# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001193125-25-301783
**Filing Date:** 2025-11
**Character Count:** 226695
**Document Hash:** ff12756794f7aaef74df0eb70c7db413
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-25-301783.hdr.sgml**: 20251128

**ACCESSION NUMBER**: 0001193125-25-301783

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251128

**DATE AS OF CHANGE**: 20251128

**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:** 251534188

**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           |

## Nport-Ex

**Janus Henderson Developed World Bond Fund**

**Schedule of Investments (unaudited)**

**September 30, 2025**

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or* <br>*Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – 6.7% |  |  |  |
| &nbsp;&nbsp;&nbsp; Avoca CLO 32A A1, EURIBOR 3 Month + 1.1700%, 3.3340%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1530000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; $1799159 |
| &nbsp;&nbsp;&nbsp; Avoca CLO 32A B, EURIBOR 3 Month + 1.6500%, 3.8140%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 960000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133817 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cairn CLO BV 2023-17A BR, EURIBOR 3 Month + 1.7000%, 3.7210%, <br> 1/18/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2080000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2447254 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cairn CLO BV 2024-19A A, EURIBOR 3 Month + 1.3000%, 3.8950%, <br> 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2750000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3227834 |
| &nbsp;&nbsp;&nbsp; Cordatus CLO PLC 35A B, EURIBOR 3 Month + 1.7500%, 3.8030%, 8/20/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1330000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1573423 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square European CLO 2021-1A AR, EURIBOR 3 Month + 1.3300%, <br> 3.3560%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2330000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2744764 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square European CLO 2021-1A BR, EURIBOR 3 Month + 1.9500%, <br> 3.9760%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1230000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1443755 |
| &nbsp;&nbsp;&nbsp; Penta CLO 2021-2A A1R, EURIBOR 3 Month + 1.1700%, 3.1960%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1520000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1783826 |
| &nbsp;&nbsp;&nbsp; Penta CLO 2021-2A BR, EURIBOR 3 Month + 1.6500%, 3.6760%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1375000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1609862 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ravensdale Park CLO DAC 1A A, EURIBOR 3 Month + 1.1700%, 3.1090%, <br> 4/26/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 910000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1070154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ravensdale Park CLO DAC 1A B1, EURIBOR 3 Month + 1.6500%, 3.5898%, <br> 4/26/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 780000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 913976 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RRE Loan Management 24A A1, EURIBOR 3 Month + 1.1600%, 3.5290%, <br> 4/16/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3050000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3586415 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point EURO CLO Funding DAC 14A A, EURIBOR 3 Month + 1.1800%, <br> 3.4740%, 4/20/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3050000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3577393 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point EURO CLO Funding DAC 15A A, EURIBOR 3 Month + 1.3300%, <br> 3.3330%, 7/20/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2630000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3102792 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point EURO CLO Funding DAC 4A BR, EURIBOR 3 Month + 1.7000%, <br> 3.9790%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 880000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1034745 |
| &nbsp;&nbsp;&nbsp; Tesco Property Finance 3 PLC, 5.7440%, 4/13/40 | &nbsp;&nbsp; 4748448 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6338808 |
| &nbsp;&nbsp;&nbsp; Voya Euro CLO 8A A, EURIBOR 3 Month + 1.2800%, 3.3060%, 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2750000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3228236 |
| Total Asset-Backed/Commercial Mortgage-Backed Securities (cost $39,055,544) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 40616213 |
| Bank Loans and Mezzanine Loans – 9.7% |  |  |  |
| Capital Goods – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Quimper AB, EURIBOR 3 Month + 3.7500%, 5.6890%, 3/29/30<sup>‡</sup> <br>| &nbsp;&nbsp; 1000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1181403 |
| Communications – 0.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; Speedster Bidco GmbH, EURIBOR 3 Month + 3.5000%, 6.1290%, 12/10/31<sup>‡</sup> <br>| &nbsp;&nbsp; 2260000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2666283 |
| Consumer Cyclical – 2.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Belron UK Finance PLC, EURIBOR 3 Month + 3.0000%, 4.9730%, 10/16/31<sup>‡</sup> <br>| &nbsp;&nbsp; 3300000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3885304 |
| &nbsp;&nbsp;&nbsp; Delta 2 Lux Sarl, CME Term SOFR 3 Month + 2.0000%, 6.0015%, 9/30/31<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| $1549955 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1549474 |
| &nbsp;&nbsp;&nbsp; Delta 2 Lux Sarl, CME Term SOFR 3 Month + 2.0000%, 6.2956%, 9/30/31<sup>‡</sup> <br>| &nbsp;&nbsp; 3099902 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3098941 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, EURIBOR 6 Month + 2.5000%, 4.5830%, 9/30/31<sup>‡</sup> <br>| &nbsp;&nbsp; 2520000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2955778 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Speedster Bidco GmbH, CME Term SOFR 1 Month + 3.2500%, 7.5456%, <br> 12/10/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1795500 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1796631 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 13286128 |
| Consumer Non-Cyclical – 2.7% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Champ Acquisition Corp, CME Term SOFR 3 Month + 4.0000%, 8.1660%, <br> 11/25/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1204750 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1211533 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Colosseum Dental Finance BV, EURIBOR 3 Month + 3.5000%, 5.7790%, <br> 3/18/32<sup>‡</sup> <br>| &nbsp;&nbsp; 2140000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2514838 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Dechra Pharmaceuticals Holdings Ltd, EURIBOR 6 Month + 3.5000%, 5.5370%, <br> 1/27/32<sup>‡</sup> <br>| &nbsp;&nbsp; 1490000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1757614 |
| &nbsp;&nbsp;&nbsp; Financiere Mendel SASU, EURIBOR 3 Month + 3.0000%, 5.0000%, 11/8/30<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1176156 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, EURIBOR 3 Month + 3.0000%, 4.9480%, 8/2/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1380000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1621345 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gategroup Finance International Sarl, EURIBOR 3 Month + 4.2500%, 6.2380%, <br> 6/16/32<sup>‡</sup> <br>| &nbsp;&nbsp; 2190000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2596553 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lavender Dutch BorrowerCo BV, EURIBOR 3 Month + 3.5000%, 5.5240%, <br> 9/27/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2130000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2504587 |
| &nbsp;&nbsp;&nbsp; PAX Holdco Spain SL, EURIBOR 3 Month + 4.0000%, 6.0260%, 12/31/29<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2580000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3038146 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 16420772 |
| Financial Institutions – 0.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; Mermaid Bidco Inc, EURIBOR 3 Month + 3.7500%, 5.7440%, 7/3/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1300990 |
| &nbsp;&nbsp;&nbsp; Mermaid Bidco Inc, CME Term SOFR 3 Month + 3.2500%, 7.5721%, 7/3/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 818797 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 816922 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2117912 |
| Insurance – 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Acropole Holdings SAS, EURIBOR 3 Month + 3.5000%, 5.5000%, 7/26/32<sup>‡</sup> <br>| &nbsp;&nbsp; 3303462 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3889845 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Bank Loans and Mezzanine Loans – (continued) |  |  |  |
| Insurance – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; DIOT-SIACI Bidco SAS, EURIBOR 3 Month + 3.5000%, 5.4710%, 7/16/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 786538 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; $926153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KI Knight France Bidco SAS, EURIBOR 3 Month + 3.7500%, 5.7810%, <br> 6/25/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1660000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1955673 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6771671 |
| Technology – 2.6% |  |  |  |
| &nbsp;&nbsp;&nbsp; BMC Software Inc, CME Term SOFR 3 Month + 3.0000%, 7.1989%, 7/30/31<sup>‡</sup> <br>| $2094750 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2090162 |
| &nbsp;&nbsp;&nbsp; Claudius Finance Sarl, EURIBOR 3 Month + 2.7500%, 4.7760%, 7/10/28<sup>‡</sup> <br>| &nbsp;&nbsp; 2500000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2940859 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Clearwater Analytics LLC, CME Term SOFR 6 Month + 2.2500%, 6.4605%, <br> 4/21/32<sup>‡</sup> <br>| &nbsp;&nbsp; 2368000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2368000 |
| &nbsp;&nbsp;&nbsp; Genesys Cloud Services Inc, EURIBOR 3 Month + 3.2500%, 5.2760%, 1/30/32<sup>‡</sup> <br>| &nbsp;&nbsp; 1840750 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2159520 |
| &nbsp;&nbsp;&nbsp; Leia Finco US LLC, CME Term SOFR 3 Month + 3.2500%, 7.5696%, 10/9/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1596000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1594771 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 3.2500%, <br> 7.5456%, 10/28/30<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 937000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 939127 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 5.0000%, <br> 9.0015%, 5/9/33<sup>‡</sup> <br>| &nbsp;&nbsp; 1300000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1290250 |
| &nbsp;&nbsp;&nbsp; X Corp, CME Term SOFR 3 Month + 6.5000%, 10.9579%, 10/26/29<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2400000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2352336 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 15735025 |
| Total Bank Loans and Mezzanine Loans (cost $56,105,464) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 58179194 |
| Corporate Bonds – 59.4% |  |  |  |
| Banking – 11.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; Bank of America Corp, SOFR + 1.0000%, 5.1620%, 1/24/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1292000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1333454 |
| &nbsp;&nbsp;&nbsp; Bank of America Corp, SOFR + 1.6500%, 5.4680%, 1/23/35<sup>‡</sup> <br>| &nbsp;&nbsp; 3569000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3726861 |
| &nbsp;&nbsp;&nbsp; Barclays PLC, SONIA Interest Rate Benchmark + 2.0610%, 5.8510%, 3/21/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 317000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 431055 |
| &nbsp;&nbsp;&nbsp; Barclays PLC, ICE SWAP Rate GBP SONIA 5 Year + 4.6920%, 8.3750%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1240000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1755179 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, SOFR + 1.1710%, 4.5030%, 9/11/31<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 712000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 712385 |
| &nbsp;&nbsp;&nbsp; Citigroup Inc, SOFR + 1.4880%, 5.1740%, 9/11/36<sup>‡</sup> <br>| &nbsp;&nbsp; 1983000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2003123 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank UA, US Treasury Yield Curve Rate 1 Year + 1.4200%, <br> 3.7580%, 4/6/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3304000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3137894 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank UA/Australia, 4.2500%, 5/12/26 | &nbsp;&nbsp; 2000000 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1324928 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG, SONIA Interest Rate Benchmark + 1.1400%, 5.0000%, <br> 2/26/29<sup>‡</sup> <br>| &nbsp;&nbsp; 1100000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1483475 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, EURIBOR 3 Month + 1.5000%, 4.1250%, 4/4/30<sup>‡</sup> <br>| &nbsp;&nbsp; 1700000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2062778 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group Inc, SOFR + 1.4200%, 5.0160%, 10/23/35<sup>‡</sup> <br>| &nbsp;&nbsp; 4900000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4932579 |
| &nbsp;&nbsp;&nbsp; Goldman Sachs Group Inc, SOFR + 1.3800%, 5.5360%, 1/28/36<sup>‡</sup> <br>| &nbsp;&nbsp; 1307000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1364304 |
| &nbsp;&nbsp;&nbsp; ING Groep NV, EURIBOR 3 Month + 0.7000%, 0.3750%, 9/29/28<sup>‡</sup> <br>| &nbsp;&nbsp; 3400000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3820365 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co, SOFR + 1.3400%, 4.9460%, 10/22/35<sup>‡</sup> <br>| &nbsp;&nbsp; 7582000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7646404 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + <br> 3.4360%, 7.5000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1220000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1680473 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + <br> 5.1430%, 8.5000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1414000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2013209 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, SOFR + 1.7300%, 5.1230%, 2/1/29<sup>‡</sup> <br>| &nbsp;&nbsp; 1564000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1597701 |
