# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-015536
**Filing Date:** 2026-6
**Character Count:** 201065
**Document Hash:** fef2bc963fbcd49625afdc88be50d658
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-015536.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002071691-26-015536

**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:** 261128686

**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 Income ETF (Series ID: S000088762)

| Class ID   | Class Name                 | Ticker Symbol   |
|:---|:---|:---|
| C000255137 | Janus Henderson Income ETF | JIII            |

## 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 Income ETF

- **b. EDGAR series identifier (if any):** S000088762

- **c. LEI of Series:** 213800X12IY7RROOWO96

**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:** $214768683.62

**Total Liabilities:** $48426014.31

**Net Assets:** $166342669.31

**Delayed Delivery Securities:** $2056203.00

**Cash Not Reported:** $73373.19

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -178.92661470 | **1-Year:** -4276.02949213 | **5-Year:** -13349.16567755 | **10-Year:** -17846.82063807 | **30-Year:** -4913.89762872

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

- **3-Month:** -422.85010662 | **1-Year:** -8948.67293880 | **5-Year:** -18175.35634611 | **10-Year:** -10989.82024991 | **30-Year:** -3011.45503164

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255137 | 0.64%                | -1.63%               | 1.19%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $58737.09                | $-265043.30                                |
| Month 2  | $77661.41                | $-3351796.00                               |
| Month 3  | $-155570.00              | $1939405.99                                |

**Designated Index Information**

- **Index Name:** 65%Bloomberg US Corp High Yld Bond/25%Bloomberg IG/10%Bloomberg MBS

