# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-006016
**Filing Date:** 2026-3
**Character Count:** 56354
**Document Hash:** 18b5781f1aae1338b48a422abbafe454
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006016.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0002071691-26-006016

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**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:** 26781975

**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 Asset-Backed Securities ETF (Series ID: S000093664)

| Class ID   | Class Name                                  | Ticker Symbol   |
|:---|:---|:---|
| C000262100 | Janus Henderson Asset-Backed Securities ETF | JABS            |

## 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 Asset - Backed Securities ETF

- **b. EDGAR series identifier (if any):** S000093664

- **c. LEI of Series:** 2138001LI3MDS631UY41

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $135277532.60

**Total Liabilities:** $3545904.60

**Net Assets:** $131731628.00

**Delayed Delivery Securities:** $2999783.80

**Cash Not Reported:** $12472.78

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -234.30743531 | **1-Year:** -8393.98342213 | **5-Year:** -15332.33109039 | **10-Year:** -2461.95164460 | **30-Year:** -1017.66819406

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

- **3-Month:** -82.65589609 | **1-Year:** -2862.75543333 | **5-Year:** -5762.92258337 | **10-Year:** -3363.73088451 | **30-Year:** -371.06788194

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000262100 | 0.68%                | 0.48%                | 0.53%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13279.17                | $449402.49                                 |
| Month 2  | $12805.05                | $-46986.83                                 |
| Month 3  | $53893.18                | $68897.61                                  |

**Designated Index Information**

- **Index Name:** ICE BofAML US Fixed & Floating Rate Asset Backed Securities Index

