Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - US Advisor
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For Financial Professionals in the US

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 12/26/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $45,006,222 $45,006,222 1.58 $44,016,420
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,156,402 $34,156,402 1.20 $33,658,762
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 542,500 $27,551,172 $27,551,172 0.97 $27,417,950
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $27,190,675 $27,190,675 0.96 $26,483,595
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $26,199,734 $26,199,734 0.92 $26,058,869
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,910,434 $25,910,434 0.91 $25,712,391
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,699,805 $25,699,805 0.91 $25,170,152
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,138,037 $24,138,037 0.85 $23,664,885
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $23,769,066 $23,769,066 0.84 $23,187,756
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - - 23,251,403 $23,494,079 $23,494,079 0.83 $23,385,598
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,287,168 $23,287,168 0.82 $23,156,273
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,158,016 $23,158,016 0.82 $23,031,325
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,408,367 $22,408,367 0.78 $21,904,114
BX Trust 2025-ROIC A 4.89395% 15-FEB-2042, 4.89%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,947,680 $20,947,680 0.73 $20,906,126
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,859,221 $20,859,221 0.73 $20,797,474
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $20,660,983 $20,660,983 0.72 $20,123,739
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,412,624 $20,412,624 0.71 $20,152,535
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,289,212 $20,289,212 0.71 $20,155,045
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,727,579 $19,727,579 0.69 $19,499,729
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,617,564 $19,617,564 0.68 $19,299,947
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,580,178 $19,580,178 0.68 $19,330,633
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,464,791 $19,464,791 0.68 $19,238,039
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $19,368,270 $19,368,270 0.68 $19,316,761
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,072,355 $19,072,355 0.67 $18,751,419
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,980,094 $17,980,094 0.63 $17,700,996
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,972,255 $17,972,255 0.63 $17,641,622
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,679,775 $17,679,775 0.62 $17,411,200
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,460,178 $17,460,178 0.61 $17,290,264
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,400,617 $17,400,617 0.61 $17,295,859
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,354,531 $17,354,531 0.61 $17,200,571
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,317,887 $17,317,887 0.60 $17,100,565
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,303,853 $17,303,853 0.60 $17,038,008
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,120,628 $17,120,628 0.60 $17,088,136
NOW Trust 2024-1 A 4.9475% 14-JUN-2032, 4.95%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 25,210,062 $17,043,536 $17,043,536 0.60 $17,011,409
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,937,623 $16,937,623 0.59 $16,811,132
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,557,018 $16,557,018 0.58 $16,408,374
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,963,743 $15,963,743 0.56 $15,803,035
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,383,386 $15,383,386 0.54 $15,286,054
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,373,254 $15,373,254 0.54 $15,201,743
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,348,803 $15,348,803 0.54 $15,084,675
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,180,329 $15,180,329 0.53 $15,010,209
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,137,786 $15,137,786 0.53 $14,996,848
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,118,556 $15,118,556 0.53 $15,091,830
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,082,332 $15,082,332 0.53 $15,000,554
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $15,015,250 $15,015,250 0.52 $14,707,526
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,978,560 $14,978,560 0.52 $14,731,635
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,653,798 $14,653,798 0.51 $14,449,837
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,603,257 $14,603,257 0.51 $14,450,339
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,541,511 $14,541,511 0.51 $14,412,984
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,256,701 $14,256,701 0.50 $14,076,966
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,136,555 $14,136,555 0.49 $13,993,784
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,116,479 $14,116,479 0.49 $14,023,502
UBS AG Stamford Branch FRN 17-MAY-2027, 4.27%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,032,216 $14,032,216 0.49 $13,962,510
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,990,592 $13,990,592 0.49 $13,697,453
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 13,831,000 $13,962,904 $13,962,904 0.49 $13,881,167
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,885,077 $13,885,077 0.48 $13,860,153
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,846,055 $13,846,055 0.48 $13,609,709