- **Index Identifier:** INTRNL-2419436436

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ACHV ABS TRUST                                          | ACHV ABS TRUST, Series 2023-1PL, Class D                                  | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67294 | PA      | $67754.24     | 0.04%             | 2030-03-18      | Fixed         | 8.47%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                      | APLD ComputeCo LLC                                                        | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $391258.09    | 0.24%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                 | American Airlines, Inc.                                                   | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    302000 | PA      | $302205.09    | 0.18%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| ACHM Mortgage Trust                                     | ACHM Mortgage Trust, Series 2024-HE1, Class B                             | CUSIP: 00449TAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    494723 | PA      | $505894.81    | 0.30%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings, Inc.                                                      | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    493000 | PA      | $500737.01    | 0.30%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALA Trust                                               | ALA Trust, Series 2025-OANA, Class D                                      | CUSIP: 009920AG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    176000 | PA      | $176260.80    | 0.11%             | 2040-06-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 SARL                                 | Albion Financing 1 SARL                                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    202000 | PA      | $208666.00    | 0.13%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                       | Algonquin Power & Utilities Corp.                                         | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $199440.11    | 0.12%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: —       |
| Aligned Data Centers Issuer LLC                         | Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2                 | CUSIP: 01627AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    164000 | PA      | $162775.41    | 0.10%             | 2046-08-15      | Fixed         | 1.94%                 | Yes           |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                            | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    447000 | PA      | $456674.87    | 0.27%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F022659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    685000 | PA      | $573585.44    | 0.34%             | 2056-05-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F030652<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4748000 | PA      | $4156612.86   | 2.50%             | 2056-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F032658<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5263000 | PA      | $4792014.13   | 2.88%             | 2056-05-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F040651<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2414000 | PA      | $2264187.16   | 1.36%             | 2056-05-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F042657<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4893812 | PA      | $4707715.01   | 2.83%             | 2056-05-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F050650<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   5359624 | PA      | $5280574.91   | 3.17%             | 2056-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F052656<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3964880 | PA      | $3984902.64   | 2.40%             | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F052656<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |     -1300 | PA      | $-1306.57     | -0.00%            | 2056-05-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F052664<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3964420 | PA      | $3980000.17   | 2.39%             | 2056-06-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F060659<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3467000 | PA      | $3538836.24   | 2.13%             | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F060659<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |   -558417 | PA      | $-569987.40   | -0.34%            | 2056-05-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F060667<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    558417 | PA      | $569406.65    | 0.34%             | 2056-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                              | CUSIP: 01F062655<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153000 | PA      | $158699.25    | 0.10%             | 2056-05-25      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class F                | CUSIP: 02007G4G5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242859 | PA      | $245349.66    | 0.15%             | 2032-09-15      | Fixed         | 8.04%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class E                | CUSIP: 02007G5H2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176642 | PA      | $175355.80    | 0.11%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                      | Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class E                | CUSIP: 02007G6S7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    573043 | PA      | $569318.95    | 0.34%             | 2033-09-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                    | Alpha Generation LLC                                                      | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    736000 | PA      | $730969.15    | 0.44%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| American Electric Power Co., Inc.                       | American Electric Power Co., Inc.                                         | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    298000 | PA      | $292746.71    | 0.18%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Amur Equipment Finance Receivables XV LLC               | Amur Equipment Finance Receivables XV LLC, Series 2025-1A, Class D        | CUSIP: 03237FAE5<br>LEI: 254900UXD59DZRJ7U848 | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $276218.86    | 0.17%             | 2032-08-20      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                  | Antero Resources Corp.                                                    | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    377000 | PA      | $370270.55    | 0.22%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                               | Apollo Debt Solutions BDC                                                 | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     81000 | PA      | $80137.93     | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo 2 LLC                                    | APLD ComputeCo 2 LLC                                                      | CUSIP: 03772CAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    639000 | PA      | $632645.30    | 0.38%             | 2031-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AppLovin Corp.                                          | AppLovin Corp.                                                            | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    512000 | PA      | $511803.69    | 0.31%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                      | Aretec Group, Inc.                                                        | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    229000 | PA      | $242535.27    | 0.15%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC                                                               | CUSIP: 045941AB7<br>LEI: 549300KNQVXGIOXWK278 | Long             | DBT              | CORP              | US        |    206000 | PA      | $203241.23    | 0.12%             | 2034-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                          | Atlas Warehouse Lending Co. LP                                            | CUSIP: 049463AG7<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $245829.81    | 0.15%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                          | Atlas Warehouse Lending Co. LP                                            | CUSIP: 049463AH5<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $244479.75    | 0.15%             | 2033-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                    | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class E736                        | CUSIP: 05494BAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    327626 | PA      | $312008.99    | 0.19%             | 2052-09-27      | Variable      | 0.89%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                    | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class EK73                        | CUSIP: 05494BAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    243129 | PA      | $191336.57    | 0.12%             | 2051-02-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Re-REMIC Trust                                    | BAMLL Re-REMIC Trust, Series 2025-FRR5, Class EK86                        | CUSIP: 05494BBJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    257817 | PA      | $203524.63    | 0.12%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BLP Commercial Mortgage Trust                           | BLP Commercial Mortgage Trust, Series 2025-IND2, Class E                  | CUSIP: 05556WAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    870000 | PA      | $870758.94    | 0.52%             | 2042-12-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                               | BPR Trust, Series 2024-PMDW, Class E                                      | CUSIP: 05592VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    360000 | PA      | $333512.16    | 0.20%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-ROIC, Class E                                       | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    293781 | PA      | $293528.25    | 0.18%             | 2030-03-15      | Floating      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                             | BXHPP Trust, Series 2021-FILM, Class A                                    | CUSIP: 05609JAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $111453.77    | 0.07%             | 2036-08-15      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| BXHPP Trust                                             | BXHPP Trust, Series 2021-FILM, Class B                                    | CUSIP: 05609JAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    375000 | PA      | $349114.81    | 0.21%             | 2036-08-15      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-MF, Class C                     | CUSIP: 05612EAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    148756 | PA      | $149071.62    | 0.09%             | 2039-02-15      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2024-CNYN, Class D                                       | CUSIP: 05612HAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    734351 | PA      | $734388.81    | 0.44%             | 2041-04-15      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2024-VLT4, Class E                                       | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    355015 | PA      | $349686.87    | 0.21%             | 2041-06-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-BIO2, Class D                   | CUSIP: 05613GAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    888000 | PA      | $849430.71    | 0.51%             | 2041-08-13      | Variable      | 7.97%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-AIR2, Class D                   | CUSIP: 05613QAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    403815 | PA      | $404587.14    | 0.24%             | 2041-10-15      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                 | Bayview Opportunity Master Fund VII LLC, Series 2024-EDU1, Class D        | CUSIP: 07336PAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     74197 | PA      | $75136.65     | 0.05%             | 2047-06-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                 | Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class E        | CUSIP: 07336QAE2<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    307566 | PA      | $310257.34    | 0.19%             | 2031-12-26      | Floating      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                 | Bayview Opportunity Master Fund VII LLC, Series 2025-EDU1, Class C        | CUSIP: 07337GAC7<br>LEI: 2549001VJ64UFK8PZA41 | Long             | ABS-O            | CORP              | US        |    200893 | PA      | $201118.81    | 0.12%             | 2048-07-27      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                           | BioMarin Pharmaceutical, Inc.                                             | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      6823 | NS      | $367827.93    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                           | BioMarin Pharmaceutical, Inc.                                             | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    200000 | PA      | $198593.66    | 0.12%             | 2034-02-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Black Pearl Compute LLC                                 | Black Pearl Compute LLC                                                   | CUSIP: 09216NAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    617000 | PA      | $626000.65    | 0.38%             | 2031-02-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                               | Booz Allen Hamilton, Inc.                                                 | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    199000 | PA      | $200532.58    | 0.12%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma, Inc.                                  | Bridgebio Pharma, Inc.                                                    | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    461000 | PA      | $457496.40    | 0.28%             | 2033-02-01      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                      | Burford Capital Global Finance LLC                                        | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    642000 | PA      | $527630.91    | 0.32%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: —       |
| Burford Capital Global Finance LLC                      | Burford Capital Global Finance LLC                                        | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $169000.00    | 0.10%             | 2034-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Business Jet Securities LLC                             | Business Jet Securities LLC, Series 2024-1A, Class C                      | CUSIP: 12327CAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    141663 | PA      | $144237.07    | 0.09%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B                   | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     63514 | PA      | $63604.62     | 0.04%             | 2039-12-15      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-GPA3, Class C                   | CUSIP: 123910AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1089150 | PA      | $1090849.85   | 0.66%             | 2039-12-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-VLT7, Class E                                       | CUSIP: 123913AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    808000 | PA      | $806550.50    | 0.48%             | 2044-07-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2026-CSMO, Class C                   | CUSIP: 12433LAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100434.07    | 0.06%             | 2043-02-15      | Floating      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2026-CSMO, Class D                   | CUSIP: 12433LAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $100291.76    | 0.06%             | 2043-02-15      | Floating      | 6.10%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2026-CART, Class D                                       | CUSIP: 12433MAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $289816.43    | 0.17%             | 2036-02-15      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2026-XL6, Class D                    | CUSIP: 12433NAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $288550.82    | 0.17%             | 2043-03-15      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2026-XL6, Class E                    | CUSIP: 12433NAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    103000 | PA      | $102520.52    | 0.06%             | 2043-03-15      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| CMS Energy Corp.                                        | CMS Energy Corp.                                                          | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    411000 | PA      | $421100.74    | 0.25%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| COOPR Residential Mortgage Trust                        | COOPR Residential Mortgage Trust, Series 2025-CES1, Class A1A             | CUSIP: 12596SAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    690313 | PA      | $694311.09    | 0.42%             | 2060-05-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                        | CVS Health Corp.                                                          | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    267000 | PA      | $276618.94    | 0.17%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                        | CVS Health Corp.                                                          | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $175340.42    | 0.11%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                             | Caesars Entertainment, Inc.                                               | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Long             | EC               | CORP              | US        |      5248 | NS      | $145894.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                             | Caesars Entertainment, Inc.                                               | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    575000 | PA      | $515333.73    | 0.31%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Capital One Financial Corp.                             | Capital One Financial Corp., Series M                                     | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377026.99    | 0.23%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    273000 | PA      | $278030.17    | 0.17%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| Carnival Corp.                                          | Carnival Corp.                                                            | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    343000 | PA      | $344724.60    | 0.21%             | 2032-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                             | Carvana Co.                                                               | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    939000 | PA      | $863880.00    | 0.52%             | 2029-09-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                             | Carvana Co.                                                               | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    558227 | PA      | $580697.74    | 0.35%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                          | Carvana Auto Receivables Trust, Series 2021-N3, Class E                   | CUSIP: 14687GAF2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    246432 | PA      | $241123.62    | 0.14%             | 2028-06-12      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| Caturus Energy LLC                                      | Caturus Energy LLC                                                        | CUSIP: 149482AA9<br>LEI: 254900LM244SIFQ1QY31 | Long             | DBT              | CORP              | US        |    315000 | PA      | $315868.73    | 0.19%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                | CenterPoint Energy, Inc.                                                  | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    406000 | PA      | $404331.91    | 0.24%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Century Communities, Inc.                               | Century Communities, Inc.                                                 | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |    169000 | PA      | $168151.45    | 0.10%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                       | CIFC Funding Ltd., Series 2019-7A, Class A1R                              | CUSIP: 171935AA7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1227000 | PA      | $1229102.46   | 0.74%             | 2038-10-19      | Floating      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc.                                                           | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $208333.65    | 0.13%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc., Series JJ                                                | CUSIP: 172967QK0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    506000 | PA      | $508820.44    | 0.31%             | 2031-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                             | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $373283.80    | 0.22%             | 2033-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                                | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    612000 | PA      | $600913.71    | 0.36%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Cogent Biosciences, Inc.                                | Cogent Biosciences, Inc.                                                  | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $138469.50    | 0.08%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                       | Compass Datacenters Issuer II LLC, Series 2025-1A, Class B1               | CUSIP: 20469CAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    443000 | PA      | $436826.29    | 0.26%             | 2050-05-25      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1B2           | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1080312.50   | 0.65%             | 2043-07-25      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R02, Class 2B2           | CUSIP: 20754KAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70000 | PA      | $71755.30     | 0.04%             | 2041-11-25      | Floating      | 9.85%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2022-R01, Class 1B2           | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389503 | PA      | $400332.37    | 0.24%             | 2041-12-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2022-R07, Class 1B2           | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    260263 | PA      | $290416.03    | 0.17%             | 2042-06-25      | Floating      | 15.65%                | 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        |    243000 | PA      | $249865.74    | 0.15%             | 2042-05-25      | Floating      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2           | CUSIP: 20754RAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     95000 | PA      | $96952.19     | 0.06%             | 2041-10-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1B1           | CUSIP: 20754TAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    830000 | PA      | $838438.14    | 0.50%             | 2045-02-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1B1           | CUSIP: 20755JAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    212536 | PA      | $211526.49    | 0.13%             | 2045-01-25      | Floating      | 5.35%                 | 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        |     43618 | PA      | $43676.26     | 0.03%             | 2044-09-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                     | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2B1           | CUSIP: 207941AF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1425000 | PA      | $1467121.25   | 0.88%             | 2044-03-25      | Floating      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                         | CoreWeave, Inc.                                                           | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    440000 | PA      | $442547.84    | 0.27%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                           | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2092000 | PA      | $1889107.38   | 1.14%             | 2056-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                           | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204000 | PA      | $190121.68    | 0.11%             | 2056-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                           | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96000 | PA      | $95180.45     | 0.06%             | 2056-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                           | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68000 | PA      | $68470.56     | 0.04%             | 2056-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cyprium Corp.                                           | Cyprium Corp.                                                             | CUSIP: 23292NAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    446000 | PA      | $445433.83    | 0.27%             | 2034-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream, Inc.                                      | DT Midstream, Inc.                                                        | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $211105.86    | 0.13%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Esab Corp.                                              | Esab Corp.                                                                | CUSIP: 29605JAB2<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    327000 | PA      | $330011.29    | 0.20%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust                     | Exeter Automobile Receivables Trust, Series 2024-3A, Class E              | CUSIP: 30165AAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95000 | PA      | $97844.73     | 0.06%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Exeter Select Automobile Receivables Trust              | Exeter Select Automobile Receivables Trust, Series 2025-2, Class D        | CUSIP: 30185EAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149285.69    | 0.09%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2025-ESH, Class D                     | CUSIP: 30227TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    921719 | PA      | $924969.37    | 0.56%             | 2042-10-15      | Floating      | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2025-ESH, Class E                     | CUSIP: 30227TAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210926 | PA      | $211793.13    | 0.13%             | 2042-10-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2025-ESH, Class F                     | CUSIP: 30227TAL4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    112687 | PA      | $113202.72    | 0.07%             | 2042-10-15      | Floating      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2026-ESH2, Class E                    | CUSIP: 30227WAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    281144 | PA      | $282196.58    | 0.17%             | 2043-02-15      | Floating      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Extended Stay America Trust                             | Extended Stay America Trust, Series 2026-ESH2, Class F                    | CUSIP: 30227WAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    141042 | PA      | $141638.46    | 0.09%             | 2043-02-15      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| FREMF Mortgage Trust                                    | FREMF Mortgage Trust, Series 2023-K511, Class C                           | CUSIP: 30334FAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    162000 | PA      | $152183.11    | 0.09%             | 2028-11-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                        | FHF Issuer Trust, Series 2025-1A, Class C                                 | CUSIP: 30340RAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305000 | PA      | $298831.07    | 0.18%             | 2031-08-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                        | FHF Issuer Trust, Series 2025-1A, Class D                                 | CUSIP: 30340RAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    193000 | PA      | $187611.08    | 0.11%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| FHF Issuer Trust                                        | FHF Issuer Trust, Series 2025-2A, Class A2                                | CUSIP: 30343DAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    543000 | PA      | $546254.00    | 0.33%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| EF Holdco                                               | EF Holdco                                                                 | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $392468.56    | 0.24%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust, Series 2024-HE6, Class C                                     | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    361644 | PA      | $362637.75    | 0.22%             | 2054-12-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                             | First Quantum Minerals Ltd.                                               | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    429000 | PA      | $441061.76    | 0.27%             | 2034-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                             | First Quantum Minerals Ltd.                                               | CUSIP: 335934AY1<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    284000 | PA      | $279191.26    | 0.17%             | 2036-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNA LLC                                                 | FNA LLC, Series 2026-1, Class A                                           | CUSIP: 34411JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99958.46     | 0.06%             | 2046-04-16      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Fora Financial Asset Securitization LLC                 | Fora Financial Asset Securitization LLC, Series 2024-1A, Class A          | CUSIP: 34512PAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    330000 | PA      | $330626.74    | 0.20%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  2 | On Loan: No      |
| Foundation Finance Trust                                | Foundation Finance Trust, Series 2023-2A, Class D                         | CUSIP: 35042RAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187768 | PA      | $197854.41    | 0.12%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR Trust                                       | FHLMC STACR Trust, Series 2018-DNA3, Class B2                             | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | CORP              | US        |     84000 | PA      | $95443.22     | 0.06%             | 2048-09-25      | Floating      | 11.51%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-DNA3, Class B2                       | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | CORP              | US        |     20164 | PA      | $25432.89     | 0.02%             | 2033-10-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class M2                       | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |    277867 | PA      | $279031.60    | 0.17%             | 2041-09-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-HQA3, Class B2                       | CUSIP: 35564KKL2<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | CORP              | US        |   1029341 | PA      | $1047676.14   | 0.63%             | 2041-09-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class B2                       | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |    476492 | PA      | $489726.49    | 0.29%             | 2041-10-25      | Floating      | 11.15%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class B2                       | CUSIP: 35564KNE5<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |   1162500 | PA      | $1201986.87   | 0.72%             | 2041-11-25      | Floating      | 11.45%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2021-HQA4, Class B2                       | CUSIP: 35564KPP8<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | CORP              | US        |   1650945 | PA      | $1704380.90   | 1.02%             | 2041-12-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2022-DNA2, Class B2                       | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | CORP              | US        |    507575 | PA      | $535624.44    | 0.32%             | 2042-02-25      | Floating      | 12.15%                | 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        |    110607 | PA      | $110623.85    | 0.07%             | 2044-10-25      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                 | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M2                       | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $349964.85    | 0.21%             | 2045-02-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC                                                   | FHLMC STACR Trust, Series 2020-HQA5, Class B2                             | CUSIP: 35565TBE8<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | CORP              | US        |    205047 | PA      | $249214.58    | 0.15%             | 2050-11-25      | Floating      | 11.05%                | Yes           |                  2 | On Loan: No      |
| GLP Capital LP                                          | GLP Capital LP                                                            | CUSIP: 361841AX7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    223000 | PA      | $219157.40    | 0.13%             | 2036-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GWT                                                     | GWT, Series 2024-WLF2, Class D                                            | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1334932.00   | 0.80%             | 2041-05-15      | Floating      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| GWT                                                     | GWT, Series 2024-WLF2, Class E                                            | CUSIP: 362414AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    171000 | PA      | $171263.83    | 0.10%             | 2041-05-15      | Floating      | 7.29%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Corp. Trust                      | GS Mortgage Securities Corp. Trust, Series 2025-800D, Class A             | CUSIP: 36273XAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    330000 | PA      | $330006.36    | 0.20%             | 2041-11-25      | Floating      | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Galaxy Senior Participation Interest Trust 1            | Galaxy Senior Participation Interest Trust 1                              | CUSIP: 362922AA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    404252 | PA      | $406413.16    | 0.24%             | 2026-07-31      | Floating      | 2.38%                 | No            |                  3 | On Loan: No      |
