# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-26-006025
**Filing Date:** 2026-3
**Character Count:** 148695
**Document Hash:** 5b4526fc7bd030a501870ae6b7be813e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-26-006025.hdr.sgml**: 20260323

**ACCESSION NUMBER**: 0002071691-26-006025

**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:** 26781985

**BUSINESS ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206
- **BUSINESS PHONE:** 303-333-3863

**MAIL ADDRESS:**
- **STREET 1:** 151 DETROIT STREET
- **CITY:** DENVER
- **STATE:** CO
- **ZIP:** 80206

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Janus ETF Trust
- **DATE OF NAME CHANGE:** 20100902

## Series and Classes Contracts Data

### Janus Henderson Short Duration Income ETF (Series ID: S000055281)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Janus Detroit Street Trust

- **b. Investment Company Act file number:** 811-23112

- **c. CIK number of Registrant:** 0001500604

- **d. LEI of Registrant:** 5493003MM7OCK5UJW595

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

  - **Street Address 1:** 151 Detroit Street

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

  - **Telephone number:** 303-333-3863

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

- **a. Name of Series:** Janus Henderson Short Duration Income ETF

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

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

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

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**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:** $3014680431.91

**Total Liabilities:** $55365116.68

**Net Assets:** $2959315315.23

**Delayed Delivery Securities:** $5999961.60

**Cash Not Reported:** $1497374.70

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -13729.30330705 | **1-Year:** -246558.72059615 | **5-Year:** -175823.94314553 | **10-Year:** -35168.39840253 | **30-Year:** -3494.19933822

