# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001193125-26-081197
**Filing Date:** 2026-2
**Character Count:** 85259
**Document Hash:** eeeca6cc7dc40d89b11984fd2bad0445
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-081197.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-081197

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**PERIOD START**: 20260630

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JANUS INVESTMENT FUND
- **CENTRAL INDEX KEY:** 0000277751

**ORGANIZATION NAME:**
- **EIN:** 840592523
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 26695633

**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 FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Absolute Return Income Opportunities Fund (Series ID: S000044287)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000137972 | Class A      | JUCAX           |
| C000137973 | Class C      | JUCCX           |
| C000137974 | Class D      | JUCDX           |
| C000137975 | Class I      | JUCIX           |
| C000137976 | Class N      | JUCNX           |
| C000137977 | Class S      | JUCSX           |
| C000137978 | Class T      | JUCTX           |
| C000151361 | Class R      | JUCRX           |

## 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 INVESTMENT FUND

- **b. Investment Company Act file number:** 811-01879

- **c. CIK number of Registrant:** 0000277751

- **d. LEI of Registrant:** W6UYDZFUOFJ4HQQ32382

- **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 Absolute Return Income Opportunities Fund

- **b. EDGAR series identifier (if any):** S000044287

- **c. LEI of Series:** 549300OI3127F0HFWY79

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

- **a. Date of fiscal year-end:** 2026-06-30

- **b. Date as of which information is reported:** 2025-12-31

**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:** $51805636.69

**Total Liabilities:** $870994.35

**Net Assets:** $50934642.34

**Delayed Delivery Securities:** $250312.50

**Cash Not Reported:** $443853.36

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -198.362634046999 | **1-Year:** -3275.401194971483 | **5-Year:** -4701.623390010351 | **10-Year:** -1197.834762640712 | **30-Year:** -253.589607675152

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

- **3-Month:** -35.378560503997 | **1-Year:** -1012.470532451096 | **5-Year:** -1094.376354625863 | **10-Year:** -189.724978023645 | **30-Year:** -12.710833757621

