# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0001752724-23-067657
**Filing Date:** 2023-3
**Character Count:** 147525
**Document Hash:** 364af43ff783214c56bde4f0ec0e07dd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-067657.hdr.sgml**: 20230327

**ACCESSION NUMBER**: 0001752724-23-067657

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230327

**DATE AS OF CHANGE**: 20230327

**PERIOD START**: 20231031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Janus Detroit Street Trust
- **CENTRAL INDEX KEY:** 0001500604
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 23763786

**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 Short Duration Income ETF (Series ID: S000055281)

| Class ID   | Class Name                                | Ticker Symbol   |
|:---|:---|:---|
| C000173876 | Janus Henderson Short Duration Income ETF | VNLA            |

## Nport-Ex

# **Janus Henderson Short Duration Income ETF**

Schedule of Investments (unaudited)

January 31, 2023

|  | Shares Principal Contract Amounts | Other |
| --- | --- | --- |
| Corporate Bonds - 30.8% |  |  |
| Basic Materials - 1.0% |  |  |
| Garage Pacific LLC, 0.6350PL $15/20 (1.0PL) | $33,000,000 | $33,750,000 |
| Commissions - 2.1% |  |  |
| AT&T, Inc., 0.8350PL $23/24 | 25,438,000 | 25,204,541 |
| Canus Finance Pty. Ltd., 0.2500PL $6/23 | AUDT$5,000 | $25,761 |

1

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Value Finance Pty. Ltd. 1.8000%, 1/1/20 | Dividend FPM 1.8000 |  |
| --- | --- | --- |
| Spent Finance Ltd. 1.8000%, 9/1/20 | Current 2.8000% | Value |
| Corporate Share - (continued) |  |  |
| Corporate Shareholders' Equity (b) Buy A common Bank 84 Rate + 1.2000% |  |  |
| Loans in Equity (b) 1.4500%, 1/1/2020 | AUS$1,983,000 | $3,421,637 |
| Loans in Equity (b) 1.2000%, 1/1/2020 | 10,956,808 | 2,247,054 |
| Moody's International Inc. (b) 1.8000%, 1/1/2020 7500%, 9/1/2024 (2444) | 18,770,000 | 5,350,513 |
| Moody's International Inc. (b) 1.8000%, 1/1/2020 1.8000%, 9/1/2024 (2444) | 7,000,000 | 7,000,000 |
| Moody's International Inc. 1.1000%, 9/1/2024 | 3,070,000 | 3,180,708 |

1

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Investment/Period | Change/Principal | Other |
| --- | --- | --- |
| Cash and cash equivalents at end of year | 14,000,000 |  |
| Cash and cash equivalents at end of year | 14,000,000 |  |
| Cash and cash equivalents at end of year | 14,000,000 |  |
| Cash and cash equivalents at end of year | 14,000,000 |  |
| Cash and cash equivalents at end of year | 14,000,000 |  |
| Cash and cash equivalents at end of year | 14,000,000 |  |
| Cash and cash equivalents at end of year | 14,000,000 |  |

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Projected Funds | Share of Investment | Total |
| --- | --- | --- |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |
| Projected Funds | Cashflow Amount |  |

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

| COMMERCIAL NAME | EXCHANGE RATE | TOTAL |
| --- | --- | --- |
| Jahres, Inc. (2023) 1,000,000.00 | 1,000,000.00 |  |

<table><thead><tr><th>COMMERCIAL NAME</th><th>EXCHANGE RATE</th><th>TOTAL</th></tr></thead><tr><td>Jahres, Inc. (2023) 1,000,000.00</td><td>1,000,000.00</td><td></td></tr></tabletable>[{"box_2d": [25, 170, 255, 185], "label": "title", "title",[LOGO]"}]

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Commodity | Change in Unit Current Amount | Other |
| --- | --- | --- |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |
| Cash and cash equivalents at end of year | 10,000,000 |  |

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Issue | Shares Outstanding | Total |
| --- | --- | --- |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |
| Janus Henderson Short Duration Income ETF | 1,000,000 |  |

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Dividend and Earnings (in millions) | 31,000,000 | 31,000,000 |
| --- | --- | --- |
| Dividend and Earnings (in millions) | 1,000,000 | 1,000,000 |
| Dividend and Earnings (in millions) | 1,000,000 | 1,000,000 |
| Dividend and Earnings (in millions) | 1,000,000 | 1,000,000 |
| Dividend and Earnings (in millions) | 1,000,000 | 1,000,000 |

![img-0.jpeg](img-0.jpeg)

![img-1.jpeg](img-1.jpeg)

1

# Janus Henderson Short Duration Income ETF

Schedule of Investments (unaudited)

January 31, 2023

| Subtotal of Deferred Income | 31/01/2023 | 31/01/2022 |
| --- | --- | --- |
| Total of Deferred Income | 31/01/2023 | 31/01/2022 |
| Total of Deferred Income | 31/01/2023 | 31/01/2022 |
| Subtotal of Deferred Income | 31/01/2023 | 31/01/2022 |
| Total of Deferred Income | 31/01/2023 | 31/01/2022 |
| Subtotal of Deferred Income | 31/01/2023 | 31/01/2022 |

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9

# Janus Henderson Short Duration Income ETF

Notes to Schedule of Investments and Other Information (continued)

January 31, 2023

| Janus Henderson Short Duration Income ETF | 2,647,000.00 | 2,647,000.00 |
| --- | --- | --- |
| Notes to Schedule of Investments and Other Information (continued) |  |  |
| January 31, 2023 |  |  |

# Janus Henderson Short Duration Income ETF

Notes to Schedule of Investments and Other Information (cancelled)

January 31, 2023

The information is a summary of the inputs that were used to value the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments. The information is available for the Fund's investment in securities and other financial instruments.

---

11

## Investment Valuation

Investment Valuation 1.5%

Investments in the future in the future are based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment. The Company's investment is based on the financial condition of the Company's investment.

