# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-006013
**Filing Date:** 2026-3
**Character Count:** 186404
**Document Hash:** d56e75b5082693adf7a9ccd5bc37c619
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006013.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0002071691-26-006013

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260323

**DATE AS OF CHANGE**: 20260323

**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:** 26781974

**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:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $201337154.69

**Total Liabilities:** $47787327.06

**Net Assets:** $153549827.63

**Delayed Delivery Securities:** $1753334.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -173.60214410 | **1-Year:** -4082.02550242 | **5-Year:** -9228.85213171 | **10-Year:** -16701.86399480 | **30-Year:** -4654.90058293

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

- **3-Month:** -327.92840011 | **1-Year:** -8267.35403550 | **5-Year:** -19139.30695470 | **10-Year:** -11509.42454726 | **30-Year:** -2118.67814253

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255137 | 0.64%                | 0.37%                | 0.70%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $57407.22                | $121482.69                                 |
| Month 2  | $150420.23               | $-306485.63                                |
| Month 3  | $132672.02               | $373081.37                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Flash Compute LLC                                       | Flash Compute LLC                                                    | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    439000 | PA      | $440489.53    | 0.29%             | 2030-12-31      | Fixed         | 7.25%                 | 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        |   1390536 | PA      | $1385976.68   | 0.90%             | 2045-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                      | CUSIP: 21H040624<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    204000 | PA      | $192893.63    | 0.13%             | 2056-02-15      | Fixed         | 4.00%                 | No            |                  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        |    288750 | PA      | $283211.73    | 0.18%             | 2042-01-21      | Fixed         | 6.86%                 | 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      | $863009.25    | 0.56%             | 2041-08-13      | Variable      | 7.71%                 | 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      | $324329.02    | 0.21%             | 2039-03-25      | Variable      | 7.10%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC                                              | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    321000 | PA      | $325320.66    | 0.21%             | 2034-02-01      | Fixed         | 6.25%                 | 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        |    250000 | PA      | $250203.35    | 0.16%             | 2034-01-16      | Fixed         | 6.27%                 | 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      | $25579.39     | 0.02%             | 2033-10-25      | Floating      | 9.95%                 | Yes           |                  2 | On Loan: No      |
| Saluda Grade Alternative Mortgage Trust                 | Saluda Grade Alternative Mortgage Trust, Series 2023-RTL3, Class A1  | CUSIP: 79583YAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    168081 | PA      | $167238.71    | 0.11%             | 2029-04-25      | Variable      | 8.00%                 | 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        |    569092 | PA      | $578250.29    | 0.38%             | 2032-03-25      | Variable      | 6.55%                 | 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      | $479454.79    | 0.31%             | 2038-10-15      | Floating      | 5.17%                 | Yes           |                  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      | $271600.00    | 0.18%             | 2031-06-25      | Variable      | 9.00%                 | 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      | $376435.81    | 0.25%             | 2033-09-20      | Fixed         | 5.45%                 | 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      | $-31146.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CP Atlas Buyer, Inc.                                    | CP Atlas Buyer, Inc., First Lien Term Loan B                         | CUSIP: 12658HAL6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    591518 | PA      | $580006.57    | 0.38%             | 2030-07-08      | Variable      | 8.92%                 | No            |                  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        |    327833 | PA      | $326331.85    | 0.21%             | 2030-03-18      | Variable      | 6.17%                 | No            |                  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        |    186694 | PA      | $189608.10    | 0.12%             | 2033-12-15      | Fixed         | 6.66%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                           | BioMarin Pharmaceutical, Inc.                                        | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |      5063 | NS      | $286262.02    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                          | Olympus Water US Holding Corp.                                       | CUSIP: N/A<br>LEI: 549300YU2GGVCBN3MY89       | Long             | DBT              | CORP              | US        |    320000 | PA      | $355877.43    | 0.23%             | 2029-10-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Tallgrass Energy Partners LP                            | Tallgrass Energy Partners LP                                         | CUSIP: 87470LAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    718000 | PA      | $730716.50    | 0.48%             | 2034-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury Ultra Bonds                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -14 | NC      | $30226.36     | 0.02%             |  |  |  | No            |                  1 | 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        |    249219 | PA      | $249842.36    | 0.16%             | 2032-12-02      | Variable      | 6.93%                 | No            |                  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      | $200554.63    | 0.13%             | 2051-11-27      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Granite Ridge Resources, Inc.                           | Granite Ridge Resources, Inc.                                        | CUSIP: N/A<br>LEI: 254900CAHJQKOQ1YZC67       | Long             | DBT              | CORP              | US        |    762000 | PA      | $729620.41    | 0.48%             | 2029-11-04      | Fixed         | 8.88%                 | No            |                  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      | $1473923.10   | 0.96%             | 2044-03-25      | Floating      | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ITT Holdings LLC                                        | ITT Holdings LLC                                                     | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    755000 | PA      | $727888.86    | 0.47%             | 2029-08-01      | Fixed         | 6.50%                 | 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      | $250368.92    | 0.16%             | 2033-01-15      | Fixed         | 5.25%                 | 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      | $587282.62    | 0.38%             | 2029-01-31      | Variable      | 4.94%                 | No            |                  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      | $428325.15    | 0.28%             | 2055-08-16      | Fixed         | 7.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | S&P 500 Emini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-4500.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New Home Co., Inc. (The)                                | New Home Co., Inc. (The)                                             | CUSIP: 645370AF4<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |     73000 | PA      | $76922.22     | 0.05%             | 2029-10-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Modena Buyer LLC                                        | Modena Buyer LLC, First Lien Term Loan                               | CUSIP: 60753DAC8<br>LEI: 254900B0G2IU0VBDOY26 | Long             | LON              | CORP              | US        |    575016 | PA      | $546742.49    | 0.36%             | 2031-07-01      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F060626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3467000 | PA      | $3549722.62   | 2.31%             | 2056-02-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                        | WULF Compute LLC                                                     | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    291000 | PA      | $303518.82    | 0.20%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F032625<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4352111 | PA      | $4024088.04   | 2.62%             | 2056-02-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Latam Airlines Group SA                                 | Latam Airlines Group SA                                              | CUSIP: 51817RAE6<br>LEI: 549300HX3UUDPEFTG707 | Long             | DBT              | CORP              | CL        |    473000 | PA      | $496058.75    | 0.32%             | 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      | $-2514.03     | -0.00%            |  |  |  | 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      | $570912.91    | 0.37%             | 2033-06-20      | Fixed         | 5.54%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F022626<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    685000 | PA      | $581316.35    | 0.38%             | 2056-02-25      | Fixed         | 2.50%                 | 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      | $6129.19      | 0.00%             |  |  |  | No            |                  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      | $542510.43    | 0.35%             | 2042-02-25      | Floating      | 12.20%                | 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      | $501108.10    | 0.33%             | 2027-09-30      | Variable      | 5.75%                 | No            |                  2 | 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        |    925022 | PA      | $925022.00    | 0.60%             | 2026-02-02      | Fixed         | 3.60%                 | No            |                  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        |    912000 | PA      | $937926.02    | 0.61%             | 2041-09-25      | Floating      | 9.95%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                 | Asurion LLC and Asurion Co-Issuer, Inc.                              | CUSIP: 045941AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    206000 | PA      | $208257.77    | 0.14%             | 2034-02-01      | Fixed         | 8.38%                 | 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        |    170000 | PA      | $170206.69    | 0.11%             | 2030-02-25      | Variable      | 7.50%                 | 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      | $301903.43    | 0.20%             | 2052-09-27      | Variable      | 0.86%                 | 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      | $521621.59    | 0.34%             | 2042-02-15      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Maxam Prill Sarl                                        | Maxam Prill Sarl                                                     | CUSIP: 57779MAA8<br>LEI: 984500C4C5B820A6B691 | Long             | DBT              | CORP              | LU        |    661000 | PA      | $688669.46    | 0.45%             | 2030-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp.                                          | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    273000 | PA      | $282646.09    | 0.18%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  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      | $99998.81     | 0.07%             | 2040-04-25      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Reno de Medici SpA                                      | Reno de Medici SpA                                                   | CUSIP: N/A<br>LEI: 815600D6907FE7116F38       | Long             | DBT              | CORP              | IT        |    320000 | PA      | $113437.55    | 0.07%             | 2029-04-15      | Floating      | 7.10%                 | 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      | $1003731.60   | 0.65%             | 2039-08-15      | Fixed         | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Voyager Parent LLC                                      | Voyager Parent LLC                                                   | CUSIP: 92921EAA0<br>LEI: 2549002DYVI4ACSV4V71 | Long             | DBT              | CORP              | US        |    536000 | PA      | $569403.52    | 0.37%             | 2032-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC and Asurion Co-Issuer, Inc.                 | Asurion LLC and Asurion Co-Issuer, Inc.                              | CUSIP: 045941AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    231000 | PA      | $241349.84    | 0.16%             | 2032-12-31      | Fixed         | 8.00%                 | Yes           |                  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    | 0.13%             | 2029-10-15      | Fixed         | 5.72%                 | Yes           |                  3 | 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      | $651580.27    | 0.42%             | 2039-03-15      | Floating      | 8.98%                 | 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      | $151006.25    | 0.10%             | 2032-01-15      | Fixed         | 5.34%                 | No            |                  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      | $872244.99    | 0.57%             | 2042-12-15      | Floating      | 7.43%                 | Yes           |                  2 | On Loan: No      |