| &nbsp;&nbsp;&nbsp; Morgan Stanley, SOFR + 1.1000%, 4.6540%, 10/18/30<sup>‡</sup> <br>| &nbsp;&nbsp; 2840000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2871043 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Morgan Stanley, SONIA Interest Rate Benchmark + 2.2520%, 5.7890%, <br> 11/18/33<sup>‡</sup> <br>| &nbsp;&nbsp; 3459000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4842411 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natwest Group PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 2.9710%, <br> 7.6250%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 800000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1084496 |
| &nbsp;&nbsp;&nbsp; Nordea Bank Abp, US Treasury Yield Curve Rate 5 Year + 4.1100%, 6.6250%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 2040000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2050588 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA, EURIBOR 3 Month + 1.5000%, 4.7500%, 9/28/29<sup>‡</sup> <br>| &nbsp;&nbsp; 1600000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1979165 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA, EURIBOR 3 Month + 1.8000%, 4.2500%, 12/6/30<sup>‡</sup> <br>| &nbsp;&nbsp; 2300000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2808894 |
| &nbsp;&nbsp;&nbsp; UBS Group AG, EURIBOR ICE SWAP Rate + 1.7500%, 4.1250%, 6/9/33<sup>‡</sup> <br>| &nbsp;&nbsp; 4180000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5114115 |
| &nbsp;&nbsp;&nbsp; UBS Group AG, 5.9590%, 1/12/34<sup>ž</sup> <br>| &nbsp;&nbsp; 1183000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1265469 |
| &nbsp;&nbsp;&nbsp; UBS Group AG, US Treasury Yield Curve Rate 5 Year + 4.7450%, 9.2500%<sup>ž,</sup><sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1268000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1396720 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co, SOFR + 1.1100%, 5.2440%, 1/24/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1531000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1583985 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co, EURIBOR 3 Month + 1.2200%, 3.9000%, 7/22/32<sup>‡</sup> <br>| &nbsp;&nbsp; 1500000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1813574 |
| &nbsp;&nbsp;&nbsp; Wells Fargo & Co, SOFR + 1.7800%, 5.4990%, 1/23/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 915000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 954428 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 68791055 |
| Basic Industry – 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Mondi Finance PLC, 3.7500%, 5/31/32 | &nbsp;&nbsp; 2439000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2909665 |
| &nbsp;&nbsp;&nbsp; Qnity Electronics Inc, 5.7500%, 8/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 494000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 497768 |
| &nbsp;&nbsp;&nbsp; SIG Combibloc PurchaseCO Sarl, 3.7500%, 3/19/30 | &nbsp;&nbsp; 1920000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2284121 |
| &nbsp;&nbsp;&nbsp; Verde Purchaser LLC, 10.5000%, 11/30/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 778000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 834971 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6526525 |
| Brokerage – 3.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Citadel Securities Global Holdings LLC, 5.5000%, 6/18/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 306000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 314065 |
| &nbsp;&nbsp;&nbsp; Intercontinental Exchange Inc, 1.8500%, 9/15/32<sup>#</sup> <br>| &nbsp;&nbsp; 6267000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5282465 |
| &nbsp;&nbsp;&nbsp; Jane Street Group / JSG Finance Inc, 7.1250%, 4/30/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 900000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 944003 |
| &nbsp;&nbsp;&nbsp; Jane Street Group / JSG Finance Inc, 6.1250%, 11/1/32<sup>ž</sup> <br>| &nbsp;&nbsp; 4891000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4957318 |
| &nbsp;&nbsp;&nbsp; LPL Holdings Inc, 6.0000%, 5/20/34 | &nbsp;&nbsp; 2620000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2737576 |
| &nbsp;&nbsp;&nbsp; LSEG Netherlands BV, 2.7500%, 9/20/27 | &nbsp;&nbsp; 1067000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1259577 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Brokerage – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Nasdaq Inc, 5.3500%, 6/28/28 | $1092000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $1125954 |
| &nbsp;&nbsp;&nbsp; Nasdaq Inc, 4.5000%, 2/15/32 | &nbsp;&nbsp; 1100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1382293 |
| &nbsp;&nbsp;&nbsp; Nasdaq Inc, 5.5500%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 744000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 781193 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 18784444 |
| Capital Goods – 1.3% |  |  |  |
| &nbsp;&nbsp;&nbsp; Berry Global Inc, 5.6500%, 1/15/34 | &nbsp;&nbsp; 1132000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1179481 |
| &nbsp;&nbsp;&nbsp; TransDigm Inc, 6.3750%, 3/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 4380000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4478116 |
| &nbsp;&nbsp;&nbsp; TransDigm Inc, 6.8750%, 12/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2101000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2176920 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7834517 |
| Commercial Services – 0.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 Sarl / Aggreko Holdings Inc, 5.3750%, 5/21/30 | &nbsp;&nbsp; 1083000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1318843 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 Sarl / Aggreko Holdings Inc, 7.0000%, 5/21/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1108000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1146005 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2464848 |
| Communications – 10.7% |  |  |  |
| &nbsp;&nbsp;&nbsp; Arqiva Broadcast Finance PLC, 8.6250%, 7/1/30 | &nbsp;&nbsp; 2016000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2832217 |
| &nbsp;&nbsp;&nbsp; AT&T Inc, 4.5000%, 5/15/35 | &nbsp;&nbsp; 2819000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2723808 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications Operating <br> Capital, 6.6500%, 2/1/34<br>| &nbsp;&nbsp; 2600000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2778353 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications Operating <br> Capital, 6.5500%, 6/1/34<br>| &nbsp;&nbsp; 7631000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8133100 |
| &nbsp;&nbsp;&nbsp; Crown Castle Inc, 5.1000%, 5/1/33 | &nbsp;&nbsp; 1810000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1831655 |
| &nbsp;&nbsp;&nbsp; Crown Castle International Corp, 2.2500%, 1/15/31 | &nbsp;&nbsp; 4508000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4012049 |
| &nbsp;&nbsp;&nbsp; Deutsche Telekom AG, 3.2500%, 6/4/35 | &nbsp;&nbsp; 1100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1283545 |
| &nbsp;&nbsp;&nbsp; Electronic Arts Inc, 2.9500%, 2/15/51 | &nbsp;&nbsp; 1330000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1153420 |
| &nbsp;&nbsp;&nbsp; Lorca Telecom Bondco SA, 5.7500%, 4/30/29 | &nbsp;&nbsp; 4448000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5434101 |
| &nbsp;&nbsp;&nbsp; Meta Platforms Inc, 4.7500%, 8/15/34 | &nbsp;&nbsp; 3173000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3214339 |
| &nbsp;&nbsp;&nbsp; Netflix Inc, 5.8750%, 11/15/28 | &nbsp;&nbsp; 3264000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3441865 |
| &nbsp;&nbsp;&nbsp; Netflix Inc, 3.8750%, 11/15/29 | &nbsp;&nbsp; 1320000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1614417 |
| &nbsp;&nbsp;&nbsp; Netflix Inc, 4.8750%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2087000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2145115 |
| &nbsp;&nbsp;&nbsp; Odido Holding BV, 3.7500%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 991000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1153270 |
| &nbsp;&nbsp;&nbsp; Orange SA, 1.3750%, 1/16/30 | &nbsp;&nbsp; 5500000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6089668 |
| &nbsp;&nbsp;&nbsp; Pinewood Finco PLC, 6.0000%, 3/27/30 | &nbsp;&nbsp; 1010000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1365978 |
| &nbsp;&nbsp;&nbsp; Sunrise Finco I BV, 4.6250%, 5/15/32 | &nbsp;&nbsp; 2260000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2688611 |
| &nbsp;&nbsp;&nbsp; T-Mobile USA Inc, 3.8750%, 4/15/30 | &nbsp;&nbsp; 1591000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1560116 |
| &nbsp;&nbsp;&nbsp; T-Mobile USA Inc, 3.1500%, 2/11/32 | &nbsp;&nbsp; 2360000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2752270 |
| &nbsp;&nbsp;&nbsp; Virgin Media 02 Vendor Financing Notes DAC, 7.8750%, 3/15/32 | &nbsp;&nbsp; 2450000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3404852 |
| &nbsp;&nbsp;&nbsp; Vmed O2 UK Financing I PLC, 5.6250%, 4/15/32 | &nbsp;&nbsp; 1070000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1287613 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, EURIBOR ICE SWAP Rate + 1.8350%, 4.1250%, <br> 9/13/55<sup>‡</sup> <br>| &nbsp;&nbsp; 1600000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1872476 |
| &nbsp;&nbsp;&nbsp; Ziggo Bond Co BV, 6.1250%, 11/15/32 | &nbsp;&nbsp; 1268000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1426751 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 64199589 |
| Consumer Cyclical – 10.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC / New Red Finance Inc, 5.6250%, 9/15/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 617000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 624419 |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC / New Red Finance Inc, 4.0000%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 3566000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3360682 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC / Allied Universal Finance Corp, 6.8750%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2014000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2070050 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas LuxCo 4 Sarl / Allied Universal Holdco LLC / Allied Universal Finance Corp, <br> 4.6250%, 6/1/28<sup>ž</sup> <br>| &nbsp;&nbsp; 1362000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1334988 |
| &nbsp;&nbsp;&nbsp; Belron UK Finance PLC, 4.6250%, 10/15/29 | &nbsp;&nbsp; 2940000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3542188 |
| &nbsp;&nbsp;&nbsp; Belron UK Finance PLC, 5.7500%, 10/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 1069000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1082933 |
| &nbsp;&nbsp;&nbsp; Booking Holdings Inc, 4.5000%, 11/15/31 | &nbsp;&nbsp; 3920000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4933961 |
| &nbsp;&nbsp;&nbsp; Booking Holdings Inc, 3.6250%, 3/1/32 | &nbsp;&nbsp; 3815000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4578822 |
| &nbsp;&nbsp;&nbsp; Boots Group Finco LP, 5.3750%, 8/31/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 360000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 434757 |
| &nbsp;&nbsp;&nbsp; Boots Group Finco LP, 7.3750%, 8/31/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 620000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 849324 |
| &nbsp;&nbsp;&nbsp; Carnival PLC, 4.1250%, 7/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 2509000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2981587 |
| &nbsp;&nbsp;&nbsp; Deuce Finco PLC, 5.5000%, 6/15/27 | &nbsp;&nbsp; 1870000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2509897 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 7.7500%, 2/15/28<sup>ž</sup> <br>| &nbsp;&nbsp; 1975000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2024580 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 8.3750%, 11/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1900000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1972251 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 6.0000%, 6/1/29<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 640000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 634511 |
| &nbsp;&nbsp;&nbsp; Levi Strauss & Co, 4.0000%, 8/15/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 610000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 726624 |
| &nbsp;&nbsp;&nbsp; Match Group Holdings II LLC, 6.1250%, 9/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1318000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1329579 |
| &nbsp;&nbsp;&nbsp; Pinnacle Bidco PLC, 8.2500%, 10/11/28 | &nbsp;&nbsp; 1800000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2214086 |
| &nbsp;&nbsp;&nbsp; Pinnacle Bidco PLC, 10.0000%, 10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 569000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 807237 |
| &nbsp;&nbsp;&nbsp; Rentokil Terminix LLC, 5.0000%, 4/28/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1796000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1829833 |
| &nbsp;&nbsp;&nbsp; Service Corp International/US, 3.3750%, 8/15/30 | &nbsp;&nbsp; 3644000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3376411 |
| &nbsp;&nbsp;&nbsp; Service Corp International/US, 4.0000%, 5/15/31 | &nbsp;&nbsp; 6752000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6366082 |
| &nbsp;&nbsp;&nbsp; Service Corp International/US, 5.7500%, 10/15/32 | &nbsp;&nbsp; 1732000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1754651 |
| &nbsp;&nbsp;&nbsp; Verisure Holding AB, 5.5000%, 5/15/30 | &nbsp;&nbsp; 6469000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7882241 |
| &nbsp;&nbsp;&nbsp; Yum! Brands Inc, 5.3750%, 4/1/32 | &nbsp;&nbsp; 1375000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1380162 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 60601856 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Consumer Non-Cyclical – 10.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Avantor Funding Inc, 3.8750%, 7/15/28 | &nbsp;&nbsp; 2455000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; $2876447 |
| &nbsp;&nbsp;&nbsp; Bacardi Ltd, 4.7000%, 5/15/28<sup>ž</sup> <br>| $2282000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2300800 |
| &nbsp;&nbsp;&nbsp; Coty Inc, 4.5000%, 5/15/27 | &nbsp;&nbsp; 3250000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3888980 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, 4.7500%, 8/1/32 | &nbsp;&nbsp; 2167000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2566252 |
