.3586% 20-JAN-2037, 6.29%, 01/20/37 MSEV 2023-20A 617936AC3 - - 8,000,000 $8,119,697 $8,119,697 0.04 $8,076,344
Post CLO 2024-1 A2 6.09317% 20-APR-2037, 6.09%, 04/20/37 POST 2024-1A 73743EAC2 - - 8,000,000 $8,116,834 $8,116,834 0.04 $8,074,859
Harvest US CLO 2024-1 A2 6.14317% 18-APR-2037, 6.14%, 04/18/37 HARUS 2024-1A 41755WAC4 - - 8,000,000 $8,104,402 $8,104,402 0.04 $8,062,082
Sandstone Peak III A2 6.13007% 25-APR-2037, 6.13%, 04/25/37 SAND 2024-1A 799928AE6 - - 8,000,000 $8,100,214 $8,100,214 0.04 $8,066,158
Venture 46 CLO A1R 5.74317% 20-OCT-2037, 5.74%, 10/20/37 VENTR 2022-46A 92326CBA4 - - 8,000,000 $8,084,061 $8,084,061 0.04 $8,044,497
Signal Peak CLO 12 A2R 5.89317% 18-JUL-2037, 5.89%, 07/18/37 SPEAK 2022-12A 82671XBA0 - - 8,000,000 $8,071,165 $8,071,165 0.04 $8,030,567
Tikehau US CLO 1 A2 7.00952% 18-JAN-2035, 6.00%, 01/18/35 TKO 2021-1A 88675SAC1 - - 8,000,000 $8,060,261 $8,060,261 0.04 $8,018,895
Venture 32 CLO A1 5.65478% 18-JUL-2031, 6.67%, 07/18/31 VENTR 2018-32A 92325QAA5 - - 7,967,098 $8,035,551 $8,035,551 0.04 $7,985,351
Venture XXVII CLO AR 5.60478% 20-JUL-2030, 5.60%, 07/20/30 VENTR 2017-27A 92331LBC3 - - 7,544,707 $7,590,757 $7,590,757 0.04 $7,553,101
Dryden 50 Senior Loan Fund A1R 5.56359% 15-JUL-2030, 5.56%, 07/15/30 DRSLF 2017-50A 262431AH2 - - 7,472,947 $7,530,678 $7,530,678 0.04 $7,487,947
Octagon Investment Partners 18-R A1A 5.52919% 16-APR-2031, 5.53%, 04/16/31 OCT18 2018-18A 67576FAA7 - - 7,247,572 $7,296,283 $7,296,283 0.03 $7,256,210
Battalion CLO XII A1 5.817% 17-MAY-2031, 5.82%, 05/17/31 BATLN 2018-12A 07133RAA3 - - 7,182,764 $7,185,085 $7,185,085 0.03 $7,182,764
LCM 35 A2 7.05548% 15-OCT-2034, 5.96%, 10/15/34 LCM 35A 50202QAC7 - - 7,000,000 $7,057,337 $7,057,337 0.03 $7,014,432
Allegro CLO XIV A2 6.9256% 15-OCT-2034, 5.91%, 10/15/34 ALLEG 2021-2A 01751AAL0 - - 6,875,000 $6,934,684 $6,934,684 0.03 $6,892,899
Octagon Investment Partners XIV A1BRR 6.8256% 15-JUL-2029, 5.81%, 07/15/29 OCT14 2012-1A 67590ABR2 - - 6,877,661 $6,930,882 $6,930,882 0.03 $6,889,787
KKR Financial CLO 2013-1 A1R2 5.40198% 15-APR-2029, 5.40%, 04/15/29 KKR 2013-1A 48249VAW1 - - 6,783,589 $6,824,691 $6,824,691 0.03 $6,787,028
KKR CLO 24 A1R 6.65942% 20-APR-2032, 5.63%, 04/20/32 KKR 24 48252RAL8 - - 6,463,672 $6,506,650 $6,506,650 0.03 $6,475,287
TCI-Flatiron CLO 2016-1 AR3 5.40288% 17-JAN-2032, 5.40%, 01/17/32 TFLAT 2016-1A 87230AAW6 - - 6,119,545 $6,158,009 $6,158,009 0.03 $6,125,864
Palmer Square CLO 2024-2 A2 5.89317% 20-JUL-2037, 5.89%, 07/20/37 PLMRS 2024-2A 69703LAC2 - - 6,000,000 $6,081,560 $6,081,560 0.03 $6,051,112