| Pilgrim's Pride Corp.                                   | Pilgrim's Pride Corp.                                                | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    279000 | PA      | $298249.05    | 0.19%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $53.58        | 0.00%             |  |  |  | No            |                  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      | $146711.92    | 0.10%             | 2033-10-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp., First Lien Term Loan B3                                     | CUSIP: 90184NAK4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    807000 | PA      | $834236.25    | 0.54%             | 2029-10-26      | Variable      | 9.50%                 | No            |                  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      | $404091.35    | 0.26%             | 2041-12-25      | Floating      | 9.70%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                           | BioMarin Pharmaceutical, Inc.                                        | CUSIP: 09061GAL5<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200554.00    | 0.13%             | 2034-02-15      | Fixed         | 5.50%                 | 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        |    253026 | PA      | $256526.95    | 0.17%             | 2042-05-27      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| BioMarin Pharmaceutical, Inc.                           | BioMarin Pharmaceutical, Inc.                                        | CUSIP: 09061GAK7<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | DBT              | CORP              | US        |    318000 | PA      | $307951.79    | 0.20%             | 2027-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| OEG Finance plc                                         | OEG Finance plc                                                      | CUSIP: N/A<br>LEI: 254900KMBHWF9UK63G44       | Long             | DBT              | CORP              | GB        |    320000 | PA      | $397654.80    | 0.26%             | 2029-09-27      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-ROIC, Class E                                  | CUSIP: 05593VAN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    296307 | PA      | $295213.10    | 0.19%             | 2030-03-15      | Floating      | 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      | $-1928.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                           | Six Flags Entertainment Corp.                                        | CUSIP: 83003AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     87000 | PA      | $88779.15     | 0.06%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  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      | $596436.98    | 0.39%             | 2031-10-30      | Variable      | 5.62%                 | No            |                  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      | $231064.29    | 0.15%             | 2034-08-05      | Fixed         | 4.15%                 | Yes           |                  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      | $596312.06    | 0.39%             | 2032-09-27      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F030629<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3801107 | PA      | $3367552.74   | 2.19%             | 2056-02-25      | Fixed         | 3.00%                 | 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      | $615665.07    | 0.40%             | 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      | $459220.37    | 0.30%             | 2029-04-30      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Flutter Treasury DAC                                    | Flutter Treasury DAC                                                 | CUSIP: N/A<br>LEI: 635400JE8VLL9UFVIC38       | Long             | DBT              | CORP              | IE        |    170000 | PA      | $237116.76    | 0.15%             | 2031-06-04      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings, Inc., Series JAN                                     | CUSIP: 00791GAD9<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |    493000 | PA      | $510856.46    | 0.33%             | 2032-08-01      | Fixed         | 6.75%                 | 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        |    655427 | PA      | $675083.28    | 0.44%             | 2057-10-25      | Floating      | 6.29%                 | Yes           |                  2 | On Loan: No      |
| Surgery Center Holdings, Inc.                           | Surgery Center Holdings, Inc.                                        | CUSIP: 86881WAF9<br>LEI: 54930054EVI5HWPPW113 | Long             | DBT              | CORP              | US        |    242000 | PA      | $243648.69    | 0.16%             | 2032-04-15      | Fixed         | 7.25%                 | 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      | $244893.49    | 0.16%             | 2055-05-25      | Fixed         | 5.93%                 | 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      | $796935.04    | 0.52%             | 2027-01-15      | Floating      | 7.64%                 | 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        |    552630 | PA      | $552466.23    | 0.36%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Midcontinent Communications                             | Midcontinent Communications                                          | CUSIP: 59565XAD2<br>LEI: 549300ZI9GDQBS28C408 | Long             | DBT              | CORP              | US        |    479000 | PA      | $460879.18    | 0.30%             | 2032-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | CDI                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   7300000 | PA      | $-8510.50     | -0.01%            |  |  |  | No            |                  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      | $280354.47    | 0.18%             | 2032-07-15      | Fixed         | 5.59%                 | 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        |    269353 | PA      | $269579.00    | 0.18%             | 2044-10-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | ETRS                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |    149180 | PA      | $4504.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Assemblin Caverion Group AB                             | Assemblin Caverion Group AB                                          | CUSIP: N/A<br>LEI: 636700ULD38LN63RC248       | Long             | DBT              | CORP              | SE        |    320000 | PA      | $382568.23    | 0.25%             | 2031-07-01      | Floating      | 5.53%                 | No            |                  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      | $348843.72    | 0.23%             | 2036-08-15      | Floating      | 4.69%                 | 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      | $200899.36    | 0.13%             | 2042-08-15      | Floating      | 6.43%                 | Yes           |                  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        |    145895 | PA      | $150011.16    | 0.10%             | 2032-05-20      | Floating      | 8.95%                 | 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      | $629966.40    | 0.41%             | 2055-11-25      | Fixed         | 5.38%                 | 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      | $383237.92    | 0.25%             | 2033-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                               | Sunoco LP                                                            | CUSIP: 86765KAE9<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    839000 | PA      | $864195.17    | 0.56%             | 2030-09-18      | Variable      | 7.88%                 | 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      | $-19222.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F052623<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   7928000 | PA      | $8037644.24   | 5.23%             | 2056-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                 | Level 3 Financing, Inc.                                              | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    115135 | PA      | $118645.58    | 0.08%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                | Lumen Technologies, Inc.                                             | CUSIP: 550241AB9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    195411 | PA      | $195411.00    | 0.13%             | 2029-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Taseko Mines Ltd.                                       | Taseko Mines Ltd.                                                    | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |    288000 | PA      | $305695.30    | 0.20%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PRPM LLC                                                | PRPM LLC, Series 2025-2, Class A1                                    | CUSIP: 69382HAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    609919 | PA      | $609791.72    | 0.40%             | 2030-05-25      | Variable      | 6.47%                 | 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      | $299133.31    | 0.19%             | 2042-06-25      | Floating      | 15.70%                | 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      | $491539.12    | 0.32%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Men's Wearhouse, Inc.                                   | Men's Wearhouse, Inc. Term Loan First Lien                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    171286 | PA      | $171143.62    | 0.11%             | 2031-01-22      | Variable      | 9.28%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                          | AppLovin Corp.                                                       | CUSIP: 03831WAD0<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    512000 | PA      | $524184.47    | 0.34%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  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        |    166736 | PA      | $172423.08    | 0.11%             | 2039-05-15      | Fixed         | 9.13%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                       | CUSIP: 914906AZ5<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    299000 | PA      | $311814.24    | 0.20%             | 2031-07-31      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp.                                        | CVS Health Corp.                                                     | CUSIP: 126650EH9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    169000 | PA      | $176883.17    | 0.12%             | 2055-03-10      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                     | Rakuten Group, Inc.                                                  | CUSIP: 75102WAA6<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |    301000 | PA      | $300026.29    | 0.20%             | 2026-04-22      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Asurion LLC                                             | Asurion LLC, First Lien Term Loan B13                                | CUSIP: 04649VBE9<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |    354469 | PA      | $354720.42    | 0.23%             | 2030-09-19      | Variable      | 7.92%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc., Series X                                            | CUSIP: 172967MV0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    441000 | PA      | $440289.20    | 0.29%             | 2026-02-18      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | S&P 500 Emini Index                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |        -6 | NC      | $-15225.00    | -0.01%            |  |  |  | No            |                  1 | 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        |    644321 | PA      | $643913.14    | 0.42%             | 2033-09-15      | Fixed         | 6.16%                 | Yes           |                  2 | On Loan: No      |
