# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001193125-26-081200
**Filing Date:** 2026-2
**Character Count:** 140521
**Document Hash:** 9fb56788e283a29536a05cd9c1ff2b12
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-081200.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001193125-26-081200

**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:** 26695638

**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 Developed World Bond Fund (Series ID: S000057604)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000183913 | Class A      | HFAAX           |
| C000183914 | Class C      | HFACX           |
| C000183915 | Class D      | HFADX           |
| C000183916 | Class I      | HFAIX           |
| C000183917 | Class N      | HFARX           |
| C000183919 | Class S      | HFASX           |
| C000183920 | Class T      | HFATX           |

## 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 Developed World Bond Fund

- **b. EDGAR series identifier (if any):** S000057604

- **c. LEI of Series:** JBEKRA4YPCM7Q2GORI65

**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:** $583420009.41

**Total Liabilities:** $8522049.55

**Net Assets:** $574897959.86

**Delayed Delivery Securities:** $5342762.23

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -460.289304119185 | **1-Year:** -16281.541693872248 | **5-Year:** -98109.312530026420 | **10-Year:** -76078.705750621860 | **30-Year:** -5794.396464845166

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

- **3-Month:** -125.906065213057 | **1-Year:** -11079.984653489722 | **5-Year:** -49836.374147234135 | **10-Year:** -13386.449170321692 | **30-Year:** -2643.968687631423

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183913 | 0.49%                | 0.28%                | 0.21%                |
| Class ID C000183914 | 0.43%                | 0.22%                | 0.13%                |
| Class ID C000183915 | 0.51%                | 0.29%                | 0.22%                |
| Class ID C000183916 | 0.52%                | 0.43%                | 0.10%                |
| Class ID C000183917 | 0.52%                | 0.43%                | 0.10%                |
| Class ID C000183919 | 0.58%                | 0.26%                | 0.18%                |
| Class ID C000183920 | 0.49%                | 0.41%                | 0.08%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1613910.00              | $-6009110.00                               |
| Month 2  | $154456.00               | $1041195.00                                |
| Month 3  | $-126275.00              | $2576410.00                                |

