Please ensure Javascript is enabled for purposes of website accessibility AAA CLO ETF - Janus Henderson Investors - US Institutional
{{banner.link_text}}
For Institutional Investors in the US

AAA CLO ETF Holdings

Full Portfolio Holdings

(As of February 21, 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 $268,815,186 $268,815,186 1.24 $266,960,753
Magnetite XXXIX AR 5.47007% 25-JAN-2037, 5.47%, 01/25/37 MAGNE 2023-39A 559924AJ4 - - 260,000,000 $261,957,540 $261,957,540 1.21 $260,851,370
Octagon Investment Partners 51 Ltd|5.3087|07/20/2034, 5.31%, 07/20/34 OCT51 2021-1A 675943AA2 - - 261,500,000 $261,692,809 $261,692,809 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 $257,225,307 $257,225,307 1.19 $256,005,788
Balboa Bay Loan Funding 2021-1 Ltd|0|07/20/2034, 0.00%, 07/20/34 BOBA 2021-1A 05765XAL5 - - 239,000,000 $238,957,697 $238,957,697 1.10 $238,957,697
RAD CLO 21 A1R 5.38689% 25-JAN-2037, 5.39%, 01/25/37 RAD 2023-21A 750099AJ2 - - 234,400,000 $234,809,346 $234,809,346 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 $211,069,209 $211,069,209 0.97 $210,012,917
Carlyle U.S. CLO 2021-10 A1R 5.60317% 20-JAN-2038, 5.60%, 01/20/38 CGMS 2021-10A 14316YAL9 - - 192,900,000 $195,560,454 $195,560,454 0.90 $194,539,650
AGL Core CLO 2 A1R 5.75317% 20-JUL-2037, 5.75%, 07/20/37 AGL 2019-2A 001200AJ3 - - 190,000,000 $191,967,573 $191,967,573 0.88 $190,935,199
OCP CLO 2017-14 A1R 5.66317% 20-JUL-2037, 5.66%, 07/20/37 OCP 2017-14A 67097QAN5 - - 187,000,000 $188,301,492 $188,301,492 0.87 $187,301,313
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 $171,241,270 $171,241,270 0.79 $170,197,675
Canyon CLO 2019-2 AR2 5.31884% 15-OCT-2034, 5.32%, 10/15/34 CANYC 2019-2A 13887WAS9 - - 168,000,000 $168,322,676 $168,322,676 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 $165,694,873 $165,694,873 0.77 $163,924,459
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 $152,234,945 $152,234,945 0.71 $150,329,385
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
Bain Capital Credit CLO 2019-2 AR2 5.43288% 17-OCT-2032, 5.43%, 10/17/32 BCC 2019-2A 05682LAS6 - - 148,728,972 $149,879,109 $149,879,109 0.70 $149,026,192
Oaktree CLO 2021-2 Ltd|5.27406|01/15/2035, 5.27%, 01/15/35 OAKCL 2021-2A 67389BAQ8 - - 150,000,000 $149,863,579 $149,863,579 0.70 $149,490,000
AGL CLO 17 AR 5.25347% 21-JAN-2035, 0.00%, 01/21/35 AGL 2022-17A 00120DAJ5 - - 149,858,000 $149,855,392 $149,855,392 0.70 $149,855,392
Dryden 77 CLO AR 6.74871% 20-MAY-2034, 5.70%, 05/20/34 DRSLF 2020-77A 26252VAS0 - - 145,774,633 $146,135,239 $146,135,239 0.68 $146,042,858
Benefit Street Partners CLO XXV Ltd|5.31629|01/15/2035, 5.32%, 01/15/35 BSP 2021-25A 08186YAL8 - - 146,000,000 $145,982,005 $145,982,005 0.68 $145,766,400
KKR CLO 27 A1R2 5.46857% 15-JAN-2035, 5.52%, 01/15/35 KKR 27A 48253YBL1 - - 144,000,000 $145,525,883 $145,525,883 0.68 $144,045,475
AGL CLO 16 Ltd|5.265|01/20/2035, 5.26%, 01/20/35 AGL 2021-16A 00120LAE8 - - 143,394,000 $143,368,619 $143,368,619 0.67 $143,368,619
Galaxy XXII CLO ARRR 5.54758% 16-APR-2034, 5.55%, 04/16/34 GALXY 2016-22A 36320TBD4 - - 141,800,000 $142,927,250 $142,927,250 0.67 $142,075,049
Sycamore Tree CLO 2023-3 A1R 5.94317% 20-APR-2037, 5.94%, 04/20/37 STCP 2023-3A 87122FAN6 - - 140,000,000 $141,343,411 $141,343,411 0.66 $140,557,592
KKR CLO 35 Ltd|5.51665|01/20/2038, 5.52%, 01/20/38 KKR 35A 48254LAN5 - - 140,345,000 $140,910,928 $140,910,928 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 $137,781,731 $137,781,731 0.64 $137,080,168
Dryden 76 CLO A1R2 5.67198% 15-OCT-2037, 5.67%, 10/15/37 DRSLF 2019-76A 26252WBE8 - - 136,000,000 $137,535,073 $137,535,073 0.64 $136,677,974
BlueMountain CLO XXV A1RR 5.65198% 15-JAN-2038, 5.76%, 01/15/38 BLUEM 2019-25A 09627FBA7 - - 134,880,000 $136,893,437 $136,893,437 0.64 $135,468,711
CBAMR 2017-1 AR2 5.74406% 20-JAN-2038, 5.77%, 01/20/38 CBAMR 2017-1A 14987LAC5 - - 133,000,000 $135,153,009 $135,153,009 0.63 $133,682,104
1988 CLO 1 AR 5.66198% 15-OCT-2039, 5.93%, 10/15/39 MUZ88 2022-1A 653937AL6 - - 133,000,000 $134,107,364 $134,107,364 0.62 $133,231,181
Apidos CLO XXV A1R3 5.43317% 20-JAN-2037, 5.47%, 01/20/37 APID 2016-25A 03762YBD8 - - 130,310,000 $131,787,833 $131,787,833 0.61 $130,619,460
Nassau 2021-I A1R 5.40265% 26-AUG-2034, 5.40%, 08/26/34 NCC 2021-IA 631704AH6 - - 127,815,000 $128,598,383 $128,598,383 0.60 $128,118,842
Ocean Trails CLO XIV AR 5.63317% 20-JAN-2038, 5.63%, 01/20/38 OCTR 2023-14A 67515JAN5 - - 125,000,000 $126,359,002 $126,359,002 0.59 $125,693,975
Symphony CLO XXV A 5.53478% 19-APR-2034, 5.53%, 04/19/34 SYMP 2021-25A 87167WAC9 - - 124,724,000 $125,555,060 $125,555,060 0.58 $124,903,091
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 $120,385,954 $120,385,954 0.56 $119,946,217
Generate CLO 9 AR 5.64317% 20-JAN-2038, 5.64%, 01/20/38 GNRT 9A 37147LAN9 - - 118,250,000 $119,530,607 $119,530,607 0.56 $118,900,375
Canyon CLO 2020-2 AR2 5.32587% 15-OCT-2034, 5.33%, 10/15/34 CANYC 2020-2A 13876NAW3 - - 118,000,000 $118,715,514 $118,715,514 0.55 $118,296,546
BlueMountain CLO XXXII Ltd|5.39197|10/15/2034, 5.39%, 10/15/34 BLUEM 2021-32A 09631EAJ6 - - 115,700,000 $116,364,310 $116,364,310 0.54 $115,809,776
CIFC Funding 2022-II A1R 5.28599% 19-APR-2035, 5.29%, 04/19/35 CIFC 2022-2A 12567MAN1 - - 115,000,000 $115,592,422 $115,592,422 0.54 $115,389,792
Magnetite XlVII Ltd|5.80235|01/25/2038, 5.80%, 01/25/38 MAGNE 2024-47A 559916AA9 - - 111,000,000 $113,092,383 $113,092,383 0.53 $111,500,122
CIFC Funding 2014-IV-R A1AR 6.74814% 17-JAN-2035, 5.73%, 01/17/35 CIFC 2014-4RA 12552FAQ6 - - 110,755,000 $111,425,408 $111,425,408 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 $110,773,870 $110,773,870 0.52 $110,083,099
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
Elmwood CLO 24 AR 5.62288% 17-JAN-2038, 5.77%, 01/17/38 ELM24 2023-3A 290020AL0 - - 108,850,000 $110,692,912 $110,692,912 0.52 $109,384,889
Ares LXVII CLO A1R 5.49286% 25-JAN-2038, 5.49%, 01/25/38 ARES 2022-67A 039939AN3 - - 108,500,000 $109,159,293 $109,159,293 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 $105,977,322 $105,977,322 0.49 $105,449,956
OCP CLO 2020-18 A1R2 5.66317% 20-JUL-2037, 5.66%, 07/20/37 OCP 2020-18A 671078AW3 - - 102,500,000 $103,216,193 $103,216,193 0.48 $102,667,967
RAD CLO 26 A 5.66317% 20-OCT-2037, 5.96%, 10/20/37 RAD 2024-26A 75009VAA2 - - 100,000,000 $102,738,872 $102,738,872 0.48 $100,105,660
Silver Point CLO 4 A1 5.93198% 15-APR-2037, 5.93%, 04/15/37 SPCLO 2024-4A 82809EAA8 - - 100,000,000 $101,056,929 $101,056,929 0.47 $100,397,820
RAD CLO 23 A1 5.89317% 20-APR-2037, 5.89%, 04/20/37 RAD 2024-23A 75009CAA4 - - 100,000,000 $100,957,867 $100,957,867 0.47 $100,401,290
Benefit Street Partners CLO XII-B A 5.67198% 15-OCT-2037, 5.67%, 10/15/37 BSP 2017-12BA 081917AA4 - - 100,000,000 $100,811,940 $100,811,940 0.47 $100,181,720
OCP CLO 2018-15 Ltd|5.54326|01/20/2038, 5.54%, 01/20/38 OCP 2018-15A 67112KAG4 - - 99,500,000 $100,717,611 $100,717,611 0.47 $100,196,699
Barings Loan Partners CLO 3 AR2 5.25347% 20-JUL-2033, 5.25%, 07/20/33 BABSN LP-3A 06762QAQ0 - - 100,400,000 $100,644,304 $100,644,304 0.47 $100,395,231
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 $99,469,958 $99,469,958 0.46 $98,917,079
Neuberger Berman CLO XXI A1R3 5.61317% 20-JAN-2039, 5.61%, 01/20/39 NEUB 2016-21A 64130DBS8 - - 98,000,000 $98,959,668 $98,959,668 0.46 $98,440,138
Octagon Investment Partners 42 A1RR 5.66198% 15-JUL-2037, 5.66%, 07/15/37 OCT42 2019-3A 67576PAY3 - - 97,000,000 $97,974,480 $97,974,480 0.46 $97,364,245
Madison Park Funding XXI A1ARR 6.6556% 15-OCT-2032, 5.64%, 10/15/32 MDPK 2016-21A 55820JBC3 - - 96,287,448 $97,413,987 $97,413,987 0.45 $96,810,202
Oaktree CLO 2020-1 Ltd|5.50629|01/15/2038, 5.51%, 01/15/38 OAKCL 2020-1A 67402FAU3 - - 96,600,000 $96,730,944 $96,730,944 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 $92,922,840 $92,922,840 0.43 $92,369,119
Dryden 108 CLO A1R 5.65317% 18-JUL-2037, 5.65%, 07/18/37 DRSLF 2022-108A 26253MAN0 - - 90,000,000 $90,811,359 $90,811,359 0.42 $90,330,840
AGL CLO 21 A1R 5.65317% 21-OCT-2037, 5.65%, 10/21/37 AGL 2022-21A 00119FAL8 - - 89,750,000 $90,663,009 $90,663,009 0.42 $90,183,825
