# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-25-149946
**Filing Date:** 2025-6
**Character Count:** 90885
**Document Hash:** 614e198ef75ce8eb3960812dfea76b6e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-149946.hdr.sgml**: 20250620

**ACCESSION NUMBER**: 0001752724-25-149946

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250620

**DATE AS OF CHANGE**: 20250620

**PERIOD START**: 20251031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 251060658

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

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2025-04-30

**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:** $1327613060.12

**Total Liabilities:** $575583.07

**Net Assets:** $1327037477.05

**Cash Not Reported:** $49303.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1650.22966846 | **1-Year:** -31156.60366400 | **5-Year:** -266735.84481939 | **10-Year:** -283983.85209211 | **30-Year:** -3670.02611271

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

- **3-Month:** -236.05915921 | **1-Year:** -6985.11138218 | **5-Year:** -31951.13857607 | **10-Year:** -25086.20912401 | **30-Year:** -297.29877489

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232781 | 0.16%                | -0.67%               | -0.85%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $153055.15               | $-7432709.59                               |
| Month 2  | $-4407551.74             | $-19642097.96                              |
| Month 3  | $-18659163.58            | $-8625002.19                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                        | Title                                                                   | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Peace Park CLO Ltd.                         | Peace Park CLO Ltd., Series 2021-1A, Class D                            | CUSIP: 70470MAL9<br>LEI: 549300XHXTUZ93V6SK42 | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4737555.00   | 0.36%             | 2034-10-20      | Floating      | 7.48%                 | 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      | $3770408.07   | 0.28%             | 2037-10-20      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XVII Ltd.                      | Trinitas CLO XVII Ltd., Series 2021-17A, Class D                        | CUSIP: 89642JAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6300000 | PA      | $6218357.04   | 0.47%             | 2034-10-20      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.                | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4                | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9324934.95   | 0.70%             | 2038-02-20      | Floating      | 6.82%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 44 Ltd.         | Octagon Investment Partners 44 Ltd., Series 2019-1A, Class DR           | CUSIP: 67577LAQ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10131735.46  | 0.76%             | 2034-10-15      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XVI Ltd.                       | Trinitas CLO XVI Ltd., Series 2021-16A, Class D                         | CUSIP: 89642DAJ7<br>LEI: 5493004FCKEPFTK2QI86 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2252723.40   | 0.17%             | 2034-07-20      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 14 Ltd.                             | AGL CLO 14 Ltd., Series 2021-14A, Class DR                              | CUSIP: 00851WAS8<br>LEI: 254900G6P36ERQHAIS15 | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $7175652.70   | 0.54%             | 2034-12-02      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                        | Magnetite XXXIX Ltd., Series 2023-39A, Class D2R                        | CUSIP: 559924AS4<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4029714.40   | 0.30%             | 2037-01-25      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Venture XXII CLO Ltd.                       | Venture XXII CLO Ltd., Series 2015-22A, Class DR                        | CUSIP: 92331LBA7<br>LEI: 549300ERIHFJJFMGMG87 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2386075.00   | 0.18%             | 2031-01-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                               | Post CLO Ltd., Series 2021-1A, Class DR                                 | CUSIP: 73742FAQ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7200000 | PA      | $6940361.52   | 0.52%             | 2034-10-15      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 10 Ltd.                        | Generate CLO 10 Ltd., Series 2022-10A, Class D1R                        | CUSIP: 37148DAY2<br>LEI: 549300HJXIXJNOK1KU82 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4922921.00   | 0.37%             | 2038-01-22      | Floating      | 7.17%                 | 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      | $7564329.00   | 0.57%             | 2035-01-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 9 Ltd.                         | Generate CLO 9 Ltd., Series 9A, Class D1R                               | CUSIP: 37147LAW9<br>LEI: 549300OYEZ11WGJ2SS19 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6751067.40   | 0.51%             | 2038-01-20      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                            | Oaktree CLO Ltd., Series 2024-27A, Class D1                             | CUSIP: 67402UAJ5<br>LEI: 2549005VHJ8BB9WPL105 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5973600.00   | 0.45%             | 2037-10-22      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.            | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR             | CUSIP: 55819JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3475456.95   | 0.26%             | 2032-10-15      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 25 Ltd.               | Anchorage Capital CLO 25 Ltd., Series 2022-25A, Class D                 | CUSIP: 03329WAJ6<br>LEI: 5493004RXURZCE1LR038 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3454357.20   | 0.26%             | 2035-04-20      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                            | Barings CLO Ltd., Series 2019-1A, Class DR                              | CUSIP: 06759JAW8<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   3600000 | PA      | $3560056.56   | 0.27%             | 2035-04-15      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                             | KKR CLO 27 Ltd., Series 27A, Class D1R2                                 | CUSIP: 48253YBU1<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4610483.84   | 0.35%             | 2035-01-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO VIII Ltd.                  | Sixth Street CLO VIII Ltd., Series 2017-8A, Class CR2                   | CUSIP: 83012VAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9621836.00   | 0.73%             | 2034-10-20      | Floating      | 7.22%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 7 Ltd.                              | PPM CLO 7 Ltd., Series 2024-7A, Class D1A                               | CUSIP: 693979AG1<br>LEI: 254900DVPN3FV5PZP576 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10025775.00  | 0.76%             | 2037-07-20      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Allegany Park CLO Ltd.                      | Allegany Park CLO Ltd., Series 2019-1A, Class DR                        | CUSIP: 017154AS4<br>LEI: 549300D5KL0IVFLIND32 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1982737.40   | 0.15%             | 2035-01-20      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd.                        | Magnetite XXIII Ltd., Series 2019-23A, Class DR                         | CUSIP: 55954NAQ2<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11998800.00  | 0.90%             | 2035-01-25      | Floating      | 7.59%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                     | Rockford Tower CLO Ltd., Series 2021-2A, Class D                        | CUSIP: 77341LAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2000001.20   | 0.15%             | 2034-07-20      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO III                          | Crown City CLO III, Series 2021-1A, Class C                             | CUSIP: 22824DAN9<br>LEI: 5493000O0QFX9SMPY639 | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5160213.98   | 0.39%             | 2034-07-20      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Dryden 78 CLO Ltd.                          | Dryden 78 CLO Ltd., Series 2020-78A, Class D2R                          | CUSIP: 26253LAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4006970.00   | 0.30%             | 2037-04-17      | Floating      | 10.03%                | Yes           |                  2 | On Loan: No      |
| LCM 41 Ltd.                                 | LCM 41 Ltd., Series 41A, Class D1                                       | CUSIP: 501971AJ4<br>LEI: 549300NXCNS8YRPWOQ95 | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $14931192.00  | 1.13%             | 2036-04-15      | Floating      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Whetstone Park CLO Ltd.                     | Whetstone Park CLO Ltd., Series 2021-1A, Class D                        | CUSIP: 96329YAJ6<br>LEI: 549300M54M5QSBMB3780 | Long             | ABS-CBDO         | CORP              | US        |   2350000 | PA      | $2316219.22   | 0.17%             | 2035-01-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Point Au Roche Park CLO Ltd.                | Point Au Roche Park CLO Ltd., Series 2021-1A, Class D                   | CUSIP: 73052VAJ4<br>LEI: 5493000RMLD359CPH591 | Long             | ABS-CBDO         | CORP              | US        |   8950000 | PA      | $8876520.50   | 0.67%             | 2034-07-20      | Floating      | 7.33%                 | 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      | $7376579.25   | 0.56%             | 2038-01-15      | Floating      | 8.26%                 | 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      | $2011408.60   | 0.15%             | 2038-01-20      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                        | Elmwood CLO XII Ltd., Series 2021-5A, Class D1R                         | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  20500000 | PA      | $19722209.50  | 1.49%             | 2037-10-15      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXX Ltd.                   | BlueMountain CLO XXX Ltd., Series 2020-30A, Class DR                    | CUSIP: 09630QAS0<br>LEI: 5493002GUQ80FGGGNP40 | Long             | ABS-CBDO         | CORP              | US        |  10950000 | PA      | $10826964.71  | 0.82%             | 2035-04-15      | Floating      | 7.56%                 | 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        |   6300000 | PA      | $6249499.83   | 0.47%             | 2038-01-20      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                     | Canyon Capital CLO Ltd., Series 2019-1A, Class D1RR                     | CUSIP: 13887TBA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2600000 | PA      | $2625316.98   | 0.20%             | 2037-07-15      | Floating      | 7.91%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 38 Ltd.  | Neuberger Berman Loan Advisers CLO 38 Ltd., Series 2020-38A, Class DR2  | CUSIP: 64133RBA3<br>LEI: 549300SM4FYZ8US63U33 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1958893.20   | 0.15%             | 2036-10-20      | Floating      | 6.87%                 | 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      | $2199907.60   | 0.17%             | 2037-10-21      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Bethpage Park CLO Ltd.                      | Bethpage Park CLO Ltd., Series 2021-1A, Class D                         | CUSIP: 087598AG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1484007.30   | 0.11%             | 2036-10-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                            | Barings CLO Ltd., Series 2020-4A, Class D2R                             | CUSIP: 06762BBC3<br>LEI: 549300Q89L7I93JSRH83 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5006147.50   | 0.38%             | 2037-10-20      | Floating      | 9.27%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                               | Voya CLO Ltd., Series 2021-1A, Class DR                                 | CUSIP: 92918QAU4<br>LEI: 549300TZK6NKU72KPL60 | Long             | ABS-CBDO         | CORP              | US        |  11500000 | PA      | $11401714.10  | 0.86%             | 2034-07-15      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                            | Barings CLO Ltd., Series 2021-1A, Class D                               | CUSIP: 06762EAG9<br>LEI: 5493001QIXQNVJN0QT95 | Long             | ABS-CBDO         | CORP              | US        |   3990000 | PA      | $3860583.55   | 0.29%             | 2034-04-25      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 49 Ltd.  | Neuberger Berman Loan Advisers CLO 49 Ltd., Series 2022-49A, Class DR   | CUSIP: 64135JAS1<br>LEI: 549300IN02DS1MN5HW62 | Long             | ABS-CBDO         | CORP              | US        |   2150000 | PA      | $2134876.04   | 0.16%             | 2035-07-25      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO II                           | Crown City CLO II, Series 2020-2A, Class CR                             | CUSIP: 22823KAY0<br>LEI: 549300TQXORNUWLBOD84 | Long             | ABS-CBDO         | CORP              | US        |  12200000 | PA      | $11590614.88  | 0.87%             | 2035-04-20      | Floating      | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.         | Morgan Stanley Eaton Vance CLO Ltd., Series 2021-1A, Class D            | CUSIP: 61773KAG7<br>LEI: 549300IR0OSEGDTMK223 | Long             | ABS-CBDO         | CORP              | US        |   2640000 | PA      | $2588071.46   | 0.20%             | 2034-10-20      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.        | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class DR         | CUSIP: 08186YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9803971.00   | 0.74%             | 2035-01-15      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Octagon 70 Alto Ltd.                        | Octagon 70 Alto Ltd., Series 2023-1A, Class D                           | CUSIP: 67578CAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7499706.75   | 0.57%             | 2036-10-20      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 2 Ltd.                      | Birch Grove CLO 2 Ltd., Series 2021-2A, Class D1R                       | CUSIP: 09077LAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2904643.50   | 0.22%             | 2037-10-19      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO IV                           | Crown City CLO IV, Series 2022-4A, Class C1R                            | CUSIP: 228233AU6<br>LEI: 549300AGQI0XSPNAK945 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4975000.00   | 0.37%             | 2037-04-20      | Floating      | 8.77%                 | 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      | $9209300.00   | 0.69%             | 2038-01-19      | Floating      | 7.17%                 | 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        |  15500000 | PA      | $15024342.20  | 1.13%             | 2038-01-22      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                | OCP CLO Ltd., Series 2021-23A, Class D2R                                | CUSIP: 671026AU6<br>LEI: 2549004IE8HHQL34D058 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4039596.40   | 0.30%             | 2037-01-17      | Floating      | 8.18%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2017-2A, Class D2R2                         | CUSIP: 14315JBJ7<br>LEI: 549300VC6J79YJCFU884 | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6749693.55   | 0.51%             | 2037-07-20      | Floating      | 9.02%                 | Yes           |                  2 | On Loan: No      |