- **Index Identifier:** MERRILL.MC.R010

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Anchorage Capital CLO 7 Ltd.                    | Anchorage Capital CLO 7 Ltd., Series 2015-7A, Class CR3                 | CUSIP: 03328TBW4<br>LEI: 54930014PVHLSZJQK139 | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1508006.10   | 1.14%             | 2037-04-28      | Floating      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Alloya Auto Receivables Trust                   | Alloya Auto Receivables Trust, Series 2025-1A, Class B                  | CUSIP: 01986QAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1513938.83   | 1.15%             | 2030-03-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                     | Extended Stay America Trust, Series 2025-ESH, Class C                   | CUSIP: 30227TAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1008091.07   | 0.77%             | 2042-10-15      | Floating      | 5.53%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                       | Aqua Finance Issuer Trust, Series 2025-B, Class C                       | CUSIP: 03837GAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1499301.30   | 1.14%             | 2051-05-17      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                    | Upstart Securitization Trust, Series 2025-3, Class B                    | CUSIP: 91684FAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998430.78    | 0.76%             | 2035-09-20      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC, Series 2023-7A, Class B       | CUSIP: 05377RHR8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    625000 | PA      | $641227.01    | 0.49%             | 2028-08-21      | Fixed         | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Corporate One Auto Receivables Trust            | Corporate One Auto Receivables Trust, Series 2026-1A, Class C           | CUSIP: 22004UAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998636.32    | 0.76%             | 2031-04-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                                   | Voya CLO Ltd., Series 2024-7A, Class C                                  | CUSIP: 92920XAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1500000 | PA      | $1512822.45   | 1.15%             | 2038-01-20      | Floating      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| World Omni Select Auto Trust                    | World Omni Select Auto Trust, Series 2024-A, Class A2A                  | CUSIP: 98164LAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2070 | PA      | $2070.81      | 0.00%             | 2028-02-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                      | Flagship Credit Auto Trust, Series 2023-1, Class B                      | CUSIP: 337955AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    366374 | PA      | $366660.68    | 0.28%             | 2028-01-18      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust      | Exeter Select Automobile Receivables Trust, Series 2025-2, Class C      | CUSIP: 30185EAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2018350.42   | 1.53%             | 2031-12-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Lmrk Issuer Co. 2 LLC                           | Lmrk Issuer Co. 2 LLC, Series 2025-1A, Class A                          | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997340.77    | 0.76%             | 2055-09-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes        | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B1       | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110463 | PA      | $112143.49    | 0.09%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 2 Year Notes                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -6 | NC      | $273.74       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OnDeck Asset Securitization Trust IV LLC        | OnDeck Asset Securitization Trust IV LLC, Series 2024-1A, Class B       | CUSIP: 67118NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010438.90   | 0.77%             | 2031-06-17      | Fixed         | 7.15%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust         | United Auto Credit Securitization Trust, Series 2025-1, Class C         | CUSIP: 90945JAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1253401.71   | 0.95%             | 2030-06-10      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| ARI Fleet Lease Trust                           | ARI Fleet Lease Trust, Series 2023-A, Class A2                          | CUSIP: 00218GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      3839 | PA      | $3841.27      | 0.00%             | 2032-02-17      | Fixed         | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Merchants Fleet Funding LLC                     | Merchants Fleet Funding LLC, Series 2025-1A, Class C                    | CUSIP: 588926AN5<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1008482.58   | 0.77%             | 2039-01-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                           | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                         | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $983957.10    | 0.75%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Tesla Lease Electric Vehicle Securitization LLC | Tesla Lease Electric Vehicle Securitization LLC, Series 2025-A, Class B | CUSIP: 88162VAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1006552.30   | 0.76%             | 2029-06-20      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust          | Luxury Lease Partners Auto Lease Trust, Series 2025-A, Class A          | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    922588 | PA      | $922314.24    | 0.70%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| SF Abs Issuer LLC                               | SF Abs Issuer LLC, Series 2025-1A, Class A2                             | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $973672.96    | 0.74%             | 2055-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Dell Equipment Finance Trust                    | Dell Equipment Finance Trust, Series 2025-2, Class D                    | CUSIP: 24703VAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999967.14    | 0.76%             | 2032-03-22      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust        | Brex Commercial Charge Card Master Trust, Series 2024-1, Class A1       | CUSIP: 05601DAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1252151.00   | 0.95%             | 2027-07-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Marlette Funding Trust                          | Marlette Funding Trust, Series 2025-1A, Class B                         | CUSIP: 570920AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    110000 | PA      | $110419.56    | 0.08%             | 2035-07-16      