| Garda World Security Corp.                              | Garda World Security Corp.                                                | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $211465.82    | 0.13%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                      | General Motors Financial Co., Inc., Series A                              | CUSIP: 37045XCA2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    504000 | PA      | $499662.88    | 0.30%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| GGP Trust                                               | GGP Trust, Series 2026-2PAK, Class A                                      | CUSIP: 37441HAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    468000 | PA      | $465836.11    | 0.28%             | 2043-04-10      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust, Series 2024-WOLF, Class D                               | CUSIP: 39152MAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    154000 | PA      | $154628.95    | 0.09%             | 2039-03-15      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Great Wolf Trust                                        | Great Wolf Trust, Series 2024-WOLF, Class G                               | CUSIP: 39152MAN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    117000 | PA      | $117869.76    | 0.07%             | 2039-03-15      | Floating      | 9.09%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                                  | HLF Financing Sarl LLC                                                    | CUSIP: 40390DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    323000 | PA      | $303719.53    | 0.18%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                                  | HLF Financing Sarl LLC                                                    | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    541000 | PA      | $552575.30    | 0.33%             | 2033-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                            | Hess Midstream Operations LP                                              | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    612000 | PA      | $593552.58    | 0.36%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust, Series 2025-1A, Class C                     | CUSIP: 43283CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    227652 | PA      | $228285.24    | 0.14%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                     | Hilton Grand Vacations Borrower LLC                                       | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    527000 | PA      | $487694.50    | 0.29%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                            | Hilton Grand Vacations Trust, Series 2025-2A, Class C                     | CUSIP: 43285JAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    295452 | PA      | $293307.77    | 0.18%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                    | Howard Midstream Energy Partners LLC                                      | CUSIP: 442722AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    346000 | PA      | $351983.72    | 0.21%             | 2034-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Hudsons Bay Simon JV Trust                              | Hudsons Bay Simon JV Trust, Series 2015-HB10, Class A10                   | CUSIP: 44422PBN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    238000 | PA      | $228446.75    | 0.14%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Humana, Inc.                                            | Humana, Inc.                                                              | CUSIP: 444859CE0<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    724000 | PA      | $713395.49    | 0.43%             | 2056-09-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class D          | CUSIP: 44644NAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124637 | PA      | $125972.02    | 0.08%             | 2032-05-20      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class D          | CUSIP: 44644NAR0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    388134 | PA      | $388440.97    | 0.23%             | 2033-09-20      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                | Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class D          | CUSIP: 44644NAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    608380 | PA      | $608374.00    | 0.37%             | 2034-02-20      | Floating      | 8.14%                 | Yes           |                  2 | On Loan: No      |
| ITT Holdings LLC                                        | ITT Holdings LLC                                                          | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    834000 | PA      | $822148.61    | 0.49%             | 2029-08-01      | Fixed         | 6.50%                 | 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      | $-5392.18     | -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      | $99308.75     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | ETRS                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    149180 | PA      | $8711.50      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        | -15000000 | PA      | $-12943.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                     | CDIO                                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | FR        |  15000000 | PA      | $91719.42     | 0.06%             |  |  |  | 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      | $-3365.01     | -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      | $42.59        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infinity Natural Resources LLC                          | Infinity Natural Resources LLC                                            | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |    193000 | PA      | $196262.86    | 0.12%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JPMorgan Chase Bank NA, Series 2020-CL1, Class M1                         | CUSIP: 46591HAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    829251 | PA      | $853440.44    | 0.51%             | 2057-10-25      | Floating      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                  | JPMorgan Chase Bank NA, Series 2020-CL1, Class M2                         | CUSIP: 46591HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    630243 | PA      | $650427.17    | 0.39%             | 2057-10-25      | Floating      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| JH North America Holdings, Inc.                         | JH North America Holdings, Inc.                                           | CUSIP: 46593WAA3<br>LEI: 254900A6FXA0D81TL967 | Long             | DBT              | CORP              | US        |    358000 | PA      | $357835.03    | 0.22%             | 2031-01-31      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co.                                                      | CUSIP: 46647PFP6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    526000 | PA      | $522856.83    | 0.31%             | 2037-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $25.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group                                       | Jane Street Group                                                         | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $684189.13    | 0.41%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Emerging Markets Debt Hard Currency ETF | Janus Henderson Emerging Markets Debt Hard Currency ETF                   | CUSIP: 47103U738<br>LEI: 529900QLTSH6GU0R4M68 | Long             |  | RF                | US        |    132061 | NS      | $7051885.72   | 4.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Jersey Mike's Funding                                   | Jersey Mike's Funding, Series 2025-1A, Class A2                           | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348250 | PA      | $347582.29    | 0.21%             | 2055-08-16      | Fixed         | 5.61%                 | 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      | $281.16       | 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      | $-9668.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co., Series KK                                           | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    441000 | PA      | $440198.09    | 0.26%             | 2026-06-01      | Variable      | 3.65%                 | 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      | $1542.90      | 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      | $1380.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rad CLO 10 Ltd.                                         | Rad CLO 10 Ltd., Series 2021-10A, Class A                                 | CUSIP: 48662LAA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |   1050000 | PA      | $1050426.20   | 0.63%             | 2034-04-23      | Floating      | 5.10%                 | 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      | $-6562.09     | -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      | $-8541.59     | -0.01%            |  |  |  | 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      | $3596.73      | 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      | $1830.38      | 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      | $-12352.63    | -0.01%            |  |  |  | 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      | $286.76       | 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      | $5629.86      | 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      | $136.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                   | Kioxia Holdings Corp.                                                     | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    353000 | PA      | $369012.67    | 0.22%             | 2033-07-24      | Fixed         | 6.62%                 | 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      | $-20395.99    | -0.01%            |  |  |  | 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      | $143.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kodiak Gas Services LLC                                 | Kodiak Gas Services LLC                                                   | CUSIP: 50012LAF1<br>LEI: 549300ZQBRWEUOVOM131 | Long             | DBT              | CORP              | US        |    296000 | PA      | $298150.71    | 0.18%             | 2031-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Kohl's Corp.                                            | Kohl's Corp.                                                              | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |    476000 | PA      | $515025.34    | 0.31%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                         | LGI Homes, Inc.                                                           | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    652000 | PA      | $591430.05    | 0.36%             | 2029-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                         | LGI Homes, Inc.                                                           | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    112000 | PA      | $107336.73    | 0.06%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| LHOME Mortgage Trust                                    | LHOME Mortgage Trust, Series 2024-RTL2, Class A1                          | CUSIP: 50205JAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $325393.58    | 0.20%             | 2029-03-25      | Variable      | 7.13%                 | 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      | $1798.96      | 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      | $301.63       | 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      | $-1088.59     | -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      | $-17712.58    | -0.01%            |  |  |  | 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      | $35.63        | 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      | $-115.56      | -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      | $466.11       | 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      | $3648.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                 | Latam Airlines Group SA                                                   | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    473000 | PA      | $480095.00    | 0.29%             | 2031-01-07      | Fixed         | 7.62%                 | 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      | $-149.40      | -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      | $10.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust, Series 2026-1A, Class A2                   | CUSIP: 525952AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    174604 | PA      | $174711.12    | 0.11%             | 2030-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust, Series 2026-1A, Class B                    | CUSIP: 525952AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     29101 | PA      | $28925.72     | 0.02%             | 2030-12-16      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Lendbuzz Securitization Trust                           | Lendbuzz Securitization Trust, Series 2026-1A, Class C                    | CUSIP: 525952AD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37285 | PA      | $37182.80     | 0.02%             | 2031-09-15      | Fixed         | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                 | Level 3 Financing, Inc.                                                   | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    406000 | PA      | $380982.28    | 0.23%             | 2029-07-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                 | Level 3 Financing, Inc.                                                   | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115135 | PA      | $118822.99    | 0.07%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                 | Level 3 Financing, Inc.                                                   | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    388000 | PA      | $415552.27    | 0.25%             | 2036-01-15      | Fixed         | 8.50%                 | 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      | $756.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Libra Solutions LLC                                     | Libra Solutions LLC, Series 2025-1A, Class B                              | CUSIP: 53161AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997186.40    | 0.60%             | 2039-08-15      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                  | LifePoint Health, Inc.                                                    | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    788000 | PA      | $806518.00    | 0.48%             | 2032-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lightpath Fiber Issuer LLC                              | Lightpath Fiber Issuer LLC, Series 2026-1A, Class A2                      | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    733000 | PA      | $733791.01    | 0.44%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                 | Bath & Body Works, Inc.                                                   | CUSIP: 532716AK3<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |    589000 | PA      | $572393.68    | 0.34%             | 2033-03-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Lmdv Issuer Co. LLC                                     | Lmdv Issuer Co. LLC, Series 2025-1A, Class B                              | CUSIP: 538908AC8<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    301000 | PA      | $298059.21    | 0.18%             | 2055-12-15      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Lmdv Issuer Co. LLC                                     | Lmdv Issuer Co. LLC, Series 2025-1A, Class C                              | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    214000 | PA      | $215857.52    | 0.13%             | 2055-12-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                   | Long Ridge Energy LLC                                                     | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    248000 | PA      | $265065.13    | 0.16%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Luxury Lease Partners Auto Lease Trust                  | Luxury Lease Partners Auto Lease Trust, Series 2025-A, Class A            | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490708 | PA      | $488979.49    | 0.29%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                            | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    384000 | PA      | $378432.19    | 0.23%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| MHP                                                     | MHP, Series 2021-STOR, Class F                                            | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324805.26    | 0.20%             | 2038-07-15      | Floating      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| MHP                                                     | MHP, Series 2022-MHIL, Class G                                            | CUSIP: 55293DAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801289.28    | 0.48%             | 2027-01-15      | Floating      | 7.61%                 | Yes           |                  2 | On Loan: No      |