| Atlas Senior Loan Fund Ltd.                 | Atlas Senior Loan Fund Ltd., Series 2021-16A, Class D                   | CUSIP: 04940AAL6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8400000 | PA      | $8040108.72   | 0.61%             | 2034-01-20      | Floating      | 8.23%                 | 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      | $2489000.00   | 0.19%             | 2039-10-24      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2023-4A, Class D                            | CUSIP: 14319CAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7700000 | PA      | $7707550.62   | 0.58%             | 2036-10-25      | Floating      | 8.38%                 | 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      | $3003864.90   | 0.23%             | 2037-10-19      | Floating      | 8.47%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2020-2A, Class CR                           | CUSIP: 14315GAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10600000 | PA      | $10475656.70  | 0.79%             | 2035-01-25      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XII Ltd.                       | Trinitas CLO XII Ltd., Series 2020-12A, Class D                         | CUSIP: 89641GAG7<br>LEI: 254900G1XMKSN9WBVL66 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5009550.00   | 0.38%             | 2033-04-25      | Floating      | 8.54%                 | 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      | $7055846.00   | 0.53%             | 2038-01-15      | Floating      | 8.36%                 | 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        |   3000000 | PA      | $2940859.20   | 0.22%             | 2038-04-15      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Halsey Point CLO I Ltd.                     | Halsey Point CLO I Ltd., Series 2019-1A, Class D2R                      | CUSIP: 406375BU8<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5999680.80   | 0.45%             | 2037-10-20      | Floating      | 9.77%                 | Yes           |                  2 | On Loan: No      |
| Carlyle Global Market Strategies CLO Ltd.   | Carlyle Global Market Strategies CLO Ltd., Series 2016-3A, Class DRRR   | CUSIP: 14311UBG2<br>LEI: 5493000C19IMTVUCMB96 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9803196.00   | 0.74%             | 2034-07-20      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 28 Ltd.                            | AMMC CLO 28 Ltd., Series 2024-28A, Class D1                             | CUSIP: 03166HAL0<br>LEI: 254900FC26PFUHBI9J88 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5032563.00   | 0.38%             | 2037-07-20      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Octagon 54 Ltd.                             | Octagon 54 Ltd., Series 2021-1A, Class D                                | CUSIP: 67577FAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1750000 | PA      | $1734256.65   | 0.13%             | 2034-07-15      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Park Avenue Institutional Advisers CLO Ltd. | Park Avenue Institutional Advisers CLO Ltd., Series 2021-1A, Class C    | CUSIP: 70015QAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002550.00   | 0.38%             | 2034-01-20      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                | TCW CLO Ltd., Series 2021-1A, Class D1R1                                | CUSIP: 87190KAY8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  16000000 | PA      | $15443766.40  | 1.16%             | 2038-01-20      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 27 Ltd.                             | KKR CLO 27 Ltd., Series 27A, Class D2R2                                 | CUSIP: 48253YBW7<br>LEI: 5493007WGG1LNIZXEI24 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4435174.80   | 0.33%             | 2035-01-15      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2014-V Ltd.                    | CIFC Funding Ltd., Series 2014-5A, Class D1R3                           | CUSIP: 12550ABM7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4962472.00   | 0.37%             | 2037-07-17      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                                | OCP CLO Ltd., Series 2015-10A, Class D1R3                               | CUSIP: 67092DBM0<br>LEI: 254900FZYL5HDKV64882 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11818096.80  | 0.89%             | 2038-01-26      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                        | 522 Funding CLO Ltd., Series 2019-5A, Class DR                          | CUSIP: 33829WAJ8<br>LEI: 549300HKB0UTKU91DG08 | Long             | ABS-CBDO         | CORP              | US        |  14150000 | PA      | $13540163.30  | 1.02%             | 2035-04-15      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                      | Palmer Square CLO Ltd., Series 2021-4A, Class D                         | CUSIP: 69702EAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $11968560.00  | 0.90%             | 2034-10-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                  | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D1R                  | CUSIP: 09630GAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8270000 | PA      | $8186659.90   | 0.62%             | 2034-10-20      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 16 Ltd.                        | Generate CLO 16 Ltd., Series 2024-16A, Class D2                         | CUSIP: 37149YAN9<br>LEI: 213800SVSEDOQON7JV18 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3502107.00   | 0.26%             | 2037-07-20      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Annisa CLO Ltd.                             | Annisa CLO Ltd., Series 2016-2A, Class ERR                              | CUSIP: 036010AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2947658.40   | 0.22%             | 2031-07-20      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 2 Ltd.                           | AB BSL CLO 2 Ltd., Series 2021-2A, Class D                              | CUSIP: 00037LAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2879674.50   | 0.22%             | 2034-04-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                | TCW CLO Ltd., Series 2018-1A, Class D1R3                                | CUSIP: 87240UBF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4592066 | PA      | $4496794.41   | 0.34%             | 2035-10-25      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| OHA Loan Funding Ltd.                       | OHA Loan Funding Ltd., Series 2016-1A, Class D2R2                       | CUSIP: 67110UBJ7<br>LEI: 54930016024GMIAF7A82 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4007628.80   | 0.30%             | 2037-07-20      | Floating      | 8.62%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                             | KKR CLO 35 Ltd., Series 35A, Class DR                                   | CUSIP: 48254LAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10900000 | PA      | $10711846.38  | 0.81%             | 2038-01-20      | Floating      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Dryden 83 CLO Ltd.                          | Dryden 83 CLO Ltd., Series 2020-83A, Class ER                           | CUSIP: 26246FAE5<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5061672.50   | 0.38%             | 2037-04-18      | Floating      | 10.59%                | 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      | $6826874.40   | 0.51%             | 2037-04-25      | Floating      | 8.13%                 | 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      | $9912115.00   | 0.75%             | 2034-10-15      | Floating      | 7.11%                 | 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        |   3000000 | PA      | $2891670.90   | 0.22%             | 2037-07-17      | Floating      | 7.23%                 | 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      | $2499857.00   | 0.19%             | 2037-10-17      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                | Bain Capital Credit CLO Ltd., Series 2019-3A, Class ERR                 | CUSIP: 05683UAG1<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9716101.00   | 0.73%             | 2034-10-21      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Unity-Peace Park CLO Ltd.                   | Unity-Peace Park CLO Ltd., Series 2022-1A, Class D                      | CUSIP: 913318AJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3959370.00   | 0.30%             | 2035-04-20      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO Ltd.                         | Invesco US CLO Ltd., Series 2023-3A, Class D                            | CUSIP: 46091RAG8<br>LEI: 213800YAVR2FVYDIRM63 | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1609722.08   | 0.12%             | 2036-07-15      | Floating      | 9.66%                 | 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      | $3869246.80   | 0.29%             | 2037-10-20      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| RR 7 Ltd.                                   | RR 7 Ltd., Series 2019-7A, Class D1B                                    | CUSIP: 74980CAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4950675.50   | 0.37%             | 2037-01-15      | Floating      | 10.76%                | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                  | CBAMR Ltd., Series 2019-9A, Class DR                                    | CUSIP: 14987VAW9<br>LEI: 254900Q3N8LV0KJICN72 | Long             | ABS-CBDO         | CORP              | US        |  18000000 | PA      | $17998900.20  | 1.36%             | 2037-07-15      | Floating      | 8.41%                 | 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      | $4685239.02   | 0.35%             | 2037-10-20      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                | Bain Capital Credit CLO Ltd., Series 2020-3A, Class DRR                 | CUSIP: 05684CBA2<br>LEI: 2549002RK7W6TK0Q0E16 | Long             | ABS-CBDO         | CORP              | US        |   5845000 | PA      | $5610711.94   | 0.42%             | 2034-10-23      | Floating      | 7.38%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding                                | CIFC Funding, Series 2021-2A, Class D                                   | CUSIP: 12563YAG4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5975280.60   | 0.45%             | 2034-04-15      | Floating      | 7.17%                 | 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        |  12100000 | PA      | $12057633.06  | 0.91%             | 2038-02-20      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                             | RAD CLO 21 Ltd., Series 2023-21A, Class D1R                             | CUSIP: 750099AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    480000 | PA      | $461824.94    | 0.03%             | 2037-01-25      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Dryden 86 CLO Ltd.                          | Dryden 86 CLO Ltd., Series 2020-86A, Class DR                           | CUSIP: 26245XAU1<br>LEI: 25490017VKY7XEFZL303 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5916550.80   | 0.45%             | 2034-07-17      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Capital Four US CLO I Ltd.                  | Capital Four US CLO I Ltd., Series 2021-1A, Class D                     | CUSIP: 14016TAJ8<br>LEI: 549300NMXY8VXHO96C52 | Long             | ABS-CBDO         | CORP              | US        |   7430000 | PA      | $7432452.64   | 0.56%             | 2035-01-18      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Ares LXII CLO Ltd.                          | Ares LXII CLO Ltd., Series 2021-62A, Class D                            | CUSIP: 00192WAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2984451.30   | 0.22%             | 2034-01-25      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 5 Ltd.                           | AB BSL CLO 5 Ltd., Series 2024-5A, Class D1                             | CUSIP: 00038GAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7739408.80   | 0.58%             | 2038-01-20      | Floating      | 7.41%                 | 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      | $2503127.00   | 0.19%             | 2037-07-17      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Sandstone Peak Ltd.                         | Sandstone Peak Ltd., Series 2021-1A, Class DR                           | CUSIP: 800130AW6<br>LEI: 5493000VXRKO2Z5KET86 | Long             | ABS-CBDO         | CORP              | US        |  10375000 | PA      | $10326292.49  | 0.78%             | 2034-10-15      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO III Ltd.                         | Romark CLO III Ltd., Series 2019-3A, Class CR                           | CUSIP: 77587MAQ3<br>LEI: 254900GSE9VJ5J2MGY69 | Long             | ABS-CBDO         | CORP              | US        |  10500000 | PA      | $10500110.25  | 0.79%             | 2034-10-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                | Bain Capital Credit CLO Ltd., Series 2017-2A, Class ER3                 | CUSIP: 05682TAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6560000 | PA      | $6470247.39   | 0.49%             | 2037-07-25      | Floating      | 11.62%                | Yes           |                  2 | On Loan: No      |
| Generate CLO 4 Ltd.                         | Generate CLO 4 Ltd., Series 4A, Class ERR                               | CUSIP: 37148UAA6<br>LEI: 549300HNXZUJB12SQJ60 | Long             | ABS-CBDO         | CORP              | US        |   9240000 | PA      | $8929388.16   | 0.67%             | 2037-07-20      | Floating      | 11.17%                | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIV Ltd.             | Madison Park Funding XXXIV Ltd., Series 2019-34A, Class D1RR            | CUSIP: 55819GBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2989872.90   | 0.23%             | 2037-10-16      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXVIII Ltd.           | Madison Park Funding XXXVIII Ltd., Series 2021-38A, Class D             | CUSIP: 55821KAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1982456.00   | 0.15%             | 2034-07-17      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| RR 17 Ltd.                                  | RR 17 Ltd., Series 2021-17A, Class C                                    | CUSIP: 74980QAJ0<br>LEI: 549300H1BYT42IUZDL59 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3969821.20   | 0.30%             | 2034-07-15      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 24 Ltd.                            | AMMC CLO 24 Ltd., Series 2021-24A, Class DR                             | CUSIP: 00177LAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2907216.30   | 0.22%             | 2035-01-20      | Floating      | 7.22%                 | 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      | $3202432.03   | 0.24%             | 2037-07-15      | Floating      | 10.76%                | Yes           |                  2 | On Loan: No      |
