# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-015532
**Filing Date:** 2026-6
**Character Count:** 156573
**Document Hash:** 4d97b81a23f97f7e171f2a9e943e8af1
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015532.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015532

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20261031

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23112
- **FILM NUMBER:** 261128682

**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            |

## 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:** 2026-10-31

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $3284671908.51

**Total Liabilities:** $65827925.95

**Net Assets:** $3218843982.56

**Delayed Delivery Securities:** $30500000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -17381.59840228 | **1-Year:** -253962.31170889 | **5-Year:** -208693.84898419 | **10-Year:** -54071.39234370 | **30-Year:** -3777.81911310

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

- **3-Month:** -119.42768354 | **1-Year:** -3499.49902541 | **5-Year:** -2686.52131922 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173876 | 0.34%                | -0.21%               | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1266353.46              | $3664650.92                                |
| Month 2  | $746802.22               | $-38461242.14                              |
| Month 3  | $4673792.78              | $23457177.72                               |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| AerCap Ireland Capital DAC                               | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   3095000 | PA      | $3061998.14   | 0.10%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                               | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   8375000 | PA      | $8465627.63   | 0.26%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                               | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |  19617000 | PA      | $19977321.13  | 0.62%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Sumisho Air Lease Corp.                                  | Sumisho Air Lease Corp.                                                       | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |  10020000 | PA      | $10032290.43  | 0.31%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                        | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |  10157000 | PA      | $10156743.33  | 0.32%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                       | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1639300 | PA      | $1650396.43   | 0.05%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                       | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1969000 | PA      | $1992810.77   | 0.06%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                       | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1969000 | PA      | $1991668.88   | 0.06%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Amazon.com, Inc.                                         | Amazon.com, Inc.                                                              | CUSIP: 023135DC7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |  22585000 | PA      | $22424880.93  | 0.70%             | 2029-03-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1950000 | PA      | $1961515.32   | 0.06%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  12750000 | PA      | $12816470.47  | 0.40%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                          | CUSIP: 025816ET2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15969326.08  | 0.50%             | 2030-05-03      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp.                             | American Honda Finance Corp., Series A                                        | CUSIP: 02665WGV7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |  10817000 | PA      | $10822691.80  | 0.34%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                     | American Tower Corp.                                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |  12000000 | PA      | $11884366.08  | 0.37%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                  | Aon North America, Inc.                                                       | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12795000 | PA      | $12878614.17  | 0.40%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                           | AppLovin Corp.                                                                | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |  22600000 | PA      | $22780414.22  | 0.71%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                       | Ares Capital Corp.                                                            | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |   1358000 | PA      | $1375853.91   | 0.04%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                 | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |  14940000 | PA      | $14982466.35  | 0.47%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   9677000 | PA      | $9242750.24   | 0.29%             | 2028-03-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11500000 | PA      | $11502893.52  | 0.36%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  11000000 | PA      | $11038184.63  | 0.34%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |  20000000 | PA      | $19950398.60  | 0.62%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                           | Atlas Warehouse Lending Co. LP                                                | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  25655000 | PA      | $26032007.92  | 0.81%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                           | Atlas Warehouse Lending Co. LP                                                | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   5700000 | PA      | $5859812.10   | 0.18%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                           | Atlas Warehouse Lending Co. LP                                                | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |  24331000 | PA      | $24023094.36  | 0.75%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.               | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: 052528AR7<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $4612907.52   | 0.14%             | 2034-09-18      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                         | AutoNation, Inc.                                                              | CUSIP: 05330NE13<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |  77000000 | PA      | $76991337.50  | 2.39%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                               | Aviation Capital Group LLC                                                    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |  15250000 | PA      | $15108821.60  | 0.47%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| BAE Systems plc                                          | BAE Systems plc                                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |  13915000 | PA      | $14012045.85  | 0.44%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                           | BNP Paribas SA                                                                | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |  11800000 | PA      | $11819711.43  | 0.37%             | 2027-03-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                                | BPR Trust, Series 2024-PMDW, Class A                                          | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6795181 | PA      | $6877173.85   | 0.21%             | 2041-11-05      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust, Series 2025-ROIC, Class A                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20517801 | PA      | $20475441.80  | 0.64%             | 2030-03-15      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                       | Banco Bilbao Vizcaya Argentaria SA                                            | CUSIP: 05946KAT8<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |  21800000 | PA      | $21546328.66  | 0.67%             | 2029-03-03      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                       | Banco Santander SA                                                            | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |   9600000 | PA      | $9708422.02   | 0.30%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3642853.49   | 0.11%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  12356000 | PA      | $12678248.31  | 0.39%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp., Series FIX                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  24707000 | PA      | $24905428.59  | 0.77%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                            | Bank of New York Mellon (The)                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |  14180000 | PA      | $14292321.62  | 0.44%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Bank of New Zealand                                      | Bank of New Zealand                                                           | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |   6035000 | PA      | $6170944.05   | 0.19%             | 2035-01-28      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                             | Barclays plc                                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   8066000 | PA      | $8135609.02   | 0.25%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                  | Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class A            | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |   2306744 | PA      | $2309740.24   | 0.07%             | 2031-12-26      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                      | Blackstone Holdings Finance Co. LLC                                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |  12525000 | PA      | $12759700.97  | 0.40%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                           | Blackstone Private Credit Fund                                                | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |   5824000 | PA      | $5728836.60   | 0.18%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                          | Blackstone Secured Lending Fund                                               | CUSIP: 09261XAD4<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |  11550000 | PA      | $11276361.44  | 0.35%             | 2027-02-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                         | Boeing Co. (The)                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  16850000 | PA      | $17134095.21  | 0.53%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |  19647000 | PA      | $19226688.00  | 0.60%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                           | Broadcom, Inc.                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8489000 | PA      | $8581544.28   | 0.27%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                           | Broadcom, Inc.                                                                | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   8040000 | PA      | $8130500.89   | 0.25%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                      | Brown & Brown, Inc.                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   3036000 | PA      | $3045090.12   | 0.09%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                             | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                       | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4856607 | PA      | $4866486.31   | 0.15%             | 2041-08-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                             | BX Commercial Mortgage Trust, Series 2026-CSMO, Class A                       | CUSIP: 12433LAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11020000 | PA      | $11025484.16  | 0.34%             | 2043-02-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                         | CVS Health Corp.                                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   8975000 | PA      | $8940300.14   | 0.28%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |  17744000 | PA      | $17722987.20  | 0.55%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                                   | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   5353000 | PA      | $5429663.47   | 0.17%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   7823000 | PA      | $7922106.61   | 0.25%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                    | Cheniere Energy, Inc.                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |   8814000 | PA      | $8785279.58   | 0.27%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                   | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |   7839000 | PA      | $7970620.96   | 0.25%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc.                                                               | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  15000000 | PA      | $15037317.15  | 0.47%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc.                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  14000000 | PA      | $14213373.16  | 0.44%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Clover CLO LLC                                           | Clover CLO LLC, Series 2018-1A, Class A1R3                                    | CUSIP: 18914GAY7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |  14500000 | PA      | $14498550.00  | 0.45%             | 2037-04-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                       | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  11486000 | PA      | $11524430.78  | 0.36%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                       | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  22825000 | PA      | $23555100.76  | 0.73%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: 202712BK0<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   5170000 | PA      | $4965171.58   | 0.15%             | 2034-09-12      | Variable      | 3.61%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                        | Compass Datacenters Issuer II LLC, Series 2024-1A, Class A1                   | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4200000 | PA      | $4197736.32   | 0.13%             | 2049-02-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                        | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                   | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3905000 | PA      | $3897777.68   | 0.12%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                        | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                   | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3250000 | PA      | $3249928.16   | 0.10%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R05, Class 2M1               | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4944142 | PA      | $4947351.02   | 0.15%             | 2045-07-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1               | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   4517747 | PA      | $4522115.34   | 0.14%             | 2044-01-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2               | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11830738 | PA      | $12084503.91  | 0.38%             | 2042-03-25      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2               | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7846606 | PA      | $7944622.12   | 0.25%             | 2042-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1               | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1021161 | PA      | $1023470.01   | 0.03%             | 2043-07-25      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1               | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    974935 | PA      | $974934.50    | 0.03%             | 2044-02-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2022-R06, Class 1M2               | CUSIP: 20754NAK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10000000 | PA      | $10282540.77  | 0.32%             | 2042-05-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2               | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3932509 | PA      | $3939219.18   | 0.12%             | 2041-10-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1               | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1233100 | PA      | $1233499.17   | 0.04%             | 2045-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M1               | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   3781383 | PA      | $3788638.00   | 0.12%             | 2045-03-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1               | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1744999 | PA      | $1744999.00   | 0.05%             | 2045-01-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M2               | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6205000 | PA      | $6210040.51   | 0.19%             | 2045-01-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R06, Class 1M2               | CUSIP: 20755RAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7553496 | PA      | $7563550.82   | 0.23%             | 2044-09-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1               | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1749639 | PA      | $1751294.18   | 0.05%             | 2045-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    787099 | PA      | $787098.99    | 0.02%             | 2044-03-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                               | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |   9833000 | PA      | $9772035.30   | 0.30%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG                                                                  | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   7000000 | PA      | $6984561.43   | 0.22%             | 2029-12-23      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5046288.55   | 0.16%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2017-1A, Class A2II                             | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   5207200 | PA      | $5161112.17   | 0.16%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2021-1A, Class A2I                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   5103475 | PA      | $5034217.55   | 0.16%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2021-1A, Class A2II                             | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1561682 | PA      | $1471118.18   | 0.05%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| DTE Energy Co.                                           | DTE Energy Co.                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |   9300000 | PA      | $9357392.53   | 0.29%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                       | DT Midstream, Inc.                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13840000 | PA      | $13550735.42  | 0.42%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                  | Daimler Truck Finance North America LLC                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3257262.07   | 0.10%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                  | Daimler Truck Finance North America LLC                                       | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |   6810000 | PA      | $6863708.70   | 0.21%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                          | Danske Bank A/S                                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  13400000 | PA      | $13514315.53  | 0.42%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                          | Danske Bank A/S                                                               | CUSIP: 23636ABM2<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |  18377000 | PA      | $18396532.36  | 0.57%             | 2029-03-27      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| Capital One NA                                           | Capital One NA                                                                | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |  13900000 | PA      | $14243842.77  | 0.44%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                         | Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23                   | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   3647200 | PA      | $3618440.39   | 0.11%             | 2047-07-25      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                         | Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2                    | CUSIP: 25755TAL4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2797440 | PA      | $2680821.12   | 0.08%             | 2049-10-25      | Fixed         | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                         | Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10198608 | PA      | $9671111.24   | 0.30%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp.                                        | Duke Energy Corp.                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  13250000 | PA      | $13071952.46  | 0.41%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                        | Duke Energy Corp.                                                             | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |  12800000 | PA      | $12859096.58  | 0.40%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                          | EMD Finance LLC                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |   8567000 | PA      | $8515024.18   | 0.26%             | 2028-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   5000000 | PA      | $5040520.05   | 0.16%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |  13440000 | PA      | $13566274.85  | 0.42%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| ENEL Finance International NV                            | ENEL Finance International NV                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |  14000000 | PA      | $13858298.16  | 0.43%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5046619.85   | 0.16%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                              | Export-Import Bank of Korea                                                   | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |   5902000 | PA      | $5909188.64   | 0.18%             | 2028-09-22      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                       | F&G Global Funding                                                            | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   7744000 | PA      | $7644827.01   | 0.24%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                       | F&G Global Funding                                                            | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |  14948000 | PA      | $14656778.88  | 0.46%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.             | Fidelity National Information Services, Inc.                                  | CUSIP: 31620MCA2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |   7295000 | PA      | $7274531.76   | 0.23%             | 2028-03-10      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                            | Fortive Corp.                                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |   6500000 | PA      | $6489272.08   | 0.20%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                          | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |   1045792 | PA      | $1047202.20   | 0.03%             | 2043-06-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                           | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |   1014390 | PA      | $1019935.28   | 0.03%             | 2043-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2022-DNA6, Class M2                           | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | CORP              | US        |   1850000 | PA      | $1966563.72   | 0.06%             | 2042-09-25      | Floating      | 9.40%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                           | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |  13731249 | PA      | $13756655.20  | 0.43%             | 2041-10-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                           | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   2465000 | PA      | $2476735.42   | 0.08%             | 2041-11-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M2                           | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |  18211363 | PA      | $18780861.14  | 0.58%             | 2042-04-25      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M1A                          | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |    863875 | PA      | $869149.75    | 0.03%             | 2043-05-25      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M1                           | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |   1692264 | PA      | $1693020.91   | 0.05%             | 2044-02-25      | Floating      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1                           | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |   3506408 | PA      | $3506127.49   | 0.11%             | 2044-03-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                           | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |   1691670 | PA      | $1691886.13   | 0.05%             | 2044-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                           | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |   3237596 | PA      | $3238291.40   | 0.10%             | 2044-08-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M2                           | CUSIP: 35564NFA6<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |   1378333 | PA      | $1378543.37   | 0.04%             | 2044-10-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class M1                           | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |   3774393 | PA      | $3772582.50   | 0.12%             | 2045-01-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M1                           | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |   4316494 | PA      | $4316493.31   | 0.13%             | 2045-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class M1                           | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |   4119214 | PA      | $4119213.95   | 0.13%             | 2045-05-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                         | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9935186.50   | 0.31%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                       | General Motors Co.                                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |   6498000 | PA      | $6587973.13   | 0.20%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7071481.27   | 0.22%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $9089106.48   | 0.28%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2866000 | PA      | $2882794.85   | 0.09%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFQ4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   7245000 | PA      | $7261146.86   | 0.23%             | 2029-04-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                        | Georgia Power Co.                                                             | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   5866000 | PA      | $5824824.49   | 0.18%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                        | Georgia Power Co.                                                             | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   6520000 | PA      | $6564359.73   | 0.20%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                     | Glencore Funding LLC                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |  18904000 | PA      | $19038077.19  | 0.59%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Global Payments, Inc.                                    | Global Payments, Inc.                                                         | CUSIP: 37961DE14<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |  30900000 | PA      | $30896437.23  | 0.96%             | 2026-05-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                    | Global Payments, Inc.                                                         | CUSIP: 37961DE48<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |  42000000 | PA      | $41980633.80  | 1.30%             | 2026-05-04      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  17010000 | PA      | $17089967.58  | 0.53%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  25000000 | PA      | $24949000.00  | 0.78%             | 2029-01-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GE83<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   7901000 | PA      | $7883685.12   | 0.24%             | 2030-04-20      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC, Inc.                                  | Golub Capital BDC, Inc.                                                       | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |  12215000 | PA      | $11905966.00  | 0.37%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| HCA, Inc.                                                | HCA, Inc.                                                                     | CUSIP: 40412DED7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | STIV             | CORP              | US        |   6450000 | PA      | $6440254.70   | 0.20%             | 2026-05-13      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                             | Hasbro, Inc.                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |   5972000 | PA      | $5952638.42   | 0.18%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                          | Hertz Vehicle Financing III LLC, Series 2025-5A, Class A                      | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |  12800000 | PA      | $12749187.02  | 0.40%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                           | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |  13820000 | PA      | $13838756.50  | 0.43%             | 2028-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                    | Amrize Finance US LLC                                                         | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  10232000 | PA      | $10261200.80  | 0.32%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                    | Amrize Finance US LLC                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |  14284000 | PA      | $14339063.53  | 0.45%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                        | Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1                | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2893000 | PA      | $2897930.83   | 0.09%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Honeywell Aerospace, Inc.                                | Honeywell Aerospace, Inc.                                                     | CUSIP: 43849RAC9<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |  16000000 | PA      | $15829866.72  | 0.49%             | 2029-03-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Humana, Inc.                                             | Humana, Inc.                                                                  | CUSIP: 44486JE13<br>LEI: 529900YLDW34GJAO4J06 | Long             | STIV             | CORP              | US        |  61550000 | PA      | $61543241.81  | 1.91%             | 2026-05-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class B              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6547820 | PA      | $6563494.98   | 0.20%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B1             | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5964778 | PA      | $6035076.42   | 0.19%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1             | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   7112507 | PA      | $7166603.60   | 0.22%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class B1             | CUSIP: 44644NAV1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9359699 | PA      | $9278364.82   | 0.29%             | 2034-02-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   7645000 | PA      | $7660037.03   | 0.24%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |  12525000 | PA      | $12600551.80  | 0.39%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4501000 | PA      | $4528972.63   | 0.14%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5020302.75   | 0.16%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   4640000 | PA      | $4599704.34   | 0.14%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   6960000 | PA      | $6990311.98   | 0.22%             | 2028-09-18      | Floating      | 4.73%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8767000 | PA      | $8672938.33   | 0.27%             | 2029-01-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891AEK9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $8012289.84   | 0.25%             | 2029-04-06      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Illumina, Inc.                                           | Illumina, Inc.                                                                | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   5630000 | PA      | $5730202.63   | 0.18%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                           | Illumina, Inc.                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1705998.14   | 0.05%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  15500000 | PA      | $15673278.38  | 0.49%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $13591002.29  | 0.42%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7459000 | PA      | $7518946.57   | 0.23%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PFL5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |  12500000 | PA      | $12449976.00  | 0.39%             | 2030-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                       | LPL Holdings, Inc.                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  23156000 | PA      | $23050969.25  | 0.72%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                       | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |  16965000 | PA      | $17145268.22  | 0.53%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                       | LPL Holdings, Inc.                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   6548000 | PA      | $6565515.44   | 0.20%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                        | Lseg US Fin Corp.                                                             | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |   7725000 | PA      | $7767538.41   | 0.24%             | 2027-03-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                      | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   3600000 | PA      | $3613335.16   | 0.11%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1260000 | PA      | $1270918.38   | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                     | Macquarie Group Ltd.                                                          | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |   2100000 | PA      | $2076454.76   | 0.06%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                          | Marex Group plc                                                               | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   3280000 | PA      | $3311027.26   | 0.10%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                          | Marex Group plc                                                               | CUSIP: 566539AD4<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |  10656000 | PA      | $10646422.28  | 0.33%             | 2031-04-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                              | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |  15100000 | PA      | $15167616.74  | 0.47%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                             | Marriott International, Inc.                                                  | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |  16885000 | PA      | $16939168.60  | 0.53%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                           | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7158347.00   | 0.22%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                  | Mercedes-Benz Finance North America LLC                                       | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |  12100000 | PA      | $12134817.51  | 0.38%             | 2026-08-03      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | Mitsubishi UFJ Financial Group, Inc.                                          | CUSIP: 606822DU5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |   5094000 | PA      | $5094087.11   | 0.16%             | 2030-04-18      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd.                                         | Mizuho Bank Ltd.                                                              | CUSIP: 60688XBN9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | DBT              | CORP              | JP        |  20000000 | PA      | $20039176.80  | 0.62%             | 2029-04-16      | Fixed         | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                        | Molex Electronic Technologies LLC                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |  25440000 | PA      | $25547911.65  | 0.79%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Tax-Managed Fund | Federated Hermes Government Obligations Tax-Managed Fund, Institutional Class | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |   8671687 | NS      | $8671686.98   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Bank NA                                   | Morgan Stanley Bank NA                                                        | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |  43610000 | PA      | $43782607.94  | 1.36%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9898016.70   | 0.31%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                | CUSIP: 61748UAV4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7974709.36   | 0.25%             | 2030-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                           | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |  12047000 | PA      | $12045217.04  | 0.37%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                              | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |  22683000 | PA      | $21916969.00  | 0.68%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                        | NTT Finance Corp.                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   5692000 | PA      | $5707996.34   | 0.18%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                        | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |   4347000 | PA      | $4363763.08   | 0.14%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                              | Nationwide Building Society                                                   | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  19530000 | PA      | $19498065.91  | 0.61%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                              | Nationwide Building Society                                                   | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |  12049000 | PA      | $12066206.21  | 0.37%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                           | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                     | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10500000 | PA      | $10485885.57  | 0.33%             | 2040-10-15      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                 | Oceanview Mortgage Trust, Series 2025-4, Class AF1                            | CUSIP: 67647DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11224119 | PA      | $11224092.93  | 0.35%             | 2055-12-25      | Floating      | 4.55%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                              | ONEOK, Inc.                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   6600000 | PA      | $6634028.94   | 0.21%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  10105000 | PA      | $9888468.54   | 0.31%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8787830.39   | 0.27%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                                  | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |  33151000 | PA      | $32751116.06  | 1.02%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                             | Blue Owl Credit Income Corp.                                                  | CUSIP: 69120VAF8<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   6281000 | PA      | $6245558.64   | 0.19%             | 2027-02-08      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                             | Blue Owl Credit Income Corp.                                                  | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |   4871000 | PA      | $4822218.30   | 0.15%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                   | Blue Owl Capital Corp.                                                        | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   7618000 | PA      | $7586699.54   | 0.24%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp.                                   | Blue Owl Capital Corp.                                                        | CUSIP: 69122JAC0<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |   8800000 | PA      | $8606651.77   | 0.27%             | 2027-04-13      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                              | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   7900000 | PA      | $7949419.87   | 0.25%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                    | QTS Issuer ABS II LLC, Series 2025-1A, Class A2                               | CUSIP: 74690FAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10454000 | PA      | $10238868.63  | 0.32%             | 2055-10-05      | Fixed         | 5.04%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust                                               | RCKT Trust, Series 2025-1A, Class A                                           | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4043476 | PA      | $4050579.90   | 0.13%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust                                               | RCKT Trust, Series 2025-1A, Class B                                           | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5000000 | PA      | $5021509.12   | 0.16%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Regatta VIII Funding Ltd.                                | Regatta VIII Funding Ltd., Series 2017-1A, Class A1R2                         | CUSIP: 75888KBE3<br>LEI: 2549002R0TTC87W9EH67 | Long             | ABS-CBDO         | CORP              | KY        |  14500000 | PA      | $14543500.00  | 0.45%             | 2037-04-17      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                        | Repsol E&P Capital Markets US LLC                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |   5150000 | PA      | $5167648.28   | 0.16%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce plc                                          | Rolls-Royce plc                                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |    958000 | PA      | $970947.97    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |  13050000 | PA      | $13190166.40  | 0.41%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SK hynix, Inc.                                           | SK hynix, Inc.                                                                | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |  10045000 | PA      | $10128082.20  | 0.31%             | 2027-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SK hynix, Inc.                                           | SK hynix, Inc.                                                                | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   6499000 | PA      | $6472431.05   | 0.20%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                  | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class A2              | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2408717 | PA      | $2426387.44   | 0.08%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                  | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class B               | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4854016 | PA      | $4876386.11   | 0.15%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                          | Santander UK Group Holdings plc                                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   4756000 | PA      | $4719148.28   | 0.15%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                    | Delta Air Lines, Inc.                                                         | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  13605833 | PA      | $13616580.64  | 0.42%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                       | Smith & Nephew plc                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |   6270000 | PA      | $6305345.37   | 0.20%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                      | Societe Generale SA                                                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |  17440000 | PA      | $17567570.46  | 0.55%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                      | Societe Generale SA                                                           | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   7435000 | PA      | $7363799.47   | 0.23%             | 2030-04-12      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                          | Solventum Corp.                