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,835,122 $13,835,122 0.48 $13,810,628
NOW Trust 2025-1 A 4.6975% 14-FEB-2034, 4.70%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 20,410,215 $13,745,002 $13,745,002 0.48 $13,720,306
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,720,896 $13,720,896 0.48 $13,657,653
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,682,095 $13,682,095 0.48 $13,659,893
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.5718% 25-OCT-2041, 5.37%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 13,521,204 $13,627,109 $13,627,109 0.48 $13,556,975
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,523,861 $13,523,861 0.47 $13,429,261
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,462,990 $13,462,990 0.47 $13,287,540
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,295,781 $13,295,781 0.46 $12,902,831
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $13,271,659 $13,271,659 0.46 $13,165,382
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,250,458 $13,250,458 0.46 $13,095,101
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 13,159,725 $13,225,004 $13,225,004 0.46 $13,159,703
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,216,186 $13,216,186 0.46 $12,916,133
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,160,980 $13,160,980 0.46 $12,946,042
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,147,611 $13,147,611 0.46 $12,847,421
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,053,011 $13,053,011 0.46 $12,945,775
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,040,049 $13,040,049 0.46 $12,925,097
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,994,956 $12,994,956 0.45 $12,879,794
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,979,076 $12,979,076 0.45 $12,904,996
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,937,982 $12,937,982 0.45 $12,833,644
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,885,905 $12,885,905 0.45 $12,683,034
Hertz Vehicle Financing III, Series 2025-5 A 4.62% 25-MAY-2030, 4.62%, 05/25/30 HERTZ 2025-5A 42806MDL0 - - 12,800,000 $12,850,109 $12,850,109 0.45 $12,810,685
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 12,704,064 $12,808,964 $12,808,964 0.45 $12,750,238
RAF ABS Series 2025-1 A 4.4975% 09-DEC-2031, 4.50%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 18,866,013 $12,706,742 $12,706,742 0.44 $12,675,520
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,446,804 $12,446,804 0.43 $12,191,629
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,424,156 $12,424,156 0.43 $12,167,417
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,366,627 $12,366,627 0.43 $12,130,496
Connecticut Avenue Securities Trust 2022-R03 1M2 7.5718% 25-MAR-2042, 7.37%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,241,766 $12,241,766 0.43 $12,157,357
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $12,098,699 $12,098,699 0.42 $11,904,632
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,012,267 $12,012,267 0.42 $11,851,574
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,967,868 $11,967,868 0.42 $11,737,376
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,956,565 $11,956,565 0.42 $11,883,123
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,851,382 $11,851,382 0.41 $11,592,510
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,833,879 $11,833,879 0.41 $11,739,076
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,792,194 $11,792,194 0.41 $11,739,301
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,779,400 $11,779,400 0.41 $11,665,653
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,677,017 $11,677,017 0.41 $11,574,415
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,647,610 $11,647,610 0.41 $11,556,051
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,464,811 $11,464,811 0.40 $11,419,363
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,346,703 $11,346,703 0.40 $11,086,553
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,247,622 $11,247,622 0.39 $11,191,559
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,940,356 $10,940,356 0.38 $10,931,398
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,734,767 $10,734,767 0.37 $10,677,771
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,644,138 $10,644,138 0.37 $10,624,593
NRTH Commercial Mortgage Trust 2025-PARK A 5.14339% 15-OCT-2040, 5.14%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,536,570 $10,536,570 0.37 $10,515,567
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,431,369 $10,431,369 0.36 $10,181,220
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,404,386 $10,404,386 0.36 $10,297,178
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,296,745 $10,296,745 0.36 $10,159,073
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,226,135 $10,226,135 0.36 $10,204,944
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,080,162 $10,080,162 0.35 $10,074,261
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,042,699 $10,042,699 0.35 $10,026,560
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,935,616 $9,935,616 0.35 $9,895,477
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,890,138 $9,890,138 0.35 $9,799,630
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,870,941 $9,870,941 0.34 $9,678,765
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,869,585 $9,869,585 0.34 $9,758,944
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,852,457 $9,852,457 0.34 $9,768,713
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,765,360 $9,826,838 $9,826,838 0.34 $9,742,879
Domino's Pizza Master Issuer Series 2021-1 2021-A2I 2.662% 25-APR-2051, 2.66%, 04/25/51 DPABS 2021-1A 25755TAN0 - - 10,198,608 $9,737,670 $9,737,670 0.34 $9,689,406
