# EDGAR Filing Document

**Accession Number:** 0001806095
**File Stem:** 0002066578-26-000587
**Filing Date:** 2026-2
**Character Count:** 33955
**Document Hash:** e0416f3904235d27d5f1db6ab25124b3
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-000587.hdr.sgml**: 20260226

**ACCESSION NUMBER**: 0002066578-26-000587

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260226

**DATE AS OF CHANGE**: 20260226

**PERIOD START**: 20260331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Datum One Series Trust
- **CENTRAL INDEX KEY:** 0001806095

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 0331

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23556
- **FILM NUMBER:** 26684238

**BUSINESS ADDRESS:**
- **STREET 1:** 333 SOUTH WABASH AVE.
- **STREET 2:** 43RD FLOOR
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60604
- **BUSINESS PHONE:** 866-494-4270

**MAIL ADDRESS:**
- **STREET 1:** 50 S. LASALLE STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60603

## Series and Classes Contracts Data

### BRANDES SEPARATELY MANAGED ACCOUNT RESERVE TRUST (Series ID: S000084891)

| Class ID   | Class Name                                       | Ticker Symbol   |
|:---|:---|:---|
| C000249545 | BRANDES SEPARATELY MANAGED ACCOUNT RESERVE TRUST | SMARX           |

## Nport-Ex

Brandes Separately Managed Account Reserve Trust

**SCHEDULE OF INVESTMENTS — December 31, 2025 (Unaudited)** 

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Principal** <br>**Amount**<br>| **Value** |
| **FEDERAL AND FEDERALLY SPONSORED CREDITS – 3.88%** | **FEDERAL AND FEDERALLY SPONSORED CREDITS – 3.88%** | **FEDERAL AND FEDERALLY SPONSORED CREDITS – 3.88%** |
| ***Federal Home Loan Mortgage Corporation – 1.51%*** | ***Federal Home Loan Mortgage Corporation – 1.51%*** | ***Federal Home Loan Mortgage Corporation – 1.51%*** |
| Pool G1-8578 3.000%, 12/1/2030 | 325403 | $319769 |
| Pool SD-2873 3.000%, 1/1/2052 | 2059881 | 1855308 |
| Pool SD-8001 3.500%, 7/1/2049 | 539394 | 505168 |
| Pool SD-8003 4.000%, 7/1/2049 | 272409 | 262883 |
|  |  | 2943128 |
| ***Federal National Mortgage Association – 2.37%*** | ***Federal National Mortgage Association – 2.37%*** | ***Federal National Mortgage Association – 2.37%*** |
| Pool AL9865 3.000%, 2/1/2047 | 471285 | 427297 |
| Pool AS6201 3.500%, 11/1/2045 | 151036 | 143633 |
| Pool BN6683 3.500%, 6/1/2049 | 453997 | 425236 |
| Pool CA0483 3.500%, 10/1/2047 | 2710064 | 2556088 |
| Pool CA1624 3.000%, 4/1/2033 | 583829 | 570089 |
| Pool MA3687 4.000%, 6/1/2049 | 536824 | 513072 |
|  |  | 4635415 |
| &nbsp;&nbsp; **TOTAL FEDERAL AND FEDERALLY SPONSORED CREDITS** <br>(Cost $7,381,858)<br>|  | $7578543 |
| **OTHER MORTGAGE RELATED SECURITIES – 0.00%** | **OTHER MORTGAGE RELATED SECURITIES – 0.00%** | **OTHER MORTGAGE RELATED SECURITIES – 0.00%** |
| ***Collateralized Mortgage Obligations – 0.00%*** | ***Collateralized Mortgage Obligations – 0.00%*** | ***Collateralized Mortgage Obligations – 0.00%*** |
| &nbsp;&nbsp; Wells Fargo Mortgage Backed Securities Trust Series 2006-AR14 6.644%, <br> 10/25/2036<sup>(a)</sup><br>| 722 | $677 |
| &nbsp;&nbsp; **TOTAL OTHER MORTGAGE RELATED SECURITIES** <br>(Cost $717)<br>|  | $677 |
| **US GOVERNMENTS – 43.32%** | **US GOVERNMENTS – 43.32%** | **US GOVERNMENTS – 43.32%** |
| ***Sovereign Government – 43.32%*** | ***Sovereign Government – 43.32%*** | ***Sovereign Government – 43.32%*** |
| United States Treasury Bond  | United States Treasury Bond  | United States Treasury Bond  |
| 4.750%, 2/15/2037 | 24150000 | $25358443 |
| 3.500%, 2/15/2039 | 10500000 | 9596836 |
| 3.750%, 11/15/2043 | 13550000 | 11919236 |
| 3.000%, 5/15/2047 | 19750000 | 14892735 |
|  |  | 61767250 |
| &nbsp;&nbsp; United States Treasury Note <br>4.375%, 5/15/2034<br>| 22250000 | 22780176 |
| &nbsp;&nbsp; **TOTAL US GOVERNMENTS** <br>(Cost $88,377,761)<br>|  | $84547426 |
| **CORPORATE BONDS – 42.03%** | **CORPORATE BONDS – 42.03%** | **CORPORATE BONDS – 42.03%** |
| ***Automotive – 1.70%*** | ***Automotive – 1.70%*** | ***Automotive – 1.70%*** |
| &nbsp;&nbsp; Ford Motor Credit Co. LLC <br>2.700%, 8/10/2026<br>| 3345000 | $3312682 |
| ***Banking – 8.61%*** | ***Banking – 8.61%*** | ***Banking – 8.61%*** |
| &nbsp;&nbsp; Bank of America Corp. <br>4.450%, 3/3/2026<br>| 6620000 | 6624794 |