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   6866000 | PA      | $6912455.77   | 0.21%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                          | Solventum Corp.                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |  18132000 | PA      | $18540130.65  | 0.58%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp.                                          | Starbucks Corp.                                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $7021633.50   | 0.22%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                   | Stellantis Financial Services US Corp.                                        | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |  14263000 | PA      | $14212638.77  | 0.44%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                   | Stellantis Financial Services US Corp.                                        | CUSIP: 85855KE81<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |  37565000 | PA      | $37530282.43  | 1.17%             | 2026-05-08      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                   | Stellantis Financial Services US Corp.                                        | CUSIP: 85855KEU2<br>LEI: 5493000KNKFDOC1BOW59 | Long             | STIV             | CORP              | US        |  24200000 | PA      | $24118303.22  | 0.75%             | 2026-05-28      | None          | 0.00%                 | 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      | $3045.69      | 0.00%             |  |  |  | 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      | $-582163.79   | -0.02%            |  |  |  | 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      | $-85591.46    | -0.00%            |  |  |  | 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      | $91944.56     | 0.00%             |  |  |  | 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      | $-3071561.79  | -0.10%            |  |  |  | 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      | $6177.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subway Funding LLC                                       | Subway Funding LLC, Series 2024-1A, Class A2I                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11455550 | PA      | $11505899.05  | 0.36%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                       | Subway Funding LLC, Series 2024-3A, Class A2I                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9716040 | PA      | $9517468.02   | 0.30%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-104420.64   | -0.00%            |  |  |  | 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      | $-77732.53    | -0.00%            |  |  |  | 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      | $-55654.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                          | Sumitomo Mitsui Trust Bank Ltd.                                               | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |   6800000 | PA      | $6815795.99   | 0.21%             | 2028-09-11      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-376.47      | -0.00%            |  |  |  | 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      | $78.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust                                       | TVC Mortgage Trust, Series 2026-RRTL1, Class A1                               | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6000000 | PA      | $5968877.40   | 0.19%             | 2041-02-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2018-1A, Class A2II                             | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  23251403 | PA      | $23162463.26  | 0.72%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2021-1A, Class A2I                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    908812 | PA      | $888812.43    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2021-1A, Class A2II                             | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2916060 | PA      | $2702652.61   | 0.08%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  75370000 | PA      | $177586.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 106550000 | PA      | $323506.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | CDI                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  54400000 | PA      | $-614899.22   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 109400000 | PA      | $-1627801.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  55600000 | PA      | $-941120.24   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 144900000 | PA      | $1075092.86   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   6200000 | PA      | $-114592.96   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  25600000 | PA      | $-576267.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 122000000 | PA      | $1410914.55   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 134200000 | PA      | $-16393.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        | 134200000 | PA      | $50746.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                | Toyota Motor Credit Corp.                                                     | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |  20600000 | PA      | $20676773.32  | 0.64%             | 2028-09-05      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                     | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  10570552 | PA      | $10561910.21  | 0.33%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                   | UBS AG                                                                        | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  13950000 | PA      | $13958354.52  | 0.43%             | 2027-05-17      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| UBS AG                                                   | UBS AG                                                                        | CUSIP: 90261AAF9<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |  15750000 | PA      | $15771663.34  | 0.49%             | 2029-03-16      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG                                                                  | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |  15000000 | PA      | $14963599.05  | 0.46%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                       | United Airlines Pass-Through Trust, Series 2020-1, Class A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1857590 | PA      | $1884455.38   | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                          | Universal Health Services, Inc.                                               | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |  23425000 | PA      | $23213128.61  | 0.72%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                       | VICI Properties LP                                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7942158.40   | 0.25%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                       | VICI Properties LP                                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  12699000 | PA      | $12762724.60  | 0.40%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                       | VICI Properties LP                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |   4638000 | PA      | $4644828.43   | 0.14%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |  17538000 | PA      | $17431368.96  | 0.54%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   6305000 | PA      | $6328908.56   | 0.20%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   7690000 | PA      | $7600637.59   | 0.24%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  14575000 | PA      | $14631116.23  | 0.45%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |  13200000 | PA      | $13313634.31  | 0.41%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   4075000 | PA      | $4080325.29   | 0.13%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   3580000 | PA      | $3602851.89   | 0.11%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   8026000 | PA      | $8002851.65   | 0.25%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   7870000 | PA      | $7964252.22   | 0.25%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co., Series W                                                   | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  14586000 | PA      | $14637810.49  | 0.45%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  12639000 | PA      | $12753770.21  | 0.40%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                             | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |  13820000 | PA      | $13838780.14  | 0.43%             | 2029-09-15      | Floating      | 4.56%                 | No            |                  2 | On Loan: No      |
