# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-25-009567
**Filing Date:** 2025-12
**Character Count:** 96915
**Document Hash:** ebaef0709665fa5525faacce03804008
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-009567.hdr.sgml**: 20251223

**ACCESSION NUMBER**: 0002071691-25-009567

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251223

**DATE AS OF CHANGE**: 20251223

**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:** 251596402

**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:** 2025-10-31

**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:** $1301132378.11

**Total Liabilities:** $17871545.28

**Net Assets:** $1283260832.83

**Delayed Delivery Securities:** $17325000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1658.40514893 | **1-Year:** -30812.21010938 | **5-Year:** -228465.71579291 | **10-Year:** -356305.92147746 | **30-Year:** -5031.98461158

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

- **3-Month:** -43.69542949 | **1-Year:** -1042.31787986 | **5-Year:** -4777.63232109 | **10-Year:** -16769.27714426 | **30-Year:** -6.41524625

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000232781 | 0.77%                | 0.53%                | 0.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $386753.38               | $1860055.96                                |
| Month 2  | $-143930.61              | $217562.09                                 |
| Month 3  | $-1625318.36             | $-4798615.37                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| 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      | $3916328.13   | 0.31%             | 2037-10-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 10 Ltd.                    | Signal Peak CLO 10 Ltd., Series 2021-10A, Class D1R                     | CUSIP: 82671CAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1600000 | PA      | $1604312.32   | 0.13%             | 2038-01-24      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 7 Ltd.                  | OHA Credit Funding 7 Ltd., Series 2020-7A, Class D1R2                   | CUSIP: 67098WBJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5015458.50   | 0.39%             | 2038-07-19      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners VII Ltd.               | OHA Credit Partners VII Ltd., Series 2012-7A, Class D1R4                | CUSIP: 67102QBT4<br>LEI: 549300LXLBAFTIMXZT54 | Long             | ABS-CBDO         | CORP              | US        |  18725000 | PA      | $18704511.11  | 1.46%             | 2038-02-20      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 35 Ltd.                            | AGL CLO 35 Ltd., Series 2024-35A, Class D1                              | CUSIP: 00852KAE4<br>LEI: 254900LDCU83O7QV9777 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3008073.30   | 0.23%             | 2038-01-21      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 30 Ltd. | Neuberger Berman Loan Advisers CLO 30 Ltd., Series 2018-30A, Class D1R2 | CUSIP: 64132MBN7<br>LEI: 549300WWWM7IDWOVIL36 | Long             | ABS-CBDO         | CORP              | US        |   5250000 | PA      | $5266229.33   | 0.41%             | 2039-01-20      | Floating      | 6.68%                 | 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      | $7237566.25   | 0.56%             | 2034-12-02      | Floating      | 6.72%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 25 Ltd.                      | Ballyrock CLO 25 Ltd., Series 2023-25A, Class C1R                       | CUSIP: 05876QAU6<br>LEI: 2549000LY2B016K4LA62 | Long             | ABS-CBDO         | CORP              | US        |   9500000 | PA      | $9474345.25   | 0.74%             | 2038-01-25      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| HPS Loan Management Ltd.                   | HPS Loan Management Ltd., Series 2025-24A, Class D1                     | CUSIP: 44332UAJ9<br>LEI: 213800UJ8Z9IW1VRPP64 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002459.50   | 0.39%             | 2038-04-25      | Floating      | 6.41%                 | 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      | $4026136.40   | 0.31%             | 2037-01-25      | Floating      | 7.76%                 | 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      | $4992912.00   | 0.39%             | 2038-01-22      | Floating      | 6.71%                 | 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      | $7916567.09   | 0.62%             | 2035-01-25      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 19 Ltd.                      | Ballyrock CLO 19 Ltd., Series 2022-19A, Class CR                        | CUSIP: 05874WAS0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4994464.00   | 0.39%             | 2035-04-20      | Floating      | 6.98%                 | 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      | $7011872.70   | 0.55%             | 2038-01-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 39 Ltd.                            | AGL CLO 39 Ltd., Series 2025-39A, Class D1                              | CUSIP: 00121XAJ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15700000 | PA      | $15706207.78  | 1.22%             | 2038-04-20      | Floating      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXIII Ltd.           | Madison Park Funding XXXIII Ltd., Series 2019-33A, Class DR             | CUSIP: 55819JAU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1075000 | PA      | $1074434.34   | 0.08%             | 2032-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2022-1A, Class D1R                       | CUSIP: 69689QAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4008985.20   | 0.31%             | 2038-10-20      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| RR 24 Ltd.                                 | RR 24 Ltd., Series 2022-24A, Class C1B2                                 | CUSIP: 75000HBQ6<br>LEI: 2549005CH9FMTJFP8I04 | Long             | ABS-CBDO         | CORP              | US        |   5500000 | PA      | $5524147.75   | 0.43%             | 2037-01-15      | Floating      | 7.45%                 | 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      | $4631384.66   | 0.36%             | 2035-01-15      | Floating      | 6.80%                 | 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        |   3000000 | PA      | $2984862.00   | 0.23%             | 2034-10-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-III Ltd.                 | CIFC Funding 2021-III Ltd., Series 2021-3A, Class D1R                   | CUSIP: 12564DAS3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9975948.00   | 0.78%             | 2038-10-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2021-5A, Class D1R                            | CUSIP: 12565EAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5002364.00   | 0.39%             | 2038-01-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Ares LXIII CLO Ltd.                        | Ares LXIII CLO Ltd., Series 2022-63A, Class D1R                         | CUSIP: 039937BA4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4016262.80   | 0.31%             | 2038-10-15      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 19 Ltd.              | Anchorage Capital CLO 19 Ltd., Series 2021-19A, Class D1R               | CUSIP: 03328JAU1<br>LEI: 549300ZNOS7Q8W8H3S38 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5034941.00   | 0.39%             | 2038-10-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| PPM CLO 7 Ltd.                             | PPM CLO 7 Ltd., Series 2024-7A, Class D1A                               | CUSIP: 693979AG1<br>LEI: 254900DVPN3FV5PZP576 | Long             | ABS-CBDO         | CORP              | US        |  12000000 | PA      | $12037071.60  | 0.94%             | 2037-07-20      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 41 Ltd.        | Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class D1          | CUSIP: 08186GAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1999039.00   | 0.16%             | 2038-07-25      | Floating      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2014-4RA, Class CRR                           | CUSIP: 12552FBL6<br>LEI: 5493006JGTCIL6LCS728 | Long             | ABS-CBDO         | CORP              | US        |   6050000 | PA      | $6016109.11   | 0.47%             | 2035-01-17      | Floating      | 6.48%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2021-1A, Class C1R                       | CUSIP: 69701WAS5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6745228.43   | 0.53%             | 2038-04-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd. | Neuberger Berman Loan Advisers CLO 26 Ltd., Series 2017-26A, Class D1R  | CUSIP: 64131QAU4<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2011377.80   | 0.16%             | 2038-10-18      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVIII Ltd.                      | Magnetite XLVIII Ltd., Series 2025-48A, Class D                         | CUSIP: 55956EAJ6<br>LEI: 529900GIGHYFX3L5AN76 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5033583.00   | 0.39%             | 2038-10-15      | Floating      | 6.99%                 | 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      | $5249985.83   | 0.41%             | 2034-07-20      | Floating      | 7.45%                 | 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        |   2295000 | PA      | $2292471.14   | 0.18%             | 2035-01-20      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2024-7A, Class D1                                 | CUSIP: 92920XAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4300000 | PA      | $4312002.16   | 0.34%             | 2038-01-20      | Floating      | 6.73%                 | 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      | $7538166.00   | 0.59%             | 2038-01-15      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman CLO XVII Ltd.             | Neuberger Berman CLO XVII Ltd., Series 2014-17A, Class D2R3             | CUSIP: 64129UCN3<br>LEI: 549300XVEYZNG956Y145 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4041955.60   | 0.31%             | 2038-07-22      | Floating      | 8.36%                 | 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      | $2018179.40   | 0.16%             | 2038-01-20      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd.                       | Elmwood CLO XII Ltd., Series 2021-5A, Class D1R                         | CUSIP: 29002YAQ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  17000000 | PA      | $17055975.90  | 1.33%             | 2037-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Obra CLO 1 Ltd.                            | Obra CLO 1 Ltd., Series 2024-1A, Class D1                               | CUSIP: 67443AAJ0<br>LEI: 254900IXPSGZDGZO2P84 | Long             | ABS-CBDO         | CORP              | US        |   9070000 | PA      | $9152541.54   | 0.71%             | 2038-01-20      | Floating      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 37 Ltd.                        | Elmwood CLO 37 Ltd., Series 2024-13A, Class D2                          | CUSIP: 29004UAL2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003581.20   | 0.16%             | 2038-01-17      | Floating      | 7.63%                 | 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      | $2211851.62   | 0.17%             | 2037-10-21      | Floating      | 8.27%                 | 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      | $1501204.65   | 0.12%             | 2036-10-15      | Floating      | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2024-IV Ltd.                  | CIFC Funding Ltd., Series 2024-4A, Class D1                             | CUSIP: 17181WAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2513476.25   | 0.20%             | 2037-10-16      | Floating      | 6.84%                 | 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      | $5033851.00   | 0.39%             | 2037-10-20      | Floating      | 8.88%                 | 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      | $11494229.30  | 0.90%             | 2034-07-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding IV CLO Ltd.                  | Cedar Funding IV CLO Ltd., Series 2014-4A, Class DR3                    | CUSIP: 150323BS1<br>LEI: 549300PPJP6KEORGHQ85 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5000968.50   | 0.39%             | 2038-01-23      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2014-V Ltd.                   | CIFC Funding 2014-V Ltd., Series 2014-5A, Class ER3                     | CUSIP: 12550BAQ7<br>LEI: 549300Y56VCWZJQV2Z14 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013559.80   | 0.16%             | 2037-07-17      | Floating      | 11.38%                | Yes           |                  2 | On Loan: No      |
| AGL CLO 16 Ltd.                            | AGL CLO 16 Ltd., Series 2021-16A, Class DR                              | CUSIP: 00120LAL2<br>LEI: 2549009GL17CEZFCKZ48 | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $1862043.51   | 0.15%             | 2035-01-20      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXV Ltd.       | Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class DR         | CUSIP: 08186YAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14860000 | PA      | $14652374.59  | 1.14%             | 2035-01-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital CLO 16 Ltd.              | Anchorage Capital CLO 16 Ltd., Series 2020-16A, Class D2R2              | CUSIP: 03330WBG8<br>LEI: 5493008M7D1YIDOH2C69 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3017447.10   | 0.24%             | 2038-01-19      | Floating      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Milford Park CLO Ltd.                      | Milford Park CLO Ltd., Series 2022-1A, Class D1R                        | CUSIP: 59966PAU6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7987148.00   | 0.62%             | 2038-01-20      | Floating      | 6.58%                 | 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      | $5034248.00   | 0.39%             | 2037-04-20      | Floating      | 8.38%                 | 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      | $9294950.38   | 0.72%             | 2038-01-19      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 11 Ltd.                    | Birch Grove CLO 11 Ltd., Series 2024-11A, Class D1                      | CUSIP: 09077YAJ3<br>LEI: 2549009HQHT8KMO8YJ79 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8041514.40   | 0.63%             | 2038-01-22      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXI Ltd.             | Madison Park Funding XXXI Ltd., Series 2018-31A, Class D1R              | CUSIP: 55819DBG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5650000 | PA      | $5660145.71   | 0.44%             | 2037-07-23      | Floating      | 7.16%                 | 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      | $4026678.80   | 0.31%             | 2037-01-17      | Floating      | 7.78%                 | 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      | $6817425.75   | 0.53%             | 2037-07-20      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                               | TCW CLO Ltd., Series 2022-1A, Class D1R                                 | CUSIP: 871969BA8<br>LEI: 254900KPK0PRXM6I7271 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $3998780.40   | 0.31%             | 2038-01-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2021-23A, Class D1R                                | CUSIP: 671026AS1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2008657.80   | 0.16%             | 2037-01-17      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LV Ltd.               | Madison Park Funding LV Ltd., Series 2022-55A, Class D1R                | CUSIP: 55819FAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004191.60   | 0.16%             | 2037-07-18      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| 1988 CLO 5 Ltd.                            | 1988 CLO 5 Ltd., Series 2024-5A, Class D1                               | CUSIP: 68252PAN6<br>LEI: 254900KAQBAF5XV8IU66 | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3230347.52   | 0.25%             | 2037-07-15      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2024-4A, Class D1                  | CUSIP: 05685VAJ1<br>LEI: 254900X1J8WOE4EG9026 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4019875.20   | 0.31%             | 2037-10-23      | Floating      | 6.96%                 | 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      | $2516224.25   | 0.20%             | 2039-10-24      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 6 Ltd.                     | Birch Grove CLO 6 Ltd., Series 2023-6A, Class D1R                       | CUSIP: 09077FAU9<br>LEI: 254900HENKWLW4T9SW86 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10029224.00  | 0.78%             | 2038-07-20      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Sagard-Halseypoint CLO 9 Ltd.              | Sagard-Halseypoint CLO 9 Ltd., Series 2025-9A, Class D2                 | CUSIP: 78662EAJ3<br>LEI: 254900XOQCO9R6J0SO60 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3029655.30   | 0.24%             | 2038-04-20      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2025-4A, Class D1                              | CUSIP: 06764TAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9050202.90   | 0.71%             | 2040-10-15      | Floating      | 6.77%                 | 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      | $3032965.80   | 0.24%             | 2037-10-19      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Tikehau US CLO VII Ltd.                    | Tikehau US CLO VII Ltd., Series 2025-1A, Class D1                       | CUSIP: 88677FAG8<br>LEI: 254900CXO5NATO3A5N33 | Long             | ABS-CBDO         | CORP              | US        |   3750000 | PA      | $3773205.38   | 0.29%             | 2038-02-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XI Ltd.                | OHA Credit Partners XI Ltd., Series 2015-11A, Class D1R2                | CUSIP: 67109FBE4<br>LEI: 549300OYGEU6QQMCEG78 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5019447.50   | 0.39%             | 2037-04-20      | Floating      | 6.98%                 | 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      | $7078323.00   | 0.55%             | 2038-01-15      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| New Mountain CLO 3 Ltd.                    | New Mountain CLO 3 Ltd., Series CLO-3A, Class D1R                       | CUSIP: 647550AY8<br>LEI: 549300CEYMYPINCEX579 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004490.70   | 0.08%             | 2038-10-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Regatta XVIII Funding Ltd.                 | Regatta XVIII Funding Ltd., Series 2021-1A, Class D1R                   | CUSIP: 75884EAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  27400000 | PA      | $27344789.00  | 2.13%             | 2038-04-15      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd.                       | Elmwood CLO III Ltd., Series 2019-3A, Class DRR                         | CUSIP: 29002HBE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6017830.80   | 0.47%             | 2037-07-18      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd.             | Madison Park Funding LXXI Ltd., Series 2025-71A, Class D1               | CUSIP: 55817DAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999677.80   | 0.23%             | 2038-04-23      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 27 Ltd.                      | Ballyrock CLO 27 Ltd., Series 2024-27A, Class C1                        | CUSIP: 05874UAJ4<br>LEI: 254900WCB773D35B5908 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2004780.00   | 0.16%             | 2037-10-25      | Floating      | 6.76%                 | 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        |  12000000 | PA      | $12011949.60  | 0.94%             | 2038-01-20      | Floating      | 6.98%                 | 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      | $4506717.60   | 0.35%             | 2035-01-15      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO X Ltd.         | Benefit Street Partners CLO X Ltd., Series 2016-10A, Class C1R3         | CUSIP: 08181LBL0<br>LEI: 549300MYLNCW81S1Y182 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2005982.00   | 0.16%             | 2038-07-20      | Floating      | 6.73%                 | 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      | $3506606.60   | 0.27%             | 2037-07-20      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 44 Ltd.                            | AGL CLO 44 Ltd., Series 2025-44A, Class D1                              | CUSIP: 00121RAG9<br>LEI: 254900WK97J0UDI0DQ10 | Long             | ABS-CBDO         | CORP              | US        |   6500000 | PA      | $6491862.65   | 0.51%             | 2037-10-22      | Floating      | 6.45%                 | 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      | $2999685.00   | 0.23%             | 2034-04-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2019-1A, Class D1R2                            | CUSIP: 06759JBE7<br>LEI: 549300E3PEQVSTJ5DD11 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8034341.60   | 0.63%             | 2038-10-15      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 35 Ltd.                            | KKR CLO 35 Ltd., Series 35A, Class DR                                   | CUSIP: 48254LAU9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8900000 | PA      | $9001115.57   | 0.70%             | 2038-01-20      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 57 Ltd. | Neuberger Berman Loan Advisers CLO 57 Ltd., Series 2024-57A, Class D1   | CUSIP: 64136DAJ3<br>LEI: 2549000I5N6JRKAGRP48 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2011577.40   | 0.16%             | 2038-10-24      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Dryden 83 CLO Ltd.                         | Dryden 83 CLO Ltd., Series 2020-83A, Class ER                           | CUSIP: 26246FAE5<br>LEI: 2549001LFFVBUD1OX384 | Long             | ABS-CBDO         | CORP              | US        |  12325000 | PA      | $12331752.87  | 0.96%             | 2037-04-18      | Floating      | 10.20%                | 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      | $6781004.78   | 0.53%             | 2037-04-25      | Floating      | 7.71%                 | 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      | $9998533.00   | 0.78%             | 2034-10-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 18 Ltd.                        | Elmwood CLO 18 Ltd., Series 2022-5A, Class D1RR                         | CUSIP: 29003MAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14000000 | PA      | $14060067.00  | 1.10%             | 2037-07-17      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Partners XIII Ltd.              | OHA Credit Partners XIII Ltd., Series 2016-13A, Class D1R2              | CUSIP: 67110NBM6<br>LEI: 549300EX32IF3NZCVL73 | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4014759.60   | 0.31%             | 2037-10-21      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2020-IV Ltd.                  | CIFC Funding 2020-IV Ltd., Series 2020-4A, Class DR                     | CUSIP: 12562RAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3850000 | PA      | $3863444.20   | 0.30%             | 2040-01-15      | Floating      | 6.70%                 | 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      | $2517466.75   | 0.20%             | 2037-10-17      | Floating      | 8.23%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 44 Ltd. | Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class DR   | CUSIP: 64133VAQ0<br>LEI: 549300HMTDFWN3B2DI35 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9005377.50   | 0.70%             | 2035-10-16      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Crown Point CLO 11 Ltd.                    | Crown Point CLO 11 Ltd., Series 2021-11A, Class D2R                     | CUSIP: 22845JAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5069432.50   | 0.40%             | 2038-02-28      | Floating      | 8.13%                 | 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      | $4017576.80   | 0.31%             | 2037-10-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2019-17A, Class D1R2                               | CUSIP: 67113LBC9<br>LEI: 2549003HLFPQ7ATPYA23 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3014981.10   | 0.23%             | 2037-07-20      | Floating      | 6.98%                 | 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      | $4891866.30   | 0.38%             | 2037-10-20      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2021-3A, Class D1R                       | CUSIP: 69688FAW0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13000000 | PA      | $13043288.70  | 1.02%             | 2038-10-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd.                 | CIFC Funding Ltd., Series 2021-7A, Class DR                             | CUSIP: 12567HAW2<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4499089.20   | 0.35%             | 2035-01-23      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 2025R-1 Ltd.               | Sound Point CLO 2025R-1 Ltd., Series 2025-1RA, Class D1                 | CUSIP: 83617EAL4<br>LEI: 25490031SR8APTVC6E71 | Long             | ABS-CBDO         | CORP              | US        |  17100000 | PA      | $17094953.79  | 1.33%             | 2038-02-20      | Floating      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 9 Ltd.                             | AGL CLO 9 Ltd., Series 2020-9A, Class DR                                | CUSIP: 001207AY5<br>LEI: 549300U1G1VA46DEO184 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $1995134.20   | 0.16%             | 2037-04-20      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 21 Ltd.                            | RAD CLO 21 Ltd., Series 2023-21A, Class D1R                             | CUSIP: 750099AS2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5280000 | PA      | $5256174.53   | 0.41%             | 2037-01-25      | Floating      | 6.46%                 | 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      | $7456652.15   | 0.58%             | 2035-01-18      | Floating      | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO Ltd.                     | Palmer Square CLO Ltd., Series 2022-3A, Class D1R                       | CUSIP: 69690ABC0<br>LEI: 5493000CAZ8VWJGUOH13 | Long             | ABS-CBDO         | CORP              | US        |   4030000 | PA      | $4040050.01   | 0.31%             | 2037-07-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd.                               | OCP CLO Ltd., Series 2023-28A, Class D1R                                | CUSIP: 670891AQ3<br>LEI: 2138002ZIH5ZX5JB4G62 | Long             | ABS-CBDO         | CORP              | US        |   5625000 | PA      | $5650827.19   | 0.44%             | 2038-07-16      | Floating      | 6.74%                 | 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      | $2524474.00   | 0.20%             | 2037-07-17      | Floating      | 8.08%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 50 Ltd. | Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class DR   | CUSIP: 64134VAW6<br>LEI: 549300UMYON6L2REF246 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2013189.00   | 0.16%             | 2036-07-23      | Floating      | 6.71%                 | 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      | $10402966.85  | 0.81%             | 2034-10-15      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 12 Ltd.                   | Silver Point CLO 12 Ltd., Series 2025-12A, Class D1                     | CUSIP: 82809MAJ1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6700000 | PA      | $6722634.61   | 0.52%             | 2038-10-15      | Floating      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Northwoods Capital 20 Ltd.                 | Northwoods Capital 20 Ltd., Series 2019-20A, Class D1AR                 | CUSIP: 66860TBL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5039501.00   | 0.39%             | 2038-10-25      | Floating      | 7.26%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XII Ltd.               | MidOcean Credit CLO XII Ltd., Series 2023-12A, Class DRR                | CUSIP: 59803TBJ9<br>LEI: 5493000CPZWPTWX7TF71 | Long             | ABS-CBDO         | CORP              | US        |   5450000 | PA      | $5478849.03   | 0.43%             | 2038-07-18      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-V Ltd.                   | CIFC Funding Ltd., Series 2019-5A, Class D1R2                           | CUSIP: 12554XBG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3200000 | PA      | $3212788.16   | 0.25%             | 2038-10-15      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Sound Point CLO 35 Ltd.                    | Sound Point CLO 35 Ltd., Series 2022-35A, Class D1R                     | CUSIP: 83607PAW7<br>LEI: 5493007O9REHODCOEJ53 | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506134.55   | 0.12%             | 2038-04-26      | Floating      | 6.86%                 | 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        |   6870000 | PA      | $6869982.83   | 0.54%             | 2035-01-20      | Floating      | 6.83%                 | 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      | $3290320.15   | 0.26%             | 2037-07-15      | Floating      | 10.40%                | Yes           |                  2 | On Loan: No      |