| DROP Mortgage Trust                                     | DROP Mortgage Trust, Series 2021-FILE, Class A                       | CUSIP: 26210YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $317688.30    | 0.21%             | 2043-10-15      | Floating      | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Carvana Co.                                             | Carvana Co.                                                          | CUSIP: 146869AH5<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    939000 | PA      | $864349.50    | 0.56%             | 2029-09-01      | Fixed         | 4.88%                 | 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        |    388360 | PA      | $393992.93    | 0.26%             | 2032-06-15      | Fixed         | 7.76%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                 | Talen Energy Supply LLC                                              | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |    472000 | PA      | $483914.93    | 0.32%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OVG Business Services LLC                               | Ovg Business Services LLC, First Lien Term Loan                      | CUSIP: 62955EAJ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    445891 | PA      | $443942.62    | 0.29%             | 2031-06-25      | Variable      | 6.67%                 | 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        |    485471 | PA      | $485505.18    | 0.32%             | 2033-09-26      | Fixed         | 6.81%                 | 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        |    224032 | PA      | $224030.94    | 0.15%             | 2048-07-27      | Floating      | 5.50%                 | 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        |    370451 | PA      | $376068.41    | 0.24%             | 2031-12-26      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| SALAS OBRIEN, Inc.                                      | SALAS OBRIEN, Inc. Term Loan First Lien                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    187157 | PA      | $187157.45    | 0.12%             | 2033-01-21      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Proofpoint, Inc.                                        | Proofpoint, Inc., First Lien Term Loan                               | CUSIP: 74345HAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    422225 | PA      | $418796.92    | 0.27%             | 2028-08-31      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Rivers Enterprise Lender LLC                            | Rivers Enterprise Lender LLC                                         | CUSIP: 76884GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    353000 | PA      | $358350.77    | 0.23%             | 2030-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury Long Bonds                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -9 | NC      | $9521.05      | 0.01%             |  |  |  | No            |                  1 | 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        |    530944 | PA      | $555090.30    | 0.36%             | 2039-05-25      | Fixed         | 7.26%                 | Yes           |                  2 | On Loan: No      |
| GWT                                                     | GWT, Series 2024-WLF2, Class D                                       | CUSIP: 362414AG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1330000 | PA      | $1339534.64   | 0.87%             | 2041-05-15      | Floating      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding Ltd.                                       | CIFC Funding Ltd., Series 2023-3A, Class D                           | CUSIP: 12598YAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    250000 | PA      | $250000.00    | 0.16%             | 2037-01-20      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Bridgebio Pharma, Inc.                                  | Bridgebio Pharma, Inc.                                               | CUSIP: 10806XAK8<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |    292000 | PA      | $297840.00    | 0.19%             | 2033-02-01      | Fixed         | 0.75%                 | 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      | $171426.60    | 0.11%             | 2041-05-15      | Floating      | 7.32%                 | Yes           |                  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      | $440477.30    | 0.29%             | 2050-05-25      | Fixed         | 5.76%                 | Yes           |                  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        |    957000 | PA      | $965114.25    | 0.63%             | 2042-10-15      | Floating      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                         | CoreWeave, Inc.                                                      | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    381000 | PA      | $370430.37    | 0.24%             | 2031-02-01      | Fixed         | 9.00%                 | 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      | $787036.75    | 0.51%             | 2040-01-26      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                | UnitedHealth Group, Inc.                                             | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    137000 | PA      | $140973.06    | 0.09%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: —       |
| EMRLD Borrower LP                                       | EMRLD Borrower LP, First Lien Term Loan                              | CUSIP: 26872NAD1<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    326581 | PA      | $325970.34    | 0.21%             | 2031-08-04      | Variable      | 6.12%                 | 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      | $635389.22    | 0.41%             | 2036-02-01      | Fixed         | 6.15%                 | No            |                  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      | $42661.16     | 0.03%             | 2030-08-06      | Variable      | 6.92%                 | No            |                  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        |    219000 | PA      | $221089.85    | 0.14%             | 2042-10-15      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Fashion Show Mall LLC                                   | Fashion Show Mall LLC, Series 2024-SHOW, Class B                     | CUSIP: 50245XAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1021437.35   | 0.67%             | 2041-10-10      | Variable      | 5.83%                 | Yes           |                  2 | On Loan: No      |
| X Corp.                                                 | X Corp., First Lien Term Loan B1                                     | CUSIP: 90184NAG3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    173108 | PA      | $172711.28    | 0.11%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F032633<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    910889 | PA      | $841359.02    | 0.55%             | 2056-03-25      | Fixed         | 3.50%                 | 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      | $-8808.23     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Garda World Security Corp.                              | Garda World Security Corp.                                           | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    207000 | PA      | $212188.01    | 0.14%             | 2031-01-15      | Fixed         | 6.50%                 | 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      | $326893.45    | 0.21%             | 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      | $-33908.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Wilsonart LLC                                           | Wilsonart LLC                                                        | CUSIP: 97246JAA6<br>LEI: 549300SAZRUMYKDJBY14 | Long             | DBT              | CORP              | US        |    415000 | PA      | $379065.77    | 0.25%             | 2032-08-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                              | Warnermedia Holdings, Inc.                                           | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    221000 | PA      | $207408.50    | 0.14%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Electronic Arts, Inc.                                   | Electronic Arts, Inc.                                                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |    392000 | PA      | $364040.04    | 0.24%             | 2051-02-15      | Fixed         | 2.95%                 | 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      | $598792.48    | 0.39%             | 2032-11-26      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                              | US Bancorp                                                           | CUSIP: 902973BC9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    383000 | PA      | $377670.33    | 0.25%             | 2027-01-15      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                       | Algonquin Power & Utilities Corp.                                    | CUSIP: 015857AH8<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |    202000 | PA      | $200533.76    | 0.13%             | 2082-01-18      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                               | Booz Allen Hamilton, Inc.                                            | CUSIP: 09951LAD5<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    199000 | PA      | $204750.92    | 0.13%             | 2035-04-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: —       |
| BX Commercial Mortgage Trust                            | BX Commercial Mortgage Trust, Series 2024-GPA3, Class B              | CUSIP: 123910AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     65015 | PA      | $65183.53     | 0.04%             | 2039-12-15      | Floating      | 5.32%                 | 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      | $671780.23    | 0.44%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Qwest Capital Funding, Inc.                             | Qwest Capital Funding, Inc.                                          | CUSIP: 912912AQ5<br>LEI: 254900Q1JFIRSP11XI34 | Long             | DBT              | CORP              | US        |    268000 | PA      | $258705.89    | 0.17%             | 2028-07-15      | Fixed         | 6.88%                 | No            |                  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        |     74870 | PA      | $76493.61     | 0.05%             | 2047-06-25      | Floating      | 6.45%                 | 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      | $496605.77    | 0.32%             | 2041-10-25      | Floating      | 11.20%                | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                     | Rithm Capital Corp.                                                  | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    286000 | PA      | $292443.58    | 0.19%             | 2030-07-15      | Fixed         | 8.00%                 | 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      | $-1452.06     | -0.00%            |  |  |  | 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        |    573124 | PA      | $569065.88    | 0.37%             | 2032-05-21      | Variable      | 7.67%                 | 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      | $304815.09    | 0.20%             | 2055-12-15      | Fixed         | 5.90%                 | 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      | $169416.13    | 0.11%             | 2042-02-15      | Floating      | 7.02%                 | 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        |    742847 | PA      | $745418.32    | 0.49%             | 2041-04-15      | Floating      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                    | JPMorgan Chase & Co., Series KK                                      | CUSIP: 48128BAN1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    441000 | PA      | $440616.59    | 0.29%             | 2026-06-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                           | Freedom Mortgage Holdings LLC                                        | CUSIP: 35641AAE8<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |    239000 | PA      | $237177.46    | 0.15%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CompoSecure Holdings LLC                                | CompoSecure Holdings LLC                                             | CUSIP: 20459XAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    191000 | PA      | $190388.80    | 0.12%             | 2033-02-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 3Sarl                                  | Albion Financing 3 SARL, First Lien Term Loan B                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    213000 | PA      | $211734.78    | 0.14%             | 2031-05-21      | Variable      | 6.42%                 | 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      | $208492.80    | 0.14%             | 2035-11-15      | Fixed         | 5.34%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                      | CUSIP: 21H032621<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2092000 | PA      | $1915851.51   | 1.25%             | 2056-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EMRLD Borrower LP                                       | EMRLD Borrower LP, First Lien Term Loan B                            | CUSIP: 26872NAC3<br>LEI: 5493000GJYE7GAQCUC61 | Long             | LON              | CORP              | US        |    237708 | PA      | $237325.67    | 0.15%             | 2030-05-31      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| LGI Homes, Inc.                                         | LGI Homes, Inc.                                                      | CUSIP: 50187TAK2<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    112000 | PA      | $109235.57    | 0.07%             | 2032-11-15      | Fixed         | 7.00%                 | Yes           |                  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      | $350088.80    | 0.23%             | 2035-07-16      | Fixed         | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Finance US, Inc.                             | Stellantis Finance US, Inc.                                          | CUSIP: 85855CAL4<br>LEI: 549300QZ0AI8Q7LNON33 | Long             | DBT              | CORP              | US        |    350000 | PA      | $364743.20    | 0.24%             | 2035-03-18      | Fixed         | 6.45%                 | 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      | $159182.52    | 0.10%             | 2035-09-20      | Fixed         | 5.43%                 | 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      | $150.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aretec Group, Inc.                                      | Aretec Group, Inc., First Lien Term Loan B4                          | CUSIP: 04009DAJ3<br>LEI: 549300NV2T8A33L0PQ58 | Long             | LON              | CORP              | US        |    316496 | PA      | $314796.66    | 0.21%             | 2030-08-09      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                          | Univision Communications, Inc.                                       | CUSIP: 914906BA9<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |    319000 | PA      | $343453.26    | 0.22%             | 2032-08-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Broadcom, Inc.                                          | Broadcom, Inc.                                                       | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       662 | NS      | $219320.60    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Jane Street Group                                       | Jane Street Group                                                    | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    666000 | PA      | $692732.39    | 0.45%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MHP                                                     | MHP, Series 2021-STOR, Class F                                       | CUSIP: 55293BAM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    325000 | PA      | $324599.85    | 0.21%             | 2038-07-15      | Floating      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                             | Capital One Financial Corp., Series M                                | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    380000 | PA      | $377189.94    | 0.25%             | 2026-09-01      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        11 | NC      | $-16360.34    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Long Ridge Energy LLC                                   | Long Ridge Energy LLC                                                | CUSIP: 54288CAA1<br>LEI: 984500764EC9AZ2FC764 | Long             | DBT              | CORP              | US        |    171000 | PA      | $181659.65    | 0.12%             | 2032-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                    | Osaic Holdings, Inc., First Lien Term Loan                           | CUSIP: 68773JAG5<br>LEI: 549300XL60BDV6UW5C86 | Long             | LON              | CORP              | US        |    123000 | PA      | $121908.99    | 0.08%             | 2032-08-02      | Variable      | 6.60%                 | No            |                  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      | $331788.93    | 0.22%             | 2029-08-15      | Fixed         | 6.33%                 | Yes           |                  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        |     48653 | PA      | $49099.12     | 0.03%             | 2032-08-25      | Fixed         | 6.79%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corp.                                  | Antero Resources Corp.                                               | CUSIP: 03674XAU0<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |    377000 | PA      | $374296.87    | 0.24%             | 2036-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ACHV ABS TRUST                                          | ACHV ABS TRUST, Series 2023-1PL, Class D                             | CUSIP: 00091XAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    108402 | PA      | $109258.45    | 0.07%             | 2030-03-18      | Fixed         | 8.47%                 | 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      | $178782.95    | 0.12%             | 2031-07-15      | Fixed         | 4.75%                 | 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        |    487698 | PA      | $484650.24    | 0.32%             | 2032-02-19      | Variable      | 8.17%                 | No            |                  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      | $303667.05    | 0.20%             | 2031-08-15      | Fixed         | 5.69%                 | 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        |    263000 | PA      | $266787.67    | 0.17%             | 2042-08-11      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| Brightstar Lottery plc                                  | Brightstar Lottery plc                                               | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    382000 | PA      | $379753.99    | 0.25%             | 2033-01-15      | Fixed         | 5.75%                 | 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      | $164859.31    | 0.11%             | 2036-11-15      | Floating      | 6.41%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                            | Royal Caribbean Cruises Ltd.                                         | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    285000 | PA      | $285595.63    | 0.19%             | 2036-01-15      | Fixed         | 5.38%                 | 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      | $272367.39    | 0.18%             | 2042-04-15      | Floating      | 6.77%                 | 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      | $5625.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                 | Level 3 Financing, Inc.                                              | CUSIP: 527298BT9<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    406000 | PA      | $374535.00    | 0.24%             | 2029-07-15      | Fixed         | 3.75%                 | 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      | $381.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                            | Humana, Inc.                                                         | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    271000 | PA      | $240962.31    | 0.16%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -28 | NC      | $-875.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Mohegan Tribal Gaming Authority                         | Mohegan Tribal Gaming Authority                                      | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    633000 | PA      | $659997.45    | 0.43%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F022626<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |    -82375 | PA      | $-69906.47    | -0.05%            | 2056-02-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC, First Lien Term Loan                            | CUSIP: 50226BAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    112612 | PA      | $112542.68    | 0.07%             | 2029-03-30      | Variable      | 7.42%                 | No            |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F040628<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2414000 | PA      | $2304411.64   | 1.50%             | 2056-02-25      | Fixed         | 4.00%                 | No            |                  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      | $330631.43    | 0.22%             | 2041-11-25      | Floating      | 6.33%                 | 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      | $406061.29    | 0.26%             | 2041-10-15      | Floating      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| CHARIOT BUYER LLC                                       | CHARIOT BUYER LLC Term Loan First Lien                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |     71814 | PA      | $71813.73     | 0.05%             | 2032-09-08      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 2 Year Notes                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        65 | NC      | $-28010.58    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Co.                                             | Carvana Co.                                                          | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |    558227 | PA      | $582060.50    | 0.38%             | 2030-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| VZ Secured Financing BV                                 | VZ Secured Financing BV                                              | CUSIP: 91845AAB1<br>LEI: 549300MG611MYCOWY949 | Long             | DBT              | CORP              | NL        |    377000 | PA      | $378154.66    | 0.25%             | 2033-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                           | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |    554000 | PA      | $559413.29    | 0.36%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                    | Other Note or Other Instrument                                       | CUSIP: N/A<br>LEI: ES7IP3U3RHIGC71XBU11       | Long             | STIV             | CORP              | CA        |    231256 | PA      | $231255.50    | 0.15%             | 2026-02-02      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Jones DesLauriers Insurance Management, Inc.            | Jones DesLauriers Insurance Management, Inc., First Lien Term Loan   | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | CA        |    362000 | PA      | $361659.72    | 0.24%             | 2032-12-09      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Millrose Properties, Inc.                               | Millrose Properties, Inc.                                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    303000 | PA      | $309267.56    | 0.20%             | 2030-08-01      | Fixed         | 6.38%                 | 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      | $1824.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bread Financial Holdings, Inc.                          | Bread Financial Holdings, Inc.                                       | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |    225000 | PA      | $231722.10    | 0.15%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  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      | $1050811.76   | 0.68%             | 2034-04-23      | Floating      | 5.10%                 | 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      | $217743.07    | 0.14%             | 2055-12-15      | Fixed         | 7.88%                 | 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      | $152536.82    | 0.10%             | 2028-11-25      | Variable      | 5.63%                 | 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        |    246562 | PA      | $251627.88    | 0.16%             | 2042-09-22      | Fixed         | 5.75%                 | 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      | $798014.05    | 0.52%             | 2039-01-15      | Floating      | 6.38%                 | 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      | $570050.63    | 0.37%             | 2040-09-15      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                             | Toronto-Dominion Bank (The)                                          | CUSIP: 89116C4H7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    269000 | PA      | $273374.75    | 0.18%             | 2085-10-31      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-8569.44     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Capstone Borrower, Inc.                                 | Capstone Borrower, Inc.                                              | CUSIP: 140944AA7<br>LEI: 254900YSP2BAI3YKIX08 | Long             | DBT              | CORP              | US        |    155000 | PA      | $144103.92    | 0.09%             | 2030-06-15      | Fixed         | 8.00%                 | 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      | $549228.72    | 0.36%             | 2030-05-15      | Fixed         | 5.75%                 | Yes           |                  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      | $475462.22    | 0.31%             | 2055-08-16      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Qwest Capital Funding, Inc.                             | Qwest Capital Funding, Inc.                                          | CUSIP: 74913EAJ9<br>LEI: 254900Q1JFIRSP11XI34 | Long             | DBT              | CORP              | US        |    151000 | PA      | $137292.22    | 0.09%             | 2031-02-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2024-VLT4, Class E                                  | CUSIP: 05612TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    370000 | PA      | $369560.45    | 0.24%             | 2041-06-15      | Floating      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                               | Vistra Operations Co. LLC                                            | CUSIP: 92840VAS1<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    198000 | PA      | $207571.91    | 0.14%             | 2034-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust, Series 2021-MHC, Class F              | CUSIP: 55316VAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320000 | PA      | $319999.88    | 0.21%             | 2038-04-15      | Floating      | 6.40%                 | 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        |    862387 | PA      | $890144.07    | 0.58%             | 2057-10-25      | Floating      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Summer BC Holdco B SARL                                 | Summer BC Holdco B SARL, First Lien Term Loan B                      | CUSIP: 86564BAC6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    417819 | PA      | $385141.04    | 0.25%             | 2029-02-15      | Variable      | 8.93%                 | No            |                  2 | On Loan: No      |
| Progroup AG                                             | Progroup AG                                                          | CUSIP: N/A<br>LEI: 529900YI5W5TQ8F2FP82       | Long             | DBT              | CORP              | DE        |    400000 | PA      | $486445.71    | 0.32%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                               | Apollo Debt Solutions BDC                                            | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     81000 | PA      | $81027.79     | 0.05%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Hologic, Inc.                                           | Hologic, Inc., First Lien Term Loan B                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    500000 | PA      | $594265.86    | 0.39%             | 2033-01-14      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoetis, Inc.                                            | Zoetis, Inc.                                                         | CUSIP: 98978VAY9<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    372000 | PA      | $380370.00    | 0.25%             | 2029-06-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| INEOS US Petrochem LLC                                  | INEOS US Petrochem LLC, First Lien Term Loan B                       | CUSIP: G4770MAN4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    130018 | PA      | $83943.20     | 0.05%             | 2031-10-07      | Variable      | 7.92%                 | No            |                  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        |    297756 | PA      | $297291.12    | 0.19%             | 2028-02-04      | Variable      | 7.93%                 | 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      | $291449.15    | 0.19%             | 2042-09-15      | Floating      | 7.08%                 | Yes           |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC                 | Janus Henderson Cash Liquidity Fund LLC                              | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |   6240745 | NS      | $6242617.51   | 4.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Star Parent, Inc.                                       | Star Parent, Inc.                                                    | CUSIP: 855170AA4<br>LEI: 254900GRGCJYRMDRWT73 | Long             | DBT              | CORP              | US        |    167000 | PA      | $176263.82    | 0.11%             | 2030-10-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F050635<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    454031 | PA      | $453169.25    | 0.30%             | 2056-03-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Weekley Homes LLC                                       | Weekley Homes LLC                                                    | CUSIP: 948565AF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    146000 | PA      | $146750.29    | 0.10%             | 2034-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                      | AMC Networks, Inc.                                                   | CUSIP: 00164VAK9<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |    408000 | PA      | $439901.11    | 0.29%             | 2032-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| United Airlines Holdings, Inc.                          | United Airlines Holdings, Inc.                                       | CUSIP: 910047AL3<br>LEI: 98450079DA0B78DD6764 | Long             | DBT              | CORP              | US        |    208000 | PA      | $210065.65    | 0.14%             | 2031-03-01      | Fixed         | 5.38%                 | No            |                  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      | $149052.17    | 0.10%             | 2039-02-15      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Ciena Corp.                                             | Ciena Corp.                                                          | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |       638 | NS      | $160654.78    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MHC Commercial Mortgage Trust                           | MHC Commercial Mortgage Trust, Series 2021-MHC, Class G              | CUSIP: 55316VAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    680000 | PA      | $679998.79    | 0.44%             | 2038-04-15      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cipher Compute LLC                                      | Cipher Compute LLC                                                   | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    295000 | PA      | $303971.25    | 0.20%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  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      | $842527.21    | 0.55%             | 2038-01-15      | Floating      | 5.27%                 | 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      | $1537.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                        | NRG Energy, Inc.                                                     | CUSIP: 629377DD1<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    380000 | PA      | $383966.06    | 0.25%             | 2036-01-15      | Fixed         | 6.00%                 | 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        |    289666 | PA      | $289738.23    | 0.19%             | 2030-05-23      | Variable      | 8.18%                 | No            |                  2 | On Loan: No      |
| Mermaid Bidco, Inc.                                     | Mermaid Bidco, Inc., First Lien Term Loan B                          | CUSIP: 59012CAL9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    343312 | PA      | $336875.22    | 0.22%             | 2031-07-03      | Variable      | 7.15%                 | No            |                  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        |    331995 | PA      | $333999.05    | 0.22%             | 2044-05-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                                  | HLF Financing Sarl LLC                                               | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    175000 | PA      | $188151.08    | 0.12%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Penta CLO DAC                                           | Penta CLO DAC, Series 2023-15A, Class DR                             | CUSIP: N/A<br>LEI: 5493009DHFYZRQZRBR67       | Long             | ABS-CBDO         | CORP              | IE        |    250000 | PA      | $300279.59    | 0.20%             | 2038-10-15      | Floating      | 5.04%                 | Yes           |                  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        |    296071 | PA      | $274051.83    | 0.18%             | 2030-10-28      | Variable      | 6.92%                 | 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      | $4512.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                           | Navient Corp.                                                        | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |    506000 | PA      | $494918.80    | 0.32%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| Cogent Biosciences, Inc.                                | Cogent Biosciences, Inc.                                             | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    117000 | PA      | $140164.85    | 0.09%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                         | Citigroup, Inc.                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    205000 | PA      | $210978.33    | 0.14%             | 2034-11-19      | Variable      | 5.59%                 | No            |                  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      | $231644.75    | 0.15%             | 2035-07-20      | Floating      | 6.53%                 | 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      | $293714.64    | 0.19%             | 2062-02-15      | Variable      | 3.88%                 | 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      | $-172146.83   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CMS Energy Corp.                                        | CMS Energy Corp.                                                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    411000 | PA      | $424502.99    | 0.28%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       290 | NC      | $-173537.72   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-10492.78    | -0.01%            |  |  |  | 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        |    583000 | PA      | $537817.50    | 0.35%             | 2028-08-21      | Variable      | 8.02%                 | No            |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                        | CUSIP: 17888HAB9<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    331000 | PA      | $347668.50    | 0.23%             | 2031-07-01      | Fixed         | 8.75%                 | Yes           |                  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        |    192000 | PA      | $192099.76    | 0.13%             | 2030-07-15      | Fixed         | 4.68%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F030637<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    946893 | PA      | $838276.80    | 0.55%             | 2056-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                        | Gray Media, Inc.                                                     | CUSIP: 389375AP1<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |    346000 | PA      | $354225.46    | 0.23%             | 2033-08-15      | Fixed         | 7.25%                 | Yes           |                  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        |    767513 | PA      | $780764.24    | 0.51%             | 2033-01-18      | Fixed         | 8.88%                 | 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      | $502446.51    | 0.33%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -57 | NC      | $-2671.88     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Coinstar Funding LLC                                    | Coinstar Funding LLC, Series 2017-1A, Class A2                       | CUSIP: 19260MAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    465375 | PA      | $528333.49    | 0.34%             | 2047-04-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Ensemble RCM LLC                                        | Ensemble RCM LLC Term Loan First Lien                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    797672 | PA      | $788698.39    | 0.51%             | 2033-01-21      | Variable      | 0.00%                 | 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        |    735226 | PA      | $744524.60    | 0.48%             | 2060-05-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                          | Carnival Corp.                                                       | CUSIP: 143658CA8<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    343000 | PA      | $352269.23    | 0.23%             | 2032-08-01      | Fixed         | 5.75%                 | 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      | $151391.76    | 0.10%             | 2032-08-18      | Fixed         | 5.69%                 | Yes           |                  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    | 0.16%             |  |  |  | No            |                  3 | On Loan: No      |
| PRET LLC                                                | PRET LLC, Series 2025-NPL4, Class A1                                 | CUSIP: 74136UAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    933259 | PA      | $935798.40    | 0.61%             | 2055-04-25      | Variable      | 6.37%                 | 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      | $1096240.63   | 0.71%             | 2043-07-25      | Floating      | 9.60%                 | 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      | $100242.81    | 0.07%             | 2031-10-15      | Fixed         | 7.84%                 | Yes           |                  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      | $720201.79    | 0.47%             | 2034-08-15      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| PAREXEL International, Inc.                             | PAREXEL International Corp., First Lien Term Loan B                  | CUSIP: 71911KAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    145000 | PA      | $144879.65    | 0.09%             | 2031-12-12      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance US, Inc.                           | ION Platform Finance US, Inc.                                        | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |    581000 | PA      | $509545.19    | 0.33%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Alpha Generation LLC                                    | Alpha Generation LLC                                                 | CUSIP: 02073LAC5<br>LEI: 254900K5V62L4YGVKF49 | Long             | DBT              | CORP              | US        |    765000 | PA      | $769964.09    | 0.50%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| EF Holdco                                               | EF Holdco                                                            | CUSIP: 31574BAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    395000 | PA      | $399222.95    | 0.26%             | 2030-09-30      | Fixed         | 7.38%                 | Yes           |                  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      | $597894.29    | 0.39%             | 2032-07-23      | Variable      | 5.52%                 | No            |                  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      | $163728.25    | 0.11%             | 2035-07-20      | Floating      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Six Flags Entertainment Corp.                           | Six Flags Entertainment Corp.                                        | CUSIP: 83001AAD4<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |    454000 | PA      | $448038.93    | 0.29%             | 2031-05-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F062622<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    153000 | PA      | $158445.27    | 0.10%             | 2056-02-25      | Fixed         | 6.50%                 | 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      | $2345.09      | 0.00%             |  |  |  | No            |                  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      | $177158.10    | 0.12%             | 2040-06-15      | Floating      | 6.77%                 | 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      | $8666.62      | 0.01%             |  |  |  | No            |                  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      | $335840.19    | 0.22%             | 2038-03-15      | Floating      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| Octagon 75 Ltd.                                         | Octagon 75 Ltd., Series 2025-1A, Class D2                            | CUSIP: 67579EAL3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    700000 | PA      | $700315.63    | 0.46%             | 2038-01-22      | Floating      | 7.32%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corp.                                          | M&T Bank Corp.                                                       | CUSIP: 55261FAN4<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    384000 | PA      | $377152.86    | 0.25%             | 2026-09-01      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Victra Holdings LLC                                     | Victra Holdings LLC                                                  | CUSIP: 92648DAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    501000 | PA      | $527403.20    | 0.34%             | 2029-09-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SM Energy Co.                                           | SM Energy Co.                                                        | CUSIP: 17888HAD5<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |    335000 | PA      | $366385.15    | 0.24%             | 2033-06-15      | Fixed         | 9.62%                 | 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        |    117000 | PA      | $118271.21    | 0.08%             | 2042-10-15      | Floating      | 7.78%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies, Inc.                                | Lumen Technologies, Inc.                                             | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |    184918 | PA      | $184918.00    | 0.12%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Nidda Healthcare Holding GmbH                           | Nidda Healthcare Holding GmbH                                        | CUSIP: N/A<br>LEI: 549300Q89C4WAO6L0L19       | Long             | DBT              | CORP              | DE        |    170000 | PA      | $203266.12    | 0.13%             | 2032-10-15      | Floating      | 5.28%                 | 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      | $318675.76    | 0.21%             | 2031-11-15      | Fixed         | 6.88%                 | 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      | $199221.69    | 0.13%             | 2033-02-15      | Fixed         | 7.25%                 | 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      | $350664.24    | 0.23%             | 2045-02-25      | Floating      | 5.35%                 | 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      | $438701.37    | 0.29%             | 2040-02-12      | Fixed         | 2.69%                 | 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      | $192.89       | 0.00%             |  |  |  | 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      | $99888.81     | 0.07%             | 2040-10-25      | Variable      | 5.66%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO DAC                                           | Penta CLO DAC, Series 2020-7X, Class DR                              | CUSIP: N/A<br>LEI: 635400DZLHIMDJLTKF78       | Long             | ABS-CBDO         | CORP              | IE        |    500000 | PA      | $598395.14    | 0.39%             | 2039-01-25      | Floating      | 5.33%                 | No            |                  2 | On Loan: No      |
| Rocket Software, Inc.                                   | Rocket Software, Inc.                                                | CUSIP: 77314EAA6<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |    507000 | PA      | $451775.38    | 0.29%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F050627<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2853969 | PA      | $2852559.14   | 1.86%             | 2056-02-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aurium CLO I DAC                                        | Aurium CLO I DAC, Series 1X, Class DR2                               | CUSIP: N/A<br>LEI: 213800O4RL6TWVR6MP81       | Long             | ABS-CBDO         | CORP              | IE        |    700000 | PA      | $847646.99    | 0.55%             | 2038-07-25      | Floating      | 5.38%                 | No            |                  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        |    132000 | PA      | $133370.70    | 0.09%             | 2056-01-05      | Fixed         | 6.73%                 | Yes           |                  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      | $119217.71    | 0.08%             | 2031-05-15      | Fixed         | 5.08%                 | 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        |    243582 | PA      | $243581.76    | 0.16%             | 2029-08-02      | Variable      | 9.18%                 | No            |                  2 | On Loan: No      |
| Zodiac Purchaser LLC                                    | Zodiac Purchaser LLC, First Lien Term Loan                           | CUSIP: 98980XAC9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    567150 | PA      | $546590.81    | 0.36%             | 2032-02-16      | Variable      | 7.17%                 | No            |                  2 | On Loan: No      |
| New Home Co., Inc. (The)                                | New Home Co., Inc. (The)                                             | CUSIP: 645370AG2<br>LEI: 549300PLCE8TB3TVRQ85 | Long             | DBT              | CORP              | US        |    483000 | PA      | $503115.98    | 0.33%             | 2030-11-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Gategroup Fin Luxembourg SA                             | gategroup Finance Luxembourg SA, First Lien Term Loan B              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |    110445 | PA      | $110536.67    | 0.07%             | 2032-06-10      | Variable      | 7.19%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                        | CVS Health Corp.                                                     | CUSIP: 126650EG1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    267000 | PA      | $277570.00    | 0.18%             | 2054-12-10      | Variable      | 6.75%                 | No            |                  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        |    299000 | PA      | $300493.67    | 0.20%             | 2043-02-15      | Floating      | 6.57%                 | 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      | $521661.52    | 0.34%             | 2028-05-04      | Variable      | 7.13%                 | No            |                  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      | $594973.71    | 0.39%             | 2033-01-20      | Variable      | 5.37%                 | No            |                  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      | $99998.40     | 0.07%             | 2040-04-25      | Variable      | 5.58%                 | Yes           |                  2 | On Loan: No      |