KKR CLO 46 AR 5.69317% 20-OCT-2037, 5.69%, 10/20/37 KKR 2023-46A 48255VAQ5 - - 89,750,000 $90,438,399 $90,438,399 0.42 $89,955,824
Trysail CLO 2021-1 A1 5.59317% 20-JUL-2032, 5.59%, 07/20/32 TRYSL 2021-1A 89855AAC0 - - 89,531,029 $90,027,381 $90,027,381 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 $89,845,052 $89,845,052 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 $89,721,068 $89,721,068 0.42 $89,590,000
Octagon Investment Partners 32 A1R3 5.68198% 31-OCT-2037, 5.99%, 10/31/37 OCT32 2017-1A 67573CAS8 - - 87,000,000 $89,099,823 $89,099,823 0.41 $87,420,428
1988 CLO 2 A 6.62198% 15-APR-2038, 6.62%, 04/15/38 MUZ88 2023-2A 653947AA9 - - 85,835,000 $86,548,860 $86,548,860 0.40 $85,917,307
Voya CLO 2021-1 AR 5.30376% 15-JUL-2034, 5.30%, 07/15/34 VOYA 2021-1A 92918QAN0 - - 85,765,000 $86,035,107 $86,035,107 0.40 $85,807,668
Voya CLO 2020-2 A1RR 5.60317% 20-JAN-2038, 5.59%, 01/20/38 VOYA 2020-2A 92918HAT7 - - 85,000,000 $85,995,966 $85,995,966 0.40 $85,388,790
Post CLO 2024-1 A1 5.89317% 20-APR-2037, 5.89%, 04/20/37 POST 2024-1A 73743EAA6 - - 85,000,000 $85,816,015 $85,816,015 0.40 $85,342,924
Madison Park Funding LII A 6.67942% 22-JAN-2035, 5.65%, 01/22/35 MDPK 2021-52A 55822BAC9 - - 85,085,000 $85,641,364 $85,641,364 0.40 $85,200,562
Nyack Park CLO A 6.69942% 20-OCT-2034, 5.67%, 10/20/34 NYKPK 2021-1A 67080PAC0 - - 83,751,613 $84,356,971 $84,356,971 0.39 $83,908,103
AGL CLO 14 A 6.72942% 02-DEC-2034, 5.70%, 12/02/34 AGL 2021-14A 00851WAA7 - - 83,390,000 $84,050,786 $84,050,786 0.39 $83,601,494
Carlyle U.S. CLO 2021-7 A1 6.7356% 15-OCT-2035, 5.72%, 10/15/35 CGMS 2021-7A 14316WAA7 - - 83,200,000 $83,982,749 $83,982,749 0.39 $83,453,635
Madison Park Funding XXXII A1R2 5.65009% 22-JUL-2037, 5.65%, 07/22/37 MDPK 2018-32A 55817AAY0 - - 83,250,000 $83,796,557 $83,796,557 0.39 $83,365,384
Zais CLO 16 A1R2 5.44599% 20-OCT-2034, 5.45%, 10/20/34 ZAIS 2020-16A 98875JBJ2 - - 83,000,000 $83,148,871 $83,148,871 0.39 $82,998,199
CIFC Funding 2020-III A1R 6.70942% 20-OCT-2034, 5.68%, 10/20/34 CIFC 2020-3A 12560EAL0 - - 82,280,000 $82,906,304 $82,906,304 0.39 $82,464,546
BlueMountain CLO XXXV A1R 5.71009% 22-OCT-2037, 5.71%, 10/22/37 BLUEM 2022-35A 09631RAL2 - - 81,000,000 $81,893,620 $81,893,620 0.38 $81,469,646
KKR CLO 43 Ltd. 7.09473% 15-JAN-2036, 6.05%, 01/15/36 KKR 2022-43A 48255UAJ3 - - 80,000,000 $81,254,738 $81,254,738 0.38 $80,716,784
Palmer Square CLO 2015-1 A1AR5 5.3382% 21-MAY-2034, 5.34%, 05/21/34 PLMRS 2015-1A 69689ABU3 - - 80,927,000 $81,063,154 $81,063,154 0.38 $81,026,872
Wind River 2024-1 CLO A 5.89317% 20-APR-2037, 5.89%, 04/20/37 WINDR 2024-1A 97317AAA9 - - 80,000,000 $80,804,470 $80,804,470 0.38 $80,359,208
Cedar Funding VI CLO ARR 5.60478% 20-APR-2034, 5.60%, 04/20/34 CEDF 2016-6A 15032DAR2 - - 80,219,000 $80,680,861 $80,680,861 0.38 $80,256,230
Symphony Loan Funding CLO 1 A1 5.76731% 22-JAN-2038, 5.80%, 01/22/38 SYMPL 2024-1A 87191BAA9 - - 78,800,000 $80,183,185 $80,183,185 0.37 $79,333,153
OCP CLO 2015-9 AR3 5.41802% 15-JAN-2037, 5.42%, 01/15/37 OCP 2015-9A 67091YBE3 - - 80,000,000 $80,149,784 $80,149,784 0.37 $80,029,384
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
CIFC Funding 2014-V A1R3 5.68288% 17-JUL-2037, 5.68%, 07/17/37 CIFC 2014-5A 12550ABD7 - - 77,872,000 $78,659,153 $78,659,153 0.37 $78,192,031
Beechwood Park CLO A1R 5.60288% 17-JAN-2035, 5.60%, 01/17/35 BCHPK 2019-1A 07355TAU6 - - 77,150,000 $77,864,328 $77,864,328 0.36 $77,408,051
Trinitas CLO VI ARRR 5.63007% 25-JAN-2034, 5.63%, 01/25/34 TRNTS 2017-6A 89640YBN3 - - 77,410,000 $77,780,255 $77,780,255 0.36 $77,441,281
OCP CLO 2024-32 A1 5.81034% 23-APR-2037, 5.81%, 04/23/37 OCP 2024-32A 67570CAA0 - - 77,000,000 $77,649,845 $77,649,845 0.36 $77,252,160
New Mountain CLO 2 A1R 5.71929% 15-JAN-2038, 5.72%, 01/15/38 NMC CLO-2A 64754LAL1 - - 76,370,000 $77,599,095 $77,599,095 0.36 $76,713,398
CIFC Funding 2021-V A1R 5.56198% 15-JAN-2038, 5.57%, 01/15/38 CIFC 2021-5A 12565EAJ0 - - 76,635,000 $77,490,887 $77,490,887 0.36 $76,933,670
Neuberger Berman Loan Advisers CLO 24 AR2 5.65317% 19-OCT-2038, 5.65%, 10/19/38 NEUB 2017-24A 64130HAU5 - - 76,475,000 $77,262,761 $77,262,761 0.36 $76,854,675
Apidos CLO L A1 5.861% 20-JAN-2038, 5.71%, 01/20/38 APID 2024-50A 03771MAA0 - - 75,527,000 $76,881,214 $76,881,214 0.36 $75,911,425
CIFC Funding 2021-VII A1N 6.70741% 23-JAN-2035, 5.68%, 01/23/35 CIFC 2021-7A 12567HAC6 - - 75,776,000 $76,368,153 $76,368,153 0.36 $75,985,437
KKR Clo 25 Ltd|5.272|07/15/2034, 5.27%, 07/15/34 KKR 25 48252UAU1 - - 76,000,000 $76,000,000 $76,000,000 0.35 $76,000,000
Barings Loan Partners CLO 5 A 5.51317% 20-JAN-2035, 5.51%, 01/20/35 BABSN LP-5A 06764CAA4 - - 74,219,313 $75,674,380 $75,674,380 0.35 $74,355,899
RAD CLO 25 A1 5.75317% 20-JUL-2037, 5.75%, 07/20/37 RAD 2024-25A 75009GAA5 - - 75,000,000 $75,622,324 $75,622,324 0.35 $75,214,808
CBAM 2021-14 A 6.67942% 20-APR-2034, 5.65%, 04/20/34 CBAM 2021-14A 12511GAA9 - - 75,000,000 $75,407,432 $75,407,432 0.35 $75,006,885
Riserva CLO ARR 6.61952% 18-JAN-2034, 5.61%, 01/18/34 RSRVA 2016-3A 76761RAY5 - - 74,500,000 $74,928,438 $74,928,438 0.35 $74,533,376
Dryden 95 CLO A 6.74871% 20-AUG-2034, 5.70%, 08/20/34 DRSLF 2021-95A 262487AA9 - - 73,000,000 $73,188,021 $73,188,021 0.34 $73,141,759
Generate Clo 13 Ltd|6.09009|01/20/2037, 6.09%, 01/20/37 GNRT 2023-13A 370918AA2 - - 71,500,000 $72,220,466 $72,220,466 0.34 $71,809,216
Carlyle U.S. CLO 2017-2 AR2 5.78317% 20-JUL-2037, 5.78%, 07/20/37 CGMS 2017-2A 14315JBA6 - - 71,080,000 $71,818,371 $71,818,371 0.33 $71,430,140
Wind River 2022-1 CLO AR 5.64317% 20-JUL-2035, 5.64%, 07/20/35 WINDR 2022-1A 97316YAU4 - - 70,000,000 $70,536,288 $70,536,288 0.33 $70,163,212
Elmwood CLO III A1RR 5.67317% 18-JUL-2037, 5.67%, 07/18/37 ELMW3 2019-3A 29002HAW9 - - 68,800,000 $69,440,665 $69,440,665 0.32 $69,072,035
RR 1 A1AB 6.7256% 15-JUL-2035, 5.71%, 07/15/35 RRAM 2017-1A 78108YAL6 - - 68,865,000 $69,302,185 $69,302,185 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 $69,161,801 $69,161,801 0.32 $68,726,553
Invesco CLO 2021-2 A 5.68359% 15-JUL-2034, 5.68%, 07/15/34 INVCO 2021-2A 46149MAA4 - - 68,500,000 $69,049,548 $69,049,548 0.32 $68,616,964
Regatta XI Funding AR 5.70288% 17-JUL-2037, 5.70%, 07/17/37 REG11 2018-1A 75887XAN7 - - 68,209,866 $68,918,035 $68,918,035 0.32 $68,507,432
HPS Loan Management 16-2021 A1 6.71741% 23-JAN-2035, 5.69%, 01/23/35 HLM 2021-16A 40440XAA9 - - 67,802,000 $68,324,503 $68,324,503 0.32 $67,981,458
Symphony CLO 40 AR 5.59701% 05-JAN-2038, 5.73%, 01/05/38 SYMP 2023-40A 871989AP4 - - 66,720,000 $67,751,087 $67,751,087 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 $66,897,808 $66,897,808 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 $66,686,865 $66,686,865 0.31 $66,327,004
Sandstone Peak III A1N 5.93007% 25-APR-2037, 5.93%, 04/25/37 SAND 2024-1A 799928AA4 - - 66,000,000 $66,575,842 $66,575,842 0.31 $66,271,432
CIFC Funding 2020-IV A1R 5.60198% 15-JAN-2040, 5.73%, 01/15/40 CIFC 2020-4A 12562RAJ4 - - 65,000,000 $65,994,618 $65,994,618 0.31 $65,291,694
Ballyrock CLO 14 A1AR 5.67317% 20-JUL-2037, 5.67%, 07/20/37 BALLY 2020-14A 05874XAL3 - - 65,400,000 $65,862,737 $65,862,737 0.31 $65,512,324
Balboa Bay Loan Funding 2020-1 A1RR 5.58317% 20-OCT-2035, 5.58%, 10/20/35 BOBA 2020-1A 05766BAU2 - - 65,460,000 $65,817,378 $65,817,378 0.31 $65,472,208
Neuberger Berman Loan Advisers CLO 26 AR2 5.65317% 18-OCT-2038, 5.65%, 10/18/38 NEUB 2017-26A 64131QAN0 - - 64,662,000 $65,327,405 $65,327,405 0.30 $64,982,167
OCP CLO 2022-25 A1R 5.71317% 20-JUL-2037, 5.71%, 07/20/37 OCP 2022-25A 67115CAL8 - - 64,650,000 $65,143,459 $65,143,459 0.30 $64,794,622
Octagon Investment Partners 29 A1R2 5.71317% 18-JUL-2037, 5.71%, 07/18/37 OCT29 2016-1A 67591JAU6 - - 63,900,000 $64,550,430 $64,550,430 0.30 $64,205,640
Sound Point CLO IX ARRR 5.76478% 20-JUL-2032, 5.76%, 07/20/32 SNDPT 2015-2A 83609GBN4 - - 63,624,493 $64,044,193 $64,044,193 0.30 $63,697,788
Harmony-Peace Park CLO A 5.64317% 20-OCT-2037, 5.79%, 10/20/37 HPPK 2024-1A 413279AC4 - - 61,500,000 $63,256,436 $63,256,436 0.29 $61,773,915
Eaton Vance CLO 2019-1 AR2 5.81198% 15-JUL-2037, 5.81%, 07/15/37 EATON 2019-1A 27830XAW6 - - 62,500,000 $63,247,360 $63,247,360 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 $63,199,956 $63,199,956 0.29 $62,800,458
