# EDGAR Filing Document

**Accession Number:** 0000277751
**File Stem:** 0000277751-26-000137
**Filing Date:** 2026-5
**Character Count:** 210550
**Document Hash:** 9eeae4f1680db75f52573447262b5143
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000277751-26-000137.hdr.sgml**: 20260529

**ACCESSION NUMBER**: 0000277751-26-000137

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260529

**DATE AS OF CHANGE**: 20260529

**PERIOD START**: 20260630

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-01879
- **FILM NUMBER:** 261042056

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

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

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

## Series and Classes Contracts Data

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

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

## Nport-Ex

**Janus Henderson Developed World Bond Fund**

**Schedule of Investments (unaudited)**

**March 31, 2026**

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

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or* <br>*Principal Amounts*<br>|  | *Value* |
| Asset-Backed/Commercial Mortgage-Backed Securities – 10.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Avoca CLO 32A A1, EURIBOR 3 Month + 1.1700%, 3.1860%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1530000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; $1759639 |
| &nbsp;&nbsp;&nbsp; Avoca CLO 32A B, EURIBOR 3 Month + 1.6500%, 3.6660%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 960000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1100959 |
| &nbsp;&nbsp;&nbsp; Avoca CLO 33X B, EURIBOR 3 Month + 1.9000%, 3.9360%, 10/15/38<sup>‡</sup> <br>| &nbsp;&nbsp; 1730000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1991753 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cairn CLO BV 2023-17A BR, EURIBOR 3 Month + 1.7000%, 3.7260%, <br> 1/18/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2080000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2378530 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cairn CLO BV 2024-19A A, EURIBOR 3 Month + 1.3000%, 3.3160%, <br> 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2750000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3167441 |
| &nbsp;&nbsp;&nbsp; Capital Four CLO 7A BR, EURIBOR 3 Month + 1.6500%, 3.7720%, 4/25/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1950000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2243937 |
| &nbsp;&nbsp;&nbsp; Cordatus CLO PLC 35A B, EURIBOR 3 Month + 1.7500%, 3.7560%, 8/20/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1330000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1529600 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square European CLO 2021-1A AR, EURIBOR 3 Month + 1.3300%, <br> 3.3460%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2330000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2690638 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Palmer Square European CLO 2021-1A BR, EURIBOR 3 Month + 1.9500%, <br> 3.9660%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1230000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1413737 |
| &nbsp;&nbsp;&nbsp; Penta CLO 2021-2A A1R, EURIBOR 3 Month + 1.1700%, 3.1860%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1520000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1752707 |
| &nbsp;&nbsp;&nbsp; Penta CLO 2021-2A BR, EURIBOR 3 Month + 1.6500%, 3.6660%, 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1375000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1571942 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Penta CLO 2022-11A BRR, EURIBOR 3 Month + 1.6500%, 3.7897%, <br> 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2370000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2733001 |
| &nbsp;&nbsp;&nbsp; Providus CLO 14A B, EURIBOR 3 Month + 1.6000%, 3.8740%, 4/18/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1650000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1872001 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ravensdale Park CLO DAC 1A A, EURIBOR 3 Month + 1.1700%, 3.2000%, <br> 4/26/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 910000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1046112 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Ravensdale Park CLO DAC 1A B1, EURIBOR 3 Month + 1.6500%, 3.6800%, <br> 4/26/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 780000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 892421 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RRE Loan Management 18A A2R, EURIBOR 3 Month + 1.6000%, 3.6050%, <br> 4/15/38<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 900000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1035359 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; RRE Loan Management 24A A1, EURIBOR 3 Month + 1.1600%, 3.1760%, <br> 4/16/40<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3050000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3505552 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point EURO CLO Funding DAC 14A A, EURIBOR 3 Month + 1.1800%, <br> 3.2060%, 4/20/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3050000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3507245 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point EURO CLO Funding DAC 15A A, EURIBOR 3 Month + 1.3300%, <br> 3.3560%, 7/20/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2630000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3039515 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Sound Point EURO CLO Funding DAC 4A BR, EURIBOR 3 Month + 1.7000%, <br> 3.7160%, 4/15/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 880000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1010066 |
| &nbsp;&nbsp;&nbsp; SV RNO Property Owner 1 LLC, 5.8750%, 3/1/31<sup>ž</sup> <br>| $1610000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1591473 |
| &nbsp;&nbsp;&nbsp; Tesco Property Finance 3 PLC, 5.7440%, 4/13/40 | &nbsp;&nbsp; 4683839 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6085957 |
| &nbsp;&nbsp;&nbsp; Voya Euro CLO 8A A, EURIBOR 3 Month + 1.2800%, 3.2960%, 1/17/39<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2750000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3176663 |
| Total Asset-Backed/Commercial Mortgage-Backed Securities (cost $50,692,365) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 51096248 |
| Bank Loans and Mezzanine Loans – 6.4% |  |  |  |
| Capital Goods – 0.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; SGB-SMIT Midco GmbH, EURIBOR 3 Month + 3.7500%, 5.7810%, 3/10/33<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1010000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1168221 |
| &nbsp;&nbsp;&nbsp; Syntegon TopCo GmbH, EURIBOR 3 Month + 3.5000%, 5.4810%, 12/29/32<sup>ƒ</sup><sup>,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1350000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1549080 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2717301 |
| Communications – 0.6% |  |  |  |
| &nbsp;&nbsp;&nbsp; Speedster Bidco GmbH, EURIBOR 3 Month + 3.2500%, 5.3070%, 12/10/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1260000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1387925 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Speedster Bidco GmbH, CME Term SOFR 3 Month + 3.0000%, 6.6890%, <br> 12/11/31<sup>‡</sup> <br>| &nbsp;&nbsp; 1791011 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1711544 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3099469 |
| Consumer Cyclical – 1.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; Delta 2 Lux Sarl, CME Term SOFR 3 Month + 1.7500%, 5.4496%, 9/30/31<sup>‡</sup> <br>| &nbsp;&nbsp; 4649857 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4635907 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, EURIBOR 6 Month + 2.7500%, 4.8990%, 9/30/31<sup>‡</sup> <br>| &nbsp;&nbsp; 2520000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2856785 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7492692 |
| Consumer Non-Cyclical – 1.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; Financiere Pax SAS, EURIBOR 6 Month + 3.5000%, 5.6350%, 12/31/29<sup>‡</sup> <br>| &nbsp;&nbsp; 2580000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2923193 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, EURIBOR 6 Month + 2.7500%, 4.8990%, 9/30/32<sup>‡</sup> <br>| &nbsp;&nbsp; 1380000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1567667 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Gategroup Finance International Sarl, EURIBOR 3 Month + 3.5000%, 5.6220%, <br> 6/10/32<sup>‡</sup> <br>| &nbsp;&nbsp; 2190000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2515154 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lavender Dutch BorrowerCo BV, EURIBOR 3 Month + 3.5000%, 5.5180%, <br> 12/30/32<sup>‡</sup> <br>| &nbsp;&nbsp; 2130000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2438122 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9444136 |
| Insurance – 0.4% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; KI Knight France Bidco SAS, EURIBOR 3 Month + 3.7500%, 5.8470%, <br> 10/27/32<sup>‡</sup> <br>| &nbsp;&nbsp; 1660000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1899001 |
| Materials – 0.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; Proampac PG Borrower LLC, EURIBOR 3 Month + 4.0000%, 6.0560%, 3/7/33<sup>‡</sup> <br>| &nbsp;&nbsp; 1560000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1773588 |
| Technology – 1.1% |  |  |  |
| &nbsp;&nbsp;&nbsp; Dayforce Inc, CME Term SOFR 3 Month + 3.0000%, 6.6608%, 2/4/33<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 863000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 815293 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Bank Loans and Mezzanine Loans – (continued) |  |  |  |
| Technology – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Leia Finco US LLC, CME Term SOFR 3 Month + 3.2500%, 6.8981%, 10/9/31<sup>‡</sup> <br>| $1588000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $1516747 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 3.2500%, <br> 6.9219%, 10/28/30<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 934646 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 704171 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Project Alpha Intermediate Holdings Inc, CME Term SOFR 3 Month + 5.0000%, <br> 8.6996%, 5/9/33<sup>‡</sup> <br>| &nbsp;&nbsp; 1300000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 755300 |
| &nbsp;&nbsp;&nbsp; Tuple Debtco Ltd, EURIBOR 3 Month + 3.7500%, 5.9060%, 1/28/33<sup>‡</sup> <br>| &nbsp;&nbsp; 1720000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1890891 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5682402 |
| Total Bank Loans and Mezzanine Loans (cost $33,350,975) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 32108589 |
| Corporate Bonds – 54.8% |  |  |  |
| Banking – 5.8% |  |  |  |
| &nbsp;&nbsp;&nbsp; AIB Group PLC, EURIBOR ICE SWAP Rate + 4.3870%, 7.1250%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1130000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1362814 |
| &nbsp;&nbsp;&nbsp; Barclays PLC, SONIA Interest Rate Benchmark + 2.0610%, 5.8510%, 3/21/35<sup>‡</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 317000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 415644 |
| &nbsp;&nbsp;&nbsp; Barclays PLC, SOFR ICE SWAP Rate 5 Year + 5.7750%, 9.6250%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1259000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1373261 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Cooperatieve Rabobank UA, US Treasury Yield Curve Rate 1 Year + 1.4200%, <br> 3.7580%, 4/6/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 2906000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2721509 |
| &nbsp;&nbsp;&nbsp; Cooperatieve Rabobank UA/Australia, 4.2500%, 5/12/26 | &nbsp;&nbsp; 2000000 | AUD | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1379012 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Deutsche Bank AG, SONIA Interest Rate Benchmark + 1.1400%, 5.0000%, <br> 2/26/29<sup>‡</sup> <br>| &nbsp;&nbsp; 1100000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1445977 |
| &nbsp;&nbsp;&nbsp; Deutsche Bank AG, EURIBOR 3 Month + 1.5000%, 4.1250%, 4/4/30<sup>‡</sup> <br>| &nbsp;&nbsp; 1700000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1983969 |
| &nbsp;&nbsp;&nbsp; JPMorgan Chase & Co, SOFR + 1.3400%, 4.9460%, 10/22/35<sup>‡</sup> <br>| &nbsp;&nbsp; 2987000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2954237 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + <br> 3.4360%, 7.5000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1103000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1450644 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Lloyds Banking Group PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + <br> 5.1430%, 8.5000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1836000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2521338 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Natwest Group PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 2.9710%, <br> 7.6250%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 800000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1047476 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA, EURIBOR 3 Month + 1.5000%, 4.7500%, 9/28/29<sup>‡</sup> <br>| &nbsp;&nbsp; 1600000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1902464 |
| &nbsp;&nbsp;&nbsp; Societe Generale SA, EURIBOR 3 Month + 1.8000%, 4.2500%, 12/6/30<sup>‡</sup> <br>| &nbsp;&nbsp; 1000000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1173802 |
| &nbsp;&nbsp;&nbsp; UBS Group AG, EURIBOR ICE SWAP Rate + 1.7500%, 4.1250%, 6/9/33<sup>‡</sup> <br>| &nbsp;&nbsp; 4180000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4879354 |
| &nbsp;&nbsp;&nbsp; UBS Group AG, 5.9590%, 1/12/34<sup>ž</sup> <br>| &nbsp;&nbsp; 1183000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1234245 |
| &nbsp;&nbsp;&nbsp; UBS Group AG, US Treasury Yield Curve Rate 5 Year + 4.7450%, 9.2500%<sup>ž,</sup><sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1268000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1351466 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 29197212 |
| Basic Industry – 1.9% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; FIS Fabbrica Italiana Sintetici SpA, EURIBOR 3 Month + 3.2500%, 5.2790%, <br> 2/5/31<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1510000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1710947 |
