# EDGAR Filing Document

**Accession Number:** 0001500604
**File Stem:** 0002071691-25-000708
**Filing Date:** 2025-9
**Character Count:** 127761
**Document Hash:** 7b6b01bff834b2038729691e0da21f7f
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002071691-25-000708.hdr.sgml**: 20250918

**ACCESSION NUMBER**: 0002071691-25-000708

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250918

**DATE AS OF CHANGE**: 20250918

**PERIOD START**: 20251031

**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:** 251322668

**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:** 2025-10-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $2679720757.58

**Total Liabilities:** $1220878.78

**Net Assets:** $2678499878.80

**Cash Not Reported:** $14167201.03

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -9317.02545978 | **1-Year:** -234485.73974655 | **5-Year:** -172004.39110451 | **10-Year:** -42812.29693626 | **30-Year:** -8320.51118937

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000173876 | 0.56%                | 0.55%                | 0.40%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2186416.46             | $2784499.75                                |
| Month 2  | $-298294.88              | $15379862.76                               |
| Month 3  | $4173372.48              | $-12890272.63                              |

**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      | $2643969.62   | 0.10%             | 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      | $2005937.73   | 0.07%             | 2026-04-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NRTH Mortgage Trust                               | NRTH Mortgage Trust, Series 2024-PARK, Class A                                | CUSIP: 67021HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   11400000 | PA      | $11399925.51  | 0.43%             | 2039-03-15      | Floating      | 5.98%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                              | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   13500000 | PA      | $13629961.53  | 0.51%             | 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      | $6584413.95   | 0.25%             | 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      | $11607935.61  | 0.43%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                           | Hyundai Capital America                                                       | CUSIP: 44891ACM7<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   12525000 | PA      | $12696903.50  | 0.47%             | 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      | $11225936.82  | 0.42%             | 2037-06-01      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| BAE Systems plc                                   | BAE Systems plc                                                               | CUSIP: 05523RAH0<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | DBT              | CORP              | GB        |   13915000 | PA      | $14031911.05  | 0.52%             | 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        |    1791229 | PA      | $1801169.22   | 0.07%             | 2043-07-25      | Floating      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | Australia 3 Year Bond                                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        716 | NC      | $39363.30     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                   | Danske Bank A/S                                                               | CUSIP: 23636ABG5<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | DBT              | CORP              | DK        |   13400000 | PA      | $13583724.18  | 0.51%             | 2028-03-01      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust               | Connecticut Avenue Securities Trust, Series 2024-R02, Class 1M1               | CUSIP: 20754GAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    2371409 | PA      | $2371756.66   | 0.09%             | 2044-02-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                       | ONEOK, Inc.                                                                   | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    6600000 | PA      | $6669260.66   | 0.25%             | 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      | $12403047.85  | 0.46%             | 2026-05-25      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                    | Morgan Stanley Private Bank NA                                                | CUSIP: 61776NVE0<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   12047000 | PA      | $12034160.31  | 0.45%             | 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        |    7381975 | PA      | $7390447.73   | 0.28%             | 2045-01-25      | Floating      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                | Columbia Pipelines Holding Co. LLC                                            | CUSIP: 19828AAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    7050000 | PA      | $7327351.37   | 0.27%             | 2028-08-15      | Fixed         | 6.04%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | Canada 2 Year Bond                                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |       -627 | NC      | $31127.36     | 0.00%             |  |  |  | No            |                  1 | 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      | $97045.90     | 0.00%             | 2031-02-26      | Floating      | 5.56%                 | 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      | $3042619.20   | 0.11%             | 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        |    5242693 | PA      | $5252706.54   | 0.20%             | 2039-08-15      | Floating      | 6.03%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                              | American Express Co.                                                          | CUSIP: 025816DT3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    5375000 | PA      | $5414400.79   | 0.20%             | 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      | $24848612.72  | 0.93%             | 2028-02-21      | Floating      | 5.43%                 | 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        |    6900860 | PA      | $6398438.52   | 0.24%             | 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      | $17570528.28  | 0.66%             | 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      | $4664231.32   | 0.17%             | 2028-04-01      | Fixed         | 4.75%                 | 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      | $12749313.35  | 0.48%             | 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      | $7091283.92   | 0.26%             | 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      | $6650777.35   | 0.25%             | 2032-11-09      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                             | Amrize Finance US LLC                                                         | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   14284000 | PA      | $14353286.40  | 0.54%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                             | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    3100000 | PA      | $2003100.41   | 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      | $7378586.86   | 0.28%             | 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      | $8044876.78   | 0.30%             | 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      | $12834186.44  | 0.48%             | 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        |    2953396 | PA      | $2993294.23   | 0.11%             | 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      | $14662057.53  | 0.55%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| NatWest Group plc                                 | NatWest Group plc                                                             | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | DBT              | CORP              | GB        |    3690000 | PA      | $4870164.09   | 0.18%             | 2026-09-19      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                  | CVS Health Corp.                                                              | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    8975000 | PA      | $8915004.82   | 0.33%             | 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      | $16542087.88  | 0.62%             | 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      | $17039603.96  | 0.64%             | 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        |    1625992 | PA      | $1638374.01   | 0.06%             | 2043-11-25      | Floating      | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                             | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    6500000 | PA      | $4357238.78   | 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      | $9384045.96   | 0.35%             | 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      | $6586320.07   | 0.25%             | 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        |    9393808 | PA      | $9503580.76   | 0.35%             | 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      | $7540131.92   | 0.28%             | 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      | $43863637.07  | 1.64%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                               | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   75370000 | PA      | $649257.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                               | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |  106550000 | PA      | $868227.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Capital America                           | Hyundai Capital America                                                       | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |   10125000 | PA      | $10181522.81  | 0.38%             | 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        |    5143450 | PA      | $4930464.95   | 0.18%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                | General Motors Financial Co., Inc.                                            | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    1250000 | PA      | $1252809.85   | 0.05%             | 2025-10-10      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                   | Solventum Corp.                                                               | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   22400000 | PA      | $22747393.76  | 0.85%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  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        |    5978607 | PA      | $5997256.92   | 0.22%             | 2041-10-25      | Floating      | 5.90%                 | 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      | $6853826.05   | 0.26%             | 2041-11-05      | Variable      | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                   | Solventum Corp.                                                               | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    5790000 | PA      | $5956984.82   | 0.22%             | 2029-03-01      | Fixed         | 5.40%                 | 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      | $640051.29    | 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      | $12879379.59  | 0.48%             | 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        |   16327000 | PA      | $16337030.49  | 0.61%             | 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      | $22609288.09  | 0.84%             | 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      | $11050736.84  | 0.41%             | 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      | $6155433.43   | 0.23%             | 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        |   17905092 | PA      | $11545757.93  | 0.43%             | 2036-04-11      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                              | JPMorgan Chase & Co.                                                          | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   15500000 | PA      | $15774339.15  | 0.59%             | 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      | $12787301.35  | 0.48%             | 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        |    3859019 | PA      | $3864803.93   | 0.14%             | 2031-12-26      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| American Express Co.                              | American Express Co.                                                          | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   12750000 | PA      | $12861671.39  | 0.48%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| N/A                                               | CDIO                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        | -260000000 | PA      | $-134083.87   | -0.01%            |  |  |  | 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        |    4050000 | PA      | $4057751.95   | 0.15%             | 2044-10-25      | Floating      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Bank Australia Ltd.                               | Bank Australia Ltd.                                                           | CUSIP: N/A<br>LEI: 261700A2UMQ3YAG2T616       | Long             | DBT              | CORP              | AU        |    8150000 | PA      | $5258344.52   | 0.20%             | 2025-11-24      | Floating      | 5.31%                 | No            |                  2 | On Loan: No      |
| Charter Hall LWR Pty. Ltd.                        | Charter Hall LWR Pty. Ltd.                                                    | CUSIP: N/A<br>LEI: 254900TA7FL0KBPZO814       | Long             | DBT              | CORP              | AU        |    3270000 | PA      | $1958138.56   | 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      | $8131560.97   | 0.30%             | 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      | $1338527.36   | 0.05%             |  |  |  | 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      | $10478613.94  | 0.39%             | 2027-06-21      | Floating      | 4.96%                 | No            |                  2 | On Loan: No      |