| &nbsp;&nbsp;&nbsp; HCA Inc, 4.1250%, 6/15/29 | &nbsp;&nbsp; 3673000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3641167 |
| &nbsp;&nbsp;&nbsp; HCA Inc, 5.6000%, 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 891000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 924933 |
| &nbsp;&nbsp;&nbsp; IQVIA Inc, 5.0000%, 5/15/27<sup>ž</sup> <br>| &nbsp;&nbsp; 2747000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2739352 |
| &nbsp;&nbsp;&nbsp; Lonza Finance International NV, 3.8750%, 4/24/36 | &nbsp;&nbsp; 1810000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2148018 |
| &nbsp;&nbsp;&nbsp; Mars Inc, 5.2000%, 3/1/35<sup>ž</sup> <br>| &nbsp;&nbsp; 1109000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1133549 |
| &nbsp;&nbsp;&nbsp; Mehilainen Yhtiot Oy, 5.1250%, 6/30/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1168000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1400199 |
| &nbsp;&nbsp;&nbsp; Mehilainen Yhtiot Oy, EURIBOR 3 Month + 3.3750%, 5.3750%, 6/30/32<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 761000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 899334 |
| &nbsp;&nbsp;&nbsp; Mehilainen Yhtiot Oy, EURIBOR 3 Month + 3.3750%, 5.3750%, 6/30/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1296000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1531586 |
| &nbsp;&nbsp;&nbsp; Molson Coors Beverage Co, 3.8000%, 6/15/32 | &nbsp;&nbsp; 3180000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3809637 |
| &nbsp;&nbsp;&nbsp; Mondelez International Inc, 4.7500%, 8/28/34 | &nbsp;&nbsp; 2394000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2389560 |
| &nbsp;&nbsp;&nbsp; Mozart Debt Merger Sub Inc, 3.8750%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2872000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2769883 |
| &nbsp;&nbsp;&nbsp; PepsiCo Inc, 1.1250%, 3/18/31 | &nbsp;&nbsp; 5000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5358978 |
| &nbsp;&nbsp;&nbsp; Post Holdings Inc, 6.3750%, 3/1/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1540000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1554336 |
| &nbsp;&nbsp;&nbsp; Solventum Corp, 5.6000%, 3/23/34 | &nbsp;&nbsp; 1515000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1577311 |
| &nbsp;&nbsp;&nbsp; Tesco Corporate Treasury Services, 0.3750%, 7/27/29 | &nbsp;&nbsp; 3000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3206850 |
| &nbsp;&nbsp;&nbsp; Tesco Corporate Treasury Services, 2.7500%, 4/27/30 | &nbsp;&nbsp; 3200000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3932806 |
| &nbsp;&nbsp;&nbsp; Tesco PLC, 6.1500%, 11/15/37<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 903000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 941399 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II BV, 4.1250%, 6/1/31 | &nbsp;&nbsp; 2020000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2397619 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, 6.7500%, 3/1/28 | &nbsp;&nbsp; 1665000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1728308 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands III BV, 5.1250%, 5/9/29<sup>#</sup> <br>| &nbsp;&nbsp; 2610000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2623867 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV BV, 5.7500%, 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 504000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 519074 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd, 4.3750%, 5/9/30 | &nbsp;&nbsp; 1879000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2258232 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 61118477 |
| Insurance – 2.6% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.3000%, 6.1250%, <br> 9/14/54<sup>‡</sup> <br>| &nbsp;&nbsp; 2390000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3221830 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 4.7000%, 4.0000%, <br> 6/3/55<sup>‡</sup> <br>| &nbsp;&nbsp; 2320000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2637771 |
| &nbsp;&nbsp;&nbsp; BUPA Finance PLC, 4.1250%, 6/14/35 | &nbsp;&nbsp; 1826000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2123591 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BUPA Finance PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.1700%, <br> 4.0000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 4705000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5260521 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US <br> Refinance LLC, 7.2500%, 2/15/31<sup>ž</sup> <br>| &nbsp;&nbsp; 2480000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2553336 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 15797049 |
| Technology – 8.3% |  |  |  |
| &nbsp;&nbsp;&nbsp; Almaviva - The Italian Innovation Co SpA, 5.0000%, 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 526000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 627251 |
| &nbsp;&nbsp;&nbsp; Almaviva - The Italian Innovation Co SpA, 5.0000%, 10/30/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2860000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3410526 |
| &nbsp;&nbsp;&nbsp; Atlassian Corp, 5.2500%, 5/15/29 | &nbsp;&nbsp; 1683000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1730220 |
| &nbsp;&nbsp;&nbsp; Atlassian Corp, 5.5000%, 5/15/34 | &nbsp;&nbsp; 3374000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3475919 |
| &nbsp;&nbsp;&nbsp; CoreWeave Inc, 9.2500%, 6/1/30<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 854000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 882006 |
| &nbsp;&nbsp;&nbsp; Dell International LLC / EMC Corp, 5.4000%, 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 779000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 804331 |
| &nbsp;&nbsp;&nbsp; Gartner Inc, 3.7500%, 10/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2814000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2657369 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Helios Software Holdings Inc / ION Corporate Solutions Finance Sarl, 7.8750%, <br> 5/1/29<br>| &nbsp;&nbsp; 1163000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1428571 |
| &nbsp;&nbsp;&nbsp; Intel Corp, 4.0000%, 8/5/29 | &nbsp;&nbsp; 2757000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2727860 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance US Inc, 7.8750%, 9/30/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2880000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2861078 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Inc, 5.2500%, 7/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1084000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1072040 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Inc, 4.7500%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 2407000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2831815 |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp, 6.6250%, 7/24/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2700000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2775681 |
| &nbsp;&nbsp;&nbsp; Micron Technology Inc, 4.6630%, 2/15/30 | &nbsp;&nbsp; 2397000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2419034 |
| &nbsp;&nbsp;&nbsp; MSCI Inc, 4.0000%, 11/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2026000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1979401 |
| &nbsp;&nbsp;&nbsp; MSCI Inc, 3.6250%, 9/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2483000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2369922 |
| &nbsp;&nbsp;&nbsp; Nexi SpA, 3.8750%, 5/21/31 | &nbsp;&nbsp; 1000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1190408 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp, 2.0000%, 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 719000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 646088 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 5.2000%, 9/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 943000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 948193 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 5.8750%, 9/26/45 | &nbsp;&nbsp; 2539000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2545893 |
| &nbsp;&nbsp;&nbsp; Synopsys Inc, 5.1500%, 4/1/35 | &nbsp;&nbsp; 2189000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2226770 |
| &nbsp;&nbsp;&nbsp; TeamSystem SpA, 5.0000%, 7/1/31<sup>ž</sup> <br>| &nbsp;&nbsp; 1600000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1904548 |
| &nbsp;&nbsp;&nbsp; TeamSystem SpA, EURIBOR 3 Month + 3.2500%, 5.1940%, 7/1/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1499000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1761625 |
| &nbsp;&nbsp;&nbsp; VMware Inc, 2.2000%, 8/15/31 | &nbsp;&nbsp; 4877000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4301624 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 49578173 |
| Utilities – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Veolia Environnement SA, EURIBOR ICE SWAP Rate + 1.8370%, 4.3220%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1411480 |
| Total Corporate Bonds (cost $349,563,419) |  |  | &nbsp;&nbsp; 357108013 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Foreign Government Bonds – 10.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; New Zealand Government Bond, 3.0000%, 4/20/29 | 20000000 | NZD | &nbsp;&nbsp; $11536656 |
| &nbsp;&nbsp;&nbsp; New Zealand Government Bond, 1.5000%, 5/15/31 | 14454000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7490245 |
| &nbsp;&nbsp;&nbsp; New Zealand Government Bond, 3.5000%, 4/14/33 | 31465000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp; 17712287 |
| &nbsp;&nbsp;&nbsp; New Zealand Government Bond, 4.5000%, 5/15/35 | &nbsp;&nbsp; 9492000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5629854 |
| &nbsp;&nbsp;&nbsp; Swiss Confederation Government Bond, 0.5000%, 5/27/30 | &nbsp;&nbsp; 4914000 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6315993 |
| &nbsp;&nbsp;&nbsp; Swiss Confederation Government Bond, 0.2500%, 6/23/35 | 11237000 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; 14205776 |
| Total Foreign Government Bonds (cost $66,007,184) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 62890811 |
| Mortgage-Backed Securities – 5.1% |  |  |  |
| Fannie Mae Pool: |  |  |  |
| &nbsp;&nbsp;&nbsp; FS8341, 5.0000%, 9/1/53 | $3949704 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3941796 |
| &nbsp;&nbsp;&nbsp; DA1671, 5.0000%, 10/1/53 | &nbsp;&nbsp; 2480150 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2482339 |
| &nbsp;&nbsp;&nbsp; CB8129, 5.0000%, 3/1/54 | &nbsp;&nbsp; 5716426 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5694752 |
| &nbsp;&nbsp;&nbsp; CB8132, 5.0000%, 3/1/54 | &nbsp;&nbsp; 1372094 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1372194 |
| &nbsp;&nbsp;&nbsp; FS9509, 5.5000%, 11/1/54 | &nbsp;&nbsp; 6091703 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6229540 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 19720621 |
| Freddie Mac Pool: |  |  |  |
| &nbsp;&nbsp;&nbsp; RJ1763, 5.0000%, 6/1/54 | &nbsp;&nbsp; 4203422 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4189973 |
| &nbsp;&nbsp;&nbsp; RJ2155, 5.0000%, 10/1/54 | &nbsp;&nbsp; 2309759 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2302369 |
| &nbsp;&nbsp;&nbsp; RJ3274, 5.5000%, 2/1/55 | &nbsp;&nbsp; 4106017 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4186759 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 10679101 |
| Total Mortgage-Backed Securities (cost $29,708,184) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 30399722 |
| United States Treasury Notes/Bonds – 3.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; 0.6250%, 8/15/30 | 12651100 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10907126 |
| &nbsp;&nbsp;&nbsp; 2.7500%, 8/15/32 | &nbsp;&nbsp; 8618500 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8012175 |
| Total United States Treasury Notes/Bonds (cost $18,832,084) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 18919301 |
| Investment Companies – 5.0% |  |  |  |
| Money Markets – 5.0% |  |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº,</sup><sup>£</sup> (cost $30,055,431) | 30049421 |  | &nbsp;&nbsp;&nbsp;&nbsp; 30055431 |
| Investments Purchased with Cash Collateral from Securities Lending – 0.2% |  |  |  |
| Investment Companies – 0.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº,</sup><sup>£</sup> <br>| &nbsp;&nbsp; 1081120 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1081120 |
| Time Deposits – 0% |  |  |  |
| &nbsp;&nbsp;&nbsp; Royal Bank of Canada, 4.0800%, 10/1/25 | &nbsp;&nbsp; $270280 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 270280 |
| Total Investments Purchased with Cash Collateral from Securities Lending (cost $1,351,400) | Total Investments Purchased with Cash Collateral from Securities Lending (cost $1,351,400) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351400 |
| Total Investments (total cost $590,678,710) – 99.7% |  |  | &nbsp;&nbsp; 599520085 |
| Cash, Receivables and Other Assets, net of Liabilities – 0.3% |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1813641 |
| Net Assets – 100% |  |  | $601333726 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | |
|:---|:---|:---|
| ***Summary of Investments by Country - (Long Positions) (unaudited)*** |  |  |
| *Country* | *Value* | &nbsp;&nbsp; *% of* <br>*Investment* <br>*Securities*<br>|
| United States | $299068838 | &nbsp;&nbsp;&nbsp;&nbsp; 49.9<br> %<br>|
| United Kingdom | 66140596 | &nbsp;&nbsp;&nbsp;&nbsp;11.0 |
| New Zealand | 42369042 | &nbsp;&nbsp;&nbsp;&nbsp;7.1 |
| Switzerland | 35326765 | &nbsp;&nbsp;&nbsp;&nbsp;5.9 |
| Ireland | 29652764 | &nbsp;&nbsp;&nbsp;&nbsp;4.9 |
| France | 20237034 | &nbsp;&nbsp;&nbsp;&nbsp;3.4 |
| Netherlands | 18571244 | &nbsp;&nbsp;&nbsp;&nbsp;3.1 |
| Israel | 9527100 | &nbsp;&nbsp;&nbsp;&nbsp;1.6 |
| Germany | 9292712 | &nbsp;&nbsp;&nbsp;&nbsp;1.6 |
| Sweden | 9063644 | &nbsp;&nbsp;&nbsp;&nbsp;1.5 |
| Italy | 8894358 | &nbsp;&nbsp;&nbsp;&nbsp;1.5 |
| Canada | 8616443 | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| Luxembourg | 8504648 | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| Spain | 8472247 | &nbsp;&nbsp;&nbsp;&nbsp;1.4 |
| Supranational | 8029493 | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Finland | 5881707 | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| Belgium | 3885304 | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| Austria | 2909665 | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Japan | 2775681 | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Bermuda | 2300800 | &nbsp;&nbsp;&nbsp;&nbsp;0.4 |
| Total | $599520085 | &nbsp;&nbsp;&nbsp;&nbsp; 100.0<br> %<br>|