Carlyle U.S. CLO 2019-2 AR2 5.66198% 15-OCT-2037, 5.66%, 10/15/37 CGMS 2019-2A 14316EAY5 - - 61,860,000 $62,515,115 $62,515,115 0.29 $62,125,949
Ares Loan Funding III A1R 5.57007% 25-JUL-2036, 5.57%, 07/25/36 ARES 2022-ALF3A 04009BAN8 - - 61,875,000 $62,333,263 $62,333,263 0.29 $62,065,204
Apidos CLO XXXV A 5.60478% 20-APR-2034, 5.60%, 04/20/34 APID 2021-35A 03768UAA7 - - 61,279,335 $61,625,484 $61,625,484 0.29 $61,301,108
Voya CLO 2020-1 AR 5.71919% 16-JUL-2034, 5.72%, 07/16/34 VOYA 2020-1A 92918EAL1 - - 60,576,000 $61,097,104 $61,097,104 0.28 $60,721,788
Benefit Street Partners CLO V-B A1R 5.82317% 20-JUL-2037, 5.82%, 07/20/37 BSP 2018-5BA 08181JAH5 - - 60,240,000 $60,806,284 $60,806,284 0.28 $60,474,984
CIFC Funding 2014-II-R AR 5.65664% 24-OCT-2037, 5.66%, 10/24/37 CIFC 2014-2RA 12548RAH7 - - 60,000,000 $60,549,990 $60,549,990 0.28 $60,257,730
Regatta XXVIII Funding A1 5.85007% 25-APR-2037, 5.85%, 04/25/37 REG28 2024-1A 75901PAA4 - - 60,000,000 $60,518,439 $60,518,439 0.28 $60,245,436
Bain Capital Credit CLO 2020-4 A1R 6.04317% 20-OCT-2036, 6.04%, 10/20/36 BCC 2020-4A 05684KAS6 - - 58,420,000 $59,182,412 $59,182,412 0.28 $58,848,984
RR 5 A1R 5.80198% 15-APR-2039, 5.80%, 07/15/39 RRAM 2018-5A 74979VAM5 - - 57,325,000 $57,974,122 $57,974,122 0.27 $57,604,568
Bethpage Park CLO A 6.7056% 15-OCT-2035, 5.69%, 01/15/35 BETHP 2021-1A 087598AA6 - - 56,802,000 $57,276,019 $57,276,019 0.27 $56,916,678
Madison Park Funding XXXIII AR 5.59198% 15-OCT-2032, 5.59%, 10/15/32 MDPK 2019-33A 55819JAN3 - - 56,595,000 $56,946,642 $56,946,642 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 $56,776,775 $56,776,775 0.26 $56,373,802
Invesco U.S. CLO 2024-4 A1 5.65298% 15-JAN-2038, 5.65%, 01/15/38 INVCO 2024-4A 46151BAA3 - - 55,175,000 $55,935,925 $55,935,925 0.26 $55,451,201
BlueMountain CLO XXIV AR 6.67942% 20-APR-2034, 5.65%, 04/20/34 BLUEM 2019-24A 09609NAL9 - - 55,175,000 $55,470,304 $55,470,304 0.26 $55,175,635
Sagard-HalseyPoint CLO 8 A1 5.71466% 30-JAN-2038, 5.70%, 01/30/38 HLSY 2024-8A 78662AAA0 - - 54,290,000 $55,000,860 $55,000,860 0.26 $54,458,902
Octagon Investment Partners 50 AR 6.7256% 15-JAN-2035, 5.71%, 01/15/35 OCT50 2020-4A 67592MAN4 - - 53,400,000 $53,879,101 $53,879,101 0.25 $53,540,095
Texas Debt Capital CLO 2023-II A1R 5.66317% 21-OCT-2037, 5.66%, 10/21/37 TCIFC 2023-2A 88239MAJ8 - - 53,000,000 $53,565,825 $53,565,825 0.25 $53,282,352
Carlyle U.S. CLO 2020-2 A1R 6.72628% 25-JAN-2035, 5.70%, 01/25/35 CGMS 2020-2A 14315GAN5 - - 53,060,000 $53,434,155 $53,434,155 0.25 $53,198,853
Zais CLO 11 A1R 5.54317% 20-JAN-2032, 5.54%, 01/20/32 ZAIS 2018-11A 98887YAL1 - - 51,847,110 $52,147,343 $52,147,343 0.24 $51,883,895
Sixth Street CLO IX AR 5.67317% 21-JUL-2037, 5.67%, 07/21/37 TICP 2017-9A 83012CAC9 - - 51,445,000 $51,807,543 $51,807,543 0.24 $51,531,901
Madison Park Funding LX A1R 5.67007% 25-OCT-2037, 5.67%, 10/25/37 MDPK 2022-60A 557910AN6 - - 50,400,000 $50,949,867 $50,949,867 0.24 $50,727,600
Atlantic Avenue 2024-2 A 5.94317% 20-APR-2037, 5.94%, 04/20/37 MCCP 2024-2A 04822BAA1 - - 50,000,000 $50,695,140 $50,695,140 0.24 $50,414,490
Octagon Investment Partners 49 AR 5.82198% 15-APR-2037, 5.82%, 04/15/37 OCT49 2020-5A 67578FAN7 - - 50,000,000 $50,517,968 $50,517,968 0.24 $50,194,525
Dryden 113 CLO AR2 5.55198% 15-OCT-2037, 5.55%, 10/15/37 DRSLF 2022-113A 26253EAZ1 - - 49,998,000 $50,452,530 $50,452,530 0.23 $50,144,099
Silver Rock CLO I A1RR 5.71317% 20-OCT-2037, 5.71%, 10/20/37 SLVRK 2020-1A 82811RAY3 - - 50,000,000 $50,406,319 $50,406,319 0.23 $50,136,530
Apex Credit CLO 2024-II A 5.82007% 25-JUL-2037, 5.82%, 07/25/37 APEXC 2024-2A 03753EAA0 - - 49,800,000 $50,338,653 $50,338,653 0.23 $50,113,222
Golub Capital Partners CLO 66(B) A 6.25007% 25-APR-2036, 6.25%, 04/25/36 GCBSL 2023-66A 38179MAA4 - - 49,670,000 $49,961,998 $49,961,998 0.23 $49,720,544
Cedar Funding IX CLO AR 5.71317% 20-JUL-2037, 5.71%, 07/20/37 CEDF 2018-9A 15033EAN8 - - 49,365,000 $49,872,629 $49,872,629 0.23 $49,606,266
Regatta 30 Funding A1 5.64594% 25-JAN-2038, 5.63%, 01/25/38 REG30 2024-4A 75903UAA1 - - 48,500,000 $49,191,726 $49,191,726 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 $48,852,305 $48,852,305 0.23 $48,596,248
RR 21 A1AR 5.70198% 15-JUL-2039, 5.70%, 07/15/39 RRAM 2022-21A 78110TAQ2 - - 47,800,000 $48,333,712 $48,333,712 0.23 $48,030,874
Madison Park Funding XLIV (Atrium XV) A2RR 5.89758% 16-JUL-2037, 5.90%, 07/16/37 ATRM 15A 55820LAJ4 - - 47,250,000 $47,912,490 $47,912,490 0.22 $47,610,607
Barings CLO 2018-IV A1R 5.45198% 15-OCT-2030, 5.45%, 10/15/30 BABSN 2018-4A 06760XAL8 - - 47,504,718 $47,813,744 $47,813,744 0.22 $47,525,972
Dryden 75 CLO AR2 6.6156% 14-APR-2034, 5.60%, 04/15/34 DRSLF 2019-75A 26252JAS7 - - 47,290,000 $47,594,014 $47,594,014 0.22 $47,299,576
Anchorage Capital CLO 24 A1R 5.73198% 15-JUL-2037, 5.73%, 07/15/37 ANCHC 2022-24A 03331GAQ1 - - 47,000,000 $47,404,908 $47,404,908 0.22 $47,105,571
Zais CLO 18 A1A 5.82007% 25-JAN-2035, 5.82%, 01/25/35 ZAIS 2022-18A 98885NAA1 - - 46,875,000 $47,374,698 $47,374,698 0.22 $47,162,508
Voya CLO 2020-3 ARR 5.54317% 20-JAN-2038, 5.54%, 01/20/38 VOYA 2020-3A 92918NAY3 - - 46,250,000 $46,677,129 $46,677,129 0.22 $46,435,000
Empower CLO 2024-1 A1 5.90007% 25-APR-2037, 5.90%, 04/25/37 EMPWR 2024-1A 29244RAA3 - - 45,970,000 $46,369,789 $46,369,789 0.22 $46,158,836
OHA Credit Partners XVI AR 5.64317% 18-OCT-2037, 5.64%, 10/18/37 OAKC 2021-16A 67115LAJ3 - - 45,500,000 $45,971,060 $45,971,060 0.21 $45,728,560
AIMCO CLO Series 2018-A AR 5.61288% 17-OCT-2037, 5.83%, 10/17/37 AIMCO 2018-AA 00900GAN5 - - 45,000,000 $45,793,451 $45,793,451 0.21 $45,203,648
Anchorage Capital CLO 13 AR 6.6756% 15-APR-2034, 5.66%, 04/15/34 ANCHC 2019-13A 033291AL9 - - 43,955,000 $44,256,042 $44,256,042 0.21 $43,979,439
BlueMountain CLO XXXI A1 5.70478% 19-APR-2034, 5.70%, 04/19/34 BLUEM 2021-31A 09631BAA1 - - 43,800,000 $44,091,579 $44,091,579 0.21 $43,855,591
Elmwood CLO 15 A1 5.63009% 22-APR-2035, 5.63%, 04/22/35 ELM15 2022-2A 29003JAC8 - - 43,529,063 $43,811,149 $43,811,149 0.20 $43,586,500
Allegro Clo XVIII Ltd|5.69128|01/25/2038, 5.69%, 01/25/38 ALLEG 2024-4A 01751NAC2 - - 42,100,000 $42,706,589 $42,706,589 0.20 $42,247,350
Ares LXIV CLO AR 5.66198% 22-OCT-2039, 5.66%, 10/24/39 ARES 2022-64A 04019HAQ6 - - 42,000,000 $42,471,000 $42,471,000 0.20 $42,206,774
Oaktree CLO 2019-3 A1R2 5.67317% 20-JAN-2038, 5.67%, 01/20/38 OAKCL 2019-3A 67400EBE3 - - 41,000,000 $41,445,928 $41,445,928 0.19 $41,226,250
Dryden 115 CLO A2 5.99317% 18-APR-2037, 5.99%, 04/18/37 DRSLF 2024-115A 26248DAC2 - - 40,000,000 $40,477,865 $40,477,865 0.19 $40,251,456
Invesco U.S. CLO 2023-1 Ltd. 6.20163% 22-APR-2037, 5.86%, 04/22/37 INVCO 2023-1A 46146GAQ5 - - 40,000,000 $40,375,798 $40,375,798 0.19 $40,160,928
Basswood Park CLO A 5.55478% 20-APR-2034, 5.55%, 04/20/34 BARK 2021-1A 070252AA9 - - 40,100,000 $40,333,558 $40,333,558 0.19 $40,123,186
Octagon 55 A1 6.71942% 20-JUL-2034, 5.69%, 07/20/34 OCT55 2021-1A 67577AAA7 - - 40,000,000 $40,300,596 $40,300,596 0.19 $40,085,460
Elmwood CLO 23 A 6.10758% 16-APR-2036, 6.11%, 04/16/36 ELM23 2023-2A 29003YAA9 - - 40,000,000 $40,298,542 $40,298,542 0.19 $40,033,880
Octagon 59 B 6.47346% 15-MAY-2035, 6.27%, 05/15/35 OCT59 2022-1A 675930AE1 - - 40,000,000 $40,115,456 $40,115,456 0.19 $40,073,636
Atlas Senior Loan Fund XVII Ltd|0|10/20/2034, 0.00%, 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 $39,689,706 $39,689,706 0.18 $39,442,345
Neuberger Berman Loan Advisers CLO 45 A 5.67862% 14-OCT-2035, 5.68%, 10/14/35 NEUB 2021-45A 64134MAA4 - - 39,290,000 $39,628,358 $39,628,358 0.18 $39,374,257
Peace Park CLO A 5.68478% 20-OCT-2034, 5.68%, 10/20/34 PCEPK 2021-1A 70470MAC9 - - 39,014,000 $39,372,689 $39,372,689 0.18 $39,163,225
CIFC Funding 2019-V A1R1 5.70359% 15-JAN-2035, 5.70%, 01/15/35 CIFC 2019-5A 12554XAJ1 - - 39,000,000 $39,353,743 $39,353,743 0.18 $39,106,587
Magnetite XXXII A 5.65198% 15-APR-2035, 5.65%, 04/15/35 MAGNE 2022-32A 55953WAA8 - - 38,500,000 $38,817,124 $38,817,124 0.18 $38,575,344
RAD CLO 18 A1 6.25198% 15-APR-2036, 6.25%, 04/15/36 RAD 2023-18A 75009AAJ9 - - 38,000,000 $38,286,019 $38,286,019 0.18 $38,035,245