| Jabil, Inc.                                       | Jabil, Inc.                                                                   | CUSIP: 46652LV12<br>LEI: 5493000CGCQY2OQU7669 | Long             | STIV             | CORP              | US        |   41150000 | PA      | $41144152.59  | 1.54%             | 2025-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                             | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    9500000 | PA      | $6232178.27   | 0.23%             | 2034-04-03      | Floating      | 5.46%                 | 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      | $7966094.40   | 0.30%             | 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      | $11595122.02  | 0.43%             | 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      | $3395069.40   | 0.13%             | 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      | $25463265.13  | 0.95%             | 2028-04-30      | Fixed         | 4.75%                 | 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      | $6411109.91   | 0.24%             | 2026-12-15      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund VII Trust         | Bayview Opportunity Master Fund VII Trust, Series 2024-SN1, Class A2          | CUSIP: 072926AB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     184552 | PA      | $184637.02    | 0.01%             | 2027-04-15      | Fixed         | 5.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | IRS                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   31965000 | PA      | $356191.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                    | Illumina, Inc.                                                                | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |    1705000 | PA      | $1704134.39   | 0.06%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Gartner, Inc.                                     | Gartner, Inc.                                                                 | CUSIP: 366651AG2<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    5844000 | PA      | $5542492.85   | 0.21%             | 2029-06-15      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| General Motors Co.                                | General Motors Co.                                                            | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    6498000 | PA      | $6603492.11   | 0.25%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                           | FHLMC STACR REMIC Trust, Series 2024-DNA3, Class M1                           | CUSIP: 35564NEZ2<br>LEI: 529900P3PHNE8PW64Z68 | Long             | ABS-MBS          | CORP              | US        |     827443 | PA      | $827183.82    | 0.03%             | 2044-10-25      | Floating      | 5.35%                 | 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      | $3402417.34   | 0.13%             | 2030-03-06      | Floating      | 5.39%                 | No            |                  2 | On Loan: No      |
| Federated Government Obligations Tax-Managed Fund | Federated Hermes Government Obligations Tax-Managed Fund, Institutional Class | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | RF                | US        |    1976830 | NS      | $1976829.93   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                               | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $588289.61    | 0.02%             |  |  |  | No            |                  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        |    1317386 | PA      | $1330808.93   | 0.05%             | 2043-05-25      | Floating      | 6.35%                 | 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        |    9415657 | PA      | $9418958.20   | 0.35%             | 2045-02-25      | Floating      | 5.50%                 | 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      | $22649880.68  | 0.85%             | 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      | $2763566.55   | 0.10%             | 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      | $8803294.09   | 0.33%             | 2026-05-15      | Floating      | 5.05%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                   | Air Lease Corp.                                                               | CUSIP: 00912XBP8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   14985000 | PA      | $11305055.55  | 0.42%             | 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      | $23017704.03  | 0.86%             | 2027-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                | BMW US Capital LLC                                                            | CUSIP: 05565ECC7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    6250000 | PA      | $6251369.06   | 0.23%             | 2025-08-11      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                           | Hyundai Capital America                                                       | CUSIP: 44891ADL8<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    4501000 | PA      | $4529686.31   | 0.17%             | 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      | $16755358.48  | 0.63%             | 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      | $12052721.33  | 0.45%             | 2029-07-14      | Variable      | 4.65%                 | 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        |    2815003 | PA      | $2817913.91   | 0.11%             | 2044-05-25      | Floating      | 5.55%                 | 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      | $13384582.60  | 0.50%             | 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        |    9790020 | PA      | $9643492.92   | 0.36%             | 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      | $5051998.00   | 0.19%             | 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      | $6607124.32   | 0.25%             | 2032-08-12      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| Glencore Funding LLC                              | Glencore Funding LLC                                                          | CUSIP: 378272BY3<br>LEI: 213800STG1QDNBY87K49 | Long             | DBT              | CORP              | US        |   18904000 | PA      | $19077240.79  | 0.71%             | 2028-04-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                        | Aviation Capital Group LLC                                                    | CUSIP: 05369AAK7<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   13168000 | PA      | $12983592.17  | 0.48%             | 2026-01-30      | Fixed         | 1.95%                 | 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        |    3064798 | PA      | $3066942.69   | 0.11%             | 2045-05-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                      | UBS Group AG                                                                  | CUSIP: 90352JAC7<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   15000000 | PA      | $14881471.65  | 0.56%             | 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      | $14707123.54  | 0.55%             | 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      | $5456826.52   | 