# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0001145549-25-057279
**Filing Date:** 2025-8
**Character Count:** 184972
**Document Hash:** 99f1f19aab1503f0bcda21f44e8f6b3c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-057279.hdr.sgml**: 20250829

**ACCESSION NUMBER**: 0001145549-25-057279

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250829

**DATE AS OF CHANGE**: 20250829

**PERIOD START**: 20250630

**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:** 251279139

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

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

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JANUS FUND /MD/
- **DATE OF NAME CHANGE:** 19870701

## Series and Classes Contracts Data

### Janus Henderson Developed World Bond Fund (Series ID: S000057604)

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JANUS INVESTMENT FUND

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

- **a. Name of Series:** Janus Henderson Developed World Bond Fund

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

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

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

- **a. Date of fiscal year-end:** 2025-06-30

- **b. Date as of which information is reported:** 2025-06-30

**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:** $661501363.98

**Total Liabilities:** $32394685.16

**Net Assets:** $629106678.82

**Delayed Delivery Securities:** $21296690.47

**Cash Not Reported:** $3388928.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -379.983840172295 | **1-Year:** -14760.392974362418 | **5-Year:** -92673.256462646420 | **10-Year:** -120324.990539899150 | **30-Year:** -18861.651466774987

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

- **3-Month:** -127.419240427581 | **1-Year:** -16223.699902286695 | **5-Year:** -69474.965448747830 | **10-Year:** -14571.704570360656 | **30-Year:** -17.393535692710

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183913 | 1.25%                | 0.06%                | 1.24%                |
| Class ID C000183914 | 1.20%                | 0.00%                | 1.18%                |
| Class ID C000183915 | 1.26%                | 0.07%                | 1.25%                |
| Class ID C000183916 | 1.28%                | 0.21%                | 1.13%                |
| Class ID C000183917 | 1.28%                | 0.21%                | 1.13%                |
| Class ID C000183919 | 1.23%                | 0.17%                | 1.09%                |
| Class ID C000183920 | 1.25%                | 0.19%                | 1.11%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-682076.00              | $18236979.00                               |
| Month 2  | $-5125535.00             | $7169389.00                                |
| Month 3  | $-1611835.00             | $16754285.00                               |