| Westgate Resorts LLC                                     | Westgate Resorts LLC, Series 2026-1A, Class A                                 | CUSIP: 959921AA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9720844 | PA      | $9761901.73   | 0.30%             | 2039-10-20      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Willis North America, Inc.                               | Willis North America, Inc.                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |   4599000 | PA      | $4609850.74   | 0.14%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                        | Xcel Energy, Inc.                                                             | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |   6808000 | PA      | $6840475.86   | 0.21%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Australian Dollar                                        | Australian Dollar                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |   1494961 | OU      | $1074802.04   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: 29251ZBK2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |  14500000 | PA      | $10640257.88  | 0.33%             | 2027-06-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                                   | Vicinity Centres Trust                                                        | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |    150000 | PA      | $106456.72    | 0.00%             | 2027-04-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty. Ltd.                               | Lonsdale Finance Pty. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |  29300000 | PA      | $20749888.43  | 0.64%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                         | McDonald's Corp.                                                              | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $715346.69    | 0.02%             | 2026-09-08      | Fixed         | 3.45%                 | 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      | $403720.05    | 0.01%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   6000000 | PA      | $5762288.10   | 0.18%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Logicor UK plc                                           | Logicor UK plc                                                                | CUSIP: N/A<br>LEI: 635400V9BO1NJKELQ692       | Long             | DBT              | CORP              | GB        |    656000 | PA      | $878549.19    | 0.03%             | 2031-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   9500000 | PA      | $6981378.35   | 0.22%             | 2034-04-03      | Floating      | 6.20%                 | 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      | $2201350.99   | 0.07%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings plc                         | Permanent TSB Group Holdings plc                                              | CUSIP: N/A<br>LEI: 635400DTNHVYGZODKQ93       | Long             | DBT              | CORP              | IE        |  10100000 | PA      | $12617012.85  | 0.39%             | 2029-06-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  16600000 | PA      | $11955216.81  | 0.37%             | 2031-08-20      | Floating      | 5.31%                 | 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      | $2601310.64   | 0.08%             | 2027-10-15      | Fixed         | 2.10%                 | 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        |  10000000 | PA      | $7206323.43   | 0.22%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                      | Macquarie Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |   6980000 | PA      | $5022436.16   | 0.16%             | 2031-06-17      | Floating      | 5.73%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance Canada, Inc.                       | Daimler Truck Finance Canada, Inc.                                            | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |   8960000 | PA      | $6564873.71   | 0.20%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Heritage and People's Choice Ltd.                        | Heritage and People's Choice Ltd.                                             | CUSIP: N/A<br>LEI: 549300L09D57A4VEVO78       | Long             | DBT              | CORP              | AU        |   1000000 | PA      | $719841.50    | 0.02%             | 2031-09-16      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                              | Liberty Financial Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |   5010000 | PA      | $3754985.91   | 0.12%             | 2028-03-16      | Floating      | 7.97%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                    | Walt Disney Co. (The)                                                         | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |  22920000 | PA      | $16828712.36  | 0.52%             | 2027-03-30      | Fixed         | 3.06%                 | 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      | $1484633.40   | 0.05%             | 2028-09-21      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                            | Pershing Square Holdings Ltd.                                                 | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |  15500000 | PA      | $14262399.25  | 0.44%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                           | Insurance Australia Group Ltd.                                                | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |   8550000 | PA      | $6199026.31   | 0.19%             | 2036-12-15      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                             | National Australia Bank Ltd.                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |  12385000 | PA      | $16624712.26  | 0.52%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ElectraNet Pty. Ltd.                                     | ElectraNet Pty. Ltd.                                                          | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |   1930000 | PA      | $1281451.88   | 0.04%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |   4690000 | PA      | $6379518.43   | 0.20%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Ltd.               | CNH Industrial Capital Australia Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 2617001JAII1WD34PJ72       | Long             | DBT              | CORP              | AU        |  17600000 | PA      | $12611510.31  | 0.39%             | 2027-05-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Ltd.               | CNH Industrial Capital Australia Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 2617001JAII1WD34PJ72       | Long             | DBT              | CORP              | AU        |  13650000 | PA      | $9571368.05   | 0.30%             | 2028-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                       | Suncorp Group Ltd.                                                            | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |   4500000 | PA      | $3346600.81   | 0.10%             | 2038-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                                | Plenti PL-Green ABS Trust, Series 2025-1, Class A1G                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   5694239 | PA      | $4101755.06   | 0.13%             | 2036-11-11      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                                | Plenti PL-Green ABS Trust, Series 2025-1, Class A1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   4866871 | PA      | $3499039.34   | 0.11%             | 2036-11-11      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   3300000 | PA      | $2399107.39   | 0.07%             | 2027-11-11      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Bank Australia Ltd.                                      | Bank Australia Ltd.                                                           | CUSIP: N/A<br>LEI: 261700A2UMQ3YAG2T616       | Long             | DBT              | CORP              | AU        |  38220000 | PA      | $27843455.19  | 0.87%             | 2028-02-21      | Floating      | 5.69%                 | 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      | $576551.89    | 0.02%             | 2031-10-14      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Computershare US, Inc.                                   | Computershare US, Inc.                                                        | CUSIP: N/A<br>LEI: 549300BXQ1PX3KGZRT72       | Long             | DBT              | CORP              | US        |   1070000 | PA      | $738851.61    | 0.02%             | 2027-11-30      | Fixed         | 3.15%                 | 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        |  12500000 | PA      | $16788734.26  | 0.52%             | 2031-09-16      | Variable      | 1.81%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                              | Liberty Financial Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |  19100000 | PA      | $13743205.19  | 0.43%             | 2026-05-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                       | Suncorp Group Ltd.                                                            | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |  17200000 | PA      | $12528057.47  | 0.39%             | 2037-06-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                      | Macquarie Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |  12190000 | PA      | $8929377.19   | 0.28%             | 2034-03-01      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                         | CUSIP: 060505GF5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  13500000 | PA      | $9948402.03   | 0.31%             | 2028-03-16      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |   1000000 | PA      | $711494.49    | 0.02%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                             | Bendigo & Adelaide Bank Ltd.                                                  | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |  13600000 | PA      | $9779186.66   | 0.30%             | 2026-05-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                     | Royal Bank of Canada                                                          | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |  15500000 | PA      | $11662409.08  | 0.36%             | 2033-02-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |   4195000 | PA      | $5595749.34   | 0.17%             | 2029-11-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |  10000000 | PA      | $7381603.44   | 0.23%             | 2032-11-09      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| LSEG Finance plc                                         | LSEG Finance plc                                                              | CUSIP: N/A<br>LEI: 2138009YFYTGEHZNNZ09       | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $4034807.31   | 0.13%             | 2028-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                  | RAF ABS, Series 2025-1, Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |  16518612 | PA      | $11861557.39  | 0.37%             | 2031-12-09      | Floating      | 5.01%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Ltd.               | CNH Industrial Capital Australia Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 2617001JAII1WD34PJ72       | Long             | DBT              | CORP              | AU        |  29790000 | PA      | $21441722.30  | 0.67%             | 2026-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Newcastle Greater Mutual Group Ltd.                      | Newcastle Greater Mutual Group Ltd.                                           | CUSIP: N/A<br>LEI: 261700JSQJSBGJLHAK44       | Long             | DBT              | CORP              | AU        |  20400000 | PA      | $14967391.56  | 0.46%             | 2029-02-14      | Floating      | 5.81%                 | No            |                  2 | On Loan: No      |
| Credabl ABS Trust                                        | Credabl ABS Trust, Series 2024-1, Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   8747983 | PA      | $6313312.07   | 0.20%             | 2045-05-11      | Floating      | 5.53%                 | No            |                  2 | On Loan: No      |
| Credabl ABS Trust                                        | Credabl ABS Trust, Series 2024-1, Class C                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   1395124 | PA      | $1006395.82   | 0.03%             | 2045-05-11      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Liberty                                                  | Liberty, Series 2024-1A, Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   4906746 | PA      | $3533570.18   | 0.11%             | 2032-05-25      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   1400000 | PA      | $1007617.05   | 0.03%             | 2026-08-10      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| Teachers Mutual Bank Ltd.                                | Teachers Mutual Bank Ltd.                                                     | CUSIP: N/A<br>LEI: 549300II25ZWSHX8W615       | Long             | DBT              | CORP              | AU        |  16140000 | PA      | $11678929.93  | 0.36%             | 2027-06-21      | Floating      | 5.61%                 | No            |                  2 | On Loan: No      |
| NOW Trust                                                | NOW Trust, Series 2024-1, Class A                                             | CUSIP: N/A<br>LEI: 984500FIA838FE059486       | Long             | ABS-O            | CORP              | AU        |  21621963 | PA      | $15591845.25  | 0.48%             | 2032-06-14      | Floating      | 5.49%                 | No            |                  2 | On Loan: No      |
| Barclays plc                                             | Barclays plc                                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |   2230000 | PA      | $1588075.64   | 0.05%             | 2035-05-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Resimac Bastille Trust                                   | Resimac Bastille Trust, Series 2024-1NC, Class A2                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |   5917910 | PA      | $4255874.07   | 0.13%             | 2055-09-13      | Floating      | 5.43%                 | 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        |  34400000 | PA      | $24369310.64  | 0.76%             | 2035-01-15      | Variable      | 5.54%                 | 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        |   1670000 | PA      | $1196804.43   | 0.04%             | 2027-02-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |   5240000 | PA      | $3822338.22   | 0.12%             | 2030-03-06      | Floating      | 5.75%                 | No            |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                                | Plenti PL-Green ABS Trust, Series 2024-2, Class A1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |  11463844 | PA      | $8248786.03   | 0.26%             | 2036-04-11      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   6500000 | PA      | $4679016.47   | 0.15%             | 2034-07-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |  14300000 | PA      | $10454836.46  | 0.32%             | 2034-07-10      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                      | Metro Finance Trust, Series 2024-1, Class A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   8337827 | PA      | $6014530.17   | 0.19%             | 2030-09-17      | Floating      | 5.36%                 | No            |                  2 | On Loan: No      |
| NOW Trust                                                | NOW Trust, Series 2025-1, Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |  17223356 | PA      | $12388015.42  | 0.38%             | 2034-02-14      | Floating      | 5.24%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |  12300000 | PA      | $8653754.55   | 0.27%             | 2035-02-12      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Plenti Auto ABS                                          | Plenti Auto ABS, Series 2025-1, Class A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   2493478 | PA      | $1793451.75   | 0.06%             | 2033-08-12      | Floating      | 5.18%                 | No            |                  2 | On Loan: No      |
| Canadian Dollar                                          | Canadian Dollar                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |   1171458 | OU      | $860670.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Canada 2 Year Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |      -368 | NC      | $39530.51     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Euro-Schatz                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |      -106 | NC      | $133128.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                     | EURO                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |   1336232 | OU      | $1567466.87   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | U.S. Treasury 5 Year Notes                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -279 | NC      | $479266.20    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                           | Pound Sterling                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |   2328304 | OU      | $3163815.52   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar                                       | New Zealand Dollar                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |   1332500 | OU      | $784509.33    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: 292976SN8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | STIV             | CORP              | CA        |  51700000 | PA      | $37922829.33  | 1.18%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: N/A<br>LEI: 98TPTUM4IVMFCZBCUR27       | Long             | STIV             | CORP              | CA        |  24625000 | PA      | $18061408.97  | 0.56%             | 2026-05-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: N/A<br>LEI: 98TPTUM4IVMFCZBCUR27       | Long             | STIV             | CORP              | CA        |  14775000 | PA      | $10833371.72  | 0.34%             | 2026-05-26      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | 3 Month SOFR                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       623 | NC      | $181947.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | U.S. Treasury 2 Year Notes                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |     -1817 | NC      | $2251999.62   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Australia 3 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |     -1205 | NC      | $693720.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-06-01

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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