Neuberger Berman Loan Advisers CLO 47 A 5.58701% 14-APR-2035, 5.59%, 04/14/35 NEUB 2022-47A 64135DAA3 - - 37,700,000 $37,947,085 $37,947,085 0.18 $37,707,201
Black Diamond CLO 2019-2 A1AR 5.61034% 23-JUL-2032, 5.61%, 07/23/32 BLACK 2019-2A 09204GAF6 - - 37,616,856 $37,884,006 $37,884,006 0.18 $37,696,412
Benefit Street Partners CLO XV A1R 5.69198% 15-JUL-2037, 5.69%, 07/15/37 BSP 2018-15A 08179MAN9 - - 37,500,000 $37,804,741 $37,804,741 0.18 $37,567,575
Empower CLO 2022-1 A1R 5.68317% 20-OCT-2037, 5.68%, 10/20/37 EMPWR 2022-1A 29246AAL4 - - 37,500,000 $37,785,121 $37,785,121 0.18 $37,583,842
Trinitas CLO XIX A1R 5.40317% 20-OCT-2033, 5.40%, 10/20/33 TRNTS 2022-19A 89642FAN3 - - 37,300,000 $37,556,161 $37,556,161 0.17 $37,365,820
Dryden 86 CLO A1R 5.66449% 17-JUL-2034, 6.01%, 07/17/34 DRSLF 2020-86A 26245XAL1 - - 37,135,000 $37,371,772 $37,371,772 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 $36,897,943 $36,897,943 0.17 $36,708,965
Northwoods Capital XIV-B AR 5.56504% 13-NOV-2031, 5.57%, 11/13/31 WOODS 2018-14BA 66860CAL7 - - 36,267,368 $36,354,135 $36,354,135 0.17 $36,292,465
Regatta XIV Funding AR 5.40007% 25-OCT-2031, 5.40%, 10/25/31 REG14 2018-3A 75888MAN0 - - 36,154,951 $36,342,467 $36,342,467 0.17 $36,190,614
Rad CLO 10 A 6.74741% 23-APR-2034, 5.72%, 04/23/34 RAD 2021-10A 48662LAA9 - - 36,020,000 $36,246,352 $36,246,352 0.17 $36,063,148
Battalion CLO XV A1RR 5.28386% 17-JAN-2033, 5.28%, 01/17/33 BATLN 2020-15A 07131AAM6 - - 36,000,000 $36,205,951 $36,205,951 0.17 $36,116,125
Palmer Square CLO 2022-1 A 5.61317% 20-APR-2035, 5.61%, 04/20/35 PLMRS 2022-1A 69689QAA3 - - 35,935,000 $36,150,248 $36,150,248 0.17 $35,959,745
Madison Park Funding XLIII A2RR 5.91758% 16-OCT-2037, 5.92%, 10/16/37 ATRM 14A 55820WAE1 - - 35,200,000 $35,660,997 $35,660,997 0.17 $35,435,340
Carlyle U.S. CLO 2021-11 A1R 5.71007% 25-JUL-2039, 5.71%, 07/25/37 CGMS 2021-11A 143122AJ8 - - 35,000,000 $35,330,829 $35,330,829 0.16 $35,175,388
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 $34,345,246 $34,345,246 0.16 $34,142,027
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 $34,202,450 $34,202,450 0.16 $34,019,158
Signal Peak CLO 4 AR 6.76566% 26-OCT-2034, 5.74%, 10/26/34 SPEAK 2017-4A 82667EAC5 - - 33,950,000 $34,155,905 $34,155,905 0.16 $34,004,293
Whitebox Clo II Ltd|5.67664|10/24/2037, 5.68%, 10/24/37 WBOX 2020-2A 96466CAW8 - - 33,300,000 $33,639,141 $33,639,141 0.16 $33,476,363
Dryden 121 CLO Ltd|5.87403|01/15/2037, 5.87%, 01/15/37 DRSLF 2024-121A 26253VAC4 - - 33,000,000 $33,606,687 $33,606,687 0.16 $33,251,308
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 $33,602,024 $33,602,024 0.16 $33,032,739
Battery Park CLO AR 6.0559% 15-JUL-2036, 5.70%, 07/15/36 BATPK 2019-1A 07133YAL4 - - 33,180,000 $33,433,241 $33,433,241 0.16 $33,223,028
Neuberger Berman Loan Advisers CLO 30 A1R2 5.53317% 20-JAN-2039, 5.52%, 01/20/37 NEUB 2018-30A 64132MBA5 - - 32,970,000 $33,330,822 $33,330,822 0.16 $33,098,323
TCI-Symphony CLO 2016-1 AR2 5.57055% 13-OCT-2032, 5.57%, 10/13/32 TSYMP 2016-1A 87229WAQ4 - - 32,825,746 $33,082,767 $33,082,767 0.15 $32,869,434
Voya CLO 2017-3 A1R 6.61942% 20-APR-2034, 5.59%, 04/20/34 VOYA 2017-3A 92915QAU7 - - 32,680,000 $32,861,255 $32,861,255 0.15 $32,688,575
CIFC Funding 2016-I ARRR 5.29317% 21-OCT-2031, 5.29%, 10/21/31 CIFC 2016-1A 17180TBL5 - - 32,610,000 $32,822,771 $32,822,771 0.15 $32,659,750
AIMCO CLO 10 ARR 5.70009% 22-JUL-2037, 5.70%, 07/22/37 AIMCO 2019-10A 00901AAS6 - - 32,100,000 $32,426,575 $32,426,575 0.15 $32,258,850
KKR CLO 49 AR 5.68198% 15-OCT-2037, 5.67%, 10/20/37 KKR 49A 481939AR7 - - 32,000,000 $32,351,558 $32,351,558 0.15 $32,180,102
Dryden 83 CLO AR 5.82317% 18-APR-2037, 5.82%, 04/18/37 DRSLF 2020-83A 26246EAL2 - - 32,000,000 $32,302,472 $32,302,472 0.15 $32,126,483
Dryden 105 CLO A 6.09317% 18-APR-2036, 6.09%, 04/18/36 DRSLF 2023-105A 26253QAA9 - - 32,000,000 $32,212,396 $32,212,396 0.15 $32,028,246
Octagon Investment Partners 46 AR 5.72359% 15-JUL-2036, 5.72%, 07/15/36 OCT46 2020-2A 67577VAL7 - - 31,705,000 $31,954,187 $31,954,187 0.15 $31,752,558
Zais CLO 11 BR 6.08317% 20-JAN-2032, 6.08%, 01/20/32 ZAIS 2018-11A 98887YAQ0 - - 31,600,000 $31,840,021 $31,840,021 0.15 $31,658,473
Neuberger Berman CLO XVII AR3 5.69009% 22-JUL-2038, 5.69%, 07/22/38 NEUB 2014-17A 64129UCC7 - - 31,500,000 $31,817,379 $31,817,379 0.15 $31,653,077
RR 15 A1 5.66359% 15-APR-2036, 5.66%, 04/15/36 RRAM 2021-15A 74980XAA4 - - 31,500,000 $31,736,095 $31,736,095 0.15 $31,537,869
Sycamore Tree CLO 2021-1 AR 5.90118% 20-JAN-2038, 5.90%, 01/20/38 STCP 2021-1A 87122VAS0 - - 31,000,000 $31,612,120 $31,612,120 0.15 $31,190,349
Regatta XVII Funding AR 5.68198% 15-OCT-2037, 5.68%, 10/15/37 REG17 2020-1A 75888BAQ7 - - 31,250,000 $31,608,997 $31,608,997 0.15 $31,411,706
AGL CLO 16 A 6.70942% 20-JAN-2035, 5.68%, 01/20/35 AGL 2021-16A 00120LAA6 - - 31,341,220 $31,509,490 $31,509,490 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 $31,122,710 $31,122,710 0.14 $30,958,974
Carlyle U.S. CLO 2021-1 A1AR 5.67198% 15-JAN-2040, 5.67%, 01/15/40 CGMS 2021-1A 14316MAJ0 - - 30,500,000 $30,861,010 $30,861,010 0.14 $30,668,793
KKR CLO 41 A1 6.64399% 15-APR-2035, 5.63%, 04/15/35 KKR 2022-41A 48255PAA3 - - 30,359,000 $30,574,891 $30,574,891 0.14 $30,384,911
Voya CLO 2018-4 A1RR 5.66198% 15-OCT-2037, 5.66%, 10/15/37 VOYA 2018-4A 92917WBL1 - - 30,000,000 $30,393,408 $30,393,408 0.14 $30,204,675
Clover CLO 2018-1 A2RR 6.02317% 20-APR-2037, 6.02%, 04/20/37 CLVR 2018-1A 18914GAE1 - - 30,000,000 $30,375,031 $30,375,031 0.14 $30,204,375
Birch Grove CLO 6 A1 6.49317% 20-JUL-2035, 6.82%, 07/20/35 BGCLO 2023-6A 09077FAA3 - - 30,000,000 $30,248,592 $30,248,592 0.14 $30,061,113
Signal Peak CLO 14 Ltd|5.59012|01/22/2038, 5.59%, 01/22/38 SPEAK 2024-14A 82667FAA6 - - 30,000,000 $30,242,461 $30,242,461 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 $30,222,317 $30,222,317 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 $30,197,087 $30,197,087 0.14 $30,037,197
Post CLO 2023-1 A 6.24317% 20-APR-2036, 6.24%, 04/20/36 POST 2023-1A 73743CAA0 - - 30,000,000 $30,191,851 $30,191,851 0.14 $30,014,961
Ares XLI CLO AR2 6.6456% 15-APR-2034, 5.63%, 04/15/34 ARES 2016-41A 04016DAS4 - - 29,720,000 $29,950,614 $29,950,614 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 $29,751,332 $29,751,332 0.14 $29,593,226
Palmer Square CLO 2021-4 A 6.7456% 15-OCT-2034, 5.73%, 10/15/34 PLMRS 2021-4A 69702EAA3 - - 29,400,000 $29,674,174 $29,674,174 0.14 $29,486,877
Octagon Investment Partners 54 A1 6.6956% 15-JUL-2034, 5.68%, 07/15/34 OCT54 2021-1A 67577FAA6 - - 29,400,000 $29,635,218 $29,635,218 0.14 $29,449,554
Palmer Square CLO 2015-1 A1BR5 5.6382% 21-MAY-2034, 5.64%, 05/21/34 PLMRS 2015-1A 69689ABW9 - - 29,000,000 $29,019,782 $29,019,782 0.14 $29,006,055
Trestles CLO III A1R 5.68317% 20-OCT-2037, 5.68%, 10/20/37 TREST 2020-3A 89532TAQ9 - - 28,600,000 $28,821,588 $28,821,588 0.13 $28,668,079
AB BSL CLO 1 A1R 6.76387% 15-JAN-2035, 5.67%, 01/15/35 ABBSL 2020-1A 00038KAN1 - - 28,500,000 $28,730,802 $28,730,802 0.13 $28,551,189
Voya CLO 2019-2 AR 5.49317% 20-JUL-2032, 5.49%, 07/20/32 VOYA 2019-2A 92917RAL3 - - 28,159,068 $28,311,668 $28,311,668 0.13 $28,169,875
KKR CLO 56 A1 5.70198% 15-OCT-2037, 5.70%, 10/15/37 KKR 2024-56A 48256GAA2 - - 28,000,000 $28,242,881 $28,242,881 0.13 $28,065,486
Neuberger Berman Loan Advisers CLO 42 AN 6.75548% 16-JUL-2035, 5.67%, 07/16/35 NEUB 2021-42A 64133WAA3 - - 28,008,725 $28,230,989 $28,230,989 0.13 $28,058,970
Bryant Park Funding 2023-19 A1 6.65198% 15-APR-2036, 7.01%, 04/15/36 BRYPK 2023-19A 11765AAA7 - - 28,000,000 $28,212,512 $28,212,512 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 $28,182,288 $28,182,288 0.13 $28,128,951
New Mountain CLO 6 Ltd|6.03896|10/15/2037, 6.04%, 10/15/37 NMC CLO-6A 647908AA0 - - 27,500,000 $28,171,461 $28,171,461 0.13 $27,544,080
Oaktree CLO 2022-3 A1R 5.68198% 15-OCT-2037, 5.68%, 10/15/37 OAKCL 2022-3A 67401RAN4 - - 27,000,000 $27,307,366 $27,307,366 0.13 $27,136,906
Anchorage Capital CLO 19 A 6.7856% 15-OCT-2034, 5.77%, 10/15/34 ANCHC 2021-19A 03328JAA5 - - 27,000,000 $27,254,758 $27,254,758 0.13 $27,081,551