**Designated Index Information**

- **Index Name:** Bloomberg Global Aggregate - Credit Hedged in USD

- **Index Identifier:** LEHM.MC.LEHM003434UUSD

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                                  | N/A                                                    | CUSIP: 39479UAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1836125 | PA      | $2183525.66   | 0.38%             | 2032-01-30      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.125 06/15/29                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3660545.48   | 0.64%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 5.6 04/01/34                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    891000 | PA      | $929241.48    | 0.16%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 4 08/05/29                                        | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2728109.48   | 0.47%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                        | ICE 1.85 09/15/32                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |   6267000 | PA      | $5335676.17   | 0.93%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Twitter Inc                                                                          | TWTR L 10/29/29 1                                      | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   2393846 | PA      | $2349392.43   | 0.41%             | 2029-10-26      | Variable      | 10.45%                | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                     | YUM 5.375 04/01/32                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1392197.13   | 0.24%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-263.70      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-22836.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell NZD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $100910.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $39.66        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden UK Refinance PLC & Howden US Refinance LLC                                    | HWDGRP 7.25 02/15/31 144A                              | CUSIP: 44287GAA4<br>LEI: 87550008DPN8BDG67910 | Long             | DBT              | CORP              | GB        |   2480000 | PA      | $2553914.09   | 0.44%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                       | INTNED V0.375 09/29/28                                 | CUSIP: N4578ELB2<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3840886.50   | 0.67%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V3.9 07/22/32 EMTN                                 | CUSIP: U94974LV9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1804560.62   | 0.31%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Ziggo Bond Company B.V.                                                              | ZIGGO 6.125 11/15/32 REGS                              | CUSIP: N9836ZAF5<br>LEI: 213800JYI4P7V5QDOG59 | Long             | DBT              | CORP              | NL        |   1268000 | PA      | $1400374.20   | 0.24%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Gruppo San Donato S.p.A.                                                             | GRSADO 6.5 10/31/31 144A                               | CUSIP: YJ1229055<br>LEI: 8156003649DB0704FC22 | Long             | DBT              | CORP              | IT        |   2900000 | PA      | $3468495.28   | 0.60%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.6 03/23/34                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1576345.58   | 0.27%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.875 12/15/30 144A                                | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   2101000 | PA      | $2198710.53   | 0.38%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                      | TDG 6.375 03/01/29 144A                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |   4380000 | PA      | $4516958.00   | 0.79%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V5.959 01/12/34 144A                               | CUSIP: 902613AV0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1183000 | PA      | $1260723.27   | 0.22%             | 2034-01-12      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2260000 | PA      | $2669009.04   | 0.46%             | 2031-12-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2130000 | PA      | $2524868.09   | 0.44%             | 2032-12-02      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 5.125 05/09/29                                    | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2610000 | PA      | $2639496.45   | 0.46%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| AutoScout24 GmbH                                                                     | AutoScout24 GmbH Term Loan B 350 2031-10-06            | CUSIP: D8000HAB7<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1791011 | PA      | $1791459.00   | 0.31%             | 2031-12-10      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                            | AVLN V4 06/03/55                                       | CUSIP: G0R23NZN9<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   2320000 | PA      | $2714427.95   | 0.47%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Avantor Funding Inc                                                                  | AVTR 3.875 07/15/28 REGS                               | CUSIP: U05247AB4<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |   2455000 | PA      | $2877865.02   | 0.50%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                            | AVLN V6.125 09/12/54                                   | CUSIP: G0R23ND94<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $3289181.13   | 0.57%             | 2054-09-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Sunrise Finco l B.V                                                                  | SUNN 4.625 05/15/32 REGS                               | CUSIP: N9042BAB7<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   2260000 | PA      | $2682366.81   | 0.47%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                             | T 4.5 05/15/35                                         | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   2819000 | PA      | $2707863.46   | 0.47%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corporation                   | UNSEAM 6.875 06/15/30 144A                             | CUSIP: 019576AF4<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2096928.95   | 0.36%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                | TEAM 5.25 05/15/29                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1729745.26   | 0.30%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                | TEAM 5.5 05/15/34                                      | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   3374000 | PA      | $3491479.88   | 0.61%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.468 01/23/35                                    | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   3569000 | PA      | $3717896.47   | 0.65%             | 2035-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell NZD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-35506.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy NZD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $673.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2655.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $232.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $25956.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $48.38        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-76487.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-42041.56    | -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      | $309.29       | 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      | $-293.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $86.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-64.38       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-28834.01    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $684.82       | 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      | $27.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2569.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29889.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $88.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13694.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $20488.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-25213.66    | -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      | $-8106.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $163.