# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-25-000707
**Filing Date:** 2025-9
**Character Count:** 97134
**Document Hash:** f100eab931946722a5cc20e38b2b1785
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-000707.hdr.sgml**: 20250918

**ACCESSION NUMBER**: 0002071691-25-000707

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250918

**DATE AS OF CHANGE**: 20250918

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Janus Detroit Street Trust
- **CENTRAL INDEX KEY:** 0001500604

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 251322663

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Janus ETF Trust
- **DATE OF NAME CHANGE:** 20100902

## Series and Classes Contracts Data

### Janus Henderson B-BBB CLO ETF (Series ID: S000074691)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000232781 | Janus Henderson B-BBB CLO ETF | JBBB            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

**Item A.2. Information about the Series.**

- **a. Name of Series:** Janus Henderson B-BBB CLO ETF

- **b. EDGAR series identifier (if any):** S000074691

- **c. LEI of Series:** 549300UAMX73GRTHWH74

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1361887965.77

**Total Liabilities:** $542465.43

**Net Assets:** $1361345500.34

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1787.45084712 | **1-Year:** -33006.80663404 | **5-Year:** -264698.66317355 | **10-Year:** -313608.74628179 | **30-Year:** -3356.34635627

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -142.68035754 | **1-Year:** -4165.83130590 | **5-Year:** -20965.03896796 | **10-Year:** -14591.26128068 | **30-Year:** -100.25633964

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232781 | 1.67%                | 0.43%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5145793.44             | $18341669.99                               |
| Month 2  | $-2153697.62             | $747716.91                                 |
| Month 3  | $-2192440.60             | $4617038.22                                |