---

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Brandes Separately Managed Account Reserve Trust

**SCHEDULE OF INVESTMENTS — December 31, 2025 (Unaudited) (continued)**

------

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Value** |
| &nbsp;&nbsp; Citigroup, Inc. <br>6.950% (U.S. Treasury Yield Curve Rate CMT 5Y + 2.726%), <br> 2/15/2030<sup>(b)</sup><br>| 3430000 | $3535774 |
| &nbsp;&nbsp; USB Capital IX <br>5.186% (CME Term SOFR 3M + 1.282%, minimum of 5.186%), <br> 2/1/2026<sup>(c)</sup><br>| 8525000 | 6640765 |
|  |  | 16801333 |
| ***Biotechnology & Pharmaceuticals – 1.98%*** | ***Biotechnology & Pharmaceuticals – 1.98%*** | ***Biotechnology & Pharmaceuticals – 1.98%*** |
| &nbsp;&nbsp; Organon & Co./Organon Foreign Debt Co-Issuer BV <br>4.125%, 4/30/2028<sup>(d)</sup><br>| 3975000 | 3873378 |
| ***Commercial Support Services – 0.14%*** | ***Commercial Support Services – 0.14%*** | ***Commercial Support Services – 0.14%*** |
| &nbsp;&nbsp; Prime Security Services Borrower LLC/Prime Finance, Inc. <br>5.750%, 4/15/2026<sup>(d)</sup><br>| 270000 | 270097 |
| ***Containers & Packaging – 1.01%*** | ***Containers & Packaging – 1.01%*** | ***Containers & Packaging – 1.01%*** |
| &nbsp;&nbsp; Sealed Air Corp. <br>4.000%, 12/1/2027<sup>(d)</sup><br>| 1990000 | 1979687 |
| ***Electric Utilities – 1.35%*** | ***Electric Utilities – 1.35%*** | ***Electric Utilities – 1.35%*** |
| &nbsp;&nbsp; American Transmission Systems, Inc. <br>2.650%, 1/15/2032<sup>(d)</sup><br>| 2930000 | 2639497 |
| ***Entertainment Content – 5.27%*** | ***Entertainment Content – 5.27%*** | ***Entertainment Content – 5.27%*** |
| &nbsp;&nbsp; Netflix, Inc. <br>4.375%, 11/15/2026<br>| 1840000 | 1849579 |
| Univision Communications, Inc.  | Univision Communications, Inc.  | Univision Communications, Inc.  |
| 8.000%, 8/15/2028<sup>(d)</sup> | 2855000 | 2956701 |
| 8.500%, 7/31/2031<sup>(d)</sup> | 5250000 | 5483279 |
|  |  | 10289559 |
| ***Food – 1.92%*** | ***Food – 1.92%*** | ***Food – 1.92%*** |
| &nbsp;&nbsp; Pilgrim's Pride Corp. <br>4.250%, 4/15/2031<br>| 3845000 | 3753750 |
| ***Institutional Financial Services – 3.05%*** | ***Institutional Financial Services – 3.05%*** | ***Institutional Financial Services – 3.05%*** |
| &nbsp;&nbsp; Goldman Sachs Group, Inc. <br>3.800% (U.S. Treasury Yield Curve Rate CMT 5Y + 2.969%), <br> 5/10/2026<sup>(b)</sup><br>| 6015000 | 5956762 |
| ***Internet Media & Services – 1.27%*** | ***Internet Media & Services – 1.27%*** | ***Internet Media & Services – 1.27%*** |
| Expedia Group, Inc.  | Expedia Group, Inc.  | Expedia Group, Inc.  |
| 3.800%, 2/15/2028 | 810000 | 805706 |
| 3.250%, 2/15/2030 | 1732000 | 1662427 |
|  |  | 2468133 |
| ***IT Services – 1.86%*** | ***IT Services – 1.86%*** | ***IT Services – 1.86%*** |
| &nbsp;&nbsp; Pitney Bowes, Inc. <br>7.250%, 3/15/2029<sup>(d)</sup><br>| 3580000 | 3628380 |