---

------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** |
| *Affiliate* | *Affiliated* <br>*Investments,* <br>*at Value at* <br>*6/30/25*<br>| *Purchases* | *Sales* <br>*Proceeds*<br>| *Realized* <br>*Gain/(Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation/* <br>*Depreciation*<br>| *Affiliated* <br>*Investments,* <br>*at Value at* <br>*9/30/25*<br>| *Ending* <br>*Shares*<br>| *Dividend* <br>*Income*<br>|
| Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% | Investment Companies - 5.0% |
| Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% | Money Markets - 5.0% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 4.0538%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; $19333340 | &nbsp;&nbsp; $69890954 | &nbsp;&nbsp; $(59168913) | &nbsp;&nbsp; $50 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $30055431 | &nbsp;&nbsp; 30049421 | &nbsp;&nbsp; $299613 |
| Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% |
| Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 4.0644%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; 161868 | &nbsp;&nbsp; 4790494 | &nbsp;&nbsp; (3871242) | &nbsp;&nbsp; - | &nbsp;&nbsp; - | &nbsp;&nbsp; 1081120 | &nbsp;&nbsp; 1081120 | &nbsp;&nbsp; 1706 <br><sup>∆</sup><br>|
| Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% | Total Affiliated Investments - 5.2% |
|  | &nbsp;&nbsp; $19495208 | &nbsp;&nbsp; $74681448 | &nbsp;&nbsp; $(63040155) | &nbsp;&nbsp; $50 | &nbsp;&nbsp; $- | &nbsp;&nbsp; $31136551 | &nbsp;&nbsp; 31130541 | &nbsp;&nbsp; $301319 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | |
|:---|:---|:---|:---|:---|
| ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** |
| *Counterparty/* <br>*Foreign Currency*<br>| *Settlement* <br>*Date*<br>| &nbsp;&nbsp; *Foreign Currency* <br>*Amount (Sold)/* <br>*Purchased*<br>| &nbsp;&nbsp; *USD Currency* <br>*Amount (Sold)/* <br>*Purchased*<br>| &nbsp;&nbsp; *Market Value and* <br>*Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>|
| BNP Paribas: | BNP Paribas: | BNP Paribas: | BNP Paribas: | BNP Paribas: |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 10/22/25 | &nbsp;&nbsp;&nbsp; 2391696 | &nbsp;&nbsp;&nbsp; $(1582877) | &nbsp;&nbsp;&nbsp; $(266) |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 10/22/25 | &nbsp;&nbsp;&nbsp; 292403 | &nbsp;&nbsp;&nbsp; (190149) | &nbsp;&nbsp;&nbsp; 3338 |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 10/22/25 | &nbsp;&nbsp;&nbsp; (3210353) | &nbsp;&nbsp;&nbsp; 2113620 | &nbsp;&nbsp;&nbsp; (10705) |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 11/26/25 | &nbsp;&nbsp;&nbsp; 112584 | &nbsp;&nbsp;&nbsp; (74926) | &nbsp;&nbsp;&nbsp;&nbsp;(399) |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 11/26/25 | &nbsp;&nbsp;&nbsp; 106923 | &nbsp;&nbsp;&nbsp; (69879) | &nbsp;&nbsp;&nbsp; 900 |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 11/26/25 | &nbsp;&nbsp;&nbsp; (220142) | &nbsp;&nbsp;&nbsp; 146181 | &nbsp;&nbsp;&nbsp; 453 |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 11/26/25 | &nbsp;&nbsp;&nbsp; (2000036) | &nbsp;&nbsp;&nbsp; 1295945 | &nbsp;&nbsp;&nbsp; (28018) |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 12/19/25 | &nbsp;&nbsp;&nbsp; 2867196 | &nbsp;&nbsp;&nbsp; (1902282) | &nbsp;&nbsp;&nbsp; (3897) |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 12/19/25 | &nbsp;&nbsp;&nbsp; (3096043) | &nbsp;&nbsp;&nbsp; 2065590 | &nbsp;&nbsp;&nbsp; 15684 |
| &nbsp;&nbsp;&nbsp; British Pound | 10/22/25 | &nbsp;&nbsp;&nbsp; 212941 | &nbsp;&nbsp;&nbsp; (282992) | &nbsp;&nbsp;&nbsp; 3386 |
| &nbsp;&nbsp;&nbsp; British Pound | 10/22/25 | &nbsp;&nbsp;&nbsp; 211247 | &nbsp;&nbsp;&nbsp; (286061) | &nbsp;&nbsp;&nbsp; (1962) |
| &nbsp;&nbsp;&nbsp; British Pound | 10/22/25 | &nbsp;&nbsp;&nbsp; (2995261) | &nbsp;&nbsp;&nbsp; 4059265 | &nbsp;&nbsp;&nbsp; 31033 |
| &nbsp;&nbsp;&nbsp; British Pound | 10/22/25 | &nbsp;&nbsp;&nbsp; (847206) | &nbsp;&nbsp;&nbsp; 1138149 | &nbsp;&nbsp;&nbsp; (1232) |
| &nbsp;&nbsp;&nbsp; British Pound | 11/26/25 | &nbsp;&nbsp;&nbsp; 267726 | &nbsp;&nbsp;&nbsp; (358892) | &nbsp;&nbsp;&nbsp; 1170 |
| &nbsp;&nbsp;&nbsp; British Pound | 11/26/25 | &nbsp;&nbsp;&nbsp; (32615708) | &nbsp;&nbsp;&nbsp; 44085810 | &nbsp;&nbsp;&nbsp; 221276 |
| &nbsp;&nbsp;&nbsp; British Pound | 11/26/25 | &nbsp;&nbsp;&nbsp; 98627 | &nbsp;&nbsp;&nbsp; (133126) | &nbsp;&nbsp;&nbsp;&nbsp;(483) |
| &nbsp;&nbsp;&nbsp; British Pound | 11/26/25 | &nbsp;&nbsp;&nbsp; (438297) | &nbsp;&nbsp;&nbsp; 587668 | &nbsp;&nbsp;&nbsp; (1793) |
| &nbsp;&nbsp;&nbsp; British Pound | 12/19/25 | &nbsp;&nbsp;&nbsp; 4985245 | &nbsp;&nbsp;&nbsp; (6724367) | &nbsp;&nbsp;&nbsp; (20305) |
| &nbsp;&nbsp;&nbsp; British Pound | 12/19/25 | &nbsp;&nbsp;&nbsp; 94100 | &nbsp;&nbsp;&nbsp; (125635) | &nbsp;&nbsp;&nbsp; 909 |
| &nbsp;&nbsp;&nbsp; British Pound | 12/19/25 | &nbsp;&nbsp;&nbsp; (5504027) | &nbsp;&nbsp;&nbsp; 7481995 | &nbsp;&nbsp;&nbsp; 80288 |
| &nbsp;&nbsp;&nbsp; Euro | 10/22/25 | &nbsp;&nbsp;&nbsp; 17740779 | &nbsp;&nbsp;&nbsp; (20720965) | &nbsp;&nbsp;&nbsp; 133819 |
| &nbsp;&nbsp;&nbsp; Euro | 10/22/25 | &nbsp;&nbsp;&nbsp; 15199590 | &nbsp;&nbsp;&nbsp; (17906675) | &nbsp;&nbsp;&nbsp; (39130) |
| &nbsp;&nbsp;&nbsp; Euro | 10/22/25 | &nbsp;&nbsp;&nbsp; (72307630) | &nbsp;&nbsp;&nbsp; 85405878 | &nbsp;&nbsp;&nbsp; 406221 |
| &nbsp;&nbsp;&nbsp; Euro | 10/22/25 | &nbsp;&nbsp;&nbsp; (17468294) | &nbsp;&nbsp;&nbsp; 20389604 | &nbsp;&nbsp;&nbsp; (144866) |
| &nbsp;&nbsp;&nbsp; Euro | 11/26/25 | &nbsp;&nbsp;&nbsp; 10731014 | &nbsp;&nbsp;&nbsp; (12578679) | &nbsp;&nbsp;&nbsp; 59731 |
| &nbsp;&nbsp;&nbsp; Euro | 11/26/25 | &nbsp;&nbsp;&nbsp; 9286143 | &nbsp;&nbsp;&nbsp; (10951189) | &nbsp;&nbsp;&nbsp; (14470) |
| &nbsp;&nbsp;&nbsp; Euro | 11/26/25 | &nbsp;&nbsp;&nbsp; (8409284) | &nbsp;&nbsp;&nbsp; 9916080 | &nbsp;&nbsp;&nbsp; 12076 |
| &nbsp;&nbsp;&nbsp; Euro | 11/26/25 | &nbsp;&nbsp;&nbsp; (68443427) | &nbsp;&nbsp;&nbsp; 80179579 | &nbsp;&nbsp;&nbsp; (429407) |
| &nbsp;&nbsp;&nbsp; Euro | 12/19/25 | &nbsp;&nbsp;&nbsp; 8418806 | &nbsp;&nbsp;&nbsp; (9952679) | &nbsp;&nbsp;&nbsp; (24490) |
| &nbsp;&nbsp;&nbsp; Euro | 12/19/25 | &nbsp;&nbsp;&nbsp; (65154090) | &nbsp;&nbsp;&nbsp; 76877700 | &nbsp;&nbsp;&nbsp; 42329 |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 10/22/25 | &nbsp;&nbsp;&nbsp; (26982786) | &nbsp;&nbsp;&nbsp; 16323943 | &nbsp;&nbsp;&nbsp; 673985 |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 11/26/25 | &nbsp;&nbsp;&nbsp; 9469141 | &nbsp;&nbsp;&nbsp; (5557716) | &nbsp;&nbsp;&nbsp; (58679) |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 11/26/25 | &nbsp;&nbsp;&nbsp; (26982786) | &nbsp;&nbsp;&nbsp; 15759530 | &nbsp;&nbsp;&nbsp; 89755 |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 12/19/25 | &nbsp;&nbsp;&nbsp; (29030241) | &nbsp;&nbsp;&nbsp; 17364577 | &nbsp;&nbsp;&nbsp; 489090 |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 10/22/25 | &nbsp;&nbsp;&nbsp; (3744746) | &nbsp;&nbsp;&nbsp; 4781170 | &nbsp;&nbsp;&nbsp; 63062 |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 10/22/25 | &nbsp;&nbsp;&nbsp; (5046036) | &nbsp;&nbsp;&nbsp; 6288319 | &nbsp;&nbsp;&nbsp; (69321) |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 11/26/25 | &nbsp;&nbsp;&nbsp; (3744746) | &nbsp;&nbsp;&nbsp; 4687998 | &nbsp;&nbsp;&nbsp; (48568) |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 12/19/25 | &nbsp;&nbsp;&nbsp; (3726486) | &nbsp;&nbsp;&nbsp; 4729325 | &nbsp;&nbsp;&nbsp; 2080 |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $1432594 |