0.20%             | 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      | $841979.17    | 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      | $7959902.16   | 0.30%             | 2034-03-01      | Floating      | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                               | U.S. Treasury 2 Year Notes                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |      -2689 | NC      | $1002841.27   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rolls-Royce plc                                   | Rolls-Royce plc                                                               | CUSIP: 77578JAC2<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     958000 | PA      | $979615.55    | 0.04%             | 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      | $10722966.35  | 0.40%             | 2031-08-20      | Floating      | 5.11%                 | 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        |    3673696 | PA      | $2370472.10   | 0.09%             | 2033-08-12      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                             | Athene Global Funding                                                         | CUSIP: 04685A3S8<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    9660000 | PA      | $9717162.57   | 0.36%             | 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      | $2863789.64   | 0.11%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                   | Santander UK Group Holdings plc                                               | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |   14190000 | PA      | $14272644.83  | 0.53%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  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      | $12173067.91  | 0.45%             | 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      | $4076067.94   | 0.15%             | 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      | $3646124.21   | 0.14%             | 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      | $2978479.07   | 0.11%             | 2038-12-01      | Floating      | 6.36%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                            | Goldman Sachs Bank USA                                                        | CUSIP: 38151LAF7<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |   33575000 | PA      | $33697160.96  | 1.26%             | 2027-03-18      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes          | Huntington Bank Auto Credit-Linked Notes, Series 2025-1, Class B              | CUSIP: 446438SX2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    9106025 | PA      | $9095402.73   | 0.34%             | 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      | $3597971.03   | 0.13%             | 2028-03-27      | Fixed         | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon (The)                     | Bank of New York Mellon (The)                                                 | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |   14180000 | PA      | $14329618.14  | 0.53%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  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        |    4696550 | PA      | $4648179.03   | 0.17%             | 2050-02-15      | Fixed         | 4.43%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $18106.14     | 0.00%             |  |  |  | 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        |    1590000 | PA      | $1021622.87   | 0.04%             | 2025-09-02      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                          | Arthur J Gallagher & Co.                                                      | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   14940000 | PA      | $14991221.04  | 0.56%             | 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      | $1339415.58   | 0.05%             | 2028-09-21      | Fixed         | 2.40%                 | 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        |    7825395 | PA      | $7862076.94   | 0.29%             | 2045-03-25      | Floating      | 5.95%                 | 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        |   15171691 | PA      | $15240241.83  | 0.57%             | 2041-10-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Capital America                           | Hyundai Capital America                                                       | CUSIP: 44891ACG0<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |    7645000 | PA      | $7712760.92   | 0.29%             | 2026-06-26      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Citigroup, Inc.                                   | Citigroup, Inc.                                                               | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   35000000 | PA      | $35042661.85  | 1.31%             | 2026-09-29      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| AutoNation, Inc.                                  | AutoNation, Inc.                                                              | CUSIP: 05330LV18<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   60950000 | PA      | $60941534.05  | 2.28%             | 2025-08-01      | None          | 0.00%                 | 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      | $6217326.54   | 0.23%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                    | Morgan Stanley                                                                | CUSIP: 61747YEX9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   16250000 | PA      | $16292718.49  | 0.61%             | 2026-10-16      | Variable      | 6.14%                 | 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      | $19443828.71  | 0.73%             | 2026-07-13      | Fixed         | 5.80%                 | 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      | $11522246.89  | 0.43%             | 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      | $17242962.02  | 0.64%             | 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      | $641667.35    | 0.02%             | 2027-04-21      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                 | Xcel Energy, Inc.                                                             | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    6808000 | PA      | $6848861.96   | 0.26%             | 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      | $3045232.02   | 0.11%             | 2028-06-23      | Fixed         | 4.70%                 | 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      | $326655.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                    | Broadcom, Inc.                                                                | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   21525000 | PA      | $21781116.50  | 0.81%             | 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      | $3245101.93   | 0.12%             | 2026-04-06      | Fixed         | 5.40%                 | 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        |    2953396 | PA      | $2982920.90   | 0.11%             | 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      | $1164990.95   | 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      | $19042489.32  | 0.71%             | 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      | $18457325.21  | 0.69%             | 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      | $665289.56    | 0.02%             | 2027-11-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Canada, Inc.                 | Penske Truck Leasing Canada, Inc.                                             | CUSIP: 70960AAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    6153000 | PA      | $4483850.49   | 0.17%             | 2025-12-08      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                  | NRG Energy, Inc.                                                              | CUSIP: 629377CN0<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    5600000 | PA      | $5536648.82   | 0.21%             | 2025-12-02      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | U.S. Treasury 5 Year Notes                                                    | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -365 | NC      | $-137331.25   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corp.                              | American Tower Corp.                                                          | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   12000000 | PA      | $11796123.96  | 0.44%             | 2027-07-15      | Fixed         | 3.55%                 | 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        |   11700584 | PA      | $7573757.48   | 0.28%             | 2055-09-13      | Floating      | 5.13%                 | 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        |    7641000 | PA      | $7643339.80   | 0.29%             | 2045-07-25      | Floating      | 5.52%                 | 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      | $25945936.42  | 0.97%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                    | Enbridge, Inc.                                                                | CUSIP: 29251ZBK2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   14500000 | PA      | $10466156.74  | 0.39%             | 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      | $5891153.63   | 0.22%             | 2026-11-19      | Fixed         | 3.55%                 | 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      | $515847.47    | 0.02%             | 2031-10-14      | Floating      | 5.20%                 | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                    | Enbridge, Inc.                                                                | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    5000000 | PA      | $5076724.20   | 0.19%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                  | McDonald's Corp.                                                              | CUSIP: N/A<br>LEI: UE2136O97NLB5BYP9H04       | Long             | DBT              | CORP              | US        |    1000000 | PA      | $640353.89    | 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      | $5568058.90   | 0.21%             | 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      | $15026700.00  | 0.56%             | 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      | $8057578.68   | 0.30%             | 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      | $12823286.87  | 0.48%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  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        |    1224130 | PA      | $1223559.07   | 0.05%             | 2044-07-25      | Floating      | 5.35%                 | 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      | $20178355.17  | 0.75%             | 2027-04-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                             | Targa Resources Corp.                                                         | CUSIP: 87613EV10<br>LEI: 5493003QENHHS261UR94 | Long             | STIV             | CORP              | US        |    5350000 | PA      | $5349276.68   | 0.20%             | 2025-08-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                | Energy Transfer LP                                                            | CUSIP: 226373AR9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    5000000 | PA      | $5067318.40   | 0.19%             | 2029-02-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Fiserv, Inc.                                      | Fiserv, Inc.                                                                  | CUSIP: 337738BJ6<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |   11838000 | PA      | $11952472.16  | 0.45%             | 2027-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                               | CDI                                                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   54400000 | PA      | $-570317.06   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| American Express Co.                              | American Express Co.                                                          | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    1950000 | PA      | $1967849.85   | 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      | $9321959.05   | 0.35%             | 2034-07-10      | Floating      | 5.41%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding LLC                             | Taco Bell Funding LLC, Series 2016-1A, Class A23                              | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    7261763 | PA      | $7251097.50   | 0.27%             | 2046-05-25      | Fixed         | 4.97%                 | 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      | $5750252.85   | 0.21%             | 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      | $1273686.93   | 0.05%             | 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      | $9539988.64   | 0.36%             | 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        |    3571791 | PA      | $3576710.31   | 0.13%             | 2045-01-25      | Floating      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Subway Funding LLC                                | Subway Funding LLC, Series 2024-1A, Class A2I                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   11542775 | PA      | $11668127.70  | 0.44%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Kiwibank Ltd.                                     | Kiwibank Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300Z5CJRTI3CSS791       | Long             | DBT              | NUSS              | NZ        |   17230000 | PA      | $11097751.04  | 0.41%             | 2025-09-23      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| Trinity Acquisition plc                           | Trinity Acquisition plc                                                       | CUSIP: 89641UAC5<br>LEI: 549300FJZWZN6MJNGB63 | Long             | DBT              | CORP              | GB        |   17097000 | PA      | $17069855.44  | 0.64%             | 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      | $5015654.00   | 0.19%             | 2027-03-25      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                           | DBS Group Holdings Ltd.                                                       | CUSIP: 24023KAJ7<br>LEI: 5493007FKT78NKPM5V55 | Long             | DBT              | CORP              | SG        |   15800000 | PA      | $15813829.27  | 0.59%             | 2025-09-12      | Fixed         | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                             | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |    1400000 | PA      | $904364.59    | 0.03%             | 2026-08-10      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| Marex Group plc                                   | Marex Group plc                                                               | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |   10031000 | PA      | $10135891.66  | 0.38%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                | Banco Santander SA                                                            | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    9600000 | PA      | $9816086.11   | 0.37%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                 | NTT Finance Corp.                                                             | CUSIP: 62954WAQ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    4347000 | PA      | $4356177.78   | 0.16%             | 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      | $10170562.50  | 0.38%             | 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      | $8023480.03   | 0.30%             | 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      | $8533984.55   | 0.32%             | 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        |    2201599 | PA      | $2241426.05   | 0.08%             | 2027-10-15      | Fixed         | 5.88%                 | 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      | $357801.29    | 0.01%             | 2026-11-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Express Co.                              | American Express Co.                                                          | CUSIP: 025816DL0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    4000000 | PA      | $4015792.80   | 0.15%             | 2026-10-30      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Aviation Capital Group LLC                        | Aviation Capital Group LLC                                                    | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |   15250000 | PA      | $14777784.21  | 0.55%             | 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      | $9687188.41   | 0.36%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                             | Westpac Banking Corp.                                                         | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | DBT              | CORP              | AU        |   11800000 | PA      | $7618854.75   | 0.28%             | 2031-01-29      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                             | Amrize Finance US LLC                                                         | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |   10232000 | PA      | $10234745.65  | 0.38%             | 2027-04-07      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Boeing Co. (The)                                  | Boeing Co. (The)                                                              | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |   11600000 | PA      | $11446113.12  | 0.43%             | 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      | $5754589.14   | 0.21%             | 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      | $2334549.88   | 0.09%             | 2027-10-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp.                                 | Duke Energy Corp.                                                             | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |   13250000 | PA      | $12934775.74  | 0.48%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Vicinity Centres Trust                            | Vicinity Centres Trust                                                        | CUSIP: N/A<br>LEI: 254900YANM8VTQCFYX66       | Long             | DBT              | CORP              | AU        |     150000 | PA      | $96422.01     | 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      | $20083647.80  | 0.75%             | 2028-05-09      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                           | FHLMC STACR REMIC Trust, Series 2023-HQA2, Class M1A                          | CUSIP: 35564K2F5<br>LEI: 5493000KIGZAWUOW4E32 | Long             | ABS-MBS          | CORP              | US        |    3364012 | PA      | $3381632.79   | 0.13%             | 2043-06-25      | Floating      | 6.35%                 | 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        |    3405079 | PA      | $3413754.00   | 0.13%             | 2044-02-25      | Floating      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group plc                                 | NatWest Group plc                                                             | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   13942000 | PA      | $14041238.88  | 0.52%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                      | National Australia Bank Ltd.                                                  | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |   24275000 | PA      | $15669470.17  | 0.59%             | 2030-11-18      | Floating      | 5.51%                 | No            |                  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        |    1573915 | PA      | $1454505.80   | 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      | $1484630.92   | 0.06%             | 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      | $4506117.12   | 0.17%             | 2031-06-17      | Floating      | 5.26%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                         | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAG7<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |   17538000 | PA      | $17293704.43  | 0.65%             | 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        |    3515225 | PA      | $3429101.56   | 0.13%             | 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        |    6978272 | PA      | $4512788.02   | 0.17%             | 2032-05-25      | Floating      | 4.90%                 | 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        |   25226466 | PA      | $16275138.57  | 0.61%             | 2034-02-14      | Floating      | 4.94%                 | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                         | Vistra Operations Co. LLC                                                     | CUSIP: 92840VAT9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |    6305000 | PA      | $6315920.26   | 0.24%             | 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        |   11423000 | PA      | $11422734.99  | 0.43%             | 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      | $2153770.96   | 0.08%             | 2027-11-11      | Floating      | 5.03%                 | 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      | $25013730.24  | 0.93%             | 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        |   20940330 | PA      | $20882216.65  | 0.78%             | 2030-03-15      | Floating      | 5.49%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                | VICI Properties LP                                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    8000000 | PA      | $7862111.84   | 0.29%             | 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      | $645717.17    | 0.02%             | 2026-03-31      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp.                                   | Air Lease Corp.                                                               | CUSIP: 00914AAW2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   10020000 | PA      | $10067256.32  | 0.38%             | 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      | $3262906.18   | 0.12%             | 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      | $1083530.27   | 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      | $3636329.05   | 0.14%             | 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      | $17578863.16  | 0.66%             | 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        |    9055850 | PA      | $5843256.83   | 0.22%             | 2036-11-11      | Floating      | 4.99%                 | 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      | $6879279.29   | 0.26%             | 2027-09-25      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                   | Starbucks Corp.                                                               | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    7000000 | PA      | $7025453.12   | 0.26%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |     600000 | PA      | $386317.73    | 0.01%             | 2025-08-18      | Fixed         | 4.20%                 | 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      | $17112405.64  | 0.64%             | 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      | $7773859.39   | 0.29%             | 2027-03-28      | Fixed         | 4.88%                 | Yes           |                  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      | $2881176.70   | 0.11%             | 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        |    2881053 | PA      | $2881690.26   | 0.11%             | 2045-02-25      | Floating      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Nationwide Building Society                       | Nationwide Building Society                                                   | CUSIP: 63859WAE9<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |   19530000 | PA      | $19351337.61  | 0.72%             | 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      | $10210847.84  | 0.38%             | 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      | $9110826.27   | 0.34%             | 2027-07-15      | Fixed         | 5.35%                 | 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      | $13415487.81  | 0.50%             | 2029-02-14      | Floating      | 5.64%                 | No            |                  2 | On Loan: No      |
| Global Payments, Inc.                             | Global Payments, Inc.                                                         | CUSIP: 37961CV17<br>LEI: 549300NOMHGVQBX6S778 | Long             | STIV             | CORP              | US        |   73000000 | PA      | $72990064.70  | 2.73%             | 2025-08-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos., Inc.                       | Marsh & McLennan Cos., Inc.                                                   | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   15100000 | PA      | $15188440.55  | 0.57%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                               | Euro-Schatz                                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        940 | NC      | $-399391.53   | -0.01%            |  |  |  | No            |                  1 | 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      | $4995779.50   | 0.19%             | 2034-07-25      | Fixed         | 4.99%                 | 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        |    3224756 | PA      | $3242171.23   | 0.12%             | 2033-01-18      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                | Smith & Nephew plc                                                            | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |    6270000 | PA      | $6333375.34   | 0.24%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| N/A                                               | Forward Foreign Currency Contract                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |          1 | NC      | $2461700.00   | 0.09%             |  |  |  | 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        |    2060000 | PA      | $1334465.12   | 0.05%             | 2045-05-11      | Floating      | 5.99%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                    | Commonwealth Bank of Australia                                                | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | DBT              | CORP              | AU        |   12500000 | PA      | $8055770.72   | 0.30%             | 2030-09-10      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                              | Macquarie Group Ltd.                                                          | CUSIP: 55607PAF2<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | AU        |    2100000 | PA      | $2028623.06   | 0.08%             | 2027-09-23      | Variable      | 1.63%                 | Yes           |                  2 | On Loan: No      |
| FHLMC STACR REMIC Trust                           | FHLMC STACR REMIC Trust, Series 2022-HQA3, Class M1A                          | CUSIP: 35564KE39<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-MBS          | CORP              | US        |    3183991 | PA      | $3242199.16   | 0.12%             | 2042-08-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Financial Services Australia Pty. Ltd. | Volkswagen Financial Services Australia Pty. Ltd.                             | CUSIP: N/A<br>LEI: 529900VBZRQG6COX9X61       | Long             | DBT              | CORP              | AU        |   13370000 | PA      | $8594070.85   | 0.32%             | 2025-08-25      | Fixed         | 1.40%                 | 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        |   11025627 | PA      | $11039656.59  | 0.41%             | 2045-05-25      | Floating      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co.                                 | Georgia Power Co.                                                             | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    5866000 | PA      | $5769757.42   | 0.22%             | 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      | $12881971.97  | 0.48%             | 2027-01-05      | Fixed         | 4.85%                 | 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      | $350640.52    | 0.01%             |  |  |  | No            |                  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      | $23167111.38  | 0.86%             | 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      | $8766870.57   | 0.33%             | 2028-10-15      | Fixed         | 4.62%                 | 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      | $12917510.97  | 0.48%             | 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      | $6410282.26   | 0.24%             | 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        |   11581474 | PA      | $7492467.87   | 0.28%             | 2030-09-17      | Floating      | 5.02%                 | 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      | $5687105.34   | 0.21%             | 2034-09-12      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust               | Connecticut Avenue Securities Trust, Series 2025-R01, Class 1M2               | CUSIP: 20755JAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    6205000 | PA      | $6209253.72   | 0.23%             | 2045-01-25      | Floating      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                         | Williams Cos., Inc. (The)                                                     | CUSIP: 969457CH1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |   15050000 | PA      | $15119143.31  | 0.56%             | 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      | $17280249.75  | 0.65%             | 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      | $13672978.23  | 0.51%             | 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        |    7383880 | PA      | $7387148.43   | 0.28%             | 2044-08-25      | Floating      | 5.55%                 | 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        |   30322501 | PA      | $19629354.15  | 0.73%             | 2032-06-14      | Floating      | 5.19%                 | 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      | $2502673.10   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Amgen, Inc.                                       | Amgen, Inc.                                                                   | CUSIP: 031162DN7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   20025000 | PA      | $20025065.48  | 0.75%             | 2026-03-02      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Willis North America, Inc.                        | Willis North America, Inc.                                                    | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    4599000 | PA      | $4621108.86   | 0.17%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Cargill, Inc.                                     | Cargill, Inc.                                                                 | CUSIP: 141781BY9<br>LEI: QXZYQNMR4JZ5RIRN4T31 | Long             | DBT              | CORP              | US        |    7375000 | PA      | $7376380.90   | 0.28%             | 2025-10-10      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                      | Barclays plc                                                                  | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    8066000 | PA      | $8156910.51   | 0.30%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  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        |   10673000 | PA      | $10716995.95  | 0.40%             | 2044-09-25      | Floating      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Icon Investments Six DAC                          | Icon Investments Six DAC                                                      | CUSIP: 45115AAA2<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |   11520000 | PA      | $11710598.52  | 0.44%             | 2027-05-08      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Credit Union Australia Ltd.                       | Credit Union Australia Ltd.                                                   | CUSIP: N/A<br>LEI: 549300F9KV0I87Q6XY59       | Long             | DBT              | CORP              | AU        |    2350000 | PA      | $1517874.12   | 0.06%             | 2025-12-01      | Floating      | 5.28%                 | No            |                  2 | On Loan: No      |
| Illumina, Inc.                                    | Illumina, Inc.                                                                | CUSIP: 452327AN9<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |   22875000 | PA      | $22915987.43  | 0.86%             | 2025-12-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Plenti PL-Green ABS Trust                         | Plenti PL-Green ABS Trust, Series 2025-1, Class A1G                           | CUSIP: N/A<br>LEI: N/A                        | Long             | ABS-O            | CORP              | AU        |   10595345 | PA      | $6836610.48   | 0.26%             | 2036-11-11      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp.                                 | NTT Finance Corp.                                                             | CUSIP: 62954WAP0<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |    5692000 | PA      | $5697037.99   | 0.21%             | 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        |    9780485 | PA      | $9801534.98   | 0.37%             | 2044-03-25      | Floating      | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp.                        | Korea Electric Power Corp.                                                    | CUSIP: 500631BB1<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | NUSS              | KR        |   23450000 | PA      | $23568971.46  | 0.88%             | 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        |   10925388 | PA      | $10979994.19  | 0.41%             | 2032-10-20      | Fixed         | 5.44%                 | Yes           |                  2 | On Loan: No      |
| N/A                                               | CDIO                                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  520000000 | PA      | $439106.56    | 0.02%             |  |  |  | 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        |   13821206 | PA      | $8941481.72   | 0.33%             | 2045-05-11      | Floating      | 5.24%                 | 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        |    2415323 | PA      | $2428295.12   | 0.09%             | 2032-09-15      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust               | Connecticut Avenue Securities Trust, Series 2024-R01, Class 1M1               | CUSIP: 20753UAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    8848314 | PA      | $8844617.35   | 0.33%             | 2044-01-25      | Floating      | 5.40%                 | 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        |    6500000 | PA      | $6497580.86   | 0.24%             | 2033-01-18      | Fixed         | 4.96%                 | Yes           |                  2 | On Loan: No      |
| MSD Investment Corp.                              | MSD Investment Corp.                                                          | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |    5250000 | PA      | $5247372.95   | 0.20%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-02

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

**Signature:** Jesper Nergaard

**Name of Signer:** Jesper Nergaard

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