Sound Point CLO VII-R A1R 5.62195% 23-OCT-2031, 5.62%, 10/23/31 SNDPT 2014-3RA 83610HAL4 - - 5,929,694 $5,974,930 $5,974,930 0.03 $5,948,076
Steele Creek CLO 2018-2 A 6.82871% 18-AUG-2031, 5.78%, 08/18/31 STCR 2018-2A 85816LAA6 - - 5,739,601 $5,744,889 $5,744,889 0.03 $5,743,045
Sixth Street CLO XVI A2R 7.28259% 20-JAN-2037, 6.24%, 01/20/37 SIXST 2020-16A 83012DAS2 - - 5,500,000 $5,575,468 $5,575,468 0.03 $5,545,899
Dryden 30 Senior Loan Fund AR 5.60507% 15-NOV-2028, 5.40%, 11/15/28 DRSLF 2013-30A 26249BAQ4 - - 5,445,597 $5,460,092 $5,460,092 0.03 $5,456,792
Madison Park Funding XXIV AR2 5.41317% 20-OCT-2029, 5.41%, 10/20/29 MDPK 2016-24A 55820NAW1 - - 5,273,447 $5,301,652 $5,301,652 0.02 $5,277,070
Park Blue CLO 2023-IV A2 7.32865% 25-JAN-2037, 6.30%, 01/25/37 PKBLU 2023-4A 699917AC4 - - 5,000,000 $5,066,521 $5,066,521 0.02 $5,044,646
Benefit Street Partners CLO XXI A2R 6.9756% 15-OCT-2034, 5.96%, 10/15/34 BSP 2020-21A 08186RAQ2 - - 5,000,000 $5,046,359 $5,046,359 0.02 $5,015,712
Venture 42 CLO A2 6.95548% 15-APR-2034, 5.86%, 04/15/34 VENTR 2021-42A 923260AE3 - - 5,000,000 $5,043,376 $5,043,376 0.02 $5,013,244
Invesco CLO 2022-2 A2 7.06781% 20-JUL-2035, 6.04%, 07/20/35 INVCO 2022-2A 46145XAC0 - - 5,000,000 $5,039,658 $5,039,658 0.02 $5,013,639
Ares XLV CLO BR 5.55198% 15-OCT-2030, 5.55%, 10/15/30 ARES 2017-45A 04016QAG1 - - 5,000,000 $5,034,474 $5,034,474 0.02 $5,005,942
Sound Point CLO VI-R A 6.82942% 20-OCT-2031, 5.80%, 10/20/31 SNDPT 2014-2RA 83613WAA2 - - 4,808,212 $4,842,909 $4,842,909 0.02 $4,818,874
Neuberger Berman CLO XIV ARR 5.59145% 28-JAN-2030, 5.59%, 01/28/30 NEUB 2013-14A 64129JBE9 - - 4,426,586 $4,447,062 $4,447,062 0.02 $4,430,561
BlueMountain Fuji U.S. CLO III A2 6.7256% 15-JAN-2030, 5.71%, 01/15/30 BLUEM 2017-3A 09628FAC3 - - 3,500,000 $3,533,644 $3,533,644 0.02 $3,513,091
Canyon Capital CLO 2014-1 A1BR 6.74904% 30-JAN-2031, 5.72%, 01/30/31 CANYC 2014-1A 13875LAY4 - - 3,010,000 $3,030,481 $3,030,481 0.01 $3,019,962
Ares XLV CLO CR 5.80198% 15-OCT-2030, 5.80%, 10/15/30 ARES 2017-45A 04016QAJ5 - - 1,881,250 $1,895,099 $1,895,099 0.01 $1,883,880
Palmer Square Loan Funding 2022-3 A1BR 5.70198% 15-APR-2031, 5.70%, 04/15/31 PSTAT 2022-3A 69690CAN3 - - 500,000 $504,143 $504,143 0.00 $501,213
Steele Creek CLO 2014-1R A 6.64942% 21-APR-2031, 5.62%, 04/21/31 STCR 2014-1RA 85816WAC8 - - 497,199 $499,706 $499,706 0.00 $497,298
CarVal CLO II AR2 5.31317% 20-APR-2032, 5.31%, 04/20/32 CARVL 2019-1A 14686AAY5 - - 442,338 $444,583 $444,583 0.00 $442,559
US DOLLARS USD MD_142224 - - -888,858,668 $-888,858,668 $-888,858,668 -4.14 $-888,858,668
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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