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------

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> |
| *Reference Asset Type/* <br>*Reference Asset*<br>| *S&P* <br>*Credit* <br>*Rating*<br>| *Maturity* <br>*Date*<br>| *Notional* <br>*Amount*<sup>(2)</sup> <br>|  | *Premiums* <br>*Paid/(Received)* <br>| *Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>| *Value* |
| *Credit Default Swap Index* |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; iTraxx Europe, Fixed Rate <br>of 5.00%, Paid Quarterly<sup>(3)</sup> <br>| NR | &nbsp;&nbsp; 12/20/30 | 2600000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; $319537 | &nbsp;&nbsp; $6496 | &nbsp;&nbsp; $326033 |
| &nbsp;&nbsp;&nbsp; CDX.NA.HY.45, Fixed Rate <br>of 5.00%, Paid Quarterly<sup>(3)</sup> <br>| NR | &nbsp;&nbsp; 12/20/30 | 40150000 | &nbsp;&nbsp; USD | &nbsp;&nbsp; 3059430 | &nbsp;&nbsp; 197537 | &nbsp;&nbsp; 3256967 |
| Total |  |  |  |  | &nbsp;&nbsp; 3378967 | &nbsp;&nbsp; 204033 | &nbsp;&nbsp; 3583000 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) If a credit event occurs, the seller of protection will pay a net settlement amount
 equal to the notional amount of the swap less the recovery value of the reference asset from related offsetting purchase protection.

&nbsp;&nbsp;&nbsp;&nbsp;(2) If a credit event occurs, the notional amount represents the maximum potential amount
 the Fund could be required to make as a seller of credit protection or receive as a buyer of credit protection.

&nbsp;&nbsp;&nbsp;&nbsp;(3) For those index credit default swaps entered into by the Fund to sell protection,
 "Variation Margin" serves as an indicator of the current status of payment and performance risk and represents the likelihood of an expected gain or
 loss should the notional amount of the swap be closed or sold at period end. Increasing market values, in absolute terms when compared to the
 notional amount of the swap, represent a deterioration of the reference asset's credit soundness and a greater likelihood or risk of default
 or other credit event occurring as defined under the terms of the swap agreement.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of OTC Credit Default Swaps - Sell Protection***<sup>(1)</sup> |  |
| *Counterparty/* <br>*Reference Asset Type/* <br>*Reference Asset*<br>| *S&P* <br>*Credit* <br>*Rating*<br>| *Maturity* <br>*Date*<br>| *Notional* <br>*Amount*<sup>(2)</sup> <br>|  | *Premiums* <br>*Paid/(Received)*<br>| *Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>| &nbsp;&nbsp; Swap Contracts <br>at Value <br>Asset/(Liability)<br>|
| *Goldman Sachs & Co LLC:* |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; *Common Stock* <br>Virgin Media Finance PLC, <br> Fixed Rate <br>of 5.00%, Paid Quarterly<br>| NR | &nbsp;&nbsp; 12/20/30 | $2400000 | &nbsp;&nbsp; EUR | &nbsp;&nbsp; $239932 | &nbsp;&nbsp; $(15272) | &nbsp;&nbsp; $224660 |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(1) If a credit event occurs, the seller of protection will pay a net settlement amount
 equal to the notional amount of the swap less the recovery value of the reference asset from related offsetting purchase protection.

&nbsp;&nbsp;&nbsp;&nbsp;(2) If a credit event occurs, the notional amount represents the maximum potential amount
 the Fund could be required to make as a seller of credit protection or receive as a buyer of credit protection.

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| | |
|:---|:---|
| **Average Ending Monthly Value of Derivative Instruments During the Period Ended September 30, 2025** | **Average Ending Monthly Value of Derivative Instruments During the Period Ended September 30, 2025** |
| Credit default swaps: |  |
| Average notional amount - sell protection | $45450000 |
| Forward foreign currency exchange contracts: |  |
| Average amounts purchased - in USD | 114799055 |
| Average amounts sold - in USD | 450145446 |
| Futures contracts: |  |
| Average notional amount of contracts - long | 65460910 |
| Average notional amount of contracts - short | 3532439 |

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------

**Notes to Schedule of Investments (unaudited)** 

---

| | |
|:---|:---|
| EURIBOR | Euro Interbank Offered Rate |
| ICE | Intercontinental Exchange |
| LLC | Limited Liability Company |
| LP | Limited Partnership |
| PLC | Public Limited Company |
| SOFR | Secured Overnight Financing Rate |
| SONIA | Sterling Overnight Interbank Average Rate |
| ULC | Unlimited Liability Company |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

---

| |
|:---|
| &nbsp;&nbsp; Securities sold under Rule 144A of the Securities Act of 1933, as amended, are subject to legal and/or contractual restrictions on resale <br> and may not be publicly sold without registration under the 1933 Act. Unless otherwise noted, these securities have been determined to be <br> liquid under guidelines established by the Board of Trustees. The total value of 144A securities as of the period ended September 30, <br> 2025 is $120,258,338, which represents 20.0% of net assets.<br>|
| &nbsp;&nbsp; All or a portion of this position is not funded, or has been purchased on a delayed delivery or when-issued basis. If applicable, interest rates <br> will be determined and interest will begin to accrue at a future date.<br>|
| &nbsp;&nbsp; Variable or floating rate security. Rate shown is the current rate as of September 30, 2025. Certain variable rate securities are not based <br> on a published reference rate and spread; they are determined by the issuer or agent and current market conditions. Reference rate is as <br> of reset date and may vary by security, which may not indicate a reference rate and/or spread in their description.<br>|
| Rate shown is the 7-day yield as of September 30, 2025. |
| Loaned security; a portion of the security is on loan at September 30, 2025. |
| &nbsp;&nbsp; Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer. The date indicated, if <br> any, represents the next call date.<br>|
| £&nbsp;&nbsp; The Fund may invest in certain securities that are considered affiliated companies. As defined by the Investment Company Act of 1940, as <br> amended, an affiliated company is one in which the Fund owns 5% or more of the outstanding voting securities, or a company which is <br> under common ownership or control.<br>|
| Net of income paid to the securities lending agent and rebates paid to the borrowing counterparties. |

---

------

The following is a summary of the inputs that were used to value the Fund's investments in securities and other financial

instruments as of September 30, 2025.

---

| | | | |
|:---|:---|:---|:---|
| **Valuation Inputs Summary** | **Valuation Inputs Summary** | **Valuation Inputs Summary** | **Valuation Inputs Summary** |
|  | ***Level 1 -*** <br>***Quoted Prices***<br>| &nbsp;&nbsp; ***Level 2 -*** <br>***Other Significant*** <br>***Observable Inputs***<br>| &nbsp;&nbsp; ***Level 3 -*** <br>***Significant*** <br>***Unobservable Inputs***<br>|
| **Assets** |  |  |  |
| **Investments In Securities:** |  |  |  |
| *Asset-Backed/Commercial Mortgage-Backed Securities* | $- | &nbsp;&nbsp;&nbsp; $40616213 | &nbsp;&nbsp;&nbsp; $- |
| *Bank Loans and Mezzanine Loans* | - | &nbsp;&nbsp;&nbsp; 55674607 | &nbsp;&nbsp;&nbsp; - |
| *Corporate Bonds* | - | &nbsp;&nbsp;&nbsp; 357108013 | &nbsp;&nbsp;&nbsp; - |
| *Foreign Government Bonds* | - | &nbsp;&nbsp;&nbsp; 62890811 | &nbsp;&nbsp;&nbsp; - |
| *Mortgage-Backed Securities* | - | &nbsp;&nbsp;&nbsp; 30399722 | &nbsp;&nbsp;&nbsp; - |
| *United States Treasury Notes/Bonds* | - | &nbsp;&nbsp;&nbsp; 18919301 | &nbsp;&nbsp;&nbsp; - |
| *Investment Companies* | - | &nbsp;&nbsp;&nbsp; 30055431 | &nbsp;&nbsp;&nbsp; - |
| *Investments Purchased with Cash Collateral from Securities Lending* | - | &nbsp;&nbsp;&nbsp; 1351400 | &nbsp;&nbsp;&nbsp; - |
| Total Investments in Securities | $- | &nbsp;&nbsp;&nbsp; $597015498 | &nbsp;&nbsp;&nbsp; $- |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | - | &nbsp;&nbsp;&nbsp; 2330585 | &nbsp;&nbsp;&nbsp; - |
| *OTC Swaps* | - | &nbsp;&nbsp;&nbsp; 224660 | &nbsp;&nbsp;&nbsp; - |
| *Centrally Cleared Swaps* | - | &nbsp;&nbsp;&nbsp; 204033 | &nbsp;&nbsp;&nbsp; - |
| **Total Assets** | $- | &nbsp;&nbsp;&nbsp; $599774776 | &nbsp;&nbsp;&nbsp; $- |
| **Liabilities** |  |  |  |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | $- | &nbsp;&nbsp;&nbsp; $897991 | &nbsp;&nbsp;&nbsp; $- |

---

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;

&nbsp;&nbsp;&nbsp;&nbsp;(a) Other financial instruments may include forward foreign currency exchange contracts,
 futures, written options, written swaptions, and swap contracts. Forward foreign currency exchange contracts, futures contracts, and centrally
 cleared swap contracts are reported at their unrealized appreciation/(depreciation) at measurement date, which represents the change in the
 contract's value from trade date. Written options, written swaptions, and OTC swaps are reported at their market value at measurement date.