| Elmwood CLO IX Ltd.                        | Elmwood CLO IX Ltd., Series 2021-2A, Class D1R                          | CUSIP: 29003UAQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1501488.90   | 0.12%             | 2038-04-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Ballyrock CLO 28 Ltd.                      | Ballyrock CLO 28 Ltd., Series 2024-28A, Class C1                        | CUSIP: 05876HAJ1<br>LEI: 2549006FL37LMQQU3H44 | Long             | ABS-CBDO         | CORP              | US        |   4790000 | PA      | $4809119.29   | 0.37%             | 2038-01-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| AB BSL CLO 1 Ltd.                          | AB BSL CLO 1 Ltd., Series 2020-1A, Class D1R2                           | CUSIP: 00038KBG5<br>LEI: 549300UT754V8VGM9T25 | Long             | ABS-CBDO         | CORP              | US        |   9325000 | PA      | $9338008.38   | 0.73%             | 2038-10-15      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO Ltd.                               | TCW CLO Ltd., Series 2019-2A, Class D1R2                                | CUSIP: 87242BBQ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4013979.60   | 0.31%             | 2038-01-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XX Ltd.        | Benefit Street Partners CLO XX Ltd., Series 2020-20A, Class D1RR        | CUSIP: 08182FBG3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1495042.35   | 0.12%             | 2038-10-15      | Floating      | 6.60%                 | 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      | $1004694.20   | 0.08%             | 2039-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Ares LXVI CLO Ltd.                         | Ares LXVI CLO Ltd., Series 2022-66A, Class D1R2                         | CUSIP: 04019RBN0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3013478.70   | 0.23%             | 2038-10-25      | Floating      | 6.96%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 3 Ltd.                     | Birch Grove CLO 3 Ltd., Series 2021-3A, Class D1R                       | CUSIP: 09076VAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6750000 | PA      | $6751973.03   | 0.53%             | 2038-01-19      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 37B Ltd.        | Golub Capital Partners CLO 37B Ltd., Series 2017-19RA, Class D1R3       | CUSIP: 38181YAL0<br>LEI: 2549004JK1JYCMYC3T80 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10052343.00  | 0.78%             | 2036-10-20      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Eaton Vance CLO Ltd.        | Morgan Stanley Eaton Vance CLO Ltd., Series 2022-17A, Class D1R         | CUSIP: 617922AY5<br>LEI: 549300RFKYK6CU6TNR14 | Long             | ABS-CBDO         | CORP              | US        |   1325000 | PA      | $1328703.77   | 0.10%             | 2037-10-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Fortress Credit BSL XXIV Ltd.              | Fortress Credit BSL XXIV Ltd., Series 2025-1A, Class D1                 | CUSIP: 34990BAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5068110.00   | 0.39%             | 2038-04-20      | Floating      | 7.33%                 | 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        |  44382238 | NS      | $44391114.59  | 3.46%             |  |  |  | No            |                  2 | On Loan: No      |
| Barings CLO Ltd.                           | Barings CLO Ltd., Series 2023-3A, Class D1R                             | CUSIP: 067932AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5013063.00   | 0.39%             | 2038-10-15      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| CBAMR Ltd.                                 | CBAMR Ltd., Series 2018-8A, Class DR                                    | CUSIP: 12478CBA8<br>LEI: 254900YSCN4KH02DQ033 | Long             | ABS-CBDO         | CORP              | US        |   6580000 | PA      | $6601679.78   | 0.51%             | 2037-07-15      | Floating      | 7.90%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO                             | Carlyle US CLO, Series 2024-4A, Class D                                 | CUSIP: 142914AJ9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004789.30   | 0.08%             | 2037-07-20      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Serenity-Peace Park CLO Ltd.               | Serenity-Peace Park CLO Ltd., Series 2025-1A, Class D                   | CUSIP: 817940AL3<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10041789.00  | 0.78%             | 2038-10-24      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                            | Canyon CLO Ltd., Series 2025-1A, Class D1                               | CUSIP: 138919AJ4<br>LEI: 2549003XZO020J9AAJ87 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3015274.80   | 0.23%             | 2038-04-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XXXVI Ltd.            | Madison Park Funding XXXVI Ltd., Series 2019-36A, Class D1RR            | CUSIP: 55819PBJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $993302.90    | 0.08%             | 2035-04-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2021-8A, Class D1R                          | CUSIP: 143120AW3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7000000 | PA      | $7004176.90   | 0.55%             | 2038-10-15      | Floating      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 15 Ltd.                            | Rad CLO 15 Ltd., Series 2021-15A, Class C2R                             | CUSIP: 750103AU7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999922.90   | 0.23%             | 2040-07-20      | Floating      | 8.03%                 | 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      | $6457114.30   | 0.50%             | 2035-07-15      | Floating      | 7.52%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2023-2A, Class D1R                          | CUSIP: 14318GAW2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2512725.75   | 0.20%             | 2038-07-20      | Floating      | 6.83%                 | 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      | $4014388.40   | 0.31%             | 2037-01-16      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 10 Ltd.                          | AIMCO CLO 10 Ltd., Series 2019-10A, Class D1RR                          | CUSIP: 00901AAY3<br>LEI: 5493004I93856WYBB035 | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2510474.25   | 0.20%             | 2037-07-22      | Floating      | 6.86%                 | 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      | $3773593.88   | 0.29%             | 2037-07-20      | Floating      | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2021-2A, Class DR                  | CUSIP: 05684RAU6<br>LEI: 254900REGRH89UW3BK51 | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4764676.08   | 0.37%             | 2034-07-16      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Cedar Funding VIII CLO Ltd.                | Cedar Funding VIII CLO Ltd., Series 2017-8A, Class DRR                  | CUSIP: 15032EBE8<br>LEI: 549300PTCF9P2JDL1E69 | Long             | ABS-CBDO         | CORP              | US        |   2450000 | PA      | $2449504.37   | 0.19%             | 2038-01-17      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Crown City CLO V                           | Crown City CLO V, Series 2023-5A, Class C1AR                            | CUSIP: 22823AAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4750000 | PA      | $4756548.83   | 0.37%             | 2037-04-20      | Floating      | 7.98%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLIV Ltd.                        | Magnetite XLIV Ltd., Series 2024-44A, Class D1                          | CUSIP: 55955UAJ1<br>LEI: 529900QN6D2QU338OD40 | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7540431.75   | 0.59%             | 2037-10-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2020-2A, Class CR2                          | CUSIP: 14315GBC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15067308.00  | 1.17%             | 2035-01-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| Warwick Capital CLO 4 Ltd.                 | Warwick Capital CLO 4 Ltd., Series 2024-4A, Class D1                    | CUSIP: 93655QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4666251.29   | 0.36%             | 2037-07-20      | Floating      | 6.88%                 | 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      | $2512713.00   | 0.20%             | 2037-04-18      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 46 Ltd. | Neuberger Berman Loan Advisers CLO 46 Ltd., Series 2021-46A, Class DR   | CUSIP: 64134QAQ0<br>LEI: 549300LCOEVXWN75LP18 | Long             | ABS-CBDO         | CORP              | US        |  12500000 | PA      | $12507466.25  | 0.97%             | 2037-01-20      | Floating      | 6.53%                 | Yes           |                  2 | On Loan: No      |
| Lake George Park CLO Ltd.                  | Lake George Park CLO Ltd., Series 2025-1A, Class D                      | CUSIP: 509827AG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2999983.20   | 0.23%             | 2038-04-15      | Floating      | 6.40%                 | 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      | $2505468.50   | 0.20%             | 2038-01-25      | Floating      | 7.81%                 | Yes           |                  2 | On Loan: No      |
| Garnet CLO 3 Ltd.                          | Garnet CLO 3 Ltd., Series 2025-3A, Class D1                             | CUSIP: 36626TAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8011048.00   | 0.62%             | 2038-10-20      | Floating      | 0.00%                 | 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      | $4225829.97   | 0.33%             | 2037-04-22      | Floating      | 7.86%                 | 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      | $4999985.50   | 0.39%             | 2037-10-20      | Floating      | 7.68%                 | Yes           |                  2 | On Loan: No      |
| RR 36 Ltd.                                 | RR 36 Ltd., Series 2024-36RA, Class C1R                                 | CUSIP: 74989AAG2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1060000 | PA      | $1061315.04   | 0.08%             | 2040-01-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| AMMC CLO 27 Ltd.                           | AMMC CLO 27 Ltd., Series 2022-27A, Class DR                             | CUSIP: 00173UBA1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  11040000 | PA      | $11059832.26  | 0.86%             | 2037-01-20      | Floating      | 6.58%                 | 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      | $2316309.99   | 0.18%             | 2037-07-20      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| Meacham Park CLO Ltd.                      | Meacham Park CLO Ltd., Series 2024-1A, Class D                          | CUSIP: 58286QAJ4<br>LEI: 254900ZA60EDHY111387 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3014670.30   | 0.23%             | 2037-10-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Rockford Tower CLO Ltd.                    | Rockford Tower CLO Ltd., Series 2025-1A, Class D2                       | CUSIP: 77341AAL7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4000000 | PA      | $4011180.80   | 0.31%             | 2038-03-31      | Floating      | 7.85%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXVI Ltd.                       | Magnetite XXXVI Ltd., Series 2023-36A, Class DR                         | CUSIP: 559922AS8<br>LEI: 549300M0875JBMUL0W79 | Long             | ABS-CBDO         | CORP              | US        |  12750000 | PA      | $12783027.60  | 1.00%             | 2038-07-25      | Floating      | 6.66%                 | 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        |  17050000 | PA      | $17136039.42  | 1.34%             | 2034-10-22      | Floating      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding XLVI Ltd.             | Madison Park Funding XLVI Ltd., Series 2020-46A, Class DRR              | CUSIP: 55822ABC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7250000 | PA      | $7244098.50   | 0.56%             | 2034-10-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Silver Point CLO 6 Ltd.                    | Silver Point CLO 6 Ltd., Series 2024-6A, Class D1                       | CUSIP: 82808MAJ2<br>LEI: 254900RSFBN3VCGBVP05 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10045903.00  | 0.78%             | 2037-10-15      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 28 Ltd.                            | RAD CLO 28 Ltd., Series 2024-28A, Class D1                              | CUSIP: 75009UAJ5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002387.60   | 0.16%             | 2038-04-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Octagon 75 Ltd.                            | Octagon 75 Ltd., Series 2025-1A, Class D2                               | CUSIP: 67579EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   8300000 | PA      | $8258374.67   | 0.64%             | 2038-01-22      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXIX Ltd.                       | Magnetite XXXIX Ltd., Series 2023-39A, Class D1R                        | CUSIP: 559924AQ8<br>LEI: 529900728SHVCI48J015 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1006027.90   | 0.08%             | 2037-01-25      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 17 Ltd.                        | Elmwood CLO 17 Ltd., Series 2022-4A, Class D1R                          | CUSIP: 29001XAS4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  15000000 | PA      | $15067353.00  | 1.17%             | 2037-07-17      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Halseypoint CLO 5 Ltd.                     | Halseypoint CLO 5 Ltd., Series 2021-5A, Class D                         | CUSIP: 406371AG9<br>LEI: 549300VBED2CGY7JQG51 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2002834.60   | 0.16%             | 2035-01-30      | Floating      | 7.60%                 | Yes           |                  2 | On Loan: No      |
| GoldenTree Loan Management US CLO 14 Ltd.  | GoldenTree Loan Management US CLO 14 Ltd., Series 2022-14A, Class DR    | CUSIP: 38136RAY3<br>LEI: 549300QXPI5JCSVZ9W25 | Long             | ABS-CBDO         | CORP              | US        |   1950000 | PA      | $1959534.92   | 0.15%             | 2037-07-20      | Floating      | 6.88%                 | Yes           |                  2 | On Loan: No      |