Diameter Capital CLO 3 A1R 5.61732% 15-JAN-2038, 5.62%, 01/15/38 DCLO 2022-3A 25255JAL1 - - 27,000,000 $27,229,806 $27,229,806 0.13 $27,040,222
Bain Capital Credit CLO 2018-2 A1R 5.37317% 19-JUL-2031, 5.37%, 07/19/31 BCC 2018-2A 05682VAL9 - - 27,018,897 $27,188,267 $27,188,267 0.13 $27,051,155
Allegany Park CLO AR 5.59317% 20-JAN-2035, 5.59%, 01/20/35 ALLPK 2019-1A 017154AL9 - - 27,000,000 $27,144,934 $27,144,934 0.13 $27,002,387
Madison Park Funding XLII AR 5.44034% 21-NOV-2030, 5.44%, 11/21/30 ATRM 13A 55822RAA8 - - 26,824,302 $26,985,835 $26,985,835 0.13 $26,856,116
Reese Park CLO ARR 5.62198% 15-JAN-2038, 5.62%, 01/15/38 RESPK 2020-1A 758465BL1 - - 26,300,000 $26,622,087 $26,622,087 0.12 $26,457,800
Canyon CLO 2018-1 A 5.63359% 15-JUL-2031, 5.63%, 07/15/31 CANYC 2018-1A 13877BAA6 - - 26,261,831 $26,452,215 $26,452,215 0.12 $26,287,828
CBAM 2020-13 A 7.00942% 20-JAN-2034, 5.98%, 01/20/34 CBAM 2020-13A 12511AAA2 - - 25,880,000 $26,071,978 $26,071,978 0.12 $25,925,696
Crown Point CLO 7 AR 5.52317% 20-OCT-2031, 5.52%, 10/20/31 CRNPT 2018-7A 22846MAJ2 - - 25,485,060 $25,658,779 $25,658,779 0.12 $25,525,841
Magnetite XXVIII Ltd|5.54198|01/15/2038, 5.54%, 01/15/38 MAGNE 2020-28X 55955LAS1 - - 25,000,000 $25,291,444 $25,291,444 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 $25,263,326 $25,263,326 0.12 $25,125,362
AGL CLO 37 A1 5.53009% 22-APR-2038, 5.54%, 04/22/38 AGL 2024-37A 00121MAA3 - - 25,000,000 $25,262,382 $25,262,382 0.12 $25,162,425
Elmwood CLO V ARR 5.66317% 20-OCT-2037, 5.66%, 10/20/37 ELMW5 2020-2A 29003BAQ4 - - 25,000,000 $25,254,086 $25,254,086 0.12 $25,120,372
Carlyle U.S. CLO 2022-3 AR 5.84317% 20-APR-2037, 5.84%, 04/20/37 CGMS 2022-3A 143111AL6 - - 25,000,000 $25,251,021 $25,251,021 0.12 $25,113,058
Benefit Street Partners CLO XXI A1R 5.73359% 15-OCT-2034, 6.09%, 10/15/34 BSP 2020-21A 08186RAN9 - - 25,000,000 $25,230,523 $25,230,523 0.12 $25,074,108
Carlyle U.S. CLO 2022-5 A2R 5.90198% 15-OCT-2037, 5.90%, 10/15/37 CGMS 2022-5A 14318LAN1 - - 25,000,000 $25,204,614 $25,204,614 0.12 $25,040,670
Ares LVIII CLO AR 5.63198% 15-JAN-2035, 5.63%, 01/15/35 ARES 2020-58A 04018AAQ2 - - 25,000,000 $25,174,814 $25,174,814 0.12 $25,018,370
Ballyrock CLO 19 A1N 6.64781% 20-APR-2035, 5.62%, 04/20/35 BALLY 2022-19A 05874WAA9 - - 25,000,000 $25,165,467 $25,165,467 0.12 $25,032,698
Birch Grove CLO 3 A1R 5.56532% 19-JAN-2038, 5.57%, 01/19/38 BGCLO 2021-3A 09076VAQ4 - - 25,000,000 $25,164,239 $25,164,239 0.12 $25,090,808
Ares LIX CLO A 5.59168% 25-APR-2034, 5.59%, 04/25/34 ARES 2021-59A 04018EAA9 - - 25,000,000 $25,146,022 $25,146,022 0.12 $25,037,295
Neuberger Berman Loan Advisers CLO 55 A2 5.99009% 22-APR-2038, 5.99%, 04/22/38 NEUB 2024-55A 640969AC5 - - 24,750,000 $25,102,960 $25,102,960 0.12 $24,967,060
Ares LXXII CLO A2 5.88198% 15-JUL-2037, 5.88%, 07/15/36 ARES 2024-72A 04020WAC1 - - 24,500,000 $24,895,343 $24,895,343 0.12 $24,735,222
Ares LXX CLO A2 6.25007% 25-OCT-2035, 6.25%, 10/25/35 ARES 2023-70A 039951AC2 - - 24,500,000 $24,813,509 $24,813,509 0.12 $24,694,410
Barings CLO 2020-I A1R2 5.56198% 15-JAN-2038, 5.56%, 01/15/38 BABSN 2020-1A 06762LAR9 - - 24,500,000 $24,748,983 $24,748,983 0.12 $24,597,574
Benefit Street Partners CLO VI-B A 6.76942% 20-JUL-2034, 5.74%, 07/20/34 BSP 2015-6BR 08182DAC8 - - 24,515,000 $24,648,009 $24,648,009 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 $24,438,852 $24,438,852 0.11 $24,401,122
Carlyle U.S. CLO 2024-3 A2 6.02007% 25-JUL-2036, 6.02%, 07/25/36 CGMS 2024-3A 14319HAC3 - - 24,000,000 $24,338,486 $24,338,486 0.11 $24,226,111
Signal Peak CLO 5 A2R 6.05007% 25-APR-2037, 6.05%, 04/25/37 SPEAK 82666VAC8 - - 24,000,000 $24,311,988 $24,311,988 0.11 $24,199,054
Madison Park Funding XXXII A2R2 5.85009% 22-JUL-2037, 5.85%, 07/22/37 MDPK 2018-32A 55817ABA1 - - 24,000,000 $24,288,364 $24,288,364 0.11 $24,159,662
Ares LXXIV CLO A2 5.85198% 15-OCT-2037, 5.85%, 10/15/36 ARES 2024-74A 03990FAC6 - - 22,500,000 $23,305,741 $23,305,741 0.11 $22,702,162
Symphony CLO XXVIII A 5.69195% 23-OCT-2034, 5.69%, 10/23/34 SYMP 2021-28A 87168BAC4 - - 23,100,000 $23,289,559 $23,289,559 0.11 $23,172,684
Carlyle U.S. CLO 2019-4 A11R 5.62198% 15-APR-2035, 5.62%, 04/15/35 CGMS 2019-4A 14317VAQ3 - - 22,770,000 $22,930,354 $22,930,354 0.11 $22,788,118
TCW CLO 2022-1 A1 5.63009% 22-APR-2033, 5.63%, 04/22/33 TCW 2022-1A 871969AC5 - - 22,800,000 $22,926,516 $22,926,516 0.11 $22,815,978
Empower CLO 2023-2 A2 7.71399% 15-JUL-2036, 6.70%, 07/15/36 EMPWR 2023-2A 29247BAE7 - - 22,500,000 $22,877,540 $22,877,540 0.11 $22,709,990
AGL CLO 20 A2R 5.88317% 20-OCT-2037, 5.88%, 10/20/37 AGL 2022-20A 00119CAQ4 - - 22,500,000 $22,649,297 $22,649,297 0.11 $22,524,280
RAD CLO 15 A 6.66942% 20-JAN-2034, 5.64%, 01/20/34 RAD 2021-15A 750103AA1 - - 22,400,000 $22,551,061 $22,551,061 0.10 $22,431,642
Dryden 119 CLO A2 6.00198% 15-APR-2036, 6.00%, 04/15/36 DRSLF 2024-119A 26254KAC7 - - 22,000,000 $22,317,492 $22,317,492 0.10 $22,170,777
Shackleton 2019-XIV CLO A1R 6.77942% 20-JUL-2034, 5.75%, 07/20/34 SHACK 2019-14A 81880XAL6 - - 22,150,000 $22,312,432 $22,312,432 0.10 $22,192,045
Cedar Funding XII CLO A1R 5.69168% 25-OCT-2034, 5.69%, 10/25/34 CEDF 2020-12A 15033TAN5 - - 22,165,000 $22,281,447 $22,281,447 0.10 $22,183,326
Sandstone Peak III C 6.95007% 25-APR-2037, 6.95%, 04/25/37 SAND 2024-1A 799928AJ5 - - 21,500,000 $21,931,697 $21,931,697 0.10 $21,815,476
Trinitas CLO X AR 5.68198% 15-JAN-2035, 5.68%, 01/15/35 TRNTS 2019-10A 89640AAL0 - - 21,700,000 $21,837,541 $21,837,541 0.10 $21,700,542
Rad CLO 9 A1R 5.64198% 15-JAN-2038, 5.66%, 01/15/38 RAD 2020-9A 75009NAA0 - - 21,500,000 $21,669,334 $21,669,334 0.10 $21,534,232
RRX 7 A1 6.67399% 15-JUL-2035, 5.66%, 07/15/35 RRAMX 2022-7A 40257DAA5 - - 21,350,000 $21,526,353 $21,526,353 0.10 $21,392,038
Venture 34 CLO AR 5.58198% 15-OCT-2031, 5.58%, 10/15/31 VENTR 2018-34A 92332CAE9 - - 21,264,372 $21,419,757 $21,419,757 0.10 $21,287,871
Birch Grove CLO 10 Ltd|5.94908|01/22/2038, 5.95%, 01/22/38 BGCLO 2024-10A 09090JAA8 - - 20,400,000 $20,799,246 $20,799,246 0.10 $20,495,843
Oaktree CLO 2019-3 A2R2 5.87317% 20-JAN-2038, 5.87%, 01/20/38 OAKCL 2019-3A 67400EBG8 - - 20,200,000 $20,426,177 $20,426,177 0.10 $20,314,130
AGL CLO 34 A1 5.85379% 22-JAN-2038, 5.74%, 01/22/38 AGL 2024-34A 00121JAA0 - - 20,000,000 $20,405,842 $20,405,842 0.09 $20,099,624
Trestles CLO 2017-1 A1RR 5.76007% 25-JUL-2037, 5.76%, 07/25/37 TREST 2017-1A 89531FAY3 - - 20,250,000 $20,397,998 $20,397,998 0.09 $20,307,277
Silver Rock CLO III A2 7.43662% 20-JAN-2036, 6.39%, 01/20/36 SLVRK 2023-3A 82811AAC8 - - 20,000,000 $20,315,688 $20,315,688 0.09 $20,194,928
Bain Capital Credit CLO 2020-4 A2R 6.24317% 20-OCT-2036, 6.24%, 10/20/36 BCC 2020-4A 05684KAU1 - - 20,000,000 $20,278,269 $20,278,269 0.09 $20,160,342
Signal Peak CLO 11 A2 5.97317% 18-JUL-2037, 5.97%, 07/18/37 SPEAK 2024-11A 82666XAJ9 - - 20,000,000 $20,249,249 $20,249,249 0.09 $20,136,422
OHA Credit Partners XIV A2R 5.86317% 21-JUL-2037, 5.86%, 07/21/37 OAKC 2017-14A 67706XAQ6 - - 20,000,000 $20,244,825 $20,244,825 0.09 $20,134,076
Ares LXI CLO A2R 6.02317% 20-APR-2037, 6.02%, 04/20/37 ARES 2021-61A 04019DAN2 - - 19,900,000 $20,193,767 $20,193,767 0.09 $20,080,565
CIFC Funding 2022-IV A2 7.01399% 16-JUL-2035, 6.01%, 07/16/35 CIFC 2022-4A 12567WAC3 - - 20,000,000 $20,192,252 $20,192,252 0.09 $20,062,088
Crown Point CLO 8 AR 5.74478% 20-OCT-2034, 5.74%, 10/20/34 CRNPT 2019-8A 22846BAJ6 - - 20,000,000 $20,145,535 $20,145,535 0.09 $20,037,022
Clover CLO 2021-3 AR 5.37007% 25-JAN-2035, 5.37%, 01/25/35 CLVR 2021-3A 18915FAA0 - - 20,000,000 $20,142,074 $20,142,074 0.09 $20,058,540
Whitebox CLO IV A2 7.61781% 20-APR-2036, 6.59%, 04/20/36 WBOX 2023-4A 96467KAC3 - - 20,000,000 $20,133,414 $20,133,414 0.09 $20,008,876
Apidos CLO XXXVII A 5.6817% 22-OCT-2034, 5.68%, 10/22/34 APID 2021-37A 03769HAA5 - - 19,859,000 $20,020,730 $20,020,730 0.09 $19,917,300
RR 16 A1N 6.6856% 15-JUL-2036, 5.67%, 07/15/36 RRAM 2021-16A 74971CAA1 - - 19,810,000 $19,969,122 $19,969,122 0.09 $19,844,240
Apidos CLO XXXIII AR 6.73019% 24-OCT-2034, 5.71%, 10/24/34 APID 2020-33A 03768MAJ6 - - 19,630,000 $19,776,872 $19,776,872 0.09 $19,680,382
Madison Park Funding LXIX A2 6.01007% 25-JUL-2037, 6.01%, 07/25/37 MDPK 2024-69A 55822VAC5 - - 19,450,000 $19,695,229 $19,695,229 0.09 $19,604,310