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Reach Abs Trust                                 | Reach Abs Trust, Series 2026-1A, Class C                                | CUSIP: 75526XAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000195.25   | 0.76%             | 2033-02-15      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust                     | SCCU Auto Receivables Trust, Series 2024-1A, Class A2                   | CUSIP: 78436RAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133209 | PA      | $133262.09    | 0.10%             | 2027-12-15      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC               | Compass Datacenters Issuer II LLC, Series 2025-1A, Class B1             | CUSIP: 20469CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994305.42    | 0.75%             | 2050-05-25      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes         | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class B         | CUSIP: 80290CCB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466736 | PA      | $472313.39    | 0.36%             | 2033-12-15      | Fixed         | 5.64%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust             | Exeter Automobile Receivables Trust, Series 2026-1A, Class C            | CUSIP: 30168HAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002264.25   | 0.76%             | 2032-05-17      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                        | PRPM LLC, Series 2025-RCF4, Class A3                                    | CUSIP: 69382WAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1646000 | PA      | $1606455.01   | 1.22%             | 2055-08-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| DLLST LLC                                       | DLLST LLC, Series 2024-1A, Class A3                                     | CUSIP: 23346HAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12479 | PA      | $12529.84     | 0.01%             | 2027-08-20      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust             | Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1         | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    228145 | PA      | $228568.48    | 0.17%             | 2045-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC               | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1             | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3000000 | PA      | $3024787.94   | 2.30%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust                         | Carmax Auto Owner Trust, Series 2025-4, Class D                         | CUSIP: 14320HAH9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004707.72   | 0.76%             | 2032-05-17      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Olympic Tower Mortgage Trust                    | Olympic Tower Mortgage Trust, Series 2017-OT, Class A                   | CUSIP: 68162MAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    975000 | PA      | $940469.22    | 0.71%             | 2039-05-10      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC                 | Consolidated Communications LLC, Series 2025-4A, Class A2               | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1010769.18   | 0.77%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                        | Foundation Finance Trust, Series 2025-3A, Class C                       | CUSIP: 35042TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1248965.48   | 0.95%             | 2052-08-15      | Fixed         | 5.07%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust                                      | RCKT Trust, Series 2025-1A, Class C                                     | CUSIP: 74939RAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1509859.67   | 1.15%             | 2034-07-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                     | OCCU Auto Receivables Trust, Series 2025-1A, Class D                    | CUSIP: 67098SAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2001432.90   | 1.52%             | 2034-11-15      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                 | Western Funding Auto Loan Trust, Series 2025-1, Class C                 | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503553.85   | 1.14%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                 | Zayo Issuer LLC, Series 2025-1A, Class A2                               | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1150000 | PA      | $1170189.45   | 0.89%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes        | Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class B        | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    209645 | PA      | $211188.12    | 0.16%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                | FHF Issuer Trust, Series 2025-1A, Class C                               | CUSIP: 30340RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1493444.49   | 1.13%             | 2031-08-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                 | Wingspire Equipment Finance LLC, Series 2025-1A, Class C                | CUSIP: 97415CAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998784.54    | 0.76%             | 2033-09-20      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Towd Point Mortgage Trust                       | Towd Point Mortgage Trust, Series 2025-HE1, Class A2                    | CUSIP: 89183LAD7<br>LEI: 2549002NBNESH9L3VV66 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2019747.18   | 1.53%             | 2065-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                         | MVW LLC, Series 2023-1A, Class B                                        | CUSIP: 62848PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    131701 | PA      | $133330.23    | 0.10%             | 2040-10-20      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC        | Avis Budget Rental Car Funding AESOP LLC, Series 2024-1A, Class B       | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |   1350000 | PA      | $1398208.09   | 1.06%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust               | GLS Auto Receivables Issuer Trust, Series 2025-3A, Class C              | CUSIP: 37989YAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1260048.01   | 0.96%             | 2031-05-15      | Fixed         | 4.69%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust, Series 2025-2A, Class C                  | CUSIP: 52611JAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2862000 | PA      | $2824328.56   | 2.14%             | 2031-04-15      | Fixed         | 5.28%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class B              | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    113322 | PA      | $115048.73    | 0.09%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                  | Hyundai Auto Receivables Trust, Series 2022-C, Class A3                 | CUSIP: 44933DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     22847 | PA      | $22884.22     | 0.02%             | 2027-06-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Flagship Credit Auto Trust                      | Flagship Credit Auto Trust, Series 2021-1, Class D                      | CUSIP: 33843WAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156696 | PA      | $155815.71    | 0.12%             | 2027-03-15      | Fixed         | 1.27%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                     | Janus Henderson AAA CLO ETF                                             | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |     88800 | NS      | $4499496.00   | 3.