# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-015542
**Filing Date:** 2026-6
**Character Count:** 86279
**Document Hash:** f9da7f87c3198d9996b5fccc80c96772
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015542.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015542

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**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:** 261128693

**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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**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:** $1154490876.88

**Total Liabilities:** $10499679.56

**Net Assets:** $1143991197.32

**Delayed Delivery Securities:** $4039350.00

**Cash Not Reported:** $48905.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1361.19913716 | **1-Year:** -26120.66269096 | **5-Year:** -165006.80965088 | **10-Year:** -312994.10451494 | **30-Year:** -1956.67110849

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

- **3-Month:** -60.56291656 | **1-Year:** -2309.74201695 | **5-Year:** -15873.98885867 | **10-Year:** -4851.65116716 | **30-Year:** -42.90270461

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232781 | -0.88%               | -0.82%               | 1.56%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1647638.14             | $-14141731.16                              |
| Month 2  | $-7494498.24             | $-7461537.98                               |
| Month 3  | $-1562418.22             | $14298285.32                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AB BSL CLO 1 Ltd.                          | AB BSL CLO 1 Ltd., Series 2020-1A, Class D1R2                           | CUSIP: 00038KBG5<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |   9325000 | PA      | $9383483.60   | 0.82%             | 2038-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 7 Ltd.                          | AB BSL CLO 7 Ltd., Series 2025-7A, Class D1                             | CUSIP: 00039FAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10068817.00  | 0.88%             | 2039-01-15      | Floating      | 6.52%                 | 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      | $2133254.64   | 0.19%             | 2037-10-21      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 12 Ltd.                            | AGL CLO 12 Ltd., Series 2021-12A, Class D1R                             | CUSIP: 00120BAW0<br>LEI: 54930005OE1IFBESDA27 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6012276.00   | 0.53%             | 2038-10-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 25 Ltd.                            | AGL CLO 25 Ltd., Series 2023-25A, Class D1R                             | CUSIP: 00120NAU8<br>LEI: 2549006GHWX66A91GS48 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5487933.00   | 0.48%             | 2038-07-21      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 32 Ltd.                            | AGL CLO 32 Ltd., Series 2024-32A, Class D1                              | CUSIP: 00121BAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1500990.00   | 0.13%             | 2037-07-21      | Floating      | 6.57%                 | 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        |   8000000 | PA      | $8001128.80   | 0.70%             | 2038-04-22      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 44 Ltd.                            | AGL CLO 44 Ltd., Series 2025-44A, Class D1                              | CUSIP: 00121RAG9<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6356058.80   | 0.56%             | 2037-10-22      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 39 Ltd.                            | AGL CLO 39 Ltd., Series 2025-39A, Class D1                              | CUSIP: 00121XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15700000 | PA      | $15648475.74  | 1.37%             | 2038-04-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                            | AGL CLO 40 Ltd., Series 2025-40A, Class D1                              | CUSIP: 00122JAJ0<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3012912.00   | 0.26%             | 2038-07-22      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd.                          | Aimco CLO 14 Ltd., Series 2021-14A, Class D1R                           | CUSIP: 00144GAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2094599.01   | 0.18%             | 2038-10-20      | Floating      | 6.28%                 | 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      | $11024914.94  | 0.96%             | 2037-01-20      | Floating      | 6.38%                 | 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        |   7120000 | PA      | $7053948.47   | 0.62%             | 2035-01-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 7 Ltd.                             | AGL CLO 7 Ltd., Series 2020-7A, Class D1R2                              | CUSIP: 008511BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700000 | PA      | $4616694.85   | 0.40%             | 2038-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 35 Ltd.                            | AGL CLO 35 Ltd., Series 2024-35A, Class D1                              | CUSIP: 00852KAE4<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | US        |   4880000 | PA      | $4883463.82   | 0.43%             | 2038-01-21      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                          | AIMCO CLO 10 Ltd., Series 2019-10A, Class D1RR                          | CUSIP: 00901AAY3<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512412.50   | 0.22%             | 2037-07-22      | Floating      | 6.66%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 16 Ltd.                          | AIMCO CLO 16 Ltd., Series 2021-16A, Class D1R                           | CUSIP: 00901FAS5<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004851.00   | 0.09%             | 2037-07-17      | Floating      | 6.58%                 | 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      | $5647275.00   | 0.49%             | 2038-04-17      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.              | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class D1R               | CUSIP: 03328JAU1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5024490.00   | 0.44%             | 2038-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 15 Ltd.              | Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class DR2               | CUSIP: 03329FBE3<br>LEI: 549300H5Q0HJ2EHSSX26 | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $3361717.36   | 0.29%             | 2038-07-20      | Floating      | 7.10%                 | 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      | $9281209.50   | 0.81%             | 2038-01-19      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.              | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D2R2              | CUSIP: 03330WBG8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2972316.00   | 0.26%             | 2038-01-19      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIII CLO Ltd.                        | Ares LXIII CLO Ltd., Series 2022-63A, Class D1R                         | CUSIP: 039937BA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6971258.00   | 0.61%             | 2038-10-15      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Ares XLIII CLO Ltd.                        | Ares XLIII CLO Ltd., Series 2017-43A, Class D1R2                        | CUSIP: 04016PBA5<br>LEI: 549300ECLIGB6OZRBA51 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3493836.50   | 0.31%             | 2038-01-15      | Floating      | 6.67%                 | 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      | $6938015.00   | 0.61%             | 2038-01-15      | Floating      | 7.77%                 | 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      | $3986143.70   | 0.35%             | 2038-01-25      | Floating      | 6.52%                 | 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      | $2504020.00   | 0.22%             | 2039-10-24      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                         | Ares LXVI CLO Ltd., Series 2022-66A, Class D1R2                         | CUSIP: 04019RBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5981670.00   | 0.52%             | 2038-10-25      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Atlantic Avenue Ltd.                       | Atlantic Avenue Ltd., Series 2023-1A, Class D1R                         | CUSIP: 04822FAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1370000 | PA      | $1377282.92   | 0.12%             | 2039-01-15      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2022-1A, Class D1R                 | CUSIP: 05684UAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5750000 | PA      | $5750287.50   | 0.50%             | 2038-10-18      | Floating      | 6.43%                 | 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        |   8375000 | PA      | $8333887.13   | 0.73%             | 2037-10-23      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2025-5A, Class D1                  | CUSIP: 056917AJ6<br>LEI: 254900UZIWHOC1Z47I85 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4978590.50   | 0.44%             | 2039-01-19      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 27 Ltd.                      | Ballyrock CLO 27 Ltd., Series 2024-27A, Class C1                        | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2007662.00   | 0.18%             | 2037-10-25      | Floating      | 6.57%                 | 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        |   4790000 | PA      | $4795182.78   | 0.42%             | 2038-01-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 17 Ltd.                      | Ballyrock CLO 17 Ltd., Series 2021-17A, Class C1R                       | CUSIP: 05876LAU7<br>LEI: 254900J6ILFT5YJVHO91 | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $6259881.25   | 0.55%             | 2038-10-20      | Floating      | 6.38%                 | 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      | $9373418.20   | 0.82%             | 2038-01-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2019-1A, Class D1R2                            | CUSIP: 06759JBE7<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8004912.00   | 0.70%             | 2038-10-15      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2025-4A, Class D1                              | CUSIP: 06764TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9019782.00   | 0.79%             | 2040-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2023-3A, Class D1R                             | CUSIP: 067932AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002340.50   | 0.44%             | 2038-10-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.        | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class D1          | CUSIP: 08179QAG5<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3005168.10   | 0.26%             | 2038-10-20      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.         | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class C1R3         | CUSIP: 08181LBL0<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002978.00   | 0.18%             | 2038-07-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.           | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class D1R            | CUSIP: 08182DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3001179.00   | 0.26%             | 2038-04-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.        | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class D1RR        | CUSIP: 08182FBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502298.15   | 0.13%             | 2038-10-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVII Ltd.    | Benefit Street Partners CLO XXXVII Ltd., Series 2024-37A, Class D1      | CUSIP: 08182TAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7004305.00   | 0.61%             | 2038-01-25      | Floating      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 41 Ltd.        | Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class D1          | CUSIP: 08186GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005006.40   | 0.18%             | 2038-07-25      | Floating      | 6.42%                 | 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        |  14860000 | PA      | $14660846.28  | 1.28%             | 2035-01-15      | Floating      | 6.02%                 | 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        |   6750000 | PA      | $6753790.13   | 0.59%             | 2038-01-19      | Floating      | 6.53%                 | 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      | $4947745.00   | 0.43%             | 2038-01-19      | Floating      | 7.53%                 | 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        |  13000000 | PA      | $13063414.00  | 1.14%             | 2038-07-20      | Floating      | 6.83%                 | 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      | $8031624.00   | 0.70%             | 2038-01-22      | Floating      | 6.76%                 | 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      | $12446775.00  | 1.09%             | 2038-01-15      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2023-II Ltd.                  | CIFC Funding 2023-II Ltd., Series 2023-2A, Class D1R                    | CUSIP: 125488AS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1700000 | PA      | $1691498.81   | 0.15%             | 2037-01-21      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2014-5A, Class ER3                            | CUSIP: 12550BAQ7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1952689.20   | 0.17%             | 2037-07-17      | Floating      | 11.18%                | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2015-4A, Class D1R3                           | CUSIP: 12550TBS3<br>LEI: 549300ZXX0SJBZWIWI81 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3991028.40   | 0.35%             | 2039-01-17      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2019-2A, Class D1RR                           | CUSIP: 12554ABJ0<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4988170.50   | 0.44%             | 2038-10-17      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2019-5A, Class D1R2                           | CUSIP: 12554XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3207171.52   | 0.28%             | 2038-10-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2020-4A, Class DR                             | CUSIP: 12562RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3850000 | PA      | $3855786.55   | 0.34%             | 2040-01-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2021-3A, Class D1R                            | CUSIP: 12564DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9977801.00   | 0.87%             | 2038-10-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2021-5A, Class D1R                            | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5006310.00   | 0.44%             | 2038-01-15      | Floating      | 6.42%                 | 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      | $9516332.00   | 0.83%             | 2034-10-15      | Floating      | 6.52%                 | 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      | $3013851.90   | 0.26%             | 2038-04-15      | Floating      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                    | Canyon Capital CLO Ltd., Series 2023-1A, Class D1R                      | CUSIP: 138927AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4998850.00   | 0.44%             | 2038-10-15      | Floating      | 6.52%                 | 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      | $1003071.00   | 0.09%             | 2037-07-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2024-8A, Class D1                           | CUSIP: 142915AJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6009852.00   | 0.53%             | 2037-01-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2021-8A, Class D1R                          | CUSIP: 143120AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6881819.00   | 0.60%             | 2038-10-15      | Floating      | 6.42%                 | 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        |   3150000 | PA      | $3135331.40   | 0.27%             | 2037-07-20      | Floating      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2023-2A, Class D1R                          | CUSIP: 14318GAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2505162.50   | 0.22%             | 2038-07-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2025-1A, Class D1                           | CUSIP: 14319VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2007088.00   | 0.18%             | 2038-04-25      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR                  | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2400530.83   | 0.21%             | 2038-01-17      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2025-2A, Class D1                             | CUSIP: 17181DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1996462.40   | 0.17%             | 2038-04-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2024-4A, Class D1                             | CUSIP: 17181WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512260.00   | 0.22%             | 2037-10-16      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2019-7A, Class D1R                            | CUSIP: 171935AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3809279.98   | 0.33%             | 2038-10-19      | Floating      | 6.38%                 | 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      | $3259082.45   | 0.28%             | 2037-07-15      | Floating      | 10.17%                | 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      | $4959040.00   | 0.43%             | 2038-02-28      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Diameter Capital CLO 12 Ltd.               | Diameter Capital CLO 12 Ltd., Series 2025-12A, Class D1                 | CUSIP: 25255YAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5027722.00   | 0.44%             | 2038-10-20      | Floating      | 6.33%                 | 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      | $7664139.18   | 0.67%             | 2035-01-25      | Floating      | 7.54%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 38 Ltd.                        | Elmwood CLO 38 Ltd., Series 2025-1A, Class D1                           | CUSIP: 289908AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5020856.00   | 0.44%             | 2038-04-22      | Floating      | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 39 Ltd.                        | Elmwood CLO 39 Ltd., Series 2025-2A, Class D1                           | CUSIP: 289910AL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10250000 | PA      | $10293769.55  | 0.90%             | 2038-04-17      | Floating      | 6.18%                 | 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      | $5506743.00   | 0.48%             | 2037-07-17      | Floating      | 7.93%                 | 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      | $4875790.43   | 0.43%             | 2037-10-20      | Floating      | 6.73%                 | 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        |  11500000 | PA      | $11510131.50  | 1.01%             | 2037-07-17      | Floating      | 6.73%                 | 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      | $2457300.00   | 0.21%             | 2037-10-17      | Floating      | 8.03%                 | 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      | $2504044.00   | 0.22%             | 2037-07-17      | Floating      | 7.88%                 | 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      | $14014406.00  | 1.23%             | 2037-07-17      | Floating      | 6.63%                 | 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      | $1502574.15   | 0.13%             | 2038-04-20      | Floating      | 6.33%                 | 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      | $1984274.40   | 0.17%             | 2038-01-17      | Floating      | 7.43%                 | 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      | $3954756.00   | 0.35%             | 2037-10-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                           | Empower CLO Ltd., Series 2023-2A, Class D1R                             | CUSIP: 29247BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7510860.00   | 0.66%             | 2038-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Flatiron RR CLO 27 Ltd.                    | Flatiron RR CLO 27 Ltd., Series 2024-3A, Class D1                       | CUSIP: 33882JAJ1<br>LEI: 254900DN5GP1YLQEIW03 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004225.50   | 0.09%             | 2037-10-18      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIV Ltd.              | Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class D1                 | CUSIP: 34990BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5032081.00   | 0.44%             | 2038-04-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| N/A                                        | Forward Foreign Currency Contract                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $271598.65    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Garnet CLO 3 Ltd.                          | Garnet CLO 3 Ltd., Series 2025-3A, Class D1                             | CUSIP: 36626TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12083014.80  | 1.06%             | 2038-10-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 9 Ltd.                   | Kennedy Lewis CLO 9 Ltd., Series 9A, Class D1R                          | CUSIP: 37147LAW9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6970586.00   | 0.61%             | 2038-01-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 10 Ltd.                  | Kennedy Lewis CLO 10 Ltd., Series 2022-10A, Class D1R                   | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4911879.00   | 0.43%             | 2038-01-22      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 16 Ltd.                  | Kennedy Lewis CLO 16 Ltd., Series 2024-16A, Class D2                    | CUSIP: 37149YAN9<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3441732.70   | 0.30%             | 2037-07-20      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Kennedy Lewis CLO 21 Ltd.                  | Kennedy Lewis CLO 21 Ltd., Series 2025-21A, Class D1                    | CUSIP: 37150CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512697.50   | 0.22%             | 2038-07-25      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| N/A                                        | Forward Foreign Currency Contract                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-112075.95   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | Forward Foreign Currency Contract                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $955.30       | 0.00%             |  |  |  | No            |                  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      | $1957784.40   | 0.17%             | 2037-07-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 23 Ltd.  | GoldenTree Loan Management US CLO 23 Ltd., Series 2024-23A, Class D     | CUSIP: 38139KAL3<br>LEI: 254900TP00US14X9AP48 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1993824.20   | 0.17%             | 2039-01-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 28 Ltd.  | GoldenTree Loan Management US CLO 28 Ltd., Series 2026-28A, Class D1    | CUSIP: 38140CAL8<br>LEI: 254900QMNDOCGSL27870 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5025176.50   | 0.44%             | 2039-10-20      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 43B Ltd.        | Golub Capital Partners CLO 43B Ltd., Series 2019-43A, Class D1R         | CUSIP: 38180PAJ5<br>LEI: 2549006E2S3MDN9M6Q69 | Long             | ABS-CBDO         | CORP              | US        |   8557000 | PA      | $8573557.80   | 0.75%             | 2037-10-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.       | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class D1         | CUSIP: 38180QAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3890000 | PA      | $3864715.00   | 0.34%             | 2038-01-25      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 19B Ltd         | Golub Capital Partners CLO 19B Ltd., Series 2017-19RA, Class D1R3       | CUSIP: 38181YAL0<br>LEI: 2549003VC5PGFRGCQU51 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9992213.00   | 0.87%             | 2036-10-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| N/A                                        | Forward Foreign Currency Contract                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-96090.87    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                        | Forward Foreign Currency Contract                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-561.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                   | HPS Loan Management Ltd., Series 2026-27A, Class D1                     | CUSIP: 403970AL0<br>LEI: 529900RNXYTS8MT70394 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10048091.00  | 0.88%             | 2039-04-15      | Floating      | 6.41%                 | 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      | $4350624.32   | 0.38%             | 2038-01-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                   | HPS Loan Management Ltd., Series 2025-24A, Class D1                     | CUSIP: 44332UAJ9<br>LEI: 213800UJ8Z9IW1VRPP64 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4981725.50   | 0.44%             | 2038-04-25      | Floating      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                | Janus Henderson AAA CLO ETF                                             | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |    991042 | NS      | $50067441.84  | 4.38%             |  |  |  | No            |                  1 | 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      | $4436820.00   | 0.39%             | 2035-01-15      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 56 Ltd.                            | KKR CLO 56 Ltd., Series 2024-56A, Class D1                              | CUSIP: 48256GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1507128.00   | 0.13%             | 2037-10-15      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                  | Lake George Park CLO Ltd., Series 2025-1A, Class D                      | CUSIP: 509827AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2986071.60   | 0.26%             | 2038-04-15      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.             | Madison Park Funding LXXI Ltd., Series 2025-71A, Class D1               | CUSIP: 55817DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2986074.30   | 0.26%             | 2038-04-23      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LV Ltd.               | Madison Park Funding LV Ltd., Series 2022-55A, Class D1R                | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1976202.00   | 0.17%             | 2037-07-18      | Floating      | 6.83%                 | Yes           |                  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      | $2462552.50   | 0.22%             | 2037-04-18      | Floating      | 6.98%                 | 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        |   3250000 | PA      | $3234117.58   | 0.28%             | 2038-01-25      | Floating      | 6.17%                 | 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      | $7531837.50   | 0.66%             | 2037-10-15      | Floating      | 6.52%                 | 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      | $2482921.75   | 0.22%             | 2038-01-25      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVIII Ltd.                      | Magnetite XLVIII Ltd., Series 2025-48A, Class D                         | CUSIP: 55956EAJ6<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5041698.50   | 0.44%             | 2038-10-15      | Floating      | 6.37%                 | 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      | $1004560.80   | 0.09%             | 2038-01-25      | Floating      | 6.52%                 | 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        |  12750000 | PA      | $12767901.00  | 1.12%             | 2038-07-25      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XII Ltd.               | MidOcean Credit CLO XII Ltd., Series 2023-12A, Class DRR                | CUSIP: 59803TBJ9<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | US        |   5450000 | PA      | $5459521.15   | 0.48%             | 2038-07-18      | Floating      | 6.78%                 | 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      | $1324373.28   | 0.12%             | 2037-10-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.        | Morgan Stanley Eaton Vance CLO Ltd., Series 2023-19A, Class D1R         | CUSIP: 617934AU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002177.00   | 0.09%             | 2038-07-15      | Floating      | 6.67%                 | 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      | $3938472.40   | 0.34%             | 2038-07-22      | Floating      | 8.16%                 | 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      | $4427730.45   | 0.39%             | 2038-07-18      | Floating      | 8.13%                 | 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      | $2003416.00   | 0.18%             | 2038-10-18      | Floating      | 6.78%                 | 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      | $5253717.00   | 0.46%             | 2039-01-20      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 57 Ltd. | Neuberger Berman Loan Advisers CLO 57 Ltd., Series 2024-57A, Class D1   | CUSIP: 64136DAJ3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2010296.00   | 0.18%             | 2038-10-24      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                    | New Mountain CLO 3 Ltd., Series CLO-3A, Class D1R                       | CUSIP: 647550AY8<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1002039.00   | 0.09%             | 2038-10-20      | Floating      | 6.63%                 | 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      | $1004161.00   | 0.09%             | 2039-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd.                 | Northwoods Capital 20 Ltd., Series 2019-20A, Class D1AR                 | CUSIP: 66860TBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4940677.50   | 0.43%             | 2038-10-25      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2023-28A, Class D1R                                | CUSIP: 670891AQ3<br>LEI: 2138002ZIH5ZX5JB4G62 | Long             | ABS-CBDO         | CORP              | US        |   5625000 | PA      | $5638353.75   | 0.49%             | 2038-07-16      | Floating      | 6.53%                 | 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      | $5001885.00   | 0.44%             | 2038-07-19      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2021-23A, Class D1R2                               | CUSIP: 671026BE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1496595.15   | 0.13%             | 2039-01-17      | Floating      | 6.03%                 | 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      | $2303481.97   | 0.20%             | 2037-07-20      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2018-15A, Class D1R                                | CUSIP: 67112KAK5<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-CBDO         | CORP              | US        |   2850000 | PA      | $2851028.85   | 0.25%             | 2038-01-20      | Floating      | 6.43%                 | 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      | $1003910.00   | 0.09%             | 2037-10-18      | Floating      | 6.58%                 | 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      | $3006399.00   | 0.26%             | 2037-07-20      | Floating      | 6.78%                 | 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      | $3691387.88   | 0.32%             | 2037-07-20      | Floating      | 8.18%                 | 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      | $4582386.21   | 0.40%             | 2036-01-20      | Floating      | 6.23%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                         | OCP Aegis CLO Ltd., Series 2025-47A, Class D1A                          | CUSIP: 67122UAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6982178.00   | 0.61%             | 2038-01-21      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                           | Oaktree CLO Ltd., Series 2019-4A, Class D1RR                            | CUSIP: 67402CBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2675000 | PA      | $2681644.97   | 0.23%             | 2037-07-20      | Floating      | 7.08%                 | 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      | $5766672.60   | 0.50%             | 2038-01-15      | Floating      | 7.77%                 | Yes           |                  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      | $9096862.62   | 0.80%             | 2038-01-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Obra CLO 3 Ltd.                            | Obra CLO 3 Ltd., Series 2025-3A, Class D1                               | CUSIP: 67443EAG8<br>LEI: 254900IXF21X7CQ2QK69 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5535634.50   | 0.48%             | 2039-01-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2024-34A, Class D1                                 | CUSIP: 67570MAJ9<br>LEI: 213800MLX1S56O7NHK45 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3013719.00   | 0.26%             | 2037-10-15      | Floating      | 6.57%                 | 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      | $8332201.51   | 0.73%             | 2038-01-22      | Floating      | 7.31%                 | 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      | $2952318.00   | 0.26%             | 2037-10-19      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 12-R Ltd.               | OHA Credit Funding 12-R Ltd., Series 2022-12RA, Class D                 | CUSIP: 676916AN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2503722.50   | 0.22%             | 2037-07-20      | Floating      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Oak Hill Credit Partners X-R Ltd.          | Oak Hill Credit Partners X-R Ltd., Series 2014-10RA, Class D1R2         | CUSIP: 67707CBL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3979608.40   | 0.35%             | 2038-04-20      | Floating      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 8 Ltd.                  | OHA Credit Funding 8 Ltd., Series 2021-8A, Class D1R                    | CUSIP: 67707GBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3001008.30   | 0.26%             | 2038-01-20      | Floating      | 6.33%                 | 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        |  12000000 | PA      | $12019764.00  | 1.05%             | 2037-07-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2021-3A, Class D1R                       | CUSIP: 69688FAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13017901.00  | 1.14%             | 2038-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2022-1A, Class D1R                       | CUSIP: 69689QAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4000370.80   | 0.35%             | 2038-10-20      | Floating      | 6.43%                 | 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      | $6632713.35   | 0.58%             | 2038-04-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Park Blue CLO Ltd.                         | Park Blue CLO Ltd., Series 2025-9A, Class D1                            | CUSIP: 70019UAJ4<br>LEI: 213800GMETRF98C4D824 | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8537196.00   | 0.75%             | 2038-10-20      | Floating      | 6.68%                 | 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      | $1981024.00   | 0.17%             | 2038-01-20      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| RR 36 Ltd.                                 | RR 36 Ltd., Series 2024-36RA, Class C1R                                 | CUSIP: 74989AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060000 | PA      | $1064580.68   | 0.09%             | 2040-01-15      | Floating      | 6.42%                 | 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        |   7100000 | PA      | $6977736.58   | 0.61%             | 2038-01-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| RR 24 Ltd.                                 | RR 24 Ltd., Series 2022-24A, Class C1B2                                 | CUSIP: 75000HBQ6<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5537329.60   | 0.48%             | 2037-01-15      | Floating      | 7.22%                 | 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      | $2161592.55   | 0.19%             | 2037-10-20      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                            | Rad CLO 15 Ltd., Series 2021-15A, Class C2R                             | CUSIP: 750103AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2970231.60   | 0.26%             | 2040-07-20      | Floating      | 7.83%                 | 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      | $7306194.00   | 0.64%             | 2038-01-15      | Floating      | 7.67%                 | 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        |  23400000 | PA      | $22929447.06  | 2.00%             | 2038-04-15      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXI Funding Ltd.                   | Regatta XXI Funding Ltd., Series 2021-3A, Class D1R                     | CUSIP: 75889JAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1000611.00   | 0.09%             | 2037-10-15      | Floating      | 6.77%                 | 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      | $3841392.00   | 0.34%             | 2038-03-31      | Floating      | 7.62%                 | 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      | $2967003.30   | 0.26%             | 2038-04-20      | Floating      | 8.18%                 | 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      | $6750000.00   | 0.59%             | 2037-04-25      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                          | 720 East CLO Ltd., Series 2022-1A, Class DR                             | CUSIP: 81785AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5008910.00   | 0.44%             | 2038-01-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Serenity-Peace Park CLO Ltd.               | Serenity-Peace Park CLO Ltd., Series 2025-1A, Class D                   | CUSIP: 817940AL3<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10015761.00  | 0.88%             | 2038-10-24      | Floating      | 6.37%                 | 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      | $9040419.00   | 0.79%             | 2037-07-18      | Floating      | 6.78%                 | 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      | $1593172.80   | 0.14%             | 2038-01-24      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                   | Silver Point CLO 12 Ltd., Series 2025-12A, Class D1                     | CUSIP: 82809MAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6700000 | PA      | $6691862.18   | 0.58%             | 2038-10-15      | Floating      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 14 Ltd.                   | Silver Point CLO 14 Ltd., Series 2025-14A, Class D1                     | CUSIP: 82810EAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4999615.50   | 0.44%             | 2039-01-15      | Floating      | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XVI Ltd.                  | Sixth Street CLO XVI Ltd., Series 2020-16A, Class D1R2                  | CUSIP: 83012DBY8<br>LEI: 549300YD05LZSDNMVF16 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7470347.25   | 0.65%             | 2039-01-21      | Floating      | 6.07%                 | 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      | $1494732.00   | 0.13%             | 2038-04-26      | Floating      | 6.67%                 | 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      | $16762348.53  | 1.47%             | 2038-02-20      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |