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7871.57     | -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      | $-43151.19    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-359282.86   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell CHF / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6662.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                | BAC V5.162 01/24/31                                    | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1333801.76   | 0.23%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                        | RTOLN 5 04/28/30 144A                                  | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1827114.51   | 0.32%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Service Corporation International                                                    | SCI 3.375 08/15/30                                     | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3407499.66   | 0.59%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                    | SCI 4 05/15/31                                         | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   6752000 | PA      | $6453613.59   | 1.12%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                    | SCI 5.75 10/15/32                                      | CUSIP: 817565CH5<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1762725.37   | 0.31%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                         | SNPS 5.15 04/01/35                                     | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2224780.32   | 0.39%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.875 04/15/30                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1564549.51   | 0.27%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                 | URI 5.375 11/15/33 144A                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2509222.36   | 0.44%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 0.625 08/15/30                                       | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  12651100 | PA      | $11008433.73  | 1.91%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8618500 | PA      | $8033721.33   | 1.40%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 08/15/35                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   8761500 | PA      | $8824473.28   | 1.53%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                  | VRTV 10.5 11/30/30 144A                                | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2405251.48   | 0.42%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16479.55    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6613.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Vertiv Group Corp.                                                                   | VRT 4.125 11/15/28 144A                                | CUSIP: 92535UAB0<br>LEI: 549300ZT8RQ5VK10E643 | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1773926.98   | 0.31%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4333480.59   | 0.75%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10362.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $13745.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $957.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $554.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.244 01/24/31                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1531000 | PA      | $1585381.01   | 0.28%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A. Australia Branch                                          | RABOBK 4.25 05/12/26 DIP                               | CUSIP: Q28275DV6<br>LEI: YD1UKK50ZKDG6RHUUW75 | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1334440.89   | 0.23%             | 2026-05-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $47426.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $546.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1187663.78   | 0.21%             | 2030-03-29      | Variable      | 5.86%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   4090000 | PA      | $4853796.05   | 0.84%             | 2032-07-26      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $24509.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2267.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 0.5 05/27/30                                     | CUSIP: H21069F89<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |   4914000 | PA      | $6301010.17   | 1.10%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 0.25 06/23/35                                    | CUSIP: H7351MHX4<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |  11237000 | PA      | $14061968.18  | 2.45%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-9921.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $67959.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2 06/15/31                                        | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    719000 | PA      | $647170.71    | 0.11%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    943000 | PA      | $903470.14    | 0.16%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-66171.71    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $228.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.875 09/26/45                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1083748.60   | 0.19%             | 2045-09-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                   | POST 6.375 03/01/33 144A                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1555399.88   | 0.27%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $77439.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $499.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V4.125 06/09/33                                    | CUSIP: H3698DEH3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   4180000 | PA      | $5067073.71   | 0.88%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V4.25 12/06/30 EMTN                             | CUSIP: F8586SMV6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   2300000 | PA      | $2795956.20   | 0.49%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                                                               | QNTELE 5.75 08/15/32 144A                              | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    494000 | PA      | $505088.32    | 0.09%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | ES        |   2580000 | PA      | $3037462.72   | 0.53%             | 2029-12-31      | Variable      | 6.15%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $26117.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-95171.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Orange SA                                                                            | ORAFP 1.375 01/16/30 EMTN                              | CUSIP: F6866TJH4<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   5500000 | PA      | $6102891.69   | 1.06%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1.125 03/18/31                                     | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5363159.38   | 0.93%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V4.75 09/28/29                                  | CUSIP: F8586UWF5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1967281.61   | 0.34%             | 2029-09-28      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Veolia Environnement S.A.                                                            | VIEFP V4.322 PERP EMTN                                 | CUSIP: F9686RR40<br>LEI: 969500LENY69X51OOT31 | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1403201.45   | 0.24%             | 2099-12-31      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $492.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $662.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-38.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy JPY                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-821.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Odido Holding BV                                                                     | TMOBNL 3.75 01/15/29 REGS                              | CUSIP: N9655TAA8<br>LEI: 7245000O9YOLPPM9YB33 | Long             | DBT              | CORP              | NL        |    991000 | PA      | $1163047.07   | 0.20%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                   | PURGYM 8.25 10/11/28 REGS                              | CUSIP: G7113BAC1<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2213601.90   | 0.39%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                          | AGKLN 7 05/21/30 144A                                  | CUSIP: 01330AAA4<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1108000 | PA      | $1156431.44   | 0.20%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp / Atlas Luxco 4 SARL     | UNSEAM 4.625 06/01/28 144A                             | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | N/A       |   1362000 | PA      | $1343371.52   | 0.23%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1173.