| &nbsp;&nbsp;&nbsp; Mondi Finance PLC, 3.7500%, 5/31/32 | &nbsp;&nbsp; 2439000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2772187 |
| &nbsp;&nbsp;&nbsp; Qnity Electronics Inc, 5.7500%, 8/15/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 494000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 494588 |
| &nbsp;&nbsp;&nbsp; SIG Combibloc PurchaseCO Sarl, 3.7500%, 3/19/30 | &nbsp;&nbsp; 1920000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2189940 |
| &nbsp;&nbsp;&nbsp; Verde Purchaser LLC, 10.5000%, 11/30/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2237000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2324798 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9492460 |
| Brokerage – 2.0% |  |  |  |
| &nbsp;&nbsp;&nbsp; Intercontinental Exchange Inc, 1.8500%, 9/15/32 | &nbsp;&nbsp; 6267000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5265075 |
| &nbsp;&nbsp;&nbsp; LPL Holdings Inc, 6.0000%, 5/20/34 | &nbsp;&nbsp; 1881000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1918529 |
| &nbsp;&nbsp;&nbsp; Nasdaq Inc, 5.3500%, 6/28/28 | &nbsp;&nbsp;&nbsp;&nbsp; 773000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 788835 |
| &nbsp;&nbsp;&nbsp; Nasdaq Inc, 4.5000%, 2/15/32 | &nbsp;&nbsp; 1100000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1319663 |
| &nbsp;&nbsp;&nbsp; Nasdaq Inc, 5.5500%, 2/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 744000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 765339 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 10057441 |
| Capital Goods – 1.2% |  |  |  |
| &nbsp;&nbsp;&nbsp; Berry Global Inc, 5.6500%, 1/15/34 | &nbsp;&nbsp; 1132000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1157725 |
| &nbsp;&nbsp;&nbsp; ESAB Corp, 5.6250%, 4/1/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 885000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 891204 |
| &nbsp;&nbsp;&nbsp; United Rentals (North America) Inc, 5.3750%, 11/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2511000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2441645 |
| &nbsp;&nbsp;&nbsp; Vertiv Group Corp, 4.1250%, 11/15/28<sup>ž</sup> <br>| &nbsp;&nbsp; 1796000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1768659 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6259233 |
| Commercial Services – 0.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 Sarl / Aggreko Holdings Inc, 5.3750%, 5/21/30 | &nbsp;&nbsp; 1083000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1254380 |
| &nbsp;&nbsp;&nbsp; Albion Financing 1 Sarl / Aggreko Holdings Inc, 7.0000%, 5/21/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1108000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1132417 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2386797 |
| Communications – 9.5% |  |  |  |
| &nbsp;&nbsp;&nbsp; AT&T Inc, 4.5000%, 5/15/35 | &nbsp;&nbsp; 1728000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1637908 |
| &nbsp;&nbsp;&nbsp; British Telecommunications PLC, 6.3750%, 6/23/37 | &nbsp;&nbsp; 1862000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2515895 |
| &nbsp;&nbsp;&nbsp; Cellnex Finance Co SA, 3.0000%, 1/19/31 | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 889601 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications Operating <br> Capital, 6.6500%, 2/1/34<br>| &nbsp;&nbsp; 1178000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1228813 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Charter Communications Operating LLC / Charter Communications Operating <br> Capital, 6.5500%, 6/1/34<br>| &nbsp;&nbsp; 3890000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4038418 |
| &nbsp;&nbsp;&nbsp; Crown Castle International Corp, 2.2500%, 1/15/31 | &nbsp;&nbsp; 4508000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3981305 |
| &nbsp;&nbsp;&nbsp; Meta Platforms Inc, 4.7500%, 8/15/34 | &nbsp;&nbsp; 3173000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3138460 |
| &nbsp;&nbsp;&nbsp; Odido Holding BV, 3.7500%, 1/15/29 | &nbsp;&nbsp;&nbsp;&nbsp; 991000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1115183 |
| &nbsp;&nbsp;&nbsp; Orange SA, 1.3750%, 1/16/30 | &nbsp;&nbsp; 5500000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5907729 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Communications – (continued) |  |  |  |
| &nbsp;&nbsp;&nbsp; Orange SA, 4.7500%, 1/13/33<sup>ž</sup> <br>| $1030000 |  | &nbsp;&nbsp;&nbsp;&nbsp; $1018487 |
| &nbsp;&nbsp;&nbsp; Orange SA, 5.0000%, 1/13/36<sup>ž</sup> <br>| &nbsp;&nbsp; 2434000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2390742 |
| &nbsp;&nbsp;&nbsp; Pinewood Finco PLC, 6.0000%, 3/27/30 | &nbsp;&nbsp; 1010000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1304022 |
| &nbsp;&nbsp;&nbsp; Sunrise Finco I BV, 4.6250%, 5/15/32 | &nbsp;&nbsp; 2260000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2552023 |
| &nbsp;&nbsp;&nbsp; Telefonica Emisiones SA, EURIBOR ICE SWAP Rate + 1.8410%, 4.3810%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 223257 |
| &nbsp;&nbsp;&nbsp; T-Mobile USA Inc, 3.8750%, 4/15/30 | &nbsp;&nbsp; 1591000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1549429 |
| &nbsp;&nbsp;&nbsp; T-Mobile USA Inc, 3.1500%, 2/11/32 | &nbsp;&nbsp; 2360000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2644687 |
| &nbsp;&nbsp;&nbsp; United Group BV, 6.2500%, 1/31/32<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 990000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1110061 |
| &nbsp;&nbsp;&nbsp; United Group BV, EURIBOR 3 Month + 3.2500%, 5.2340%, 1/31/33<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 3040000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3454612 |
| &nbsp;&nbsp;&nbsp; Virgin Media 02 Vendor Financing Notes DAC, 7.8750%, 3/15/32 | &nbsp;&nbsp; 2450000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2872105 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Vodafone Group PLC, EURIBOR ICE SWAP Rate + 1.8350%, 4.1250%, <br> 9/13/55<sup>‡</sup> <br>| &nbsp;&nbsp; 1600000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1785283 |
| &nbsp;&nbsp;&nbsp; VZ Secured Financing BV, 7.5000%, 1/15/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1190000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1121699 |
| &nbsp;&nbsp;&nbsp; Ziggo Bond Co BV, 6.1250%, 11/15/32 | &nbsp;&nbsp; 1268000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1243637 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 47723356 |
| Consumer Cyclical – 8.9% |  |  |  |
| &nbsp;&nbsp;&nbsp; 1011778 BC ULC / New Red Finance Inc, 4.0000%, 10/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2946000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2769020 |
| &nbsp;&nbsp;&nbsp; Aegis Lux 1A Sarl, 5.6250%, 10/29/31<sup>ž</sup> <br>| &nbsp;&nbsp; 3090000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3525220 |
| &nbsp;&nbsp;&nbsp; Allied Universal Holdco LLC / Allied Universal Finance Corp, 6.8750%, 6/15/30<sup>ž</sup> <br>| &nbsp;&nbsp; 2014000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2041556 |
| &nbsp;&nbsp;&nbsp; Amazon.com Inc, 4.5500%, 3/13/33 | &nbsp;&nbsp; 1293000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1280555 |
| &nbsp;&nbsp;&nbsp; Amazon.com Inc, 4.8750%, 3/13/36 | &nbsp;&nbsp;&nbsp;&nbsp; 991000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 981968 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Atlas LuxCo 4 Sarl / Allied Universal Holdco LLC / Allied Universal Finance Corp, <br> 4.6250%, 6/1/28<sup>ž</sup> <br>| &nbsp;&nbsp; 1362000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1330695 |
| &nbsp;&nbsp;&nbsp; Belron UK Finance PLC, 4.6250%, 10/15/29 | &nbsp;&nbsp; 2173000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2514589 |
| &nbsp;&nbsp;&nbsp; Carnival PLC, 4.1250%, 7/15/31 | &nbsp;&nbsp; 1434000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1613582 |
| &nbsp;&nbsp;&nbsp; Deuce Finco PLC, 7.0000%, 11/20/31<sup>ž</sup> <br>| &nbsp;&nbsp; 2520000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3284020 |
| &nbsp;&nbsp;&nbsp; Deuce Finco PLC, EURIBOR 3 Month + 3.5000%, 5.6500%, 11/22/32<sup>ž,</sup><sup>‡</sup> <br>| &nbsp;&nbsp; 1210000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1394991 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 8.3750%, 11/15/32<sup>ž</sup> <br>| &nbsp;&nbsp; 1900000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1901290 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 6.0000%, 6/1/29<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 640000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 609168 |
| &nbsp;&nbsp;&nbsp; Garda World Security Corp, 6.5000%, 1/15/31<sup>ž</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 858000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 869889 |
| &nbsp;&nbsp;&nbsp; Pinnacle Bidco PLC, 8.2500%, 10/11/28 | &nbsp;&nbsp; 1800000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2147478 |
| &nbsp;&nbsp;&nbsp; Pinnacle Bidco PLC, 10.0000%, 10/11/28 | &nbsp;&nbsp;&nbsp;&nbsp; 569000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 780896 |
| &nbsp;&nbsp;&nbsp; Rentokil Initial PLC, 5.0000%, 6/27/32 | &nbsp;&nbsp; 1955000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2504724 |
| &nbsp;&nbsp;&nbsp; Rentokil Terminix LLC, 5.0000%, 4/28/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1796000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1803133 |
| &nbsp;&nbsp;&nbsp; Service Corp International/US, 4.0000%, 5/15/31 | &nbsp;&nbsp; 5903000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5503180 |
| &nbsp;&nbsp;&nbsp; Service Corp International/US, 5.7500%, 10/15/32 | &nbsp;&nbsp; 1732000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1728668 |
| &nbsp;&nbsp;&nbsp; Verisure Holding AB, 5.5000%, 5/15/30 | &nbsp;&nbsp; 4095000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4830049 |
| &nbsp;&nbsp;&nbsp; Yum! Brands Inc, 5.3750%, 4/1/32 | &nbsp;&nbsp; 1375000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1364040 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 44778711 |
| Consumer Non-Cyclical – 10.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; AbbVie Inc, 4.7500%, 3/15/36 | &nbsp;&nbsp; 2770000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2717699 |
| &nbsp;&nbsp;&nbsp; Coty Inc, 4.5000%, 5/15/27 | &nbsp;&nbsp; 1271000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1470193 |
| &nbsp;&nbsp;&nbsp; Danone SA, 5.3250%, 10/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 800000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1059064 |
| &nbsp;&nbsp;&nbsp; Danone SA, 3.4380%, 4/7/33 | &nbsp;&nbsp; 1900000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2164924 |
| &nbsp;&nbsp;&nbsp; Froneri Lux Finco Sarl, 4.7500%, 8/1/32 | &nbsp;&nbsp;&nbsp;&nbsp; 939000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1025106 |
| &nbsp;&nbsp;&nbsp; Gruppo San Donato SpA, 6.5000%, 10/31/31<sup>ž</sup> <br>| &nbsp;&nbsp; 2900000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3250971 |
| &nbsp;&nbsp;&nbsp; Haleon Netherlands Capital BV, 2.1250%, 3/29/34 | &nbsp;&nbsp; 2573000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2619299 |
| &nbsp;&nbsp;&nbsp; HCA Inc, 5.6000%, 4/1/34 | &nbsp;&nbsp;&nbsp;&nbsp; 891000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 909927 |
| &nbsp;&nbsp;&nbsp; HCA Inc, 5.7500%, 3/1/35 | &nbsp;&nbsp; 2104000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2163234 |
| &nbsp;&nbsp;&nbsp; IQVIA Inc, 5.0000%, 5/15/27<sup>ž</sup> <br>| &nbsp;&nbsp; 2747000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2736615 |
| &nbsp;&nbsp;&nbsp; J Sainsbury PLC, 5.6250%, 1/29/35 | &nbsp;&nbsp; 1428000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1844841 |
| &nbsp;&nbsp;&nbsp; Lonza Finance International NV, 3.8750%, 4/24/36 | &nbsp;&nbsp; 1810000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2047173 |
| &nbsp;&nbsp;&nbsp; Mars Inc, 5.2000%, 3/1/35<sup>ž</sup> <br>| &nbsp;&nbsp; 1109000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1119559 |
| &nbsp;&nbsp;&nbsp; Mondelez International Inc, 4.7500%, 8/28/34 | &nbsp;&nbsp; 1099000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1074844 |
| &nbsp;&nbsp;&nbsp; Mozart Debt Merger Sub Inc, 3.8750%, 4/1/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2872000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2778263 |
| &nbsp;&nbsp;&nbsp; Novartis Capital Corp, 4.9000%, 3/18/36 | &nbsp;&nbsp; 1287000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1283921 |
| &nbsp;&nbsp;&nbsp; Opal Bidco SAS, 5.5000%, 3/31/32 | &nbsp;&nbsp; 1378000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1554376 |
| &nbsp;&nbsp;&nbsp; PepsiCo Inc, 1.1250%, 3/18/31 | &nbsp;&nbsp; 2544000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2637280 |
| &nbsp;&nbsp;&nbsp; Post Holdings Inc, 6.3750%, 3/1/33<sup>ž</sup> <br>| &nbsp;&nbsp; 1540000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1517120 |
| &nbsp;&nbsp;&nbsp; Rossini Sarl, 6.7500%, 12/31/29 | &nbsp;&nbsp; 1354000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1608250 |
| &nbsp;&nbsp;&nbsp; Solventum Corp, 5.6000%, 3/23/34 | &nbsp;&nbsp; 3070000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3138493 |
| &nbsp;&nbsp;&nbsp; Tesco Corporate Treasury Services, 0.3750%, 7/27/29 | &nbsp;&nbsp; 1789000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1874300 |
| &nbsp;&nbsp;&nbsp; Tesco Corporate Treasury Services, 2.7500%, 4/27/30 | &nbsp;&nbsp;&nbsp;&nbsp; 967000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1161870 |
| &nbsp;&nbsp;&nbsp; Tesco Corporate Treasury Services, 5.1250%, 5/22/34 | &nbsp;&nbsp; 2031000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2552092 |
| &nbsp;&nbsp;&nbsp; Tesco PLC, 6.1500%, 11/15/37<sup>ž,#</sup> <br>| &nbsp;&nbsp;&nbsp;&nbsp; 903000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 921454 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands II BV, 4.1250%, 6/1/31 | &nbsp;&nbsp; 2020000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2301457 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Finance Netherlands IV BV, 5.7500%, 12/1/30 | &nbsp;&nbsp;&nbsp;&nbsp; 504000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 510396 |
| &nbsp;&nbsp;&nbsp; Teva Pharmaceutical Industries Ltd, 4.3750%, 5/9/30 | &nbsp;&nbsp; 1879000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2170420 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 52213141 |