Battalion CLO IX AR 5.66359% 15-JUL-2031, 5.66%, 07/15/31 BATLN 2015-9A 07132EAJ4 - - 19,556,015 $19,690,583 $19,690,583 0.09 $19,567,520
KKR CLO 15 A1R2 5.39317% 18-JAN-2032, 5.39%, 01/18/32 KKR 15 48251MBA3 - - 19,509,711 $19,635,936 $19,635,936 0.09 $19,529,950
Trinitas CLO XXXI A1 5.68731% 22-JAN-2038, 5.73%, 01/22/38 TRNTS 2024-31A 895972AA5 - - 19,000,000 $19,320,827 $19,320,827 0.09 $19,112,193
Regatta VI Funding AR2 5.71478% 20-APR-2034, 5.71%, 04/20/34 REGT6 2016-1A 75887NAW9 - - 19,140,000 $19,295,511 $19,295,511 0.09 $19,188,996
Crown City CLO IV AJ 6.11317% 20-APR-2037, 6.11%, 04/20/37 CCITY 2022-4A 228233AN2 - - 19,000,000 $19,275,795 $19,275,795 0.09 $19,166,098
Silver Point CLO 1 A1R 5.61317% 20-JAN-2038, 5.61%, 01/20/38 SPCLO 2022-1A 828085AN0 - - 19,000,000 $19,213,775 $19,213,775 0.09 $19,113,050
Carlyle U.S. CLO 2021-8 A 5.72359% 15-OCT-2034, 5.72%, 10/15/34 CGMS 2021-8A 143120AA1 - - 19,000,000 $19,177,404 $19,177,404 0.09 $19,056,572
GoldenTree Loan Management US CLO 10 AJ 5.87317% 20-OCT-2037, 5.87%, 10/20/37 GLM 2021-10A 38138TAQ4 - - 18,900,000 $19,149,534 $19,149,534 0.09 $19,044,698
AGL Core CLO 8 A1R2 5.7123% 20-JAN-2038, 5.71%, 01/20/38 AGL 2020-8A 00851KAK1 - - 18,750,000 $19,140,174 $19,140,174 0.09 $18,914,062
Octagon 65 A2 5.87034% 23-OCT-2037, 6.21%, 10/23/37 OCT65 2024-4A 675944AC6 - - 18,750,000 $19,024,370 $19,024,370 0.09 $18,933,840
Sixth Street CLO XV AR 5.66664% 24-OCT-2037, 5.67%, 10/24/37 SIXST 2020-15A 83012BAC1 - - 18,800,000 $18,926,003 $18,926,003 0.09 $18,834,267
KKR CLO 37 A1A 6.74942% 20-JAN-2035, 5.72%, 01/20/35 KKR 37A 48254FAA6 - - 18,750,000 $18,869,041 $18,869,041 0.09 $18,767,664
LCM 29 AR 5.63359% 15-APR-2031, 5.63%, 04/15/31 LCM 29A 50201MAQ6 - - 18,312,317 $18,454,295 $18,454,295 0.09 $18,339,668
BlueMountain CLO XXXIII A 6.81871% 20-NOV-2034, 5.77%, 11/20/34 BLUEM 2021-33A 09630MAA8 - - 18,300,000 $18,346,451 $18,346,451 0.09 $18,334,711
Silver Point Clo 4 Ltd|6.13198|04/15/2037, 6.13%, 04/15/37 SPCLO 2024-4A 82809EAJ9 - - 18,000,000 $18,282,435 $18,282,435 0.09 $18,159,795
Anchorage Capital CLO 24 A2R 5.95198% 15-JUL-2037, 5.95%, 07/15/37 ANCHC 2022-24A 03331GAS7 - - 18,000,000 $18,268,036 $18,268,036 0.09 $18,148,997
Golub Capital Partners CLO 72(B) AJ 6.05007% 25-APR-2037, 6.05%, 04/25/37 GCBSL 2024-72A 381941AJ2 - - 18,000,000 $18,252,767 $18,252,767 0.08 $18,168,066
Octagon 70 Alto A2 7.45693% 20-OCT-2036, 6.34%, 10/20/36 OCT70 2023-1A 67578CAC8 - - 18,000,000 $18,250,970 $18,250,970 0.08 $18,143,136
LCM XXVII A2 6.8756% 16-JUL-2031, 5.87%, 07/16/31 LCM 27A 50200JAE1 - - 18,000,000 $18,182,034 $18,182,034 0.08 $18,067,585
Ares LXV CLO A2 6.05007% 25-JUL-2034, 6.05%, 07/25/34 ARES 2022-65A 04019FAC1 - - 18,000,000 $18,133,845 $18,133,845 0.08 $18,049,144
Cedar Funding VIII Clo Ltd|5.54192|01/17/2038, 5.54%, 01/17/38 CEDF 2017-8A 15032EAY5 - - 18,000,000 $18,029,084 $18,029,084 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 $17,961,511 $17,961,511 0.08 $17,851,198
Ares LXIX CLO A2 6.00198% 15-APR-2036, 6.00%, 04/15/36 ARES 2024-69A 039953AC8 - - 17,500,000 $17,778,435 $17,778,435 0.08 $17,661,730
KKR CLO 16 A1R2 6.78942% 20-OCT-2034, 5.76%, 10/20/34 KKR 16 48251BAW0 - - 17,550,000 $17,673,612 $17,673,612 0.08 $17,578,061
KKR CLO 36 A 6.7556% 15-OCT-2034, 5.74%, 10/15/34 KKR 36A 48255AAA6 - - 17,530,000 $17,661,627 $17,661,627 0.08 $17,549,755
Octagon Investment Partners XXI A1AR3 5.77841% 14-FEB-2031, 5.58%, 02/14/31 OCT21 2014-1A 67590QBK2 - - 17,230,266 $17,270,173 $17,270,173 0.08 $17,243,468
New Mountain CLO 3 A 5.73478% 20-OCT-2034, 5.73%, 10/20/34 NMC CLO-3A 647550AA0 - - 17,000,000 $17,136,976 $17,136,976 0.08 $17,042,039
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 $17,108,928 $17,108,928 0.08 $17,025,208
CBAM 2019-11R A1 6.75942% 20-JAN-2035, 5.73%, 01/20/35 CBAM 2019-11RA 12510TAA2 - - 16,897,000 $17,040,621 $17,040,621 0.08 $16,949,104
Carlyle U.S. CLO 2021-3S A1 6.6356% 15-APR-2034, 5.62%, 04/15/34 CGMS 2021-3SA 14315DAA0 - - 16,800,000 $16,915,420 $16,915,420 0.08 $16,810,446
Dryden 105 CLO C 7.39317% 18-APR-2036, 7.39%, 04/18/36 DRSLF 2023-105A 26253QAE1 - - 16,550,000 $16,768,773 $16,768,773 0.08 $16,653,214
Palmer Square CLO 2021-2 A 5.71359% 15-JUL-2034, 5.71%, 07/15/34 PLMRS 2021-2A 69701XAA2 - - 16,600,000 $16,744,301 $16,744,301 0.08 $16,638,917
Madison Park Funding LVII A2R 5.80007% 27-JUL-2034, 5.80%, 07/27/34 MDPK 2022-57A 55822GAS3 - - 16,500,000 $16,715,164 $16,715,164 0.08 $16,640,730
GoldenTree Loan Management US CLO 6 AR 5.9374% 20-APR-2035, 5.61%, 04/20/35 GLM 2019-6A 38137WAQ8 - - 16,600,000 $16,703,050 $16,703,050 0.08 $16,612,311
Invesco CLO 2022-2 A1 5.73317% 20-JUL-2035, 5.73%, 07/20/35 INVCO 2022-2A 46145XAA4 - - 16,500,000 $16,660,117 $16,660,117 0.08 $16,570,775
Madison Park Funding LXVII A1 5.81007% 25-APR-2037, 5.81%, 04/25/37 MDPK 2024-67A 55821YAA4 - - 16,371,000 $16,551,252 $16,551,252 0.08 $16,477,272
Carlyle U.S. CLO 2022-4 A2R 5.87007% 25-JUL-2036, 5.87%, 07/25/36 CGMS 2022-4A 14317BAQ7 - - 16,150,000 $16,371,315 $16,371,315 0.08 $16,297,580
Katayma CLO I LLC 6.49317% 20-OCT-2036, 6.49%, 10/20/36 KTAMA 2023-1A 48585JAC4 - - 16,000,000 $16,253,873 $16,253,873 0.08 $16,155,754
Texas Debt Capital CLO 2024-I A2 5.99009% 22-APR-2037, 5.99%, 04/22/37 TCIFC 2024-1A 88240JAC7 - - 16,000,000 $16,241,359 $16,241,359 0.08 $16,153,504
Madison Park Funding XLVII A2R 6.03317% 19-APR-2037, 6.03%, 04/19/37 MDPK 2020-47A 55820FAL2 - - 16,000,000 $16,241,208 $16,241,208 0.08 $16,150,040
Regatta XXVIII Funding A2 6.05007% 25-APR-2037, 6.05%, 04/25/37 REG28 2024-1A 75901PAC0 - - 16,000,000 $16,216,032 $16,216,032 0.08 $16,140,742
OCP CLO 2020-20 A2R 6.02317% 18-APR-2037, 6.02%, 04/18/37 OCP 2020-20A 670859AN7 - - 16,000,000 $16,199,866 $16,199,866 0.08 $16,108,850
Palmer Square CLO 2021-3 A2 7.05548% 15-JAN-2035, 5.96%, 01/15/35 PLMRS 2021-3A 69688FAC4 - - 16,000,000 $16,153,287 $16,153,287 0.08 $16,047,267
Balboa Bay Loan Funding 2020-1 A2RR 5.91317% 20-OCT-2035, 5.91%, 10/20/35 BOBA 2020-1A 05766BBC1 - - 16,000,000 $16,125,230 $16,125,230 0.08 $16,035,875
BlueMountain CLO XXX AR 5.67198% 15-APR-2035, 5.67%, 04/15/35 BLUEM 2020-30A 09630QAL5 - - 15,960,000 $16,075,268 $16,075,268 0.07 $15,974,685
Elmwood CLO 36 AR 5.63317% 20-OCT-2037, 5.75%, 10/20/37 ELM36 2024-12RA 29004MAA4 - - 15,650,000 $16,029,946 $16,029,946 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 $15,855,142 $15,855,142 0.07 $15,679,356
RAD CLO 19 C 7.64317% 20-APR-2035, 7.64%, 04/20/35 RAD 2023-19A 750104AG6 - - 15,500,000 $15,686,771 $15,686,771 0.07 $15,574,884
Venture XXX CLO A2 6.9256% 15-JAN-2031, 5.91%, 01/15/31 VENTR 2017-30A 92331NAC0 - - 15,500,000 $15,645,637 $15,645,637 0.07 $15,543,792
Palmer Square CLO 2022-3 A2R 5.84317% 20-JUL-2037, 5.84%, 07/20/37 PLMRS 2022-3A 69690AAU1 - - 15,400,000 $15,587,182 $15,587,182 0.07 $15,502,196
Neuberger Berman CLO XXII A2R2 6.02288% 17-APR-2038, 6.02%, 04/15/38 NEUB 2016-22A 64131BAN3 - - 15,200,000 $15,436,214 $15,436,214 0.07 $15,339,580
Ares L CLO AR 5.61359% 15-JAN-2032, 5.61%, 01/15/32 ARES 2018-50A 04018LAJ4 - - 15,301,624 $15,427,223 $15,427,223 0.07 $15,331,782
Bain Capital Credit CLO 2017-2 A2R3 5.90007% 25-JUL-2037, 5.90%, 07/25/37 BCC 2017-2A 05683HAY1 - - 15,040,000 $15,243,358 $15,243,358 0.07 $15,174,340
Canyon CLO 2023-2 A2 6.07198% 15-MAY-2037, 6.07%, 05/15/37 CANYC 2023-2A 13887AAC2 - - 15,000,000 $15,241,663 $15,241,663 0.07 $15,140,463
Octagon 71 A2 5.99317% 18-APR-2037, 5.99%, 04/18/37 OCT71 2024-1A 67579CAJ2 - - 15,000,000 $15,231,216 $15,231,216 0.07 $15,146,313
Sycamore Tree CLO 2024-5 A2 6.09317% 20-APR-2036, 6.09%, 04/20/36 STCP 2024-5A 87122YAC9 - - 15,000,000 $15,225,856 $15,225,856 0.07 $15,139,536
Octagon 68 A2 7.3647% 20-OCT-2036, 6.24%, 10/20/36 OCT68 2023-1A 675949AE1 - - 15,000,000 $15,223,392 $15,223,392 0.07 $15,134,948
Madison Park Funding LXIII A2 7.56781% 21-APR-2035, 6.54%, 04/21/35 MDPK 2023-63A 55817GAC5 - - 15,000,000 $15,222,100 $15,222,100 0.07 $15,129,405
RR 21 A1BR 5.90198% 15-JUL-2039, 5.90%, 07/15/39 RRAM 2022-21A 78110TAS8 - - 15,000,000 $15,213,314 $15,213,314 0.07 $15,114,948