---

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Brandes Separately Managed Account Reserve Trust

**SCHEDULE OF INVESTMENTS — December 31, 2025 (Unaudited) (continued)**

------

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Value** |
| ***Leisure Facilities & Services – 4.91%*** | ***Leisure Facilities & Services – 4.91%*** | ***Leisure Facilities & Services – 4.91%*** |
| &nbsp;&nbsp; Sabre GLBL, Inc. <br>11.125%, 7/15/2030<sup>(d)</sup><br>| 5875000 | $4870786 |
| &nbsp;&nbsp; Travel + Leisure Co. <br>6.625%, 7/31/2026<sup>(d)</sup><br>| 4675000 | 4708889 |
|  |  | 9579675 |
| ***Oil & Gas Supply Chain – 0.97%*** | ***Oil & Gas Supply Chain – 0.97%*** | ***Oil & Gas Supply Chain – 0.97%*** |
| &nbsp;&nbsp; Hess Midstream Operations LP <br>4.250%, 2/15/2030<sup>(d)</sup><br>| 1940000 | 1897871 |
| ***Publishing & Broadcasting – 2.11%*** | ***Publishing & Broadcasting – 2.11%*** | ***Publishing & Broadcasting – 2.11%*** |
| &nbsp;&nbsp; Gray Media, Inc. <br>9.625%, 7/15/2032<sup>(d)</sup><br>| 3955000 | 4115276 |
| ***REIT – 1.50%*** | ***REIT – 1.50%*** | ***REIT – 1.50%*** |
| &nbsp;&nbsp; Iron Mountain, Inc. <br>4.875%, 9/15/2027<sup>(d)</sup><br>| 2925000 | 2922028 |
| ***Retail - Discretionary – 1.04%*** | ***Retail - Discretionary – 1.04%*** | ***Retail - Discretionary – 1.04%*** |
| &nbsp;&nbsp; Kohl's Corp. <br>10.000%, 6/1/2030<sup>(d)</sup><br>| 1845000 | 2032122 |
| ***Software – 2.14%*** | ***Software – 2.14%*** | ***Software – 2.14%*** |
| &nbsp;&nbsp; VMware LLC <br>3.900%, 8/21/2027<br>| 4176000 | 4177466 |
| ***Telecommunications – 1.20%*** | ***Telecommunications – 1.20%*** | ***Telecommunications – 1.20%*** |
| &nbsp;&nbsp; Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum <br> Co. III LLC <br>5.152%, 3/20/2028<sup>(d)</sup><br>| 894600 | 902377 |
| &nbsp;&nbsp; T-Mobile USA, Inc. <br>4.750%, 2/1/2028<br>| 1435000 | 1435584 |
|  |  | 2337961 |
| &nbsp;&nbsp; **TOTAL CORPORATE BONDS** <br>(Cost $82,500,653)<br>|  | $82035657 |
| **FOREIGN ISSUER BONDS – 5.36%** | **FOREIGN ISSUER BONDS – 5.36%** | **FOREIGN ISSUER BONDS – 5.36%** |
| ***Chemicals – 1.81%*** | ***Chemicals – 1.81%*** | ***Chemicals – 1.81%*** |
| Methanex Corp.  | Methanex Corp.  | Methanex Corp.  |
| 5.125%, 10/15/2027 | 1249000 | $1255973 |
| 5.250%, 12/15/2029 | 2255000 | 2275654 |
|  |  | 3531627 |
| ***Oil, Gas Services & Equipment – 1.30%*** | ***Oil, Gas Services & Equipment – 1.30%*** | ***Oil, Gas Services & Equipment – 1.30%*** |
| &nbsp;&nbsp; Transocean International Ltd. <br>8.750%, 2/15/2030<sup>(d)</sup><br>| 2433750 | 2541127 |