| Sycamore Tree CLO Ltd.                     | Sycamore Tree CLO Ltd., Series 2025-7A, Class D1                        | CUSIP: 87122KAJ4<br>LEI: 2138001WII41ZXUQO254 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10040270.00  | 0.88%             | 2038-08-28      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO VI Ltd.                     | Tikehau US CLO VI Ltd., Series 2024-1A, Class D1                        | CUSIP: 88676PAJ1<br>LEI: 254900G2SWUGII8WH893 | Long             | ABS-CBDO         | CORP              | US        |  20000000 | PA      | $19999596.00  | 1.75%             | 2037-07-18      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO VII Ltd.                    | Tikehau US CLO VII Ltd., Series 2025-1A, Class D1                       | CUSIP: 88677FAG8<br>LEI: 254900CXO5NATO3A5N33 | Long             | ABS-CBDO         | CORP              | US        |  25000000 | PA      | $25075600.00  | 2.19%             | 2038-02-25      | Floating      | 6.77%                 | 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      | $3923868.00   | 0.34%             | 2037-10-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                     | Trinitas CLO XXXI Ltd., Series 2024-31A, Class D1                       | CUSIP: 895972AJ6<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2107698.60   | 0.18%             | 2038-01-22      | Floating      | 6.66%                 | 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      | $4006168.00   | 0.35%             | 2035-07-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2018-4A, Class D1RR                               | CUSIP: 92917WBU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1010500.00   | 0.09%             | 2037-10-15      | Floating      | 6.92%                 | 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        |   8300000 | PA      | $8311379.30   | 0.73%             | 2038-01-20      | Floating      | 6.53%                 | 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      | $4596259.95   | 0.40%             | 2037-07-20      | Floating      | 6.68%                 | 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        |  72788342 | NS      | $72788342.35  | 6.36%             |  |  |  | No            |                  2 | On Loan: No      |
| North Westerly VI ESG CLO DAC              | North Westerly VI ESG CLO DAC, Series VI-A, Class DR                    | CUSIP: N/A<br>LEI: 635400FMIDHOH3ZRW430       | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5802666.61   | 0.51%             | 2038-11-20      | Floating      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Blackrock European CLO XVI DAC             | Blackrock European CLO XVI DAC, Series 16A, Class D                     | CUSIP: N/A<br>LEI: 6354009JWTSUFPGGS872       | Long             | ABS-CBDO         | CORP              | US        |   2800000 | PA      | $3292533.92   | 0.29%             | 2039-01-15      | Floating      | 5.11%                 | Yes           |                  2 | On Loan: No      |
| RRE 18 Loan Management DAC                 | RRE 18 Loan Management DAC, Series 18A, Class CR                        | CUSIP: N/A<br>LEI: 2549006A5T132SLF8U37       | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2505970.06   | 0.22%             | 2038-04-15      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO VIII DAC                | Arini European CLO VIII DAC, Series 8A, Class D                         | CUSIP: N/A<br>LEI: 635400QTMAV7NU5NFY49       | Long             | ABS-CBDO         | CORP              | US        |   3730000 | PA      | $4383352.36   | 0.38%             | 2039-01-15      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO II DAC                  | Arini European CLO II DAC, Series 2A, Class DR                          | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | US        |   3300000 | PA      | $3905838.00   | 0.34%             | 2038-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Capital Four CLO XI DAC                    | Capital Four CLO XI DAC, Series 11A, Class D                            | CUSIP: N/A<br>LEI: 25490035KVDRNZGTO841       | Long             | ABS-CBDO         | CORP              | US        |   3400000 | PA      | $3981992.60   | 0.35%             | 2039-01-25      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European CLO DAC             | Palmer Square European CLO DAC, Series 2026-1A, Class D                 | CUSIP: N/A<br>LEI: 2549002V0JZ1DJI63P65       | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $5021668.19   | 0.44%             | 2039-04-15      | Floating      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Contego CLO XV DAC                         | Contego CLO XV DAC, Series 15A, Class D                                 | CUSIP: N/A<br>LEI: 635400Y8ONIEBKMIOA69       | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5837683.33   | 0.51%             | 2040-04-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO DAC                              | Penta CLO DAC, Series 2025-21X, Class D                                 | CUSIP: N/A<br>LEI: 635400KIS3VSYLWVIW47       | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $4606198.72   | 0.40%             | 2039-02-16      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Bbam European CLO VIII DAC                 | Bbam European CLO VIII DAC, Series 8A, Class D                          | CUSIP: N/A<br>LEI: 254900I5DYKRCH2C8Y74       | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $4559797.85   | 0.40%             | 2040-01-26      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Polus Eu CLO XXI DAC                       | Polus Eu CLO XXI DAC, Series 21A, Class D                               | CUSIP: N/A<br>LEI: 635400YAYBWGMUOQY276       | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $4154121.97   | 0.36%             | 2039-04-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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