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

- **3-Month:** -15.75656521 | **1-Year:** -1727.11609947 | **5-Year:** -2442.01676188 | **10-Year:** -4417.72728560 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173876 | 0.32%                | 0.46%                | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2566639.89             | $3528948.60                                |
| Month 2  | $109080.64               | $7666050.89                                |
| Month 3  | $934104.60               | $20378728.13                               |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                     | Title                                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2021-1A, Class A2II                             | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2916060 | PA      | $2708679.51   | 0.09%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty. Ltd.        | Volkswagen Financial Services Australia Pty. Ltd.                             | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    3110000 | PA      | $2179778.07   | 0.07%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Enel Finance International NV                            | Enel Finance International NV                                                 | CUSIP: 29278GBF4<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |   14000000 | PA      | $13998724.60  | 0.47%             | 2028-09-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | SOP                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |  414900000 | PA      | $329798.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13694137.29  | 0.46%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                       | LPL Holdings, Inc.                                                            | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    6548000 | PA      | $6646863.86   | 0.22%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                       | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   11486000 | PA      | $11580959.13  | 0.39%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Fin Co.                                  | Global Atlantic Fin Co.                                                       | CUSIP: 37959GAA5<br>LEI: 98450051B2E65CAA7E94 | Long             | DBT              | CORP              | US        |   11420000 | PA      | $11269893.46  | 0.38%             | 2029-10-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $12679198.28  | 0.43%             | 2026-09-21      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                       | Suncorp Group Ltd.                                                            | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |   17200000 | PA      | $12251529.44  | 0.41%             | 2037-06-01      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                          | BAE Systems plc                                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   13915000 | PA      | $14077766.26  | 0.48%             | 2027-03-26      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2023-R06, Class 1M1               | CUSIP: 20754EAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1254919 | PA      | $1259842.88   | 0.04%             | 2043-07-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                          | Danske Bank A/S                                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   13400000 | PA      | $13594320.23  | 0.46%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                       | F&G Global Funding                                                            | CUSIP: 30321L2M3<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |   14948000 | PA      | $14952135.96  | 0.51%             | 2029-01-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  143000000 | PA      | $153769.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1               | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1527337 | PA      | $1529051.96   | 0.05%             | 2044-02-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| National Australia Bank Ltd.                             | National Australia Bank Ltd.                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |    6285000 | PA      | $8476722.64   | 0.29%             | 2031-09-15      | Variable      | 1.70%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                              | ONEOK, Inc.                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6668795.03   | 0.23%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                              | Liberty Financial Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |   19100000 | PA      | $13447407.52  | 0.45%             | 2026-05-25      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                          | Hertz Vehicle Financing III LLC, Series 2025-5A, Class A                      | CUSIP: 42806MDL0<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   12800000 | PA      | $12866568.16  | 0.43%             | 2030-05-25      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                           | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   12047000 | PA      | $12123915.28  | 0.41%             | 2028-07-06      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2025-DNA1, Class M1                           | CUSIP: 35564NFZ1<br>LEI: 529900WZAMS87JCAOC53 | Long             | ABS-MBS          | CORP              | US        |    4787198 | PA      | $4792694.81   | 0.16%             | 2045-01-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                    | Amrize Finance US LLC                                                         | CUSIP: 43475RAQ9<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   14284000 | PA      | $14485261.85  | 0.49%             | 2028-04-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                       | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7050000 | PA      | $7343480.93   | 0.25%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.               | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $105164.46    | 0.00%             | 2031-02-26      | Floating      | 5.51%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                               | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    3095000 | PA      | $3076607.00   | 0.10%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust                             | BX Commercial Mortgage Trust, Series 2024-AIRC, Class A                       | CUSIP: 12433CAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4856607 | PA      | $4866111.53   | 0.16%             | 2041-08-15      | Floating      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5394615.53   | 0.18%             | 2027-04-23      | Variable      | 5.64%                 | No            |                  2 | On Loan: No      |
| Bank Australia Ltd.                                      | Bank Australia Ltd.                                                           | CUSIP: N/A<br>LEI: 261700A2UMQ3YAG2T616       | Long             | DBT              | CORP              | AU        |   38220000 | PA      | $27203956.83  | 0.92%             | 2028-02-21      | Floating      | 5.35%                 | No            |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                         | Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I                   | CUSIP: 25755TAN0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   10198608 | PA      | $9712521.32   | 0.33%             | 2051-04-25      | Fixed         | 2.66%                 | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                      | Societe Generale SA                                                           | CUSIP: 83368RBZ4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   17440000 | PA      | $17646397.17  | 0.60%             | 2027-02-19      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                       | VICI Properties LP                                                            | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    4638000 | PA      | $4685616.54   | 0.16%             | 2028-04-01      | Fixed         | 4.75%                 | 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      | $-293603.82   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings plc                         | Permanent TSB Group Holdings plc                                              | CUSIP: N/A<br>LEI: 635400DTNHVYGZODKQ93       | Long             | DBT              | CORP              | IE        |   10100000 | PA      | $13042653.41  | 0.44%             | 2029-06-30      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7112217.63   | 0.24%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $7229886.16   | 0.24%             | 2032-11-09      | Floating      | 6.34%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $2172054.47   | 0.07%             | 2026-02-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                    | Delta Air Lines, Inc.                                                         | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    7346000 | PA      | $7471879.15   | 0.25%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   12300000 | PA      | $8600048.47   | 0.29%             | 2035-02-12      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                       | VICI Properties LP                                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12699000 | PA      | $12834268.10  | 0.43%             | 2027-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                       | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class A2                   | CUSIP: 02007GZ48<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2266442 | PA      | $2305336.63   | 0.08%             | 2032-05-17      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co., Series W                                                   | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   14586000 | PA      | $14709184.02  | 0.50%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                         | CVS Health Corp.                                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $9004378.23   | 0.30%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                    | Walt Disney Co. (The)                                                         | CUSIP: 254687FU5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |   22920000 | PA      | $16967045.60  | 0.57%             | 2027-03-30      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                             | Marriott International, Inc.                                                  | CUSIP: 571903BM4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |   16885000 | PA      | $17020061.93  | 0.58%             | 2026-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2023-HQA3, Class M1                           | CUSIP: 35564K3G2<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | CORP              | US        |    1199414 | PA      | $1205638.95   | 0.04%             | 2043-11-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $4646149.18   | 0.16%             | 2034-07-10      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co.                                           | DTE Energy Co.                                                                | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    9300000 | PA      | $9416604.98   | 0.32%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co.                                        | Georgia Power Co.                                                             | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    6520000 | PA      | $6598327.43   | 0.22%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2024-1, Class B1             | CUSIP: 44644NAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6982105 | PA      | $7088315.94   | 0.24%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    7459000 | PA      | $7593690.59   | 0.26%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                   | Morgan Stanley Bank NA                                                        | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   43610000 | PA      | $43999199.19  | 1.49%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 2 Year Notes                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -2577 | NC      | $641028.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | 3 Month SOFR                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        557 | NC      | $-261613.15   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Export-Import Bank of Korea                              | Export-Import Bank of Korea                                                   | CUSIP: 302154EN5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    5902000 | PA      | $5912446.54   | 0.20%             | 2028-09-22      | Floating      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   75370000 | PA      | $730989.32    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  106550000 | PA      | $1162261.30   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $10151799.36  | 0.34%             | 2026-03-30      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2021-1A, Class A2I                              | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    5116800 | PA      | $5028957.65   | 0.17%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2021-DNA7, Class M2                           | CUSIP: 35564KMH9<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | CORP              | US        |    2000000 | PA      | $2015149.59   | 0.07%             | 2041-11-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                          | Solventum Corp.                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    6866000 | PA      | $6963832.26   | 0.24%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| SK hynix, Inc.                                           | SK hynix, Inc.                                                                | CUSIP: 78392BAJ6<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    6499000 | PA      | $6523896.56   | 0.22%             | 2028-09-11      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2021-R01, Class 1M2               | CUSIP: 20754RAB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    4540249 | PA      | $4560538.67   | 0.15%             | 2041-10-25      | Floating      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| BPR Trust                                                | BPR Trust, Series 2024-PMDW, Class A                                          | CUSIP: 05592VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6795181 | PA      | $6946652.92   | 0.23%             | 2041-11-05      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                          | Solventum Corp.                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   18132000 | PA      | $18790677.90  | 0.63%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| New Zealand Dollar                                       | New Zealand Dollar                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |    1252500 | OU      | $757574.58    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc.                                                               | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   14000000 | PA      | $14385017.22  | 0.49%             | 2030-02-13      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Heritage and People's Choice Ltd.                        | Heritage and People's Choice Ltd.                                             | CUSIP: N/A<br>LEI: 549300L09D57A4VEVO78       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $702812.78    | 0.02%             | 2031-09-16      | Floating      | 6.11%                 | No            |                  2 | On Loan: No      |
| Blackstone Holdings Finance Co. LLC                      | Blackstone Holdings Finance Co. LLC                                           | CUSIP: 09261BAJ9<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $12891277.34  | 0.44%             | 2027-11-03      | Fixed         | 5.90%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines, Inc.                                    | Delta Air Lines, Inc.                                                         | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14966417 | PA      | $15079578.25  | 0.51%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Universal Health Services, Inc.                          | Universal Health Services, Inc.                                               | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |   23425000 | PA      | $23079233.18  | 0.78%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A4E8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   11000000 | PA      | $11090932.60  | 0.37%             | 2027-01-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of New Zealand                                      | Bank of New Zealand                                                           | CUSIP: 064064AB4<br>LEI: N7LGVZM7X4UQ66T7LT74 | Long             | DBT              | CORP              | NZ        |    6035000 | PA      | $6226244.74   | 0.21%             | 2035-01-28      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                                | Plenti PL-Green ABS Trust, Series 2024-2, Class A1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   13182980 | PA      | $9254438.05   | 0.31%             | 2036-04-11      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                     | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $15792244.60  | 0.53%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                             | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   12639000 | PA      | $12879453.82  | 0.44%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII LLC                  | Bayview Opportunity Master Fund VII LLC, Series 2024-CAR1, Class A            | CUSIP: 07336QAA0<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |    2778381 | PA      | $2781737.48   | 0.09%             | 2031-12-26      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12942065.49  | 0.44%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  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        |    3356549 | PA      | $3359369.16   | 0.11%             | 2044-10-25      | Floating      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Charter Hall LWR Pty. Ltd.                               | Charter Hall LWR Pty. Ltd.                                                    | CUSIP: N/A<br>LEI: 254900TA7FL0KBPZO814       | Long             | DBT              | CORP              | AU        |    3270000 | PA      | $2136742.30   | 0.07%             | 2028-03-03      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                           | Broadcom, Inc.                                                                | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8040000 | PA      | $8196185.68   | 0.28%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   82265000 | PA      | $959339.92    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Teachers Mutual Bank Ltd.                                | Teachers Mutual Bank Ltd.                                                     | CUSIP: N/A<br>LEI: 549300II25ZWSHX8W615       | Long             | DBT              | CORP              | AU        |   16140000 | PA      | $11401176.35  | 0.39%             | 2027-06-21      | Floating      | 5.03%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891AED5<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    8767000 | PA      | $8785524.50   | 0.30%             | 2029-01-08      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $6826863.25   | 0.23%             | 2034-04-03      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                              | Penske Truck Leasing Co. LP                                                   | CUSIP: 709599BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7900000 | PA      | $7991380.64   | 0.27%             | 2027-01-12      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   11500000 | PA      | $11544598.96  | 0.39%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Liberty Financial Pty. Ltd.                              | Liberty Financial Pty. Ltd.                                                   | CUSIP: N/A<br>LEI: 549300S75HDUIPWTQC07       | Long             | DBT              | CORP              | AU        |    5010000 | PA      | $3684822.10   | 0.12%             | 2028-03-16      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Molex Electronic Technologies LLC                        | Molex Electronic Technologies LLC                                             | CUSIP: 60856BAE4<br>LEI: 549300WTBVUFUPSIWI20 | Long             | DBT              | CORP              | US        |   25440000 | PA      | $25790408.78  | 0.87%             | 2028-04-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2022-DNA3, Class M2                           | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | CORP              | US        |   18211363 | PA      | $18923244.75  | 0.64%             | 2042-04-25      | Floating      | 8.05%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Finance Canada, Inc.                       | Daimler Truck Finance Canada, Inc.                                            | CUSIP: 233852AE2<br>LEI: 54930098P2A2K13NYP58 | Long             | DBT              | CORP              | CA        |    8960000 | PA      | $6603794.26   | 0.22%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                           | Illumina, Inc.                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1709197.83   | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| General Motors Co.                                       | General Motors Co.                                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6498000 | PA      | $6661906.59   | 0.23%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                       | Canadian Imperial Bank of Commerce                                            | CUSIP: 13607L3Y7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   12300000 | PA      | $9117432.34   | 0.31%             | 2027-04-02      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| F&G Global Funding                                       | F&G Global Funding                                                            | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |    7744000 | PA      | $7796869.76   | 0.26%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAX0<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    7690000 | PA      | $7690722.86   | 0.26%             | 2028-10-15      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                      | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | DBT              | CORP              | GB        |    5240000 | PA      | $3730754.08   | 0.13%             | 2030-03-06      | Floating      | 5.37%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2022-R02, Class 2M2               | CUSIP: 20754BAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8213799 | PA      | $8354268.11   | 0.28%             | 2042-01-25      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2023-HQA1, Class M1A                          | CUSIP: 35564KX79<br>LEI: 5493000IRHY5YZIPQD14 | Long             | ABS-MBS          | CORP              | US        |    1006242 | PA      | $1014144.42   | 0.03%             | 2043-05-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2025-HQA1, Class M1                           | CUSIP: 35564NGZ0<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | CORP              | US        |    6476446 | PA      | $6486318.00   | 0.22%             | 2045-02-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.               | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   34400000 | PA      | $24203991.29  | 0.82%             | 2035-01-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                              | PNC Bank NA                                                                   | CUSIP: 20449EEE2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    2750000 | PA      | $2755144.81   | 0.09%             | 2026-04-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                             | Bendigo & Adelaide Bank Ltd.                                                  | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |   13600000 | PA      | $9549774.30   | 0.32%             | 2026-05-15      | Floating      | 4.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                          | Air Lease Corp.                                                               | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   14985000 | PA      | $11538389.14  | 0.39%             | 2028-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                       | LPL Holdings, Inc.                                                            | CUSIP: 50212YAC8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   23156000 | PA      | $23048065.95  | 0.78%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4501000 | PA      | $4572109.68   | 0.15%             | 2028-01-07      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                              | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |   17683000 | PA      | $17094408.79  | 0.58%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                              | Nationwide Building Society                                                   | CUSIP: 63861VAM9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   12049000 | PA      | $12171368.44  | 0.41%             | 2029-07-14      | Variable      | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Wendy's Funding LLC                                      | Wendy's Funding LLC, Series 2018-1A, Class A2II                               | CUSIP: 95058XAE8<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    4131406 | PA      | $4076803.18   | 0.14%             | 2048-03-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-DNA2, Class M1                           | CUSIP: 35564NCX9<br>LEI: 529900GRKKKHILZX4347 | Long             | ABS-MBS          | CORP              | US        |    2104474 | PA      | $2110030.84   | 0.07%             | 2044-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CA8<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   13200000 | PA      | $13392840.65  | 0.45%             | 2026-11-16      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                       | Subway Funding LLC, Series 2024-3A, Class A2I                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9765360 | PA      | $9657518.98   | 0.33%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                            | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5089009.75   | 0.17%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.               | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |   10000000 | PA      | $7103647.05   | 0.24%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                                    | Global Payments, Inc.                                                         | CUSIP: 37961DB25<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   89350000 | PA      | $89320174.97  | 3.02%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                                     | Glencore Funding LLC                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   18904000 | PA      | $19239417.26  | 0.65%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R04, Class 1M1               | CUSIP: 20755TAB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2254546 | PA      | $2258735.21   | 0.08%             | 2045-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                        | Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1                   | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3250000 | PA      | $3276853.60   | 0.11%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG                                                                  | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15000000 | PA      | $15029199.90  | 0.51%             | 2028-03-23      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668BV3<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   14575000 | PA      | $14720032.18  | 0.50%             | 2026-09-12      | Fixed         | 5.70%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                                   | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    5353000 | PA      | $5505933.93   | 0.19%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Logicor UK plc                                           | Logicor UK plc                                                                | CUSIP: N/A<br>LEI: 635400V9BO1NJKELQ692       | Long             | DBT              | CORP              | GB        |     656000 | PA      | $885245.64    | 0.03%             | 2026-11-17      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                      | Macquarie Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |   12190000 | PA      | $8748414.88   | 0.30%             | 2034-03-01      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2021-1A, Class A2I                              | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     908812 | PA      | $887557.66    | 0.03%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Rolls-Royce plc                                          | Rolls-Royce plc                                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     958000 | PA      | $981381.57    | 0.03%             | 2027-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   16600000 | PA      | $11673436.98  | 0.39%             | 2031-08-20      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Plenti Auto ABS                                          | Plenti Auto ABS, Series 2025-1, Class A                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    2813917 | PA      | $1976358.54   | 0.07%             | 2033-08-12      | Floating      | 4.66%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9660000 | PA      | $9669557.51   | 0.33%             | 2026-02-23      | Fixed         | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                   | Citadel Securities Global Holdings LLC                                        | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    2839000 | PA      | $2917093.79   | 0.10%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                  | Mercedes-Benz Finance North America LLC                                       | CUSIP: 58769JAK3<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |   12100000 | PA      | $12181996.98  | 0.41%             | 2026-08-03      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CK6<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    4075000 | PA      | $4093225.19   | 0.14%             | 2026-08-14      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                      | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    3600000 | PA      | $3635672.00   | 0.12%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                       | Suncorp Group Ltd.                                                            | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | DBT              | CORP              | AU        |    4500000 | PA      | $3274097.49   | 0.11%             | 2038-12-01      | Floating      | 6.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                   | Goldman Sachs Bank USA                                                        | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   33575000 | PA      | $33626278.43  | 1.14%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Homeward Opportunities Fund Trust                        | Homeward Opportunities Fund Trust, Series 2025-RRTL2, Class A1                | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2893000 | PA      | $2903886.94   | 0.10%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class B              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7337560 | PA      | $7391583.70   | 0.25%             | 2033-03-21      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CP5<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    3580000 | PA      | $3634023.88   | 0.12%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Canadian Dollar                                          | Canadian Dollar                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |    2011239 | OU      | $1485240.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of New York Mellon (The)                            | Bank of New York Mellon (The)                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   14180000 | PA      | $14420564.69  | 0.49%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Canada 2 Year Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -479 | NC      | $53428.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    8800000 | PA      | $8861027.03   | 0.30%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAF ABS                                                  | RAF ABS, Series 2025-1, Class A                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   18220274 | PA      | $12765141.63  | 0.43%             | 2031-12-09      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9677000 | PA      | $9321600.66   | 0.31%             | 2028-03-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                | Jersey Mike's Funding LLC, Series 2019-1A, Class A2                           | CUSIP: 476681AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4672770 | PA      | $4672297.43   | 0.16%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                 | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   14940000 | PA      | $15108931.06  | 0.51%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| VER Finco Pty. Ltd.                                      | VER Finco Pty. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300AUG2XU7SWOBD36       | Long             | DBT              | CORP              | AU        |    2230000 | PA      | $1449964.90   | 0.05%             | 2028-09-21      | Fixed         | 2.40%                 | 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      | $-155546.09   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R03, Class 2M1               | CUSIP: 20754VAB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    5044363 | PA      | $5056914.32   | 0.17%             | 2045-03-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2021-DNA6, Class M2                           | CUSIP: 35564KKY4<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | CORP              | US        |   13203862 | PA      | $13249365.45  | 0.45%             | 2041-10-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Bank Ltd.                          | Sumitomo Mitsui Trust Bank Ltd.                                               | CUSIP: 86563VCC1<br>LEI: 5493006GGLR4BTEL8O61 | Long             | DBT              | CORP              | JP        |    6800000 | PA      | $6825502.11   | 0.23%             | 2028-09-11      | Floating      | 4.42%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7645000 | PA      | $7696221.42   | 0.26%             | 2026-06-26      | Fixed         | 5.65%                 | 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      | $-308545.56   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: N/A<br>LEI: 5493008B6JBRUJ90QL97       | Long             | DBT              | CORP              | US        |    4690000 | PA      | $6462794.20   | 0.22%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Ltd.               | CNH Industrial Capital Australia Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 2617001JAII1WD34PJ72       | Long             | DBT              | CORP              | AU        |   29790000 | PA      | $20970601.01  | 0.71%             | 2026-07-13      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-177640.33   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Ltd.               | CNH Industrial Capital Australia Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 2617001JAII1WD34PJ72       | Long             | DBT              | CORP              | AU        |   17600000 | PA      | $12383190.81  | 0.42%             | 2027-05-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| LPL Holdings, Inc.                                       | LPL Holdings, Inc.                                                            | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   16965000 | PA      | $17278678.61  | 0.58%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: N/A<br>LEI: 549300LM1QSI4MSIL320       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $695912.36    | 0.02%             | 2027-04-21      | Fixed         | 4.76%                 | 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      | $-597531.54   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                        | Xcel Energy, Inc.                                                             | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    6808000 | PA      | $6903527.88   | 0.23%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown, Inc.                                      | Brown & Brown, Inc.                                                           | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    3036000 | PA      | $3076272.66   | 0.10%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                           | Broadcom, Inc.                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    8489000 | PA      | $8639531.45   | 0.29%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    3230000 | PA      | $3238412.41   | 0.11%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  144900000 | PA      | $132934.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                       | Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class B                    | CUSIP: 02007GZ55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2266442 | PA      | $2300974.88   | 0.08%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| ElectraNet Pty. Ltd.                                     | ElectraNet Pty. Ltd.                                                          | CUSIP: N/A<br>LEI: 254900N5QT0J6DLN1Z66       | Long             | DBT              | CORP              | AU        |    1930000 | PA      | $1258039.14   | 0.04%             | 2028-12-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton, Inc.                                | Booz Allen Hamilton, Inc.                                                     | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |   19647000 | PA      | $19321873.39  | 0.65%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Lonsdale Finance Pty. Ltd.                               | Lonsdale Finance Pty. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |   29300000 | PA      | $20177171.04  | 0.68%             | 2026-11-20      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Computershare US, Inc.                                   | Computershare US, Inc.                                                        | CUSIP: N/A<br>LEI: 549300BXQ1PX3KGZRT72       | Long             | DBT              | CORP              | US        |    1070000 | PA      | $722213.53    | 0.02%             | 2027-11-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp.                                     | American Tower Corp.                                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11915211.48  | 0.40%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                              | Jabil, Inc.                                                                   | CUSIP: 46652MB20<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   30950000 | PA      | $30938718.73  | 1.05%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Resimac Bastille Trust                                   | Resimac Bastille Trust, Series 2024-1NC, Class A2                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-MBS          | CORP              | AU        |    7412323 | PA      | $5214773.64   | 0.18%             | 2055-09-13      | Floating      | 4.91%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R05, Class 2M1               | CUSIP: 20753CAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6015573 | PA      | $6028727.45   | 0.20%             | 2045-07-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                           | Atlas Warehouse Lending Co. LP                                                | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   25655000 | PA      | $26443853.28  | 0.89%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                             | CUSIP: 95000U3Z4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   13820000 | PA      | $13885645.00  | 0.47%             | 2029-09-15      | Floating      | 4.56%                 | 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      | $-17992730.60 | -0.61%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                           | BNP Paribas SA                                                                | CUSIP: 05581KAC5<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |   11800000 | PA      | $11873443.20  | 0.40%             | 2027-03-13      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: 29251ZBK2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14500000 | PA      | $10744980.25  | 0.36%             | 2027-06-08      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hasbro, Inc.                                             | Hasbro, Inc.                                                                  | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |    5972000 | PA      | $5954568.57   | 0.20%             | 2026-11-19      | Fixed         | 3.55%                 | 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      | $189460.13    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bendigo & Adelaide Bank Ltd.                             | Bendigo & Adelaide Bank Ltd.                                                  | CUSIP: N/A<br>LEI: 549300Y9URD6W70K0360       | Long             | DBT              | CORP              | AU        |     800000 | PA      | $562188.57    | 0.02%             | 2031-10-14      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Euro-Schatz                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |       -120 | NC      | $-1446.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5070603.90   | 0.17%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   25000000 | PA      | $25000550.00  | 0.84%             | 2029-01-21      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                | Toyota Motor Credit Corp.                                                     | CUSIP: 89236TNS0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   20600000 | PA      | $20740904.00  | 0.70%             | 2028-09-05      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                         | McDonald's Corp.                                                              | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $696542.85    | 0.02%             | 2026-09-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                           | Insurance Australia Group Ltd.                                                | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | DBT              | CORP              | AU        |    8550000 | PA      | $6057745.52   | 0.20%             | 2036-12-15      | Floating      | 6.16%                 | No            |                  2 | On Loan: No      |
| Korea National Oil Corp.                                 | Korea National Oil Corp.                                                      | CUSIP: 50065LAM2<br>LEI: 988400ZTQ08W926ONT36 | Long             | DBT              | NUSS              | KR        |   15000000 | PA      | $15187035.90  | 0.51%             | 2028-03-31      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                                   | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    7823000 | PA      | $7991424.81   | 0.27%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                         | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   12356000 | PA      | $12820934.41  | 0.43%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                        | Compass Datacenters Issuer II LLC, Series 2024-2A, Class A1                   | CUSIP: 20469AAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    3905000 | PA      | $3907400.99   | 0.13%             | 2049-08-25      | Fixed         | 5.02%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R05, Class 2M1               | CUSIP: 20754XAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     285607 | PA      | $285610.32    | 0.01%             | 2044-07-25      | Floating      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                             | Mattel, Inc.                                                                  | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    3397000 | PA      | $3430896.39   | 0.12%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DT Midstream, Inc.                                       | DT Midstream, Inc.                                                            | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   13840000 | PA      | $13681902.91  | 0.46%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                               | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MBG9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   19617000 | PA      | $20131725.56  | 0.68%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5049055.40   | 0.17%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | CDS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   10300000 | PA      | $-14628.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | CDI                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   54400000 | PA      | $-663839.57   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1972614.91   | 0.07%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   14300000 | PA      | $10215918.19  | 0.35%             | 2034-07-10      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                   | Stellantis Financial Services US Corp.                                        | CUSIP: 85855FAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   14263000 | PA      | $14462314.16  | 0.49%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                           | Atlas Warehouse Lending Co. LP                                                | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    5700000 | PA      | $6017083.65   | 0.20%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                      | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    1260000 | PA      | $1282851.56   | 0.04%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                         | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    9500000 | PA      | $9627379.61   | 0.33%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M1               | CUSIP: 20755JAB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2457172 | PA      | $2461437.18   | 0.08%             | 2045-01-25      | Floating      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Australian Dollar                                        | Australian Dollar                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |   14731809 | OU      | $10320368.77  | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Subway Funding LLC                                       | Subway Funding LLC, Series 2024-1A, Class A2I                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11513700 | PA      | $11666454.00  | 0.39%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: N/A<br>LEI: 98TPTUM4IVMFCZBCUR27       | Long             | STIV             | CORP              | CA        |   36703000 | PA      | $27077525.43  | 0.91%             | 2026-02-12      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition plc                                  | Trinity Acquisition plc                                                       | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   17097000 | PA      | $17104090.98  | 0.58%             | 2026-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ADP9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5044637.50   | 0.17%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                                 | Oceanview Mortgage Trust, Series 2025-4, Class AF1                            | CUSIP: 67647DAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   12807006 | PA      | $12806972.42  | 0.43%             | 2055-12-25      | Floating      | 4.60%                 | Yes           |                  2 | On Loan: No      |
| UBS AG                                                   | UBS AG                                                                        | CUSIP: 90261AAE2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   13950000 | PA      | $13967700.88  | 0.47%             | 2027-05-17      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $982878.66    | 0.03%             | 2026-08-10      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                       | Banco Santander SA                                                            | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9600000 | PA      | $9778502.59   | 0.33%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                           | Atlas Warehouse Lending Co. LP                                                | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |   24331000 | PA      | $24439208.23  | 0.83%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NTT Finance Corp.                                        | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4347000 | PA      | $4404091.80   | 0.15%             | 2028-07-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| SK hynix, Inc.                                           | SK hynix, Inc.                                                                | CUSIP: 78392BAG2<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |   10045000 | PA      | $10176659.82  | 0.34%             | 2027-01-16      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                             | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    7870000 | PA      | $8027514.19   | 0.27%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC                               | AerCap Ireland Capital DAC                                                    | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    8375000 | PA      | $8533948.71   | 0.29%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| United Airlines Pass-Through Trust                       | United Airlines Pass-Through Trust, Series 2020-1, Class A                    | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1943869 | PA      | $1987396.56   | 0.07%             | 2027-10-15      | Fixed         | 5.88%                 | 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      | $-1677669.87  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   55600000 | PA      | $-29399.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Network Finance Co. Pty. Ltd.                            | Network Finance Co. Pty. Ltd.                                                 | CUSIP: N/A<br>LEI: 213800XV6ZAOWZ2IIS63       | Long             | DBT              | CORP              | AU        |     570000 | PA      | $391962.14    | 0.01%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2022-R03, Class 1M2               | CUSIP: 20753XAB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11830738 | PA      | $12161049.77  | 0.41%             | 2042-03-25      | Floating      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                                | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10018929.80  | 0.34%             | 2030-01-09      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | 3 Month SOFR                                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -557 | NC      | $273477.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviation Capital Group LLC                               | Aviation Capital Group LLC                                                    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $15041754.85  | 0.51%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                               | Corebridge Financial, Inc.                                                    | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    9833000 | PA      | $9789885.54   | 0.33%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                         | Boeing Co. (The)                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11598014.20  | 0.39%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                           | Illumina, Inc.                                                                | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    5630000 | PA      | $5795721.92   | 0.20%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lonsdale Finance Pty. Ltd.                               | Lonsdale Finance Pty. Ltd.                                                    | CUSIP: N/A<br>LEI: 549300VX4WC30OTQ1E62       | Long             | DBT              | CORP              | AU        |    3800000 | PA      | $2541470.70   | 0.09%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies, Inc.                         | GE HealthCare Technologies, Inc.                                              | CUSIP: 36266GAD9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |   10000000 | PA      | $10031449.50  | 0.34%             | 2028-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                        | Duke Energy Corp.                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $13098325.40  | 0.44%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| EMD Finance LLC                                          | EMD Finance LLC                                                               | CUSIP: 26867LAN0<br>LEI: 529900C8KS5G529A0B76 | Long             | DBT              | CORP              | US        |    8567000 | PA      | $8596177.57   | 0.29%             | 2028-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Vicinity Centres Trust                                   | Vicinity Centres Trust                                                        | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $104266.01    | 0.00%             | 2027-04-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                         | CUSIP: 04685A4N8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   20000000 | PA      | $20221534.00  | 0.68%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Federated Hermes Government Obligations Tax-Managed Fund | Federated Hermes Government Obligations Tax-Managed Fund, Institutional Class | CUSIP: 608919718<br>LEI: 254900VAJ9169N7JRF45 | Long             | STIV             | RF                | US        |    1041516 | NS      | $1041516.01   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                          | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    1330008 | PA      | $1332560.94   | 0.05%             | 2043-06-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-DNA1, Class M1                           | CUSIP: 35564NAX1<br>LEI: 529900N6M839KA246662 | Long             | ABS-MBS          | CORP              | US        |    2385982 | PA      | $2392119.94   | 0.08%             | 2044-02-25      | Floating      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2021-1A, Class A2II                             | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    1565760 | PA      | $1481046.07   | 0.05%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                             | Barclays plc                                                                  | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |    2230000 | PA      | $1582863.51   | 0.05%             | 2035-05-28      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                      | Macquarie Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 4ZHCHI4KYZG2WVRT8631       | Long             | DBT              | CORP              | AU        |    6980000 | PA      | $4905975.47   | 0.17%             | 2031-06-17      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   17538000 | PA      | $17463814.26  | 0.59%             | 2027-01-30      | Fixed         | 3.70%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                    | DB Master Finance LLC, Series 2017-1A, Class A2II                             | CUSIP: 233046AF8<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    5221350 | PA      | $5188044.81   | 0.18%             | 2047-11-20      | Fixed         | 4.03%                 | Yes           |                  2 | On Loan: No      |
| Liberty                                                  | Liberty, Series 2024-1A, Class A                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    5547921 | PA      | $3899489.36   | 0.13%             | 2032-05-25      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | SOP                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        | -414900000 | PA      | $-88092.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOW Trust                                                | NOW Trust, Series 2025-1, Class A                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   19495804 | PA      | $13684565.51  | 0.46%             | 2034-02-14      | Floating      | 4.72%                 | No            |                  2 | On Loan: No      |