**Designated Index Information**

- **Index Name:** J.P .Morgan CLO BBB Total Return Level

- **Index Identifier:** JPM.MC.JPM_JCLOBBBT

### Schedule of Portfolio Investments

| Name                                       | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Peace Park CLO Ltd.                        | Peace Park CLO Ltd., Series 2021-1A, Class D                            | CUSIP: 70470MAL9<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4778555.10   | 0.35%             | 2034-10-20      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO III Ltd.                      | TRESTLES CLO III Ltd., Series 2020-3A, Class D1R                        | CUSIP: 89532TAY2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $3926330.46   | 0.29%             | 2037-10-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 10 Ltd.                    | Signal Peak CLO 10 Ltd., Series 2021-10A, Class D1R                     | CUSIP: 82671CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1610395.04   | 0.12%             | 2038-01-24      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                  | OHA Credit Funding 7 Ltd., Series 2020-7A, Class D1R2                   | CUSIP: 67098WBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000643.50   | 0.37%             | 2038-07-19      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.               | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4                | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | US        |  18725000 | PA      | $18771260.11  | 1.38%             | 2038-02-20      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd.        | Octagon Investment Partners 44 Ltd., Series 2019-1A, Class DR           | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10600980.50  | 0.78%             | 2034-10-15      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XVI Ltd.                      | Trinitas CLO XVI Ltd., Series 2021-16A, Class D                         | CUSIP: 89642DAJ7<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2265417.23   | 0.17%             | 2034-07-20      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd. | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class D1R2 | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5257059.15   | 0.39%             | 2039-01-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 14 Ltd.                            | AGL CLO 14 Ltd., Series 2021-14A, Class DR                              | CUSIP: 00851WAS8<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $7250073.95   | 0.53%             | 2034-12-02      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 25 Ltd.                      | Ballyrock CLO 25 Ltd., Series 2023-25A, Class C1R                       | CUSIP: 05876QAU6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9518279.90   | 0.70%             | 2038-01-25      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                       | Magnetite XXXIX Ltd., Series 2023-39A, Class D2R                        | CUSIP: 559924AS4<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4037362.80   | 0.30%             | 2037-01-25      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 10 Ltd.                       | Generate CLO 10 Ltd., Series 2022-10A, Class D1R                        | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4962811.50   | 0.36%             | 2038-01-22      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Elevation CLO Ltd.                         | Elevation CLO Ltd., Series 2018-3A, Class DR                            | CUSIP: 28623VAL3<br>LEI: 5493005VN5WX000OV470 | Long             | ABS-CBDO         | CORP              | US        |   7900000 | PA      | $7900681.77   | 0.58%             | 2035-01-25      | Floating      | 8.19%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                        | Generate CLO 9 Ltd., Series 9A, Class D1R                               | CUSIP: 37147LAW9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7023060.10   | 0.52%             | 2038-01-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.           | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR             | CUSIP: 55819JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1080369.84   | 0.08%             | 2032-10-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2014-4RA, Class DRR                           | CUSIP: 12552GAL5<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $8978508.00   | 0.66%             | 2035-01-17      | Floating      | 10.12%                | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                            | KKR CLO 27 Ltd., Series 27A, Class D1R2                                 | CUSIP: 48253YBU1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4665942.53   | 0.34%             | 2035-01-15      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd.                 | Sixth Street CLO VIII Ltd., Series 2017-8A, Class CR2                   | CUSIP: 83012VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10001415.00  | 0.73%             | 2034-10-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd.                   | CIFC Funding Ltd., Series 2021-5A, Class D1R                            | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5008163.00   | 0.37%             | 2038-01-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 7 Ltd.                             | PPM CLO 7 Ltd., Series 2024-7A, Class D1A                               | CUSIP: 693979AG1<br>LEI: 254900DVPN3FV5PZP576 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10008234.00  | 0.74%             | 2037-07-20      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2014-4RA, Class CRR                           | CUSIP: 12552FBL6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | US        |   6050000 | PA      | $6058197.75   | 0.45%             | 2035-01-17      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                     | Allegany Park CLO Ltd., Series 2019-1A, Class DR                        | CUSIP: 017154AS4<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000000.00   | 0.15%             | 2035-01-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2021-1A, Class C1R                       | CUSIP: 69701WAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6750609.53   | 0.50%             | 2038-04-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                    | Rockford Tower CLO Ltd., Series 2021-2A, Class D                        | CUSIP: 77341LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013630.40   | 0.15%             | 2034-07-20      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd. | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class D1R  | CUSIP: 64131QAU4<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005675.80   | 0.15%             | 2038-10-18      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO III                         | Crown City CLO III, Series 2021-1A, Class C                             | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5282117.40   | 0.39%             | 2034-07-20      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Point Au Roche Park CLO Ltd.               | Point Au Roche Park CLO Ltd., Series 2021-1A, Class D                   | CUSIP: 73052VAJ4<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |   8950000 | PA      | $8985377.56   | 0.66%             | 2034-07-20      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2024-7A, Class D1                                 | CUSIP: 92920XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1550000 | PA      | $1554616.37   | 0.11%             | 2038-01-20      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| REESE PARK CLO Ltd.                        | REESE PARK CLO Ltd., Series 2020-1A, Class D2RR                         | CUSIP: 758465BU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7567896.00   | 0.56%             | 2038-01-15      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.             | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class D2R3             | CUSIP: 64129UCN3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4038692.40   | 0.30%             | 2038-07-22      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Post CLO VI Ltd.                           | Post CLO VI Ltd., Series 2024-2A, Class D2                              | CUSIP: 73742RAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2015490.80   | 0.15%             | 2038-01-20      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                       | Elmwood CLO XII Ltd., Series 2021-5A, Class D1R                         | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17000000 | PA      | $17070296.70  | 1.25%             | 2037-10-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                    | Canyon Capital CLO Ltd., Series 2021-1A, Class D                        | CUSIP: 13877EAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9057590.10   | 0.67%             | 2034-04-15      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund LLC   | Janus Henderson Cash Collateral Fund LLC                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |     15480 | PA      | $15480.00     | 0.00%             | 2025-08-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Obra CLO 1 Ltd.                            | Obra CLO 1 Ltd., Series 2024-1A, Class D1                               | CUSIP: 67443AAJ0<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | US        |   9070000 | PA      | $9228637.93   | 0.68%             | 2038-01-20      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                    | Canyon Capital CLO Ltd., Series 2019-1A, Class D1RR                     | CUSIP: 13887TBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2606487.52   | 0.19%             | 2037-07-15      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                        | Elmwood CLO 37 Ltd., Series 2024-13A, Class D2                          | CUSIP: 29004UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2019108.00   | 0.15%             | 2038-01-17      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 21 Ltd.                            | AGL CLO 21 Ltd., Series 2022-21A, Class D2R                             | CUSIP: 00119FAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2200000 | PA      | $2208149.02   | 0.16%             | 2037-10-21      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                     | Bethpage Park CLO Ltd., Series 2021-1A, Class D                         | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500724.50   | 0.11%             | 2036-10-15      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2020-4A, Class D2R                             | CUSIP: 06762BBC3<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5037524.00   | 0.37%             | 2037-10-20      | Floating      | 9.33%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2021-1A, Class DR                                 | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11491432.50  | 0.84%             | 2034-07-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                  | Cedar Funding IV CLO Ltd., Series 2014-4A, Class DR3                    | CUSIP: 150323BS1<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5006137.50   | 0.37%             | 2038-01-23      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2021-1A, Class D                               | CUSIP: 06762EAG9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | US        |   3990000 | PA      | $4003955.82   | 0.29%             | 2034-04-25      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2014-V Ltd.                   | CIFC Funding 2014-V Ltd., Series 2014-5A, Class ER3                     | CUSIP: 12550BAQ7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2034015.40   | 0.15%             | 2037-07-17      | Floating      | 11.82%                | Yes           |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                            | AGL CLO 16 Ltd., Series 2021-16A, Class DR                              | CUSIP: 00120LAL2<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1899969.79   | 0.14%             | 2035-01-20      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO II                          | Crown City CLO II, Series 2020-2A, Class CR                             | CUSIP: 22823KAY0<br>LEI: 549300TQXORNUWLBOD84 | Long             | ABS-CBDO         | CORP              | US        |  12200000 | PA      | $12270756.34  | 0.90%             | 2035-04-20      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.        | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class D            | CUSIP: 61773KAG7<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2655828.91   | 0.20%             | 2034-10-20      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.       | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class DR         | CUSIP: 08186YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10028623.00  | 0.74%             | 2035-01-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd.                       | Octagon 70 Alto Ltd., Series 2023-1A, Class D                           | CUSIP: 67578CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7577684.25   | 0.56%             | 2036-10-20      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                     | Birch Grove CLO 2 Ltd., Series 2021-2A, Class D1R                       | CUSIP: 09077LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002910.60   | 0.22%             | 2037-10-19      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO IV                          | Crown City CLO IV, Series 2022-4A, Class C1R                            | CUSIP: 228233AU6<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5016143.50   | 0.37%             | 2037-04-20      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.              | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D1R2              | CUSIP: 03330WBE3<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        |   9250000 | PA      | $9319372.23   | 0.68%             | 2038-01-19      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 11 Ltd.                    | Birch Grove CLO 11 Ltd., Series 2024-11A, Class D1                      | CUSIP: 09077YAJ3<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8057608.80   | 0.59%             | 2038-01-22      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXI Ltd.             | Madison Park Funding XXXI Ltd., Series 2018-31A, Class D1R              | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5695163.84   | 0.42%             | 2037-07-23      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2021-23A, Class D2R                                | CUSIP: 671026AU6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4021136.40   | 0.30%             | 2037-01-17      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2017-2A, Class D2R2                         | CUSIP: 14315JBJ7<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6797137.28   | 0.50%             | 2037-07-20      | Floating      | 9.08%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                               | TCW CLO Ltd., Series 2022-1A, Class D1R                                 | CUSIP: 871969BA8<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4029977.20   | 0.30%             | 2038-01-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2021-23A, Class D1R                                | CUSIP: 671026AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008171.80   | 0.15%             | 2037-01-17      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2024-4A, Class D1                  | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2014249.00   | 0.15%             | 2037-10-23      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2021-9A, Class DR                           | CUSIP: 14317KAW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999981.10   | 0.22%             | 2034-10-20      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund XVI Ltd.            | Atlas Senior Loan Fund XVI Ltd., Series 2021-16A, Class D               | CUSIP: 04940AAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $8401979.88   | 0.62%             | 2034-01-20      | Floating      | 8.29%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIV CLO Ltd.                         | Ares LXIV CLO Ltd., Series 2022-64A, Class DR                           | CUSIP: 04019HAY9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2507927.75   | 0.18%             | 2039-10-24      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2023-4A, Class D                            | CUSIP: 14319CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7700000 | PA      | $7780296.37   | 0.57%             | 2036-10-25      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2020-3A, Class D1RR                               | CUSIP: 92918NBE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1570000 | PA      | $1572494.26   | 0.12%             | 2038-01-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                     | Birch Grove CLO 6 Ltd., Series 2023-6A, Class D1R                       | CUSIP: 09077FAU9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10028051.00  | 0.74%             | 2038-07-20      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 9 Ltd.              | Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class D2                 | CUSIP: 78662EAJ3<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3022862.10   | 0.22%             | 2038-04-20      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 9 Ltd.                  | OHA Credit Funding 9 Ltd., Series 2021-9A, Class D2R                    | CUSIP: 67690ABA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3031288.20   | 0.22%             | 2037-10-19      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2020-2A, Class CR                           | CUSIP: 14315GAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7600000 | PA      | $7639999.56   | 0.56%             | 2035-01-25      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                        | Ares XLIII CLO Ltd., Series 2017-43A, Class D2R2                        | CUSIP: 04016PBC1<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7073397.10   | 0.52%             | 2038-01-15      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                 | Regatta XVIII Funding Ltd., Series 2021-1A, Class D1R                   | CUSIP: 75884EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27400000 | PA      | $27424281.88  | 2.01%             | 2038-04-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                    | Rockford Tower CLO Ltd., Series 2025-1A, Class D1                       | CUSIP: 77341AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006589.00   | 0.07%             | 2038-03-31      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 7 Ltd.               | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class DR3                 | CUSIP: 03328TBY0<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005655.50   | 0.07%             | 2037-04-28      | Floating      | 8.11%                 | Yes           |                  2 | On Loan: No      |
| Octagon 54 Ltd.                            | Octagon 54 Ltd., Series 2021-1A, Class D                                | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6753134.03   | 0.50%             | 2034-07-15      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                       | Elmwood CLO III Ltd., Series 2019-3A, Class DRR                         | CUSIP: 29002HBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14043318.80  | 1.03%             | 2037-07-18      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                               | TCW CLO Ltd., Series 2021-1A, Class D1R1                                | CUSIP: 87190KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $16034723.20  | 1.18%             | 2038-01-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                            | KKR CLO 27 Ltd., Series 27A, Class D2R2                                 | CUSIP: 48253YBW7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4502987.55   | 0.33%             | 2035-01-15      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2014-V Ltd.                   | CIFC Funding Ltd., Series 2014-5A, Class D1R3                           | CUSIP: 12550ABM7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5019840.00   | 0.37%             | 2037-07-17      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                 | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D1R                  | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2700000 | PA      | $2717544.87   | 0.20%             | 2034-10-20      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 16 Ltd.                       | Generate CLO 16 Ltd., Series 2024-16A, Class D2                         | CUSIP: 37149YAN9<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3505079.90   | 0.26%             | 2037-07-20      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd.                            | Annisa CLO Ltd., Series 2016-2A, Class ERR                              | CUSIP: 036010AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3022130.70   | 0.22%             | 2031-07-20      | Floating      | 11.25%                | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 2 Ltd.                          | AB BSL CLO 2 Ltd., Series 2021-2A, Class D                              | CUSIP: 00037LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3020394.90   | 0.22%             | 2034-04-15      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                            | KKR CLO 35 Ltd., Series 35A, Class DR                                   | CUSIP: 48254LAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8900000 | PA      | $8784199.43   | 0.65%             | 2038-01-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Dryden 83 CLO Ltd.                         | Dryden 83 CLO Ltd., Series 2020-83A, Class ER                           | CUSIP: 26246FAE5<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | US        |  12325000 | PA      | $12475790.21  | 0.92%             | 2037-04-18      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| Sandstone Peak III Ltd.                    | Sandstone Peak III Ltd., Series 2024-1A, Class D1                       | CUSIP: 799928AL0<br>LEI: 2549005C0PJHMYEI7U38 | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6801082.65   | 0.50%             | 2037-04-25      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                    | Canyon Capital CLO Ltd., Series 2019-2A, Class DR2                      | CUSIP: 13887WAY6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9880356.00   | 0.73%             | 2034-10-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 18 Ltd.                        | Elmwood CLO 18 Ltd., Series 2022-5A, Class D1RR                         | CUSIP: 29003MAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14063609.00  | 1.03%             | 2037-07-17      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2020-IV Ltd.                  | CIFC Funding 2020-IV Ltd., Series 2020-4A, Class DR                     | CUSIP: 12562RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3850000 | PA      | $3859533.37   | 0.28%             | 2040-01-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VII Ltd.                       | Elmwood CLO VII Ltd., Series 2020-4A, Class D2RR                        | CUSIP: 29002QBC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2524740.00   | 0.19%             | 2037-10-17      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd. | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR   | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7998780.00   | 0.59%             | 2035-10-16      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                    | Crown Point CLO 11 Ltd., Series 2021-11A, Class D2R                     | CUSIP: 22845JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5033410.00   | 0.37%             | 2038-02-28      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                           | Empower CLO Ltd., Series 2022-1A, Class D1R                             | CUSIP: 29246AAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4025020.40   | 0.30%             | 2037-10-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| RR 7 Ltd.                                  | RR 7 Ltd., Series 2019-7A, Class D1B                                    | CUSIP: 74980CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5024030.50   | 0.37%             | 2037-01-15      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2019-17A, Class D1R2                               | CUSIP: 67113LBC9<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3018114.90   | 0.22%             | 2037-07-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO II Ltd.                        | Elmwood CLO II Ltd., Series 2019-2A, Class D1RR                         | CUSIP: 29001LBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4870000 | PA      | $4890817.30   | 0.36%             | 2037-10-20      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2020-3A, Class DRR                 | CUSIP: 05684CBA2<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | US        |   5845000 | PA      | $5850823.37   | 0.43%             | 2034-10-23      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding                               | CIFC Funding, Series 2021-2A, Class D                                   | CUSIP: 12563YAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6029686.20   | 0.44%             | 2034-04-15      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 2025R-1 Ltd.               | Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class D1                 | CUSIP: 83617EAL4<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | US        |  17100000 | PA      | $17183711.34  | 1.26%             | 2038-02-20      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                            | RAD CLO 21 Ltd., Series 2023-21A, Class D1R                             | CUSIP: 750099AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5280000 | PA      | $5287275.84   | 0.39%             | 2037-01-25      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd.                         | Dryden 86 CLO Ltd., Series 2020-86A, Class DR                           | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6002697.00   | 0.44%             | 2034-07-17      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Capital Four US CLO I Ltd.                 | Capital Four US CLO I Ltd., Series 2021-1A, Class D                     | CUSIP: 14016TAJ8<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | US        |   7430000 | PA      | $7455001.95   | 0.55%             | 2035-01-18      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2022-3A, Class D1R                       | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |   4030000 | PA      | $4041391.60   | 0.30%             | 2037-07-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Ares LXII CLO Ltd.                         | Ares LXII CLO Ltd., Series 2021-62A, Class D                            | CUSIP: 00192WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3013814.40   | 0.22%             | 2034-01-25      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Thompson Park CLO Ltd.                     | Thompson Park CLO Ltd., Series 2021-1A, Class DR                        | CUSIP: 884887AU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9355000 | PA      | $9355388.23   | 0.69%             | 2034-04-15      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 31 Ltd.                        | Elmwood CLO 31 Ltd., Series 2024-7A, Class D2                           | CUSIP: 29003HAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2525487.75   | 0.19%             | 2037-07-17      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd. | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class DR   | CUSIP: 64134VAW6<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004307.20   | 0.15%             | 2036-07-23      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                        | Sandstone Peak Ltd., Series 2021-1A, Class DR                           | CUSIP: 800130AW6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | US        |  10375000 | PA      | $10409817.46  | 0.76%             | 2034-10-15      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2024-4A, Class D1                        | CUSIP: 69703WAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512490.00   | 0.18%             | 2038-01-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO III Ltd.                        | Romark CLO III Ltd., Series 2019-3A, Class CR                           | CUSIP: 77587MAQ3<br>LEI: 254900GSE9VJ5J2MGY69 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10558142.70  | 0.78%             | 2034-10-15      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIV Ltd.            | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class D1RR            | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3010305.90   | 0.22%             | 2037-10-16      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIV Ltd.                       | Magnetite XXXIV Ltd., Series 2023-34A, Class D1R                        | CUSIP: 55952MAU7<br>LEI: 5493007RY5PFZOE8RF76 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2508074.00   | 0.18%             | 2038-01-15      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| RR 17 Ltd.                                 | RR 17 Ltd., Series 2021-17A, Class C                                    | CUSIP: 74980QAJ0<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4001515.20   | 0.29%             | 2034-07-15      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 35 Ltd.                    | Sound Point CLO 35 Ltd., Series 2022-35A, Class D1R                     | CUSIP: 83607PAW7<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506203.40   | 0.11%             | 2038-04-26      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 24 Ltd.                           | AMMC CLO 24 Ltd., Series 2021-24A, Class DR                             | CUSIP: 00177LAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3002105.10   | 0.22%             | 2035-01-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO VI                          | Crown City CLO VI, Series 2024-6A, Class E                              | CUSIP: 22823FAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3302700.05   | 0.24%             | 2037-07-15      | Floating      | 10.82%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                        | Elmwood CLO IX Ltd., Series 2021-2A, Class D1R                          | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502877.90   | 0.11%             | 2038-04-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 28 Ltd.                      | Ballyrock CLO 28 Ltd., Series 2024-28A, Class C1                        | CUSIP: 05876HAJ1<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4019981.60   | 0.30%             | 2038-01-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                | Janus Henderson AAA CLO ETF                                             | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |    607419 | NS      | $30850811.01  | 2.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TCW CLO Ltd.                               | TCW CLO Ltd., Series 2019-2A, Class D1R2                                | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4009017.20   | 0.29%             | 2038-01-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 1 Ltd.                            | 1988 CLO 1 Ltd., Series 2022-1A, Class D1R                              | CUSIP: 653937AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006496.60   | 0.07%             | 2039-10-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                     | Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1R                       | CUSIP: 09076VAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2750000 | PA      | $2753161.40   | 0.20%             | 2038-01-19      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.        | Morgan Stanley Eaton Vance CLO Ltd., Series 2022-17A, Class D1R         | CUSIP: 617922AY5<br>LEI: 549300RFKYK6CU6TNR14 | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1330363.47   | 0.10%             | 2037-10-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC    | Janus Henderson Cash Liquidity Fund LLC                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  27860273 | NS      | $27865845.23  | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                 | CBAMR Ltd., Series 2018-8A, Class DR                                    | CUSIP: 12478CBA8<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | US        |   6580000 | PA      | $6591064.93   | 0.48%             | 2037-07-15      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO                             | Carlyle US CLO, Series 2024-4A, Class D                                 | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004794.40   | 0.07%             | 2037-07-20      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                            | Canyon CLO Ltd., Series 2025-1A, Class D1                               | CUSIP: 138919AJ4<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3010252.50   | 0.22%             | 2038-04-15      | Floating      | 7.04%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                         | Dryden 68 CLO Ltd., Series 2019-68A, Class DR                           | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6500487.50   | 0.48%             | 2035-07-15      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                         | OCP Aegis CLO Ltd., Series 2024-39A, Class D2                           | CUSIP: 67120EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4000517.20   | 0.29%             | 2037-01-16      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                         | Wellfleet CLO Ltd., Series 2021-4A, Class D                             | CUSIP: 89288CAL3<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | US        |   6600000 | PA      | $6639730.68   | 0.49%             | 2034-04-25      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2022-25A, Class D2R                                | CUSIP: 67115CAY0<br>LEI: 254900V271655KJK1382 | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3760964.25   | 0.28%             | 2037-07-20      | Floating      | 8.83%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                    | Canyon Capital CLO Ltd., Series 2021-2A, Class D                        | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5281699.50   | 0.39%             | 2034-04-15      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                            | Canyon CLO Ltd., Series 2020-2A, Class DR2                              | CUSIP: 13876NBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000768.00   | 0.37%             | 2034-10-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO 8                         | Ocean Trails CLO 8, Series 2020-8A, Class DRR                           | CUSIP: 67514UBA8<br>LEI: 6354007VXPN9E9WVUW39 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2516782.75   | 0.18%             | 2034-07-15      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2021-2A, Class DR                  | CUSIP: 05684RAU6<br>LEI: 254900REGRH89UW3BK51 | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4755547.05   | 0.35%             | 2034-07-16      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                              | Post CLO Ltd., Series 2022-1A, Class D                                  | CUSIP: 73742YAG0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | US        |   5750000 | PA      | $5753180.33   | 0.42%             | 2035-04-20      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO V                           | Crown City CLO V, Series 2023-5A, Class C1AR                            | CUSIP: 22823AAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4779759.23   | 0.35%             | 2037-04-20      | Floating      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLIV Ltd.                        | Magnetite XLIV Ltd., Series 2024-44A, Class D1                          | CUSIP: 55955UAJ1<br>LEI: 529900QN6D2QU338OD40 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7526781.75   | 0.55%             | 2037-10-15      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd.                           | Invesco CLO Ltd., Series 2021-2A, Class D                               | CUSIP: 46149MAE6<br>LEI: 54930008KRIBK4JIR608 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $994999.60    | 0.07%             | 2034-07-15      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                 | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class D1                    | CUSIP: 93655QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4684512.30   | 0.34%             | 2037-07-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                       | ROYAL BANK OF CANADA                                                    | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | STIV             | CORP              | CA        |      3870 | PA      | $3870.00      | 0.00%             | 2025-08-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Madison Park Funding LIX Ltd.              | Madison Park Funding LIX Ltd., Series 2021-59A, Class D1AR              | CUSIP: 55822EAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2515194.50   | 0.18%             | 2037-04-18      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd. | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class DR   | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12499052.50  | 0.92%             | 2037-01-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xlii Ltd.                        | Magnetite Xlii Ltd., Series 2024-42A, Class D2                          | CUSIP: 55955XAN6<br>LEI: 5299008QF7XUGQ5EZC63 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2524768.50   | 0.19%             | 2038-01-25      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                        | Generate CLO 7 Ltd., Series 7A, Class D1R                               | CUSIP: 37149LAU1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | US        |   4227000 | PA      | $4235642.52   | 0.31%             | 2037-04-22      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Halsey Point CLO I Ltd.                    | Halsey Point CLO I Ltd., Series 2019-1A, Class D1R                      | CUSIP: 406375BS3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5003018.50   | 0.37%             | 2037-10-20      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                           | AMMC CLO 27 Ltd., Series 2022-27A, Class DR                             | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11040000 | PA      | $11078137.68  | 0.81%             | 2037-01-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2024-33A, Class D2                                 | CUSIP: 671080AL3<br>LEI: 213800MSZWCRHL4TG372 | Long             | ABS-CBDO         | CORP              | US        |   2300000 | PA      | $2314550.26   | 0.17%             | 2037-07-20      | Floating      | 8.73%                 | Yes           |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                      | Meacham Park CLO Ltd., Series 2024-1A, Class D                          | CUSIP: 58286QAJ4<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003649.80   | 0.07%             | 2037-10-20      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                    | Rockford Tower CLO Ltd., Series 2025-1A, Class D2                       | CUSIP: 77341AAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4007011.60   | 0.29%             | 2038-03-31      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2021-3A, Class D                              | CUSIP: 12564DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5050000 | PA      | $5079652.09   | 0.37%             | 2036-07-15      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVI Ltd.                       | Magnetite XXXVI Ltd., Series 2023-36A, Class DR                         | CUSIP: 559922AS8<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | US        |   9750000 | PA      | $9761139.38   | 0.72%             | 2038-07-25      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIX Ltd.            | Madison Park Funding XXXIX Ltd., Series 2021-39A, Class DR              | CUSIP: 55821LAQ7<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | US        |  15050000 | PA      | $15095080.77  | 1.11%             | 2034-10-22      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XIX Ltd.                         | Magnetite XIX Ltd., Series 2017-19A, Class DRR                          | CUSIP: 55954KBC8<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4999801.50   | 0.37%             | 2034-04-17      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVI Ltd.             | Madison Park Funding XLVI Ltd., Series 2020-46A, Class DRR              | CUSIP: 55822ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $7167432.65   | 0.53%             | 2034-10-15      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                    | Silver Point CLO 6 Ltd., Series 2024-6A, Class D1                       | CUSIP: 82808MAJ2<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10068414.00  | 0.74%             | 2037-10-15      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 28 Ltd.                            | RAD CLO 28 Ltd., Series 2024-28A, Class D1                              | CUSIP: 75009UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2016000.20   | 0.15%             | 2038-04-20      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Octagon 75 Ltd.                            | Octagon 75 Ltd., Series 2025-1A, Class D2                               | CUSIP: 67579EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8300000 | PA      | $8321667.98   | 0.61%             | 2038-01-22      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                       | Magnetite XXXIX Ltd., Series 2023-39A, Class D1R                        | CUSIP: 559924AQ8<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002703.80   | 0.07%             | 2037-01-25      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2018-3A, Class D                                  | CUSIP: 92917KAE4<br>LEI: 54930068MLVF3BECCK93 | Long             | ABS-CBDO         | CORP              | US        |   5225000 | PA      | $5240354.71   | 0.38%             | 2031-10-15      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd.                        | Elmwood CLO 17 Ltd., Series 2022-4A, Class D1R                          | CUSIP: 29001XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15066390.00  | 1.11%             | 2037-07-17      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XLII Ltd.                       | Apidos CLO XLII Ltd., Series 2022-42A, Class D1R                        | CUSIP: 03770GAU0<br>LEI: 213800XUV3WLXWBKOJ53 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029150.00  | 0.74%             | 2038-04-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 5 Ltd.                     | Halseypoint CLO 5 Ltd., Series 2021-5A, Class D                         | CUSIP: 406371AG9<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2007931.00   | 0.15%             | 2035-01-30      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 14 Ltd.  | GoldenTree Loan Management US CLO 14 Ltd., Series 2022-14A, Class DR    | CUSIP: 38136RAY3<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1954818.26   | 0.14%             | 2037-07-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Venture 44 CLO Ltd.                        | Venture 44 CLO Ltd., Series 2021-44A, Class D1                          | CUSIP: 92332KAN1<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2012169.20   | 0.15%             | 2034-10-20      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO V Ltd.                          | Romark CLO V Ltd., Series 2021-5A, Class D                              | CUSIP: 77588PAJ1<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7004901.40   | 0.51%             | 2035-01-15      | Floating      | 8.21%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.              | Madison Park Funding XLV Ltd., Series 2020-45A, Class DRR               | CUSIP: 55820BAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19400000 | PA      | $19407602.86  | 1.43%             | 2034-07-15      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXIV Ltd.                | BlueMountain CLO XXXIV Ltd., Series 2022-34A, Class D                   | CUSIP: 09631JAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9210000 | PA      | $9244496.98   | 0.68%             | 2035-04-20      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Octagon 56 Ltd.                            | Octagon 56 Ltd., Series 2021-1A, Class D                                | CUSIP: 67577EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1994145.80   | 0.15%             | 2034-10-15      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO I Ltd.                         | Elmwood CLO I Ltd., Series 2019-1A, Class DRR                           | CUSIP: 290015BE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6052839.60   | 0.44%             | 2037-04-20      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                            | CQS US CLO Ltd., Series 2023-3A, Class D                                | CUSIP: 223929AJ9<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1156677.13   | 0.08%             | 2037-01-25      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Hayfin US XII Ltd.                         | Hayfin US XII Ltd., Series 2020-12A, Class DR                           | CUSIP: 42087DAW9<br>LEI: 549300ROX4COSD406L14 | Long             | ABS-CBDO         | CORP              | US        |   4340000 | PA      | $4369669.11   | 0.32%             | 2038-01-20      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd.                        | Elmwood CLO 14 Ltd., Series 2022-1A, Class D                            | CUSIP: 29003WAG0<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-CBDO         | CORP              | US        |   4250000 | PA      | $4274436.23   | 0.31%             | 2035-04-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXII Ltd.                | BlueMountain CLO XXXII Ltd., Series 2021-32A, Class DR                  | CUSIP: 09631EAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19250000 | PA      | $19256225.45  | 1.41%             | 2034-10-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XII Ltd.                       | Allegro CLO XII Ltd., Series 2020-1A, Class D1R                         | CUSIP: 01750TAW6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4527725.40   | 0.33%             | 2037-07-21      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO V Ltd.                         | Elmwood CLO V Ltd., Series 2020-2A, Class D1RR                          | CUSIP: 29003BAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004070.30   | 0.07%             | 2037-10-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                          | AB BSL CLO 1 Ltd., Series 2020-1A, Class DR                             | CUSIP: 00038KAY7<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013864.80   | 0.15%             | 2035-01-15      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd.                            | Octagon 57 Ltd., Series 2021-1A, Class D                                | CUSIP: 67592XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7750000 | PA      | $7784896.70   | 0.57%             | 2034-10-15      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 26 Ltd.                            | RAD CLO 26 Ltd., Series 2024-26A, Class D2                              | CUSIP: 75009VAL8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2252731.50   | 0.17%             | 2037-10-20      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 21 Ltd.                       | Generate CLO 21 Ltd., Series 2025-21A, Class D1                         | CUSIP: 37150CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2521550.75   | 0.19%             | 2038-07-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 27 Ltd.                            | RAD CLO 27 Ltd., Series 2024-27A, Class D1                              | CUSIP: 749972AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5014552.00   | 0.37%             | 2038-01-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 30 Ltd.                        | Elmwood CLO 30 Ltd., Series 2024-6A, Class D2                           | CUSIP: 29001JAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5555407.55   | 0.41%             | 2037-07-17      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Dryden 98 CLO Ltd.                         | Dryden 98 CLO Ltd., Series 2022-98A, Class D                            | CUSIP: 26248AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7300000 | PA      | $7300102.93   | 0.54%             | 2035-04-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.        | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class DR2          | CUSIP: 67591JBC5<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6025950.60   | 0.44%             | 2039-07-18      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                            | AGL CLO 37 Ltd., Series 2024-37A, Class D1                              | CUSIP: 00121MAJ4<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4009601.20   | 0.29%             | 2038-04-22      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                        | Ares XXXIX CLO Ltd., Series 2016-39A, Class DR3                         | CUSIP: 04015WBS2<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10028256.00  | 0.74%             | 2037-07-18      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                 | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class E                     | CUSIP: 93656GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4059212.00   | 0.30%             | 2038-01-20      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2019-3A, Class DRR                 | CUSIP: 05683TBG3<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9022950.90   | 0.66%             | 2034-10-21      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.             | Madison Park Funding LVII Ltd., Series 2022-57A, Class DR               | CUSIP: 55822GBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000803.20   | 0.15%             | 2034-07-27      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 36 Ltd.                       | Symphony CLO 36 Ltd., Series 2022-36A, Class D1R                        | CUSIP: 87168RAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2506921.25   | 0.18%             | 2037-10-24      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Invesco Senior Loan ETF                    | Invesco Senior Loan ETF                                                 | CUSIP: 46138G508<br>LEI: 549300SIHU6DQELRNG59 | Long             |  | RF                | US        |   1681525 | NS      | $35194318.25  | 2.59%             |  |  |  | No            |                  1 | On Loan: —       |
| Dryden 102 CLO Ltd.                        | Dryden 102 CLO Ltd., Series 2023-102A, Class D                          | CUSIP: 26253TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4034621.20   | 0.30%             | 2036-10-15      | Floating      | 8.87%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VI Ltd.                        | Elmwood CLO VI Ltd., Series 2020-3A, Class D1RR                         | CUSIP: 29001VBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8200000 | PA      | $8232180.90   | 0.60%             | 2037-07-18      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO Ltd.                           | Riserva CLO Ltd., Series 2016-3A, Class DRR                             | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $7253412.58   | 0.53%             | 2034-01-18      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                       | Eaton Vance CLO Ltd., Series 2019-1A, Class D1R2                        | CUSIP: 27830XBC9<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | US        |   8395000 | PA      | $8422501.18   | 0.62%             | 2037-07-15      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd. | Neuberger Berman Loan Advisers CLO 48 Ltd., Series 2022-48A, Class D    | CUSIP: 64135GAJ7<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-CBDO         | CORP              | US        |   3325000 | PA      | $3346607.85   | 0.25%             | 2036-04-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LIV Ltd.              | Madison Park Funding LIV Ltd., Series 2022-54A, Class D2R               | CUSIP: 558188AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10006119.00  | 0.74%             | 2037-10-21      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd.                        | Magnetite XXVI Ltd., Series 2020-26A, Class D1R2                        | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2993949.00   | 0.22%             | 2038-01-25      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXVI Ltd.      | Benefit Street Partners CLO XXVI Ltd., Series 2022-26A, Class D1R       | CUSIP: 08186AAQ9<br>LEI: 2549008S0Y5AP2WIEL43 | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4770163.28   | 0.35%             | 2037-07-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Ares LXV CLO Ltd.                          | Ares LXV CLO Ltd., Series 2022-65A, Class D                             | CUSIP: 04019FAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10750000 | PA      | $10811379.28  | 0.79%             | 2034-07-25      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                               | TCW CLO Ltd., Series 2020-1A, Class DR3                                 | CUSIP: 87190CBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5010507.00   | 0.37%             | 2034-04-20      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                  | OHA Credit Funding 5 Ltd., Series 2020-5A, Class D1R                    | CUSIP: 67113GBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003544.80   | 0.07%             | 2037-10-18      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VI CLO Ltd.                  | Cedar Funding VI CLO Ltd., Series 2016-6A, Class ARR                    | CUSIP: 15032DAR2<br>LEI: 549300PQ60B57EBTK013 | Long             | ABS-CBDO         | CORP              | US        |   5740000 | PA      | $5743138.06   | 0.42%             | 2034-04-20      | Floating      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                     | Birch Grove CLO 3 Ltd., Series 2021-3A, Class D2R                       | CUSIP: 09076VBA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002874.00   | 0.37%             | 2038-01-19      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                            | Rad CLO 10 Ltd., Series 2021-10A, Class D                               | CUSIP: 48662LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9503800.00   | 0.70%             | 2034-04-23      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                  | BlueMountain CLO XXV Ltd., Series 2019-25A, Class D1RR                  | CUSIP: 09627FBJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12543773.75  | 0.92%             | 2038-01-15      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                             | PPM CLO 2 Ltd., Series 2019-2A, Class DR2B                              | CUSIP: 69377PBA1<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4002000.00   | 0.29%             | 2037-04-16      | Floating      | 9.89%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 11 Ltd.                       | Generate CLO 11 Ltd., Series 2023-11A, Class D1R                        | CUSIP: 37149HAS5<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4518141.30   | 0.33%             | 2037-10-20      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Mariner CLO LLC                            | Mariner CLO LLC, Series 2016-3A, Class D1R3                             | CUSIP: 82672NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3759213.00   | 0.28%             | 2037-01-23      | Floating      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVII Ltd.                       | Magnetite XLVII Ltd., Series 2024-47A, Class D1                         | CUSIP: 559916AJ0<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006328.90   | 0.07%             | 2038-01-25      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2019-4A, Class DR                                 | CUSIP: 92918BAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1256241.13   | 0.09%             | 2035-01-15      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Orchard Park CLO Ltd.                      | Orchard Park CLO Ltd., Series 2024-1A, Class D1                         | CUSIP: 68563JAJ3<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004261.60   | 0.07%             | 2037-10-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                    | Signal Peak CLO 11 Ltd., Series 2024-11A, Class D1                      | CUSIP: 82666XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9042035.40   | 0.66%             | 2037-07-18      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Ares LVI CLO Ltd.                          | Ares LVI CLO Ltd., Series 2020-56A, Class D1R2                          | CUSIP: 04018NBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3985000 | PA      | $3991533.01   | 0.29%             | 2038-01-25      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIX Ltd.                       | Allegro CLO XIX Ltd., Series 2025-1A, Class D2                          | CUSIP: 01749XAJ0<br>LEI: 2138002Z16N4VA88AX41 | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5735111.43   | 0.42%             | 2038-04-17      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                       | 522 Funding CLO Ltd., Series 2020-6A, Class DR                          | CUSIP: 33835AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13016499.60  | 0.96%             | 2034-10-23      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                             | Clover CLO LLC, Series 2021-3A, Class DR                                | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005415.60   | 0.15%             | 2035-01-25      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                  | Regatta XXIV Funding Ltd., Series 2021-5A, Class D1R                    | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13950000 | PA      | $14089494.42  | 1.03%             | 2038-01-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management 15-2019 Ltd.           | HPS Loan Management Ltd., Series 15A-19, Class DR                       | CUSIP: 40439DAW8<br>LEI: 254900T9FXVALKHZXT96 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512767.00   | 0.18%             | 2035-01-22      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 5 Ltd.                        | Generate CLO 5 Ltd., Series 5A, Class D1R                               | CUSIP: 37148XAJ1<br>LEI: 635400TYXCFIHMPETY18 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7519271.25   | 0.55%             | 2037-07-22      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXVIII                         | Apidos CLO XXXVIII, Series 2021-38A, Class D                            | CUSIP: 03769CAJ7<br>LEI: 254900OHXM88EDV7FO25 | Long             | ABS-CBDO         | CORP              | US        |   8360000 | PA      | $8415294.71   | 0.62%             | 2034-01-21      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                           | Oaktree CLO Ltd., Series 2021-1A, Class D2R                             | CUSIP: 67402JAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6003841.20   | 0.44%             | 2038-01-15      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2021-7A, Class D1R                          | CUSIP: 14316WAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5314339.15   | 0.39%             | 2040-04-15      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XX Ltd.                       | Trinitas CLO XX Ltd., Series 2022-20A, Class D1R                        | CUSIP: 89640EAU2<br>LEI: 5493007IXHTJ7TQMIW41 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4008020.80   | 0.29%             | 2035-07-20      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                 | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D2R                  | CUSIP: 09630GAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4520151.45   | 0.33%             | 2034-10-20      | Floating      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                         | OCP Aegis CLO Ltd., Series 2023-29A, Class D1R                          | CUSIP: 67118BAU7<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4656048.72   | 0.34%             | 2036-01-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 25 Ltd. | Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class D2R2 | CUSIP: 64131JBE5<br>LEI: 549300YJLHTYDSFV8K03 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4547039.40   | 0.33%             | 2038-07-18      | Floating      | 8.78%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 42 Ltd. | Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class DR   | CUSIP: 64133WAU9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-CBDO         | CORP              | US        |   7340000 | PA      | $7290915.95   | 0.54%             | 2036-07-16      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

**Name of Applicant:** Janus Detroit Street Trust

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

**Title:** VP, CFO, Treasurer, and Principal Accounting Officer