Octagon 60 A2R 5.87317% 20-OCT-2037, 5.87%, 10/20/37 OCT60 2022-1A 675935AS9 - - 15,000,000 $15,212,782 $15,212,782 0.07 $15,129,579
Apex Credit CLO 2024-I A1 6.09317% 20-APR-2036, 6.09%, 04/20/36 APEXC 2024-1A 03753AAA8 - - 15,000,000 $15,175,682 $15,175,682 0.07 $15,091,900
Dryden 106 CLO A2R 5.83198% 15-OCT-2037, 5.83%, 10/15/37 DRSLF 2022-106A 26254CAQ4 - - 15,000,000 $15,111,253 $15,111,253 0.07 $15,014,054
Ares LVII CLO AR 5.71168% 25-JAN-2035, 5.71%, 01/25/35 ARES 2020-57A 04017NAQ5 - - 15,000,000 $15,106,061 $15,106,061 0.07 $15,039,424
KKR CLO 40 AR 5.59317% 20-OCT-2034, 5.59%, 10/20/34 KKR 40A 48254UAE5 - - 14,975,000 $15,054,816 $15,054,816 0.07 $14,975,711
KKR CLO 34 B 6.36359% 15-JUL-2034, 6.36%, 07/15/34 KKR 34A 48253UAC0 - - 14,875,000 $14,995,659 $14,995,659 0.07 $14,890,483
Generate CLO 17 A1 5.69009% 22-OCT-2037, 5.69%, 10/22/37 GNRT 2024-17A 37149PAA6 - - 14,750,000 $14,916,519 $14,916,519 0.07 $14,839,584
Rockford Tower CLO 2017-1 AR2 6.67942% 20-APR-2034, 5.65%, 04/20/34 ROCKT 2017-1A 77340EAW6 - - 14,500,000 $14,593,363 $14,593,363 0.07 $14,515,924
OHA Credit Funding 15 AN 6.12317% 20-APR-2035, 6.45%, 04/20/35 OAKC 2023-15A 67116TAG1 - - 14,300,000 $14,403,323 $14,403,323 0.07 $14,318,809
Battalion CLO XXI A 5.74359% 15-JUL-2034, 5.74%, 07/15/34 BATLN 2021-21A 07134WAA1 - - 14,225,000 $14,330,006 $14,330,006 0.07 $14,239,225
RR 12 A1AR3 5.55198% 15-JAN-2036, 5.55%, 01/15/36 RRAM 2020-12A 74989HAL6 - - 14,115,000 $14,221,363 $14,221,363 0.07 $14,134,290
Rockford Tower CLO 2021-3 A2R 5.95198% 15-JAN-2038, 6.09%, 01/15/38 ROCKT 2021-3A 77341NAN5 - - 14,000,000 $14,187,825 $14,187,825 0.07 $14,014,883
CBAM 2019-11R A2 7.07942% 20-JAN-2035, 6.05%, 01/20/35 CBAM 2019-11RA 12510TAB0 - - 13,889,000 $14,000,697 $14,000,697 0.07 $13,921,274
GoldenTree Loan Management US CLO 4 ARR 5.44664% 24-APR-2031, 5.45%, 04/24/31 GLM 2019-4A 38137YBA8 - - 13,926,482 $13,999,715 $13,999,715 0.07 $13,934,397
Sandstone Peak CLO II C 7.79317% 20-JUL-2036, 7.79%, 07/20/36 SAND 2023-1A 80013TAG8 - - 13,600,000 $13,889,434 $13,889,434 0.06 $13,789,335
Symphony CLO XXVIII B 6.20195% 23-OCT-2034, 6.20%, 10/23/34 SYMP 2021-28A 87168BAE0 - - 13,750,000 $13,869,272 $13,869,272 0.06 $13,793,471
Magnetite XV AR 6.64983% 25-JUL-2031, 5.57%, 07/25/31 MAGNE 2015-15A 55953MAN2 - - 13,216,522 $13,297,021 $13,297,021 0.06 $13,239,747
Anchorage Capital CLO 18 A1 6.7256% 15-APR-2034, 5.71%, 04/15/34 ANCHC 2021-18A 03331AAA9 - - 13,100,000 $13,203,371 $13,203,371 0.06 $13,120,207
Ares LIII CLO A2R 5.79664% 24-OCT-2036, 5.80%, 10/24/36 ARES 2019-53A 04009GAS6 - - 13,000,000 $13,143,967 $13,143,967 0.06 $13,079,076
Apidos CLO XXIII AR 5.78359% 15-APR-2033, 5.78%, 04/15/33 APID 2015-23A 03765YAU8 - - 12,825,000 $12,912,532 $12,912,532 0.06 $12,830,116
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 $12,899,330 $12,899,330 0.06 $12,821,025
Dryden 43 Senior Loan Fund AR3 5.36317% 20-APR-2034, 5.36%, 04/20/34 DRSLF 2016-43A 26245CBQ5 - - 12,600,000 $12,694,564 $12,694,564 0.06 $12,630,743
OHA Credit Funding 3 AR2 5.61317% 20-JAN-2038, 5.61%, 01/20/38 OAKC 2019-3A 67112RBC7 - - 12,500,000 $12,630,863 $12,630,863 0.06 $12,564,596
Rad CLO 7 A1R 5.65288% 17-APR-2036, 5.65%, 04/17/36 RAD 2020-7A 74936GAA6 - - 12,550,000 $12,628,058 $12,628,058 0.06 $12,553,173
Marathon CLO XIII ABR2 6.00198% 15-APR-2032, 6.00%, 04/15/32 MCLO 56579ABK5 - - 12,500,000 $12,609,455 $12,609,455 0.06 $12,526,094
Columbia Cent CLO 29 AR 6.74942% 20-OCT-2034, 5.72%, 10/20/34 CECLO 2020-29A 197363AU8 - - 12,140,000 $12,267,148 $12,267,148 0.06 $12,201,510
Barrow Hanley CLO III A2 6.11317% 20-APR-2037, 6.11%, 04/20/37 BARHN 2024-3A 06875VAC4 - - 12,000,000 $12,185,728 $12,185,728 0.06 $12,116,446
OCP CLO Aegis 2024-39 A2 5.72758% 16-JAN-2037, 5.92%, 01/16/37 OCPA 2024-39A 67120EAE3 - - 12,000,000 $12,184,188 $12,184,188 0.06 $12,026,410
TCW CLO 2024-1 AJ 6.10758% 16-JAN-2037, 6.11%, 01/16/37 TCW 2024-1A 87252MAE3 - - 12,000,000 $12,179,613 $12,179,613 0.06 $12,100,214
OCP CLO 2024-33 A2 5.99317% 20-JUL-2037, 5.99%, 07/20/37 OCP 2024-33A 671080AC3 - - 12,000,000 $12,179,568 $12,179,568 0.06 $12,111,646
Voya CLO 2024-3 A2 5.87317% 20-JUL-2037, 5.87%, 07/20/37 VOYA 2024-3A 92895FAC5 - - 12,000,000 $12,164,921 $12,164,921 0.06 $12,098,358
Symphony Loan Funding CLO 1 A2 5.98731% 22-JAN-2038, 6.02%, 01/22/38 SYMPL 2024-1A 87191BAC5 - - 12,000,000 $12,146,075 $12,146,075 0.06 $12,011,716
OCP CLO 2024-32 A2 6.01034% 23-APR-2037, 6.01%, 04/23/37 OCP 2024-32A 67570CAC6 - - 12,000,000 $12,145,991 $12,145,991 0.06 $12,081,881
OCP CLO 2016-11 A2R2 6.00007% 26-APR-2036, 6.00%, 04/26/36 OCP 2016-11A 67110DBC0 - - 12,000,000 $12,083,890 $12,083,890 0.06 $12,027,889
KKR CLO 43 A2R 6.30198% 15-JAN-2036, 6.30%, 01/15/36 KKR 2022-43A 48255UAL8 - - 11,750,000 $11,969,093 $11,969,093 0.06 $11,886,817
Venture 33 CLO A1LR 5.62359% 15-JUL-2031, 5.62%, 07/15/31 VENTR 2018-33A 92330YAN3 - - 11,811,826 $11,907,914 $11,907,914 0.06 $11,834,109
RAD CLO 5 AR 5.67825% 24-JUL-2032, 5.68%, 07/24/32 RAD 2019-5A 74923EAA6 - - 11,466,681 $11,551,156 $11,551,156 0.05 $11,495,089
Carlyle C17 CLO A1AR 5.5785% 30-APR-2031, 5.58%, 04/30/31 CGMS C17A 14307PAC9 - - 11,475,497 $11,526,099 $11,526,099 0.05 $11,481,644
Apidos CLO XXXIV A1R 5.70478% 20-JAN-2035, 5.70%, 01/20/35 APID 2020-34A 03768WAL9 - - 11,400,000 $11,493,986 $11,493,986 0.05 $11,430,656
CIFC Funding 2014-V A2R3 5.88288% 17-JUL-2037, 5.88%, 07/17/37 CIFC 2014-5A 12550ABF2 - - 11,250,000 $11,328,147 $11,328,147 0.05 $11,258,288
KKR CLO 38 A1 5.62198% 15-APR-2033, 5.62%, 04/15/33 KKR 38A 48259BAA0 - - 11,250,000 $11,323,822 $11,323,822 0.05 $11,253,547
Carlyle U.S. CLO 2017-3 A2R2 5.84317% 21-OCT-2037, 5.84%, 10/21/37 CGMS 2017-3A 14314FBA5 - - 11,000,000 $11,161,397 $11,161,397 0.05 $11,100,693
Benefit Street Partners CLO XXXII A2 6.25007% 25-OCT-2036, 6.25%, 10/25/36 BSP 2023-32A 08181FAC4 - - 11,000,000 $11,156,720 $11,156,720 0.05 $11,103,247
Rad CLO 7 A2R 6.00288% 17-APR-2036, 6.00%, 04/17/36 RAD 2020-7A 74936GAJ7 - - 11,000,000 $11,102,251 $11,102,251 0.05 $11,032,551
Sound Point CLO XXVI AR 5.72478% 20-JUL-2034, 5.72%, 07/20/34 SNDPT 2020-1A 83614XAQ4 - - 11,000,000 $11,072,145 $11,072,145 0.05 $11,012,671
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 $10,904,584 $10,904,584 0.05 $10,844,797
CBAM 2019-10 A1R 6.69942% 20-APR-2032, 5.67%, 04/20/32 CBAM 2019-10A 12482NAN1 - - 10,748,428 $10,836,030 $10,836,030 0.05 $10,778,424
Madison Park Funding XXXV A1R 6.56942% 20-APR-2032, 5.54%, 04/20/32 MDPK 2019-35A 55819MAN6 - - 10,626,467 $10,694,730 $10,694,730 0.05 $10,639,082
Octagon Investment Partners 28 A2RR 6.01664% 24-APR-2037, 6.02%, 04/24/37 OCT28 2016-1A 67591EBJ1 - - 10,250,000 $10,412,900 $10,412,900 0.05 $10,359,795
Octagon Investment Partners 45 A1R 6.65399% 15-APR-2035, 5.64%, 04/15/35 OCT45 2019-1A 67577MAN3 - - 10,320,000 $10,395,308 $10,395,308 0.05 $10,330,613
Valley Stream Park CLO ARR 5.48317% 20-JAN-2037, 5.48%, 01/20/37 VYSPK 2022-1A 92013AAT6 - - 10,280,000 $10,394,412 $10,394,412 0.05 $10,341,176
Symphony CLO 45 A2 6.49% 15-OCT-2037, 6.40%, 10/15/37 SYMP 2024-45A 87170EAC4 - - 10,000,000 $10,390,328 $10,390,328 0.05 $10,084,391
Meacham Park CLO A2 5.82317% 20-OCT-2037, 6.32%, 10/20/37 MCHPK 2024-1A 58286QAC9 - - 10,000,000 $10,358,699 $10,358,699 0.05 $10,069,099
CIFC Funding 2022-V A2R 6.3673% 16-JAN-2037, 6.03%, 01/16/37 CIFC 2022-5A 12572GAW7 - - 10,000,000 $10,156,564 $10,156,564 0.05 $10,091,265
Elmwood CLO 25 A2 6.03288% 17-APR-2037, 6.03%, 04/17/37 ELM25 2024-1A 29001BAC7 - - 10,000,000 $10,150,112 $10,150,112 0.05 $10,086,432
Octagon 69 A2 5.95664% 24-JUL-2037, 5.96%, 07/24/37 OCT69 2024-3A 67578UAC8 - - 10,000,000 $10,144,503 $10,144,503 0.05 $10,093,210
Apidos CLO XLVII A2 6.00007% 26-APR-2037, 6.00%, 04/26/37 APID 2024-47A 03770QAC8 - - 10,000,000 $10,139,403 $10,139,403 0.05 $10,092,736
Regatta XXVII Funding A2 6.03007% 26-APR-2037, 6.03%, 04/26/37 REG27 2024-1A 758970AC1 - - 10,000,000 $10,139,288 $10,139,288 0.05 $10,092,387
OCP CLO 2022-25 A2R 5.91317% 20-JUL-2037, 5.91%, 07/20/37 OCP 2022-25A 67115CAN4 - - 10,000,000 $10,126,434 $10,126,434 0.05 $10,070,587