---

------

---

| | | | |
|:---|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>|  | *Value* |
| Corporate Bonds – (continued) |  |  |  |
| Electric – 0.3% |  |  |  |
| &nbsp;&nbsp;&nbsp; EDP SA, EURIBOR ICE SWAP Rate + 1.9230%, 4.3750%, 12/2/55<sup>‡</sup> <br>| &nbsp;&nbsp; 1500000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp; $1665773 |
| Insurance – 3.3% |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.3000%, 6.1250%, <br> 9/14/54<sup>‡</sup> <br>| &nbsp;&nbsp; 2390000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3123737 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Aviva PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 4.7000%, 4.0000%, <br> 6/3/55<sup>‡</sup> <br>| &nbsp;&nbsp; 2320000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2563889 |
| &nbsp;&nbsp;&nbsp; BUPA Finance PLC, 4.1250%, 6/14/35 | &nbsp;&nbsp; 1826000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2061891 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; BUPA Finance PLC, UK Govt Bonds 5 Year Note Generic Bid Yield + 3.1700%, <br> 4.0000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 4705000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5083949 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US <br> Refinance LLC, 7.2500%, 2/15/31<sup>ž</sup> <br>| $1695000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1709274 |
| &nbsp;&nbsp;&nbsp; Unipol Assicurazioni SpA, EURIBOR ICE SWAP Rate + 3.2410%, 6.0000%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 2020000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2264698 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 16807438 |
| Technology – 8.4% |  |  |  |
| &nbsp;&nbsp;&nbsp; Almaviva - The Italian Innovation Co SpA, 5.0000%, 10/30/30 | &nbsp;&nbsp;&nbsp;&nbsp; 438000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 479688 |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 4.6250%, 11/13/32 | &nbsp;&nbsp; 3075000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3948604 |
| &nbsp;&nbsp;&nbsp; Alphabet Inc, 5.5000%, 11/13/41 | &nbsp;&nbsp; 2490000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 3135364 |
| &nbsp;&nbsp;&nbsp; Atlassian Corp, 5.2500%, 5/15/29 | &nbsp;&nbsp; 1683000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1693109 |
| &nbsp;&nbsp;&nbsp; Atlassian Corp, 5.5000%, 5/15/34 | &nbsp;&nbsp; 1724000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1688204 |
| &nbsp;&nbsp;&nbsp; Ciena Corp, 4.0000%, 1/31/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1724000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1639643 |
| &nbsp;&nbsp;&nbsp; CoreWeave Inc, 9.2500%, 6/1/30<sup>ž</sup> <br>| &nbsp;&nbsp; 1123000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1091174 |
| &nbsp;&nbsp;&nbsp; CrowdStrike Holdings Inc, 3.0000%, 2/15/29 | &nbsp;&nbsp; 1749000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1663696 |
| &nbsp;&nbsp;&nbsp; Dell International LLC / EMC Corp, 5.4000%, 4/15/34 | &nbsp;&nbsp;&nbsp;&nbsp; 779000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 786012 |
| &nbsp;&nbsp;&nbsp; Intel Corp, 4.0000%, 8/5/29 | &nbsp;&nbsp; 2757000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2710739 |
| &nbsp;&nbsp;&nbsp; ION Platform Finance US Inc, 7.8750%, 9/30/32<sup>ž</sup> <br>| &nbsp;&nbsp; 2880000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2229194 |
| &nbsp;&nbsp;&nbsp; Iron Mountain Inc, 4.7500%, 1/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 2407000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2588471 |
| &nbsp;&nbsp;&nbsp; Kioxia Holdings Corp, 6.6250%, 7/24/33<sup>ž</sup> <br>| &nbsp;&nbsp; 2193000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2254020 |
| &nbsp;&nbsp;&nbsp; MKS Inc, 4.2500%, 2/15/34<sup>ž</sup> <br>| &nbsp;&nbsp; 2420000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2672066 |
| &nbsp;&nbsp;&nbsp; MSCI Inc, 4.0000%, 11/15/29<sup>ž</sup> <br>| &nbsp;&nbsp; 2026000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1967872 |
| &nbsp;&nbsp;&nbsp; NVIDIA Corp, 2.0000%, 6/15/31 | &nbsp;&nbsp;&nbsp;&nbsp; 719000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 644024 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 5.2000%, 9/26/35 | &nbsp;&nbsp;&nbsp;&nbsp; 943000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 884529 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 5.7000%, 2/4/36 | &nbsp;&nbsp;&nbsp;&nbsp; 772000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 742269 |
| &nbsp;&nbsp;&nbsp; Oracle Corp, 6.5500%, 2/4/46 | &nbsp;&nbsp; 1408000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1313602 |
| &nbsp;&nbsp;&nbsp; Synopsys Inc, 5.1500%, 4/1/35 | &nbsp;&nbsp; 2189000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2193186 |
| &nbsp;&nbsp;&nbsp; TeamSystem SpA, EURIBOR 3 Month + 3.2500%, 5.2660%, 7/1/32<sup>‡</sup> <br>| &nbsp;&nbsp; 1499000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1628385 |
| &nbsp;&nbsp;&nbsp; VMware Inc, 2.2000%, 8/15/31 | &nbsp;&nbsp; 4877000 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4280624 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 42234475 |
| Transportation – 0.3% |  |  |  |
| &nbsp;&nbsp;&nbsp; Heathrow Funding Ltd, 5.6250%, 2/5/34 | &nbsp;&nbsp; 1180000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1497548 |
| Utilities – 2.3% |  |  |  |
| &nbsp;&nbsp;&nbsp; Anglian Water Osprey Financing PLC, 6.7500%, 8/27/31 | &nbsp;&nbsp; 1885000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2516157 |
| &nbsp;&nbsp;&nbsp; SW Finance I PLC, 7.7500%, 10/31/31 | &nbsp;&nbsp; 1829000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2527263 |
| &nbsp;&nbsp;&nbsp; United Utilities Water Finance PLC, 5.7500%, 6/26/36 | &nbsp;&nbsp; 2034000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2615342 |
| &nbsp;&nbsp;&nbsp; Veolia Environnement SA, EURIBOR ICE SWAP Rate + 1.8370%, 4.3220%<sup>‡</sup><sup>,μ</sup> <br>| &nbsp;&nbsp; 1200000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1345229 |
| &nbsp;&nbsp;&nbsp; Yorkshire Water Finance PLC, 6.3750%, 11/18/34 | &nbsp;&nbsp; 1886000 | GBP | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2515481 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 11519472 |
| Total Corporate Bonds (cost $282,761,501) |  |  | &nbsp;&nbsp; 275833057 |
| Foreign Government Bonds – 12.0% |  |  |  |
| &nbsp;&nbsp;&nbsp; Federal Republic of Germany Bond, 2.2000%, 10/10/30 | &nbsp;&nbsp; 8563773 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 9683928 |
| &nbsp;&nbsp;&nbsp; Kingdom of Spain Government Bond, 3.1500%, 4/30/35<sup>ž</sup> <br>| &nbsp;&nbsp; 4946000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5597935 |
| &nbsp;&nbsp;&nbsp; Kingdom of Spain Government Bond, 3.2000%, 10/31/35<sup>ž</sup> <br>| &nbsp;&nbsp; 7046000 | EUR | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 7969566 |
| &nbsp;&nbsp;&nbsp; New Zealand Government Bond, 3.0000%, 4/20/29 | 30331000 | NZD | &nbsp;&nbsp;&nbsp;&nbsp; 17000657 |
| &nbsp;&nbsp;&nbsp; Swiss Confederation Government Bond, 0.5000%, 5/27/30 | &nbsp;&nbsp; 4914000 | CHF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6242907 |
| &nbsp;&nbsp;&nbsp; Swiss Confederation Government Bond, 0.2500%, 6/23/35 | 11237000 | CHF | &nbsp;&nbsp;&nbsp;&nbsp; 13941611 |
| Total Foreign Government Bonds (cost $63,300,651) |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 60436604 |
| Mortgage-Backed Securities – 11.4% |  |  |  |
| Fannie Mae Pool: |  |  |  |
| &nbsp;&nbsp;&nbsp; CB8129, 5.0000%, 3/1/54 | &nbsp;&nbsp; 5300762 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5260367 |
| &nbsp;&nbsp;&nbsp; FS9509, 5.5000%, 11/1/54 | &nbsp;&nbsp; 5647367 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5757282 |
| &nbsp;&nbsp;&nbsp; 20550101, 5.5000%, 1/1/55 | &nbsp;&nbsp; 4403090 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 4495144 |
| &nbsp;&nbsp;&nbsp; 20550501, 5.5000%, 5/1/55 | &nbsp;&nbsp; 9905554 |  | &nbsp;&nbsp;&nbsp;&nbsp; 10125841 |
| &nbsp;&nbsp;&nbsp; 20551101, 5.5000%, 11/1/55 | &nbsp;&nbsp; 8275831 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 8459875 |
| &nbsp;&nbsp;&nbsp; 20560101, 5.5000%, 1/1/56 | 11165305 |  | &nbsp;&nbsp;&nbsp;&nbsp; 11400248 |
| &nbsp;&nbsp;&nbsp; 20560201, 5.0000%, 2/1/56 | &nbsp;&nbsp; 5562003 |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 5548824 |
|  |  |  | &nbsp;&nbsp;&nbsp;&nbsp; 51047581 |

---

------

---

| | | |
|:---|:---|:---|
|  | *Shares or*<br> *Principal Amounts*<br>| *Value* |
| Mortgage-Backed Securities – (continued) |  |  |
| Freddie Mac Pool: |  |  |
| &nbsp;&nbsp;&nbsp; RJ1763, 5.0000%, 6/1/54 | $4061965 | &nbsp;&nbsp;&nbsp;&nbsp; $4031010 |
| &nbsp;&nbsp;&nbsp; RJ2155, 5.0000%, 10/1/54 | &nbsp;&nbsp; 2215271 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 2198389 |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6229399 |
| Total Mortgage-Backed Securities (cost $57,448,607) |  | &nbsp;&nbsp;&nbsp;&nbsp; 57276980 |
| Investment Companies – 1.2% |  |  |
| Money Markets – 1.2% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº,</sup><sup>£</sup> (cost $6,159,438) | &nbsp;&nbsp; 6159438 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 6159438 |
| Investments Purchased with Cash Collateral from Securities Lending – 0.3% |  |  |
| Investment Companies – 0.2% |  |  |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº,</sup><sup>£</sup> <br>| &nbsp;&nbsp; 1276820 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1276820 |
| Time Deposits – 0.1% |  |  |
| &nbsp;&nbsp;&nbsp; Royal Bank of Canada, 3.6500%, 4/1/26 | &nbsp;&nbsp; $319205 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 319205 |
| Total Investments Purchased with Cash Collateral from Securities Lending (cost $1,596,025) | Total Investments Purchased with Cash Collateral from Securities Lending (cost $1,596,025) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; 1596025 |
| Total Investments (total cost $495,309,562) – 96.3% |  | &nbsp;&nbsp; 484506941 |
| Cash, Receivables and Other Assets, net of Liabilities – 3.7% |  | &nbsp;&nbsp;&nbsp;&nbsp; 18632311 |
| Net Assets – 100% |  | $503139252 |