------

**Investment Valuation**

Fund holdings are valued in accordance with policies and procedures established by the Adviser pursuant to Rule 2a-5 under the 1940 Act and approved by and subject to the oversight of the Trustees (the "Valuation Procedures"). Equity securities traded on a domestic securities exchange are generally valued at readily available market quotations, which are (i) the official close prices or (ii) last sale prices on the primary market or exchange in which the securities trade. If such price is lacking for the trading period immediately preceding the time of determination, such securities are generally valued at their current bid price. Equity securities that are traded on a foreign exchange are generally valued at the closing prices on such markets. In the event that there is no current trading volume on a particular security in such foreign exchange, the bid price from the primary exchange is generally used to value the security. Foreign securities and currencies are converted to U.S. dollars using the current spot USD dollar exchange rate in effect at the close of the New York Stock Exchange ("NYSE"). The Adviser will determine the market value of individual securities held by it by using prices provided by one or more Adviser-approved professional pricing services or, as needed, by obtaining market quotations from independent broker-dealers. Most debt securities are valued in accordance with the evaluated bid price supplied by the pricing service that is intended to reflect market value. The evaluated bid price supplied by the pricing service is an evaluation that may consider factors such as security prices, yields, maturities, and ratings. Certain short-term securities maturing within 60 days or less may be evaluated and valued on an amortized cost basis provided that the amortized cost determined approximates market value. Securities for which market quotations or evaluated prices are not readily available or deemed unreliable are valued at fair value determined in good faith by the Adviser pursuant to the Valuation Procedures. Circumstances in which fair valuation may be utilized include, but are not limited to: (i) a significant event that may affect the securities of a single issuer, such as a merger, bankruptcy, or significant issuer-specific development; (ii) an event that may affect an entire market, such as a natural disaster or significant governmental action; (iii) a nonsignificant event such as a market closing early or not opening, or a security trading halt; and (iv) pricing of a non-valued security and a restricted or nonpublic security. Special valuation considerations may apply with respect to "odd-lot" fixed-income transactions which, due to their small size, may receive evaluated prices by pricing services which reflect a large block trade and not what actually could be obtained for the odd-lot position. The value of the securities of other mutual funds held by the Fund, if any, will be calculated using the NAV of such mutual funds, and the prospectuses for such mutual funds explain the circumstances under which they use fair valuation and the effects of using fair valuation. The value of the securities of any cash management pooled investment vehicles that

operate as money market funds held by the Fund, if any, will be calculated using the NAV of such funds.

**Valuation Inputs Summary**

FASB ASC 820, *Fair Value Measurements and Disclosures* ("ASC 820"), defines fair value, establishes a framework for measuring fair value, and expands disclosure requirements regarding fair value measurements. This standard emphasizes that fair value is a market-based measurement that should be determined based on the assumptions that market participants would use in pricing an asset or liability and establishes a hierarchy that prioritizes inputs to valuation techniques used to measure fair value. These inputs are summarized into three broad levels:

Level 1 – Unadjusted quoted prices in active markets the Fund has the ability to access for identical assets or liabilities.

Level 2 – Observable inputs other than unadjusted quoted prices included in Level 1 that are observable for the asset or liability either directly or indirectly. These inputs may include quoted prices for the identical instrument on an inactive market, prices for similar instruments, interest rates, prepayment speeds, credit risk, yield curves, default

rates and similar data.

Assets or liabilities categorized as Level 2 in the hierarchy generally include: debt securities fair valued in accordance with the evaluated bid or ask prices supplied by a pricing service; securities traded on OTC markets and listed securities for which no sales are reported that are fair valued at the latest bid price (or yield equivalent thereof) obtained from one or more dealers transacting in a market for such securities or by a pricing service approved by the Fund's Trustees; certain short-term debt securities with maturities of 60 days or less that are fair valued at amortized cost; and equity securities of foreign issuers whose fair value is determined by using systematic fair valuation models provided by independent third parties in order to adjust for stale pricing which may occur between the close of certain foreign exchanges and the close of the NYSE. Other securities that may be categorized as Level 2 in the hierarchy include, but are not limited to, preferred stocks, bank loans, swaps,

investments in unregistered investment companies, options, and forward contracts.

Level 3 – Unobservable inputs for the asset or liability to the extent that relevant observable inputs are not available, representing the Fund's own assumptions about the assumptions that a market participant would use in valuing the asset or liability, and that would be based on the best information available.

There have been no significant changes in valuation techniques used in valuing any such positions held by the Fund since the beginning of the fiscal period.

------

The inputs or methodology used for fair valuing securities are not necessarily an indication of the risk associated with investing in those securities. The summary of inputs used as of September 30, 2025 to fair value the Fund's investments in securities and other financial instruments is included in the "Valuation Inputs Summary" in the Notes to Schedule of Investments.

------

For additional information on the Fund, please refer to the Fund's most recent semiannual or annual financial

statements.

125-25-70258 11-25

------

## 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:** 2025-09-30

**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:** $614320266.69

**Total Liabilities:** $12986540.49

**Net Assets:** $601333726.20

**Delayed Delivery Securities:** $13470856.74

**Cash Not Reported:** $2803421.82

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -410.408308283600 | **1-Year:** -13762.341715732706 | **5-Year:** -97067.562903936140 | **10-Year:** -95524.359694946790 | **30-Year:** -7584.081984639283

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

- **3-Month:** -113.377480682800 | **1-Year:** -14094.150287200056 | **5-Year:** -41412.936114267740 | **10-Year:** -10400.541315823328 | **30-Year:** -1460.934024473187