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000137972 | 0.51%                | 0.34%                | 0.39%                |
| Class ID C000137973 | 0.44%                | 0.30%                | 0.33%                |
| Class ID C000137974 | 0.53%                | 0.36%                | 0.41%                |
| Class ID C000137975 | 0.42%                | 0.36%                | 0.52%                |
| Class ID C000137976 | 0.43%                | 0.48%                | 0.42%                |
| Class ID C000137977 | 0.39%                | 0.33%                | 0.49%                |
| Class ID C000137978 | 0.52%                | 0.35%                | 0.40%                |
| Class ID C000151361 | 0.36%                | 0.31%                | 0.47%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $15268.00                | $-191149.00                                |
| Month 2  | $8720.00                 | $33486.00                                  |
| Month 3  | $16932.00                | $235289.00                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Connecticut Avenue Securities Trust 2024-R04                       | CAS 2024-R04 1M2                                   | CUSIP: 20753GAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203137 | PA      | $203648.66    | 0.40%             | 2044-05-25      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2022-R05 2M1                                   | CUSIP: 20754DAA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     10238 | PA      | $10246.58     | 0.02%             | 2042-04-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                   | AAL 5.5 04/20/26 144A                              | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     66667 | PA      | $66761.56     | 0.13%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| AAdvantage Loyalty IP Ltd/ American Airlines Inc                   | AAL 5.75 04/20/29 144A                             | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    250000 | PA      | $254584.75    | 0.50%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Allison Transmission Inc.                                          | ALSN 4.75 10/01/27 144A                            | CUSIP: 019736AE7<br>LEI: MWKQ3I0U1GXP2YDSZW75 | Long             | DBT              | CORP              | US        |    187000 | PA      | $186744.56    | 0.37%             | 2027-10-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                          | APODS 5.2 12/08/28 144A                            | CUSIP: 03770DAH6<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    141000 | PA      | $140973.54    | 0.28%             | 2028-12-08      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Athene Global Funding                                              | ATH 2.5 03/24/28 144A                              | CUSIP: 04685A2V2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |    252000 | PA      | $242034.11    | 0.48%             | 2028-03-24      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2023-R06 1M1                                   | CUSIP: 20754EAA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     72616 | PA      | $72819.75     | 0.14%             | 2043-07-27      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2024-R02 1M1                                   | CUSIP: 20754GAA8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20817 | PA      | $20837.92     | 0.04%             | 2044-02-25      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                     | ATWALD 6.05 01/15/28                               | CUSIP: 049463AD4<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    500000 | PA      | $515768.70    | 1.01%             | 2028-01-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                            | STACR 2023-HQA2 M1A                                | CUSIP: 35564K2F5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     87087 | PA      | $87312.53     | 0.17%             | 2043-06-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2022-R01 1M1                                   | CUSIP: 20754LAA7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     30524 | PA      | $30524.49     | 0.06%             | 2041-12-25      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                | CAS 2023-R04 1M1                                   | CUSIP: 20754QAA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    114812 | PA      | $116820.82    | 0.23%             | 2043-05-25      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                | CAS 2021-R01 1M2                                   | CUSIP: 20754RAB2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     80885 | PA      | $80990.46     | 0.16%             | 2041-10-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2025-R03                       | CAS 2025-R02 1M2                                   | CUSIP: 20754TAD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59000 | PA      | $58946.97     | 0.12%             | 2045-02-27      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2025-R03 2M2                                   | CUSIP: 20754VAC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     57000 | PA      | $57769.20     | 0.11%             | 2045-03-27      | Variable      | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2025-R01 1M2                                   | CUSIP: 20755JAC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $499659.22    | 0.98%             | 2045-01-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2025-R01 1B1                                   | CUSIP: 20755JAG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    172795 | PA      | $171520.41    | 0.34%             | 2045-01-25      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2024-R03 2M2                                   | CUSIP: 207941AB1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    804000 | PA      | $805860.93    | 1.58%             | 2044-03-25      | Variable      | 5.82%                 | Yes           |                  2 | On Loan: No      |
| FREMF 2023-K511 MORTGAGE TRUST                                     | FREMF 2023-K511 C                                  | CUSIP: 30334FAG5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $117657.83    | 0.23%             | 2028-11-25      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                      | F 7.35 11/04/27                                    | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $521838.80    | 1.02%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                      | F 5.8 03/05/27                                     | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    375000 | PA      | $379670.79    | 0.75%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                            | STACR 2023-DNA2 M1A                                | CUSIP: 35564KT58<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     33140 | PA      | $33502.86     | 0.07%             | 2043-04-27      | Variable      | 5.97%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                            | STACR 2023-HQA1 M1A                                | CUSIP: 35564KX79<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     58302 | PA      | $58726.51     | 0.12%             | 2043-05-25      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                            | STACR 2023-HQA3 M1                                 | CUSIP: 35564K3G2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44652 | PA      | $44803.74     | 0.09%             | 2043-11-25      | Variable      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                      | STACR 2024-DNA1 M1                                 | CUSIP: 35564NAX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     63948 | PA      | $64030.53     | 0.13%             | 2044-02-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                      | STACR 2024-HQA1 M1                                 | CUSIP: 35564NBX0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     25996 | PA      | $26001.69     | 0.05%             | 2044-03-25      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                      | STACR 2024-HQA2 M2                                 | CUSIP: 35564NEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155000 | PA      | $155678.74    | 0.31%             | 2044-08-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | Swap/21/10/2027/P:GBP/SONIA/1D /R:GBP 3.62400      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1000000 | OU      | $2985.19      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/06/11/2027/P:GBP/SONIA/1D /R:GBP 3.55130      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1000000 | OU      | $1358.