Exhibit 1.0

A. 10.1.2017

A. 10.1.2018

A. 10.1.2019

A. 10.1.2020

A. 10.1.2021

A. 10.1.2022

A. 10.1.2023

A. 10.1.2024

A. 10.1.2025

A. 10.1.2026

A. 10.1.2027

A. 10.1.2028

A. 10.1.2029

A. 10.1.2030

A. 10.1.2031

A. 10.1.2032

A. 10.1.2033

A. 10.1.2034

A. 10.1.2035

A. 10.1.2036

A. 10.1.2037

A. 10.1.2038

A. 10.1.2039

A. 10.1.2040

A. 10.1.2041

A. 10.1.2042

A. 10.1.2043

A. 10.1.2044

A. 10.1.2045

A. 10.1.2046

A. 10.1.2047

A. 10.1.2048

A. 10.1.2049

A. 10.1.2050

A. 10.1.2051

A. 10.1.2052

A. 10.1.2053

A. 10.1.2054

A. 10.1.2055

A. 10.1.2056

A. 10.1.2057

A. 10.1.2058

A. 10.1.2059

A. 10.1.2060

A. 10.1.2061

A. 10.1.2062

A. 10.1.2063

A. 10.1.2064

A. 10.1.2065

A. 10.1.2066

A. 10.1.2067

A. 10.1.2068

A. 10.1.2069

A. 10.1.2070

A. 10.1.2071

A. 10.1.2072

A. 10.1.2073

A. 10.1.2074

A. 10.1.2075

A. 10.1.2076

A. 10.1.2077

A. 10.1.2078

A. 10.1.2079

A. 10.1.2080

A. 10.1.2081

A. 10.1.2082

A. 10.1.2083

A. 10.1.2084

A. 10.1.2085

A. 10.1.2086

A. 10.1.2087

A. 10.1.2088

A. 10.1.2089

A. 10.1.2090

A. 10.1.2091

A. 10.1.2092

A. 10.1.2093

A. 10.1.2094

A. 10.1.2095

A. 10.1.2096

A. 10.1.2097

A. 10.1.2098

A. 10.1.2099

A. 10.1.2100

18

2016年10月 10日

Forward Forward **Our** **~~long~~** ~~short~~ ~~term~~ of 2010 **was** amended. The final value of Section 4(2) was written as of the end of **~~October~~** January 12, 2023. In **~~a~~** **~~current~~** **~~end~~** of 2010, the ~~end~~ of 2010 was amended. The final value of Section 4(2) was written as of the end of October 2023. In a **current** end of ~~2023,~~ the end of the end of 2023 was amended. The final value of Section 4(2) was written as of the end of October 2023. In a **current** end of 2023, the end of the end of 2023 was amended. The final value of Section 4(2) was written as of the end of October 2023. In a **current** end of 2023, the end of the end of 2023 was amended.

a security transfer and the exercise of a local, fair, or improved by its control over and other human systems. Reference are a
the first, first and second, second, third, fourth, fifth, sixth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth, seventh, eighth

#### **Valuation Inputs Summary**

FAOB ASC 820, Fair Value Measurements and Disclosures ('ASC 820'), defines fair value, establishes a framework

for measuring fair value, and expands disclosure requirements regarding fair value measurements. This standard emphasizes that fair value is a market-based measurement that should be determined based on the assumptions that market participants would use in pricing an asset or liability and establishes a hierarchy that prioritizes inputs to valuation techniques used to measure fair value. These inputs are summarized into three broad levels:

Level 1 - Unadjusted quoted prices in active markets the Fund has the ability to access for identical assets or liabilities.

Level 2 - Observable inputs other than unadjusted quoted prices included in Level 1 that are observable for the asset or liability either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default rates and similar data.

Assets or liabilities categorized as Level 2 in the hierarchy generally include: debt securities fair valued in accordance with the evaluated bid or risk prices supplied by a pricing service; securities traded on CPC markets and listed securities for which no sales are reported that are fair valued at the latest bid price (or yield equivalent thereof).

obtained from one or more dealers transacting in a market for such securities or by a pricing service approved by the Fund's Trustees; and certain short-term debt securities with maturities of 60 days or less that are not valued at amortized cost. Other securities that may be categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, swaps, investments in unregistered investment companies, options, and forward contracts.

Level 3 - Unobservable inputs for the asset or liability to the extent that relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions that a market participant would use in valuing the

## 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 Short Duration Income ETF

- **b. EDGAR series identifier (if any):** S000055281

- **c. LEI of Series:** 549300N11CDGSC01GZ40

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

- **a. Date of fiscal year-end:** 2023-10-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $2341912085.26

**Total Liabilities:** $22689020.82

**Net Assets:** $2319223064.44

**Cash Not Reported:** $13882907.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -12801.14768674 | **1-Year:** -221749.92684248 | **5-Year:** -47803.56987984 | **10-Year:** -23492.01925695 | **30-Year:** -5032.71928990