**Designated Index Information**

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

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

### Schedule of Portfolio Investments

| Name                                                                                       | Title                                                         | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                                                                        | Sell AUD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6806.12     | -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      | $4912.84      | 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      | $-15552.79    | -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      | $495.43       | 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      | $-93028.24    | -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      | $-169.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $130.70       | 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      | $56408.13     | 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      | $1206.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3840.66      | 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      | $3712.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1660.93     | -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      | $1891.80      | 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      | $11638.43     | 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      | $1268.32      | 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      | $-14476.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1423.17     | -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      | $-5204.58     | -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      | $-18670.47    | -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      | $-2075.78     | -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      | $-4707.41     | -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      | $-46320.31    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7885.47      | 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      | $9889.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7930.62     | -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      | $5073.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $38082.82     | 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      | $-41061.78    | -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      | $-112648.59   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5452.22      | 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      | $9583.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1462.22     | -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      | $-7466.72     | -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      | $-56458.65    | -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      | $-6103.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4080.16      | 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      | $-1836.16     | -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      | $-65773.83    | -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      | $-96770.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy GBP                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23831.05     | 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      | $-2097.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4673.73      | 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      | $17778.15     | 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      | $-44346.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy NZD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11093.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-303.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $33030.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $19805.45     | 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      | $364.47       | 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      | $-181660.49   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell GBP / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-16835.21    | -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      | $-328.05      | -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      | $11949.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7.29        | -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      | $729.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $215.52       | 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      | $-413.10      | -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      | $311.81       | 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      | $1662.22      | 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      | $-606.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $51.77        | 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      | $620.34       | 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      | $24343.36     | 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      | $-93085.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1230.20     | -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      | $-24626.45    | -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      | $-192900.80   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CHF / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-130423.35   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1869016.03  | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy GBP                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $298.12       | 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      | $1020.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $142.71       | 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      | $-321.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $561.82       | 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      | $712.30       | 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      | $993.01       | 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      | $1200.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Ten-Year Government of Canada Bond Futures,Sep-2025,Composite | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       158 | NC      | $136649.15    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | Sell Protection on CDX HY CDSI S44 5Y PRC CORP.Jun            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   6500000 | OU      | $488940.99    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell Protection on CDX HY CDSI S44 5Y PRC CORP.Jun            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   8700000 | OU      | $654428.70    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | US T-NOTE ULTRA 10Y                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       563 | NC      | $802368.42    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | ASX 10 Year Treasury Bond Futures                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       123 | NC      | $87544.86     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $113.96       | 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      | $87146.04     | 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      | $-14160.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $288.26       | 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      | $-273.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $312.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | US T-NOTE 5YR                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       520 | NC      | $149726.57    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $30612.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-19.02       | -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      | $103.77       | 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      | $54048.89     | 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      | $-354.23      | -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      | $260.91       | 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      | $-10409.93    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                          | BRO 4.9 06/23/30                                              | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    614000 | PA      | $619713.20    | 0.10%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                          | BRO 5.55 06/23/35                                             | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |    287000 | PA      | $292664.53    | 0.05%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                       | JPM V4.946 10/22/35                                           | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   6410000 | PA      | $6342855.19   | 1.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                       | JPM V5.502 01/24/36                                           | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1962000 | PA      | $2020856.64   | 0.32%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                          | LPLA 6 05/20/34                                               | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   2620000 | PA      | $2709272.83   | 0.43%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN FS8341                                                     | CUSIP: 3140XQHT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4124769 | PA      | $4071687.44   | 0.65%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Darktrace                                                                                  | Darktrace First-lien Term Loan 325 2031-06-12                 | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3600000 | PA      | $3601368.00   | 0.57%             | 2031-10-09      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Mars Inc.                                                                                  | MARS 5.2 03/01/35 144A                                        | CUSIP: 571676BA2<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1122284.87   | 0.18%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                      | FN FS9509                                                     | CUSIP: 3140XRR72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6268638 | PA      | $6346480.43   | 1.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR RJ1763                                                     | CUSIP: 3142GR5Z9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4219161 | PA      | $4153144.09   | 0.66%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  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        |    820865 | PA      | $820864.66    | 0.13%             | 2031-07-03      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS 4.25 11/22/27 MTN                                      | CUSIP: G55365GJ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   2190000 | PA      | $1438596.09   | 0.23%             | 2027-11-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lonza Finance International NV                                                             | LONNVX 3.875 04/24/36 EMTN                                    | CUSIP: B5S9JXAC9<br>LEI: 549300AS6XQBD4ETT379 | Long             | DBT              | CORP              | BE        |   1810000 | PA      | $2155899.10   | 0.34%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   2740000 | PA      | $3199936.87   | 0.51%             | 2031-03-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V8.5 PERP                                              | CUSIP: G55365GX5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1414000 | PA      | $2041776.02   | 0.32%             | 2099-12-31      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                                   | WRLDPY 8.5 01/15/31 REGS                                      | CUSIP: U3732NAB1<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | N/A       |    946000 | PA      | $1391044.93   | 0.22%             | 2031-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                       | KPN 3.875 02/16/36 GMTN                                       | CUSIP: N4297BKX1<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   2300000 | PA      | $2719493.17   | 0.43%             | 2036-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                                       | BKNG 3.625 03/01/32                                           | CUSIP: 09857LBB3<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |   3815000 | PA      | $4563306.88   | 0.73%             | 2032-03-01      | Fixed         | 3.62%                 | 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      | $5469865.45   | 0.87%             | 2029-04-30      | Fixed         | 5.75%                 | 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      | $1262530.79   | 0.20%             | 2027-09-20      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                           | FR RJ2155                                                     | CUSIP: 3142GSMD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2332316 | PA      | $2295822.55   | 0.36%             | 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        |   4181418 | PA      | $4226620.16   | 0.67%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                               | IT 3.75 10/01/30 144A                                         | CUSIP: 366651AE7<br>LEI: PP55B5R38BFB8O8HH686 | Long             | DBT              | CORP              | US        |   4237000 | PA      | $3964808.34   | 0.63%             | 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        |   7074000 | PA      | $6988433.60   | 1.11%             | 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      | $1340313.47   | 0.21%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: 39479UAX1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1845375 | PA      | $2161269.19   | 0.34%             | 2032-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                   | HCA 4.125 06/15/29                                            | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3673000 | PA      | $3608829.27   | 0.57%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                                   | HCA 3.625 03/15/32                                            | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   1697000 | PA      | $1565288.63   | 0.25%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                       | KPN 3.375 02/17/35 GMTN                                       | CUSIP: N4297BLL6<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |   2100000 | PA      | $2409861.62   | 0.38%             | 2035-02-17      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                                   | LLOYDS V7.5 PERP .                                            | CUSIP: G55365HX4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |   1220000 | PA      | $1682868.32   | 0.27%             | 2099-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                       | AMBEAA 5.125 06/30/32 144A                                    | CUSIP: YN2017690<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    660000 | PA      | $780644.49    | 0.12%             | 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      | $898792.80    | 0.14%             | 2032-06-30      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                          | INTC 4 08/05/29                                               | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2699453.72   | 0.43%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2190000 | PA      | $2580183.38   | 0.41%             | 2032-05-28      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                                                   | ILDFP 5.375 02/15/29                                          | CUSIP: F507A6RW5<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1977787.62   | 0.31%             | 2029-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Iliad SA                                                                                   | ILDFP 5.375 05/02/31 .                                        | CUSIP: F507A6TU7<br>LEI: 969500FZ9BTRZS3JNB97 | Long             | DBT              | CORP              | FR        |    500000 | PA      | $622762.18    | 0.10%             | 2031-05-02      | Fixed         | 5.38%                 | No            |                  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      | $2043261.53   | 0.32%             | 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      | $1951697.10   | 0.31%             | 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      | $2568082.16   | 0.41%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ING Groep N.V.                                                                             | INTNED V0.375 09/29/28                                        | CUSIP: N4578ELB2<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |   3400000 | PA      | $3811144.35   | 0.61%             | 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      | $1417039.83   | 0.23%             | 2029-05-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1736.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-500.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Mehilainen Yhtiot Oy                                                                       | AMBEAA F 06/30/32 144A                                        | CUSIP: YN2017682<br>LEI: 2138006X78HGYRHS5865 | Long             | DBT              | CORP              | FI        |    800000 | PA      | $944854.46    | 0.15%             | 2032-06-30      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| Luna 2.5 S.a r.l.                                                                          | URBASR 5.5 07/01/32 144A                                      | CUSIP: YN2383118<br>LEI: 894500N8J2QVEYP0UI86 | Long             | DBT              | CORP              | LU        |    900000 | PA      | $1080076.32   | 0.17%             | 2032-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy GBP                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2010.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $100.83       | 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      | $-488.11      | -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      | $428.77       | 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      | $26632.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $495.61       | 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      | $1082.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-963.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $211902.01    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1227.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3849.