---

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Brandes Separately Managed Account Reserve Trust

**SCHEDULE OF INVESTMENTS — December 31, 2025 (Unaudited) (continued)**

------

---

| | | |
|:---|:---|:---|
|  | **Principal**<br> **Amount**<br>| **Value** |
| ***Telecommunications – 2.25%*** | ***Telecommunications – 2.25%*** | ***Telecommunications – 2.25%*** |
| &nbsp;&nbsp; Fibercop SpA <br>6.375%, 11/15/2033<sup>(d)</sup><br>| 3767000 | $3732861 |
| &nbsp;&nbsp; Telecom Italia Capital SA <br>6.375%, 11/15/2033<br>| 633000 | 665617 |
|  |  | 4398478 |
| &nbsp;&nbsp; **TOTAL FOREIGN ISSUER BONDS** <br>(Cost $10,591,708)<br>|  | $10471232 |
| **ASSET BACKED SECURITIES – 1.11%** | **ASSET BACKED SECURITIES – 1.11%** | **ASSET BACKED SECURITIES – 1.11%** |
| ***Specialty Finance – 1.11%*** | ***Specialty Finance – 1.11%*** | ***Specialty Finance – 1.11%*** |
| &nbsp;&nbsp; SLM Private Credit Student Loan Trust Series 2004-B, 4.415%, (CME <br> Term SOFR 3M + 0.692%), 9/15/2033<sup>(c)</sup><br>| 691898 | $683312 |
| &nbsp;&nbsp; SLM Private Credit Student Loan Trust Series 2005-A, 4.295%, (CME <br> Term SOFR 3M + 0.572%), 12/15/2038<sup>(c)</sup><br>| 505300 | 498946 |
| &nbsp;&nbsp; SLM Private Credit Student Loan Trust Series 2006-A, 4.275%, (CME <br> Term SOFR 3M + 0.552%), 6/15/2039<sup>(c)</sup><br>| 1020587 | 983743 |
| &nbsp;&nbsp; **TOTAL ASSET BACKED SECURITIES** <br>(Cost $2,098,617)<br>|  | $2166001 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
|  | **Shares** | **Value** |
| **SHORT-TERM INVESTMENTS – 3.11%** | **SHORT-TERM INVESTMENTS – 3.11%** | **SHORT-TERM INVESTMENTS – 3.11%** |
| ***Money Market Funds – 3.11%*** | ***Money Market Funds – 3.11%*** | ***Money Market Funds – 3.11%*** |
| Northern Institutional Funds - Treasury Portfolio (Premier), 3.630%<sup>(e)</sup> | 6070738 | $6070738 |
| &nbsp;&nbsp; **TOTAL SHORT-TERM INVESTMENTS** <br>(Cost $6,070,738)<br>|  | $6070738 |
| **Total Investments (Cost $197,022,052) – 98.81%** |  | **$192870274** |
| **Other Assets in Excess of Liabilities – 1.19%** |  | **2323562** |
| **Total Net Assets – 100.00%** |  | **$195193836** |