---

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

---

| | | |
|:---|:---|:---|
| ***Summary of Investments by Country - (Long Positions) (unaudited)*** |  |  |
| *Country* | *Value* | &nbsp;&nbsp; *% of* <br>*Investment* <br>*Securities*<br>|
| United States | $194184538 | &nbsp;&nbsp;&nbsp;&nbsp; 40.1<br> %<br>|
| United Kingdom | 73035755 | &nbsp;&nbsp;&nbsp;&nbsp;15.1 |
| Ireland | 37788280 | &nbsp;&nbsp;&nbsp;&nbsp;7.8 |
| Switzerland | 34401850 | &nbsp;&nbsp;&nbsp;&nbsp;7.1 |
| France | 20415818 | &nbsp;&nbsp;&nbsp;&nbsp;4.2 |
| Spain | 17603552 | &nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| Germany | 17381564 | &nbsp;&nbsp;&nbsp;&nbsp;3.6 |
| New Zealand | 17000657 | &nbsp;&nbsp;&nbsp;&nbsp;3.5 |
| Netherlands | 12571185 | &nbsp;&nbsp;&nbsp;&nbsp;2.6 |
| Luxembourg | 12097004 | &nbsp;&nbsp;&nbsp;&nbsp;2.5 |
| Italy | 10942939 | &nbsp;&nbsp;&nbsp;&nbsp;2.3 |
| Supranational | 9865457 | &nbsp;&nbsp;&nbsp;&nbsp;2.0 |
| Canada | 6149367 | &nbsp;&nbsp;&nbsp;&nbsp;1.3 |
| Israel | 4982273 | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| Sweden | 4830049 | &nbsp;&nbsp;&nbsp;&nbsp;1.0 |
| Slovenia | 4564673 | &nbsp;&nbsp;&nbsp;&nbsp;0.9 |
| Austria | 2772187 | &nbsp;&nbsp;&nbsp;&nbsp;0.6 |
| Japan | 2254020 | &nbsp;&nbsp;&nbsp;&nbsp;0.5 |
| Portugal | 1665773 | &nbsp;&nbsp;&nbsp;&nbsp;0.3 |
| Total | $484506941 | &nbsp;&nbsp;&nbsp;&nbsp; 100.0<br> %<br>|

---

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

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** | ***Schedule of Affiliated Investments - (% of Net Assets)*** |
| *Affiliate* | *Affiliated* <br>*Investments,* <br>*at Value at* <br>*6/30/25*<br>| *Purchases* | *Sales* <br>*Proceeds*<br>| *Realized* <br>*Gain/(Loss)*<br>| *Change in* <br>*Unrealized* <br>*Appreciation/* <br>*Depreciation*<br>| *Affiliated* <br>*Investments,* <br>*at Value at* <br>*3/31/26*<br>| *Ending* <br>*Shares*<br>| *Dividend* <br>*Income*<br>|
| Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% | Investment Companies - 1.2% |
| Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% | Money Markets - 1.2% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Liquidity Fund LLC, 3.6408%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; $19333340 | &nbsp;&nbsp; $242865459 | &nbsp;&nbsp; $(256038357) | &nbsp;&nbsp; $(1004) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $6159438 | &nbsp;&nbsp; 6159438 | &nbsp;&nbsp; $717469 |
| Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% | Investments Purchased with Cash Collateral from Securities Lending - 0.2% |
| Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% | Investment Companies - 0.2% |
| &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  | &nbsp;&nbsp;&nbsp; Janus Henderson Cash Collateral Fund LLC, 3.5801%<sup>ºº</sup>  |
|  | &nbsp;&nbsp; 161868 | &nbsp;&nbsp; 18025017 | &nbsp;&nbsp; (16910065) | &nbsp;&nbsp; - | &nbsp;&nbsp; - | &nbsp;&nbsp; 1276820 | &nbsp;&nbsp; 1276820 | &nbsp;&nbsp; 21038 <br><sup>∆</sup><br>|
| Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% | Total Affiliated Investments - 1.4% |
|  | &nbsp;&nbsp; $19495208 | &nbsp;&nbsp; $260890476 | &nbsp;&nbsp; $(272948422) | &nbsp;&nbsp; $(1004) | &nbsp;&nbsp; $- | &nbsp;&nbsp; $7436258 | &nbsp;&nbsp; 7436258 | &nbsp;&nbsp; $738507 |

---

------

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** | ***Schedule of Forward Foreign Currency Exchange Contracts*** |
| *Counterparty/* <br>*Foreign Currency*<br>| *Settlement* <br>*Date*<br>| &nbsp;&nbsp; *Foreign Currency* <br>*Amount (Sold)/* <br>*Purchased*<br>| &nbsp;&nbsp; *USD Currency* <br>*Amount (Sold)/* <br>*Purchased*<br>| &nbsp;&nbsp; *Market Value and* <br>*Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>|
| BNP Paribas: | BNP Paribas: | BNP Paribas: | BNP Paribas: | BNP Paribas: |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 4/28/26 | &nbsp;&nbsp;&nbsp; (483754) | &nbsp;&nbsp;&nbsp; $326660 | &nbsp;&nbsp;&nbsp; $(6913) |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 5/26/26 | &nbsp;&nbsp;&nbsp; (2000671) | &nbsp;&nbsp;&nbsp; 1413764 | &nbsp;&nbsp;&nbsp; 34764 |
| &nbsp;&nbsp;&nbsp; Australian Dollar | 6/24/26 | &nbsp;&nbsp;&nbsp; (228848) | &nbsp;&nbsp;&nbsp; 162412 | &nbsp;&nbsp;&nbsp; 4757 |
| &nbsp;&nbsp;&nbsp; British Pound | 4/28/26 | &nbsp;&nbsp;&nbsp; 6164450 | &nbsp;&nbsp;&nbsp; (8301161) | &nbsp;&nbsp;&nbsp; (143535) |
| &nbsp;&nbsp;&nbsp; British Pound | 4/28/26 | &nbsp;&nbsp;&nbsp; (13344548) | &nbsp;&nbsp;&nbsp; 18047358 | &nbsp;&nbsp;&nbsp; 388065 |
| &nbsp;&nbsp;&nbsp; British Pound | 5/26/26 | &nbsp;&nbsp;&nbsp; 7979549 | &nbsp;&nbsp;&nbsp; (10669541) | &nbsp;&nbsp;&nbsp; (110766) |
| &nbsp;&nbsp;&nbsp; British Pound | 5/26/26 | &nbsp;&nbsp;&nbsp; (34219699) | &nbsp;&nbsp;&nbsp; 46368423 | &nbsp;&nbsp;&nbsp; 1087914 |
| &nbsp;&nbsp;&nbsp; British Pound | 6/24/26 | &nbsp;&nbsp;&nbsp; 1281150 | &nbsp;&nbsp;&nbsp; (1706264) | &nbsp;&nbsp;&nbsp; (11290) |
| &nbsp;&nbsp;&nbsp; British Pound | 6/24/26 | &nbsp;&nbsp;&nbsp; 217000 | &nbsp;&nbsp;&nbsp; (286348) | &nbsp;&nbsp;&nbsp; 746 |
| &nbsp;&nbsp;&nbsp; British Pound | 6/24/26 | &nbsp;&nbsp;&nbsp; (17639964) | &nbsp;&nbsp;&nbsp; 23519329 | &nbsp;&nbsp;&nbsp; 181444 |
| &nbsp;&nbsp;&nbsp; British Pound | 6/24/26 | &nbsp;&nbsp;&nbsp; (30780) | &nbsp;&nbsp;&nbsp; 40577 | &nbsp;&nbsp;&nbsp;&nbsp;(145) |
| &nbsp;&nbsp;&nbsp; Euro | 4/28/26 | &nbsp;&nbsp;&nbsp; 21830264 | &nbsp;&nbsp;&nbsp; (25972443) | &nbsp;&nbsp;&nbsp; (707522) |
| &nbsp;&nbsp;&nbsp; Euro | 4/28/26 | &nbsp;&nbsp;&nbsp; (85541705) | &nbsp;&nbsp;&nbsp; 100719481 | &nbsp;&nbsp;&nbsp; 1719098 |
| &nbsp;&nbsp;&nbsp; Euro | 5/26/26 | &nbsp;&nbsp;&nbsp; 30707853 | &nbsp;&nbsp;&nbsp; (35854734) | &nbsp;&nbsp;&nbsp; (274449) |
| &nbsp;&nbsp;&nbsp; Euro | 5/26/26 | &nbsp;&nbsp;&nbsp; 3638759 | &nbsp;&nbsp;&nbsp; (4192190) | &nbsp;&nbsp;&nbsp; 23932 |
| &nbsp;&nbsp;&nbsp; Euro | 5/26/26 | &nbsp;&nbsp;&nbsp; (82016248) | &nbsp;&nbsp;&nbsp; 97362979 | &nbsp;&nbsp;&nbsp; 2333172 |
| &nbsp;&nbsp;&nbsp; Euro | 5/26/26 | &nbsp;&nbsp;&nbsp; (1536600) | &nbsp;&nbsp;&nbsp; 1763298 | &nbsp;&nbsp;&nbsp; (17115) |
| &nbsp;&nbsp;&nbsp; Euro | 6/24/26 | &nbsp;&nbsp;&nbsp; 6410340 | &nbsp;&nbsp;&nbsp; (7458667) | &nbsp;&nbsp;&nbsp; (22021) |
| &nbsp;&nbsp;&nbsp; Euro | 6/24/26 | &nbsp;&nbsp;&nbsp; 3969355 | &nbsp;&nbsp;&nbsp; (4590790) | &nbsp;&nbsp;&nbsp; 14065 |
| &nbsp;&nbsp;&nbsp; Euro | 6/24/26 | &nbsp;&nbsp;&nbsp; (11178) | &nbsp;&nbsp;&nbsp; 12995 | &nbsp;&nbsp;&nbsp; 28 |
| &nbsp;&nbsp;&nbsp; Euro | 6/24/26 | &nbsp;&nbsp;&nbsp; (65397042) | &nbsp;&nbsp;&nbsp; 75759238 | &nbsp;&nbsp;&nbsp; (107977) |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 4/28/26 | &nbsp;&nbsp;&nbsp; 12745837 | &nbsp;&nbsp;&nbsp; (7713620) | &nbsp;&nbsp;&nbsp; (385388) |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 4/28/26 | &nbsp;&nbsp;&nbsp; (15504988) | &nbsp;&nbsp;&nbsp; 9097054 | &nbsp;&nbsp;&nbsp; 182444 |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 5/26/26 | &nbsp;&nbsp;&nbsp; (25764080) | &nbsp;&nbsp;&nbsp; 15515677 | &nbsp;&nbsp;&nbsp; 688059 |
| &nbsp;&nbsp;&nbsp; New Zealand Dollar | 6/24/26 | &nbsp;&nbsp;&nbsp; (943183) | &nbsp;&nbsp;&nbsp; 554815 | &nbsp;&nbsp;&nbsp; 11458 |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 4/28/26 | &nbsp;&nbsp;&nbsp; (8790782) | &nbsp;&nbsp;&nbsp; 11219160 | &nbsp;&nbsp;&nbsp; 185960 |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 5/26/26 | &nbsp;&nbsp;&nbsp; (3744746) | &nbsp;&nbsp;&nbsp; 4901728 | &nbsp;&nbsp;&nbsp; 188507 |
| &nbsp;&nbsp;&nbsp; Swiss Franc | 6/24/26 | &nbsp;&nbsp;&nbsp; (3726486) | &nbsp;&nbsp;&nbsp; 4789392 | &nbsp;&nbsp;&nbsp; 84322 |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $5341614 |