| MKT Mortgage Trust                                      | MKT Mortgage Trust, Series 2020-525M, Class A                             | CUSIP: 55316PAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    482000 | PA      | $435534.26    | 0.26%             | 2040-02-12      | Fixed         | 2.69%                 | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                         | Marex Group plc                                                           | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72128.02     | 0.04%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                         | Marex Group plc                                                           | CUSIP: 566539AD4<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |    517000 | PA      | $516535.32    | 0.31%             | 2031-04-21      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Marlette Funding Trust                                  | Marlette Funding Trust, Series 2025-1A, Class D                           | CUSIP: 570920AD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    348000 | PA      | $348937.69    | 0.21%             | 2035-07-16      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Matador Resources Co.                                   | Matador Resources Co.                                                     | CUSIP: 576485AJ5<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |    117000 | PA      | $117444.60    | 0.07%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                        | Maxam Prill Sarl                                                          | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    661000 | PA      | $683145.48    | 0.41%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Ziggo BV                                                | Ziggo BV, First Lien Term Loan H                                          | CUSIP: N9833RAH2<br>LEI: 213800TQASLF9JXH5J59 | Long             | LON              | CORP              | NL        |    500000 | PA      | $578143.56    | 0.35%             | 2029-01-31      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                      | MetroNet Infrastructure Issuer LLC, Series 2026-1A, Class C               | CUSIP: 59170JBL1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    229000 | PA      | $229781.10    | 0.14%             | 2056-04-20      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                               | Michaels Cos., Inc. (The)                                                 | CUSIP: 59408QAB2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |    263000 | PA      | $259725.62    | 0.16%             | 2033-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                             | Midcontinent Communications                                               | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    321000 | PA      | $302102.18    | 0.18%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                               | Millrose Properties, Inc.                                                 | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $306867.49    | 0.18%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties, Inc.                               | Millrose Properties, Inc.                                                 | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $270178.59    | 0.16%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                  | Mineral Resources Ltd.                                                    | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |    176000 | PA      | $173787.18    | 0.10%             | 2034-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                         | Mohegan Tribal Gaming Authority                                           | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    347000 | PA      | $361225.29    | 0.22%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Tribal Gaming Authority                         | Mohegan Tribal Gaming Authority                                           | CUSIP: 60832QAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    420000 | PA      | $450744.84    | 0.27%             | 2031-04-15      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                            | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    543000 | PA      | $551511.34    | 0.33%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                          | Morgan Stanley                                                            | CUSIP: 61748UAW2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    435000 | PA      | $433935.45    | 0.26%             | 2032-04-16      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                           | MTN Commercial Mortgage Trust, Series 2022-LPFL, Class F                  | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $649234.76    | 0.39%             | 2039-03-15      | Floating      | 8.95%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                           | MTN Commercial Mortgage Trust, Series 2026-LPFX, Class E                  | CUSIP: 624944AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    159000 | PA      | $158562.24    | 0.10%             | 2043-05-15      | Variable      | 6.46%                 | Yes           |                  2 | On Loan: No      |
| MVW LLC                                                 | MVW LLC, Series 2025-1A, Class C                                          | CUSIP: 627924AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    225717 | PA      | $227621.15    | 0.14%             | 2042-09-22      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                          | NCL Corp. Ltd.                                                            | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    612000 | PA      | $595671.96    | 0.36%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                          | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377399.55    | 0.23%             | 2036-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                          | CUSIP: 629377DG4<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    523000 | PA      | $521023.86    | 0.31%             | 2036-05-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Navient Corp.                                           | Navient Corp.                                                             | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    244000 | PA      | $242429.74    | 0.15%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                           | Navient Corp.                                                             | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    256000 | PA      | $246048.28    | 0.15%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                    | Risewell Homes, Inc.                                                      | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     73000 | PA      | $75744.87     | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Risewell Homes, Inc.                                    | Risewell Homes, Inc.                                                      | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    557000 | PA      | $569099.79    | 0.34%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                     | Rithm Capital Corp.                                                       | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $281288.00    | 0.17%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                     | Rithm Capital Corp.                                                       | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    375000 | PA      | $375272.63    | 0.23%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                     | New Residential Mortgage Loan Trust, Series 2024-RTL1, Class A2           | CUSIP: 64831PAB1<br>LEI: 213800CVLC5IFCJL6C96 | Long             | ABS-MBS          | CORP              | US        |    323000 | PA      | $325896.02    | 0.20%             | 2039-03-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| NRM FHT1 Excess Owner LLC                               | NRM FHT1 Excess Owner LLC, Series 2025-FHT1, Class A                      | CUSIP: 64832EAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    545050 | PA      | $550529.18    | 0.33%             | 2032-03-25      | Variable      | 6.55%                 | Yes           |                  2 | On Loan: No      |
| Spa Holdings 3 Oy                                       | Spa Holdings 3 Oy, First Lien Term Loan B                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FI        |    208368 | PA      | $206805.56    | 0.12%             | 2028-02-04      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Inizio Group Ltd.                                       | Inizio Group Ltd., First Lien Term Loan                                   | CUSIP: 12509YAE6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    367000 | PA      | $332135.00    | 0.20%             | 2028-08-21      | Variable      | 8.05%                 | No            |                  2 | On Loan: No      |
| Octagon 75 Ltd.                                         | Octagon 75 Ltd., Series 2025-1A, Class D2                                 | CUSIP: 67579EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $702715.79    | 0.42%             | 2038-01-22      | Floating      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                          | Olympus Water US Holding Corp., Series 144*                               | CUSIP: 681639AE0<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |    200000 | PA      | $195488.56    | 0.12%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| 1301 Trust                                              | 1301 Trust, Series 2025-1301, Class D                                     | CUSIP: 682461AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $302593.43    | 0.18%             | 2042-08-11      | Variable      | 6.43%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                   | OneMain Finance Corp.                                                     | CUSIP: 682691AM2<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    336000 | PA      | $329087.41    | 0.20%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                   | OneMain Finance Corp.                                                     | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     29000 | PA      | $28524.34     | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PRPM LLC                                                | PRPM LLC, Series 2025-2, Class A1                                         | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    579913 | PA      | $579013.83    | 0.35%             | 2030-05-25      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| PR RNO Property Owner 1 LLC                             | PR RNO Property Owner 1 LLC                                               | CUSIP: 69393LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    381000 | PA      | $377652.49    | 0.23%             | 2031-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Dermatology Intermediate Holdings III, Inc.             | Dermatology Intermediate Holdings III, Inc., First Lien Term Loan         | CUSIP: 24982LAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    275703 | PA      | $261918.14    | 0.16%             | 2029-03-26      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                               | Park River Holdings, Inc.                                                 | CUSIP: 70082LAD9<br>LEI: 254900PGY077KWCROT75 | Long             | DBT              | CORP              | US        |    233688 | PA      | $220041.43    | 0.13%             | 2030-12-31      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Penn Entertainment, Inc.                                | Penn Entertainment, Inc.                                                  | CUSIP: 707569AY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    849000 | PA      | $841991.94    | 0.51%             | 2031-04-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                       | PennyMac Financial Services, Inc.                                         | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Long             | EC               | CORP              | US        |      2515 | NS      | $227079.35    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| PennyMac Financial Services, Inc.                       | PennyMac Financial Services, Inc.                                         | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    458000 | PA      | $443267.74    | 0.27%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                   | Pilgrim's Pride Corp.                                                     | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    131000 | PA      | $137360.84    | 0.08%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PNW Trust                                               | PNW Trust, Series 2026-ARTE, Class D                                      | CUSIP: 73020TAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $154618.50    | 0.09%             | 2041-04-15      | Floating      | 7.16%                 | Yes           |                  2 | On Loan: No      |
| PRET LLC                                                | PRET LLC, Series 2025-NPL4, Class A1                                      | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    898969 | PA      | $899586.69    | 0.54%             | 2055-04-25      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Prima Capital CRE Securitization Ltd.                   | Prima Capital CRE Securitization Ltd., Series 2019-1S, Class C            | CUSIP: 74166KAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | KY        |    175000 | PA      | $146298.34    | 0.09%             | 2033-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PRM7 Trust                                              | PRM7 Trust, Series 2025-PRM7, Class E                                     | CUSIP: 74290HAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    278000 | PA      | $279205.31    | 0.17%             | 2042-11-10      | Variable      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS I LLC                                    | QTS Issuer ABS I LLC, Series 2025-1A, Class B                             | CUSIP: 74690DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248000 | PA      | $240992.64    | 0.14%             | 2055-05-25      | Fixed         | 5.93%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                   | QTS Issuer ABS II LLC, Series 2026-1A, Class B                            | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    392305 | PA      | $385987.70    | 0.23%             | 2056-01-05      | Fixed         | 6.73%                 | Yes           |                  2 | On Loan: No      |
| Qwest Capital Funding, Inc.                             | Qwest Capital Funding, Inc.                                               | CUSIP: 74913EAJ9<br>LEI: 254900Q1JFIRSP11XI34 | Long             | DBT              | CORP              | US        |    151000 | PA      | $144442.07    | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2026-CES4, Class M1A                          | CUSIP: 74940CAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $259025.69    | 0.16%             | 2056-04-25      | Variable      | 5.94%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2026-CES2, Class M1A                          | CUSIP: 74940EAE7<br>LEI: 254900JZ559190WVJ551 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $148399.69    | 0.09%             | 2056-02-25      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2024-CES9, Class A1B                          | CUSIP: 749426AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    248229 | PA      | $248788.34    | 0.15%             | 2044-12-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust                                     | RCKT Mortgage Trust, Series 2025-CES5, Class A1A                          | CUSIP: 74942CAA7<br>LEI: 2549008EA2IHW9G2TZ48 | Long             | ABS-O            | CORP              | US        |    192862 | PA      | $194011.61    | 0.12%             | 2055-05-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| RKTL                                                    | RKTL, Series 2026-1A, Class D                                             | CUSIP: 74990JAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    234000 | PA      | $230369.89    | 0.14%             | 2035-02-26      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                         | Rand Parent LLC                                                           | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $492367.03    | 0.30%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Raven Acquisition Holdings LLC                          | Raven Acquisition Holdings LLC                                            | CUSIP: 75420NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    318000 | PA      | $314788.71    | 0.19%             | 2031-11-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                         | Reach ABS Trust, Series 2025-2A, Class C                                  | CUSIP: 75525QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149022.27    | 0.09%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Reach ABS Trust                                         | Reach ABS Trust, Series 2024-1A, Class C                                  | CUSIP: 75526PAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    198000 | PA      | $202063.63    | 0.12%             | 2031-02-18      | Fixed         | 6.90%                 | Yes           |                  2 | On Loan: No      |