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $492.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                   | PURGYM 10 10/11/28 REGS                                | CUSIP: G7113BAD9<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |    569000 | PA      | $807102.12    | 0.14%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Pinewood Finco PLC                                                                   | PINEFI 6 03/27/30 REGS                                 | CUSIP: G71132AE7<br>LEI: 984500EF3F7CA63ND769 | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1368845.90   | 0.24%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bacardi Ltd.                                                                         | BACARD 4.7 05/15/28 144A                               | CUSIP: 067316AF6<br>LEI: 549300R32WTQNHNN5055 | Long             | DBT              | CORP              | BM        |   2282000 | PA      | $2299029.06   | 0.40%             | 2028-05-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Belron U.K Finance PLC                                                               | BELRON 5.75 10/15/29 144a                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |    604000 | PA      | $616798.76    | 0.11%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy JPY                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-513.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell JPY / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $535.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta Clo 2021-2 Designated Activity Company                                         | PENTA 2021-2A A1R                                      | CUSIP: BCC3LB469<br>LEI: 635400GBGDCFEEAL3O62 | Long             | ABS-O            | CORP              | IE        |   1520000 | PA      | $1792261.10   | 0.31%             | 2038-04-15      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Penta Clo 2021-2 Designated Activity Company                                         | PENTA 2021-2A BR                                       | CUSIP: BCC3LB493<br>LEI: 635400GBGDCFEEAL3O62 | Long             | ABS-O            | CORP              | IE        |   1375000 | PA      | $1602616.40   | 0.28%             | 2038-04-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $106.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-64.53       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | BCULC 4 10/15/30 144A                                  | CUSIP: 68245XAM1<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |   3566000 | PA      | $3396273.20   | 0.59%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| 1011778 B.C. Unlimited Liability Company / New Red Finance, Inc.                     | BCULC 5.625 09/15/29 144A                              | CUSIP: 68245XAT6<br>LEI: 549300RHSHNRWI5LLA86 | Long             | DBT              | CORP              | CA        |    617000 | PA      | $628220.76    | 0.11%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.946 10/22/35                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   5133000 | PA      | $5183601.83   | 0.90%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                             | JANEST 6.125 11/01/32 144A                             | CUSIP: 47077WAD0<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |   4891000 | PA      | $4976885.96   | 0.87%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 4 11/15/29 144A                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1980804.44   | 0.34%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 3.625 09/01/30 144A                               | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2483000 | PA      | $2371688.53   | 0.41%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: —       |
| Medline Borrower LP                                                                  | MEDIND 3.875 04/01/29 144A                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2803959.59   | 0.49%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.35 06/28/28                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    773000 | PA      | $797672.62    | 0.14%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Qlik Technologies                                                                    | Qlik Technologies Term Loan B (Add-on) 325 2030-10-01  | CUSIP: 74339DAQ1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    934646 | PA      | $932580.16    | 0.16%             | 2030-10-28      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| JANUS CAPITAL GROUP INC                                                              | Janus Henderson Cash Liquidity Fund LLC                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  14572945 | NS      | $14577316.94  | 2.54%             |  |  |  | No            |                  2 | On Loan: No      |
| Qlik Technologies                                                                    | Qlik Technologies Second-lien Term Loan 500 2032-11-09 | CUSIP: 74339DAM0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1300000 | PA      | $1243944.00   | 0.22%             | 2033-05-09      | Floating      | 8.67%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1660000 | PA      | $1967132.87   | 0.34%             | 2032-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO 2021-1 Designated Activity Company                        | PLMER 2021-1A AR                                       | CUSIP: BCC3MRFD6<br>LEI: 549300EWDSB2XVX0CY09 | Long             | ABS-O            | CORP              | IE        |   2330000 | PA      | $2750307.64   | 0.48%             | 2039-04-15      | Variable      | 3.36%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European CLO 2021-1 Designated Activity Company                        | PLMER 2021-1A BR                                       | CUSIP: BCC3MRFF1<br>LEI: 549300EWDSB2XVX0CY09 | Long             | ABS-O            | CORP              | IE        |   1230000 | PA      | $1448080.41   | 0.25%             | 2039-04-15      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $347.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-78.71       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                            | TSCOLN 6.15 11/15/37 144A                              | CUSIP: 881575AC8<br>LEI: 2138002P5RNKC5W2JZ46 | Long             | DBT              | CORP              | GB        |    903000 | PA      | $942306.95    | 0.16%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           |                  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        |   1665000 | PA      | $1727974.36   | 0.30%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands IV B.V.                                      | TEVA 5.75 12/01/30                                     | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    504000 | PA      | $522761.14    | 0.09%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V9.25 PERP 144a                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1268000 | PA      | $1391311.73   | 0.24%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Tesco Property Finance 3 Plc                                                         | TSCOPR 5.744 04/13/40                                  | CUSIP: G8765XAA6<br>LEI: 213800HCQGDQGFP75D78 | Long             | ABS-O            | CORP              | GB        |   4716374 | PA      | $6397407.94   | 1.11%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                | TSCOLN 2.75 04/27/30 EMTN                              | CUSIP: G8762ZAJ5<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |    967000 | PA      | $1213005.90   | 0.21%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                | TSCOLN 0.375 07/27/29 EMTN                             | CUSIP: G8762ZAK2<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3227805.02   | 0.56%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                       | TEVA 4.375 05/09/30                                    | CUSIP: N8539TAL8<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   1879000 | PA      | $2265642.93   | 0.39%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V5.851 03/21/35                                   | CUSIP: G0809LJH3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $438912.02    | 0.08%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| VMED O2 UK Financing I PLC                                                           | VMED 5.625 04/15/32 REGS                               | CUSIP: G9444PAH5<br>LEI: 213800MRR46ECNGZ7L69 | Long             | DBT              | CORP              | GB        |   1070000 | PA      | $1264189.94   | 0.22%             | 2032-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Verisure Holding AB (publ)                                                           | VERISR 5.5 05/15/30 REGS                               | CUSIP: W9821DAT1<br>LEI: 549300VQQCWGISM3N408 | Long             | DBT              | CORP              | SE        |   4095000 | PA      | $4980078.97   | 0.87%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                | TSCOLN 5.125 05/22/34 EMTN                             | CUSIP: G8762ZAP1<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |   2031000 | PA      | $2684762.06   | 0.47%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Belron U.K Finance PLC                                                               | BELRON 4.625 10/15/29 REGS                             | CUSIP: G0982GAB5<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |   2173000 | PA      | $2624194.95   | 0.46%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO VIII Designated Activity Co.                                           | VOYE 8A A                                              | CUSIP: BCC3J2504<br>LEI: 254900SOU1JWRMX1DI41 | Long             | ABS-O            | CORP              | IE        |   2750000 | PA      | $3233170.01   | 0.56%             | 2039-01-17      | Variable      | 3.29%                 | Yes           |                  2 | On Loan: No      |
| AlmavivA S.p.A.                                                                      | ALMAIN 5 10/30/30 REGS                                 | CUSIP: T0R841AA4<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |   3386000 | PA      | $4011902.57   | 0.70%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                         | VMED 7.875 03/15/32 REGS                               | CUSIP: G936BZAA6<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |   2450000 | PA      | $3312203.94   | 0.58%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro Clo 14 Funding Designated Activity Co.                              | SNDPE 14A A                                            | CUSIP: BCC3KVS60<br>LEI: 635400MRPPDDKPZD8B91 | Long             | ABS-O            | CORP              | IE        |   3050000 | PA      | $3576896.74   | 0.62%             | 2039-04-20      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                   | TMUS 3.15 02/11/32                                     | CUSIP: 87264ADP7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2742884.99   | 0.48%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| RRE 24 Loan Management DAC                                                           | RRME 24A A1                                            | CUSIP: BCC3KYTD8<br>LEI: 254900LRUE7XQKHDTD72 | Long             | ABS-O            | CORP              | IE        |   3050000 | PA      | $3605966.35   | 0.63%             | 2040-04-16      | Variable      | 3.17%                 | Yes           |                  2 | On Loan: No      |
| Ravensdale Park Clo Designated Activity Co.                                          | RAVPK 1A A                                             | CUSIP: BCC3KY2L9<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-O            | CORP              | IE        |    910000 | PA      | $1071314.10   | 0.19%             | 2038-04-26      | Variable      | 3.23%                 | Yes           |                  2 | On Loan: No      |
| Ravensdale Park Clo Designated Activity Co.                                          | RAVPK 1A B1                                            | CUSIP: BCC3KY2M7<br>LEI: 635400MNQH1BW5SAW895 | Long             | ABS-O            | CORP              | IE        |    780000 | PA      | $912800.19    | 0.16%             | 2038-04-26      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO XXXII Designated Activity Co.                                              | AVOCA 32A A1                                           | CUSIP: BCC3L27Q2<br>LEI: 2549007P265VQL3DNH97 | Long             | ABS-O            | CORP              | IE        |   1530000 | PA      | $1800932.93   | 0.31%             | 2039-04-15      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO XXXII Designated Activity Co.                                              | AVOCA 32A B                                            | CUSIP: BCC3L27S8<br>LEI: 2549007P265VQL3DNH97 | Long             | ABS-O            | CORP              | IE        |    960000 | PA      | $1120752.70   | 0.19%             | 2039-04-15      | Variable      | 3.66%                 | Yes           |                  2 | On Loan: No      |
| SIG Combibloc PurchaseCo S.a r.l.                                                    | SIGCBL 3.75 03/19/30                                   | CUSIP: L8438ZAE4<br>LEI: 549300Q95MWZB4BXB866 | Long             | DBT              | CORP              | LU        |   1920000 | PA      | $2278915.62   | 0.40%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sound Point Euro Clo IV Funding Designated Activity Company                          | SNDPE 4A BR                                            | CUSIP: BCC3LB360<br>LEI: 549300XQKVE1YQW8R193 | Long             | ABS-O            | CORP              | IE        |    880000 | PA      | $1028925.46   | 0.18%             | 2039-04-15      | Variable      | 3.71%                 | Yes           |                  2 | On Loan: No      |
| Sound Point Euro Clo 15 Funding Designated Activity Co.                              | SNDPE 15A A                                            | CUSIP: BCC3LR233<br>LEI: 635400BX9GBCENP4MD92 | Long             | ABS-O            | CORP              | IE        |   2630000 | PA      | $3092177.09   | 0.54%             | 2039-07-20      | Variable      | 3.33%                 | Yes           |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                          | AGKLN 5.375 05/21/30 REGs                              | CUSIP: L0R67MAB5<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1083000 | PA      | $1312591.57   | 0.23%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V8.375 PERP                                       | CUSIP: G0809LJZ3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1790697.04   | 0.31%             | 2099-12-31      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands II B.V                                       | TEVA 4.125 06/01/31                                    | CUSIP: N8539TAQ7<br>LEI: 549300HSQCIKJAOYIT23 | Long             | DBT              | CORP              | NL        |   2020000 | PA      | $2406888.05   | 0.42%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL 5 07/01/31 REGS                                 | CUSIP: T9T377AL4<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1897481.73   | 0.33%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-103.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1.19        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/01/32 REGS                                 | CUSIP: T9T377AK6<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1499000 | PA      | $1770974.44   | 0.31%             | 2032-07-01      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Arqiva Broadcast Finance PLC                                                         | ARQIVA 8.625 07/01/30                                  | CUSIP: G0566TAD7<br>LEI: 5493007PMKIGKNYH2S25 | Long             | ABS-O            | CORP              | GB        |   2016000 | PA      | $2798091.01   | 0.49%             | 2030-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                                   | VOD V4.125 09/12/55 Emtn                               | CUSIP: G9376VEB3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1866706.78   | 0.32%             | 2055-09-13      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Aegis Lux 1A S.a r.l.                                                                | AEGILU 5.625 10/29/31 144A                             | CUSIP: YJ4150837<br>LEI: 529900WB6L9XYCR8YT98 | Long             | DBT              | CORP              | LU        |   3090000 | PA      | $3677912.20   | 0.64%             | 2031-10-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| United Group B.V.                                                                    | ADRBID 6.25 01/31/32 144A                              | CUSIP: DC1812668<br>LEI: 213800PC85O8BJ7DU398 | Long             | DBT              | CORP              | NL        |    990000 | PA      | $1167769.66   | 0.20%             | 2032-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Berry Global Inc                                                                     | AMCR 5.65 01/15/34                                     | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1179372.25   | 0.21%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.65 02/01/34                                     | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1240952.74   | 0.22%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.55 06/01/34                                     | CUSIP: 161175CR3<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |   3890000 | PA      | $4091328.93   | 0.71%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp.                                                   | DELL 5.4 04/15/34                                      | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    779000 | PA      | $799973.97    | 0.14%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                         | IT 3.75 10/01/30 144A                                  | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   2814000 | PA      | $2668523.99   | 0.46%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2190000 | PA      | $2588270.72   | 0.45%             | 2032-06-10      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.15 04/30/35                                     | CUSIP: E4R46FAA8<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |   4946000 | PA      | $5772915.83   | 1.00%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                     | GWCN 6 06/01/29 144A                                   | CUSIP: 36485MAL3<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    640000 | PA      | $627642.91    | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                     | GWCN 6.5 01/15/31 144A                                 | CUSIP: 36485MAQ2<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |    858000 | PA      | $877979.75    | 0.15%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Formula One                                                                          | Formula One Term Loan B 200 2031-09-01                 | CUSIP: L2465BAW6<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4649857 | PA      | $4661481.28   | 0.81%             | 2031-09-30      | Floating      | 5.42%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                 | BKNG 4.5 11/15/31                                      | CUSIP: 09857LAW8<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   3920000 | PA      | $4878946.73   | 0.85%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                 | BKNG 3.625 03/01/32                                    | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $4544740.34   | 0.79%             | 2032-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 5.375 08/31/32 REGs                             | CUSIP: YM3458804<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $437137.35    | 0.08%             | 2032-08-31      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                      | DAVLLO 7 11/20/31 144A                                 | CUSIP: DA2590325<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   2520000 | PA      | $3430052.18   | 0.60%             | 2031-11-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                      | DAVLLO F 11/20/32 144A                                 | CUSIP: DA2590374<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1442125.38   | 0.25%             | 2032-11-22      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 5.5 06/18/30                                    | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    306000 | PA      | $314034.76    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.503 09/11/31                                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    712000 | PA      | $714203.48    | 0.12%             | 2031-09-11      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V5.174 09/11/36                                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1983000 | PA      | $2001535.74   | 0.35%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                       | CRWV 9.25 06/01/30 144A                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1705000 | PA      | $1585262.28   | 0.28%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.25 01/15/31                                      | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4508000 | PA      | $4026586.49   | 0.70%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 5.1 05/01/33                                       | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   1810000 | PA      | $1825240.11   | 0.32%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dayforce (Ceridian HCM)                                                              | Dayforce (Ceridian HCM) Term Loan B 300 2032-09-22     | CUSIP: 23923YAB7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2863000 | PA      | $2852779.09   | 0.50%             | 2032-08-20      | Floating      | 7.16%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc.                                                                 | EA 2.95 02/15/51                                       | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |   2834000 | PA      | $2614106.26   | 0.45%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: —       |
| Federal National Mortgage Association                                                | FN DA1671                                              | CUSIP: 3140A12D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2463681 | PA      | $2485386.21   | 0.43%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB8129                                              | CUSIP: 3140QUA71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5392519 | PA      | $5410295.93   | 0.94%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB8132                                              | CUSIP: 3140QUBA3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1245557 | PA      | $1255275.74   | 0.22%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS8341                                              | CUSIP: 3140XQHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3891381 | PA      | $3909247.78   | 0.68%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9509                                              | CUSIP: 3140XRR72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5894761 | PA      | $6069499.23   | 1.06%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ1763                                              | CUSIP: 3142GR5Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4076459 | PA      | $4093194.11   | 0.71%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2155                                              | CUSIP: 3142GSMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2267429 | PA      | $2276737.90   | 0.40%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ3274                                              | CUSIP: 3142GTT89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4017998 | PA      | $4129837.81   | 0.72%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Erste Group Bank AG                                                                  | ERSTBK V7 PERP                                         | CUSIP: A2297SM28<br>LEI: PQOH26KWDF7CG10L6792 | Long             | DBT              | CORP              | AT        |    800000 | PA      | $1012570.30   | 0.18%             | 2099-12-31      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1184526.26   | 0.21%             | 2030-11-08      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                           | ICECR L 09/30/32 2                                     | CUSIP: G3679YAL6<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | LU        |   1380000 | PA      | $1624819.09   | 0.28%             | 2032-09-30      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2140000 | PA      | $2526839.09   | 0.44%             | 2032-03-18      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V4.125 04/04/30 EMTN                                | CUSIP: D1T7GEDL1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $2054344.03   | 0.36%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | OBL 2.2 10/10/30 192                                   | CUSIP: D2R8H4MB2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |  16946740 | PA      | $19685763.49  | 3.42%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| EDP SA                                                                               | EDPPL V4.375 12/02/55 EMTN                             | CUSIP: X67925CH2<br>LEI: 529900CLC3WDMGI9VH80 | Long             | DBT              | CORP              | PT        |   1500000 | PA      | $1751089.91   | 0.30%             | 2055-12-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Garda World Security Corporation                                                     | GWCN 8.375 11/15/32 144A                               | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1935364.70   | 0.34%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V3.758 04/06/33 144A                            | CUSIP: 74977RDP6<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |   3304000 | PA      | $3128261.99   | 0.54%             | 2033-04-06      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2520000 | PA      | $2963981.25   | 0.52%             | 2031-09-30      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Bupa Finance PLC                                                                     | BUPFIN 4.125 06/14/35                                  | CUSIP: G1698AAF2<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |   1826000 | PA      | $2168812.24   | 0.38%             | 2035-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Bupa Finance PLC                                                                     | BUPFIN V4 PERP                                         | CUSIP: G1698AAH8<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |   4705000 | PA      | $5412760.97   | 0.94%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                            | COTY 4.5 05/15/27 REGS                                 | CUSIP: U2203CAJ0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3875577.77   | 0.67%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XIX Designated Activity Co.                                                | CRNCL 2024-19A A                                       | CUSIP: BCC3J2M54<br>LEI: 635400ANSOZ3QRO5JC69 | Long             | ABS-O            | CORP              | IE        |   2750000 | PA      | $3243310.88   | 0.56%             | 2039-04-15      | Variable      | 3.31%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V5 02/26/29                                         | CUSIP: D1T7GFK22<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1497329.78   | 0.26%             | 2029-02-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVII Designated Activity Company                                           | CRNCL 2023-17A BR                                      | CUSIP: BCC3L1404<br>LEI: 635400F3L2XL1KKUOC12 | Long             | ABS-O            | CORP              | IE        |   2080000 | PA      | $2443407.89   | 0.43%             | 2039-01-18      | Variable      | 3.70%                 | Yes           |                  2 | On Loan: No      |
| CVC Cordatus Loan Fund XXXV Designated Activity Co.                                  | CORDA 35A B                                            | CUSIP: BCC3M65R2<br>LEI: 2549003J056IOG2GP444 | Long             | ABS-O            | CORP              | IE        |   1330000 | PA      | $1565689.87   | 0.27%             | 2038-08-20      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| Carnival PLC                                                                         | CCL 4.125 07/15/31 REGs                                | CUSIP: G190817S4<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   2509000 | PA      | $2985184.69   | 0.52%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Froneri Lux Finco S.a r.l.                                                           | ICECR 4.75 08/01/32 REGS                               | CUSIP: L40637AB3<br>LEI: 9845005YBZ75E5AA3B94 | Long             | DBT              | CORP              | LU        |   2167000 | PA      | $2565568.19   | 0.45%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 7.375 08/31/32 Regs                             | CUSIP: YM3484677<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    620000 | PA      | $864133.27    | 0.15%             | 2032-08-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.75 08/15/34                                     | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3199006.92   | 0.56%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                         | IONPLA 7.875 09/30/32 144a                             | CUSIP: 46205QAB4<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2732709.08   | 0.48%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                            | IQV 5 05/15/27 144A                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2746248.42   | 0.48%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                             | JANEST 7.125 04/30/31 144A                             | CUSIP: 47077WAC2<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |    900000 | PA      | $945689.68    | 0.16%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 6 05/20/34                                        | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2755163.10   | 0.48%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Darktrace                                                                            | Darktrace First-lien Term Loan 325 2031-06-12          | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1592000 | PA      | $1596839.68   | 0.28%             | 2031-10-09      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.2 03/01/35 144A                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1139863.06   | 0.20%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                          | MTCHII 6.125 09/15/33 144A                             | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |   1318000 | PA      | $1333783.18   | 0.23%             | 2033-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Datasite (fka Merrill Corp)                                                          | Datasite (fka Merrill Corp) Term Loan B 325 2031-06-19 | CUSIP: 59012CAL9<br>LEI: 254900765HT42I3EW691 | Long             | LON              | CORP              | US        |    816729 | PA      | $818771.14    | 0.14%             | 2031-07-03      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                               | MU 4.663 02/15/30                                      | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2424331.00   | 0.42%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                         | MDLZ 4.75 08/28/34                                     | CUSIP: 609207BE4<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |   2394000 | PA      | $2382543.39   | 0.41%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.123 02/01/29                                     | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1596583.17   | 0.28%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5512.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $18193.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.654 10/18/30                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    316000 | PA      | $319822.84    | 0.06%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.55 02/15/34                                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    744000 | PA      | $781303.82    | 0.14%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                       | LONNVX 3.875 04/24/36 EMTN                             | CUSIP: B5S9JXAC9<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |   1810000 | PA      | $2118024.05   | 0.37%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 3 04/20/29 0429                                   | CUSIP: Q54627BV7<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  30331000 | PA      | $17211457.41  | 2.99%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-787531.10   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1148279.19  | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell NZD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-200078.37   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell CHF / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-25058.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 3.5 04/14/33 0433                                 | CUSIP: Q54627BK1<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  14998000 | PA      | $8266279.13   | 1.44%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 1.5 05/15/31 0531                                 | CUSIP: Q54627CG9<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  14454000 | PA      | $7354602.33   | 1.28%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-37935.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy NZD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2907.