| APLD ComputeCo LLC                                      | APLD ComputeCo LLC                                                   | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    364000 | PA      | $378102.91    | 0.25%             | 2030-12-15      | Fixed         | 9.25%                 | 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        |    199458 | PA      | $199092.51    | 0.13%             | 2033-06-15      | Fixed         | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Cipher Mining, Inc.                                     | Cipher Mining, Inc.                                                  | CUSIP: 17253J106<br>LEI: 254900QABG5HCQZ28A17 | Long             | EC               | CORP              | US        |     18777 | NS      | $299680.92    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGRE Trust                                             | FIGRE Trust, Series 2024-HE6, Class C                                | CUSIP: 31684DAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    387702 | PA      | $391911.64    | 0.26%             | 2054-12-25      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Star Parent, Inc.                                       | Star Parent, Inc., First Lien Term Loan                              | CUSIP: 87169DAB1<br>LEI: 254900GRGCJYRMDRWT73 | Long             | LON              | CORP              | US        |    566687 | PA      | $566789.06    | 0.37%             | 2030-09-27      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Ammega Group BV                                         | Ammega Group BV, First Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |    500000 | PA      | $503929.80    | 0.33%             | 2028-12-30      | Variable      | 7.02%                 | No            |                  2 | On Loan: No      |
| Azuria Water Solutions, Inc.                            | Azuria Water Solutions, Inc. Term Loan First Lien                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    414811 | PA      | $411699.68    | 0.27%             | 2033-01-27      | Variable      | 6.19%                 | No            |                  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      | $187888.83    | 0.12%             | 2051-02-27      | Variable      | 0.01%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F042624<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   3247640 | PA      | $3180693.15   | 2.07%             | 2056-02-25      | Fixed         | 4.50%                 | 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      | $55.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gibraltar Industries, Inc.                              | Gibraltar Industries, Inc. Term Loan First Lien                      | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    156100 | PA      | $156100.00    | 0.10%             | 2033-01-31      | Variable      | 5.92%                 | No            |                  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      | $278453.98    | 0.18%             | 2042-11-10      | Variable      | 6.62%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F042632<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    620360 | PA      | $606872.13    | 0.40%             | 2056-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| StoneX Group, Inc.                                      | StoneX Group, Inc.                                                   | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |    136000 | PA      | $144688.09    | 0.09%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                      | CUSIP: 21H050623<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     96000 | PA      | $95942.40     | 0.06%             | 2056-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                | BX Trust, Series 2025-ARIA, Class C                                  | CUSIP: 05619TAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    590000 | PA      | $599257.32    | 0.39%             | 2042-12-13      | Variable      | 5.52%                 | 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      | $203403.19    | 0.13%             | 2031-02-18      | Fixed         | 6.90%                 | 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        |    112357 | NS      | $6025705.91   | 3.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                 | Level 3 Financing, Inc.                                              | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |    388000 | PA      | $397208.70    | 0.26%             | 2036-01-15      | Fixed         | 8.50%                 | 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      | $185672.14    | 0.12%             | 2032-06-15      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                             | Caesars Entertainment, Inc.                                          | CUSIP: 12769GAD2<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |    757000 | PA      | $736454.26    | 0.48%             | 2032-10-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| 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      | $838063.97    | 0.55%             | 2045-02-25      | Floating      | 5.65%                 | Yes           |                  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        |    278101 | PA      | $281759.73    | 0.18%             | 2032-09-15      | Fixed         | 8.04%                 | Yes           |                  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        |    110000 | PA      | $109828.40    | 0.07%             | 2031-03-17      | Variable      | 8.16%                 | No            |                  2 | On Loan: No      |
| BXP Trust                                               | BXP Trust, Series 2017-GM, Class D                                   | CUSIP: 056083AL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $233575.22    | 0.15%             | 2039-06-13      | Variable      | 3.42%                 | 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      | $251058.09    | 0.16%             | 2030-11-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave, Inc.                                         | CoreWeave, Inc.                                                      | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |    155000 | PA      | $152581.71    | 0.10%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Jersey Mike's Funding                                   | Jersey Mike's Funding, Series 2025-1A, Class A2                      | CUSIP: 476681AE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    349125 | PA      | $353057.10    | 0.23%             | 2055-08-16      | Fixed         | 5.61%                 | Yes           |                  2 | On Loan: No      |
| LGI Homes, Inc.                                         | LGI Homes, Inc.                                                      | CUSIP: 50187TAF3<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    652000 | PA      | $598363.55    | 0.39%             | 2029-07-15      | Fixed         | 4.00%                 | 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      | $117286.45    | 0.08%             | 2039-03-15      | Floating      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| House of HR Group BV                                    | House of HR Group BV                                                 | CUSIP: N/A<br>LEI: 724500AWBTX8I880X774       | Long             | DBT              | CORP              | NL        |    300000 | PA      | $337286.09    | 0.22%             | 2029-11-03      | Fixed         | 9.00%                 | No            |                  2 | 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      | $332804.16    | 0.22%             | 2031-02-05      | Floating      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| TeamSystem SpA                                          | TeamSystem SpA                                                       | CUSIP: N/A<br>LEI: 81560062081DF3AB7A90       | Long             | DBT              | CORP              | IT        |    320000 | PA      | $379660.96    | 0.25%             | 2031-07-31      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                            | Sotheby's Artfi Master Trust, Series 2024-1A, Class D                | CUSIP: 83589CAE8<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    668000 | PA      | $670153.97    | 0.44%             | 2031-12-22      | Fixed         | 7.91%                 | Yes           |                  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      | $279362.19    | 0.18%             | 2032-08-20      | Fixed         | 5.68%                 | 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      | $48.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                      | DT Midstream, Inc.                                                   | CUSIP: 23345MAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    205000 | PA      | $212630.86    | 0.14%             | 2034-12-15      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Versant Media Group, Inc.                               | Versant Media Group, Inc., First Lien Term Loan                      | CUSIP: 92528PAB0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    234000 | PA      | $233590.50    | 0.15%             | 2031-01-30      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Notes                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -28 | NC      | $-3500.00     | -0.00%            |  |  |  | No            |                  1 | 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        |    369370 | PA      | $359211.93    | 0.23%             | 2031-10-09      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 5 Year Notes                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -57 | NC      | $-1781.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Rand Parent LLC                                         | Rand Parent LLC                                                      | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    474000 | PA      | $495335.01    | 0.32%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  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      | $155160.48    | 0.10%             | 2039-03-15      | Floating      | 6.57%                 | 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        |    274285 | PA      | $276917.99    | 0.18%             | 2044-12-25      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                      | Burford Capital Global Finance LLC                                   | CUSIP: 12116LAJ8<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    200000 | PA      | $200450.00    | 0.13%             | 2034-01-15      | Fixed         | 8.50%                 | 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        |    441064 | PA      | $443421.96    | 0.29%             | 2026-07-31      | Floating      | 0.00%                 | No            |                  3 | On Loan: No      |