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust, Series 2023-1A, Class A2                 | CUSIP: 52608LAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    106043 | PA      | $107137.20    | 0.08%             | 2028-08-15      | Fixed         | 6.92%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust                     | SCCU Auto Receivables Trust, Series 2023-1A, Class A3                   | CUSIP: 805922AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    217726 | PA      | $218879.65    | 0.17%             | 2028-10-16      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| United Auto Credit Securitization Trust         | United Auto Credit Securitization Trust, Series 2026-1, Class C         | CUSIP: 90945FAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000629.04   | 0.76%             | 2031-06-10      | Fixed         | 5.06%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                          | VERTICAL BRIDGE CC LLC, Series 2025-1A, Class B                         | CUSIP: 92535VAS1<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5004865.50   | 3.80%             | 2055-08-16      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Sabey Data Center Issuer LLC                    | Sabey Data Center Issuer LLC, Series 2026-1, Class A2                   | CUSIP: 78520EAK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003343.85   | 0.76%             | 2051-01-20      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust           | GM Financial Automobile Leasing Trust, Series 2025-3, Class C           | CUSIP: 379965AG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2500000 | PA      | $2510037.06   | 1.91%             | 2030-01-21      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lmdv Issuer Co. LLC                             | Lmdv Issuer Co. LLC, Series 2025-1A, Class A2                           | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001714.14   | 0.76%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Carmax Select Receivables Trust                 | Carmax Select Receivables Trust, Series 2025-B, Class C                 | CUSIP: 14320BAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007670.74   | 0.76%             | 2031-06-16      | Fixed         | 4.83%                 | No            |                  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        |    879615 | NS      | $879878.99    | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                            | QTS Issuer ABS I LLC, Series 2025-1A, Class A2                          | CUSIP: 74690DAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2005196.43   | 1.52%             | 2055-05-25      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                   | Lendbuzz Securitization Trust, Series 2023-3A, Class B                  | CUSIP: 525931AC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    651000 | PA      | $686765.82    | 0.52%             | 2029-04-16      | Fixed         | 9.17%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC              | MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class A2            | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2029413.07   | 1.54%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Libra Solutions LLC                             | Libra Solutions LLC, Series 2025-1A, Class A                            | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2610000 | PA      | $2626001.91   | 1.99%             | 2039-08-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust, Series 2025-HE3, Class A                                   | CUSIP: 31684LAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4157108 | PA      | $4221690.76   | 3.20%             | 2055-05-25      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust          | Santander Drive Auto Receivables Trust, Series 2022-2, Class C          | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     10368 | PA      | $10359.50     | 0.01%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| SCG Trust                                       | SCG Trust, Series 2025-SNIP, Class C                                    | CUSIP: 78398JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1003403.61   | 0.76%             | 2042-09-15      | Floating      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                      | PRM7 Trust, Series 2025-PRM7, Class C                                   | CUSIP: 74290HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $987670.79    | 0.75%             | 2042-11-10      | Variable      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| SCCU Auto Receivables Trust                     | SCCU Auto Receivables Trust, Series 2025-1A, Class C                    | CUSIP: 80620BAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2012908.33   | 1.53%             | 2032-02-17      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| AutoNation Finance Trust                        | AutoNation Finance Trust, Series 2026-1A, Class C                       | CUSIP: 05330WAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002069.96   | 0.76%             | 2031-10-14      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust, Series 2025-P3, Class C                 | CUSIP: 14688AAF4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998847.82    | 0.76%             | 2032-01-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust              | Tricolor Auto Securitization Trust, Series 2024-1A, Class D             | CUSIP: 89616LAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    520000 | PA      | $308715.61    | 0.23%             | 2028-04-17      | Fixed         | 8.61%                 | Yes           |                  3 | On Loan: No      |