---

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

---

| | | | | |
|:---|:---|:---|:---|:---|
| ***Schedule of Futures*** | ***Schedule of Futures*** | ***Schedule of Futures*** | ***Schedule of Futures*** | ***Schedule of Futures*** |
| *Description* | *Number of* <br>*Contracts*<br>| &nbsp;&nbsp; *Expiration* <br>*Date*<br>| &nbsp;&nbsp; *Notional* <br>*Amount*<br>| &nbsp;&nbsp; *Value and* <br>*Unrealized* <br>*Appreciation/(Depreciation)*<br>|
| *Futures Long:* |  |  |  |  |
| Ultra 10-Year Treasury Note | 43 | &nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp; $4881172 | &nbsp;&nbsp;&nbsp; $(36501) |
| *Futures Short:* |  |  |  |  |
| 10-Year Long Gilt | 57 | &nbsp;&nbsp;&nbsp; 6/30/26 | &nbsp;&nbsp;&nbsp; (6622328) | &nbsp;&nbsp;&nbsp; 102015 |
| Total |  |  |  | &nbsp;&nbsp;&nbsp; $65514 |

---

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

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** | ***Schedule of Centrally Cleared Credit Default Swaps - Buy Protection*** |  |
| *Reference* <br>*Asset*<br>| *Maturity* <br>*Date*<br>| *Notional* <br>*Amount*<br>|  | *Premiums* <br>*Paid/(Received)* <br>| *Unrealized* <br>*Appreciation/* <br>*(Depreciation)* <br>| *Value* |
| iTraxx Crossover Index, Fixed Rate <br>of 5.00%, Paid Quarterly<br>| 12/20/30 | &nbsp;&nbsp; (3100000) | EUR | &nbsp;&nbsp; $(299626) | &nbsp;&nbsp; $33677 | &nbsp;&nbsp; $(265949) |

---

------

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

---

| | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|
| ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> | ***Schedule of Centrally Cleared Credit Default Swaps - Sell Protection***<sup>(1)</sup> |
| *Reference Asset Type/* <br>*Reference Asset*<br>| *S&P* <br>*Credit* <br>*Rating*<br>| *Maturity* <br>*Date*<br>| *Notional* <br>*Amount*<sup>(2)</sup> <br>|  | *Premiums* <br>*Paid/(Received)* <br>| *Unrealized* <br>*Appreciation/* <br>*(Depreciation)*<br>| *Value* |
| *Credit Default Swap Index* |  |  |  |  |  |  |  |
| &nbsp;&nbsp;&nbsp; CDX.NA.HY.45, Fixed Rate <br>of 5.00%, Paid Quarterly<sup>(3)</sup> <br>| NR | &nbsp;&nbsp; 12/20/30 | 8142750 | &nbsp;&nbsp; USD | &nbsp;&nbsp; $576633 | &nbsp;&nbsp; $(135530) | &nbsp;&nbsp; $441103 |

---

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

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

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

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

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

---

| | |
|:---|:---|
| **Average Ending Monthly Value of Derivative Instruments During the Period Ended March 31, 2026** | **Average Ending Monthly Value of Derivative Instruments During the Period Ended March 31, 2026** |
| Credit default swaps: |  |
| Average notional amount - buy protection | $310000 |
| Average notional amount - sell protection | 29792325 |
| Forward foreign currency exchange contracts: |  |
| Average amounts purchased - in USD | 91504935 |
| Average amounts sold - in USD | 414727383 |
| Futures contracts: |  |
| Average notional amount of contracts - long | 27360304 |
| Average notional amount of contracts - short | 5402742 |

---

------

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

---

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

---

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

---

| |
|:---|
| &nbsp;&nbsp; Securities sold under Rule 144A of the Securities Act of 1933, as amended, are subject to legal and/or contractual restrictions on resale <br> and may not be publicly sold without registration under the 1933 Act. Unless otherwise noted, these securities have been determined to be <br> liquid under guidelines established by the Board of Trustees. The total value of 144A securities as of the period ended March 31, 2026 is <br> $129,757,796, which represents 25.8% of net assets.<br>|
| &nbsp;&nbsp; All or a portion of this position is not funded, or has been purchased on a delayed delivery or when-issued basis. If applicable, interest rates <br> will be determined and interest will begin to accrue at a future date.<br>|
| &nbsp;&nbsp; Variable or floating rate security. Rate shown is the current rate as of March 31, 2026. Certain variable rate securities are not based on a <br> published reference rate and spread; they are determined by the issuer or agent and current market conditions. Reference rate is as <br> of reset date and may vary by security, which may not indicate a reference rate and/or spread in their description.<br>|
| Rate shown is the 7-day yield as of March 31, 2026. |
| Loaned security; a portion of the security is on loan at March 31, 2026. |
| &nbsp;&nbsp; Perpetual security. Perpetual securities have no stated maturity date, but they may be called/redeemed by the issuer. The date indicated, if <br> any, represents the next call date.<br>|
| £&nbsp;&nbsp; The Fund may invest in certain securities that are considered affiliated companies. As defined by the Investment Company Act of 1940, as <br> amended, an affiliated company is one in which the Fund owns 5% or more of the outstanding voting securities, or a company which is <br> under common ownership or control.<br>|
| Net of income paid to the securities lending agent and rebates paid to the borrowing counterparties. |

---

------

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

instruments as of March 31, 2026.

---

| | | | |
|:---|:---|:---|:---|
| **Valuation Inputs Summary** | **Valuation Inputs Summary** | **Valuation Inputs Summary** | **Valuation Inputs Summary** |
|  | ***Level 1 -*** <br>***Quoted Prices***<br>| &nbsp;&nbsp; ***Level 2 -*** <br>***Other Significant*** <br>***Observable Inputs***<br>| &nbsp;&nbsp; ***Level 3 -*** <br>***Significant*** <br>***Unobservable Inputs***<br>|
| **Assets** |  |  |  |
| **Investments In Securities:** |  |  |  |
| *Asset-Backed/Commercial Mortgage-Backed Securities* | $- | &nbsp;&nbsp;&nbsp; $51096248 | &nbsp;&nbsp;&nbsp; $- |
| *Bank Loans and Mezzanine Loans* | - | &nbsp;&nbsp;&nbsp; 32108589 | &nbsp;&nbsp;&nbsp; - |
| *Corporate Bonds* | - | &nbsp;&nbsp;&nbsp; 275833057 | &nbsp;&nbsp;&nbsp; - |
| *Foreign Government Bonds* | - | &nbsp;&nbsp;&nbsp; 60436604 | &nbsp;&nbsp;&nbsp; - |
| *Mortgage-Backed Securities* | - | &nbsp;&nbsp;&nbsp; 57276980 | &nbsp;&nbsp;&nbsp; - |
| *Investment Companies* | - | &nbsp;&nbsp;&nbsp; 6159438 | &nbsp;&nbsp;&nbsp; - |
| *Investments Purchased with Cash Collateral from Securities Lending* | - | &nbsp;&nbsp;&nbsp; 1596025 | &nbsp;&nbsp;&nbsp; - |
| Total Investments in Securities | $- | &nbsp;&nbsp;&nbsp; $484506941 | &nbsp;&nbsp;&nbsp; $- |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | - | &nbsp;&nbsp;&nbsp; 7128735 | &nbsp;&nbsp;&nbsp; - |
| *Futures Contracts* | 102015 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *Centrally Cleared Swaps* | - | &nbsp;&nbsp;&nbsp; 33677 | &nbsp;&nbsp;&nbsp; - |
| **Total Assets** | $102015 | &nbsp;&nbsp;&nbsp; $491669353 | &nbsp;&nbsp;&nbsp; $- |
| **Liabilities** |  |  |  |
| **Other Financial Instruments**<sup>(a)</sup>**:** |  |  |  |
| *Forward Foreign Currency Exchange Contracts* | $- | &nbsp;&nbsp;&nbsp; $1787121 | &nbsp;&nbsp;&nbsp; $- |
| *Futures Contracts* | 36501 | &nbsp;&nbsp;&nbsp; - | &nbsp;&nbsp;&nbsp; - |
| *Centrally Cleared Swaps* | - | &nbsp;&nbsp;&nbsp; 135530 | &nbsp;&nbsp;&nbsp; - |
| **Total Liabilities** | $36501 | &nbsp;&nbsp;&nbsp; $1922651 | &nbsp;&nbsp;&nbsp; $- |

---

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

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

------

**Investment Valuation**

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

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

**Valuation Inputs Summary**

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

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

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

rates and similar data.

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

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

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

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

------

The inputs or methodology used for fair valuing securities are not necessarily an indication of the risk associated with investing in those securities. The summary of inputs used as of March 31, 2026 to fair value the Fund's investments in securities and other financial instruments is included in the "Valuation Inputs Summary" in the Notes to Schedule of Investments.

------

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

statements.

125-35-70259 05-26

------

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** Denver

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80206

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

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

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

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

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

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

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

- **b. Date as of which information is reported:** 2026-03-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $509467490.31

**Total Liabilities:** $6328238.85

**Net Assets:** $503139251.46

**Delayed Delivery Securities:** $3865048.84

**Cash Not Reported:** $96137.58

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -490.730000000000 | **1-Year:** -16746.420000000006 | **5-Year:** -77883.010000000020 | **10-Year:** -76167.090000000030 | **30-Year:** -7029.090000000000