---

------

---

| |
|:---|
| Percentages are stated as a percent of net assets. |
| 3M 3 Month |
| 5Y 5 Year |
| CME Chicago Mercantile Exchange |
| CMT Constant Maturity Treasury |
| LLC Limited Liability Company |
| LP Limited Partnership |
| REIT Real Estate Investment Trust |
| SOFR Secured Overnight Financing Rate |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Variable rate security. The coupon is based on an underlying pool of loans.

&nbsp;&nbsp;&nbsp;&nbsp;(b) Security issued at a fixed rate for a specified period of time, after which it will
 convert to a variable rate.

&nbsp;&nbsp;&nbsp;&nbsp;(c) Variable rate security. The coupon is based on a reference index and spread index.

------

Brandes Separately Managed Account Reserve Trust

**SCHEDULE OF INVESTMENTS — December 31, 2025 (Unaudited) (continued)**

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(d) Acquired in a transaction exempt from registration under Rule 144A or Section 4(a)(2)
 of the Securities Act of 1933. May be resold in the U.S. in transactions exempt from registration, normally
 to qualified institutional buyers. The total value of all such securities was $48,554,356 which
 represented 24.87% of the net assets of the Fund.

&nbsp;&nbsp;&nbsp;&nbsp;(e) The rate shown is the annualized seven day yield as of December 31, 2025.

The industry classifications represented in the Schedule of Investments are in accordance with Global Industry Classification Standards (GICS®), which was developed by and/or is the exclusive property of MSCI, Inc. and Standard & Poor's Financial Services LLC or were otherwise determined by the Advisor to be appropriate. This information is unaudited.

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Datum One Series Trust

- **b. Investment Company Act file number:** 811-23556

- **c. CIK number of Registrant:** 0001806095

- **d. LEI of Registrant:** 5493003NXAX6X00BBF25

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

  - **Street Address 1:** 50 S. LaSalle Street

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60603

  - **Telephone number:** 312-557-4100

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

- **a. Name of Series:** Brandes Separately Managed Account Reserve Trust Fund

- **b. EDGAR series identifier (if any):** S000084891

- **c. LEI of Series:** 25490041O77O0OKKOU83

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

- **a. Date of fiscal year-end:** 2026-03-31

- **b. Date as of which information is reported:** 2025-12-31

**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:** $194697069.67

**Net Assets:** $194697069.67

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 7059.087141629283 | **1-Year:** 1819.726136148497 | **5-Year:** 6582.500865255139 | **10-Year:** 2880.985611284942 | **30-Year:** 0.000000000000