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183913 | 0.20%                | 0.82%                | 0.89%                |
| Class ID C000183914 | 0.14%                | 0.77%                | 0.82%                |
| Class ID C000183915 | 0.21%                | 0.83%                | 0.89%                |
| Class ID C000183916 | 0.22%                | 0.98%                | 0.77%                |
| Class ID C000183917 | 0.22%                | 0.98%                | 0.77%                |
| Class ID C000183919 | 0.18%                | 0.93%                | 0.73%                |
| Class ID C000183920 | 0.20%                | 0.95%                | 0.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1567644.00              | $-12567344.00                              |
| Month 2  | $2989414.00              | $6359114.00                                |
| Month 3  | $2510630.00              | $-487999.00                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Micron Technology Inc.                                                               | MU 4.663 02/15/30                                      | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2419034.28   | 0.40%             | 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      | $2389559.51   | 0.40%             | 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      | $1597701.01   | 0.27%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.875 09/26/45                                    | CUSIP: 68389XDP7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   2539000 | PA      | $2545893.36   | 0.42%             | 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      | $1554335.86   | 0.26%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  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        |    937000 | PA      | $939126.99    | 0.16%             | 2030-10-28      | Floating      | 7.55%                 | 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      | $1290250.00   | 0.21%             | 2033-05-09      | Floating      | 9.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2580000 | PA      | $3038146.41   | 0.51%             | 2029-12-31      | Variable      | 6.03%                 | 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      | $6089668.30   | 1.01%             | 2030-01-16      | Fixed         | 1.38%                 | 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      | $2214085.98   | 0.37%             | 2028-10-11      | Fixed         | 8.25%                 | 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      | $807236.83    | 0.13%             | 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      | $1365978.04   | 0.23%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Company                                                        | TAP 3.8 06/15/32                                       | CUSIP: 60871RAR1<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |   3180000 | PA      | $3809636.97   | 0.63%             | 2032-06-15      | Fixed         | 3.80%                 | 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      | $1783826.15   | 0.30%             | 2038-04-15      | Variable      | 3.20%                 | Yes           |                  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      | $2744764.40   | 0.46%             | 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      | $1443754.84   | 0.24%             | 2039-04-15      | Variable      | 3.98%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $10894.10     | 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      | $158.66       | 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      | $41.50        | 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      | $238.13       | 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      | $66403.72     | 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      | $21221.53     | 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      | $453209.22    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $15502.44     | 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      | $2079.96      | 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      | $1979.31      | 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      | $-1061.15     | -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      | $-8099.87     | -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      | $181.65       | 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      | $13883.75     | 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      | $1247.13      | 0.00%             |  |  |  | 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      | $497767.63    | 0.08%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  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      | $1829833.19   | 0.30%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1700.67      | 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      | $35881.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Corporation International                                                    | SCI 3.375 08/15/30                                     | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3376410.91   | 0.56%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                      | SOLV 5.6 03/23/34                                      | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1577311.01   | 0.26%             | 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      | $2176919.64   | 0.36%             | 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      | $4478116.38   | 0.74%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3728.39     | -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      | $5079.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Twitter Inc                                                                          | TWTR L 10/29/29 1                                      | CUSIP: 90184NAG3<br>LEI: 549300I8RX485XMK6836 | Long             | LON              | CORP              | US        |   2400000 | PA      | $2352336.00   | 0.39%             | 2029-10-26      | Variable      | 10.96%                | No            |                  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      | $1265468.93   | 0.21%             | 2034-01-12      | Fixed         | 5.96%                 | 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      | $10907126.13  | 1.81%             | 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      | $8012175.08   | 1.33%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-168.56      | -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      | $-625.93      | -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      | $-338.96      | -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      | $79.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Verde Purchaser LLC                                                                  | VRTV 10.5 11/30/30 144A                                | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |    778000 | PA      | $834971.36    | 0.14%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| VMware LLC                                                                           | VMW 2.2 08/15/31                                       | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4301623.63   | 0.72%             | 2031-08-15      | Fixed         | 2.20%                 | 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      | $1333454.21   | 0.22%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell GBP / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-65.72       | -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      | $-676.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $618.22       | 0.00%             |  |  |  | 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      | $4933961.11   | 0.82%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V5.851 03/21/35                                   | CUSIP: G0809LJH3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $431055.07    | 0.07%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V8.375 PERP                                       | CUSIP: G0809LJZ3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1755178.76   | 0.29%             | 2099-12-31      | Variable      | 8.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                    | WFC V5.499 01/23/35                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    915000 | PA      | $954428.05    | 0.16%             | 2035-01-23      | Variable      | 5.50%                 | 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      | $1583984.53   | 0.26%             | 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      | $1324927.90   | 0.22%             | 2026-05-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2260000 | PA      | $2666283.19   | 0.44%             | 2031-12-10      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1181403.05   | 0.20%             | 2030-03-29      | Variable      | 5.69%                 | 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      | $6315993.40   | 1.05%             | 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      | $14205776.15  | 2.36%             | 2035-06-23      | Fixed         | 0.25%                 | 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      | $5114114.83   | 0.85%             | 2033-06-09      | Variable      | 4.12%                 | 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      | $1411479.82   | 0.23%             | 2099-12-31      | Variable      | 4.32%                 | 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      | $941398.72    | 0.16%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 5.125 05/09/29                                    | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2610000 | PA      | $2623866.75   | 0.44%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| UBS Group AG                                                                         | UBS V9.25 PERP 144a                                    | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1268000 | PA      | $1396719.75   | 0.23%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AutoScout24 GmbH                                                                     | AutoScout24 GmbH Term Loan B 350 2031-10-06            | CUSIP: D8000HAB7<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1795500 | PA      | $1796631.17   | 0.30%             | 2031-12-10      | Floating      | 7.55%                 | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                          | PEP 1.125 03/18/31                                     | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5358978.00   | 0.89%             | 2031-03-18      | Fixed         | 1.12%                 | 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      | $1287613.39   | 0.21%             | 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        |   6469000 | PA      | $7882240.71   | 1.31%             | 2030-05-15      | Fixed         | 5.50%                 | 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      | $1813574.34   | 0.30%             | 2032-07-22      | Variable      | 3.90%                 | 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      | $3228235.80   | 0.54%             | 2039-01-17      | Variable      | 3.31%                 | Yes           |                  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      | $3404852.23   | 0.57%             | 2032-03-15      | Fixed         | 7.88%                 | 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      | $3586415.26   | 0.60%             | 2040-04-16      | Variable      | 3.53%                 | 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      | $1070154.27   | 0.18%             | 2038-04-26      | Variable      | 3.11%                 | 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      | $913975.94    | 0.15%             | 2038-04-26      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $377675.07    | 0.06%             |  |  |  | No            |                  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      | $2284120.54   | 0.38%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  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      | $1609861.64   | 0.27%             | 2038-04-15      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | Sell NZD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $673985.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell CHF / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $63061.91     | 0.01%             |  |  |  | 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      | $2688611.16   | 0.45%             | 2032-05-15      | Fixed         | 4.62%                 | 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      | $1872475.79   | 0.31%             | 2055-09-13      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5460.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $73.50        | 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      | $-290.13      | -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      | $-733.17      | -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      | $159.65       | 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      | $20529.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-266.04      | -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      | $-206.85      | -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      | $257.28       | 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      | $1480.61      | 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      | $-23623.58    | -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      | $-485.12      | -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      | $-255.39      | -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      | $-536.65      | -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      | $-8.78        | -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      | $-44.56       | -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      | $-6.12        | -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      | $9145.53      | 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      | $717.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $159.92       | 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      | $-300.03      | -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      | $-19.60       | -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      | $15569.55     | 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      | $-74.31       | -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      | $239.79       | 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      | $14019.96     | 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      | $542.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1533.49      | 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      | $1853.44      | 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      | $13293.62     | 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      | $8257.89      | 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      | $-26773.47    | -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      | $2421.91      | 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      | $-804.70      | -0.00%            |  |  |  | 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      | $804331.02    | 0.13%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN DA1671                                              | CUSIP: 3140A12D8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2480150 | PA      | $2482339.07   | 0.41%             | 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        |   5716426 | PA      | $5694751.88   | 0.95%             | 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        |   1372094 | PA      | $1372193.58   | 0.23%             | 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        |   3949703 | PA      | $3941796.30   | 0.66%             | 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        |   6091703 | PA      | $6229540.37   | 1.04%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FR RJ1763                                              | CUSIP: 3142GR5Z9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGA              | US        |   4203422 | PA      | $4189973.17   | 0.70%             | 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        |   2309759 | PA      | $2302368.79   | 0.38%             | 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        |   4106017 | PA      | $4186758.41   | 0.70%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: 39479UAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1840750 | PA      | $2159520.04   | 0.36%             | 2032-01-30      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                             | HCA 4.125 06/15/29                                     | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3641166.59   | 0.61%             | 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      | $924933.45    | 0.15%             | 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      | $2727859.56   | 0.45%             | 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      | $5282465.58   | 0.88%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| Iqvia Inc                                                                            | IQV 5 05/15/27 144A                                    | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2739352.35   | 0.46%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                   | IRM 5.25 07/15/30 144A                                 | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   1084000 | PA      | $1072039.87   | 0.18%             | 2030-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                     | YUM 5.375 04/01/32                                     | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1380162.38   | 0.23%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: L2465BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1549955 | PA      | $1549474.15   | 0.26%             | 2031-09-30      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $167.28       | 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      | $-482.28      | -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      | $2550.35      | 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      | $342.03       | 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      | $172.19       | 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      | $43.20        | 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      | $-0.83        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-398.60      | -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      | $3544.89      | 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      | $-6146.41     | -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      | $-12063.13    | -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      | $-1081.96     | -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      | $-3365.21     | -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      | $-609.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $334.82       | 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      | $-265.26      | -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      | $-233.57      | -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      | $-744.02      | -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      | $970.52       | 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      | $-624.71      | -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      | $1945.43      | 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      | $-22405.16    | -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      | $89754.61     | 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      | $210283.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell EUR / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-399680.56   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell CHF / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-48567.82    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1146.36     | -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      | $-95.36       | -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      | $-146.29      | -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      | $-3202.99     | -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      | $-5102.23     | -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      | $-377.84      | -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      | $-1077.69     | -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      | $740.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1110.92      | 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      | $-36.23       | -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      | $4341.45      | 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      | $-366.19      | -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      | $330.50       | 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      | $149.15       | 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      | $-907.93      | -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      | $115.01       | 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      | $27.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $110.55       | 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      | $-712.39      | -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      | $488.38       | 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      | $55389.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell CHF / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-69321.34    | -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      | $143.72       | 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      | $-14427.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $14.32        | 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      | $55.98        | 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      | $-251.47      | -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      | $-419.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1000000 | PA      | $1176155.71   | 0.20%             | 2030-11-08      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Froneri International Ltd.                                                           | ICECR L 07/16/32 2                                     | CUSIP: G3679YAL6<br>LEI: 213800NRSZ1N2Y6LEX44 | Long             | LON              | CORP              | LU        |   1380000 | PA      | $1621345.29   | 0.27%             | 2032-08-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell Protection on ITRX XOVER CDSI GEN 5Y corp.Dec     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2600000 | OU      | $322218.00    | 0.05%             |  |  |  | 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      | $221138.05    | 0.04%             |  |  |  | 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        |  40150000 | OU      | $3206780.10   | 0.53%             |  |  |  | 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      | $2062778.46   | 0.34%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  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      | $634511.36    | 0.11%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Garda World Security Corporation                                                     | GWCN 7.75 02/15/28 144A                                | CUSIP: 36485MAM1<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1975000 | PA      | $2024580.40   | 0.34%             | 2028-02-15      | Fixed         | 7.75%                 | Yes           |                  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      | $1972250.65   | 0.33%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  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      | $2553336.08   | 0.42%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   2520000 | PA      | $2955777.24   | 0.49%             | 2031-09-30      | Variable      | 4.58%                 | No            |                  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        |   3099902 | PA      | $3098941.03   | 0.52%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| Deuce Finco PLC                                                                      | DAVLLO 5.5 06/15/27 REGS                               | CUSIP: G2736HAA0<br>LEI: 9845007DA2BC863E8437 | Long             | DBT              | CORP              | GB        |   1870000 | PA      | $2509897.43   | 0.42%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  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      | $3820364.66   | 0.64%             | 2028-09-29      | Variable      | 0.38%                 | No            |                  2 | On Loan: No      |