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                | KIOXIA 6.625 07/24/33 144A                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2920000 | PA      | $3036436.84   | 0.53%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                      | NDAFH V6.625 PERP REGS                                 | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2040000 | PA      | $2056995.24   | 0.36%             | 2099-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy NZD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $219794.83    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7905.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.789 11/18/33                                     | CUSIP: U6176TLD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $4900452.61   | 0.85%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V8.5 PERP                                       | CUSIP: G55365GX5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1836000 | PA      | $2611870.84   | 0.45%             | 2099-12-31      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy NZD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1401.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $72559.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 4.5 02/15/32                                      | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1366601.25   | 0.24%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lorca Telecom Bondco S.A.U.                                                          | LORCAT 5.75 04/30/29 REGS                              | CUSIP: E7160FAD4<br>LEI: 9598004HFBAS82YM7X35 | Long             | DBT              | CORP              | ES        |   4448000 | PA      | $5424637.56   | 0.94%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mondi Finance PLC                                                                    | MNDILN 3.75 05/31/32 EMTN                              | CUSIP: G6258TAE5<br>LEI: 213800BJV32JT6IRCS96 | Long             | DBT              | CORP              | GB        |   2439000 | PA      | $2880575.99   | 0.50%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| LSEG Netherlands B.V                                                                 | LSELN 2.75 09/20/27                                    | CUSIP: N54926FU4<br>LEI: 213800JCR9B7CYW7U265 | Long             | DBT              | CORP              | NL        |   1067000 | PA      | $1257525.85   | 0.22%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20719.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-17938.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V7.5 PERP .                                     | CUSIP: G55365HX4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2676000 | PA      | $3748203.23   | 0.65%             | 2099-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Nexi S.p.A.                                                                          | NEXIIM 3.875 05/21/31 EMTn                             | CUSIP: T6S18JAF1<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1180385.02   | 0.21%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1320.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-5434.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                   | LEVI 4 08/15/30 REGS                                   | CUSIP: U5341BAC3<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    610000 | PA      | $727943.29    | 0.13%             | 2030-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                   | IRM 4.75 01/15/34 144A                                 | CUSIP: YL8988187<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2407000 | PA      | $2750472.47   | 0.48%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-23.92       | -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      | $54477.96     | 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      | $159.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $76744.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V7.625 PERP                                        | CUSIP: G6422BAZ8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1122738.54   | 0.20%             | 2099-12-31      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| ION Platform Finance S.a r.l. / ION Platform Finance US Inc.                         | IONPLA 7.875 05/01/29 REGS                             | CUSIP: U4608DAL0<br>LEI: 213800FKHT3BRRKMCC89 | Long             | DBT              | CORP              | LU        |   1163000 | PA      | $1387042.13   | 0.24%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1580.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell NZD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-70666.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy NZD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $31174.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-150.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6385.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $551.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell NZD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15256.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $260.57       | 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      | $-12405.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4968.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $482.12       | 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      | $-229.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $96.78        | 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      | $-45.32       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $795.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1041.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell JPY / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $267.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12805.14    | -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      | $-84806.09    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-67903.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2771.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-63584.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-973.51      | -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      | $-2461.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell CHF / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11568.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-64516.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-174.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy JPY                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-107.08      | -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      | $-196.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell JPY / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $140.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $161.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell Protection on NBLCWIN SENIOR_UNSECURED/Receiv     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2400000 | OU      | $120410.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell Protection on CDX HY CDSI S45 5Y PRC CORP.Dec     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  22300000 | OU      | $1699315.97   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund                                                 | Janus Henderson Cash Collateral Fund                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   2802042 | NS      | $2802042.00   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Royal Bank of Canada                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    700511 | PA      | $700511.00    | 0.12%             | 2026-01-02      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Australia Dollar Cash Balance                                                        | Australia Dollar Cash Balance                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |       397 | OU      | $396.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Dollar Cash Balance                                                           | Canada Dollar Cash Balance                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |        48 | OU      | $48.10        | 0.00%             |  |  |  | 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        |    148584 | OU      | $148583.55    | 0.03%             |  |  |  | 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        |     14964 | OU      | $14964.13     | 0.00%             |  |  |  | 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        |      2646 | OU      | $2646.37      | 0.00%             |  |  |  | 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