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

- **3-Month:** 265.283672996446 | **1-Year:** 3283.238423329290 | **5-Year:** 5969.505329541416 | **10-Year:** 1531.621975820219 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000249545 | 0.56%                | 0.42%                | -0.19%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $93588.13                | $-45168.84                                 |
| Month 2  | $0.00                    | $34002.44                                  |
| Month 3  | $-73663.70               | $-1032778.13                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FREDDIE MAC POOL 4.00%    | FREDDIE MAC POOL 4.00%    | CUSIP: 3132DV3L7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    272408 | PA      | $262882.89    | 0.14%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP 5.125%      | METHANEX CORP 5.125%      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   1249000 | PA      | $1255973.17   | 0.65%             | 2027-10-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| SABRE GLBL INC 11.125%    | SABRE GLBL INC 11.125%    | CUSIP: 78573NAM4<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |   5875000 | PA      | $4870786.25   | 2.50%             | 2030-07-15      | Fixed         | 11.12%                | Yes           |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT ST FRN | SLM PRIVATE CREDIT ST FRN | CUSIP: 78443CBP8<br>LEI: 5493003X0C7VZW0ZBI42 | Long             | ABS-O            | CORP              | US        |    691898 | PA      | $683312.22    | 0.35%             | 2033-09-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMS. IN 8.00% | UNIVISION COMMS. IN 8.00% | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   2855000 | PA      | $2956700.81   | 1.52%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%     | FANNIE MAE POOL 3.50%     | CUSIP: 3138WF3K0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151036 | PA      | $143633.28    | 0.07%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%     | FANNIE MAE POOL 3.00%     | CUSIP: 3138ER6B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    471286 | PA      | $427297.09    | 0.22%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC 4.375%        | NETFLIX INC 4.375%        | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1840000 | PA      | $1849579.22   | 0.95%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GRP. INC 3.80%    | EXPEDIA GRP. INC 3.80%    | CUSIP: 30212PAP0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    810000 | PA      | $805706.30    | 0.41%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GRP. IN F2V | GOLDMAN SACHS GRP. IN F2V | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6015000 | PA      | $5956762.35   | 3.06%             | 2049-12-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UNIVISION COMMS. IN 8.50% | UNIVISION COMMS. IN 8.50% | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |   5250000 | PA      | $5483278.50   | 2.82%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC F2V         | CITIGROUP INC F2V         | CUSIP: 17327CAV5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   3430000 | PA      | $3535774.34   | 1.82%             | 2049-12-31      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GRAY MEDIA INC 9.625%     | GRAY MEDIA INC 9.625%     | CUSIP: 389375AN6<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |   3955000 | PA      | $4115276.38   | 2.11%             | 2032-07-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT ST FRN | SLM PRIVATE CREDIT ST FRN | CUSIP: 78443CBV5<br>LEI: 5493003X0C7VZW0ZBI42 | Long             | ABS-O            | CORP              | US        |    505300 | PA      | $498945.78    | 0.26%             | 2038-12-15      | Floating      | 4.29%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.00%  | UNITED STATES TSY. 3.00%  | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19750000 | PA      | $14892734.38  | 7.65%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.50%    | FREDDIE MAC POOL 3.50%    | CUSIP: 3132DV3J2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    539394 | PA      | $505168.30    | 0.26%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ORGANON / ORGANON 4.125%  | ORGANON / ORGANON 4.125%  | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |   3975000 | PA      | $3873377.85   | 1.99%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TRANSMISSI 2.65% | AMERICAN TRANSMISSI 2.65% | CUSIP: 030288AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2930000 | PA      | $2639497.30   | 1.36%             | 2032-01-15      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.375% | UNITED STATES TSY. 4.375% | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22250000 | PA      | $22780175.67  | 11.70%            | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO MORTGAGE VAR  | WELLS FARGO MORTGAGE VAR  | CUSIP: 94984MAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       721 | PA      | $676.99       | 0.00%             | 2036-10-25      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| SLM PRIVATE CREDIT ST FRN | SLM PRIVATE CREDIT ST FRN | CUSIP: 78443CCL6<br>LEI: 5493003X0C7VZW0ZBI42 | Long             | ABS-O            | CORP              | US        |   1020587 | PA      | $983743.05    | 0.51%             | 2039-06-15      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC 3.90%          | VMWARE LLC 3.90%          | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4176000 | PA      | $4177466.11   | 2.15%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PRIME SEC. SERVS. B 5.75% | PRIME SEC. SERVS. B 5.75% | CUSIP: 74166MAC0<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |   1082000 | PA      | $1082387.62   | 0.56%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 4.00%     | FANNIE MAE POOL 4.00%     | CUSIP: 31418DCZ3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    