| Aretec Group, Inc.                                      | Aretec Group, Inc.                                                   | CUSIP: 04020JAA4<br>LEI: 549300NV2T8A33L0PQ58 | Long             | DBT              | CORP              | US        |    229000 | PA      | $246676.51    | 0.16%             | 2030-08-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Marex Group plc                                         | Marex Group plc                                                      | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     70000 | PA      | $72932.81     | 0.05%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  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      | $1232030.70   | 0.80%             | 2038-10-19      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| CenterPoint Energy, Inc.                                | CenterPoint Energy, Inc.                                             | CUSIP: 15189TBS5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    406000 | PA      | $409103.87    | 0.27%             | 2056-04-01      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                             | First Quantum Minerals Ltd.                                          | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |    429000 | PA      | $450706.54    | 0.29%             | 2034-02-15      | Fixed         | 7.25%                 | 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      | $355134.40    | 0.23%             | 2034-01-15      | Fixed         | 6.62%                 | 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      | $805668.21    | 0.52%             | 2044-07-15      | Floating      | 7.43%                 | 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        |    218469 | PA      | $221240.99    | 0.14%             | 2055-05-25      | Variable      | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Travere Therapeutics, Inc.                              | Travere Therapeutics, Inc.                                           | CUSIP: 89422GAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    131000 | PA      | $169291.30    | 0.11%             | 2029-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                               | Viper Energy Partners LLC                                            | CUSIP: 92764MAB0<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    279000 | PA      | $284038.74    | 0.18%             | 2035-08-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Capital Four CLO XI DAC                                 | Capital Four CLO XI DAC, Series 11A, Class D                         | CUSIP: N/A<br>LEI: 25490035KVDRNZGTO841       | Long             | ABS-CBDO         | CORP              | IE        |    400000 | PA      | $482515.38    | 0.31%             | 2039-01-25      | Floating      | 5.22%                 | Yes           |                  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      | $303351.82    | 0.20%             | 2038-03-15      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| FNMA or FHLMC                                           | UMBS, Single Family, 30 Year                                         | CUSIP: 01F022634<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     82375 | PA      | $69875.91     | 0.05%             | 2056-03-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Watco Cos. LLC                                          | Watco Cos. LLC                                                       | CUSIP: 941130AD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    254000 | PA      | $266265.66    | 0.17%             | 2032-08-01      | Fixed         | 7.12%                 | 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      | $44.63        | 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      | $195.70       | 0.00%             |  |  |  | No            |                  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        |    200696 | PA      | $213561.77    | 0.14%             | 2049-06-15      | Fixed         | 9.10%                 | Yes           |                  2 | On Loan: No      |
| EURO                                                    | EURO                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |   1540722 | OU      | $1832919.88   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                          | Pound Sterling                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |      4678 | OU      | $6419.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $4672.90      | 0.00%             |  |  |  | No            |                  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      | $364096.74    | 0.24%             | 2031-01-31      | Fixed         | 5.88%                 | 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        |   1236000 | PA      | $1291673.05   | 0.84%             | 2041-12-25      | Floating      | 10.70%                | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                      | Burford Capital Global Finance LLC                                   | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |    622000 | PA      | $600501.20    | 0.39%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                     | U.S. Treasury 10 Year Ultra Bonds                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -41 | NC      | $62504.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                     | Forward Foreign Currency Contract                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |         1 | NC      | $-1112.38     | -0.00%            |  |  |  | No            |                  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      | $503779.96    | 0.33%             | 2030-03-25      | Variable      | 6.51%                 | 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      | $-11361.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Cloud Software Group, Inc.                              | Cloud Software Group, Inc.                                           | CUSIP: 18912UAG7<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     58000 | PA      | $55598.02     | 0.04%             | 2033-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: —       |
| Millrose Properties, Inc.                               | Millrose Properties, Inc.                                            | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    269000 | PA      | $272034.05    | 0.18%             | 2032-09-15      | Fixed         | 6.25%                 | 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        |    189000 | PA      | $190347.12    | 0.12%             | 2038-03-15      | Variable      | 7.14%                 | 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        |    220000 | PA      | $210135.33    | 0.14%             | 2036-08-15      | Floating      | 4.44%                 | 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        |     60908 | PA      | $61158.01     | 0.04%             | 2044-09-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Veritiv Operating Co.                                   | Veritiv Operating Co.                                                | CUSIP: 92339LAA0<br>LEI: 5493004G8OK5L1UTIY12 | Long             | DBT              | CORP              | US        |    596000 | PA      | $638165.21    | 0.42%             | 2030-11-30      | Fixed         | 10.50%                | 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      | $1171.25      | 0.00%             |  |  |  | No            |                  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      | $179330.00    | 0.12%             | 2033-05-09      | Variable      | 8.67%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP                                    | Boots Group Finco LP, First Lien Term Loan                           | CUSIP: 09947PAB7<br>LEI: 254900YVLYOVF1PF1N93 | Long             | LON              | CORP              | GB        |    134000 | PA      | $134335.00    | 0.09%             | 2032-08-30      | Variable      | 7.21%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                   | Kioxia Holdings Corp.                                                | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |    353000 | PA      | $368605.41    | 0.24%             | 2033-07-24      | Fixed         | 6.62%                 | 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        |    276419 | PA      | $264771.10    | 0.17%             | 2029-03-26      | Variable      | 7.92%                 | 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      | $595622.07    | 0.39%             | 2032-09-30      | Variable      | 4.90%                 | No            |                  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        |    290780 | PA      | $200879.76    | 0.13%             | 2029-04-02      | Variable      | 8.02%                 | No            |                  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        |   1114893 | PA      | $1117791.12   | 0.73%             | 2039-12-15      | Floating      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| ROBLOX Corp.                                            | ROBLOX Corp.                                                         | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |    521000 | PA      | $498479.78    | 0.32%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Windstream Services LLC                                 | Windstream Services LLC, First Lien Term Loan                        | CUSIP: 97381JAK9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    439000 | PA      | $439000.00    | 0.29%             | 2032-10-06      | Variable      | 7.67%                 | No            |                  2 | On Loan: No      |
| Starz Capital Holdings 1, Inc.                          | Starz Capital Holdings 1, Inc.                                       | CUSIP: 535939AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    511000 | PA      | $477785.00    | 0.31%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NYC Commercial Mortgage Trust                           | NYC Commercial Mortgage Trust, Series 2025-1155, Class A             | CUSIP: 67122BAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1342000 | PA      | $1373009.57   | 0.89%             | 2042-06-10      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Loire Finco Luxembourg SARL                             | Loire Finco Luxembourg SARL, First Lien Term Loan B                  | CUSIP: L7000HAH7<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |    500000 | PA      | $598810.33    | 0.39%             | 2030-01-21      | Variable      | 5.95%                 | No            |                  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        |    426669 | PA      | $426984.12    | 0.28%             | 2033-09-20      | Floating      | 6.95%                 | 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        |    302140 | PA      | $295187.60    | 0.19%             | 2028-06-12      | Fixed         | 3.16%                 | 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      | $249897.37    | 0.16%             | 2033-02-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Penn Entertainment, Inc.                                | Penn Entertainment, Inc.                                             | CUSIP: 707569AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    498000 | PA      | $462160.38    | 0.30%             | 2029-07-01      | Fixed         | 4.12%                 | 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        |    150000 | PA      | $151669.23    | 0.10%             | 2043-02-15      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                          | NCL Corp. Ltd.                                                       | CUSIP: 62886HBY6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |    612000 | PA      | $613675.16    | 0.40%             | 2031-01-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SIG plc                                                 | SIG plc                                                              | CUSIP: N/A<br>LEI: 213800VDC1BKJEZ8PV53       | Long             | DBT              | CORP              | GB        |    220000 | PA      | $250005.28    | 0.16%             | 2029-10-31      | Fixed         | 9.75%                 | No            |                  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        |     32000 | PA      | $32096.21     | 0.02%             | 2030-12-16      | Fixed         | 5.16%                 | 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      | $279820.89    | 0.18%             | 2041-09-25      | Floating      | 5.80%                 | 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        |    983654 | PA      | $1031895.12   | 0.67%             | 2041-11-25      | Floating      | 11.50%                | Yes           |                  2 | On Loan: No      |
| LifePoint Health, Inc.                                  | LifePoint Health, Inc.                                               | CUSIP: 53219LAX7<br>LEI: 549300G8ZVHRTBBBSZ90 | Long             | DBT              | CORP              | US        |    271000 | PA      | $285910.34    | 0.19%             | 2032-06-01      | Fixed         | 10.00%                | 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        |     41000 | PA      | $41064.54     | 0.03%             | 2031-09-15      | Fixed         | 5.74%                 | 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      | $306524.06    | 0.20%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| GNMA                                                    | GNMA II, Single Family, 30 Year                                      | CUSIP: 21H052629<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     68000 | PA      | $68733.04     | 0.04%             | 2056-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                     | Rithm Capital Corp.                                                  | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |    280000 | PA      | $286058.36    | 0.19%             | 2029-04-01      | Fixed         | 8.00%                 | 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      | $597799.12    | 0.39%             | 2032-06-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Hess Midstream Operations LP                            | Hess Midstream Operations LP                                         | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    649000 | PA      | $633945.02    | 0.41%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-02

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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