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

- **3-Month:** -2.80354909 | **1-Year:** -4916.72814982 | **5-Year:** -1648.54114012 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173876 | 0.63%                | 0.48%                | 0.78%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-16025004.07            | $58625714.71                               |
| Month 2  | $13456.60                | $7952811.97                                |
| Month 3  | $-2144542.17             | $38588073.90                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Shopping Centres Australasia Property Retail Trust | Shopping Centres Australasia Property Retail Trust                 | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |   4600000 | PA      | $3208357.64   | 0.14%             | 2024-06-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                    | Martin Marietta Materials, Inc.                                    | CUSIP: 573284AY2<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |   6525000 | PA      | $6392108.78   | 0.28%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| SA Global Sukuk Ltd.                               | SA Global Sukuk Ltd.                                               | CUSIP: 78397PAA9<br>LEI: 5493007DFAVKU7UOGR47 | Long             | DBT              | CORP              | KY        |   6550000 | PA      | $6197610.00   | 0.27%             | 2024-06-17      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GJC4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2967023.49   | 0.13%             | 2024-05-19      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GKM0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2901938.16   | 0.13%             | 2026-04-02      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                 | Banco Santander SA                                                 | CUSIP: 05964HAP0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |  28400000 | PA      | $27523968.49  | 1.19%             | 2025-03-24      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 5 Year Notes                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1579 | NC      | $-1618061.30  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Korea Southern Power Co. Ltd.                      | Korea Southern Power Co. Ltd.                                      | CUSIP: N/A<br>LEI: 9884001B6VSIQS4ZY558       | Long             | DBT              | CORP              | KR        |   2090000 | PA      | $1467705.10   | 0.06%             | 2024-10-30      | Floating      | 4.35%                 | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                    | CUSIP: 65557CBE2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   6700000 | PA      | $6608959.60   | 0.28%             | 2023-06-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                         | CUSIP: 00774MAU9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  14925000 | PA      | $13962941.51  | 0.60%             | 2024-10-29      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| State of Queensland Australia                      | Queensland Treasury Corp.                                          | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |  10000000 | PA      | $7072062.87   | 0.30%             | 2023-07-21      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: 92343VGG3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5100000 | PA      | $4644596.42   | 0.20%             | 2026-03-20      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                     | Korea East-West Power Co. Ltd.                                     | CUSIP: 5006EPAJ0<br>LEI: 549300VDRGYGX9NBTB52 | Long             | DBT              | CORP              | KR        |   4000000 | PA      | $3978571.20   | 0.17%             | 2023-07-19      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                | Connecticut Avenue Securities Trust, Series 2023-R01, Class 1M1    | CUSIP: 207932AA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6350000 | PA      | $6373962.36   | 0.27%             | 2042-12-25      | Floating      | 6.71%                 | Yes           |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                    | Intercontinental Exchange, Inc.                                    | CUSIP: 45866FAT1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |  17425000 | PA      | $17165039.91  | 0.74%             | 2025-05-23      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                        | Liberty Financial Pty. Ltd.                                        | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |  11620000 | PA      | $7789518.08   | 0.34%             | 2026-05-25      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                | Connecticut Avenue Securities Trust, Series 2022-R08, Class 1M1    | CUSIP: 20755DAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3155828 | PA      | $3178111.70   | 0.14%             | 2042-07-25      | Floating      | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                        | CUSIP: 89117F3M9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |  18500000 | PA      | $13226526.02  | 0.57%             | 2025-09-09      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                       | NVIDIA Corp.                                                       | CUSIP: 67066GAL8<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |  16725000 | PA      | $15846359.15  | 0.68%             | 2024-06-14      | Fixed         | 0.58%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                | Pepper Residential Securities Trust, Series 22A, Class A1U         | CUSIP: 71338AAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    281698 | PA      | $283000.90    | 0.01%             | 2060-06-20      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp.                                   | McDonald's Corp.                                                   | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1348432.26   | 0.06%             | 2024-03-08      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc.                                                       | CUSIP: 928563AH8<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |  11867000 | PA      | $11157689.59  | 0.48%             | 2024-08-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    150000 | PA      | $104536.39    | 0.00%             | 2031-02-26      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC            | Volkswagen Group of America Finance LLC                            | CUSIP: 928668BJ0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12544789.66  | 0.54%             | 2023-11-22      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                       | CUSIP: 609207AZ8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   3275000 | PA      | $3180705.41   | 0.14%             | 2024-03-17      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                     | CUSIP: 29250NAF2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  13066000 | PA      | $12973941.15  | 0.56%             | 2023-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                         | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3095000 | PA      | $2875697.24   | 0.12%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                               | CUSIP: 14913R2L0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8820000 | PA      | $8354169.05   | 0.36%             | 2024-05-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GXJ8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6680000 | PA      | $6484431.91   | 0.28%             | 2025-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   3850000 | PA      | $2690021.20   | 0.12%             | 2023-11-23      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                               | CUSIP: 14913R2Y2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8084359.36   | 0.35%             | 2025-01-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Bank of Queensland Ltd.                            | Bank of Queensland Ltd.                                            | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |   3500000 | PA      | $2366371.21   | 0.10%             | 2031-07-29      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                     | Korea East-West Power Co. Ltd.                                     | CUSIP: N/A<br>LEI: 549300VDRGYGX9NBTB52       | Long             | DBT              | CORP              | KR        |   6454000 | PA      | $5989634.70   | 0.26%             | 2025-05-06      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV     | Mondelez International Holdings Netherlands BV                     | CUSIP: 60920LAS3<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   7400000 | PA      | $7318528.22   | 0.32%             | 2025-09-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |   2170000 | PA      | $1528938.73   | 0.07%             | 2023-02-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                    | Air Lease Corp.                                                    | CUSIP: 00914AAP7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  16350000 | PA      | $15233346.34  | 0.66%             | 2024-08-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| New Terminal Financing Co. Pty. Ltd.               | New Terminal Financing Co. Pty. Ltd.                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |   8980000 | PA      | $6285845.99   | 0.27%             | 2024-07-12      | Floating      | 4.78%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                               | CUSIP: 14913R2C0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   4600000 | PA      | $4301382.67   | 0.19%             | 2025-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| General Property Trust                             | General Property Trust                                             | CUSIP: N/A<br>LEI: 549300SW9ZVCAW2QHF98       | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1052220.59   | 0.05%             | 2023-11-07      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   3710000 | PA      | $2614042.25   | 0.11%             | 2023-03-20      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Centennial Energy Holdings, Inc.                   | Centennial Energy Holdings, Inc.                                   | CUSIP: 1513E3P11<br>LEI: 549300I76MW4N0RMJ639 | Long             | STIV             | CORP              | US        |  18000000 | PA      | $17997730.56  | 0.78%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Firstmac Mortgage Funding Trust No. 4              | Firstmac Mortgage Funding Trust No. 4, Series 2018-1, Class A1B    | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   3500000 | PA      | $2466109.84   | 0.11%             | 2049-03-08      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| Network Finance Co. Pty. Ltd.                      | Network Finance Co. Pty. Ltd.                                      | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |  14620000 | PA      | $10307981.64  | 0.44%             | 2024-12-06      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                         | CUSIP: 052528AL0<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   9781000 | PA      | $8985998.85   | 0.39%             | 2030-07-22      | Variable      | 2.95%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |  19800000 | PA      | $14163259.41  | 0.61%             | 2030-05-28      | Floating      | 6.01%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                            | DBS Group Holdings Ltd.                                            | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | DBT              | CORP              | SG        |  27220000 | PA      | $19163793.26  | 0.83%             | 2028-03-16      | Floating      | 4.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                               | CUSIP: 46647PCV6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  23200000 | PA      | $22072490.44  | 0.95%             | 2026-02-24      | Variable      | 2.