536824 | PA      | $513071.82    | 0.26%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PITNEY BOWES INC 7.25%    | PITNEY BOWES INC 7.25%    | CUSIP: 724479AQ3<br>LEI: 549300N2O26NW4ST6W55 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3628379.55   | 1.86%             | 2029-03-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PILGRIM S PRIDE COR 4.25% | PILGRIM S PRIDE COR 4.25% | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |   3845000 | PA      | $3753749.58   | 1.93%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA COR 4.45% | BANK OF AMERICA COR 4.45% | CUSIP: 06051GFU8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $6624793.74   | 3.40%             | 2026-03-03      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TRAVEL + LEISURE C 6.625% | TRAVEL + LEISURE C 6.625% | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4708889.08   | 2.42%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC POOL 3.00%    | FREDDIE MAC POOL 3.00%    | CUSIP: 3132DQFN1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2059881 | PA      | $1855307.68   | 0.95%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KOHL S CORP 10.00%        | KOHL S CORP 10.00%        | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |   1845000 | PA      | $2032121.75   | 1.04%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC 4.875%  | IRON MOUNTAIN INC 4.875%  | CUSIP: 46284VAC5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2925000 | PA      | $2922028.23   | 1.50%             | 2027-09-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC 4.75%    | T-MOBILE USA INC 4.75%    | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1435000 | PA      | $1435584.00   | 0.74%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.00%     | FANNIE MAE POOL 3.00%     | CUSIP: 3140Q8YW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    583829 | PA      | $570088.52    | 0.29%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT C 2.70% | FORD MOTOR CREDIT C 2.70% | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   3345000 | PA      | $3312681.78   | 1.70%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTL. LT 8.75% | TRANSOCEAN INTL. LT 8.75% | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |   2433750 | PA      | $2541127.05   | 1.31%             | 2030-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC GOLD PO 3.00% | FREDDIE MAC GOLD PO 3.00% | CUSIP: 3128MMUC5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    325403 | PA      | $319769.34    | 0.16%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPRINT SPECTRUM CO 5.152% | SPRINT SPECTRUM CO 5.152% | CUSIP: 85208NAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    894600 | PA      | $902377.49    | 0.46%             | 2028-03-20      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| HESS MIDSTREAM OPER 4.25% | HESS MIDSTREAM OPER 4.25% | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1940000 | PA      | $1897870.77   | 0.97%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%     | FANNIE MAE POOL 3.50%     | CUSIP: 3140Q7RD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2710064 | PA      | $2556087.71   | 1.31%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| OPTICS BIDCO SPA 6.375%   | OPTICS BIDCO SPA 6.375%   | CUSIP: 683879AB6<br>LEI: 8156007022402E114A31 | Long             | DBT              | CORP              | IT        |   3767000 | PA      | $3732861.56   | 1.92%             | 2033-11-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NI TREASURY PORTFOLIO     | NI TREASURY PORTFOLIO     | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |   6070738 | NS      | $6070738.35   | 3.12%             |  |  |  | No            |                  1 | On Loan: No      |
| TELECOM ITALIA CAP 6.375% | TELECOM ITALIA CAP 6.375% | CUSIP: 87927VAF5<br>LEI: 549300777DJZOR5C4L39 | Long             | DBT              | CORP              | LU        |    633000 | PA      | $665616.56    | 0.34%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GRP. INC 3.25%    | EXPEDIA GRP. INC 3.25%    | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1662426.95   | 0.85%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| USB CAPITAL IX VAR        | USB CAPITAL IX VAR        | CUSIP: 91731KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8525000 | PA      | $6640764.43   | 3.41%             | 2049-12-31      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE POOL 3.50%     | FANNIE MAE POOL 3.50%     | CUSIP: 3140JPM93<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    453997 | PA      | $425236.24    | 0.22%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| METHANEX CORP 5.25%       | METHANEX CORP 5.25%       | CUSIP: 59151KAL2<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | CA        |   2255000 | PA      | $2275653.55   | 1.17%             | 2029-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SEALED AIR CORP 4.00%     | SEALED AIR CORP 4.00%     | CUSIP: 81211KAY6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |   1990000 | PA      | $1979687.48   | 1.02%             | 2027-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.50%  | UNITED STATES TSY. 3.50%  | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  10500000 | PA      | $9596835.99   | 4.93%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 3.75%  | UNITED STATES TSY. 3.75%  | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  13550000 | PA      | $11919236.36  | 6.12%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UNITED STATES TSY. 4.75%  | UNITED STATES TSY. 4.75%  | CUSIP: 912810PT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24150000 | PA      | $25358443.30  | 13.02%            | 2037-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-29

**Name of Applicant:** Datum One Series Trust

**Signature:** Tracy L. Dotolo

**Name of Signer:** Tracy L. Dotolo

**Title:** Treasurer