| Arivo Acceptance Auto Loan Receivables Trust    | Arivo Acceptance Auto Loan Receivables Trust, Series 2025-1A, Class C   | CUSIP: 039962AC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007105.97   | 0.76%             | 2031-12-15      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Issuer Trust                       | Aqua Finance Issuer Trust, Series 2025-B, Class A                       | CUSIP: 03837GAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1227198 | PA      | $1228952.68   | 0.93%             | 2051-05-17      | Fixed         | 4.79%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                | FHF Issuer Trust, Series 2024-2A, Class A2                              | CUSIP: 30336NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226470 | PA      | $227901.70    | 0.17%             | 2030-06-15      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                     | FIGRE Trust, Series 2025-FL1, Class A2                                  | CUSIP: 31684QAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2199662 | PA      | $2211496.17   | 1.68%             | 2055-07-25      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust               | Affirm Asset Securitization Trust, Series 2025-X2, Class C              | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $601540.79    | 0.46%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                      | CPS Auto Receivables Trust, Series 2024-C, Class A                      | CUSIP: 223920AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11132 | PA      | $11138.90     | 0.01%             | 2028-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                 | Hertz Vehicle Financing III LLC, Series 2023-3A, Class B                | CUSIP: 42806MCB3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $761999.00    | 0.58%             | 2028-02-25      | Fixed         | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Gracie Point International Funding LLC          | Gracie Point International Funding LLC, Series 2025-1A, Class B         | CUSIP: 38411WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    650000 | PA      | $650023.40    | 0.49%             | 2028-08-15      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC               | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A2             | CUSIP: 20469CAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1001964.46   | 0.76%             | 2050-05-25      | Fixed         | 5.46%                 | Yes           |                  2 | On Loan: No      |
| Acacia LLC                                      | Acacia LLC, Series 2025-1, Class A                                      | CUSIP: 00401PAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    862786 | PA      | $863907.64    | 0.66%             | 2037-11-15      | Fixed         | 5.24%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC-VBTEL                          | VB-S1 Issuer LLC-VBTEL, Series 2022-1A, Class C2I                       | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $389560.88    | 0.30%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer III LLC              | Compass Datacenters Issuer III LLC, Series 2025-1A, Class A2            | CUSIP: 20469BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    315000 | PA      | $318407.60    | 0.24%             | 2050-02-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| GLS Auto Receivables Issuer Trust               | GLS Auto Receivables Issuer Trust, Series 2024-4A, Class A2             | CUSIP: 36270YAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     12667 | PA      | $12669.85     | 0.01%             | 2027-10-15      | Fixed         | 4.76%                 | Yes           |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust        | Capital One Prime Auto Receivables Trust, Series 2022-1, Class A3       | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      6981 | PA      | $6978.71      | 0.01%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust               | Affirm Asset Securitization Trust, Series 2024-X2, Class A              | CUSIP: 00833QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4060 | PA      | $4061.51      | 0.00%             | 2029-12-17      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| UPG HI Issuer Trust                             | UPG HI Issuer Trust, Series 2025-2, Class A                             | CUSIP: 90321EAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    949160 | PA      | $953987.20    | 0.72%             | 2047-09-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                | SoFi Consumer Loan Program Trust, Series 2025-3, Class C                | CUSIP: 83390JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2022468.00   | 1.54%             | 2034-08-15      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes            | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B            | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1618235 | PA      | $1625581.85   | 1.23%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Aqua Finance Trust                              | Aqua Finance Trust, Series 2021-A, Class A                              | CUSIP: 03842VAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    231662 | PA      | $213780.62    | 0.16%             | 2046-07-17      | Fixed         | 1.54%                 | Yes           |                  2 | On Loan: No      |
| CNH Equipment Trust                             | CNH Equipment Trust, Series 2022-A, Class A3                            | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     15820 | PA      | $15808.63     | 0.01%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                   | Lyra Music Assets Delaware LP, Series 2025-1A, Class A2                 | CUSIP: 552339AD5<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |   2778490 | PA      | $2815473.97   | 2.14%             | 2065-09-20      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust, Series 2025-1A, Class B                            | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1641000 | PA      | $1651666.47   | 1.25%             | 2033-02-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust, Series 2023-P2, Class A3                | CUSIP: 14686TAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73554 | PA      | $73743.17     | 0.06%             | 2028-04-10      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| CPS Auto Receivables Trust                      | CPS Auto Receivables Trust, Series 2024-D, Class A                      | CUSIP: 22411JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41337 | PA      | $41375.88     | 0.03%             | 2028-06-15      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                        | BX Trust, Series 2025-ARIA, Class C                                     | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1015690.38   | 0.77%             | 2042-12-13      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO XXXIII Ltd.                     | Sound Point CLO XXXIII Ltd., Series 2022-1A, Class C                    | CUSIP: 83616KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   2700000 | PA      | $2702553.66   | 2.05%             | 2035-04-25      | Floating      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| OCCU Auto Receivables Trust                     | OCCU Auto Receivables Trust, Series 2025-1A, Class C                    | CUSIP: 67098SAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1480000 | PA      | $1495644.33   | 1.14%             | 2031-10-15      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| GWT                                             | GWT, Series 2024-WLF2, Class A                                          | CUSIP: 362414AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $751898.47    | 0.57%             | 2041-05-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                          | Kinetic ABS Issuer LLC, Series 2026-1A, Class A2                        | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003033.52   | 0.76%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                | FHF Issuer Trust, Series 2024-2A, Class C                               | CUSIP: 30336NAG6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $202714.57    | 0.15%             | 2030-07-15      | Fixed         | 6.43%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                    | Hilton Grand Vacations Trust, Series 2024-3A, Class B                   | CUSIP: 43283NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    587099 | PA      | $594627.54    | 0.45%             | 2040-08-27      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust, Series 2023-P3, Class C                 | CUSIP: 14688GAF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    427000 | PA      | $443665.44    | 0.34%             | 2029-11-13      | Fixed         | 6.09%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                         | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class M1                     | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    283295 | PA      | $283716.59    | 0.22%             | 2045-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust                      | LAD Auto Receivables Trust, Series 2025-2A, Class C                     | CUSIP: 505912AG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1503004.97   | 1.14%             | 2032-08-16      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| HPEFS Equipment Trust                           | HPEFS Equipment Trust, Series 2025-2A, Class D                          | CUSIP: 442927AF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1993772.33   | 1.51%             | 2033-05-20      | Fixed         | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes              | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class C              | CUSIP: 02007G5F6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1926761 | PA      | $1937146.41   | 1.47%             | 2033-06-15      | Fixed         | 4.84%                 | Yes           |                  2 | On Loan: No      |
| UPX HIL Issuer Trust                            | UPX HIL Issuer Trust, Series 2025-1, Class A                            | CUSIP: 916925AA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1047447 | PA      | $1053722.28   | 0.80%             | 2047-01-25      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                | SoFi Consumer Loan Program Trust, Series 2025-4, Class C                | CUSIP: 83405UAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1005759.44   | 0.76%             | 2035-08-25      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | U.S. Treasury 10 Year Ultra Bonds                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -58 | NC      | $66287.04     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC        | Sierra Timeshare Receivables Funding LLC, Series 2025-3A, Class B       | CUSIP: 82650FAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1057199 | PA      | $1058282.04   | 0.80%             | 2044-08-22      | Fixed         | 4.64%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                    | Hilton Grand Vacations Trust, Series 2025-2A, Class B                   | CUSIP: 43285JAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2332521 | PA      | $2332008.76   | 1.77%             | 2044-05-25      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Pagaya AI Debt Grantor Trust                    | Pagaya AI Debt Grantor Trust, Series 2025-1, Class A2                   | CUSIP: 69544NAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1345686 | PA      | $1349083.39   | 1.02%             | 2032-07-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC         | Bayview Opportunity Master Fund VII LLC, Series 2025-EDU1, Class B      | CUSIP: 07337GAB9<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    806514 | PA      | $805428.00    | 0.61%             | 2048-07-27      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                  | Carvana Auto Receivables Trust, Series 2024-P4, Class A2                | CUSIP: 14076LAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2210 | PA      | $2210.97      | 0.00%             | 2028-02-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                | OneMain Financial Issuance Trust, Series 2020-2A, Class B               | CUSIP: 682696AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    381000 | PA      | $367848.95    | 0.28%             | 2035-09-14      | Fixed         | 2.21%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes        | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class B1       | CUSIP: 44644NAN9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2773346 | PA      | $2789151.30   | 2.12%             | 2033-09-20      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| RCKTL                                           | RCKTL, Series 2025-2A, Class C                                          | CUSIP: 74939HAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1003294.44   | 0.76%             | 2034-11-27      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                    | Sotheby's Artfi Master Trust, Series 2026-1A, Class C                   | CUSIP: 83589DAD8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000703.10   | 0.76%             | 2033-06-20      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                           | Switch ABS Issuer LLC, Series 2025-2A, Class A22                        | CUSIP: 871044AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995005.70    | 0.76%             | 2055-10-25      | Fixed         | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Affirm Master Trust                             | Affirm Master Trust, Series 2025-3A, Class C                            | CUSIP: 00833BAQ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999182.57    | 0.76%             | 2034-10-16      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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