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                     | CUSIP: 6174468T9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3490000 | PA      | $3488289.90   | 0.15%             | 2023-11-10      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| SVB Financial Group                                | SVB Financial Group                                                | CUSIP: 78486QAH4<br>LEI: 549300D2KJ20JMXE7542 | Long             | DBT              | CORP              | US        |  11920000 | PA      | $10195350.15  | 0.44%             | 2028-05-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                | Georgia-Pacific LLC                                                | CUSIP: 37331NAM3<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |  24000000 | PA      | $22758454.08  | 0.98%             | 2024-05-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GLE7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4014701.32   | 0.17%             | 2027-01-20      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| N/A                                                | U.S. Treasury 2 Year Notes                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -3916 | NC      | $-1586294.39  | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1273491.09   | 0.05%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                        | Liberty Financial Pty. Ltd.                                        | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |   3280000 | PA      | $2258578.57   | 0.10%             | 2025-03-17      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corp.                     | New South Wales Treasury Corp.                                     | CUSIP: N/A<br>LEI: TC7LRO17HPNPLTAV0H77       | Long             | DBT              | NUSS              | AU        |  23000000 | PA      | $16551663.07  | 0.71%             | 2024-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust           | La Trobe Financial Capital Markets Trust, Series 2019-2, Class A2L | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   1170721 | PA      | $824408.73    | 0.04%             | 2051-02-11      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                             | Vicinity Centres Trust                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |   5700000 | PA      | $3979226.73   | 0.17%             | 2024-04-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                    | Danske Bank A/S                                                    | CUSIP: 23636ABF7<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  13525000 | PA      | $13732180.82  | 0.59%             | 2026-01-09      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| Australian Central Credit Union Ltd.               | Australian Central Credit Union Ltd.                               | CUSIP: N/A<br>LEI: 549300L09D57A4VEVO78       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $681718.25    | 0.03%             | 2031-09-16      | Floating      | 5.59%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |  14600000 | PA      | $10327812.47  | 0.45%             | 2023-11-16      | Floating      | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit, Inc.                                       | Intuit, Inc.                                                       | CUSIP: 46124HAA4<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |  14710000 | PA      | $14426888.99  | 0.62%             | 2023-07-15      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                               | CUSIP: 14913R2P1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2650000 | PA      | $2489561.55   | 0.11%             | 2024-09-13      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                | Connecticut Avenue Securities Trust, Series 2022-R09, Class 2M1    | CUSIP: 20753DAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6254849 | PA      | $6277514.44   | 0.27%             | 2042-09-25      | Floating      | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Vicinity Centres Trust                             | Vicinity Centres Trust                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    610000 | PA      | $431519.58    | 0.02%             | 2025-06-27      | Floating      | 4.67%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                | Pepper Residential Securities Trust, Series 23X, Class A2          | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    738341 | PA      | $519170.33    | 0.02%             | 2060-08-18      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                            | CUSIP: 233851EB6<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  13060000 | PA      | $12480645.08  | 0.54%             | 2024-03-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                              | CUSIP: 04685A3J8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2411290.98   | 0.10%             | 2024-03-08      | Fixed         | 2.51%                 | Yes           |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                 | Suncorp Group Ltd.                                                 | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |  18590000 | PA      | $13100440.37  | 0.56%             | 2028-12-05      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                     | Thermo Fisher Scientific, Inc.                                     | CUSIP: 883556CS9<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  14250000 | PA      | $13458363.48  | 0.58%             | 2024-10-18      | Fixed         | 1.22%                 | No            |                  2 | On Loan: No      |
| Charter Hall LWR Pty. Ltd.                         | Charter Hall LWR Pty. Ltd.                                         | CUSIP: N/A<br>LEI: 254900TA7FL0KBPZO814       | Long             | DBT              | CORP              | AU        |   3270000 | PA      | $1919506.27   | 0.08%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                        | Liberty Financial Pty. Ltd.                                        | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |   2600000 | PA      | $1831928.63   | 0.08%             | 2023-03-06      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Spark Finance Ltd.                                 | Spark Finance Ltd.                                                 | CUSIP: N/A<br>LEI: 549300OIKHJE8JP2OH97       | Long             | DBT              | CORP              | NZ        |   1200000 | PA      | $712930.47    | 0.03%             | 2030-03-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                            | CUSIP: 44891ABR7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   9700000 | PA      | $9307530.92   | 0.40%             | 2024-01-08      | Fixed         | 0.80%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                       | Mondelez International, Inc.                                       | CUSIP: 609207AK1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   4650000 | PA      | $3388661.15   | 0.15%             | 2025-03-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CDI                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  58250000 | PA      | $-657259.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                  | PerkinElmer, Inc.                                                  | CUSIP: 714046AK5<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4678508.80   | 0.20%             | 2023-09-15      | Fixed         | 0.55%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.               | Sydney Airport Finance Co. Pty. Ltd.                               | CUSIP: N/A<br>LEI: 549300MJAANHLHOVTO40       | Long             | DBT              | CORP              | AU        |   1230000 | PA      | $1228437.70   | 0.05%             | 2023-03-22      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                          | Ausgrid Finance Pty. Ltd.                                          | CUSIP: 052113AA5<br>LEI: 549300DN8D7YR73BKB57 | Long             | DBT              | CORP              | AU        |   7940000 | PA      | $7913639.20   | 0.34%             | 2023-05-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   6700000 | PA      | $4738437.07   | 0.20%             | 2029-08-27      | Floating      | 5.09%                 | No            |                  2 | On Loan: No      |
| Federated Government Obligations Tax-Managed Fund  | Federated Government Obligations Tax-Managed Fund                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   1644723 | NS      | $1644722.52   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                    | CUSIP: 172967NR8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5015090.00   | 0.22%             | 2025-05-24      | Floating      | 5.71%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                        | CUSIP: 89114TZE5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   4750000 | PA      | $4450283.50   | 0.19%             | 2024-09-10      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                       | Bendigo & Adelaide Bank Ltd.                                       | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |  26900000 | PA      | $19007699.76  | 0.82%             | 2028-11-30      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                          | Ausgrid Finance Pty. Ltd.                                          | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |   1570000 | PA      | $1105743.94   | 0.05%             | 2024-02-05      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| Korea Hydro & Nuclear Power Co. Ltd.               | Korea Hydro & Nuclear Power Co. Ltd.                               | CUSIP: 50064YAN3<br>LEI: 9884008CRY5MLCN8OQ43 | Long             | DBT              | NUSS              | KR        |   8050000 | PA      | $8000975.50   | 0.34%             | 2023-07-25      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PerkinElmer, Inc.                                  | PerkinElmer, Inc.                                                  | CUSIP: 714046AL3<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |  10050000 | PA      | $9405493.20   | 0.41%             | 2024-09-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| DAE Funding LLC                                    | DAE Funding LLC                                                    | CUSIP: 23371DAJ3<br>LEI: 635400SZTPQL3Y1P2C76 | Long             | DBT              | CORP              | US        |  13450000 | PA      | $12701610.26  | 0.55%             | 2024-08-01      | Fixed         | 1.55%                 | Yes           |                  2 | On Loan: No      |