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-107.43      | -0.00%            |  |  |  | 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      | $8141954.90   | 1.29%             | 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      | $309635.57    | 0.05%             | 2030-06-18      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Citadel Securities Global Holdings LLC                                                     | CITSEC 6.2 06/18/35                                           | CUSIP: 17289RAB2<br>LEI: 549300NV5RXBUS3X7L47 | Long             | DBT              | CORP              | US        |    307000 | PA      | $314989.10    | 0.05%             | 2035-06-18      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1225.87     | -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      | $-30343.46    | -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      | $-522910.08   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1014.49      | 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      | $1702.81      | 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      | $720.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $52.03        | 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      | $-46847.64    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                            | SOLV 5.4 03/01/29                                             | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   3298000 | PA      | $3396167.05   | 0.54%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2500000 | PA      | $2940026.38   | 0.47%             | 2028-07-10      | Variable      | 5.44%                 | 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      | $2819579.01   | 0.45%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2238626.75  | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3374.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-13325.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4380.74     | -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      | $-39811.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy NZD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $91094.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-109.97      | -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      | $23325.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury Unlimited Company                                                   | SW 3.454 11/27/32 REGS                                        | CUSIP: G8267GAH1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    890000 | PA      | $1047734.32   | 0.17%             | 2032-11-27      | Fixed         | 3.45%                 | 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      | $2300668.99   | 0.37%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $93306.64     | 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      | $676.30       | 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      | $486.44       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-82.15       | -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      | $-97350.86    | -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      | $3800.85      | 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      | $248.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $50.68        | 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      | $-16172.74    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-88.81       | -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      | $-4261.59     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CHF                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $336.26       | 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      | $1174.83      | 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      | $14513.58     | 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      | $120434.03    | 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      | $730.81       | 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      | $-9147.73     | -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      | $990.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-75.64       | -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      | $-18.20       | -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      | $334.58       | 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      | $6498.22      | 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      | $292.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $87.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Long Gilt Future - ICEU - Sep25                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       275 | NC      | $256339.62    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-166842.02   | -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      | $-69939.49    | -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      | $-157198.66   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-156923.51   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $362077.38    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $111286.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $287.15       | 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      | $-7717.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $26.87        | 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      | $97050.95     | 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      | $6947.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CHF                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $267876.82    | 0.04%             |  |  |  | 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      | $2686196.15   | 0.43%             | 2035-05-15      | Fixed         | 4.50%                 | 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      | $5195636.92   | 0.83%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $23538.17     | 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      | $78809.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iqvia Inc                                                                                  | IQV 5 05/15/27 144A                                           | CUSIP: 46266TAA6<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2737722.83   | 0.44%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                                  | IQV 6.25 06/01/32 144A                                        | CUSIP: 46266TAG3<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |   1954000 | PA      | $2005230.34   | 0.32%             | 2032-06-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $148370.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell AUD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-180744.82   | -0.03%            |  |  |  | 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      | $2179971.88   | 0.35%             | 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      | $4493623.77   | 0.71%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UKG                                                                                        | UKG Term Loan B 350 2031-01-20                                | CUSIP: 89841EAB1<br>LEI: 529900FKHWSTQ1GXK240 | Long             | LON              | CORP              | US        |   3568025 | PA      | $3580584.51   | 0.57%             | 2031-02-10      | Floating      | 7.31%                 | 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      | $1245357.50   | 0.20%             | 2034-01-12      | Fixed         | 5.96%                 | Yes           |                  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      | $842181.11    | 0.13%             | 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      | $4232933.82   | 0.67%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| TransDigm                                                                                  | TransDigm Term Loan J (Incremental) 325 2031-02-01            | CUSIP: 89364MCA0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |   1790977 | PA      | $1794022.10   | 0.29%             | 2031-02-28      | Floating      | 6.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | BE        |   4220000 | PA      | $4951680.72   | 0.79%             | 2032-02-26      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CHF / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-136217.11   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell Protection on CDX HY CDSI S44 5Y PRC CORP.Jun            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   4350000 | OU      | $327214.35    | 0.05%             |  |  |  | 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      | $5122420.05   | 0.81%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                           | TEVA 5.125 05/09/29                                           | CUSIP: 88167AAQ4<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   2610000 | PA      | $2625036.21   | 0.42%             | 2029-05-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: —       |