Cedar Funding XIX CLO A1 5.57134% 23-JAN-2038, 5.57%, 01/23/38 CEDF 2024-19A 15033CAC6 - - 10,000,000 $10,125,951 $10,125,951 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 $10,125,695 $10,125,695 0.05 $10,078,639
Dryden 107 CLO A2 6.67346% 15-AUG-2035, 6.47%, 08/15/35 DRSLF 2023-107A 26254FAC8 - - 10,000,000 $10,108,915 $10,108,915 0.05 $10,098,127
Neuberger Berman Loan Advisers CLO 59 A1 5.58034% 23-JAN-2039, 5.59%, 01/23/39 NEUB 2024-59A 640962AA4 - - 10,000,000 $10,098,460 $10,098,460 0.05 $10,050,352
Green Lakes Park CLO ARR 5.46881% 25-JAN-2038, 5.47%, 01/25/38 GRLPK 2025-1A 39310AAC4 - - 10,000,000 $10,097,978 $10,097,978 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 $10,085,947 $10,085,947 0.05 $10,024,694
TCW CLO 2024-2 A1 6.06745% 17-JUL-2037, 5.72%, 07/17/37 TCW 2024-2A 87252GAC0 - - 10,000,000 $10,083,188 $10,083,188 0.05 $10,022,780
Saratoga Investment Corp CLO 2013-1 A2R4 6.05317% 20-APR-2033, 6.38%, 04/20/33 SARAT 2013-1A 80349BCF2 - - 10,000,000 $10,078,624 $10,078,624 0.05 $10,020,164
Golub Capital Partners CLO 58(B) A2 7.03628% 25-JAN-2035, 6.01%, 01/25/35 GCBSL 2021-58A 38178TAC6 - - 10,000,000 $10,076,857 $10,076,857 0.05 $10,030,099
Regatta XXII Funding AR 5.54317% 20-JUL-2035, 5.54%, 07/20/35 REG22 2022-2A 758968AN1 - - 10,000,000 $10,076,258 $10,076,258 0.05 $10,023,906
Octagon Investment Partners 29 A2R2 5.91317% 18-JUL-2037, 5.91%, 07/18/37 OCT29 2016-1A 67591JAW2 - - 10,000,000 $10,071,846 $10,071,846 0.05 $10,015,999
Pikes Peak CLO 8|5.62317|01/20/2038, 5.62%, 01/20/38 PIPK 2021-8A 72133CAL6 - - 10,000,000 $10,067,903 $10,067,903 0.05 $10,014,795
Octagon 52 A2R 5.89034% 23-JUL-2037, 5.89%, 07/23/37 OCT52 2021-1A 67577KAN7 - - 10,000,000 $10,063,874 $10,063,874 0.05 $10,011,515
Bain Capital Credit CLO 2021-1 A 5.61478% 18-APR-2034, 5.61%, 04/18/34 BCC 2021-1A 05684LAC9 - - 10,000,000 $10,063,743 $10,063,743 0.05 $10,010,715
Rockford Tower CLO 2022-2 A2R 7.46781% 20-OCT-2035, 6.44%, 10/20/35 ROCKT 2022-2A 77340LAP5 - - 9,500,000 $9,645,156 $9,645,156 0.04 $9,587,347
CQS US CLO 2023-3 AJ 6.45007% 25-JAN-2037, 6.45%, 01/25/37 CQS 2023-3A 223929AC4 - - 9,000,000 $9,127,273 $9,127,273 0.04 $9,082,122
Fortress Credit BSL XVI AR 5.66317% 20-OCT-2035, 5.66%, 10/20/35 FCBSL 2022-3A 349927AN3 - - 9,000,000 $9,056,955 $9,056,955 0.04 $9,008,818
Elmwood CLO I A2RR 6.01317% 20-APR-2037, 6.01%, 04/20/37 ELMW1 2019-1A 290015AY2 - - 8,750,000 $8,884,026 $8,884,026 0.04 $8,834,334
KKR CLO 48 A2 6.29317% 20-OCT-2036, 6.29%, 10/20/36 KKR 48A 48256EAC3 - - 8,750,000 $8,867,310 $8,867,310 0.04 $8,815,304
Ppm Clo 6 Ltd. 7.50449% 20-JAN-2037, 6.44%, 01/20/37 PPMC 2022-6RA 693975AL8 - - 8,000,000 $8,150,547 $8,150,547 0.04 $8,101,865
Hayfin US XV A2 6.21984% 28-APR-2037, 6.22%, 04/28/37 HAYFN 2024-15A 420916AE8 - - 8,000,000 $8,135,785 $8,135,785 0.04 $8,098,466
AMMC CLO 30 A2 6.25198% 15-JAN-2037, 6.25%, 01/15/37 AMMC 2024-30A 03165UAC2 - - 8,000,000 $8,130,396 $8,130,396 0.04 $8,074,823
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 $8,123,841 $8,123,841 0.04 $8,076,293
Post CLO 2024-1 A2 6.09317% 20-APR-2037, 6.09%, 04/20/37 POST 2024-1A 73743EAC2 - - 8,000,000 $8,120,847 $8,120,847 0.04 $8,074,810
Harvest US CLO 2024-1 A2 6.14317% 18-APR-2037, 6.14%, 04/18/37 HARUS 2024-1A 41755WAC4 - - 8,000,000 $8,108,456 $8,108,456 0.04 $8,062,041
Sandstone Peak III A2 6.13007% 25-APR-2037, 6.13%, 04/25/37 SAND 2024-1A 799928AE6 - - 8,000,000 $8,104,256 $8,104,256 0.04 $8,066,114
Venture 46 CLO A1R 5.74317% 20-OCT-2037, 5.74%, 10/20/37 VENTR 2022-46A 92326CBA4 - - 8,000,000 $8,087,856 $8,087,856 0.04 $8,044,463
Signal Peak CLO 12 A2R 5.89317% 18-JUL-2037, 5.89%, 07/18/37 SPEAK 2022-12A 82671XBA0 - - 8,000,000 $8,075,070 $8,075,070 0.04 $8,030,544
Tikehau US CLO 1 A2 7.00952% 18-JAN-2035, 6.00%, 01/18/35 TKO 2021-1A 88675SAC1 - - 8,000,000 $8,064,245 $8,064,245 0.04 $8,018,876
Venture 32 CLO A1 5.65478% 18-JUL-2031, 6.67%, 07/18/31 VENTR 2018-32A 92325QAA5 - - 7,967,098 $8,039,931 $8,039,931 0.04 $7,985,302
Venture XXVII CLO AR 5.60478% 20-JUL-2030, 5.60%, 07/20/30 VENTR 2017-27A 92331LBC3 - - 7,544,707 $7,594,247 $7,594,247 0.04 $7,553,067
Dryden 50 Senior Loan Fund A1R 5.56359% 15-JUL-2030, 5.56%, 07/15/30 DRSLF 2017-50A 262431AH2 - - 7,472,947 $7,534,102 $7,534,102 0.04 $7,487,906
Octagon Investment Partners 18-R A1A 5.52919% 16-APR-2031, 5.53%, 04/16/31 OCT18 2018-18A 67576FAA7 - - 7,247,572 $7,299,584 $7,299,584 0.03 $7,256,171
Battalion CLO XII A1 5.65459% 17-MAY-2031, 5.82%, 05/17/31 BATLN 2018-12A 07133RAA3 - - 7,182,764 $7,188,567 $7,188,567 0.03 $7,182,764
LCM 35 A2 7.05548% 15-OCT-2034, 5.96%, 10/15/34 LCM 35A 50202QAC7 - - 7,000,000 $7,060,801 $7,060,801 0.03 $7,014,418
Allegro CLO XIV A2 6.9256% 15-OCT-2034, 5.91%, 10/15/34 ALLEG 2021-2A 01751AAL0 - - 6,875,000 $6,938,057 $6,938,057 0.03 $6,892,883
Octagon Investment Partners XIV A1BRR 6.8256% 15-JUL-2029, 5.81%, 07/15/29 OCT14 2012-1A 67590ABR2 - - 6,877,661 $6,933,983 $6,933,983 0.03 $6,889,557
KKR Financial CLO 2013-1 A1R2 5.40198% 15-APR-2029, 5.40%, 04/15/29 KKR 2013-1A 48249VAW1 - - 6,783,589 $6,827,705 $6,827,705 0.03 $6,786,989
KKR CLO 24 A1R 6.65942% 20-APR-2032, 5.63%, 04/20/32 KKR 24 48252RAL8 - - 6,463,672 $6,509,656 $6,509,656 0.03 $6,475,258
TCI-Flatiron CLO 2016-1 AR3 5.40288% 17-JAN-2032, 5.40%, 01/17/32 TFLAT 2016-1A 87230AAW6 - - 6,119,545 $6,160,729 $6,160,729 0.03 $6,125,829
Palmer Square CLO 2024-2 A2 5.89317% 20-JUL-2037, 5.89%, 07/20/37 PLMRS 2024-2A 69703LAC2 - - 6,000,000 $6,084,473 $6,084,473 0.03 $6,051,078
Sound Point CLO VII-R A1R 5.62195% 23-OCT-2031, 5.62%, 10/23/31 SNDPT 2014-3RA 83610HAL4 - - 5,929,694 $5,977,708 $5,977,708 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 $5,747,633 $5,747,633 0.03 $5,743,022
Sixth Street CLO XVI A2R 7.28259% 20-JAN-2037, 6.24%, 01/20/37 SIXST 2020-16A 83012DAS2 - - 5,500,000 $5,578,296 $5,578,296 0.03 $5,545,867
Dryden 30 Senior Loan Fund AR 5.60507% 15-NOV-2028, 5.40%, 11/15/28 DRSLF 2013-30A 26249BAQ4 - - 5,445,597 $5,458,618 $5,458,618 0.03 $5,452,865
Madison Park Funding XXIV AR2 5.41317% 20-OCT-2029, 5.41%, 10/20/29 MDPK 2016-24A 55820NAW1 - - 5,273,447 $5,304,006 $5,304,006 0.02 $5,277,046
Park Blue CLO 2023-IV A2 7.32865% 25-JAN-2037, 6.30%, 01/25/37 PKBLU 2023-4A 699917AC4 - - 5,000,000 $5,069,116 $5,069,116 0.02 $5,044,616
Benefit Street Partners CLO XXI A2R 6.9756% 15-OCT-2034, 5.96%, 10/15/34 BSP 2020-21A 08186RAQ2 - - 5,000,000 $5,048,830 $5,048,830 0.02 $5,015,699
Venture 42 CLO A2 6.95548% 15-APR-2034, 5.86%, 04/15/34 VENTR 2021-42A 923260AE3 - - 5,000,000 $5,045,846 $5,045,846 0.02 $5,013,271
Invesco CLO 2022-2 A2 7.06781% 20-JUL-2035, 6.04%, 07/20/35 INVCO 2022-2A 46145XAC0 - - 5,000,000 $5,042,164 $5,042,164 0.02 $5,013,626
Ares XLV CLO BR 5.55198% 15-OCT-2030, 5.55%, 10/15/30 ARES 2017-45A 04016QAG1 - - 5,000,000 $5,036,776 $5,036,776 0.02 $5,005,932
Sound Point CLO VI-R A 6.82942% 20-OCT-2031, 5.80%, 10/20/31 SNDPT 2014-2RA 83613WAA2 - - 4,808,212 $4,844,632 $4,844,632 0.02 $4,818,272
Neuberger Berman CLO XIV ARR 5.59145% 28-JAN-2030, 5.59%, 01/28/30 NEUB 2013-14A 64129JBE9 - - 4,426,586 $4,449,090 $4,449,090 0.02 $4,430,526
BlueMountain Fuji U.S. CLO III A2 6.7256% 15-JAN-2030, 5.71%, 01/15/30 BLUEM 2017-3A 09628FAC3 - - 3,500,000 $3,535,285 $3,535,285 0.02 $3,513,066
Canyon Capital CLO 2014-1 A1BR 6.74904% 30-JAN-2031, 5.72%, 01/30/31 CANYC 2014-1A 13875LAY4 - - 3,010,000 $3,031,899 $3,031,899 0.01 $3,019,946
Ares XLV CLO CR 5.80198% 15-OCT-2030, 5.80%, 10/15/30 ARES 2017-45A 04016QAJ5 - - 1,881,250 $1,896,004 $1,896,004 0.01 $1,883,877
Palmer Square Loan Funding 2022-3 A1BR 5.70198% 15-APR-2031, 5.70%, 04/15/31 PSTAT 2022-3A 69690CAN3 - - 500,000 $504,379 $504,379 0.00 $501,211
Steele Creek CLO 2014-1R A 6.64942% 21-APR-2031, 5.62%, 04/21/31 STCR 2014-1RA 85816WAC8 - - 497,199 $499,939 $499,939 0.00 $497,298
CarVal CLO II AR2 5.31317% 20-APR-2032, 5.31%, 04/20/32 CARVL 2019-1A 14686AAY5 - - 442,338 $444,558 $444,558 0.00 $442,338
US DOLLARS USD MD_142224 - - -920,122,367 $-920,122,367 $-920,122,367 -4.28 $-920,122,367
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.

Choose region

Country

Language

What type of investor are you?