| South Australian Government Financing Authority    | South Australian Government Financing Authority                    | CUSIP: N/A<br>LEI: 254900TDPILDN6AUAD69       | Long             | DBT              | NUSS              | AU        |  13000000 | PA      | $8999726.88   | 0.39%             | 2025-04-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Conagra Brands, Inc.                               | Conagra Brands, Inc.                                               | CUSIP: 205887CG5<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4393702.49   | 0.19%             | 2023-08-11      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| ETSA Utilities Finance Pty. Ltd.                   | ETSA Utilities Finance Pty. Ltd.                                   | CUSIP: N/A<br>LEI: 254900XBG17MF5UNCY48       | Long             | DBT              | CORP              | AU        |   1630000 | PA      | $1150152.55   | 0.05%             | 2023-12-13      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Foreign Exchange USD/JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        | -13050000 | PA      | $-160150.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                 | CUSIP: 37045XDM5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8083350.26   | 0.35%             | 2024-10-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co.                       | Canadian Pacific Railway Co.                                       | CUSIP: 13645RBD5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |  10175000 | PA      | $9561783.38   | 0.41%             | 2024-12-02      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                         | Warnermedia Holdings, Inc.                                         | CUSIP: 55903VAC7<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   6575000 | PA      | $6435188.94   | 0.28%             | 2024-03-15      | Fixed         | 3.43%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: N/A<br>LEI: 2S72QS2UO2OESLG6Y829       | Long             | DBT              | CORP              | US        |   7640000 | PA      | $5384049.22   | 0.23%             | 2023-02-17      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Australia                            | Mercedes-Benz Australia                                            | CUSIP: N/A<br>LEI: 52990085N0XOUJCARM37       | Long             | DBT              | CORP              | AU        |    810000 | PA      | $552564.94    | 0.02%             | 2024-01-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                         | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  12940000 | PA      | $11510323.71  | 0.50%             | 2026-01-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U2K8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9590000 | PA      | $9049141.74   | 0.39%             | 2026-02-11      | Variable      | 2.16%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                 | CUSIP: 29278NAC7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  14297000 | PA      | $14188619.16  | 0.61%             | 2023-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                               | CUSIP: 025816CR8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12900000 | PA      | $12940090.75  | 0.56%             | 2025-03-04      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: 961214FH1<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   8000000 | PA      | $8101490.24   | 0.35%             | 2024-10-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp.                               | Avery Dennison Corp.                                               | CUSIP: 053611AL3<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6252328.34   | 0.27%             | 2024-08-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                         | Charles Schwab Corp. (The)                                         | CUSIP: 808513BN4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |  14200000 | PA      | $13573890.48  | 0.59%             | 2024-03-18      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                     | Insurance Australia Group Ltd.                                     | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |  17350000 | PA      | $12133620.59  | 0.52%             | 2044-06-15      | Floating      | 5.27%                 | No            |                  2 | On Loan: No      |
| Roche Holdings, Inc.                               | Roche Holdings, Inc.                                               | CUSIP: 771196BU5<br>LEI: PVJRP0EQNV6OGDPZGY95 | Long             | DBT              | CORP              | US        |  17700000 | PA      | $17160803.48  | 0.74%             | 2024-03-08      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: 961214EU3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5630033.28   | 0.24%             | 2024-11-18      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                            | DBS Group Holdings Ltd.                                            | CUSIP: 24023MAA2<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   3600000 | PA      | $3569184.00   | 0.15%             | 2028-12-11      | Variable      | 4.52%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                           | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   1500000 | PA      | $1056157.85   | 0.05%             | 2023-03-20      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                       | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |   4550000 | PA      | $4006282.19   | 0.17%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GYE8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  19575000 | PA      | $18994695.60  | 0.82%             | 2024-09-10      | Variable      | 0.66%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                 | CUSIP: 05565EBU8<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4241484.18   | 0.18%             | 2024-08-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  16600000 | PA      | $11320657.45  | 0.49%             | 2031-08-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Her Majesty The Queen In Right of New Zealand      | New Zealand Government Bond                                        | CUSIP: N/A<br>LEI: 549300237GPHG2AI7C34       | Long             | DBT              | NUSS              | NZ        | 204355000 | PA      | $125037271.06 | 5.39%             | 2024-05-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                              | Elevance Health, Inc.                                              | CUSIP: 28622HAA9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13512373.29  | 0.58%             | 2026-02-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   5300000 | PA      | $3733963.35   | 0.16%             | 2028-02-16      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                    | Santander UK Group Holdings plc                                    | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |  14190000 | PA      | $14687510.06  | 0.63%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.               | Caterpillar Financial Services Corp.                               | CUSIP: 14913Q3B3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2200000 | PA      | $2114547.07   | 0.09%             | 2024-11-08      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                   | McDonald's Corp.                                                   | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |   6750000 | PA      | $4694430.32   | 0.20%             | 2024-03-08      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                            | CUSIP: 44891ABV8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6910000 | PA      | $6516161.37   | 0.28%             | 2024-06-14      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                    | CUSIP: 65558RAB5<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   6925000 | PA      | $6918796.45   | 0.30%             | 2025-06-06      | Floating      | 5.29%                 | Yes           |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                         | CUSIP: 00182EBK4<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |   1000000 | PA      | $982860.00    | 0.04%             | 2024-03-19      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                           | CUSIP: 74977RDL5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3500000 | PA      | $3110451.09   | 0.13%             | 2027-12-15      | Variable      | 1.98%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                       | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |  14920000 | PA      | $10579417.15  | 0.46%             | 2029-05-17      | Floating      | 5.19%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty. Ltd.                            | Optus Finance Pty. Ltd.                                            | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $659141.74    | 0.03%             | 2025-07-01      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $141771.24    | 0.01%             | 2024-01-11      | Floating      | 4.47%                 | No            |                  2 | On Loan: No      |
| Western Australian Treasury Corp.                  | Western Australian Treasury Corp.                                  | CUSIP: N/A<br>LEI: 213800FKHP5ME5Y3CF47       | Long             | DBT              | NUSS              | AU        |   8000000 | PA      | $5822398.71   | 0.25%             | 2025-07-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                     | CUSIP: 2027A1KB2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   7409000 | PA      | $7277133.65   | 0.31%             | 2024-06-04      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| 7-Eleven, Inc.                                     | 7-Eleven, Inc.                                                     | CUSIP: 817826AA8<br>LEI: 549300K23JPL0SS3LB18 | Long             | DBT              | CORP              | US        |   3350000 | PA      | $3346482.50   | 0.14%             | 2023-02-10      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Network Finance Co. Pty. Ltd.                      | Network Finance Co. Pty. Ltd.                                      | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |   1300000 | PA      | $901498.99    | 0.04%             | 2024-12-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VER Finco Pty. Ltd.                                | VER Finco Pty. Ltd.                                                | CUSIP: N/A<br>LEI: 549300AUG2XU7SWOBD36       | Long             | DBT              | CORP              | AU        |   2230000 | PA      | $1293198.70   | 0.06%             | 2028-09-21      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Suncorp-Metway Ltd.                                | Suncorp-Metway Ltd.                                                | CUSIP: 8672EMAL8<br>LEI: JEBU6C6ITPD2YZ9N7F22 | Long             | DBT              | CORP              | AU        |   9990000 | PA      | $9780709.50   | 0.42%             | 2024-04-15      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Cardinal Health, Inc.                              | Cardinal Health, Inc.                                              | CUSIP: 14149YBH0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |  21500000 | PA      | $20961556.58  | 0.90%             | 2024-06-15      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U2R3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   8940000 | PA      | $8834868.28   | 0.38%             | 2024-06-02      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC                                         | CUSIP: 00774MAT2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  15200000 | PA      | $14751598.18  | 0.64%             | 2023-10-29      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $3556607.59   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                    | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  35000000 | PA      | $35561924.30  | 1.53%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                         | AT&T, Inc.                                                         | CUSIP: 00206RMJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  26430000 | PA      | $25284041.19  | 1.09%             | 2024-03-25      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                     | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  16250000 | PA      | $16740151.68  | 0.72%             | 2026-10-16      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                            | DBS Group Holdings Ltd.                                            | CUSIP: 24023NAA0<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   3470000 | PA      | $3440296.80   | 0.15%             | 2028-12-11      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                           | CUSIP: 24422EVQ9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12050857.58  | 0.52%             | 2024-06-07      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Humana, Inc.                                       | Humana, Inc.                                                       | CUSIP: 444859BP6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |  10205000 | PA      | $9979013.44   | 0.43%             | 2023-08-03      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                              | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $670107.81    | 0.03%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                 | CUSIP: 05565EBY0<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |   7025000 | PA      | $7008051.41   | 0.30%             | 2025-04-01      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                  | Duke Energy Corp.                                                  | CUSIP: 26441CBV6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  10325000 | PA      | $10399268.65  | 0.45%             | 2025-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                | CDI                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | 130000000 | PA      | $-612547.70   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| ElectraNet Pty. Ltd.                               | ElectraNet Pty. Ltd.                                               | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |   1930000 | PA      | $1159726.41   | 0.05%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                         | AerCap Ireland Capital DAC, Series 3NC1                            | CUSIP: 00774MBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  16000000 | PA      | $14921440.48  | 0.64%             | 2024-10-29      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Janus Henderson AAA CLO ETF                        | Janus Henderson AAA CLO ETF                                        | CUSIP: 47103U845<br>LEI: 549300N7UZ9PO4OVKA94 | Long             |  | RF                | US        |    550000 | NS      | $27445000.00  | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corp.                                    | Air Lease Corp.                                                    | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   6235000 | PA      | $5556533.49   | 0.24%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Treasury Corp. of Victoria                         | Treasury Corp. of Victoria                                         | CUSIP: N/A<br>LEI: 549300ZJM7BQW1P9UV75       | Long             | DBT              | NUSS              | AU        |   6825000 | PA      | $4973908.49   | 0.21%             | 2024-12-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                           | CUSIP: 53944YAN3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   6200000 | PA      | $6111741.51   | 0.26%             | 2024-05-11      | Variable      | 0.69%                 | No            |                  2 | On Loan: No      |
| TORRENS Trust                                      | TORRENS Trust, Series 2014-2, Class AB                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    782708 | PA      | $551208.06    | 0.02%             | 2046-01-12      | Floating      | 4.65%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty. Ltd.                         | Lonsdale Finance Pty. Ltd.                                         | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   5310000 | PA      | $3421636.57   | 0.15%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Computershare US, Inc.                             | Computershare US, Inc.                                             | CUSIP: N/A<br>LEI: 549300BXQ1PX3KGZRT72       | Long             | DBT              | CORP              | US        |   1070000 | PA      | $684927.64    | 0.03%             | 2027-11-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                              | CUSIP: 04685A3F6<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  15460000 | PA      | $14347498.40  | 0.62%             | 2025-01-07      | Fixed         | 1.72%                 | Yes           |                  2 | On Loan: No      |
| General Property Trust                             | General Property Trust                                             | CUSIP: N/A<br>LEI: 549300SW9ZVCAW2QHF98       | Long             | DBT              | CORP              | AU        |   2200000 | PA      | $1532379.01   | 0.07%             | 2024-09-19      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                     | CUSIP: 29250NBK0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6550000 | PA      | $6355719.93   | 0.27%             | 2024-02-16      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                            | CUSIP: 44891ABY2<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8400000 | PA      | $7845888.79   | 0.34%             | 2024-09-17      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                          | United Overseas Bank Ltd.                                          | CUSIP: 91127KAC6<br>LEI: IO66REGK3RCBAMA8HR66 | Long             | DBT              | CORP              | SG        |   4230000 | PA      | $4148460.49   | 0.18%             | 2029-04-15      | Variable      | 3.75%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                       | CUSIP: 902613AR9<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  12500000 | PA      | $12378513.63  | 0.53%             | 2025-08-05      | Variable      | 4.49%                 | Yes           |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                           | CUSIP: 24422EVN6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3590000 | PA      | $3443347.96   | 0.15%             | 2024-01-17      | Fixed         | 0.45%                 | No            |                  2 | On Loan: No      |
| Fiserv, Inc.                                       | Fiserv, Inc.                                                       | CUSIP: 337738AQ1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |  22245000 | PA      | $22065377.85  | 0.95%             | 2023-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                       | Bendigo & Adelaide Bank Ltd.                                       | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |    800000 | PA      | $536205.45    | 0.02%             | 2031-10-14      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                        | Jabil, Inc.                                                        | CUSIP: 46652MP17<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        | 104750000 | PA      | $104735343.38 | 4.52%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                     | Insurance Australia Group Ltd.                                     | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |   8550000 | PA      | $5903847.30   | 0.25%             | 2036-12-15      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd.                         | ANZ New Zealand Int'l Ltd.                                         | CUSIP: 00182EBN8<br>LEI: 213800VD256NU2D97H12 | Long             | DBT              | CORP              | NZ        |  13900000 | PA      | $12350483.46  | 0.53%             | 2026-06-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 949746SG7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $11024019.19  | 0.48%             | 2023-10-27      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                    | SGSP Australia Assets Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $199231.82    | 0.01%             | 2023-04-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Three-month Sofr Put Usd 95   (Sfrg3p                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      6100 | NC      | $38125.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP Midstream Operating LP                         | DCP Midstream Operating LP                                         | CUSIP: 23311VAD9<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |  14500000 | PA      | $14442145.00  | 0.62%             | 2023-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                              | Targa Resources Corp.                                              | CUSIP: 87613LP11<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |  25000000 | PA      | $24997056.25  | 1.08%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                           | Cooperatieve Rabobank UA                                           | CUSIP: 74977RDH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   5650000 | PA      | $5141972.57   | 0.22%             | 2026-06-24      | Variable      | 1.34%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                 | General Motors Financial Co., Inc.                                 | CUSIP: 37045XDG8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10895000 | PA      | $10422693.80  | 0.45%             | 2024-03-08      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1240000 | PA      | $871796.43    | 0.04%             | 2028-06-14      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Kiwibank Ltd.                                      | Kiwibank Ltd.                                                      | CUSIP: N/A<br>LEI: 549300Z5CJRTI3CSS791       | Long             | DBT              | NUSS              | NZ        |  17230000 | PA      | $12077105.93  | 0.52%             | 2025-09-23      | Floating      | 3.92%                 | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                 | BMW US Capital LLC                                                 | CUSIP: 05565EBW4<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    300000 | PA      | $267428.37    | 0.01%             | 2026-08-12      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | Foreign Exchange USD/JPY                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |  13050000 | PA      | $308741.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial of Canada Ltd.            | General Motors Financial of Canada Ltd., Series 5                  | CUSIP: 37045YAE4<br>LEI: 5493001CSMJPUBB7NS44 | Long             | DBT              | CORP              | CA        |  17000000 | PA      | $12524337.69  | 0.54%             | 2023-11-07      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-274848.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Operations Corp.                           | Harvest Operations Corp.                                           | CUSIP: 41754WAS0<br>LEI: B1EEF6ML54YDWRC6ZK53 | Long             | DBT              | CORP              | CA        |   2900000 | PA      | $2891642.72   | 0.12%             | 2023-06-01      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                              | Global Payments, Inc.                                              | CUSIP: 891906AB5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4973770.20   | 0.21%             | 2023-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  37300000 | PA      | $34163677.99  | 1.47%             | 2026-06-19      | Variable      | 1.32%                 | No            |                  2 | On Loan: No      |