| Reach Abs Trust                                         | Reach Abs Trust, Series 2026-1A, Class D                                  | CUSIP: 75526XAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $243520.83    | 0.15%             | 2033-02-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust                | Research-Driven Pagaya Motor Asset Trust, Series 2026-R1A, Class A        | CUSIP: 76089TAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    305847 | PA      | $306323.44    | 0.18%             | 2034-07-25      | Fixed         | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust                | Research-Driven Pagaya Motor Asset Trust, Series 2026-R1A, Class B        | CUSIP: 76089TAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    176000 | PA      | $175925.29    | 0.11%             | 2034-07-25      | Fixed         | 6.21%                 | Yes           |                  2 | On Loan: No      |
| Research-Driven Pagaya Motor Asset Trust                | Research-Driven Pagaya Motor Asset Trust, Series 2026-2A, Class A4        | CUSIP: 76091HAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    282000 | PA      | $280725.15    | 0.17%             | 2035-02-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Winterfell Financing SARL                               | Winterfell Financing SARL, First Lien Term Loan B3                        | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    500000 | PA      | $451835.40    | 0.27%             | 2028-05-04      | Variable      | 7.13%                 | No            |                  2 | On Loan: No      |
| Revolution Medicines, Inc.                              | Revolution Medicines, Inc.                                                | CUSIP: 76155XAA8<br>LEI: 549300JU3X0LBCQ65892 | Long             | DBT              | CORP              | US        |    310000 | PA      | $344481.79    | 0.21%             | 2033-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Borrower LLC                          | Rivers Enterprise Borrower LLC                                            | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $359097.02    | 0.22%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX Corp.                                            | ROBLOX Corp.                                                              | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    521000 | PA      | $493485.94    | 0.30%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                            | Royal Caribbean Cruises Ltd.                                              | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    285000 | PA      | $280015.78    | 0.17%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SCG Trust                                               | SCG Trust, Series 2025-SNIP, Class E                                      | CUSIP: 78398JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    290000 | PA      | $290489.48    | 0.17%             | 2042-09-15      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| SF Abs Issuer LLC                                       | SF Abs Issuer LLC, Series 2025-1A, Class A2                               | CUSIP: 784193AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    647000 | PA      | $624825.93    | 0.38%             | 2055-11-25      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                | SCIH Salt Holdings, Inc.                                                  | CUSIP: 78433BAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    586000 | PA      | $581669.46    | 0.35%             | 2029-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                         | SEB Funding LLC, Series 2026-1A, Class A2                                 | CUSIP: 78433DAD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221000 | PA      | $218323.28    | 0.13%             | 2056-01-30      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| SCG Commercial Mortgage Trust                           | SCG Commercial Mortgage Trust, Series 2025-FLWR, Class E                  | CUSIP: 78438AAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $197881.70    | 0.12%             | 2042-08-15      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                             | CUSIP: 78454LAY6<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    331000 | PA      | $339777.79    | 0.20%             | 2032-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                             | CUSIP: 78454LAZ3<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |     65000 | PA      | $65898.63     | 0.04%             | 2034-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| SMRT                                                    | SMRT, Series 2022-MINI, Class E                                           | CUSIP: 78457JAN2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $798021.52    | 0.48%             | 2039-01-15      | Floating      | 6.36%                 | Yes           |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust, Series 2025-DATA, Class E                 | CUSIP: 78489CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    170000 | PA      | $167591.00    | 0.10%             | 2042-02-15      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| SWCH Commercial Mortgage Trust                          | SWCH Commercial Mortgage Trust, Series 2025-DATA, Class F                 | CUSIP: 78489CAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    530000 | PA      | $528670.47    | 0.32%             | 2042-02-15      | Floating      | 7.89%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                       | Star Parent, Inc., First Lien Term Loan                                   | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    206161 | PA      | $206175.56    | 0.12%             | 2030-09-27      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                   | Rocket Software, Inc., First Lien Term Loan                               | CUSIP: 77313DAW1<br>LEI: 549300PVG26ISP5X1556 | Long             | LON              | CORP              | US        |    239397 | PA      | $228006.48    | 0.14%             | 2028-11-28      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Saluds Grade Alternative Mortgage Trust                 | Saluds Grade Alternative Mortgage Trust, Series 2025-RRTL1, Class A2      | CUSIP: 79582NAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99952.74     | 0.06%             | 2040-10-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                 | Saluda Grade Alternative Mortgage Trust, Series 2024-RTL4, Class A1       | CUSIP: 79584CAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       738 | PA      | $736.44       | 0.00%             | 2030-02-25      | Variable      | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                 | Saluda Grade Alternative Mortgage Trust, Series 2026-RTL7, Class A2       | CUSIP: 79584UAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    217000 | PA      | $214901.07    | 0.13%             | 2031-03-25      | Variable      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                  | INEOS US Petrochem LLC, First Lien Term Loan B1                           | CUSIP: G4770MAL8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    290040 | PA      | $265569.70    | 0.16%             | 2029-04-02      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class F           | CUSIP: 80280BAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    672095 | PA      | $689579.94    | 0.41%             | 2033-01-18      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes, Series 2023-B, Class D           | CUSIP: 80290CCD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    158994 | PA      | $161167.96    | 0.10%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class E           | CUSIP: 80290CCM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    334426 | PA      | $338099.70    | 0.20%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                 | Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class E           | CUSIP: 80290CCU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498132.43    | 0.30%             | 2034-01-16      | Fixed         | 6.27%                 | Yes           |                  2 | On Loan: No      |
| Verde Purchaser LLC                                     | Verde Purchaser LLC, First Lien Term Loan                                 | CUSIP: 92338TAB2<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | LON              | CORP              | US        |    250451 | PA      | $241957.98    | 0.15%             | 2030-11-30      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Seagate Data Storage Technology Pte. Ltd.               | Seagate Data Storage Technology Pte. Ltd.                                 | CUSIP: 81180LAL9<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    775000 | PA      | $706645.00    | 0.42%             | 2029-07-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing LLC                                   | DIRECTV Financing LLC, First Lien Term Loan B                             | CUSIP: 25460HAD4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     92233 | PA      | $92391.19     | 0.06%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                | Sierra Timeshare Receivables Funding LLC, Series 2026-1A, Class D         | CUSIP: 82652VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    466203 | PA      | $460690.38    | 0.28%             | 2042-12-22      | Fixed         | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Sierra Timeshare Receivables Funding LLC                | Sierra Timeshare Receivables Funding LLC, Series 2025-1A, Class D         | CUSIP: 82653CAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    254526 | PA      | $251139.94    | 0.15%             | 2042-01-21      | Fixed         | 6.86%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                           | Six Flags Entertainment Corp.                                             | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    454000 | PA      | $447645.45    | 0.27%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                           | Six Flags Entertainment Corp.                                             | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    160000 | PA      | $162664.16    | 0.10%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC, First Lien Term Loan                                    | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    573560 | PA      | $517959.36    | 0.31%             | 2031-07-01      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| SoFi Consumer Loan Program Trust                        | SoFi Consumer Loan Program Trust, Series 2025-3, Class D                  | CUSIP: 83390JAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    713000 | PA      | $714909.90    | 0.43%             | 2034-08-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Bellis Acquisition Co. plc                              | Bellis Acquisition Co. plc, First Lien Term Loan B                        | CUSIP: G3007DAE1<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    500000 | PA      | $534693.79    | 0.32%             | 2031-05-12      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                            | Sotheby's Artfi Master Trust, Series 2026-1A, Class D                     | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    570000 | PA      | $567819.29    | 0.34%             | 2033-06-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| Darktrace Finco US LLC                                  | Darktrace Finco US LLC, First Lien Term Loan                              | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    801346 | PA      | $751766.72    | 0.45%             | 2031-10-09      | Variable      | 6.93%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer LLC                         | Stack Infrastructure Issuer LLC, Series 2026-1A, Class A2                 | CUSIP: 85236KAR3<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |    378000 | PA      | $364803.22    | 0.22%             | 2056-03-27      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SREIT Trust                                             | SREIT Trust, Series 2021-MFP2, Class F                                    | CUSIP: 85236WCQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $164949.05    | 0.10%             | 2036-11-15      | Floating      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                             | Stellantis Finance US, Inc.                                               | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $349504.34    | 0.21%             | 2035-03-18      | Fixed         | 6.45%                 | Yes           |                  2 | On Loan: No      |
| StoneX Group, Inc.                                      | StoneX Group, Inc.                                                        | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    136000 | PA      | $143198.89    | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                               | Sunoco LP                                                                 | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    912000 | PA      | $944427.07    | 0.57%             | 2030-09-18      | Variable      | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sunococorp LLC                                          | Sunococorp LLC                                                            | CUSIP: 86765Q106<br>LEI: 529900W6BS3KGM2OOQ61 | Long             | EC               | CORP              | US        |      5229 | NS      | $348669.72    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Surgery Center Holdings, Inc.                           | Surgery Center Holdings, Inc.                                             | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    242000 | PA      | $241353.93    | 0.15%             | 2032-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Switch ABS Issuer LLC                                   | Switch ABS Issuer LLC, Series 2026-1A, Class A21                          | CUSIP: 871044BA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    642000 | PA      | $644077.57    | 0.39%             | 2056-03-27      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Sword Purchaser LLC                                     | Sword Purchaser LLC                                                       | CUSIP: 87110CAA5<br>LEI: 254900S0VY2QTAITBR94 | Long             | DBT              | CORP              | US        |    225000 | PA      | $228943.18    | 0.14%             | 2034-04-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Synergy Infrastructure Holdings LLC                     | Synergy Infrastructure Holdings LLC                                       | CUSIP: 87191JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    644000 | PA      | $676138.18    | 0.41%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TVC Mortgage Trust                                      | TVC Mortgage Trust, Series 2026-RRTL1, Class A2                           | CUSIP: 87306XAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99450.88     | 0.06%             | 2041-02-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| TVC Mortgage Trust                                      | TVC Mortgage Trust, Series 2026-RRTL1, Class M1                           | CUSIP: 87306XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $99446.31     | 0.06%             | 2041-02-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC                                                   | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    321000 | PA      | $318604.31    | 0.19%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC                                                   | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    394000 | PA      | $395492.01    | 0.24%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC                                                   | CUSIP: 87422VAP3<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    587000 | PA      | $587763.95    | 0.35%             | 2033-05-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                            | Tallgrass Energy Partners LP                                              | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    718000 | PA      | $733642.28    | 0.44%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                       | Taseko Mines Ltd.                                                         | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    218000 | PA      | $228212.43    | 0.14%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding, Inc., First Lien Term Loan B          | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    227000 | PA      | $134924.26    | 0.08%             | 2033-05-09      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| Project Alpha Intermediate Holding, Inc.                | Project Alpha Intermediate Holding, Inc., First Lien Term Loan            | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    250321 | PA      | $196502.03    | 0.12%             | 2030-10-28      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Co. LLC                     | Teva Pharmaceutical Finance Co. LLC                                       | CUSIP: 88163VAD1<br>LEI: 5493006PITD7MU7WW480 | Long             | DBT              | CORP              | US        |    604000 | PA      | $632797.84    | 0.38%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| TEXAS Commercial Mortgage Trust                         | TEXAS Commercial Mortgage Trust, Series 2025-TWR, Class D                 | CUSIP: 88231WAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    271000 | PA      | $264484.88    | 0.16%             | 2042-04-15      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The)                                               | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    269000 | PA      | $270808.49    | 0.16%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Gloves Buyer, Inc.                                      | Gloves Buyer, Inc., First Lien Term Loan                                  | CUSIP: 37987UAG7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    276864 | PA      | $276460.14    | 0.17%             | 2032-05-21      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                    | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class C              | CUSIP: 897926CC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    422822 | PA      | $421818.39    | 0.25%             | 2033-09-26      | Fixed         | 6.81%                 | Yes           |                  2 | On Loan: No      |