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

- **3-Month:** -127.069999999999 | **1-Year:** -9793.859999999999 | **5-Year:** -36984.939999999990 | **10-Year:** -17832.059999999998 | **30-Year:** -3196.310000000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000183913 | 0.32%                | 0.17%                | -1.69%               |
| Class ID C000183914 | 0.25%                | 0.10%                | -1.64%               |
| Class ID C000183915 | 0.33%                | 0.17%                | -1.68%               |
| Class ID C000183916 | 0.34%                | 0.18%                | -1.55%               |
| Class ID C000183917 | 0.34%                | 0.18%                | -1.55%               |
| Class ID C000183919 | 0.29%                | 0.14%                | -1.71%               |
| Class ID C000183920 | 0.32%                | 0.16%                | -1.57%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1438539.00             | $5570082.00                                |
| Month 2  | $545387.00               | $-2582790.00                               |
| Month 3  | $1457398.00              | $-20077328.00                              |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Oracle Corp.                                    | ORCL 5.7 02/04/36                                                                | CUSIP: 68389XDZ5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    772000 | PA      | $742268.97    | 0.15%             | 2036-02-04      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                     | Oracle Corp                                                                      | CUSIP: 68389XEA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1313602.10   | 0.26%             | 2046-02-04      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                               | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1517119.76   | 0.30%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                        | Project Alpha Intermediate Holdings Inc                                          | CUSIP: 74339DAN8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    934646 | PA      | $704171.44    | 0.14%             | 2030-10-28      | Variable      | 6.92%                 | No            |                  2 | On Loan: No      |
| Qnity Electronics Inc.                          | QNTELE 5.75 08/15/32 144A                                                        | CUSIP: 74743LAA8<br>LEI: 254900RSUG4J9TFFZX53 | Long             | DBT              | CORP              | US        |    494000 | PA      | $494588.35    | 0.10%             | 2032-08-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: 87264ABF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1591000 | PA      | $1549428.67   | 0.31%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RABOBANK NEDERLAND AU                           | Cooperatieve Rabobank UA/Australia                                               | CUSIP: QJ6543905<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2000000 | PA      | $1379011.88   | 0.27%             | 2026-05-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PROJECT ALPHA INTERMEDIA                        | Project Alpha Intermediate Holdings Inc                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1300000 | PA      | $755300.00    | 0.15%             | 2033-05-09      | Variable      | 8.70%                 | No            |                  2 | On Loan: No      |
| PAI Partners SAS                                | Financiere Pax SAS                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   2580000 | PA      | $2923192.95   | 0.58%             | 2029-12-31      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| PROAMPAC PG BORROWER LLC                        | Proampac PG Borrower LLC                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |   1560000 | PA      | $1773587.74   | 0.35%             | 2033-03-07      | Variable      | 6.06%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                       | Orange SA                                                                        | CUSIP: AQ6886040<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   5500000 | PA      | $5907729.58   | 1.17%             | 2030-01-16      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ORANGE SA                                       | Orange SA                                                                        | CUSIP: 685218AE9<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1030000 | PA      | $1018486.80   | 0.20%             | 2033-01-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ORANGE SA                                       | Orange SA                                                                        | CUSIP: 685218AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   2434000 | PA      | $2390742.10   | 0.48%             | 2036-01-13      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| PEPSICO INC                                     | PepsiCo Inc                                                                      | CUSIP: AX6137837<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2544000 | PA      | $2637279.87   | 0.52%             | 2031-03-18      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                        | Tesco Corporate Treasury Services                                                | CUSIP: BH9923674<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    967000 | PA      | $1161869.82   | 0.23%             | 2030-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| RENTOKIL INITIAL PLC                            | Rentokil Initial PLC                                                             | CUSIP: BX1120126<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1955000 | PA      | $2504724.20   | 0.50%             | 2032-06-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                              | Pinnacle Bidco PLC                                                               | CUSIP: ZH1602213<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1800000 | PA      | $2147477.90   | 0.43%             | 2028-10-11      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PINNACLE BIDCO PLC                              | Pinnacle Bidco PLC                                                               | CUSIP: ZH0985791<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    569000 | PA      | $780896.11    | 0.16%             | 2028-10-11      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| PINEWOOD FINCO PLC                              | Pinewood Finco PLC                                                               | CUSIP: ZD6875615<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1010000 | PA      | $1304021.89   | 0.26%             | 2030-03-27      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                | T-Mobile USA Inc                                                                 | CUSIP: YR2431041<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2360000 | PA      | $2644686.89   | 0.53%             | 2032-02-11      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Penta CLO                                       | Penta CLO 2021-2A A1R                                                            | CUSIP: BCC3LB469<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1520000 | PA      | $1752706.62   | 0.35%             | 2038-04-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO                                       | Penta CLO 2021-2A BR                                                             | CUSIP: BCC3LB493<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1375000 | PA      | $1571942.12   | 0.31%             | 2038-04-15      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| Sound Point EURO CLO Funding D                  | Sound Point EURO CLO Funding DAC 4A BR                                           | CUSIP: BCC3LB360<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    880000 | PA      | $1010066.05   | 0.20%             | 2039-04-15      | Variable      | 3.72%                 | Yes           |                  2 | On Loan: No      |
| TEAMSYSTEM SPA                                  | TeamSystem SpA                                                                   | CUSIP: YN4653732<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1499000 | PA      | $1628384.99   | 0.32%             | 2032-07-01      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2021-1A AR                                            | CUSIP: BCC3MRFD6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2330000 | PA      | $2690637.84   | 0.53%             | 2039-04-15      | Variable      | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square European CLO                      | Palmer Square European CLO 2021-1A BR                                            | CUSIP: BCC3MRFF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1230000 | PA      | $1413736.65   | 0.28%             | 2039-04-15      | Variable      | 3.97%                 | Yes           |                  2 | On Loan: No      |
| TELEFONICA EMISIONES SAU                        | Telefonica Emisiones SA                                                          | CUSIP: DC9377060<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    200000 | PA      | $223256.80    | 0.04%             | 2099-12-31      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Providus CLO                                    | Providus CLO 14A B                                                               | CUSIP: BCC3S09Z7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1650000 | PA      | $1872000.97   | 0.37%             | 2040-04-18      | Variable      | 3.87%                 | Yes           |                  2 | On Loan: No      |
| Penta CLO S.A.                                  | Penta CLO 2022-11A BRR                                                           | CUSIP: BCC3S7BZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2370000 | PA      | $2733001.29   | 0.54%             | 2039-01-17      | Variable      | 3.79%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $82.93        | 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      | $-9065.44     | -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      | $-36782.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | US T-NOTE ULTRA 10Y                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        43 | NC      | $-36501.45    | -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      | $-41144.12    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-255589.62   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell CHF / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $84321.69     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $56094.23     | 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      | $4757.21      | 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      | $-2610.84     | -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      | $474.83       | 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      | $1111.65      | 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      | $-41838.88    | -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      | $335.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-882.74      | -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      | $-75.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6322.19     | -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      | $72715.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $108.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $639.62       | 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      | $41269.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10077.99    | -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      | $-18037.97    | -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      | $60.89        | 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      | $49.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | LONG GILT FUTURE  Jun26                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |       -57 | NC      | $102015.44    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1289.65      | 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      | $-12297.46    | -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      | $-41.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7219.91      | 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      | $-17115.43    | -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      | $10893.09     | 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      | $-1421.89     | -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      | $142.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $137.97       | 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      | $688058.88    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell CHF / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $188507.26    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1064880.57   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-14426.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $139.59       | 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      | $-1453.07     | -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      | $97604.18     | 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      | $4803.50      | 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      | $167.04       | 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      | $9334.58      | 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      | $68.43        | 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      | $-460.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $48.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T INC                                        | AT&T Inc                                                                         | CUSIP: 00206RCP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1728000 | PA      | $1637907.75   | 0.33%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                      | AbbVie Inc                                                                       | CUSIP: 00287YEG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2770000 | PA      | $2717698.85   | 0.54%             | 2036-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7720.12      | 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      | $-55.78       | -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      | $-7168.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1201.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $7695.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5142.50      | 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      | $205.36       | 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      | $169.67       | 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      | $36299.08     | 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      | $-385317.93   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-26369.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-208.49      | -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      | $-21813.43    | -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      | $1278.07      | 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      | $279.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-273.32      | -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      | $418.44       | 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      | $27.64        | 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      | $-1303.57     | -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      | $-62677.58    | -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      | $-6957.76     | -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      | $-6254.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $5684.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $60532.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-49884.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL                                | Allied Universal Holdco LLC / Allied Universal Finance Corp                      | CUSIP: 019576AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2014000 | PA      | $2041555.55   | 0.41%             | 2030-06-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                                   | CUSIP: 023135DE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1293000 | PA      | $1280555.42   | 0.25%             | 2033-03-13      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-20.90       | -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      | $1277.50      | 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      | $12222.36     | 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      | $-17027.26    | -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      | $158052.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                  | Amazon.com Inc                                                                   | CUSIP: 023135DF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    991000 | PA      | $981968.26    | 0.20%             | 2036-03-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                           | Atlassian Corp                                                                   | CUSIP: 049468AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1683000 | PA      | $1693108.99   | 0.34%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-4058.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-91.45       | -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      | $167.12       | 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      | $63.62        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $541.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1109.11      | 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      | $-1363.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VMWARE LLC                                      | VMware Inc                                                                       | CUSIP: 928563AL9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4877000 | PA      | $4280623.47   | 0.85%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $68390.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VZ SECURED FINANCING BV                         | VZ Secured Financing BV                                                          | CUSIP: 91845AAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1190000 | PA      | $1121698.64   | 0.22%             | 2033-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| VIRGIN MEDIA O2 V DAC                           | Virgin Media 02 Vendor Financing Notes DAC                                       | CUSIP: YT9133448<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   2450000 | PA      | $2872104.95   | 0.57%             | 2032-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ATLASSIAN CORPORATION                           | Atlassian Corp                                                                   | CUSIP: 049468AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1688204.23   | 0.34%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: 902613AV0<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   1183000 | PA      | $1234244.70   | 0.25%             | 2034-01-12      | Fixed         | 5.96%                 | Yes           |                  2 | On Loan: No      |
| United Rentals (North America), Inc.            | URI 5.375 11/15/33 144A                                                          | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |   2511000 | PA      | $2441645.18   | 0.49%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Verde Purchaser LLC                             | VRTV 10.5 11/30/30 144A                                                          | CUSIP: 92339LAA0<br>LEI: 2549004HFEKMUGBG3Z35 | Long             | DBT              | CORP              | US        |   2237000 | PA      | $2324797.78   | 0.46%             | 2030-11-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $773.11       | 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      | $-36.61       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| VERTIV GROUP CORPORATION                        | Vertiv Group Corp                                                                | CUSIP: 92535UAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1768659.37   | 0.35%             | 2028-11-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Advent International LP                         | Lavender Dutch BorrowerCo BV                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | NL        |   2130000 | PA      | $2438122.34   | 0.48%             | 2032-12-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| VODAFONE GROUP PLC                              | Vodafone Group PLC                                                               | CUSIP: YK0050830<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1600000 | PA      | $1785282.73   | 0.35%             | 2055-09-13      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| TUPLE DEBTCO LTD                                | Tuple Debtco Ltd                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | GB        |   1720000 | PA      | $1890890.81   | 0.38%             | 2033-01-28      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: ZF0973692<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   4180000 | PA      | $4879354.02   | 0.97%             | 2033-06-09      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| VEOLIA ENVIRONNEMENT SA                         | Veolia Environnement SA                                                          | CUSIP: YK2152071<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1200000 | PA      | $1345229.29   | 0.27%             | 2099-12-31      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| UNIPOL ASSICURAZIONI SPA                        | Unipol Assicurazioni SpA                                                         | CUSIP: DC9810599<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2020000 | PA      | $2264698.09   | 0.45%             | 2099-12-31      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                        | Albion Financing 1 Sarl / Aggreko Holdings Inc                                   | CUSIP: 01330AAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1108000 | PA      | $1132417.00   | 0.23%             | 2030-05-21      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ALLIED UNI HLD / ALL FIN                        | Atlas LuxCo 4 Sarl / Allied Universal Holdco LLC / Allied Universal Finance Corp | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |   1362000 | PA      | $1330695.06   | 0.26%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                     | CUSIP: 06738ECN3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1259000 | PA      | $1373260.55   | 0.27%             | 2099-12-31      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| TESCO PLC                                       | Tesco PLC                                                                        | CUSIP: 881575AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    903000 | PA      | $921454.20    | 0.18%             | 2037-11-15      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: —       |