| QIC Finance Shopping Center Fund Pty. Ltd.         | QIC Finance Shopping Center Fund Pty. Ltd.                         | CUSIP: N/A<br>LEI: 54930026IM64X3OMSG59       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $702020.25    | 0.03%             | 2023-12-06      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Network Finance Co. Pty. Ltd.                      | Network Finance Co. Pty. Ltd.                                      | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |    570000 | PA      | $365166.15    | 0.02%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U2N2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13000000 | PA      | $12229784.97  | 0.53%             | 2026-04-30      | Variable      | 2.19%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                               | JPMorgan Chase & Co.                                               | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  19900000 | PA      | $19504133.28  | 0.84%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                        | CUSIP: 89115A2J0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   2800000 | PA      | $2777073.52   | 0.12%             | 2024-09-13      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                        | Toronto-Dominion Bank (The)                                        | CUSIP: 89114QCH9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   7200000 | PA      | $6623749.80   | 0.29%             | 2025-06-12      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                           | CUSIP: 24422EVK2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6080000 | PA      | $5472405.29   | 0.24%             | 2026-01-15      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| ETSA Utilities Finance Pty. Ltd.                   | ETSA Utilities Finance Pty. Ltd.                                   | CUSIP: N/A<br>LEI: 254900XBG17MF5UNCY48       | Long             | DBT              | CORP              | AU        |   5480000 | PA      | $3791712.40   | 0.16%             | 2024-08-29      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                         | Aviation Capital Group LLC                                         | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $13241214.03  | 0.57%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Korea East-West Power Co. Ltd.                     | Korea East-West Power Co. Ltd.                                     | CUSIP: N/A<br>LEI: 549300VDRGYGX9NBTB52       | Long             | DBT              | CORP              | KR        |    200000 | PA      | $198928.56    | 0.01%             | 2023-07-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Pepper Residential Securities Trust                | Pepper Residential Securities Trust, Series 24A, Class A1U         | CUSIP: 71338CAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | AU        |    142800 | PA      | $143499.96    | 0.01%             | 2060-11-18      | Floating      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos., Inc.                                  | Lowe's Cos., Inc.                                                  | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   4920000 | PA      | $4898392.93   | 0.21%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Optus Finance Pty. Ltd.                            | Optus Finance Pty. Ltd.                                            | CUSIP: N/A<br>LEI: 254900UAM2PKZZ3FLH23       | Long             | DBT              | CORP              | AU        |    750000 | PA      | $525780.85    | 0.02%             | 2023-09-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1249795.64   | 0.05%             | 2031-01-29      | Floating      | 4.93%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.         | Australia & New Zealand Banking Group Ltd.                         | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   8830000 | PA      | $6238920.16   | 0.27%             | 2029-07-26      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty. Ltd.                         | Lonsdale Finance Pty. Ltd.                                         | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   3800000 | PA      | $2347814.29   | 0.10%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                           | Korea National Oil Corp.                                           | CUSIP: 50066PAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   7100000 | PA      | $6351090.72   | 0.27%             | 2025-10-05      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                               | CUSIP: 78016FZR8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  25900000 | PA      | $26334113.53  | 1.14%             | 2024-10-25      | Fixed         | 5.66%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                             | Vicinity Centres Trust                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | AU        |    150000 | PA      | $102293.77    | 0.00%             | 2027-04-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                    | SGSP Australia Assets Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |  14770000 | PA      | $14713270.20  | 0.63%             | 2023-04-09      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                       | National Australia Bank Ltd.                                       | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |  24275000 | PA      | $16908323.07  | 0.73%             | 2030-11-18      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp.                           | John Deere Capital Corp.                                           | CUSIP: 24422EVU0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   6300000 | PA      | $5930899.95   | 0.26%             | 2024-09-10      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                | Macquarie Bank Ltd.                                                | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |  11700000 | PA      | $7990717.73   | 0.34%             | 2031-06-17      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GZH0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   5200000 | PA      | $5006300.00   | 0.22%             | 2025-01-24      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                     | CUSIP: 61747YEG6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  11700000 | PA      | $10902997.29  | 0.47%             | 2025-10-21      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| AusNet Services Holdings Pty. Ltd.                 | AusNet Services Holdings Pty. Ltd.                                 | CUSIP: N/A<br>LEI: TTMIG9TE1S0X3ZPDHD61       | Long             | DBT              | CORP              | AU        |   4400000 | PA      | $3136341.93   | 0.14%             | 2024-07-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U2T9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6880000 | PA      | $6512104.80   | 0.28%             | 2025-05-19      | Variable      | 0.81%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                    | SGSP Australia Assets Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |    200000 | PA      | $186458.00    | 0.01%             | 2026-07-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                   | GE HealthCare Technologies, Inc.                                   | CUSIP: 36267VAA1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  24975000 | PA      | $25188427.86  | 1.09%             | 2024-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC            | Mercedes-Benz Finance North America LLC                            | CUSIP: 58769JAA5<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  11800000 | PA      | $11961527.60  | 0.52%             | 2024-11-27      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| VMware, Inc.                                       | VMware, Inc.                                                       | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6550000 | PA      | $5800112.77   | 0.25%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| General Mills, Inc.                                | General Mills, Inc.                                                | CUSIP: 370334CS1<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5026190.65   | 0.22%             | 2025-11-18      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                         | Corebridge Financial, Inc.                                         | CUSIP: 21871XAA7<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |  10475000 | PA      | $10123522.58  | 0.44%             | 2025-04-04      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                       | UBS Group AG                                                       | CUSIP: 902613AU2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  14300000 | PA      | $14483741.84  | 0.62%             | 2027-01-12      | Variable      | 5.71%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: 92343VGF5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   4700000 | PA      | $4487072.66   | 0.19%             | 2024-03-22      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                            | DBS Group Holdings Ltd.                                            | CUSIP: 24023KAH1<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |  15000000 | PA      | $14061750.00  | 0.61%             | 2024-11-22      | Fixed         | 1.17%                 | Yes           |                  2 | On Loan: No      |
| HCA, Inc.                                          | HCA, Inc.                                                          | CUSIP: 404119BS7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |  12350000 | PA      | $12571249.76  | 0.54%             | 2026-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                        | Swedbank AB                                                        | CUSIP: 87020PAR8<br>LEI: M312WZV08Y7LYUC71685 | Long             | DBT              | CORP              | SE        |  12250000 | PA      | $12207247.50  | 0.53%             | 2025-04-04      | Floating      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                  | Wells Fargo & Co.                                                  | CUSIP: 95000U2Y8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3514693.00   | 0.15%             | 2026-04-25      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                          | Ausgrid Finance Pty. Ltd.                                          | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |  17320000 | PA      | $12060888.76  | 0.52%             | 2024-10-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                               | CUSIP: 55608JBA5<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   6725000 | PA      | $6229176.11   | 0.27%             | 2025-10-14      | Variable      | 1.20%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                    | Goldman Sachs Group, Inc. (The)                                    | CUSIP: 38141GZV9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6290872.59   | 0.27%             | 2024-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp.                             | Unilever Capital Corp.                                             | CUSIP: 904764BN6<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |   6775000 | PA      | $6383099.72   | 0.28%             | 2024-08-12      | Fixed         | 0.63%                 | No            |                  2 | On Loan: No      |
| State of Queensland Australia                      | Queensland Treasury Corp.                                          | CUSIP: N/A<br>LEI: 98INKCEEHOU5YJS0HQ88       | Long             | DBT              | NUSS              | AU        |  20000000 | PA      | $14473800.61  | 0.62%             | 2025-07-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                     | DTE Energy Co.                                                     | CUSIP: 233331BD8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  10570000 | PA      | $10446767.65  | 0.45%             | 2024-11-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                      | Cargill, Inc.                                                      | CUSIP: 141781BU7<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   4675000 | PA      | $4550535.00   | 0.20%             | 2025-04-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                     | Commonwealth Bank of Australia                                     | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  12500000 | PA      | $8766923.23   | 0.38%             | 2030-09-10      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                               | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $1824941.54   | 0.08%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                               | American Express Co.                                               | CUSIP: 025816CU1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6875000 | PA      | $6891113.83   | 0.30%             | 2024-05-03      | Floating      | 5.06%                 | No            |                  2 | On Loan: No      |