| Long Ridge Energy LLC                                   | Long Ridge Energy LLC, First Lien Term Loan B                             | CUSIP: 54288BAB1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    486470 | PA      | $487282.30    | 0.29%             | 2032-02-19      | Variable      | 8.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                                | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    383000 | PA      | $376953.62    | 0.23%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| US Bank NA                                              | US Bank NA, Series 2023-1, Class B                                        | CUSIP: 90357PAV6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34633 | PA      | $34878.32     | 0.02%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Qwest Capital Funding, Inc.                             | Qwest Capital Funding, Inc.                                               | CUSIP: 912912AQ5<br>LEI: 254900Q1JFIRSP11XI34 | Long             | DBT              | CORP              | US        |    268000 | PA      | $262305.00    | 0.16%             | 2028-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                                  | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    137000 | PA      | $139741.32    | 0.08%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                            | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     85000 | PA      | $86266.48     | 0.05%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                            | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $330116.51    | 0.20%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                            | CUSIP: 914906BB7<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    241000 | PA      | $242313.56    | 0.15%             | 2033-04-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Upstart Securitization Trust                            | Upstart Securitization Trust, Series 2025-3, Class C                      | CUSIP: 91684FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160000 | PA      | $157808.49    | 0.09%             | 2035-09-20      | Fixed         | 5.43%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Partners LP                             | USA Compression Partners LP                                               | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    496000 | PA      | $500519.06    | 0.30%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                        | VB-S1 Issuer LLC, Series 2026-1A, Class D                                 | CUSIP: 91825HAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    146000 | PA      | $144542.85    | 0.09%             | 2056-03-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                        | VB-S1 Issuer LLC, Series 2026-1A, Class F                                 | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    128000 | PA      | $128375.87    | 0.08%             | 2056-03-15      | Fixed         | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                   | Ahlstrom Holding 3 Oy, First Lien Term Loan B1                            | CUSIP: 78475BAB3<br>LEI: 743700UEY0YM039XN974 | Long             | LON              | CORP              | US        |    288942 | PA      | $284659.53    | 0.17%             | 2030-05-23      | Variable      | 8.21%                 | No            |                  2 | On Loan: No      |
| Veritiv Operating Co.                                   | Veritiv Operating Co.                                                     | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    566000 | PA      | $596436.54    | 0.36%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC, First Lien Term Loan B13                                     | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    603578 | PA      | $603578.13    | 0.36%             | 2030-09-19      | Variable      | 7.91%                 | No            |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                  | VERTICAL BRIDGE CC LLC, Series 2025-1A, Class B                           | CUSIP: 92535VAS1<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    475000 | PA      | $470983.64    | 0.28%             | 2055-08-16      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| VERTICAL BRIDGE CC LLC                                  | VERTICAL BRIDGE CC LLC, Series 2025-1A, Class C                           | CUSIP: 92535VAU6<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    426000 | PA      | $431982.62    | 0.26%             | 2055-08-16      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Beacon Mobility Corp.                                   | Beacon Mobility Corp., First Lien Term Loan                               | CUSIP: 07363PAB6<br>LEI: 254900EBTYFG24UQEM31 | Long             | LON              | CORP              | US        |     42697 | PA      | $42803.34     | 0.03%             | 2030-08-06      | Variable      | 7.82%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC                                                       | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $524587.08    | 0.32%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Aggreko Holdings, Inc.                                  | Aggreko Holdings, Inc., First Lien Term Loan                              | CUSIP: 01330EAD0<br>LEI: 213800VFJ5CIN2NUQ821 | Long             | LON              | CORP              | LU        |    127714 | PA      | $128097.50    | 0.08%             | 2031-05-21      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                        | Proofpoint, Inc., First Lien Term Loan                                    | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    421151 | PA      | $408339.61    | 0.25%             | 2028-08-31      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                               | Viper Energy Partners LLC                                                 | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    279000 | PA      | $283234.77    | 0.17%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| River Rock Entertainment Authority                      | River Rock Entertainment Authority, First Lien Term Loan                  | CUSIP: 76837PAC7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    280000 | PA      | $275100.00    | 0.17%             | 2031-06-25      | Variable      | 12.66%                | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                               | Vistra Operations Co. LLC                                                 | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    198000 | PA      | $204308.48    | 0.12%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Vmed O2 UK Financing I plc                              | Vmed O2 UK Financing I plc                                                | CUSIP: 92858RAE0<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |    393000 | PA      | $359236.47    | 0.22%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Vontive Mortgage Trust                                  | Vontive Mortgage Trust, Series 2025-RTL1, Class A1                        | CUSIP: 928884AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    496000 | PA      | $500912.98    | 0.30%             | 2030-03-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                      | Voyager Parent LLC                                                        | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    506000 | PA      | $538102.16    | 0.32%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer, Inc., First Lien Term Loan B                              | CUSIP: 12658HAL6<br>LEI: 2549006ZZ07G0NDDCR36 | Long             | LON              | CORP              | US        |    590035 | PA      | $526240.42    | 0.32%             | 2030-07-08      | Variable      | 8.90%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                              | Froneri International Ltd., First Lien Term Loan B5                       | CUSIP: G3679YAL6<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    500000 | PA      | $585398.87    | 0.35%             | 2032-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Acropole Holding SAS                                    | Acropole Holding SAS, First Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    500000 | PA      | $587439.99    | 0.35%             | 2032-07-23      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Chariot Buyer LLC                                       | Chariot Buyer LLC, First Lien Term Loan                                   | CUSIP: 15963CAE6<br>LEI: 25490092IFNOZBRVE539 | Long             | LON              | CORP              | US        |     71633 | PA      | $71491.46     | 0.04%             | 2032-09-08      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 SARL                                      | Atlas Luxco 4 SARL, First Lien Term Loan B                                | CUSIP: 01957TAY3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    498747 | PA      | $588629.70    | 0.35%             | 2032-08-20      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                          | Watco Cos. LLC                                                            | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $263791.95    | 0.16%             | 2032-08-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC, First Lien Term Loan                                 | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    111169 | PA      | $110334.98    | 0.07%             | 2029-03-30      | Variable      | 7.45%                 | No            |                  2 | On Loan: No      |
| Lavender Dutch BorrowerCo BV                            | Lavender Dutch BorrowerCo BV, First Lien Term Loan B                      | CUSIP: 51944RAB8<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    248596 | PA      | $246654.73    | 0.15%             | 2032-12-30      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Peer Holding III BV                                     | Peer Holding III BV, First Lien Term Loan B9                              | CUSIP: N6872NAR7<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    500000 | PA      | $588155.54    | 0.35%             | 2032-09-27      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Park River Holdings, Inc.                               | Park River Holdings, Inc., First Lien Term Loan                           | CUSIP: 70082HAE6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    219725 | PA      | $219239.41    | 0.13%             | 2031-03-17      | Variable      | 8.19%                 | No            |                  2 | On Loan: No      |
| Donte Group SL                                          | Donte Group SL, First Lien Term Loan B                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |    500000 | PA      | $591657.09    | 0.36%             | 2032-11-22      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC, First Lien Term Loan                             | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    437902 | PA      | $437902.50    | 0.26%             | 2032-10-06      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class D           | CUSIP: 94990GAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    302000 | PA      | $301841.96    | 0.18%             | 2038-03-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class E           | CUSIP: 94990GAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    461000 | PA      | $462306.04    | 0.28%             | 2038-03-15      | Variable      | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust                   | Wells Fargo Commercial Mortgage Trust, Series 2025-1918, Class A          | CUSIP: 95004QAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    561000 | PA      | $557331.91    | 0.34%             | 2040-09-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Althea Acquisition Bidco SARL                           | Althea Acquisition Bidco SARL, First Lien Term Loan B                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    500000 | PA      | $587258.16    | 0.35%             | 2033-01-20      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chrysaor Bidco SARL                                     | Chrysaor Bidco SARL, First Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    500000 | PA      | $589058.79    | 0.35%             | 2031-10-30      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| Western Funding Auto Loan Trust                         | Western Funding Auto Loan Trust, Series 2025-1, Class C                   | CUSIP: 958250AC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    208000 | PA      | $205572.20    | 0.12%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| Westgate Resorts LLC                                    | Westgate Resorts LLC, Series 2026-1A, Class C                             | CUSIP: 959921AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    243021 | PA      | $242810.25    | 0.15%             | 2039-10-20      | Fixed         | 6.08%                 | Yes           |                  2 | On Loan: No      |
