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Structured Credit

Janus Henderson AAA CLO Fund

This actively managed strategy, led by Janus Henderson Investors US LLC and Anemoy Capital, is the first onchain CLO fund. It provides exposure to highly rated collateralized loan obligations (CLOs), primarily investing in AAA-rated tranches backed by diversified pools of senior secured loans issued by corporations. By focusing on the highest-rated CLO securities, the strategy aims to deliver attractive yields while maintaining strong credit quality and risk-adjusted returns. Managed by experienced fixed income teams at Janus Henderson Investors US LLC and Anemoy Capital, this approach offers access to institutional-grade CLOs with a focus on liquidity, transparency, and the efficiency of blockchain-based fund administration. CLOs have historically demonstrated resilience through market cycles, benefiting from structural protections and active management. This strategy seeks to capitalize on those advantages, making it an appealing option for income-focused investors looking for alternatives to traditional fixed income assets like corporate bonds or Treasuries. Designed to provide enhanced yield potential with low risk and volatility, the strategy is well-suited for investors seeking diversification within their credit exposure. Active management enables it to navigate changing market conditions while maintaining a focus on high credit quality and liquidity.

Price history

Fund Identity & Economic Terms

Portfolio Holdings

Holdings
AGL 2021-14A AR20,000,000$100.0446$20,008,910
AMMC 2022-27A A1R20,000,000$99.9985$19,999,696
ARES 2022-ALF2A A1R221,000,000$100.0815$21,017,109
BMTPK 2024-1A A1R10,000,000$100.0691$10,006,906
CBAMR 2018-5A A1R20,000,000$100.125$20,025,000
CGMS 2021-10A A1R20,000,000$100.1043$20,020,868
CIFC 2019-7A A1R10,000,000$100.15$10,015,000
CIFC 2025-4A A210,000,000$100.0941$10,009,407
GCBSL 2017-19RA A1R320,000,000$99.9255$19,985,100
GCBSL 2021-58A A2R10,000,000$100.12$10,012,002
KKR 27A A1R220,000,000$100.0334$20,006,670
MDPK 2018-30A A1R20,800,000$100.0216$20,804,491
MDPK 2018-32A A1R220,000,000$100.0201$20,004,022
MDPK 2025-65A A120,000,000$100.04$20,008,000
PLMRS 2019-1A A1R215,000,000$100.1253$15,018,795
REG20 2021-2A AR17,000,000$99.9334$16,988,673
RRAM 2022-23A A1B210,000,000$100.1398$10,013,983
SIXST 2023-23A A1R10,000,000$100.0679$10,006,787
WELF 2021-3A AR20,000,000$100.0009$20,000,176
BALLY 2023-25A A1AR12,500,000$99.916$12,489,500
DCLO 2025-12A A15,000,000$100.0793$15,011,900
NEUB 2019-33A AR222,525,000$100.1227$22,552,638
ARES 2022-67A A1R10,000,000$99.90$9,990,000
REG16 2019-2A A1R215,000,000$99.775$14,966,250
PBSPK 2024-1A AR20,000,000$100.0121$20,002,412
GLM 2024-20A AR15,000,000$100.0404$15,006,057
RAD 2023-21A A1R15,000,000$100.0022$15,000,324
WYZE 2024-1A AR15,000,000$99.9996$14,999,940
KKR 23 AR217,922,691$99.9507$17,913,852
PLMRS 2018-2A A1R220,000,000$99.9993$19,999,852
KKR 2022-43A A1R214,942,000$99.8932$14,926,042
MDPK 2018-31A A1A310,000,000$99.9746$9,997,460
ARES 2022-64A AR220,000,000$100.05$20,010,000
OCP 2021-21A AR20,000,000$99.9502$19,990,040
ANCHC 2020-16A A1R25,000,000$100.0995$5,004,975
BGCLO 19A A1R315,000,000$99.9598$14,993,966
FTLF-FK US DL LQ FD- DUSD AC2,925,866$0.9997$2,924,880
Total$579,731,681

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