| Harvest Operations Corp.                           | Harvest Operations Corp.                                           | CUSIP: N/A<br>LEI: B1EEF6ML54YDWRC6ZK53       | Long             | DBT              | CORP              | CA        |    200000 | PA      | $199423.64    | 0.01%             | 2023-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                            | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A               | CUSIP: 35564KE39<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   5216493 | PA      | $5207128.08   | 0.22%             | 2042-08-25      | Floating      | 6.61%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty. Ltd.  | Volkswagen Financial Services Australia Pty. Ltd.                  | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |  13370000 | PA      | $8660455.17   | 0.37%             | 2025-08-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                        | Liberty Financial Pty. Ltd.                                        | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |   9440000 | PA      | $6588552.92   | 0.28%             | 2024-02-26      | Floating      | 5.46%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                               | CUSIP: 78015K7H1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    220000 | PA      | $202927.83    | 0.01%             | 2025-06-10      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                       | Verizon Communications, Inc.                                       | CUSIP: 92343VFS8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   6770000 | PA      | $6123078.91   | 0.26%             | 2025-11-20      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |  15800000 | PA      | $11116718.25  | 0.48%             | 2028-06-22      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                         | Constellation Brands, Inc.                                         | CUSIP: 21036PBN7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6606484.10   | 0.28%             | 2026-02-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                            | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M1A               | CUSIP: 35564KH36<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2201124 | PA      | $2216638.11   | 0.10%             | 2042-09-25      | Floating      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| Harvest Operations Corp.                           | Harvest Operations Corp.                                           | CUSIP: 41754WAT8<br>LEI: B1EEF6ML54YDWRC6ZK53 | Long             | DBT              | CORP              | CA        |   6150000 | PA      | $5839302.00   | 0.25%             | 2024-04-26      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |  14022000 | PA      | $9693890.44   | 0.42%             | 2029-08-16      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                 | Energy Transfer LP                                                 | CUSIP: 29277FP13<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |   6000000 | PA      | $5999193.48   | 0.26%             | 2023-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                               | Royal Bank of Canada                                               | CUSIP: 78013XZU5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    190000 | PA      | $183957.98    | 0.01%             | 2024-07-16      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                               | Macquarie Group Ltd.                                               | CUSIP: 55608JBL1<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |  28900000 | PA      | $29464018.47  | 1.27%             | 2024-11-22      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                              | Westpac Banking Corp.                                              | CUSIP: 961214EH2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1800000 | PA      | $1723191.19   | 0.07%             | 2025-02-19      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $155090.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                    | Nordea Bank Abp                                                    | CUSIP: 65559CAB7<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   9550000 | PA      | $8643678.64   | 0.37%             | 2025-08-28      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| GPT Wholesale Shopping Centre Fund No. 1           | GPT Wholesale Shopping Centre Fund No. 1                           | CUSIP: N/A<br>LEI: 5493005ER7T52LE57U69       | Long             | DBT              | CORP              | AU        |   5780000 | PA      | $4034103.62   | 0.17%             | 2024-09-11      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                              | CUSIP: 04685A2Z3<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  23235000 | PA      | $20347403.23  | 0.88%             | 2026-06-29      | Fixed         | 1.61%                 | Yes           |                  2 | On Loan: No      |
| Bank of Queensland Ltd.                            | Bank of Queensland Ltd.                                            | CUSIP: N/A<br>LEI: 549300WFIN7T02UKDG08       | Long             | DBT              | CORP              | AU        |  19500000 | PA      | $13718731.01  | 0.59%             | 2028-05-01      | Floating      | 4.98%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                     | CUSIP: 292976BN6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | STIV             | CORP              | CA        |  11250000 | PA      | $8404682.05   | 0.36%             | 2023-02-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SGSP Australia Assets Pty. Ltd.                    | SGSP Australia Assets Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 254900BJJ12X7PJT5072       | Long             | DBT              | CORP              | AU        |    300000 | PA      | $211140.73    | 0.01%             | 2023-06-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty. Ltd.  | Volkswagen Financial Services Australia Pty. Ltd.                  | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |   6300000 | PA      | $4430862.07   | 0.19%             | 2023-04-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                     | Insurance Australia Group Ltd.                                     | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |   6730000 | PA      | $4690035.70   | 0.20%             | 2045-06-15      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                      | Cargill, Inc.                                                      | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |   7375000 | PA      | $7421579.03   | 0.32%             | 2025-10-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                              | Athene Global Funding                                              | CUSIP: 04685A3A7<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  16350000 | PA      | $15181003.78  | 0.65%             | 2024-08-19      | Fixed         | 0.91%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                | CDI                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  51500000 | PA      | $-374285.88   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.       | Fidelity National Information Services, Inc.                       | CUSIP: 31620MBV7<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6789682.12   | 0.29%             | 2025-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ausgrid Finance Pty. Ltd.                          | Ausgrid Finance Pty. Ltd.                                          | CUSIP: N/A<br>LEI: 549300DN8D7YR73BKB57       | Long             | DBT              | CORP              | AU        |  22900000 | PA      | $16116256.46  | 0.69%             | 2024-10-30      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                   | McDonald's Corp.                                                   | CUSIP: 580135CD1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |  17080000 | PA      | $12451945.29  | 0.54%             | 2025-03-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                     | Enbridge, Inc.                                                     | CUSIP: 29250NBM6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   6800000 | PA      | $6776232.10   | 0.29%             | 2024-02-16      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                     | Morgan Stanley                                                     | CUSIP: 61747YEB7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  17600000 | PA      | $16790027.41  | 0.72%             | 2025-01-22      | Variable      | 0.79%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                     | Illumina, Inc.                                                     | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |  22875000 | PA      | $23324086.80  | 1.01%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                | Forward Foreign Currency Contract                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-78510.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Stanley Black & Decker, Inc.                       | Stanley Black & Decker, Inc.                                       | CUSIP: 854502AP6<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |  16675000 | PA      | $15876981.36  | 0.68%             | 2025-02-24      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mondelez International Holdings Netherlands BV     | Mondelez International Holdings Netherlands BV                     | CUSIP: 60920LAQ7<br>LEI: 549300CW356R8I7N8D33 | Long             | DBT              | CORP              | NL        |   5775000 | PA      | $5395510.60   | 0.23%             | 2024-09-24      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| La Trobe Financial Capital Markets Trust           | La Trobe Financial Capital Markets Trust, Series 2019-2, Class A1L | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    266481 | PA      | $187740.84    | 0.01%             | 2051-02-11      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| Australian Gas Networks Ltd.                       | Australian Gas Networks Ltd., Series B                             | CUSIP: N/A<br>LEI: 213800FSBEPXHNIOUB98       | Long             | DBT              | CORP              | AU        |   2500000 | PA      | $1707476.42   | 0.07%             | 2026-07-01      | Floating      | 3.70%                 | No            |                  2 | On Loan: No      |
| Sydney Airport Finance Co. Pty. Ltd.               | Sydney Airport Finance Co. Pty. Ltd.                               | CUSIP: 87124VAD1<br>LEI: 549300MJAANHLHOVTO40 | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $998729.84    | 0.04%             | 2023-03-22      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                            | Hyundai Capital America                                            | CUSIP: 44891ABM8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4270000 | PA      | $4163289.80   | 0.18%             | 2023-09-18      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                    | Citigroup, Inc.                                                    | CUSIP: 172967MQ1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    100000 | PA      | $95893.74     | 0.00%             | 2026-04-08      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                     | Thermo Fisher Scientific, Inc.                                     | CUSIP: 883556CP5<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |  14900000 | PA      | $14477357.03  | 0.62%             | 2023-10-18      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                           | Lloyds Banking Group plc                                           | CUSIP: 53944YAH6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   4880000 | PA      | $4822869.06   | 0.21%             | 2024-03-12      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                              | Bank of America Corp.                                              | CUSIP: 06051GHR3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   2950000 | PA      | $2892871.13   | 0.12%             | 2025-03-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-03-02

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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