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/21/11/2027/P:USD 3.36500 /R:USD/SOFR/1D       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2700000 | OU      | $-2081.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                      | STACR 2024-DNA3 M2                                 | CUSIP: 35564NFA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    385462 | PA      | $385218.48    | 0.76%             | 2044-10-25      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                      | STACR 2025-HQA1 M2                                 | CUSIP: 35564NHA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     93136 | PA      | $92988.99     | 0.18%             | 2045-02-27      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                      | STACR 2025-DNA2 M2                                 | CUSIP: 35564NJA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    175912 | PA      | $175530.62    | 0.34%             | 2045-05-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                  | GGAMFI 8 06/15/28 144A                             | CUSIP: 36170JAA4<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |    260000 | PA      | $275331.94    | 0.54%             | 2028-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                | European Option Expiring on 21/01/2026 to Buy Prot | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   9900000 | OU      | $551.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | European Option Expiring on 21/01/2026 to Buy Prot | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -4950000 | OU      | $-168.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Three-Month CORRA Futures,Sep-2026,Composite       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        14 | NC      | $384.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | FGBS Mar 2026                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -3 | NC      | $380.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US T-NOTE 5YR                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -18 | NC      | $4226.55      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Three-Month SOFR Futures,Dec-2027,ETH              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -10 | NC      | $3678.25      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | US T-NOTE 2YR                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -29 | NC      | $-2468.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | ASX 3 Year Treasury Bond Futures                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -39 | NC      | $-6372.31     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                | Sell USD / Buy AUD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2958.01      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell USD / Buy GBP                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3994.53      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell USD / Buy AUD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1350.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell USD / Buy NZD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-68.41       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell USD / Buy AUD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $347.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell USD / Buy AUD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $508.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                        | GLPI 5.3 01/15/29                                  | CUSIP: 361841AL3<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |    150000 | PA      | $152610.84    | 0.30%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                       | IT 4.5 07/01/28 144A                               | CUSIP: 366651AC1<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |    280000 | PA      | $279094.42    | 0.55%             | 2028-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 4.2 10/27/28                                    | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    500000 | PA      | $500711.25    | 0.98%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp.                                 | GSCRED 5.375 01/31/29 144A                         | CUSIP: 38152BAE1<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |    192000 | PA      | $192762.84    | 0.38%             | 2029-01-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                                        | HERTZ 2025-5A B                                    | CUSIP: 42806MDM8<br>LEI: 5493004IHDYOZ9K9WF47 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $747563.73    | 1.47%             | 2030-05-25      | Fixed         | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                       | HESM 6.5 06/01/29 144A                             | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     89000 | PA      | $91910.30     | 0.18%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                       | HESM 5.875 03/01/28 144A                           | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    344000 | PA      | $350458.26    | 0.69%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hess Midstream Operations LP                                       | HESM 5.125 06/15/28 144A                           | CUSIP: 428104AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    383000 | PA      | $384545.79    | 0.75%             | 2028-06-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Homeward Opportunities Fund I Trust                                | HOF 2025-RRTL2 A1                                  | CUSIP: 437923AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    107000 | PA      | $107462.99    | 0.21%             | 2040-09-25      | Variable      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| ITT Holdings LLC                                                   | INTMAT 6.5 08/01/29 144A                           | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |    380000 | PA      | $364667.57    | 0.72%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                           | JANEST 4.5 11/15/29 144A                           | CUSIP: 47077WAA6<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    446000 | PA      | $439247.65    | 0.86%             | 2029-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| KB Home                                                            | KBH 6.875 06/15/27                                 | CUSIP: 48666KAX7<br>LEI: 549300LGUCWQURMWLG09 | Long             | DBT              | CORP              | US        |    123000 | PA      | $125536.88    | 0.25%             | 2027-06-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEX 2024-BBG MORTGAGE TRUST                                        | LEX 2024-BBG A                                     | CUSIP: 52885AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251601.50    | 0.49%             | 2033-10-13      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| LUXURY LEASE PARTNERS AUTO LEASE TRUST 2025-A                      | LLP 2025-A A                                       | CUSIP: 55069BAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250567.47    | 0.49%             | 2032-03-15      | Fixed         | 5.51%                 | Yes           |                  2 | On Loan: No      |