| Teva Pharmaceutical Finance Netherlands IV B.V. | TEVA 5.75 12/01/30                                                               | CUSIP: 881937AA4<br>LEI: 549300GKSD1RG56QRY33 | Long             | DBT              | CORP              | NL        |    504000 | PA      | $510396.26    | 0.10%             | 2030-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UBS GROUP AG                                    | UBS Group AG                                                                     | CUSIP: 902613BF4<br>LEI: N/A                  | Long             | DBT              | CORP              | CH        |   1268000 | PA      | $1351466.38   | 0.27%             | 2099-12-31      | Variable      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| TESCO PROPERTY FIN 3 PLC                        | Tesco Property Finance 3 PLC                                                     | CUSIP: EI3117419<br>LEI: N/A                  | Long             | ABS-O            | CORP              | GB        |   4683839 | PA      | $6085956.78   | 1.21%             | 2040-04-13      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                       | Aviva PLC                                                                        | CUSIP: BJ7363341<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2320000 | PA      | $2563889.31   | 0.51%             | 2055-06-03      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FNC NL II                            | Teva Pharmaceutical Industries Ltd                                               | CUSIP: BS1759429<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1879000 | PA      | $2170420.49   | 0.43%             | 2030-05-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| UNITED UTILITIES WAT FIN                        | United Utilities Water Finance PLC                                               | CUSIP: ZJ0352816<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2034000 | PA      | $2615342.24   | 0.52%             | 2036-06-26      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AIB GROUP PLC                                   | AIB Group PLC                                                                    | CUSIP: ZB6532954<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1130000 | PA      | $1362814.37   | 0.27%             | 2099-12-31      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| VERISURE HOLDING AB                             | Verisure Holding AB                                                              | CUSIP: ZB7814146<br>LEI: N/A                  | Long             | DBT              | CORP              | SE        |   4095000 | PA      | $4830048.62   | 0.96%             | 2030-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $41.74        | 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      | $-283.19      | -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      | $-101558.43   | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell NZD / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $11458.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Inc.                                        | HCA 5.6 04/01/34                                                                 | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    891000 | PA      | $909927.22    | 0.18%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                         | HCA Inc                                                                          | CUSIP: 404119DB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2104000 | PA      | $2163234.16   | 0.43%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                      | Intel Corp                                                                       | CUSIP: 458140BZ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2757000 | PA      | $2710739.36   | 0.54%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                        | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6267000 | PA      | $5265075.28   | 1.05%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                        | Tesco Corporate Treasury Services                                                | CUSIP: YX1257303<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2031000 | PA      | $2552091.63   | 0.51%             | 2034-05-22      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AVIVA PLC                                       | Aviva PLC                                                                        | CUSIP: YV6181932<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2390000 | PA      | $3123736.51   | 0.62%             | 2054-09-14      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| ALMAVIVA THE ITALIAN INN                        | Almaviva - The Italian Innovation Co SpA                                         | CUSIP: YU6544230<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |    438000 | PA      | $479688.27    | 0.10%             | 2030-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                       | Avoca CLO 32A A1                                                                 | CUSIP: BCC3L27Q2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1530000 | PA      | $1759638.81   | 0.35%             | 2039-04-15      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Avoca CLO                                       | Avoca CLO 32A B                                                                  | CUSIP: BCC3L27S8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    960000 | PA      | $1100958.61   | 0.22%             | 2039-04-15      | Variable      | 3.67%                 | Yes           |                  2 | On Loan: No      |
| ALBION FINANCING 1SARL /                        | Albion Financing 1 Sarl / Aggreko Holdings Inc                                   | CUSIP: YO4261625<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1083000 | PA      | $1254380.41   | 0.25%             | 2030-05-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| TEVA PHARM FIN IV                               | Teva Pharmaceutical Finance Netherlands II BV                                    | CUSIP: YO6732284<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2020000 | PA      | $2301457.03   | 0.46%             | 2031-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Avoca CLO                                       | Avoca CLO 33X B                                                                  | CUSIP: BCC3NJX43<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1730000 | PA      | $1991753.47   | 0.40%             | 2038-10-15      | Variable      | 3.94%                 | No            |                  2 | On Loan: No      |
| ION PLATFORM FINANCE US                         | ION Platform Finance US Inc                                                      | CUSIP: 46205QAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2229194.19   | 0.44%             | 2032-09-30      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| IQVIA INC                                       | IQVIA Inc                                                                        | CUSIP: 46266TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2747000 | PA      | $2736614.69   | 0.54%             | 2027-05-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ANGLIAN WATER OSPREY FIN                        | Anglian Water Osprey Financing PLC                                               | CUSIP: YL4390388<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1885000 | PA      | $2516157.21   | 0.50%             | 2031-08-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| AEGIS LUX                                       | Aegis Lux 1A Sarl                                                                | CUSIP: YJ4150837<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   3090000 | PA      | $3525220.25   | 0.70%             | 2031-10-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                             | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2987000 | PA      | $2954236.94   | 0.59%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| LEIA FINCO US LLC                               | Leia Finco US LLC                                                                | CUSIP: 52526CAB5<br>LEI: N/A                  | Long             | LON              | CORP              | GB        |   1588000 | PA      | $1516746.44   | 0.30%             | 2031-10-09      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| UNITED GROUP BV                                 | United Group BV                                                                  | CUSIP: DC1812668<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    990000 | PA      | $1110061.48   | 0.22%             | 2032-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| UNITED GROUP BV                                 | United Group BV                                                                  | CUSIP: DC9404385<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   3040000 | PA      | $3454612.43   | 0.69%             | 2033-01-31      | Variable      | 5.23%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                    | Alphabet Inc                                                                     | CUSIP: 02079KBS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3075000 | PA      | $3948603.75   | 0.78%             | 2032-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                    | Alphabet Inc                                                                     | CUSIP: 02079KBT3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2490000 | PA      | $3135364.19   | 0.62%             | 2041-11-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Liquidity Fund LLC         | Janus Henderson Cash Liquidity Fund LLC                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   6159438 | NS      | $6159438.00   | 1.22%             |  |  |  | No            |                  2 | On Loan: No      |
| LONZA FINANCE INTL NV                           | Lonza Finance International NV                                                   | CUSIP: ZB5228372<br>LEI: N/A                  | Long             | DBT              | CORP              | BE        |   1810000 | PA      | $2047173.47   | 0.41%             | 2036-04-24      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| KI KNIGHT FRANCE BIDCO                          | KI Knight France Bidco SAS                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | FR        |   1660000 | PA      | $1899001.02   | 0.38%             | 2032-10-27      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                       | Danone SA                                                                        | CUSIP: YQ9137163<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1900000 | PA      | $2164924.51   | 0.43%             | 2033-04-07      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                    | Dayforce Inc                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |    863000 | PA      | $815293.36    | 0.16%             | 2033-02-04      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| ESAB CORP                                       | ESAB Corp                                                                        | CUSIP: 29605JAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    885000 | PA      | $891203.85    | 0.18%             | 2031-04-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140QUA71<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5300762 | PA      | $5260366.81   | 1.05%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W0LV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4403090 | PA      | $4495143.56   | 0.89%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DANONE SA                                       | DANONE SA                                                                        | CUSIP: DH3594784<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |    800000 | PA      | $1059063.85   | 0.21%             | 2032-10-01      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HOWDEN UK REFINANCE / US                        | Howden UK Refinance PLC / Howden UK Refinance 2 PLC / Howden US Refinance LLC    | CUSIP: 44287GAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1695000 | PA      | $1709273.60   | 0.34%             | 2031-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W15K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9905554 | PA      | $10125841.21  | 2.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140W4F69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8275831 | PA      | $8459874.76   | 1.68%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140XRR72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5647368 | PA      | $5757281.85   | 1.14%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Y8BN5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11165305 | PA      | $11400247.88  | 2.27%             | 2056-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kioxia Holdings Corp.                           | KIOXIA 6.625 07/24/33 144A                                                       | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |   3935000 | PA      | $4044490.78   | 0.80%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HALEON NL CAPITAL BV                            | Haleon Netherlands Capital BV                                                    | CUSIP: BV4437604<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2573000 | PA      | $2619298.63   | 0.52%             | 2034-03-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                         | CUSIP: ZM3228156<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1836000 | PA      | $2521338.27   | 0.50%             | 2099-12-31      | Variable      | 8.50%                 | No            |                  2 | On Loan: No      |
| J SAINSBURY PLC                                 | J Sainsbury PLC                                                                  | CUSIP: YS7672241<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1428000 | PA      | $1844840.90   | 0.37%             | 2035-01-29      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                      | Fannie Mae Pool                                                                  | CUSIP: 3140Y8EC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5562003 | PA      | $5548823.80   | 1.10%             | 2056-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GR5Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   4061965 | PA      | $4031010.27   | 0.80%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                        | Lloyds Banking Group PLC                                                         | CUSIP: YR7944840<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1103000 | PA      | $1450644.32   | 0.29%             | 2099-12-31      | Variable      | 7.50%                 | No            |                  2 | On Loan: No      |
| Cordatus CLO PLC                                | Cordatus CLO PLC 35A B                                                           | CUSIP: BCC3M65R2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1330000 | PA      | $1529600.37   | 0.30%             | 2038-08-20      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                     | Freddie Mac Pool                                                                 | CUSIP: 3142GSMD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   2215271 | PA      | $2198389.51   | 0.44%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MSCI Inc.                                       | MSCI 4 11/15/29 144A                                                             | CUSIP: 55354GAH3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |   2026000 | PA      | $1967872.12   | 0.39%             | 2029-11-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL                          | Mondelez International Inc                                                       | CUSIP: 609207BE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1099000 | PA      | $1074844.32   | 0.21%             | 2034-08-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MOZART DEBT MERGER SUB                          | Mozart Debt Merger Sub Inc                                                       | CUSIP: 62482BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2872000 | PA      | $2778263.09   | 0.55%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| NASDAQ INC                                      | Nasdaq Inc                                                                       | CUSIP: 63111XAH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    773000 | PA      | $788835.22    | 0.16%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                      | Nasdaq Inc                                                                       | CUSIP: 63111XAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    744000 | PA      | $765339.13    | 0.15%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                               | Iron Mountain Inc                                                                | CUSIP: YL8988187<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2407000 | PA      | $2588470.80   | 0.51%             | 2034-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| HEATHROW FUNDING LTD                            | Heathrow Funding Ltd                                                             | CUSIP: YI5286483<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |   1180000 | PA      | $1497547.93   | 0.30%             | 2034-02-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux Finco Sarl                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1380000 | PA      | $1567667.11   | 0.31%             | 2032-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| GATEGROUP FINANCE INTERN                        | Gategroup Finance International Sarl                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2190000 | PA      | $2515154.05   | 0.50%             | 2032-06-10      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                | Deutsche Bank AG                                                                 | CUSIP: ZB0357382<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1700000 | PA      | $1983968.65   | 0.39%             | 2030-04-04      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| EDP SA                                          | EDP SA                                                                           | CUSIP: DA7845773<br>LEI: N/A                  | Long             | DBT              | CORP              | PT        |   1500000 | PA      | $1665773.08   | 0.33%             | 2055-12-02      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAL3<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    640000 | PA      | $609167.62    | 0.12%             | 2029-06-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: —       |
| Garda World Security Corporation                | GWCN 8.375 11/15/32 144A                                                         | CUSIP: 36485MAP4<br>LEI: 549300ZF1NDXLMCHNO20 | Long             | DBT              | CORP              | CA        |   1900000 | PA      | $1901290.10   | 0.38%             | 2032-11-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| GARDA WORLD SECURITY                            | Garda World Security Corp                                                        | CUSIP: 36485MAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |    858000 | PA      | $869889.31    | 0.17%             | 2031-01-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux Finco Sarl                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   2520000 | PA      | $2856784.39   | 0.57%             | 2031-09-30      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| MONDI FINANCE PLC                               | Mondi Finance PLC                                                                | CUSIP: YX2468875<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2439000 | PA      | $2772187.25   | 0.55%             | 2032-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG                                | Deutsche Bank AG                                                                 | CUSIP: YR6320539<br>LEI: N/A                  | Long             | DBT              | CORP              | DE        |   1100000 | PA      | $1445976.73   | 0.29%             | 2029-02-26      | Floating      | 5.00%                 | No            |                  2 | On Loan: No      |
| FRONERI LUX FINCO SARL                          | Froneri Lux Finco Sarl                                                           | CUSIP: YM2143407<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    939000 | PA      | $1025106.12   | 0.20%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GRUPPO SAN DONATO SPA                           | Gruppo San Donato SpA                                                            | CUSIP: YJ1229055<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   2900000 | PA      | $3250970.78   | 0.65%             | 2031-10-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| FABBRICA ITA SINTETICI                          | FIS Fabbrica Italiana Sintetici SpA                                              | CUSIP: YI4040550<br>LEI: N/A                  | Long             | DBT              | CORP              | IT        |   1510000 | PA      | $1710947.08   | 0.34%             | 2031-02-05      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Buy Protection on ITRX XOVER CDSI GEN 5Y corp.Dec.                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |  -3100000 | OU      | $-259977.46   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell Protection on CDX HY CDSI S45 5Y.Dec.2030                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   3069000 | OU      | $161618.33    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell Protection on CDX HY CDSI S45 5Y.Dec.2030                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2536875 | OU      | $133595.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell Protection on CDX HY CDSI S45 5Y.Dec.2030                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | US        |   2536875 | OU      | $133595.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1373.24     | -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      | $87595.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $57181.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-125563.63   | -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      | $-1204.88     | -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      | $55810.07     | 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      | $677.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                         | Dell International LLC / EMC Corp                                                | CUSIP: 24703DBN0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    779000 | PA      | $786012.34    | 0.16%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                              | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3173000 | PA      | $3138460.02   | 0.62%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $37296.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2018.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                               | LPLA 6 05/20/34                                                                  | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |   1881000 | PA      | $1918529.24   | 0.38%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MARS INC                                        | Mars Inc                                                                         | CUSIP: 571676BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1109000 | PA      | $1119558.51   | 0.22%             | 2035-03-01      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-10177.91    | -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      | $80.26        | 0.00%             |  |  |  | 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        |   4649857 | PA      | $4635907.07   | 0.92%             | 2031-09-30      | Floating      | 5.45%                 | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                     | Deuce Finco PLC                                                                  | CUSIP: DA2590325<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2520000 | PA      | $3284019.82   | 0.65%             | 2031-11-20      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-718.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-157.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                           | Novartis Capital Corp                                                            | CUSIP: 66989HBJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1287000 | PA      | $1283920.51   | 0.26%             | 2036-03-18      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $49981.96     | 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      | $-69.