| TVC Mortgage Trust                                       | TVC Mortgage Trust, Series 2026-RRTL1, Class A1                               | CUSIP: 87306XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6000000 | PA      | $5999961.60   | 0.20%             | 2040-04-25      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    6200000 | PA      | $-8910.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    6305000 | PA      | $6361694.24   | 0.21%             | 2026-12-30      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust                                               | RCKT Trust, Series 2025-1A, Class A                                           | CUSIP: 74939RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    6168016 | PA      | $6192382.56   | 0.21%             | 2034-07-25      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    3300000 | PA      | $2341406.23   | 0.08%             | 2027-11-11      | Floating      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp., Series FIX                                             | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   24707000 | PA      | $25163335.08  | 0.85%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| BX Trust                                                 | BX Trust, Series 2025-ROIC, Class A                                           | CUSIP: 05593VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   20694237 | PA      | $20687384.98  | 0.70%             | 2030-03-15      | Floating      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                          | Santander UK Group Holdings plc                                               | CUSIP: 80281LAX3<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    4756000 | PA      | $4763681.61   | 0.16%             | 2029-09-22      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Pershing Square Holdings Ltd.                            | Pershing Square Holdings Ltd.                                                 | CUSIP: 71531QAD3<br>LEI: U7LC4KOKCTZ0YWGI2G56 | Long             | DBT              | CORP              | GG        |   15500000 | PA      | $14358169.10  | 0.49%             | 2030-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                             | Mattel, Inc.                                                                  | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |   15375000 | PA      | $15058570.05  | 0.51%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Truist Bank Auto Credit-Linked Notes                     | Truist Bank Auto Credit-Linked Notes, Series 2025-1, Class B                  | CUSIP: 897926CB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   12136765 | PA      | $12191863.77  | 0.41%             | 2033-09-26      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                       | VICI Properties LP                                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7954346.48   | 0.27%             | 2027-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.               | Australia & New Zealand Banking Group Ltd.                                    | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | DBT              | CORP              | AU        |    1000000 | PA      | $701054.40    | 0.02%             | 2026-03-31      | Floating      | 4.57%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                           | Hewlett Packard Enterprise Co.                                                | CUSIP: 42824CBY4<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   13820000 | PA      | $13873541.03  | 0.47%             | 2028-09-15      | Floating      | 4.64%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                          | Air Lease Corp.                                                               | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $10066418.25  | 0.34%             | 2026-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                  | Daimler Truck Finance North America LLC                                       | CUSIP: 233853AV2<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    3240000 | PA      | $3276329.34   | 0.11%             | 2027-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty. Ltd.        | Volkswagen Financial Services Australia Pty. Ltd.                             | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |    1670000 | PA      | $1171591.48   | 0.04%             | 2027-02-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                         | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    3644000 | PA      | $3660707.56   | 0.12%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                                   | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   17744000 | PA      | $17716406.66  | 0.60%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                                | Plenti PL-Green ABS Trust, Series 2025-1, Class A1                            | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    5974276 | PA      | $4197761.84   | 0.14%             | 2036-11-11      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                  | Daimler Truck Finance North America LLC                                       | CUSIP: 233853AY6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |    6810000 | PA      | $6925175.96   | 0.23%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 5 Year Notes                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -327 | NC      | $173310.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                          | Starbucks Corp.                                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7074238.78   | 0.24%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   17010000 | PA      | $17193582.13  | 0.58%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Lseg US Fin Corp.                                        | Lseg US Fin Corp.                                                             | CUSIP: 50222CAA8<br>LEI: 2138007FV67QQ13CGJ43 | Long             | DBT              | CORP              | US        |    7725000 | PA      | $7810644.45   | 0.26%             | 2027-03-28      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                                | CUSIP: 292976PE1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | STIV             | CORP              | CA        |   16250000 | PA      | $11987427.54  | 0.41%             | 2026-02-13      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    2866000 | PA      | $2901575.40   | 0.10%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R02, Class 1M1               | CUSIP: 20754TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1728892 | PA      | $1730133.02   | 0.06%             | 2045-02-25      | Floating      | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                              | Nationwide Building Society                                                   | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   19530000 | PA      | $19502532.62  | 0.66%             | 2026-09-14      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Algonquin Power & Utilities Corp.                        | Algonquin Power & Utilities Corp.                                             | CUSIP: 015857AF2<br>LEI: 549300K5VIUTJXQL7X75 | Long             | DBT              | CORP              | CA        |   10157000 | PA      | $10202665.97  | 0.34%             | 2026-06-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                            | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    9000000 | PA      | $9157909.95   | 0.31%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | OIS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  109400000 | PA      | $122444.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newcastle Greater Mutual Group Ltd.                      | Newcastle Greater Mutual Group Ltd.                                           | CUSIP: N/A<br>LEI: 261700JSQJSBGJLHAK44       | Long             | DBT              | CORP              | AU        |   20400000 | PA      | $14637067.52  | 0.49%             | 2029-02-14      | Floating      | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | Royal Caribbean Cruises Ltd.                                                  | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |   13050000 | PA      | $13315246.60  | 0.45%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                              | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $15265393.92  | 0.52%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| RCKT Trust                                               | RCKT Trust, Series 2025-1A, Class B                                           | CUSIP: 74939RAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5000000 | PA      | $5034849.74   | 0.17%             | 2034-07-25      | Fixed         | 4.99%                 | Yes           |                  2 | On Loan: No      |
| Conagra Brands, Inc.                                     | Conagra Brands, Inc.                                                          | CUSIP: 20600HB29<br>LEI: 54930035UDEIH090K650 | Long             | STIV             | CORP              | US        |   19150000 | PA      | $19143716.89  | 0.65%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891AEB9<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    6960000 | PA      | $7008631.40   | 0.24%             | 2028-09-18      | Floating      | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                  | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class A2              | CUSIP: 80280BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    2660028 | PA      | $2694900.05   | 0.09%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Repsol E&P Capital Markets US LLC                        | Repsol E&P Capital Markets US LLC                                             | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    5150000 | PA      | $5209396.60   | 0.18%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                       | Smith & Nephew plc                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    6270000 | PA      | $6343581.46   | 0.21%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                          | Air Lease Corp.                                                               | CUSIP: 00913XB28<br>LEI: 5493004NW4M4P8TMMK63 | Long             | STIV             | CORP              | US        |   47050000 | PA      | $47034308.83  | 1.59%             | 2026-02-02      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Credabl ABS Trust                                        | Credabl ABS Trust, Series 2024-1, Class C                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    1640763 | PA      | $1155380.48   | 0.04%             | 2045-05-11      | Floating      | 5.76%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                     | Macquarie Group Ltd.                                                          | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    2100000 | PA      | $2067257.41   | 0.07%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                     | Royal Bank of Canada                                                          | CUSIP: 780086WK6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   15500000 | PA      | $11859734.89  | 0.40%             | 2033-02-01      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2025-DNA2, Class M1                           | CUSIP: 35564NHZ9<br>LEI: 529900XX8WXEM4FBIH80 | Long             | ABS-MBS          | CORP              | US        |    7245560 | PA      | $7256335.63   | 0.25%             | 2045-05-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                  | Volkswagen Group of America Finance LLC                                       | CUSIP: 928668CV2<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |    8026000 | PA      | $8051636.49   | 0.27%             | 2027-09-11      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                        | Georgia Power Co.                                                             | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5866000 | PA      | $5832524.03   | 0.20%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                        | Duke Energy Corp.                                                             | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   12800000 | PA      | $12920376.45  | 0.44%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                        | Compass Datacenters Issuer II LLC, Series 2024-1A, Class A1                   | CUSIP: 20469AAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    4200000 | PA      | $4219531.93   | 0.14%             | 2049-02-25      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Capital One NA                                           | Capital One NA                                                                | CUSIP: 25466AAN1<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |   13900000 | PA      | $14332911.75  | 0.48%             | 2028-08-09      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                       | CUSIP: 44891ADZ7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4640000 | PA      | $4645483.04   | 0.16%             | 2028-09-18      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                    | Taco Bell Funding LLC, Series 2018-1A, Class A2II                             | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   23251403 | PA      | $23274891.09  | 0.79%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                    | Cheniere Energy, Inc.                                                         | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    8814000 | PA      | $8813919.09   | 0.30%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                          | Air Lease Corp.                                                               | CUSIP: 00914AAV4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   19000000 | PA      | $19355840.17  | 0.65%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Aon North America, Inc.                                  | Aon North America, Inc.                                                       | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   12795000 | PA      | $12950062.09  | 0.44%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fortive Corp.                                            | Fortive Corp.                                                                 | CUSIP: 34959JAG3<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |    6500000 | PA      | $6476282.67   | 0.22%             | 2026-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Metro Finance Trust                                      | Metro Finance Trust, Series 2024-1, Class A                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    9287494 | PA      | $6529986.50   | 0.22%             | 2030-09-17      | Floating      | 4.81%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |    6000000 | PA      | $5812086.60   | 0.20%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Australia 3 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |      -1282 | NC      | $-22702.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M2               | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6205000 | PA      | $6208381.72   | 0.21%             | 2045-01-25      | Floating      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                | Williams Cos., Inc. (The)                                                     | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $15071125.53  | 0.51%             | 2026-03-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Boeing Co. (The)                                         | Boeing Co. (The)                                                              | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   16850000 | PA      | $17281834.16  | 0.58%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                            | CUSIP: 29273VAR1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   13440000 | PA      | $13653582.70  | 0.46%             | 2026-12-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-HQA2, Class M1                           | CUSIP: 35564NDZ3<br>LEI: 5299002OYNAPMJKK2A73 | Long             | ABS-MBS          | CORP              | US        |    4741528 | PA      | $4748825.92   | 0.16%             | 2044-08-25      | Floating      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| NOW Trust                                                | NOW Trust, Series 2024-1, Class A                                             | CUSIP: N/A<br>LEI: 984500FIA838FE059486       | Long             | ABS-O            | CORP              | AU        |   24273400 | PA      | $17084093.97  | 0.58%             | 2032-06-14      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| EURO                                                     | EURO                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    1245077 | OU      | $1481206.35   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Pound Sterling                                           | Pound Sterling                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |    2155182 | OU      | $2957448.47   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Willis North America, Inc.                               | Willis North America, Inc.                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    4599000 | PA      | $4634724.94   | 0.16%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $-280866.76   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays plc                                             | Barclays plc                                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8066000 | PA      | $8223437.43   | 0.28%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 10 Year Ultra Bonds                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -369 | NC      | $26389.65     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R03, Class 2M1               | CUSIP: 207941AA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    1152480 | PA      | $1153931.19   | 0.04%             | 2044-03-25      | Floating      | 4.85%                 | 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        |   10547608 | PA      | $10590917.98  | 0.36%             | 2044-09-25      | Floating      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Amrize Finance US LLC                                    | Amrize Finance US LLC                                                         | CUSIP: 43475RAP1<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   10232000 | PA      | $10304436.01  | 0.35%             | 2027-04-07      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                 | Icon Investments Six DAC                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   11520000 | PA      | $11736753.29  | 0.40%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                      | Societe Generale SA                                                           | CUSIP: 83368RCL4<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    7435000 | PA      | $7440468.81   | 0.25%             | 2030-04-12      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Ltd.               | CNH Industrial Capital Australia Pty. Ltd.                                    | CUSIP: N/A<br>LEI: 2617001JAII1WD34PJ72       | Long             | DBT              | CORP              | AU        |   13650000 | PA      | $9429684.27   | 0.32%             | 2028-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NRTH Commercial Mortgage Trust                           | NRTH Commercial Mortgage Trust, Series 2025-PARK, Class A                     | CUSIP: 669985AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   10500000 | PA      | $10531387.90  | 0.36%             | 2040-10-15      | Floating      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                                | Plenti PL-Green ABS Trust, Series 2025-1, Class A1G                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |    6989903 | PA      | $4904510.46   | 0.17%             | 2036-11-11      | Floating      | 4.76%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                                  | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   10105000 | PA      | $9910817.17   | 0.33%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                        | NTT Finance Corp.                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5692000 | PA      | $5741601.40   | 0.19%             | 2027-07-16      | Fixed         | 4.57%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                                  | FHLMC STACR REMIC Trust, Series 2024-HQA1, Class M1                           | CUSIP: 35564NBX0<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | CORP              | US        |    5810092 | PA      | $5818904.55   | 0.20%             | 2044-03-25      | Floating      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp.                               | Korea Electric Power Corp.                                                    | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   23450000 | PA      | $23658742.05  | 0.80%             | 2027-01-31      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes                 | Huntington Bank Auto Credit-Linked Notes, Series 2024-2, Class B1             | CUSIP: 44644NAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    8222358 | PA      | $8318400.68   | 0.28%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| AutoNation, Inc.                                         | AutoNation, Inc.                                                              | CUSIP: 05330NB24<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   15850000 | PA      | $15844674.40  | 0.54%             | 2026-02-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Credabl ABS Trust                                        | Credabl ABS Trust, Series 2024-1, Class A                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   10288233 | PA      | $7236489.95   | 0.24%             | 2045-05-11      | Floating      | 5.02%                 | No            |                  2 | On Loan: No      |
| Ally Bank Auto Credit-Linked Notes                       | Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class A2                   | CUSIP: 02007G4B6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1877180 | PA      | $1896827.64   | 0.06%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG                                                                  | CUSIP: 225401BL1<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    7000000 | PA      | $7004571.00   | 0.24%             | 2029-12-23      | Floating      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| LSEG Finance plc                                         | LSEG Finance plc                                                              | CUSIP: N/A<br>LEI: 2138009YFYTGEHZNNZ09       | Long             | DBT              | CORP              | GB        |    3000000 | PA      | $4139073.12   | 0.14%             | 2028-10-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust                      | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1               | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6019471 | PA      | $6022621.13   | 0.20%             | 2044-01-25      | Floating      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes                  | Santander Bank Auto Credit-Linked Notes, Series 2024-B, Class B               | CUSIP: 80280BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    5543151 | PA      | $5592521.13   | 0.19%             | 2033-01-18      | Fixed         | 4.96%                 | 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