| Magnetite XVII Ltd.                         | Magnetite XVII Ltd., Series 2016-17A, Class DR2                         | CUSIP: 55954EBE8<br>LEI: 5493003SVWF9GG13MZ22 | Long             | ABS-CBDO         | CORP              | US        |   6778000 | PA      | $6786519.95   | 0.51%             | 2037-04-20      | Floating      | 7.77%                 | 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        |   6500000 | PA      | $6389413.55   | 0.48%             | 2038-01-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                 | Janus Henderson AAA CLO ETF                                             | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |   1418010 | NS      | $71666225.40  | 5.40%             |  |  |  | No            |                  1 | On Loan: No      |
| TICP CLO XII Ltd.                           | TICP CLO XII Ltd., Series 2018-12A, Class DR                            | CUSIP: 87250FAS9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5150000 | PA      | $5156234.08   | 0.39%             | 2034-07-15      | Floating      | 7.82%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 18 Ltd.                       | Ballyrock CLO 18 Ltd., Series 2021-18A, Class C1R                       | CUSIP: 05875YAQ9<br>LEI: 2549009NE3IA6DAH4G62 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3929960.40   | 0.30%             | 2038-04-15      | Floating      | 6.07%                 | 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      | $967215.30    | 0.07%             | 2039-10-15      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                         | Wind River CLO Ltd., Series 2021-4A, Class D                            | CUSIP: 97316UAG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $11969258.75  | 0.90%             | 2035-01-20      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2024-5A, Class D1                           | CUSIP: 14319KAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3484600.00   | 0.26%             | 2036-10-25      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| LCM 33 Ltd.                                 | LCM 33 Ltd., Series 33A, Class D                                        | CUSIP: 50202CAG9<br>LEI: 5493006LYYH2XWCWW153 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4300101.00   | 0.32%             | 2034-07-20      | Floating      | 7.73%                 | 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        |  31718388 | NS      | $31724731.53  | 2.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CBAMR Ltd.                                  | CBAMR Ltd., Series 2018-8A, Class DR                                    | CUSIP: 12478CBA8<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | US        |  16330000 | PA      | $16471605.60  | 1.24%             | 2037-07-15      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2021-6A, Class D1R                          | CUSIP: 143133AW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4907235.00   | 0.37%             | 2038-01-15      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Wind River CLO Ltd.                         | Wind River CLO Ltd., Series 2022-2A, Class D                            | CUSIP: 97315DAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7979200.00   | 0.60%             | 2035-07-20      | Floating      | 8.97%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO VII Ltd.                       | Trinitas CLO VII Ltd., Series 2017-7A, Class D2R                        | CUSIP: 89641CAR2<br>LEI: 549300F3XEPDOX3FOP69 | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6222118.50   | 0.47%             | 2035-01-25      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Dryden 68 CLO Ltd.                          | Dryden 68 CLO Ltd., Series 2019-68A, Class DR                           | CUSIP: 26252QAQ5<br>LEI: 254900MX6QAMC9XBAB53 | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6211760.10   | 0.47%             | 2035-07-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                          | OCP Aegis CLO Ltd., Series 2024-39A, Class D2                           | CUSIP: 67120EAQ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4027550.80   | 0.30%             | 2037-01-16      | Floating      | 8.36%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO Xxv                              | Apidos CLO Xxv, Series 2016-25A, Class D2R3                             | CUSIP: 03762YBP1<br>LEI: 254900C9NN5XS59HZV73 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4406846.85   | 0.33%             | 2037-01-20      | Floating      | 8.22%                 | Yes           |                  2 | On Loan: No      |
| Wellfleet CLO Ltd.                          | Wellfleet CLO Ltd., Series 2021-4A, Class D                             | CUSIP: 89288CAL3<br>LEI: 254900EH90TKUEDWUZ75 | Long             | ABS-CBDO         | CORP              | US        |   5100000 | PA      | $5056677.03   | 0.38%             | 2034-04-25      | Floating      | 7.72%                 | 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      | $3759525.38   | 0.28%             | 2037-07-20      | Floating      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                     | Canyon Capital CLO Ltd., Series 2021-2A, Class D                        | CUSIP: 13876XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5185203.98   | 0.39%             | 2034-04-15      | Floating      | 7.87%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                             | Canyon CLO Ltd., Series 2020-2A, Class DR2                              | CUSIP: 13876NBC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4994249.00   | 0.38%             | 2034-10-15      | Floating      | 7.21%                 | Yes           |                  2 | On Loan: No      |