| RCKTL 2025-1                                                       | RCKTL 2025-1A D                                    | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246998.92    | 0.48%             | 2034-07-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Regal Rexnord Corporation                                          | RRX 6.05 02/15/26                                  | CUSIP: 758750AL7<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    950000 | PA      | $951821.06    | 1.87%             | 2026-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Heritage and People's Choice Ltd.                                  | PFBKAU F 09/16/31 MTN                              | CUSIP: Q0R889NY0<br>LEI: 549300L09D57A4VEVO78 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $133917.80    | 0.26%             | 2031-09-16      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| Liberty Series 2024-1 Auto                                         | LBRTY 2024-1A A                                    | CUSIP: Q5S468AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | AU        |    215467 | PA      | $144327.76    | 0.28%             | 2032-05-25      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| LGI Homes Inc                                                      | LGIH 8.75 12/15/28 144A                            | CUSIP: 50187TAH9<br>LEI: 549300W02B4WNV8CV109 | Long             | DBT              | CORP              | US        |    115000 | PA      | $119952.82    | 0.24%             | 2028-12-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| BPR TRUST 2024-PMDW                                                | BPR 2024-PMDW D                                    | CUSIP: 05592VAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    457000 | PA      | $456013.39    | 0.90%             | 2041-11-05      | Variable      | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Judo Bank Pty Ltd.                                                 | JUDOCA F 10/23/34 MTN                              | CUSIP: Q5135RGX1<br>LEI: 984500684463DE39F645 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $167622.10    | 0.33%             | 2034-10-23      | Variable      | 7.04%                 | No            |                  2 | On Loan: No      |
| Plenti PL & Green ABS Trust 2025-1                                 | PLENG 2025-1 D                                     | CUSIP: Q744HAAJ3<br>LEI: 984500D9A9AS52805130 | Long             | ABS-O            | CORP              | AU        |    500000 | PA      | $334301.11    | 0.66%             | 2036-11-11      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                  | LPLA 5.7 05/20/27                                  | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |    250000 | PA      | $254790.27    | 0.50%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                  | LPLA 4.9 04/03/28                                  | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     45000 | PA      | $45657.21     | 0.09%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                         | BA 2.196 02/04/26                                  | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    540000 | PA      | $538972.15    | 1.06%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co.                                                         | BA 6.259 05/01/27                                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    250000 | PA      | $256504.08    | 0.50%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Liberty Utilities Co. (Delaware)                                   | AQNCN 5.577 01/31/29 144A                          | CUSIP: 531542AA6<br>LEI: 549300UN1FEYPC5BKW09 | Long             | DBT              | CORP              | US        |    605000 | PA      | $624935.15    | 1.23%             | 2029-01-31      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| OASIS SECURITISATION 21-2A                                         | OASIS 2025-1A A                                    | CUSIP: 53161AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $755515.73    | 1.48%             | 2039-08-15      | Fixed         | 6.36%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                            | BAH 3.875 09/01/28 144A                            | CUSIP: 09951LAA1<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |    526000 | PA      | $516276.78    | 1.01%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                              | CAS 2025-R04 1M2                                   | CUSIP: 20755TAC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    112200 | PA      | $111795.23    | 0.22%             | 2045-05-25      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                    | LYV 6.5 05/15/27 144A                              | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |    188000 | PA      | $189724.90    | 0.37%             | 2027-05-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                          | MSCI 4 11/15/29 144A                               | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |    615000 | PA      | $601280.72    | 1.18%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Ggam Finance Ltd.                                                  | GGAMFI 5.875 03/15/30 144A                         | CUSIP: 36170JAE6<br>LEI: 254900X2QXEN0FVXRF65 | Long             | DBT              | CORP              | KY        |     16000 | PA      | $16236.64     | 0.03%             | 2030-03-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                             | GILCN 4.7 10/07/30 144A                            | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |    198000 | PA      | $197028.37    | 0.39%             | 2030-10-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| DT Midstream Inc                                                   | DTMINC 4.125 06/15/29 144A                         | CUSIP: 23345MAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $128286.20    | 0.25%             | 2029-06-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Delta Air Lines Inc.                                               | DAL 4.95 07/10/28                                  | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     71000 | PA      | $72276.80     | 0.14%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mattel, Inc.                                                       | MAT 3.75 04/01/29 144A                             | CUSIP: 577081BF8<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    360000 | PA      | $350879.94    | 0.69%             | 2029-04-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Mattel, Inc.                                                       | MAT 5 11/17/30                                     | CUSIP: 577081BG6<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |    163000 | PA      | $164130.29    | 0.32%             | 2030-11-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                  | MCAIRH 5.15 03/17/30 144A                          | CUSIP: 55609NAE8<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    260000 | PA      | $263567.14    | 0.52%             | 2030-03-17      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                               | GM 5.15 08/15/26 EMTN                              | CUSIP: U37047AY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    110000 | PA      | $148928.19    | 0.29%             | 2026-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                           | MRP 6.375 08/01/30 144A                            | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    233000 | PA      | $238411.19    | 0.47%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                   | NRG 2.45 12/02/27 144A                             | CUSIP: 629377CP5<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |    553000 | PA      | $534402.64    | 1.05%             | 2027-12-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                            | STACR 2022-DNA6 M1A                                | CUSIP: 35564KH36<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     22334 | PA      | $22421.24     | 0.04%             | 2042-09-25      | Variable      | 6.02%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust 2022-DNA7                            | STACR 2021-DNA7 M1                                 | CUSIP: 35564KMA4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      4586 | PA      | $4582.25      | 0.01%             | 2041-11-25      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Downer Group Finance Pty Ltd.                                      | DOWAU 3.7 04/29/26 MTN                             | CUSIP: Q32591AJ0<br>LEI: 254900M70GW10DR6AH41 | Long             | DBT              | CORP              | AU        |   1100000 | PA      | $731498.53    | 1.44%             | 2026-04-29      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Skymiles IP Ltd. & Delta Air Lines Inc.                            | DAL 4.75 10/20/28 144A                             | CUSIP: 830867AB3<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | N/A       |    324000 | PA      | $325960.88    | 0.64%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| NRTH COMMERCIAL MORTGAGE TRUST 2025-PARK                           | NRTH 2025-PARK B                                   | CUSIP: 669985AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $501192.28    | 0.98%             | 2040-10-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                      | OMF 3.5 01/15/27                                   | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    321000 | PA      | $317867.05    | 0.62%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Permanent TSB Group Holdings PLC                                   | PTSB V6.625 06/30/29                               | CUSIP: G7015DAH5<br>LEI: 635400DTNHVYGZODKQ93 | Long             | DBT              | CORP              | IE        |    230000 | PA      | $293139.06    | 0.58%             | 2029-07-02      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                      | OMF 6.125 05/15/30                                 | CUSIP: 682691AL4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    145000 | PA      | $147840.12    | 0.29%             | 2030-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                       | ORCL 4.8 08/03/28                                  | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326618.06    | 0.64%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                      | OMF 7.125 03/15/26                                 | CUSIP: 85172FAN9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |    195000 | PA      | $196436.76    | 0.39%             | 2026-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                                       | NAB F 11/18/31 mTN                                 | CUSIP: Q6530XNZ4<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   2300000 | PA      | $1551158.33   | 3.05%             | 2031-11-18      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                | MQGAU F 06/17/31                                   | CUSIP: Q5700DJS5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |   1700000 | PA      | $1138097.14   | 2.23%             | 2031-06-17      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Liberty Financial Proprietary Limited                              | LBRFI F 03/16/28 MTN                               | CUSIP: Q5S40CAS5<br>LEI: 549300S75HDUIPWTQC07 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $560800.64    | 1.10%             | 2028-03-16      | Variable      | 7.36%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                   | HACLN 2025-1 C                                     | CUSIP: 446438SZ7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    181639 | PA      | $181581.80    | 0.36%             | 2033-03-21      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                  | REPSEP 4.805 09/16/28 144A                         | CUSIP: 76026AAA5<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201861.48    | 0.40%             | 2028-09-16      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                               | RKT 6.125 08/01/30 144A                            | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    242000 | PA      | $250150.35    | 0.49%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc.               | RKT 2.875 10/15/26 144A                            | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |    815000 | PA      | $803112.00    | 1.58%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Company                                             | Union Electric Company 0% CP 02/01/2026            | CUSIP: 90655KA20<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | STIV             | CORP              | US        |    550000 | PA      | $549885.66    | 1.08%             | 2026-01-02      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Air Lines, Inc.                                             | UAL 4.625 04/15/29 144A                            | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |    100000 | PA      | $99566.26     | 0.20%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| UK Logistics 2024-1 Designated Activity Co.                        | UKLOG 2024-1A B                                    | CUSIP: BCC3FL0F8<br>LEI: 635400H22JMICKOJRJ36 | Long             | ABS-O            | CORP              | IE        |    201264 | PA      | $272337.35    | 0.53%             | 2034-05-17      | Floating      | 6.54%                 | Yes           |                  2 | On Loan: No      |