| N/A                                                                                        | Sell Protection on MARKIT ITRX EUR XOVER 06/30.Jun            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2600000 | OU      | $285106.48    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell Protection on CDX HY CDSI S44 5Y PRC CORP.Jun            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   9500000 | OU      | $714606.06    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                               | UBS V9.25 PERP 144a                                           | CUSIP: 902613BF4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |   1268000 | PA      | $1383989.03   | 0.22%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Virgin Media Secured Finance PLC                                                           | VMED 4.125 08/15/30 REGS                                      | CUSIP: G9372GBA5<br>LEI: 213800X3RLP4NOTPY579 | Long             | DBT              | CORP              | GB        |   1470000 | PA      | $1819822.27   | 0.29%             | 2030-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell Protection on CDX HY CDSI S44 5Y PRC CORP.Jun            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  10000000 | OU      | $752216.90    | 0.12%             |  |  |  | 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      | $1291437.98   | 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      | $7905249.43   | 1.26%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone International Financing DAC                                                       | VOD 3.375 08/01/33 EMTN                                       | CUSIP: G937GZAE1<br>LEI: 2138004BCYGT82KFW603 | Long             | DBT              | CORP              | IE        |   1580000 | PA      | $1854944.68   | 0.29%             | 2033-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                               | VMED 7.875 03/15/32 REGS                                      | CUSIP: G936BZAA6<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |    400000 | PA      | $560380.98    | 0.09%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Virgin Media O2 Vendor Financing Notes V DAC                                               | VMED 7.875 03/15/32 144A                                      | CUSIP: YT9102161<br>LEI: 635400ASSEVCXAPVGC36 | Long             | DBT              | CORP              | IE        |   2050000 | PA      | $2871952.51   | 0.46%             | 2032-03-15      | Fixed         | 7.88%                 | Yes           |                  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      | $2041317.90   | 0.32%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Atlassian Corporation                                                                      | TEAM 5.25 05/15/29                                            | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1728091.12   | 0.27%             | 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      | $3464601.62   | 0.55%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                                | ACGB 1.75 06/21/51 162                                        | CUSIP: Q08184NC5<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |   4563000 | PA      | $1629728.64   | 0.26%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Inbev SA/NV                                                                 | ABIBB 3.875 05/19/38 EMTN                                     | CUSIP: B639CJRD2<br>LEI: 5493008H3828EMEXB082 | Long             | DBT              | CORP              | BE        |   1930000 | PA      | $2281520.78   | 0.36%             | 2038-05-19      | Fixed         | 3.88%                 | 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      | $1130744.20   | 0.18%             | 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       |   2791000 | PA      | $2709146.11   | 0.43%             | 2028-06-01      | Fixed         | 4.62%                 | 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      | $3323043.43   | 0.53%             | 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      | $625713.83    | 0.10%             | 2029-09-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                                  | AVLN V4 06/03/55                                              | CUSIP: G0R23NZN9<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   2320000 | PA      | $2685596.21   | 0.43%             | 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      | $2880657.86   | 0.46%             | 2028-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                              | GOOGL 3.875 05/06/45                                          | CUSIP: 02079KAS6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1387347.46   | 0.22%             | 2045-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Albion Financing 1 S.a.r.l.                                                                | AGKLN 5.375 05/21/30 144a                                     | CUSIP: YO4261591<br>LEI: 259400W9CABUZBRDLP97 | Long             | DBT              | CORP              | LU        |   1620000 | PA      | $1951740.54   | 0.31%             | 2030-05-21      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Arqiva Broadcast Finance PLC                                                               | ARQIVA 8.625 07/01/30                                         | CUSIP: G0566TAD7<br>LEI: 5493007PMKIGKNYH2S25 | Long             | DBT              | CORP              | GB        |   1100000 | PA      | $1529266.45   | 0.24%             | 2030-07-01      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                                                                   | CRWD 3 02/15/29                                               | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   5781000 | PA      | $5461434.41   | 0.87%             | 2029-02-15      | Fixed         | 3.00%                 | 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      | $3921804.70   | 0.62%             | 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      | $1802557.10   | 0.29%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Dell International L.L.C. and EMC Corporation                                              | DELL 5.4 04/15/34                                             | CUSIP: 24703DBN0<br>LEI: 254900ZARLSVK41DKO78 | Long             | DBT              | CORP              | US        |    779000 | PA      | $793345.83    | 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        |   2494780 | PA      | $2460201.83   | 0.39%             | 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        |   5868054 | PA      | $5776237.01   | 0.92%             | 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        |   1474048 | PA      | $1454501.10   | 0.23%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                         | IRM 5.25 07/15/30 144A                                        | CUSIP: 46284VAJ0<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |   2071000 | PA      | $2042673.07   | 0.32%             | 2030-07-15      | Fixed         | 5.25%                 | 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      | $4937690.46   | 0.78%             | 2032-11-01      | Fixed         | 6.12%                 | Yes           |                  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      | $1554040.18   | 0.25%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| BMC Software                                                                               | BMC Software Term Loan B 300 2031-07-01                       | CUSIP: 05988HAQ0<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |   2100000 | PA      | $2085426.00   | 0.33%             | 2031-07-30      | Floating      | 7.29%                 | 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      | $3666571.28   | 0.58%             | 2035-01-23      | Floating      | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                      | BAC V5.162 01/24/31                                           | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1292000 | PA      | $1324234.84   | 0.21%             | 2031-01-24      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: 08078UAL7<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   3300000 | PA      | $3878774.85   | 0.62%             | 2031-10-16      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                           | BERY 5.65 01/15/34                                            | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1168203.92   | 0.19%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                         | META 4.75 08/15/34                                            | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3187848.28   | 0.51%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                                                                  | MSCI 4 11/15/29 144A                                          | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1960529.20   | 0.31%             | 2029-11-15      | Fixed         | 4.00%                 | 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      | $941038.47    | 0.15%             | 2030-10-26      | Floating      | 7.56%                 | No            |                  2 | On Loan: No      |
| Rentokil Terminix Funding LLC                                                              | RTOLN 5 04/28/30 144A                                         | CUSIP: 760130AA2<br>LEI: 984500D5BAA7560EKJ44 | Long             | DBT              | CORP              | US        |   3530000 | PA      | $3554543.91   | 0.57%             | 2030-04-28      | Fixed         | 5.00%                 | 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      | $2328915.45   | 0.37%             | 2030-09-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: 59012CAM7<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1100000 | PA      | $1296397.11   | 0.21%             | 2031-07-03      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc.                                                                     | MU 4.663 02/15/30                                             | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |   2397000 | PA      | $2391897.94   | 0.38%             | 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      | $2364595.00   | 0.38%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: —       |