| Aretec Group, Inc.                                      | Aretec Group, Inc., First Lien Term Loan B4                               | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    315705 | PA      | $316279.58    | 0.19%             | 2030-08-09      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ahlstrom Holding 3 Oy                                   | Ahlstrom Holding 3 Oy, First Lien Term Loan B4                            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $587076.33    | 0.35%             | 2030-05-27      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust, Series 2025-2A, Class D            | CUSIP: 96041KAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    118000 | PA      | $118145.14    | 0.07%             | 2031-05-15      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust, Series 2026-1A, Class D            | CUSIP: 96043BAG7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    179000 | PA      | $177100.85    | 0.11%             | 2031-07-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Westlake Automobile Receivables Trust                   | Westlake Automobile Receivables Trust, Series 2025-P1, Class D            | CUSIP: 96043LAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    275000 | PA      | $277065.42    | 0.17%             | 2032-07-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Gategroup Finance LUX SA                                | Gategroup Finance LUX SA, First Lien Term Loan B2                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $582126.06    | 0.35%             | 2032-06-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| PAREXEL International Corp.                             | PAREXEL International Corp., First Lien Term Loan B                       | CUSIP: 71911KAF1<br>LEI: 549300GCZVUYB6P2OA17 | Long             | LON              | CORP              | US        |    144638 | PA      | $144637.50    | 0.09%             | 2031-12-12      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Areas Worldwide SA                                      | Areas Worldwide SA, First Lien Term Loan B5                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    500000 | PA      | $578002.79    | 0.35%             | 2029-12-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.            | Jones DesLauriers Insurance Management, Inc., First Lien Term Loan        | CUSIP: C4900AAP2<br>LEI: 549300JQIWNFU00E5424 | Long             | LON              | CORP              | CA        |    362000 | PA      | $356570.00    | 0.21%             | 2033-02-02      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings, Inc., First Lien Term Loan B1                             | CUSIP: 68773JAJ9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    123000 | PA      | $122910.21    | 0.07%             | 2032-07-30      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                           | Wilsonart LLC                                                             | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    534000 | PA      | $412608.75    | 0.25%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Hudson River Trading LLC                                | Hudson River Trading LLC, First Lien Term Loan B                          | CUSIP: 44413EAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    327014 | PA      | $327850.90    | 0.20%             | 2030-03-18      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Salas Obrien, Inc.                                      | Salas Obrien, Inc., First Lien Term Loan                                  | CUSIP: 79400JAL2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    187157 | PA      | $187625.34    | 0.11%             | 2033-01-31      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Salas Obrien, Inc.                                      | Salas Obrien, Inc., Delayed Draw First Lien Term Loan                     | CUSIP: 79400JAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      6239 | PA      | $6254.18      | 0.00%             | 2033-01-31      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Wingspire Equipment Finance LLC                         | Wingspire Equipment Finance LLC, Series 2025-1A, Class D                  | CUSIP: 97415CAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    374000 | PA      | $372670.01    | 0.22%             | 2033-09-20      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse, Inc.                                   | Men's Wearhouse, Inc., First Lien Term Loan                               | CUSIP: 58711MAK5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    171286 | PA      | $172517.33    | 0.10%             | 2031-01-28      | Variable      | 9.42%                 | No            |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC, First Lien Term Loan                                    | CUSIP: 29359BAH4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    465309 | PA      | $461674.73    | 0.28%             | 2033-02-09      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions, Inc.                            | Azuria Water Solutions, Inc., First Lien Term Loan B                      | CUSIP: 05503BAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    414811 | PA      | $413773.73    | 0.25%             | 2033-04-25      | Variable      | 6.19%                 | No            |                  2 | On Loan: No      |
| Inspired Finco Holdings Ltd.                            | Inspired Finco Holdings Ltd., First Lien Term Loan B7                     | CUSIP: G4800AAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |    382692 | PA      | $381498.31    | 0.23%             | 2031-02-28      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Loire Finco Luxembourg SARL                             | Loire Finco Luxembourg SARL, First Lien Term Loan B4                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    500000 | PA      | $587469.31    | 0.35%             | 2030-01-21      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| White Cap Supply Holdings LLC                           | White Cap Supply Holdings LLC, First Lien Term Loan D                     | CUSIP: 96350TAK6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    660653 | PA      | $654779.76    | 0.39%             | 2033-02-10      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| Cube Safety BidCo AB                                    | Cube Safety BidCo AB, First Lien Term Loan B                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |    500000 | PA      | $585973.67    | 0.35%             | 2033-02-14      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Syntegon TopCo GmbH                                     | Syntegon TopCo GmbH, First Lien Term Loan B                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |    430000 | PA      | $505672.53    | 0.30%             | 2032-12-29      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| ProAmpac PG Borrower LLC                                | ProAmpac PG Borrower LLC, First Lien Term Loan                            | CUSIP: 74274NAM5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    493605 | PA      | $481882.12    | 0.29%             | 2033-03-07      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                       | Xcel Energy, Inc.                                                         | CUSIP: 98389BBF6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    254000 | PA      | $251209.86    | 0.15%             | 2056-12-03      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Sword Purchaser LLC                                     | Sword Purchaser LLC, First Lien Term Loan                                 | CUSIP: 87110SAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    231618 | PA      | $224571.84    | 0.14%             | 2033-04-11      | Variable      | 7.65%                 | No            |                  2 | On Loan: No      |
| Grifols International Services DAC                      | Grifols International Services DAC, First Lien Term Loan B                | CUSIP: G4124RAD8<br>LEI: N/A                  | Long             | LON              | CORP              | IE        |    500000 | PA      | $588906.29    | 0.35%             | 2033-04-14      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                            | Zoetis, Inc.                                                              | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    202000 | PA      | $199677.00    | 0.12%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                           | Hologic, Inc., First Lien Term Loan B                                     | CUSIP: 43644ABM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    500000 | PA      | $585393.01    | 0.35%             | 2033-04-07      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC                 | Janus Henderson Cash Liquidity Fund LLC                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |  11251125 | NS      | $11251124.83  | 6.76%             |  |  |  | No            |                  2 | On Loan: No      |
| GCI Liberty, Inc.                                       | GCI Liberty, Inc.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       250 | NS      | $250000.00    | 0.15%             |  |  |  | No            |                  3 | On Loan: No      |
| Granite Ridge Resources, Inc.                           | Granite Ridge Resources, Inc.                                             | CUSIP: N/A<br>LEI: 254900CAHJQKOQ1YZC67       | Long             | DBT              | CORP              | US        |    762000 | PA      | $742894.83    | 0.45%             | 2029-11-04      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| House of HR Group BV                                    | House of HR Group BV                                                      | CUSIP: N/A<br>LEI: 724500AWBTX8I880X774       | Long             | DBT              | CORP              | NL        |    200000 | PA      | $203394.44    | 0.12%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                  | Ardagh Metal Packaging Finance USA LLC                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |    540000 | PA      | $594669.70    | 0.36%             | 2029-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CD&R Firefly Bidco plc                                  | CD&R Firefly Bidco plc                                                    | CUSIP: N/A<br>LEI: 213800OAU5VX61DYZ558       | Long             | DBT              | CORP              | GB        |    320000 | PA      | $447771.34    | 0.27%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| TeamSystem SpA                                          | TeamSystem SpA                                                            | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    420000 | PA      | $479383.42    | 0.29%             | 2031-07-31      | Floating      | 5.70%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                         | OEG Finance plc                                                           | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    320000 | PA      | $391034.87    | 0.24%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Reno de Medici SpA                                      | Reno de Medici SpA                                                        | CUSIP: N/A<br>LEI: 815600D6907FE7116F38       | Long             | DBT              | CORP              | IT        |    320000 | PA      | $97597.76     | 0.06%             | 2029-04-15      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                           | Nidda Healthcare Holding GmbH                                             | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    170000 | PA      | $199716.97    | 0.12%             | 2032-10-15      | Floating      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| Flutter Treasury DAC                                    | Flutter Treasury DAC                                                      | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    170000 | PA      | $227491.21    | 0.14%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| LEX Trust                                               | LEX Trust, Series 2026-450, Class D                                       | CUSIP: 501970AG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    389000 | PA      | $389000.37    | 0.23%             | 2043-03-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Arini European CLO II DAC                               | Arini European CLO II DAC, Series 2A, Class DR                            | CUSIP: N/A<br>LEI: 635400I3AJDMBZIMZK57       | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $473434.91    | 0.28%             | 2038-10-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European CLO DAC                          | Palmer Square European CLO DAC, Series 2021-2A, Class DR                  | CUSIP: N/A<br>LEI: 5493008YA044FHERJ655       | Long             | ABS-CBDO         | CORP              | IE        |    280000 | PA      | $328326.40    | 0.20%             | 2038-03-15      | Floating      | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Taurus UK Designated Activity Co                        | Taurus UK Designated Activity Co., Series 2025-UK3A, Class C              | CUSIP: N/A<br>LEI: 635400XWNSMBWUUQIW58       | Long             | ABS-MBS          | CORP              | IE        |    120000 | PA      | $161870.27    | 0.10%             | 2035-07-20      | Floating      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Taurus UK Designated Activity Co                        | Taurus UK Designated Activity Co., Series 2025-UK3A, Class D              | CUSIP: N/A<br>LEI: 635400XWNSMBWUUQIW58       | Long             | ABS-MBS          | CORP              | IE        |    170000 | PA      | $228088.45    | 0.14%             | 2035-07-20      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Allwyn Entertainment Financing UK plc                   | Allwyn Entertainment Financing UK plc                                     | CUSIP: N/A<br>LEI: 315700J7ZTIN8XGCX365       | Long             | DBT              | CORP              | GB        |    240000 | PA      | $276864.29    | 0.17%             | 2031-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Bbam European CLO VIII DAC                              | Bbam European CLO VIII DAC, Series 8A, Class D                            | CUSIP: N/A<br>LEI: 254900I5DYKRCH2C8Y74       | Long             | ABS-CBDO         | CORP              | IE        |    650000 | PA      | $759966.31    | 0.46%             | 2040-01-26      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| SoftBank Group Corp.                                    | SoftBank Group Corp.                                                      | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | DBT              | CORP              | JP        |    425000 | PA      | $411543.06    | 0.25%             | 2031-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fidelity Grand Harbour CLO DAC                          | Fidelity Grand Harbour CLO DAC, Series 2019-1X, Class DR                  | CUSIP: N/A<br>LEI: 635400CBUJWOFHRXZT14       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $824419.62    | 0.50%             | 2038-01-15      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| North Westerly V Leveraged Loan Strategies CLO DAC      | North Westerly V Leveraged Loan Strategies CLO DAC, Series V-A, Class CRR | CUSIP: N/A<br>LEI: 635400ONYCMVEKEXWX74       | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $293262.50    | 0.18%             | 2039-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| North Westerly V Leveraged Loan Strategies CLO DAC      | North Westerly V Leveraged Loan Strategies CLO DAC, Series V-A, Class DRR | CUSIP: N/A<br>LEI: 635400ONYCMVEKEXWX74       | Long             | ABS-CBDO         | CORP              | IE        |    350000 | PA      | $410567.50    | 0.25%             | 2039-07-20      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Polus Eu CLO XXI DAC                                    | Polus Eu CLO XXI DAC, Series 21A, Class B                                 | CUSIP: N/A<br>LEI: 635400YAYBWGMUOQY276       | Long             | ABS-CBDO         | CORP              | IE        |    280000 | PA      | $329275.14    | 0.20%             | 2039-04-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Polus Eu CLO XXI DAC                                    | Polus Eu CLO XXI DAC, Series 21A, Class C                                 | CUSIP: N/A<br>LEI: 635400YAYBWGMUOQY276       | Long             | ABS-CBDO         | CORP              | IE        |    350000 | PA      | $413934.15    | 0.25%             | 2039-04-25      | Floating      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | S&P 500 E-Mini Index                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         7 | NC      | $87803.79     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EURO                                                    | EURO                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |      4818 | OU      | $5652.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       444 | NC      | $-547581.70   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                          | Pound Sterling                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      4443 | OU      | $6037.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Janus Henderson Cash Collateral Fund LLC                | Janus Henderson Cash Collateral Fund LLC                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | US        |    735572 | PA      | $735572.00    | 0.44%             | 2026-05-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Tricolor Auto Securitization Trust                      | Tricolor Auto Securitization Trust, Series 2025-1A, Class C               | CUSIP: 89617CAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    802000 | PA      | $197722.13    | 0.12%             | 2029-10-15      | Fixed         | 5.72%                 | Yes           |                  3 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Other Note or Other Instrument                                            | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | STIV             | CORP              | CA        |    183893 | PA      | $183893.00    | 0.11%             | 2026-05-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | S&P 500 Emini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11 | NC      | $-4235.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 2 Year Notes                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       231 | NC      | $-156889.95   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $-24935.92    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury Long Bonds                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $38824.86     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Ultra Bonds                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -47 | NC      | $128693.87    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | U.S. Treasury Ultra Bonds                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14 | NC      | $78485.76     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | S&P 500 Emini Index                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |       -11 | NC      | $-223987.50   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| FIS Fabbrica Italiana Sintetici SpA                     | FIS Fabbrica Italiana Sintetici SpA                                       | CUSIP: N/A<br>LEI: 8156004D7056C63EC525       | Long             | DBT              | CORP              | IT        |    280000 | PA      | $327892.13    | 0.20%             | 2031-02-05      | Floating      | 5.28%                 | Yes           |                  2 | 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