| Helios Software Holdings Inc / Ion Corporate Solutions Finance SARL                  | IONCOR 7.875 05/01/29 REGS                             | CUSIP: ZB6273120<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |   1163000 | PA      | $1428570.45   | 0.24%             | 2029-05-01      | Fixed         | 7.88%                 | 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      | $1426751.20   | 0.24%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                  | DT 3.25 06/04/35 EMTn                                  | CUSIP: D2035MM58<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1283544.78   | 0.21%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V5 02/26/29                                         | CUSIP: D1T7GFK22<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1483474.98   | 0.25%             | 2029-02-26      | Floating      | 5.00%                 | 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      | $2566252.31   | 0.43%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-287.58      | -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      | $-7619.67     | -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      | $-21384.86    | -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      | $-2235.33     | -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      | $1146.88      | 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      | $-674.35      | -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      | $1059.89      | 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      | $409.31       | 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      | $-90.56       | -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      | $-281.50      | -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      | $-78.88       | -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      | $98.80        | 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      | $55.45        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy AUD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $282.21       | 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      | $-116590.62   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy EUR                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $54482.82     | 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      | $-1727.32     | -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      | $2928.73      | 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      | $18.20        | 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      | $-422.14      | -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      | $-37294.47    | -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      | $1169.92      | 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      | $-21333.77    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BMC Software                                                                         | BMC Software Term Loan B 300 2031-07-01                | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2094750 | PA      | $2090162.50   | 0.35%             | 2031-07-30      | Floating      | 7.20%                 | 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      | $3726860.65   | 0.62%             | 2035-01-23      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3300000 | PA      | $3885303.92   | 0.65%             | 2031-10-16      | Variable      | 4.97%                 | 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      | $2723808.09   | 0.45%             | 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      | $2070049.62   | 0.34%             | 2030-06-15      | Fixed         | 6.88%                 | 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      | $1179480.77   | 0.20%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |    786538 | PA      | $926153.51    | 0.15%             | 2032-07-16      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Atlassian Corporation                                                                | TEAM 5.25 05/15/29                                     | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1730219.90   | 0.29%             | 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      | $3475919.26   | 0.58%             | 2034-05-15      | Fixed         | 5.50%                 | 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      | $2300800.39   | 0.38%             | 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        |   1069000 | PA      | $1082933.35   | 0.18%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.75 08/15/34                                     | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3214339.43   | 0.53%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                    | LPLA 6 05/20/34                                        | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2737575.62   | 0.46%             | 2034-05-20      | Fixed         | 6.00%                 | 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      | $2123591.44   | 0.35%             | 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      | $5260520.64   | 0.87%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                            | AVLN V6.125 09/12/54                                   | CUSIP: G0R23ND94<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $3221830.20   | 0.54%             | 2054-09-14      | Variable      | 6.12%                 | 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        |   2940000 | PA      | $3542187.62   | 0.59%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  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      | $1799159.02   | 0.30%             | 2039-04-15      | Variable      | 3.33%                 | 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      | $1133816.61   | 0.19%             | 2039-04-15      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 5.375 08/31/32 144a                             | CUSIP: YM3458762<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    360000 | PA      | $434756.54    | 0.07%             | 2032-08-31      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Boots Group Finco LP/ The Boots Group Luxco S.a.r.l.                                 | BOOTFN 7.375 08/31/32 144*                             | CUSIP: YM3484644<br>LEI: 254900YVLYOVF1PF1N93 | Long             | DBT              | CORP              | US        |    620000 | PA      | $849323.80    | 0.14%             | 2032-08-31      | Fixed         | 7.38%                 | Yes           |                  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      | $2831814.90   | 0.47%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| MSCI Inc.                                                                            | MSCI 4 11/15/29 144A                                   | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1979401.33   | 0.33%             | 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      | $2369921.62   | 0.39%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc.                                                                            | MARS 5.2 03/01/35 144A                                 | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1133549.41   | 0.19%             | 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      | $1329578.63   | 0.22%             | 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        |    818797 | PA      | $816921.94    | 0.14%             | 2031-07-03      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: 59012CAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1300989.60   | 0.22%             | 2031-07-03      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                                                  | MEDIND 3.875 04/01/29 144A                             | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2769883.11   | 0.46%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  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      | $2148018.31   | 0.36%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell AUD / Buy USD                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-8310.41     | -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      | $30632.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   3303462 | PA      | $3889844.77   | 0.65%             | 2032-07-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Advent International LP                                                              | LAVENDER DUTCH BORROWERC                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2130000 | PA      | $2504586.55   | 0.42%             | 2032-09-27      | Variable      | 5.52%                 | 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      | $1146004.40   | 0.19%             | 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      | $1334988.14   | 0.22%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                 | JPM V4.946 10/22/35                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7582000 | PA      | $7646403.56   | 1.27%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  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      | $944003.03    | 0.16%             | 2031-04-30      | Fixed         | 7.12%                 | Yes           |                  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      | $3360681.84   | 0.56%             | 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      | $624419.43    | 0.10%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  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      | $4957317.90   | 0.82%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Darktrace                                                                            | Darktrace First-lien Term Loan 325 2031-06-12          | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1596000 | PA      | $1594771.08   | 0.27%             | 2031-10-09      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                            | AVLN V4 06/03/55                                       | CUSIP: G0R23NZN9<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   2320000 | PA      | $2637770.86   | 0.44%             | 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      | $2876446.72   | 0.48%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.654 10/18/30                                     | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2871043.24   | 0.48%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.35 06/28/28                                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1125953.82   | 0.19%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V8.5 PERP                                       | CUSIP: G55365GX5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1414000 | PA      | $2013209.26   | 0.33%             | 2099-12-31      | Variable      | 8.50%                 | 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      | $5434100.76   | 0.90%             | 2029-04-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 5.55 02/15/34                                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    744000 | PA      | $781192.66    | 0.13%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 5.875 11/15/28                                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   3264000 | PA      | $3441865.22   | 0.57%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 4.875 06/15/30 144A                               | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   2087000 | PA      | $2145114.54   | 0.36%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                         | NVDA 2 06/15/31                                        | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    719000 | PA      | $646088.19    | 0.11%             | 2031-06-15      | Fixed         | 2.00%                 | 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      | $2909664.92   | 0.48%             | 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      | $1259577.09   | 0.21%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    943000 | PA      | $948192.56    | 0.16%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                    | SCI 4 05/15/31                                         | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   6752000 | PA      | $6366082.01   | 1.06%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AlmavivA S.p.A.                                                                      | ALMAIN 5 10/30/30 REGS                                 | CUSIP: T0R841AA4<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |    526000 | PA      | $627250.64    | 0.10%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AlmavivA S.p.A.                                                                      | ALMAIN 5 10/30/30 144A                                 | CUSIP: YU6544214<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |   2860000 | PA      | $3410526.26   | 0.57%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                             | LLOYDS V7.5 PERP .                                     | CUSIP: G55365HX4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1680473.47   | 0.28%             | 2099-12-31      | Variable      | 7.50%                 | No            |                  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      | $1318843.06   | 0.22%             | 2030-05-21      | Fixed         | 5.38%                 | 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      | $1754651.10   | 0.29%             | 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      | $2226769.79   | 0.37%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Jostens                                                                              | Jostens Term Loan B 450 2031-10-31                     | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1204750 | PA      | $1211532.74   | 0.20%             | 2031-11-25      | Floating      | 8.17%                 | 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        |   2600000 | PA      | $2778352.49   | 0.46%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                 | AMBEAA 5.125 06/30/32 144A                             | CUSIP: YN2017690<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |   1168000 | PA      | $1400198.88   | 0.23%             | 2032-06-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                 | AMBEAA F 06/30/32 REGS                                 | CUSIP: X5S3EZAA2<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    761000 | PA      | $899333.94    | 0.15%             | 2032-06-30      | Variable      | 5.38%                 | 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        |   7631000 | PA      | $8132483.60   | 1.35%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                               | CITSEC 5.5 06/18/30                                    | CUSIP: 17289RAA4<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    306000 | PA      | $314065.57    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                 | AMBEAA F 06/30/32 144A                                 | CUSIP: YN2017682<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |   1296000 | PA      | $1531585.79   | 0.25%             | 2032-06-30      | Variable      | 5.38%                 | Yes           |                  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      | $2832216.82   | 0.47%             | 2030-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Levi Strauss & Co.                                                                   | LEVI 4 08/15/30 144A                                   | CUSIP: YM3485864<br>LEI: MB0UERO0RDFKU8258G77 | Long             | DBT              | CORP              | US        |    610000 | PA      | $726624.25    | 0.12%             | 2030-08-15      | Fixed         | 4.00%                 | Yes           |                  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      | $1560116.35   | 0.26%             | 2030-04-15      | Fixed         | 3.88%                 | 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        |  30049421 | NS      | $30055431.16  | 5.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.503 09/11/31                                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    712000 | PA      | $712384.89    | 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      | $2003123.21   | 0.33%             | 2036-09-11      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Clearwater Analytics                                                                 | Clearwater Analytics Term Loan B 225 2032-02-02        | CUSIP: 18512EAF9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   2368000 | PA      | $2368000.00   | 0.39%             | 2032-04-21      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                    | CCI 2.25 01/15/31                                      | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |   4508000 | PA      | $4012048.55   | 0.67%             | 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      | $1831655.13   | 0.30%             | 2033-05-01      | Fixed         | 5.10%                 | 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      | $2657369.24   | 0.44%             | 2030-10-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.016 10/23/35                                     | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4900000 | PA      | $4932579.07   | 0.82%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                            | GS V5.536 01/28/36                                     | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1307000 | PA      | $1364304.28   | 0.23%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1490000 | PA      | $1757614.40   | 0.29%             | 2032-01-27      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2500000 | PA      | $2940858.83   | 0.49%             | 2028-07-10      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2190000 | PA      | $2596553.42   | 0.43%             | 2032-06-16      | Variable      | 6.24%                 | No            |                  2 | On Loan: No      |
| COLOSSEUM DENTAL FINANCE                                                             | COLOSSEUM DENTAL FINANCE                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2140000 | PA      | $2514837.88   | 0.42%             | 2032-03-18      | Variable      | 5.78%                 | No            |                  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      | $3137894.37   | 0.52%             | 2033-04-06      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                 | BKNG 3.625 03/01/32                                    | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $4578822.51   | 0.76%             | 2032-03-01      | Fixed         | 3.62%                 | 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      | $3888979.89   | 0.65%             | 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      | $3227834.21   | 0.54%             | 2039-04-15      | Variable      | 3.89%                 | Yes           |                  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      | $2447254.31   | 0.41%             | 2039-01-18      | Variable      | 3.72%                 | 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      | $1573422.66   | 0.26%             | 2038-08-20      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                  | N/A                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1660000 | PA      | $1955672.76   | 0.33%             | 2032-06-25      | Variable      | 5.78%                 | 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      | $2808894.43   | 0.47%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Carnival PLC                                                                         | CCL 4.125 07/15/31 144a                                | CUSIP: YN8739859<br>LEI: 4DR1VPDQMHD3N3QW8W95 | Long             | DBT              | CORP              | GB        |   2509000 | PA      | $2981586.55   | 0.50%             | 2031-07-15      | Fixed         | 4.12%                 | Yes           |                  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      | $1979164.62   | 0.33%             | 2029-09-28      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                          | Nationwide Building Society CORE CAPITAL DEFERRED GBP1 | CUSIP: G6S178103<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      3397 | PA      | $591549.23    | 0.10%             | 2099-12-31      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 3 04/20/29 0429                                   | CUSIP: Q54627BV7<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |  20000000 | PA      | $11536656.18  | 1.92%             | 2029-04-20      | Fixed         | 3.00%                 | 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        |  31465000 | PA      | $17712286.74  | 2.95%             | 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      | $7490244.51   | 1.25%             | 2031-05-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 4.5 05/15/35 0535                                 | CUSIP: Q54627HT6<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |   9492000 | PA      | $5629853.92   | 0.94%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                                                                | KIOXIA 6.625 07/24/33 144A                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   2500000 | PA      | $2570075.00   | 0.43%             | 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      | $2050587.60   | 0.34%             | 2099-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                     | TEVA 6.75 03/01/28                                     | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1665000 | PA      | $1728308.30   | 0.29%             | 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      | $519074.14    | 0.09%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  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        |   4748448 | PA      | $6338808.04   | 1.05%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                        | NFLX 3.875 11/15/29 REGs                               | CUSIP: U74079AP6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1614416.66   | 0.27%             | 2029-11-15      | Fixed         | 3.88%                 | 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        |   3200000 | PA      | $3932805.46   | 0.65%             | 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      | $3206849.80   | 0.53%             | 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      | $2258232.29   | 0.38%             | 2030-05-09      | Fixed         | 4.38%                 | 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      | $1153269.73   | 0.19%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V5.789 11/18/33                                     | CUSIP: U6176TLD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $4842410.93   | 0.81%             | 2033-11-18      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                           | NDAQ 4.5 02/15/32                                      | CUSIP: 63111XAM3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1382292.99   | 0.23%             | 2032-02-15      | Fixed         | 4.50%                 | 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      | $3577392.65   | 0.59%             | 2039-04-20      | Variable      | 3.47%                 | 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      | $2752270.44   | 0.46%             | 2032-02-11      | Fixed         | 3.15%                 | 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      | $1034745.33   | 0.17%             | 2039-04-15      | Variable      | 3.98%                 | 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      | $3102792.41   | 0.52%             | 2039-07-20      | Variable      | 3.33%                 | Yes           |                  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      | $1190408.29   | 0.20%             | 2031-05-21      | Fixed         | 3.88%                 | 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      | $2397619.26   | 0.40%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL 5 07/01/31 144A                                 | CUSIP: YN4653682<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1904548.38   | 0.32%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Teamsystem S.p.A                                                                     | TITANL F 07/01/32 144A                                 | CUSIP: YN4653708<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1499000 | PA      | $1761625.37   | 0.29%             | 2032-07-01      | Variable      | 5.19%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                    | NWG V7.625 PERP                                        | CUSIP: G6422BAZ8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1084495.60   | 0.18%             | 2099-12-31      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Sell USD / Buy GBP                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $909.04       | 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      | $3781.87      | 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      | $114.77       | 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      | $-78.90       | -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      | $292.51       | 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      | $-61.82       | -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      | $-55.25       | -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      | $575.97       | 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      | $-399.25      | -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      | $3987.74      | 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      | $2886.71      | 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      | $-1674.31     | -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      | $-216.79      | -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      | $-26.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                  | Royal Bank of Canada                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    270280 | PA      | $270280.00    | 0.04%             | 2025-10-01      | Fixed         | 4.31%                 | 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        |   1081120 | NS      | $1081120.00   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-14

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

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