| Service Corporation International                                                          | SCI 3.375 08/15/30                                            | CUSIP: 817565CF9<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   3644000 | PA      | $3349296.24   | 0.53%             | 2030-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Service Corporation International                                                          | SCI 4 05/15/31                                                | CUSIP: 817565CG7<br>LEI: 549300RKVM2ME20JHZ15 | Long             | DBT              | CORP              | US        |   6752000 | PA      | $6317705.28   | 1.00%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V5.123 02/01/29                                            | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1564000 | PA      | $1591299.89   | 0.25%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V4.654 10/18/30                                            | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   2840000 | PA      | $2845417.30   | 0.45%             | 2030-10-18      | Variable      | 4.65%                 | 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      | $1749662.94   | 0.28%             | 2032-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Solventum Corp.                                                                            | SOLV 5.6 03/23/34                                             | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |   1515000 | PA      | $1559155.83   | 0.25%             | 2034-03-23      | Fixed         | 5.60%                 | 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      | $2754940.44   | 0.44%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                 | NDAQ 5.35 06/28/28                                            | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |   1092000 | PA      | $1124358.60   | 0.18%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                               | SNPS 5.15 04/01/35                                            | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2206378.60   | 0.35%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                         | TMUS 3.875 04/15/30                                           | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1545207.52   | 0.25%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                                 | NDAQ 5.55 02/15/34                                            | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    744000 | PA      | $775150.77    | 0.12%             | 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      | $3440683.81   | 0.55%             | 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      | $2135359.23   | 0.34%             | 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      | $637847.54    | 0.10%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                               | OGN 4.125 04/30/28 144a                                       | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |    884000 | PA      | $850206.45    | 0.14%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                          | WFC V5.499 01/23/35                                           | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    915000 | PA      | $938348.81    | 0.15%             | 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      | $1570557.23   | 0.25%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Yum! Brands Inc.                                                                           | YUM 5.375 04/01/32                                            | CUSIP: 988498AR2<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1376013.38   | 0.22%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Orange S.A.                                                                                | ORAFP 1.375 01/16/30 EMTN                                     | CUSIP: F6866TJH4<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   5500000 | PA      | $6136909.90   | 0.98%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Nexans SA                                                                                  | NEXFP 4.25 03/11/30                                           | CUSIP: F65277RB7<br>LEI: 96950015FU78G84UIV14 | Long             | DBT              | CORP              | FR        |   3100000 | PA      | $3765073.85   | 0.60%             | 2030-03-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Atlas Luxco 4 S A R L / Allied Universal Holdco Llc / Allied Universal Finance Corporation | UNSEAM 4.625 06/01/28 144a                                    | CUSIP: 049362AA4<br>LEI: 549300ONXPZT3KQZDR65 | Long             | DBT              | CORP              | N/A       |    525000 | PA      | $509112.82    | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Netherlands (Kingdom Of)                                                                   | NETHER 0.5 07/15/32                                           | CUSIP: N82128AG9<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |  15857092 | PA      | $16257142.54  | 2.58%             | 2032-07-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Orange S.A.                                                                                | ORAFP 3.25 01/17/35 EMTN                                      | CUSIP: F6866TA34<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |   2600000 | PA      | $3005893.46   | 0.48%             | 2035-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Nationwide Building Society                                                                | Nationwide Building Society CORE CAPITAL DEFERRED GBP1        | CUSIP: G6S178103<br>LEI: 549300XFX12G42QIKN82 | Long             | DBT              | CORP              | GB        |      8250 | PA      | $1471900.09   | 0.23%             | 2099-12-31      | Variable      | 10.25%                | No            |                  2 | On Loan: No      |
| JANUS CAPITAL GROUP INC                                                                    | Janus Henderson Cash Liquidity Fund LLC                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |  19329474 | NS      | $19333339.71  | 3.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A. Australia Branch                                                | RABOBK 4.25 05/12/26 DIP                                      | CUSIP: Q28275DV6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1319616.26   | 0.21%             | 2026-05-12      | Fixed         | 4.25%                 | 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      | $7636296.47   | 1.21%             | 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        |  18792000 | PA      | $11400714.34  | 1.81%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: L2465BAX4<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1549955 | PA      | $1550342.49   | 0.25%             | 2031-09-30      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   2260000 | PA      | $2662122.63   | 0.42%             | 2031-12-10      | Variable      | 6.13%                 | 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      | $11886451.02  | 1.89%             | 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        |  53388000 | PA      | $30726815.21  | 4.88%             | 2033-04-14      | Fixed         | 3.50%                 | 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      | $2290287.79   | 0.36%             | 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      | $1077918.99   | 0.17%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                                                              | NFLX 3.875 11/15/29 REGs                                      | CUSIP: U74079AP6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1623613.68   | 0.26%             | 2029-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                              | GOOGL 3 05/06/33 .                                            | CUSIP: 02079KAQ0<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1010000 | PA      | $1180258.33   | 0.19%             | 2033-05-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | SE        |   1000000 | PA      | $1173172.05   | 0.19%             | 2030-03-29      | Variable      | 6.08%                 | 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      | 9.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell AUD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-188205.62   | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                              | GOOGL 3.375 05/06/37                                          | CUSIP: 02079KAR8<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1387498.22   | 0.22%             | 2037-05-06      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AlmavivA S.p.A.                                                                            | ALMAIN 5 10/30/30 JUn                                         | CUSIP: YN7382339<br>LEI: 815600A862DA4DD9E211 | Long             | DBT              | CORP              | IT        |   2860000 | PA      | $3368510.32   | 0.54%             | 2030-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank ABP                                                                            | NDAFH V6.625 PERP REGS                                        | CUSIP: 65559D2A6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   2040000 | PA      | $2051730.00   | 0.33%             | 2099-12-31      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                          | NWG V8 PERP *--                                               | CUSIP: 780099CK1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |   1345000 | PA      | $1349147.98   | 0.21%             | 2099-12-31      | Variable      | 8.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4827.82     | -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      | $-591767.93   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Pepsico Inc                                                                                | PEP 1.125 03/18/31                                            | CUSIP: 713448EK0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5335331.67   | 0.85%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Novartis Finance SA                                                                        | NOVNVX 0 09/23/28                                             | CUSIP: L7000UAL9<br>LEI: 549300J537IQK62XT333 | Long             | DBT              | CORP              | LU        |  10000000 | PA      | $10917365.50  | 1.74%             | 2028-09-23      | Fixed         | 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      | $-52324.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy NZD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3545.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1490000 | PA      | $1750290.21   | 0.28%             | 2032-01-27      | Variable      | 6.09%                 | No            |                  2 | On Loan: No      |