| 720 East CLO Ltd.                          | 720 East CLO Ltd., Series 2022-1A, Class DR                             | CUSIP: 81785AAS7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5020972.00   | 0.39%             | 2038-01-20      | Floating      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2019-II Ltd.                  | CIFC Funding Ltd., Series 2019-2A, Class D1RR                           | CUSIP: 12554ABJ0<br>LEI: 254900JI8OLAMXS6KW67 | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $4988016.00   | 0.39%             | 2038-10-17      | Floating      | 6.74%                 | 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      | $19411500.32  | 1.51%             | 2034-07-15      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 40 Ltd.                            | AGL CLO 40 Ltd., Series 2025-40A, Class D1                              | CUSIP: 00122JAJ0<br>LEI: 2549000UHABUMC23NI95 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3021861.30   | 0.24%             | 2038-07-22      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 56 Ltd.                            | KKR CLO 56 Ltd., Series 2024-56A, Class D1                              | CUSIP: 48256GAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1506586.35   | 0.12%             | 2037-10-15      | Floating      | 7.05%                 | 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      | $1152236.18   | 0.09%             | 2037-01-25      | Floating      | 8.06%                 | 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      | $4358615.56   | 0.34%             | 2038-01-20      | Floating      | 7.13%                 | 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        |  14250000 | PA      | $14214384.98  | 1.11%             | 2034-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Trinitas CLO XXXI Ltd.                     | Trinitas CLO XXXI Ltd., Series 2024-31A, Class D1                       | CUSIP: 895972AJ6<br>LEI: 254900Z3YHI8W31ZWI81 | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2106072.36   | 0.16%             | 2038-01-22      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO V Ltd.                         | Elmwood CLO V Ltd., Series 2020-2A, Class D1RR                          | CUSIP: 29003BAW1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1004389.90   | 0.08%             | 2037-10-20      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Octagon 57 Ltd.                            | Octagon 57 Ltd., Series 2021-1A, Class D                                | CUSIP: 67592XAL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7750000 | PA      | $7751529.85   | 0.60%             | 2034-10-15      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Canyon CLO Ltd.                            | Canyon CLO Ltd., Series 2021-3A, Class DR                               | CUSIP: 13875MAQ9<br>LEI: 254900YKW562N0UZ4846 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2995778.70   | 0.23%             | 2034-07-15      | Floating      | 6.75%                 | 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      | $2256502.28   | 0.18%             | 2037-10-20      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 21 Ltd.                       | Generate CLO 21 Ltd., Series 2025-21A, Class D1                         | CUSIP: 37150CAG8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2508961.25   | 0.20%             | 2038-07-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| RAD CLO 27 Ltd.                            | RAD CLO 27 Ltd., Series 2024-27A, Class D1                              | CUSIP: 749972AJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7100000 | PA      | $7110503.74   | 0.55%             | 2038-01-15      | Floating      | 6.70%                 | 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      | $5552743.35   | 0.43%             | 2037-07-17      | Floating      | 8.13%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 6 Ltd.                             | AGL CLO 6 Ltd., Series 2020-6A, Class D1R2                              | CUSIP: 00119VBL2<br>LEI: 5493008ZSC34VKNPZN79 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10034918.00  | 0.78%             | 2038-04-20      | Floating      | 7.18%                 | 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      | $7310152.84   | 0.57%             | 2035-04-20      | Floating      | 6.98%                 | 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      | $6057035.40   | 0.47%             | 2039-07-18      | Floating      | 7.18%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 37 Ltd.                            | AGL CLO 37 Ltd., Series 2024-37A, Class D1                              | CUSIP: 00121MAJ4<br>LEI: 254900AZNZG3U1TNSN78 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $8023132.00   | 0.63%             | 2038-04-22      | Floating      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIX CLO Ltd.                        | Ares XXXIX CLO Ltd., Series 2016-39A, Class DR3                         | CUSIP: 04015WBS2<br>LEI: 5493005YAOTYJUJV3S58 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $10088236.00  | 0.79%             | 2037-07-18      | Floating      | 7.13%                 | 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      | $3988328.00   | 0.31%             | 2038-01-20      | Floating      | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Bain Capital Credit CLO Ltd.               | Bain Capital Credit CLO Ltd., Series 2019-3A, Class DRR                 | CUSIP: 05683TBG3<br>LEI: 549300434Q955VK1W392 | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9039961.80   | 0.70%             | 2034-10-21      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XXIII Ltd.                | Sixth Street CLO XXIII Ltd., Series 2023-23A, Class DR                  | CUSIP: 829929AS7<br>LEI: 2549009LM706L5P4IH84 | Long             | ABS-CBDO         | CORP              | US        |   8000000 | PA      | $7999987.20   | 0.62%             | 2038-10-17      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Symphony CLO 36 Ltd.                       | Symphony CLO 36 Ltd., Series 2022-36A, Class D1R                        | CUSIP: 87168RAW5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2500000 | PA      | $2507226.75   | 0.20%             | 2037-10-24      | Floating      | 7.17%                 | 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      | $10002886.00  | 0.78%             | 2037-10-21      | Floating      | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd.                        | Magnetite XXVI Ltd., Series 2020-26A, Class D1R2                        | CUSIP: 55954YBC8<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3245113.63   | 0.25%             | 2038-01-25      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Empower CLO Ltd.                           | Empower CLO Ltd., Series 2023-2A, Class D1R                             | CUSIP: 29247BAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   7500000 | PA      | $7518703.50   | 0.59%             | 2038-10-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 77 B Ltd.       | Golub Capital Partners CLO 77 B Ltd., Series 2024-77A, Class D1         | CUSIP: 38180QAG9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3890000 | PA      | $3907853.93   | 0.30%             | 2038-01-25      | Floating      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 5 Ltd.                  | OHA Credit Funding 5 Ltd., Series 2020-5A, Class D1R                    | CUSIP: 67113GBC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1003590.70   | 0.08%             | 2037-10-18      | Floating      | 6.78%                 | 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      | $5005949.50   | 0.39%             | 2038-01-19      | Floating      | 7.73%                 | Yes           |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                            | Rad CLO 10 Ltd., Series 2021-10A, Class D                               | CUSIP: 48662LAG6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1500000 | PA      | $1502834.40   | 0.12%             | 2034-04-23      | Floating      | 6.87%                 | 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      | $12534943.75  | 0.98%             | 2038-01-15      | Floating      | 7.15%                 | 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      | $3975998.80   | 0.31%             | 2037-04-16      | Floating      | 9.46%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd. | Neuberger Berman Loan Advisers CLO 41 Ltd., Series 2021-41A, Class DR   | CUSIP: 64134BAQ3<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-CBDO         | CORP              | US        |  10000000 | PA      | $9992984.00   | 0.78%             | 2034-04-15      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Generate CLO 11 Ltd.                       | Generate CLO 11 Ltd., Series 2023-11A, Class D1R                        | CUSIP: 37149HAS5<br>LEI: 549300LO5FP76OLGQK93 | Long             | ABS-CBDO         | CORP              | US        |   4500000 | PA      | $4497289.65   | 0.35%             | 2037-10-20      | Floating      | 7.13%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XLVII Ltd.                       | Magnetite XLVII Ltd., Series 2024-47A, Class D1                         | CUSIP: 559916AJ0<br>LEI: 529900SMT5EN0CN67W73 | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1005983.10   | 0.08%             | 2038-01-25      | Floating      | 6.71%                 | 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      | $1252245.25   | 0.10%             | 2035-01-15      | Floating      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Orchard Park CLO Ltd.                      | Orchard Park CLO Ltd., Series 2024-1A, Class D1                         | CUSIP: 68563JAJ3<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2007181.20   | 0.16%             | 2037-10-20      | Floating      | 6.83%                 | Yes           |                  2 | On Loan: No      |
| Signal Peak CLO 11 Ltd.                    | Signal Peak CLO 11 Ltd., Series 2024-11A, Class D1                      | CUSIP: 82666XAG5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   9000000 | PA      | $9028712.70   | 0.70%             | 2037-07-18      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Ares LVI CLO Ltd.                          | Ares LVI CLO Ltd., Series 2020-56A, Class D1R2                          | CUSIP: 04018NBE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3985000 | PA      | $3995714.07   | 0.31%             | 2038-01-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Allegro CLO XIX Ltd.                       | Allegro CLO XIX Ltd., Series 2025-1A, Class D2                          | CUSIP: 01749XAJ0<br>LEI: 2138002Z16N4VA88AX41 | Long             | ABS-CBDO         | CORP              | US        |   5700000 | PA      | $5720521.71   | 0.45%             | 2038-04-17      | Floating      | 7.93%                 | 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        |   6000000 | PA      | $5869875.00   | 0.46%             | 2034-10-23      | Floating      | 7.27%                 | Yes           |                  2 | On Loan: No      |
| Clover CLO LLC                             | Clover CLO LLC, Series 2021-3A, Class DR                                | CUSIP: 18915FAG7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2250000 | PA      | $2251791.90   | 0.18%             | 2035-01-25      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2025-II Ltd.                  | CIFC Funding Ltd., Series 2025-2A, Class D1                             | CUSIP: 17181DAG1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2003587.20   | 0.16%             | 2038-04-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                          | CIFC Funding Ltd., Series 2019-7A, Class D1R                            | CUSIP: 171935AJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3800000 | PA      | $3809514.44   | 0.30%             | 2038-10-19      | Floating      | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Regatta XXIV Funding Ltd.                  | Regatta XXIV Funding Ltd., Series 2021-5A, Class D1R                    | CUSIP: 75889HAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  13950000 | PA      | $13944318.17  | 1.09%             | 2038-01-20      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| Voya CLO Ltd.                              | Voya CLO Ltd., Series 2017-3A, Class CRR                                | CUSIP: 92915QBN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $995895.70    | 0.08%             | 2034-04-20      | Floating      | 6.98%                 | Yes           |                  2 | On Loan: No      |
| Oaktree CLO Ltd.                           | Oaktree CLO Ltd., Series 2021-1A, Class D2R                             | CUSIP: 67402JAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   6000000 | PA      | $6008341.80   | 0.47%             | 2038-01-15      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 7 Ltd.                             | AGL CLO 7 Ltd., Series 2020-7A, Class D1R2                              | CUSIP: 008511BC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   4700000 | PA      | $4709353.47   | 0.37%             | 2038-10-15      | Floating      | 6.70%                 | 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      | $5331749.12   | 0.42%             | 2040-04-15      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO 43 Ltd.        | Benefit Street Partners CLO 43 Ltd., Series 2025-43A, Class D1          | CUSIP: 08179QAG5<br>LEI: 254900TPMKEES6UQHQ33 | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $2994503.70   | 0.23%             | 2038-10-20      | Floating      | 6.57%                 | 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      | $4017332.00   | 0.31%             | 2035-07-20      | Floating      | 6.88%                 | 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      | $4513243.95   | 0.35%             | 2034-10-20      | Floating      | 8.52%                 | Yes           |                  2 | On Loan: No      |
| OCP Aegis CLO Ltd.                         | OCP Aegis CLO Ltd., Series 2023-29A, Class D1R                          | CUSIP: 67118BAU7<br>LEI: 2138009EGVOGD3J5GI42 | Long             | ABS-CBDO         | CORP              | US        |   4650000 | PA      | $4637888.15   | 0.36%             | 2036-01-20      | Floating      | 6.43%                 | 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      | $4543153.65   | 0.35%             | 2038-07-18      | Floating      | 8.33%                 | Yes           |                  2 | On Loan: No      |
| Canyon Capital CLO Ltd.                    | Canyon Capital CLO Ltd., Series 2023-1A, Class D1R                      | CUSIP: 138927AU2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   5000000 | PA      | $5011477.50   | 0.39%             | 2038-10-15      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO Ltd.           | Benefit Street Partners CLO Ltd., Series 2015-6BR, Class D1R            | CUSIP: 08182DAU8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   3000000 | PA      | $3005376.30   | 0.23%             | 2038-04-20      | Floating      | 6.58%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO Ltd.                        | Carlyle US CLO Ltd., Series 2025-1A, Class D1                           | CUSIP: 14319VAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2000000 | PA      | $2017803.40   | 0.16%             | 2038-04-25      | Floating      | 6.91%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-12-01

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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