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| DEUCE FINCO                                     | Deuce Finco PLC                                                                  | CUSIP: DA2590374<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1210000 | PA      | $1394991.44   | 0.28%             | 2032-11-22      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| MKS INC                                         | MKS Inc                                                                          | CUSIP: YI4245548<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2420000 | PA      | $2672066.23   | 0.53%             | 2034-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1379.11     | -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      | $-813.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA CORP                                     | NVIDIA Corp                                                                      | CUSIP: 67066GAN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    719000 | PA      | $644023.54    | 0.13%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RENTOKIL TERMINIX LLC                           | Rentokil Terminix LLC                                                            | CUSIP: 760130AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1796000 | PA      | $1803132.81   | 0.36%             | 2030-04-28      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| SV RNO Property Owner 1 LLC                     | TRACTC 5.875 03/01/31 144A                                                       | CUSIP: 78488XAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1610000 | PA      | $1591473.02   | 0.32%             | 2031-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SERVICE CORP INTL                               | Service Corp International/US                                                    | CUSIP: 817565CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5903000 | PA      | $5502395.86   | 1.09%             | 2031-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                    | ORCL 5.2 09/26/35                                                                | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    943000 | PA      | $884529.25    | 0.18%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SERVICE CORP INTL                               | Service Corp International/US                                                    | CUSIP: 817565CH5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1732000 | PA      | $1728667.98   | 0.34%             | 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        |   3070000 | PA      | $3138493.36   | 0.62%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| 1011778 BC / NEW RED FIN                        | 1011778 BC ULC / New Red Finance Inc                                             | CUSIP: 68245XAM1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |   2946000 | PA      | $2769019.64   | 0.55%             | 2030-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $4737.56      | 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      | $4963.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SYNOPSYS INC                                    | Synopsys Inc                                                                     | CUSIP: 871607AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   2189000 | PA      | $2193185.54   | 0.44%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| OEP Holdings LLC                                | SGB-SMIT Midco GmbH                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1010000 | PA      | $1168221.04   | 0.23%             | 2033-03-10      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| TESCO CORP TREASURY SERV                        | Tesco Corporate Treasury Services                                                | CUSIP: BN6464562<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1789000 | PA      | $1874300.13   | 0.37%             | 2029-07-27      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Cairn CLO BV                                    | Cairn CLO BV 2024-19A A                                                          | CUSIP: BCC3J2M54<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2750000 | PA      | $3167441.09   | 0.63%             | 2039-04-15      | Variable      | 3.32%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                            | Speedster Bidco GmbH                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1260000 | PA      | $1387925.06   | 0.28%             | 2031-12-10      | Variable      | 5.31%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                     | Swiss Confederation Government Bond                                              | CUSIP: EK9112641<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |   4914000 | PA      | $6242906.91   | 1.24%             | 2030-05-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SYNTEGON TOPCO GMBH                             | Syntegon TopCo GmbH                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | LU        |   1350000 | PA      | $1549080.07   | 0.31%             | 2032-12-29      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| ODIDO HOLD BV                                   | Odido Holding BV                                                                 | CUSIP: BS9025161<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |    991000 | PA      | $1115182.75   | 0.22%             | 2029-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SWITZERLAND                                     | Swiss Confederation Government Bond                                              | CUSIP: BP9778252<br>LEI: N/A                  | Long             | DBT              | NUSS              | CH        |  11237000 | PA      | $13941611.23  | 2.77%             | 2035-06-23      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                              | CUSIP: ZN7169537<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1000000 | PA      | $1173802.04   | 0.23%             | 2030-12-06      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                                | Societe Generale SA                                                              | CUSIP: ZH0428271<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1600000 | PA      | $1902463.92   | 0.38%             | 2029-09-28      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| NEW ZEALAND GOVERNMENT                          | New Zealand Government Bond                                                      | CUSIP: AR6702898<br>LEI: N/A                  | Long             | DBT              | NUSS              | NZ        |  30331000 | PA      | $17000656.60  | 3.38%             | 2029-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sound Point EURO CLO Funding D                  | Sound Point EURO CLO Funding DAC 14A A                                           | CUSIP: BCC3KVS60<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   3050000 | PA      | $3507245.50   | 0.70%             | 2039-04-20      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| OPAL BIDCO SAS                                  | Opal Bidco SAS                                                                   | CUSIP: YQ6351973<br>LEI: N/A                  | Long             | DBT              | CORP              | FR        |   1378000 | PA      | $1554375.72   | 0.31%             | 2032-03-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cairn CLO BV                                    | Cairn CLO BV 2023-17A BR                                                         | CUSIP: BCC3L1404<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2080000 | PA      | $2378530.05   | 0.47%             | 2039-01-18      | Variable      | 3.73%                 | Yes           |                  2 | On Loan: No      |
| Capital Four CLO                                | Capital Four CLO 7A BR                                                           | CUSIP: BCC3S7933<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   1950000 | PA      | $2243936.90   | 0.45%             | 2039-04-25      | Variable      | 3.77%                 | Yes           |                  2 | On Loan: No      |
| BERRY GLOBAL INC                                | Berry Global Inc                                                                 | CUSIP: 08576PAQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1132000 | PA      | $1157724.56   | 0.23%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1178000 | PA      | $1228813.10   | 0.24%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Sound Point EURO CLO Funding D                  | Sound Point EURO CLO Funding DAC 15A A                                           | CUSIP: BCC3LR233<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2630000 | PA      | $3039515.02   | 0.60%             | 2039-07-20      | Variable      | 3.36%                 | Yes           |                  2 | On Loan: No      |
| SPEEDSTER BIDCO GMBH                            | Speedster Bidco GmbH                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | DE        |   1791011 | PA      | $1711544.08   | 0.34%             | 2031-12-11      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| NASDAQ INC                                      | Nasdaq Inc                                                                       | CUSIP: ZJ0719808<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1100000 | PA      | $1319662.55   | 0.26%             | 2032-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROSSINI SARL                                    | Rossini Sarl                                                                     | CUSIP: YW2572314<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1354000 | PA      | $1608250.47   | 0.32%             | 2029-12-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| SW (FINANCE) I PLC                              | SW Finance I PLC                                                                 | CUSIP: YU7550285<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1829000 | PA      | $2527262.32   | 0.50%             | 2031-10-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                        | Charter Communications Operating LLC / Charter Communications Operating Capital  | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3890000 | PA      | $4038418.59   | 0.80%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ciena Corporation                               | CIEN 4 01/31/30 144A                                                             | CUSIP: 171779AL5<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | DBT              | CORP              | US        |   1724000 | PA      | $1639643.30   | 0.33%             | 2030-01-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                  | CRWV 9.25 06/01/30 144A                                                          | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |   1123000 | PA      | $1091173.51   | 0.22%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Crowdstrike Holdings Inc                        | CRWD 3 02/15/29                                                                  | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |   1749000 | PA      | $1663695.85   | 0.33%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RRE Loan Management                             | RRE Loan Management 24A A1                                                       | CUSIP: BCC3KYTD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   3050000 | PA      | $3505552.51   | 0.70%             | 2040-04-16      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                 | Ravensdale Park CLO DAC 1A A                                                     | CUSIP: BCC3KY2L9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    910000 | PA      | $1046111.51   | 0.21%             | 2038-04-26      | Variable      | 3.20%                 | Yes           |                  2 | On Loan: No      |
| SEB Funding LLC                                 | Ravensdale Park CLO DAC 1A B1                                                    | CUSIP: BCC3KY2M7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    780000 | PA      | $892421.22    | 0.18%             | 2038-04-26      | Variable      | 3.68%                 | Yes           |                  2 | On Loan: No      |
| SIG COMBIBLOC PURCHASER                         | SIG Combibloc PurchaseCO Sarl                                                    | CUSIP: YQ1697230<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |   1920000 | PA      | $2189939.60   | 0.44%             | 2030-03-19      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| SUNRISE FINCO I BV                              | Sunrise Finco I BV                                                               | CUSIP: YO7478739<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2260000 | PA      | $2552023.11   | 0.51%             | 2032-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NATWEST GROUP PLC                               | Natwest Group PLC                                                                | CUSIP: YK0060805<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    800000 | PA      | $1047475.62   | 0.21%             | 2099-12-31      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $59372.16     | 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      | $1958054.68   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                | Crown Castle International Corp                                                  | CUSIP: 22822VAT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4508000 | PA      | $3981304.71   | 0.79%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| YUM! BRANDS INC                                 | Yum! Brands Inc                                                                  | CUSIP: 988498AR2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1375000 | PA      | $1364040.18   | 0.27%             | 2032-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BUNDESOBLIGATION                                | Federal Republic of Germany Bond                                                 | CUSIP: YN9615702<br>LEI: N/A                  | Long             | DBT              | NUSS              | DE        |   8563773 | PA      | $9683928.02   | 1.92%             | 2030-10-10      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                        | Kingdom of Spain Government Bond                                                 | CUSIP: YS8297204<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |   4946000 | PA      | $5597934.80   | 1.11%             | 2035-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| BONOS Y OBLIG DEL ESTADO                        | Kingdom of Spain Government Bond                                                 | CUSIP: YO9201485<br>LEI: N/A                  | Long             | DBT              | NUSS              | ES        |   7046000 | PA      | $7969566.05   | 1.58%             | 2035-10-31      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| COOPERATIEVE RABOBANK UA                        | Cooperatieve Rabobank UA                                                         | CUSIP: 74977RDP6<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   2906000 | PA      | $2721508.87   | 0.54%             | 2033-04-06      | Variable      | 3.76%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell AUD / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $34763.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11752.96    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BRITISH TELECOMMUNICATIO                        | British Telecommunications PLC                                                   | CUSIP: EG5684642<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1862000 | PA      | $2515894.82   | 0.50%             | 2037-06-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                | BUPA Finance PLC                                                                 | CUSIP: BK1442528<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1826000 | PA      | $2061890.55   | 0.41%             | 2035-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-221.84      | -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      | $1406.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BUPA FINANCE PLC                                | BUPA Finance PLC                                                                 | CUSIP: BR4400437<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   4705000 | PA      | $5083949.42   | 1.01%             | 2099-12-31      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                    | Barclays PLC                                                                     | CUSIP: ZD7631280<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    317000 | PA      | $415644.26    | 0.08%             | 2035-03-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| COTY INC                                        | Coty Inc                                                                         | CUSIP: YX2447002<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1271000 | PA      | $1470192.90   | 0.29%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| YORKSHIRE WATER FINANCE                         | Yorkshire Water Finance PLC                                                      | CUSIP: YV6460682<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1886000 | PA      | $2515481.12   | 0.50%             | 2034-11-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $688.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RRE Loan Management                             | RRE Loan Management 18A A2R                                                      | CUSIP: BCC3S6D55<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |    900000 | PA      | $1035358.64   | 0.21%             | 2038-04-15      | Variable      | 3.60%                 | Yes           |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-11242.62    | -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      | $-27356.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ZIGGO BOND CO BV                                | Ziggo Bond Co BV                                                                 | CUSIP: YU2103973<br>LEI: N/A                  | Long             | DBT              | CORP              | NL        |   1268000 | PA      | $1243636.66   | 0.25%             | 2032-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                           | Belron UK Finance PLC                                                            | CUSIP: YU1826921<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   2173000 | PA      | $2514589.03   | 0.50%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Voya Euro CLO                                   | Voya Euro CLO 8A A                                                               | CUSIP: BCC3J2504<br>LEI: N/A                  | Long             | ABS-O            | CORP              | IE        |   2750000 | PA      | $3176663.48   | 0.63%             | 2039-01-17      | Variable      | 3.30%                 | Yes           |                  2 | On Loan: No      |
| CARNIVAL PLC                                    | Carnival PLC                                                                     | CUSIP: YN8739875<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1434000 | PA      | $1613581.95   | 0.32%             | 2031-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-177.02      | -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      | $710.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-24504.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-799.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CELLNEX FINANCE CO SA                           | Cellnex Finance Co SA                                                            | CUSIP: DC8468423<br>LEI: N/A                  | Long             | DBT              | CORP              | ES        |    800000 | PA      | $889601.52    | 0.18%             | 2031-01-19      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $1224.86      | 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      | $-579.86      | -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      | $217.83       | 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      | $-76683.71    | -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      | $-87.59       | -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      | $-3453.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $53053.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-83248.28    | -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      | $-4347.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-793.91      | -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      | $253100.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy GBP                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-1191.44     | -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      | $661.22       | 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      | $-51787.12    | -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      | $1149365.14   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell AUD / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-6912.82     | -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      | $182364.24    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell GBP / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $159814.00    | 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      | $185960.02    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-44794.51    | -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      | $-103828.42   | -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      | $-1987.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell USD / Buy EUR                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $-2394.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Sell EUR / Buy USD                                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         1 | NC      | $71121.72     | 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      | $3473.16      | 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      | $-744.73      | -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      | $-124.01      | -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      | $-20916.15    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                             | Royal Bank of Canada                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             | CORP              | US        |    319205 | PA      | $319205.00    | 0.06%             | 2026-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Janus Henderson Cash Collateral Fund LLC        | Janus Henderson Cash Collateral Fund LLC                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | PF                | US        |   1276820 | NS      | $1276820.00   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Australia Dollar Cash Balance                   | Australia Dollar Cash Balance                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | AU        |       399 | OU      | $399.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom Pound Cash Balance               | United Kingdom Pound Cash Balance                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | GB        |     12436 | OU      | $12436.14     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada Dollar Cash Balance                      | Canada Dollar Cash Balance                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | CA        |        48 | OU      | $48.33        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Euro Member Countries Cash Balance              | Euro Member Countries Cash Balance                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | STIV             |  | XX        |    232810 | OU      | $232810.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-15

**Name of Applicant:** JANUS INVESTMENT FUND

**Signature:** JESPER NERGAARD

**Name of Signer:** JESPER NERGAARD

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