| CEVA Sante Animale                                                                         | CEVA Sante Animale Term Loan B 275 2030-11-01                 | CUSIP: 58650YAD8<br>LEI: 969500FG3VYTO80D0A13 | Long             | LON              | CORP              | FR        |    812962 | PA      | $812621.06    | 0.13%             | 2030-11-08      | Floating      | 7.08%                 | 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      | $1154069.60   | 0.18%             | 2029-01-15      | Fixed         | 3.75%                 | 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      | $4934996.70   | 0.78%             | 2031-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                             | MS V5.789 11/18/33                                            | CUSIP: U6176TLD8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   3459000 | PA      | $4951689.16   | 0.79%             | 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      | $1380871.57   | 0.22%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2590.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4884.65      | 0.00%             |  |  |  | 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      | $13925463.94  | 2.21%             | 2035-06-23      | Fixed         | 0.25%                 | 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      | $2069154.93   | 0.33%             | 2030-04-04      | Variable      | 4.12%                 | 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      | $924686.19    | 0.15%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Teva Pharmaceutical Finance Netherlands III B.V.                                           | TEVA 6.75 03/01/28                                            | CUSIP: 88167AAK7<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |   1665000 | PA      | $1729107.50   | 0.27%             | 2028-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Pinnacle Bidco PLC                                                                         | PURGYM 8.25 10/11/28 REGS                                     | CUSIP: G7113BAC1<br>LEI: 2138006Z5V8OBL2A2Q06 | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2223393.48   | 0.35%             | 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      | $825407.26    | 0.13%             | 2028-10-11      | Fixed         | 10.00%                | 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      | $513039.21    | 0.08%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoScout24 GmbH                                                                           | AutoScout24 GmbH Term Loan B 350 2031-10-06                   | CUSIP: D8000HAB7<br>LEI: 254900LE837QB2YYV824 | Long             | LON              | CORP              | DE        |   1800000 | PA      | $1807884.00   | 0.29%             | 2031-12-10      | Floating      | 7.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $6739.57      | 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      | $6618.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: G3679YAJ1<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   4520000 | PA      | $5233476.87   | 0.83%             | 2031-09-30      | Variable      | 5.10%                 | 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      | $3100676.98   | 0.49%             | 2031-09-30      | Floating      | 6.30%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-61.61       | -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      | $-82292.94    | -0.01%            |  |  |  | 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      | $1368804.01   | 0.22%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                               | BACR V5.851 03/21/35                                          | CUSIP: G0809LJH3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    317000 | PA      | $439526.14    | 0.07%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $803.11       | 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      | $-4365.00     | -0.00%            |  |  |  | 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        |   5455126 | PA      | $7457058.41   | 1.19%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                      | TSCOLN 2.75 04/27/30 EMTN                                     | CUSIP: G8762ZAJ5<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |   3200000 | PA      | $4010015.71   | 0.64%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-161082.72   | -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      | $-10650.47    | -0.00%            |  |  |  | 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      | $2914143.08   | 0.46%             | 2032-05-31      | Fixed         | 3.75%                 | 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      | $3822665.25   | 0.61%             | 2032-06-15      | Fixed         | 3.80%                 | 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      | $3204159.99   | 0.51%             | 2029-07-27      | Fixed         | 0.38%                 | 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      | $2543805.67   | 0.40%             | 2027-06-15      | 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      | $1819352.45   | 0.29%             | 2032-07-22      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Aviva PLC                                                                                  | AVLN V6.125 09/12/54                                          | CUSIP: G0R23ND94<br>LEI: YF0Y5B0IB8SM0ZFG9G81 | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $3282011.76   | 0.52%             | 2054-09-14      | Variable      | 6.12%                 | 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      | $2251316.89   | 0.36%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tesco Corporate Treasury Services PLC                                                      | TSCOLN 5.125 05/22/34 EMTN                                    | CUSIP: G8762ZAP1<br>LEI: 21380018AJDKNF3A6712 | Long             | DBT              | CORP              | GB        |   1740000 | PA      | $2327960.15   | 0.37%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $8717.40      | 0.00%             |  |  |  | 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      | $1402910.93   | 0.22%             | 2032-11-15      | Fixed         | 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        |   5610000 | PA      | $6739241.78   | 1.07%             | 2029-10-15      | Fixed         | 4.62%                 | 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      | $3240410.09   | 0.52%             | 2039-04-15      | Variable      | 3.89%                 | Yes           |                  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      | $1278959.09   | 0.20%             | 2035-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO VIII Designated Activity Co.                                                 | VOYE 8A A                                                     | CUSIP: BCC3J2504<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2750000 | PA      | $3246370.41   | 0.52%             | 2039-01-17      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO XXXII Designated Activity Co.                                                    | AVOCA 32A A1                                                  | CUSIP: BCC3L27Q2<br>LEI: 2549007P265VQL3DNH97 | Long             | ABS-O            | CORP              | IE        |   1530000 | PA      | $1800714.52   | 0.29%             | 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      | $1132043.23   | 0.18%             | 2039-04-15      | Variable      | 3.81%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                               | BACR V8.375 PERP                                              | CUSIP: G0809LJZ3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   1240000 | PA      | $1754957.80   | 0.28%             | 2099-12-31      | Variable      | 8.38%                 | 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      | $3595361.01   | 0.57%             | 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      | $2753197.06   | 0.44%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Nexi S.p.A.                                                                                | NEXIIM 3.875 05/21/31 EMTn                                    | CUSIP: T6S18JAF1<br>LEI: 5493000P70CQRQG8SN85 | Long             | DBT              | CORP              | IT        |   1000000 | PA      | $1187458.78   | 0.19%             | 2031-05-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                         | TMUS 3.5 02/11/37                                             | CUSIP: 87264ADQ5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   2520000 | PA      | $2851146.80   | 0.45%             | 2037-02-11      | Fixed         | 3.50%                 | 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      | $3590476.57   | 0.57%             | 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      | $1070966.70   | 0.17%             | 2038-04-26      | Variable      | 3.45%                 | 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      | $912060.19    | 0.14%             | 2038-04-26      | Variable      | 3.93%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                           | DB V5 02/26/29                                                | CUSIP: D1T7GFK22<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1511851.23   | 0.24%             | 2029-02-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| Cairn CLO XVII Designated Activity Company                                                 | CRNCL 2023-17A BR                                             | CUSIP: BCC3L1404<br>LEI: 635400F3L2XL1KKUOC12 | Long             | ABS-O            | CORP              | IE        |   2080000 | PA      | $2443959.33   | 0.39%             | 2039-01-18      | Variable      | 4.07%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy GBP                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2915.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $2021.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-12683.25    | -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      | $-126854.45   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy AUD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $3619.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1686.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Penta Clo 2021-2 Designated Activity Company                                               | PENTA 2021-2A A1R                                             | CUSIP: BCC3LB469<br>LEI: 635400GBGDCFEEAL3O62 | Long             | ABS-O            | CORP              | IE        |   1520000 | PA      | $1786660.06   | 0.28%             | 2038-04-15      | Variable      | 3.53%                 | Yes           |                  2 | On Loan: No      |
| Penta Clo 2021-2 Designated Activity Company                                               | PENTA 2021-2A BR                                              | CUSIP: BCC3LB493<br>LEI: 635400GBGDCFEEAL3O62 | Long             | ABS-O            | CORP              | IE        |   1375000 | PA      | $1611906.04   | 0.26%             | 2038-04-15      | Variable      | 4.01%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell EUR / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2889475.16  | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-7366.73     | -0.00%            |  |  |  | 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      | $1032519.82   | 0.16%             | 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              | GB        |   2630000 | PA      | $3092969.71   | 0.49%             | 2039-07-20      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell NZD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-535403.14   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell GBP / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-861191.06   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1405.69      | 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      | $-3543.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jostens                                                                                    | Jostens Term Loan B 450 2031-10-31                            | CUSIP: 15807EAH5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1212375 | PA      | $1217927.68   | 0.19%             | 2031-11-25      | Floating      | 8.80%                 | No            |                  2 | On Loan: No      |
| Champ Acquisition Corp                                                                     | VISANT 8.375 12/01/31 144A                                    | CUSIP: 15807XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    162000 | PA      | $172145.57    | 0.03%             | 2031-12-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy EUR                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $663.95       | 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      | $-127.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell CAD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-413.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell GBP / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-3294.65     | -0.00%            |  |  |  | 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      | $2784185.35   | 0.44%             | 2034-02-01      | Fixed         | 6.65%                 | 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        |    868000 | PA      | $866915.00    | 0.14%             | 2032-04-21      | Floating      | 6.52%                 | 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      | $2384963.76   | 0.38%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CVC Cordatus Opportunity Loan Fund XXXV Designated Activity Co.                            | CORDA 35A B                                                   | CUSIP: BCC3M65R2<br>LEI: 2549003J056IOG2GP444 | Long             | ABS-O            | CORP              | IE        |   1330000 | PA      | $1553160.04   | 0.25%             | 2038-08-20      | Variable      | 3.80%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | Sell AUD / Buy USD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-459.84      | -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      | $27036.07     | 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      | $7989.55      | 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      | $-3826.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Sell USD / Buy CAD                                            | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $29.94        | 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      | $-15013.21    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sunrise Finco l B.V                                                                        | SUNN 4.625 05/15/32 144A                                      | CUSIP: YO7478713<br>LEI: 213800MNFBDEQRS6HZ22 | Long             | DBT              | CORP              | NL        |   3390000 | PA      | $4023189.43   | 0.64%             | 2032-05-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Teamsystem Spa                                                                             | TITANL 5 07/01/31 144A                                        | CUSIP: YN4653682<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |   1600000 | PA      | $1883162.16   | 0.30%             | 2031-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Teamsystem Spa                                                                             | TITANL F 07/01/32 144A                                        | CUSIP: YN4653708<br>LEI: 81560062081DF3AB7A90 | Long             | DBT              | CORP              | IT        |    980000 | PA      | $1153177.12   | 0.18%             | 2032-07-01      | Variable      | 5.19%                 | 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      | $2744275.89   | 0.44%             | 2039-04-15      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                                                        | N/A                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2140000 | PA      | $2517343.12   | 0.40%             | 2032-03-22      | Variable      | 5.76%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                              | DBR 2.5 08/15/54 30Y                                          | CUSIP: D2R8H4KM0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |   4679841 | PA      | $4897748.96   | 0.78%             | 2054-08-15      | Fixed         | 2.50%                 | 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      | $3083413.36   | 0.49%             | 2033-04-06      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Bupa Finance PLC                                                                           | BUPFIN 4.125 06/14/35                                         | CUSIP: G1698AAF2<br>LEI: ZIMCVQHUFZ8GVHENP290 | Long             | DBT              | CORP              | GB        |   1826000 | PA      | $2152813.02   | 0.34%             | 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      | $5181860.29   | 0.82%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Coty Inc.                                                                                  | COTY 4.5 05/15/27 REGS                                        | CUSIP: U2203CAJ0<br>LEI: 549300BO9IWPF3S48F93 | Long             | DBT              | CORP              | US        |   3250000 | PA      | $3888286.77   | 0.62%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  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      | $1448695.00   | 0.23%             | 2039-04-15      | Variable      | 0.00%                 | Yes           |                  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        |    161868 | NS      | $161868.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                                                        | Royal Bank of Canada                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |     40467 | PA      | $40467.00     | 0.01%             | 2025-07-01      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-14

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

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