| Macquarie Bank Ltd.                                                | MQGAU F 03/01/34                                   | CUSIP: Q5700D5U5<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | DBT              | CORP              | AU        |    290000 | PA      | $197568.79    | 0.39%             | 2034-03-01      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                           | LLOYDS F 03/06/30 MTN                              | CUSIP: G55365HP1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    130000 | PA      | $87994.60     | 0.17%             | 2030-03-06      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Perpetual Corporate Trust Ltd. As Trustee For The Now Trust 2024-1 | NOW 2024-1 A                                       | CUSIP: Q744FVAA8<br>LEI: 984500FIA838FE059486 | Long             | ABS-O            | CORP              | AU        |    197223 | PA      | $132211.38    | 0.26%             | 2032-06-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Newcastle Greater Mutual Group Ltd.                                | NEWCAP F 01/21/30 MTN                              | CUSIP: Q66348AA3<br>LEI: 261700JSQJSBGJLHAK44 | Long             | DBT              | CORP              | AU        |    240000 | PA      | $161300.24    | 0.32%             | 2030-01-21      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Now Trust 2025-1                                                   | NOW 2025-1 A                                       | CUSIP: Q744H5AA3<br>LEI: 984500B0D6BFDDCCDB63 | Long             | ABS-O            | CORP              | AU        |    354837 | PA      | $236983.53    | 0.47%             | 2034-02-14      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Metro Finance 2024-1 Trust                                         | METR 2024-1 A                                      | CUSIP: Q744G8AA8<br>LEI: 98450081EAB75B8D9515 | Long             | ABS-O            | CORP              | AU        |    298704 | PA      | $200121.24    | 0.39%             | 2030-09-17      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Macquarie Airfinance Holdings Ltd                                  | MCAIRH 5.2 03/27/28 144A                           | CUSIP: 55609NAF5<br>LEI: 549300MCGUSL5B852H65 | Long             | DBT              | CORP              | GB        |    250000 | PA      | $253774.61    | 0.50%             | 2028-03-27      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                             | ABCLN 2024-B C                                     | CUSIP: 02007G4D2<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    145252 | PA      | $146572.20    | 0.29%             | 2032-09-15      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| Ally Bank Sandy (Utah)                                             | ABCLN 2024-A B                                     | CUSIP: 02007GZ55<br>LEI: 549300C04BJ0G297NC13 | Long             | ABS-O            | CORP              | US        |    118595 | PA      | $120562.49    | 0.24%             | 2032-05-17      | Fixed         | 5.83%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                     | ATWALD 6.25 01/15/30                               | CUSIP: 049463AE2<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    250000 | PA      | $263205.19    | 0.52%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Atlas Warehouse Lending Co. LP                                     | ATWALD 4.625 11/15/28                              | CUSIP: 049463AF9<br>LEI: 25490068J12A1HV7YM70 | Long             | DBT              | CORP              | US        |    270000 | PA      | $271013.31    | 0.53%             | 2028-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                         | ACGCAP 1.95 09/20/26 144A                          | CUSIP: 05369AAL5<br>LEI: 549300ODEK8HY3445C77 | Long             | DBT              | CORP              | US        |    200000 | PA      | $196739.35    | 0.39%             | 2026-09-20      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Aviation Capital Group LLC                                         | Aviation Capital Group LLC 0% CP 02/01/2026        | CUSIP: 05369CA23<br>LEI: 549300ODEK8HY3445C77 | Long             | STIV             | CORP              | US        |    450000 | PA      | $449905.00    | 0.88%             | 2026-01-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-Roic                                                 | BX 2025-ROIC D                                     | CUSIP: 05593VAL7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    498058 | PA      | $495436.53    | 0.97%             | 2030-03-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Bayview Opportunity Master Fund IVB LP                             | BVCLN 2024-CAR1 C                                  | CUSIP: 07336QAC6<br>LEI: 549300PYZPV2K342TZ72 | Long             | ABS-O            | CORP              | US        |    236076 | PA      | $236879.48    | 0.47%             | 2031-12-26      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                     | BCRED 3.25 03/15/27                                | CUSIP: 09261HAK3<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    290000 | PA      | $285021.64    | 0.56%             | 2027-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BX COML MTG TR 2024-AIRC                                           | BX 2024-AIRC C                                     | CUSIP: 12433CAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    491502 | PA      | $492082.78    | 0.97%             | 2041-08-15      | Variable      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                | CPN 4.5 02/15/28 144A                              | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    267000 | PA      | $267176.75    | 0.52%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                | CPN 5.125 03/15/28 144A                            | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |    185000 | PA      | $185207.39    | 0.36%             | 2028-03-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                | LNG 4.625 10/15/28                                 | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    375000 | PA      | $374364.55    | 0.73%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                             | CITSEC 5.5 06/18/30                                | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    500000 | PA      | $513128.69    | 1.01%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Civitas Resources Inc                                              | CIVI 8.375 07/01/28 144A                           | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |    138000 | PA      | $142194.23    | 0.28%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Columbia Pipelines Holding Co. LLC                                 | CPGX 6.055 08/15/26 144A                           | CUSIP: 19828AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    125000 | PA      | $126148.29    | 0.25%             | 2026-08-15      | Fixed         | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Compass Datacenters Issuer II LLC                                  | CMPDC 2025-1A A1                                   | CUSIP: 20469CAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252495.41    | 0.50%             | 2050-05-25      | Fixed         | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                           | CRWD 3 02/15/29                                    | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |    182000 | PA      | $174644.61    | 0.34%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                                              | DNKN 2021-1A A2I                                   | CUSIP: 233046AN1<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |    120000 | PA      | $117713.21    | 0.23%             | 2051-11-20      | Fixed         | 2.04%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                              | DNKN 2021-1A A2II                                  | CUSIP: 233046AQ4<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |     48000 | PA      | $45408.51     | 0.09%             | 2051-11-20      | Fixed         | 2.49%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                 | Energy Transfer LP 0% CP 02/01/2026                | CUSIP: 29277FA27<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | STIV             | CORP              | US        |    300000 | PA      | $299936.82    | 0.59%             | 2026-01-02      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ESAB Corp.                                                         | ESAB 6.25 04/15/29 144A                            | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |    250000 | PA      | $257054.25    | 0.50%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| F&G Global Funding                                                 | FG 4.65 09/08/28 144A                              | CUSIP: 30321L2K7<br>LEI: 6354009CCUKJIZ7KFX73 | Long             | DBT              | CORP              | US        |     93000 | PA      | $93590.56     | 0.18%             | 2028-09-08      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                      | F 5.918 03/20/28                                   | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $204639.47    | 0.40%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Limited                      | CNHI 5.4 05/17/27 MTN                              | CUSIP: Q2575EAD4<br>LEI: 2617001JAII1WD34PJ72 | Long             | DBT              | CORP              | AU        |    800000 | PA      | $536354.42    | 1.05%             | 2027-05-17      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp.                                       | OCINCC 6.5 10/23/27 MTN                            | CUSIP: U0942DAC3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |    728000 | PA      | $486372.78    | 0.95%             | 2027-10-23      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.                         | ANZ V5.545 01/15/35 MTN                            | CUSIP: Q0R2AEPH4<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1005494.40   | 1.97%             | 2035-01-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital Australia Pty. Limited                      | CNHI 4.7 06/20/28 MTN                              | CUSIP: Q2575EAG7<br>LEI: 2617001JAII1WD34PJ72 | Long             | DBT              | CORP              | AU        |    400000 | PA      | $263693.62    | 0.52%             | 2028-06-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                     | CBAAU F 08/20/31                                   | CUSIP: Q2692UQW7<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |   1500000 | PA      | $1004673.74   | 1.97%             | 2031-08-20      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Avanti Finance Ltd.                                                | AVAFIN F 09/14/28 MTN                              | CUSIP: Q12030AD6<br>LEI: N/A                  | Long             | DBT              | CORP              | NZ        |    400000 | PA      | $270074.73    | 0.53%             | 2028-09-14      | Variable      | 8.56%                 | No            |                  2 | On Loan: No      |
| Credabl ABS 2024-1 Trust                                           | CRDABL 2024-1 A                                    | CUSIP: Q0288FAA9<br>LEI: 98450080CAUBC36D6580 | Long             | ABS-O            | CORP              | AU        |    333206 | PA      | $223285.83    | 0.44%             | 2045-05-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Credabl ABS 2024-1 Trust                                           | CRDABL 2024-1 C                                    | CUSIP: Q0288FAF8<br>LEI: 98450080CAUBC36D6580 | Long             | ABS-O            | CORP              | AU        |    573592 | PA      | $384937.30    | 0.76%             | 2045-05-11      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                               | CCL 5.125 05/01/29 144A                            | CUSIP: 143658CB6<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    667000 | PA      | $674396.66    | 1.32%             | 2029-05-01      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                   | HACLN 2024-1 B1                                    | CUSIP: 44644NAA7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    109920 | PA      | $111629.77    | 0.22%             | 2032-05-20      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Huntington National Bank of Ohio                                   | HACLN 2024-2 C                                     | CUSIP: 44644NAJ8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | ABS-O            | CORP              | US        |    344632 | PA      | $346009.84    | 0.68%             | 2032-10-20      | Variable      | 6.52%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Group                                              | RCL 5.5 08/31/26 144A                              | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |    256000 | PA      | $256394.53    | 0.50%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                    | SOLV 5.4 03/01/29                                  | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    396000 | PA      | $410129.20    | 0.81%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                      | STWD 5.25 10/15/28 144A                            | CUSIP: 85571BBF1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |    232000 | PA      | $233687.10    | 0.46%             | 2028-10-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Stellantis Financial Services US Corp.                             | STLA 4.95 09/15/28 144A                            | CUSIP: 85855FAA1<br>LEI: 5493000KNKFDOC1BOW59 | Long             | DBT              | CORP              | US        |    294000 | PA      | $298039.76    | 0.59%             | 2028-09-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                 | SUBWAY 2024-1A A2I                                 | CUSIP: 864300AA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    267300 | PA      | $271104.80    | 0.53%             | 2054-07-30      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| SUBWAY FUNDING LLC                                                 | SUBWAY 2024-3A A2I                                 | CUSIP: 864300AG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    226710 | PA      | $224183.12    | 0.44%             | 2054-07-30      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                          | SUN 5.625 03/15/31 144A                            | CUSIP: 86765KAF6<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |    193000 | PA      | $194414.11    | 0.38%             | 2031-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                              | BELL 2018-1A A2II                                  | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    793039 | PA      | $792856.21    | 1.56%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding Llc                                              | BELL 2021-1A A2II                                  | CUSIP: 87342RAH7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67792 | PA      | $62946.94     | 0.12%             | 2051-08-25      | Fixed         | 2.29%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP and Tallgrass Energy Finance Corp.   | TEP 7.375 02/15/29 144A                            | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |    226000 | PA      | $233585.24    | 0.46%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Taylor Morrison Communities Inc                                    | TMHC 5.75 01/15/28 144A                            | CUSIP: 87724RAB8<br>LEI: 549300O1Z08HI2MRK572 | Long             | DBT              | CORP              | US        |    126000 | PA      | $128249.60    | 0.25%             | 2028-01-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Trinity Industries, Inc.                                           | TRN 7.75 07/15/28 144A                             | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |    477000 | PA      | $495553.17    | 0.97%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Twitter Inc                                                        | Twitter Inc                                        | CUSIP: 90184NAK4<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |    250000 | PA      | $248927.50    | 0.49%             | 2029-10-26      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                    | UHS 1.65 09/01/26                                  | CUSIP: 913903AZ3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |    825000 | PA      | $810997.45    | 1.59%             | 2026-09-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                 | VRT 4.125 11/15/28 144A                            | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |     95000 | PA      | $93832.44     | 0.18%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Vertical Bridge Llc 2016-1                                         | VBTOW 2025-1A B                                    | CUSIP: 92535VAS1<br>LEI: 549300DKEDU9WZPGTC09 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250335.85    | 0.49%             | 2055-08-16      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| Vici Properties Inc                                                | VICI 4.5 09/01/26 144A                             | CUSIP: 92564RAH8<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |    150000 | PA      | $150146.26    | 0.29%             | 2026-09-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| VICI Properties LP                                                 | VICI 4.75 04/01/28                                 | CUSIP: 925650AJ2<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    350000 | PA      | $353684.01    | 0.69%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Viper Energy Partners LLC                                          | VNOM 4.9 08/01/30                                  | CUSIP: 92764MAA2<br>LEI: 54930010ZZ02MRGRI973 | Long             | DBT              | CORP              | US        |    128000 | PA      | $129468.16    | 0.25%             | 2030-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wendys Funding Llc                                                 | WEN 2022-1A A2I                                    | CUSIP: 95058XAM0<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    250900 | PA      | $247762.38    | 0.49%             | 2052-03-15      | Fixed         | 4.24%                 | Yes           |                  2 | On Loan: No      |
| WINGSPIRE EQUIPMENT FINANCE                                        | WEF 2024-1A D                                      | CUSIP: 97415AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $407794.66    | 0.80%             | 2032-09-20      | Fixed         | 6.31%                 | Yes           |                  2 | On Loan: No      |
| Westpac Banking Corp.                                              | WSTP V5.351 02/12/35 MTN                           | CUSIP: Q97424ZF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $332706.16    | 0.65%             | 2035-02-12      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                                 | SUNAU F 06/01/37 MTN                               | CUSIP: Q88040AS1<br>LEI: 549300BVOKRTHDIWVT46 | Long             | DBT              | CORP              | AU        |    850000 | PA      | $576290.70    | 1.13%             | 2037-06-01      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                                 | SUNAU F 12/01/38 MTN                               | CUSIP: Q88040AT9<br>LEI: 549300BVOKRTHDIWVT46 | Long             | DBT              | CORP              | AU        |    500000 | PA      | $345459.70    | 0.68%             | 2038-12-01      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                              | WSTP F 04/03/34 MTN                                | CUSIP: Q97424JL2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1200000 | PA      | $818574.86    | 1.61%             | 2034-04-03      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Teachers Mutual Bank Ltd.                                          | TEACHM F 06/21/27 MTN                              | CUSIP: Q8T663UT3<br>LEI: 549300II25ZWSHX8W615 | Long             | DBT              | CORP              | AU        |    370000 | PA      | $248962.50    | 0.49%             | 2027-06-21      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                   | TEVA 3.15 10/01/26                                 | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    275000 | PA      | $271825.43    | 0.53%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                   | TEVA 6.75 03/01/28                                 | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    490000 | PA      | $508533.00    | 1.00%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen Financial Services N.V.                                 | VW 6.5 09/18/27 EMTN                               | CUSIP: D2553KD54<br>LEI: 529900ZTQC8D1TW6BL41 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1390173.38   | 2.73%             | 2027-09-18      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell AUD / Buy USD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-70447.31    | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell AUD / Buy USD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-76310.53    | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell EUR / Buy USD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2535.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/22/04/2026/P:NZD/BBR/3M /R:NZD 5.12000        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1930000 | OU      | $8737.40      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   1735000 | OU      | $7869.44      | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2350000 | OU      | $12185.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/27/08/2027/P:USD 3.47750 /R:USD/SOFR/1D       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |   2600000 | OU      | $-5656.09     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Swap/03/12/2027/P:GBP/SONIA/1D /R:GBP 3.50010      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |    100000 | OU      | $18.99        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell GBP / Buy USD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13303.58    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Sell NZD / Buy USD                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $166.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                | Three-Month SOFR Futures,Mar-2026,ETH              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        10 | NC      | $-2178.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Australia Dollar Cash Balance                                      | Australia Dollar Cash Balance                      | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |     48225 | OU      | $48224.98     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Dollar Cash Balance                                         | Canada Dollar Cash Balance                         | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |     10326 | OU      | $10326.48     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euro Member Countries Cash Balance                                 | Euro Member Countries Cash Balance                 | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |     21748 | OU      | $21748.49     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Pound Cash Balance                                  | United Kingdom Pound Cash Balance                  | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     43151 | OU      | $43150.60     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| New Zealand Dollar Cash Balance                                    | New Zealand Dollar Cash Balance                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | NZ        |    131899 | OU      | $131899.16    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-13

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

**Title:** VP, CFO, TREASURER, AND PRINCIPAL ACCOUNTING OFFICER