| Ocean Trails CLO 8                          | Ocean Trails CLO 8, Series 2020-8A, Class DRR                           | CUSIP: 67514UBA8<br>LEI: 6354007VXPN9E9WVUW39 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2491343.00   | 0.19%             | 2034-07-15      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2017-5A, Class DR                             | CUSIP: 12551MAS8<br>LEI: 635400BTAKRBKGRV3X14 | Long             | ABS-CBDO         | CORP              | US        |   1380000 | PA      | $1327720.63   | 0.10%             | 2037-07-17      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Post CLO Ltd.                               | Post CLO Ltd., Series 2022-1A, Class D                                  | CUSIP: 73742YAG0<br>LEI: 5493007CUC7FI0ONIF25 | Long             | ABS-CBDO         | CORP              | US        |  10750000 | PA      | $10660441.75  | 0.80%             | 2035-04-20      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO V                            | Crown City CLO V, Series 2023-5A, Class C1AR                            | CUSIP: 22823AAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6250000 | PA      | $6336523.75   | 0.48%             | 2037-04-20      | Floating      | 8.37%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO Ltd.                            | Invesco CLO Ltd., Series 2021-2A, Class D                               | CUSIP: 46149MAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $983741.00    | 0.07%             | 2034-07-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Chenango Park CLO Ltd.                      | Chenango Park CLO Ltd., Series 2018-1A, Class CR                        | CUSIP: 16409TAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6408247.30   | 0.48%             | 2030-04-15      | Floating      | 7.01%                 | 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      | $2489000.25   | 0.19%             | 2037-04-18      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd.  | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class DR   | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | US        |   8500000 | PA      | $8432611.15   | 0.64%             | 2037-01-20      | Floating      | 6.92%                 | 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      | $2525860.75   | 0.19%             | 2038-01-25      | Floating      | 8.26%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 7 Ltd.                         | Generate CLO 7 Ltd., Series 7A, Class D1R                               | CUSIP: 37149LAU1<br>LEI: 25490036G9JNQQPHIX69 | Long             | ABS-CBDO         | CORP              | US        |   4227000 | PA      | $4131255.91   | 0.31%             | 2037-04-22      | Floating      | 8.27%                 | Yes           |                  2 | On Loan: No      |
| Halsey Point CLO I Ltd.                     | Halsey Point CLO I Ltd., Series 2019-1A, Class D1R                      | CUSIP: 406375BS3<br>LEI: 549300POBLM5RW6LD816 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4874792.00   | 0.37%             | 2037-10-20      | Floating      | 8.07%                 | 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        |   8240000 | PA      | $8178200.00   | 0.62%             | 2037-01-20      | Floating      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Southwick Park CLO LLC                      | Southwick Park CLO LLC, Series 2019-4A, Class DR                        | CUSIP: 846031AT9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5380000 | PA      | $5327050.04   | 0.40%             | 2032-07-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXV Ltd.                   | BlueMountain CLO XXV Ltd., Series 2019-25A, Class ERR                   | CUSIP: 09630CAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4275000 | PA      | $4118961.22   | 0.31%             | 2038-01-15      | Floating      | 11.68%                | 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      | $2308850.63   | 0.17%             | 2037-07-20      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd.                          | Elmwood CLO X Ltd., Series 2021-3A, Class DR                            | CUSIP: 29002VAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3020000 | PA      | $2984886.16   | 0.22%             | 2034-04-20      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                           | CIFC Funding Ltd., Series 2021-3A, Class D                              | CUSIP: 12564DAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5050000 | PA      | $5038031.50   | 0.38%             | 2036-07-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                            | Barings CLO Ltd., Series 2022-2A, Class D2R                             | CUSIP: 06759UAW3<br>LEI: 549300RW4E3G80IH3A51 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3009262.80   | 0.23%             | 2039-07-15      | Floating      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                                | TCW CLO Ltd., Series 2020-1A, Class CR3                                 | CUSIP: 87190CBN9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1985259.00   | 0.15%             | 2034-04-20      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| HalseyPoint CLO 3 Ltd.                      | HalseyPoint CLO 3 Ltd., Series 2020-3A, Class D1R                       | CUSIP: 40638UBA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6840000 | PA      | $6861746.41   | 0.52%             | 2037-07-30      | Floating      | 8.58%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIX Ltd.             | Madison Park Funding XXXIX Ltd., Series 2021-39A, Class DR              | CUSIP: 55821LAQ7<br>LEI: 254900K0MU6TXERK4I83 | Long             | ABS-CBDO         | CORP              | US        |  15050000 | PA      | $14440667.64  | 1.09%             | 2034-10-22      | Floating      | 7.47%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd.                         | Dryden 113 CLO Ltd., Series 2022-113A, Class D1R2                       | CUSIP: 26253EBF4<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | US        |   3900000 | PA      | $3756369.24   | 0.28%             | 2037-10-15      | Floating      | 7.36%                 | 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        |   6300000 | PA      | $6337488.15   | 0.48%             | 2038-01-22      | Floating      | 7.94%                 | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                             | CQS US CLO Ltd., Series 2021-1A, Class E                                | CUSIP: 12661TAA9<br>LEI: 549300GF7PVRIKZNMY06 | Long             | ABS-CBDO         | CORP              | US        |   4433000 | PA      | $4217152.35   | 0.32%             | 2035-01-20      | Floating      | 11.78%                | Yes           |                  2 | On Loan: No      |
| Ares XLI CLO Ltd.                           | Ares XLI CLO Ltd., Series 2016-41A, Class DR                            | CUSIP: 04016DAY1<br>LEI: 549300X38KZ67Q2FQG11 | Long             | ABS-CBDO         | CORP              | US        |   2475000 | PA      | $2453668.22   | 0.18%             | 2034-04-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Post CLO VI Ltd.                            | Post CLO VI Ltd., Series 2024-2A, Class D1                              | CUSIP: 73742RAJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  12250000 | PA      | $11897258.80  | 0.90%             | 2038-01-20      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Venture 44 CLO Ltd.                         | Venture 44 CLO Ltd., Series 2021-44A, Class D1                          | CUSIP: 92332KAN1<br>LEI: 5493005RF0X3GB54HH60 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1962056.60   | 0.15%             | 2034-10-20      | Floating      | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO V Ltd.                           | Romark CLO V Ltd., Series 2021-5A, Class D                              | CUSIP: 77588PAJ1<br>LEI: 549300NIP2J0NPQTYT18 | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6847621.90   | 0.52%             | 2035-01-15      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLV Ltd.               | Madison Park Funding XLV Ltd., Series 2020-45A, Class DRR               | CUSIP: 55820BAY3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19400000 | PA      | $19067392.82  | 1.44%             | 2034-07-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXIV Ltd.                 | BlueMountain CLO XXXIV Ltd., Series 2022-34A, Class D                   | CUSIP: 09631JAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9210000 | PA      | $9098457.69   | 0.69%             | 2035-04-20      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Octagon 56 Ltd.                             | Octagon 56 Ltd., Series 2021-1A, Class D                                | CUSIP: 67577EAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1910670.60   | 0.14%             | 2034-10-15      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Flatiron CLO 28 Ltd.                        | Flatiron CLO 28 Ltd., Series 2024-1A, Class D2                          | CUSIP: 33884EAN1<br>LEI: 254900U51J2X527SRJ56 | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2249859.38   | 0.17%             | 2036-07-15      | Floating      | 8.51%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                     | Canyon Capital CLO Ltd., Series 2022-1A, Class D                        | CUSIP: 13877JAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1988073.60   | 0.15%             | 2035-04-15      | Floating      | 7.46%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2019-3A, Class DRR                          | CUSIP: 14314KAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2498579.50   | 0.19%             | 2037-04-20      | Floating      | 11.61%                | Yes           |                  2 | On Loan: No      |
| CQS US CLO Ltd.                             | CQS US CLO Ltd., Series 2023-3A, Class D                                | CUSIP: 223929AJ9<br>LEI: 254900OIQPM0JE7KVZ52 | Long             | ABS-CBDO         | CORP              | US        |   1150000 | PA      | $1151378.97   | 0.09%             | 2037-01-25      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 16 Ltd.                         | Elmwood CLO 16 Ltd., Series 2022-3A, Class DR                           | CUSIP: 29002UAQ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2007617.60   | 0.15%             | 2037-04-20      | Floating      | 8.07%                 | 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      | $4320904.00   | 0.33%             | 2038-01-20      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXXII Ltd.                 | BlueMountain CLO XXXII Ltd., Series 2021-32A, Class DR                  | CUSIP: 09631EAQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  19250000 | PA      | $18535894.30  | 1.40%             | 2034-10-15      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                           | AB BSL CLO 1 Ltd., Series 2020-1A, Class DR                             | CUSIP: 00038KAY7<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999800.20   | 0.15%             | 2035-01-15      | Floating      | 7.71%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd.                             | Octagon 57 Ltd., Series 2021-1A, Class D                                | CUSIP: 67592XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3705685.50   | 0.28%             | 2034-10-15      | Floating      | 7.62%                 | 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      | $2249908.65   | 0.17%             | 2037-10-20      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Dryden 94 CLO Ltd.                          | Dryden 94 CLO Ltd., Series 2022-94A, Class D2R                          | CUSIP: 26251VAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3009341.70   | 0.23%             | 2037-10-15      | Floating      | 9.36%                 | 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      | $5506838.15   | 0.41%             | 2037-07-17      | Floating      | 8.53%                 | Yes           |                  2 | On Loan: No      |
| Dryden 98 CLO Ltd.                          | Dryden 98 CLO Ltd., Series 2022-98A, Class D                            | CUSIP: 26248AAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7300000 | PA      | $7195342.09   | 0.54%             | 2035-04-20      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Dryden 78 CLO Ltd.                          | Dryden 78 CLO Ltd., Series 2020-78A, Class D1AR                         | CUSIP: 26253LAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5531539.75   | 0.42%             | 2037-04-17      | Floating      | 8.03%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 29 Ltd.         | Octagon Investment Partners 29 Ltd., Series 2016-1A, Class DR2          | CUSIP: 67591JBC5<br>LEI: 5493003U22XL00FIHD56 | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $5964091.20   | 0.45%             | 2039-07-18      | Floating      | 7.57%                 | Yes           |                  2 | On Loan: No      |
| Dryden 113 CLO Ltd.                         | Dryden 113 CLO Ltd., Series 2022-113A, Class D2R2                       | CUSIP: 26253EBH0<br>LEI: 254900XN9Y85HJGYJ219 | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3801834.64   | 0.29%             | 2037-10-15      | Floating      | 8.76%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 5 Ltd.                  | Warwick Capital CLO 5 Ltd., Series 2024-5A, Class E                     | CUSIP: 93656GAA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4000000.00   | 0.30%             | 2038-01-20      | Floating      | 9.82%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.                | Bain Capital Credit CLO Ltd., Series 2019-3A, Class DRR                 | CUSIP: 05683TBG3<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6375935.80   | 0.48%             | 2034-10-21      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LVII Ltd.              | Madison Park Funding LVII Ltd., Series 2022-57A, Class DR               | CUSIP: 55822GBC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1924469.20   | 0.15%             | 2034-07-27      | Floating      | 7.23%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 5 Ltd.                      | Signal Peak CLO 5 Ltd., Series 2018-5A, Class D1R                       | CUSIP: 82666VAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $6999836.20   | 0.53%             | 2037-04-25      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| Dryden 102 CLO Ltd.                         | Dryden 102 CLO Ltd., Series 2023-102A, Class D                          | CUSIP: 26253TAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4011480.00   | 0.30%             | 2036-10-15      | Floating      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Riserva CLO Ltd.                            | Riserva CLO Ltd., Series 2016-3A, Class DRR                             | CUSIP: 76761RBE8<br>LEI: 549300640C8OB2I8SN35 | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $6923957.35   | 0.52%             | 2034-01-18      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Eaton Vance CLO Ltd.                        | Eaton Vance CLO Ltd., Series 2019-1A, Class D1R2                        | CUSIP: 27830XBC9<br>LEI: 5493007R7GEORNX00105 | Long             | ABS-CBDO         | CORP              | US        |   8395000 | PA      | $8361453.58   | 0.63%             | 2037-07-15      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LIV Ltd.               | Madison Park Funding LIV Ltd., Series 2022-54A, Class D2R               | CUSIP: 558188AN8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9999595.00   | 0.75%             | 2037-10-21      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| Ares LXV CLO Ltd.                           | Ares LXV CLO Ltd., Series 2022-65A, Class D                             | CUSIP: 04019FAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10750000 | PA      | $10776880.38  | 0.81%             | 2034-07-25      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XVI                     | OHA Credit Partners XVI, Series 2021-16A, Class D2R                     | CUSIP: 67115LAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4510934.10   | 0.34%             | 2037-10-18      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Dryden 97 CLO Ltd.                          | Dryden 97 CLO Ltd., Series 2022-97A, Class D                            | CUSIP: 26248XAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2957236.20   | 0.22%             | 2035-04-20      | Floating      | 7.47%                 | 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      | $4890683.00   | 0.37%             | 2038-01-19      | Floating      | 8.12%                 | 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      | $12457367.50  | 0.94%             | 2038-01-15      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                              | PPM CLO 2 Ltd., Series 2019-2A, Class DR2B                              | CUSIP: 69377PBA1<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3999600.00   | 0.30%             | 2037-04-16      | Floating      | 9.83%                 | Yes           |                  2 | On Loan: No      |
| TRESTLES CLO V Ltd.                         | TRESTLES CLO V Ltd., Series 2021-5A, Class D                            | CUSIP: 89532UAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2974660.20   | 0.22%             | 2034-10-20      | Floating      | 7.63%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 2 Ltd.                              | PPM CLO 2 Ltd., Series 2019-2A, Class DR2A                              | CUSIP: 69377PBC7<br>LEI: 549300JBW1DIZLGMSY83 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9575873.00   | 0.72%             | 2037-04-16      | Floating      | 8.92%                 | Yes           |                  2 | On Loan: No      |
| Romark CLO IV Ltd.                          | Romark CLO IV Ltd., Series 2021-4A, Class C2                            | CUSIP: 77588LAL5<br>LEI: 549300HD9K8XL8QM2Z46 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502565.60   | 0.11%             | 2034-07-10      | Floating      | 9.47%                 | Yes           |                  2 | On Loan: No      |
| Mariner CLO LLC                             | Mariner CLO LLC, Series 2016-3A, Class D1R3                             | CUSIP: 82672NAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5253051.30   | 0.40%             | 2037-01-23      | Floating      | 8.43%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                               | Voya CLO Ltd., Series 2019-4A, Class DR                                 | CUSIP: 92918BAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1235295.50   | 0.09%             | 2035-01-15      | Floating      | 7.72%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd.                       | Elmwood CLO VIII Ltd., Series 2021-1A, Class DR                         | CUSIP: 29003EAY1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1565000 | PA      | $1570869.53   | 0.12%             | 2037-04-20      | Floating      | 8.07%                 | Yes           |                  2 | On Loan: No      |
| 522 Funding CLO Ltd.                        | 522 Funding CLO Ltd., Series 2020-6A, Class DR                          | CUSIP: 33835AAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13000000.00  | 0.98%             | 2034-10-23      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Northwoods Capital 22 Ltd.                  | Northwoods Capital 22 Ltd., Series 2020-22A, Class DRR                  | CUSIP: 66858HBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10587000 | PA      | $10617792.29  | 0.80%             | 2031-09-16      | Floating      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 44 Ltd.                        | Symphony CLO 44 Ltd., Series 2024-44A, Class D                          | CUSIP: 871972AJ4<br>LEI: 213800MRCL5WD4V7W689 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1931353.80   | 0.15%             | 2037-07-14      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                   | Regatta XXIV Funding Ltd., Series 2021-5A, Class D1R                    | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10700000 | PA      | $10501245.36  | 0.79%             | 2038-01-20      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Octagon Investment Partners 32 Ltd.         | Octagon Investment Partners 32 Ltd., Series 2017-1A, Class ER3          | CUSIP: 67573DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4031923.60   | 0.30%             | 2037-10-31      | Floating      | 11.53%                | Yes           |                  2 | On Loan: No      |
| Generate CLO 5 Ltd.                         | Generate CLO 5 Ltd., Series 5A, Class D1R                               | CUSIP: 37148XAJ1<br>LEI: 635400TYXCFIHMPETY18 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3984001.60   | 0.30%             | 2037-07-22      | Floating      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO XXXVIII                          | Apidos CLO XXXVIII, Series 2021-38A, Class D                            | CUSIP: 03769CAJ7<br>LEI: 254900OHXM88EDV7FO25 | Long             | ABS-CBDO         | CORP              | US        |   8360000 | PA      | $8338096.80   | 0.63%             | 2034-01-21      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                         | Ares XXXIX CLO Ltd., Series 2016-39A, Class ER3                         | CUSIP: 04016BAJ8<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |   3500000 | PA      | $3497194.75   | 0.26%             | 2037-07-18      | Floating      | 11.02%                | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                         | Carlyle US CLO Ltd., Series 2021-7A, Class D1R                          | CUSIP: 14316WAU3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5300000 | PA      | $5109781.41   | 0.39%             | 2040-04-15      | Floating      | 7.26%                 | 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      | $3867514.00   | 0.29%             | 2035-07-20      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| BlueMountain CLO XXVI Ltd.                  | BlueMountain CLO XXVI Ltd., Series 2019-26A, Class D2R                  | CUSIP: 09630GAW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4510260.00   | 0.34%             | 2034-10-20      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| Marathon CLO Ltd.                           | Marathon CLO Ltd., Series 2021-16A, Class C                             | CUSIP: 56580KAJ4<br>LEI: 549300VP041FQCCCOP44 | Long             | ABS-CBDO         | CORP              | US        |   6100000 | PA      | $6027754.04   | 0.45%             | 2034-04-15      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                        | Elmwood CLO XII Ltd., Series 2021-5A, Class D2R                         | CUSIP: 29002YAS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2400000 | PA      | $2399846.40   | 0.18%             | 2037-10-15      | Floating      | 8.61%                 | 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      | $4508483.85   | 0.34%             | 2038-07-18      | Floating      | 8.72%                 | Yes           |                  2 | On Loan: No      |
| RR 7 Ltd.                                   | RR 7 Ltd., Series 2019-7A, Class C1B                                    | CUSIP: 74980EAW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $996830.00    | 0.08%             | 2037-01-15      | Floating      | 7.36%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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