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,688,048 $9,688,048 0.34 $9,627,050
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,642,860 $9,642,860 0.34 $9,415,242
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,380,199 $9,380,199 0.33 $9,160,849
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,347,949 $9,347,949 0.33 $9,284,108
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.2718% 25-MAY-2045, 5.27%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 9,292,758 $9,343,935 $9,343,935 0.33 $9,297,667
Plenti PL & Green ABS Trust 2024-2 A1 4.735% 11-APR-2036, 4.74%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 13,776,575 $9,287,654 $9,287,654 0.32 $9,266,050
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,214,895 $9,214,895 0.32 $9,161,316
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,162,400 $9,162,400 0.32 $9,055,721
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,106,407 $9,106,407 0.32 $9,005,638
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,073,345 $9,073,345 0.32 $9,062,722
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $9,008,527 $9,008,527 0.31 $8,837,220
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,897,578 $8,897,578 0.31 $8,813,784
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 8,626,925 $8,774,229 $8,774,229 0.31 $8,721,625
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,764,248 $8,764,248 0.31 $8,531,516
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,720,571 $8,720,571 0.30 $8,589,032
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,251,000 $8,452,707 $8,452,707 0.30 $8,399,356
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,396,714 $8,396,714 0.29 $8,229,764
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,390,345 $8,390,345 0.29 $8,358,200
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,361,721 $8,361,721 0.29 $8,220,417
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,263,923 $8,263,923 0.29 $8,184,595
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,189,829 $8,189,829 0.29 $7,993,767
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,157,116 $8,157,116 0.28 $8,049,968
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,115,756 $8,115,756 0.28 $8,032,166
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,105,642 $8,105,642 0.28 $8,012,431
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,059,327 $8,059,327 0.28 $7,947,660
Westpac Banking Corporation FRN 29-JAN-2031, 5.11%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,997,571 $7,997,571 0.28 $7,929,929
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,915,056 $7,915,056 0.28 $7,804,026
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,901,951 $7,901,951 0.28 $7,806,756
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,756,992 $7,756,992 0.27 $7,599,146
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,752,364 $7,752,364 0.27 $7,679,800
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,702,904 $7,702,904 0.27 $7,699,304
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,628,841 $7,692,730 $7,692,730 0.27 $7,683,276
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,679,654 $7,679,654 0.27 $7,478,649
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 7,364,665 $7,490,404 $7,490,404 0.26 $7,479,075
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,486,621 $7,486,621 0.26 $7,328,069
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.00%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,737,824 $7,260,680 $7,260,680 0.25 $7,242,882
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,164,669 $7,164,669 0.25 $7,111,119
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.02%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 7,110,194 $7,150,320 $7,150,320 0.25 $7,112,558
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,107,760 $7,107,760 0.25 $7,069,260
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,092,608 $7,092,608 0.25 $6,963,718
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 7,001,312 $7,073,551 $7,073,551 0.25 $7,038,328
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,022,309 $7,022,309 0.25 $7,012,226
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,006,586 $7,006,586 0.24 $6,915,455
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $6,998,475 $6,998,475 0.24 $6,993,220
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,987,752 $6,987,752 0.24 $6,929,266
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,987,096 $6,987,096 0.24 $6,899,064
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 7,500,000 $6,987,088 $6,987,088 0.24 $6,957,296
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,984,894 $6,984,894 0.24 $6,956,576
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,961,419 $6,961,419 0.24 $6,811,610
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,832,959 $6,832,959 0.24 $6,817,491
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,732,016 $6,732,016 0.24 $6,673,001
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,728,623 $6,728,623 0.23 $6,657,164
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,721,316 $6,721,316 0.23 $6,644,668
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,718,289 $6,718,289 0.23 $6,604,098
Connecticut Avenue Securities Trust 2025-R03 2M1 5.6718% 25-MAR-2045, 5.67%, 03/25/45 CAS 2025-R03 20754VAB3 - - 6,593,176 $6,642,888 $6,642,888 0.23 $6,607,570
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,605,462 $6,605,462 0.23 $6,522,600
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,603,576 $6,603,576 0.23 $6,520,472
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,524,515 $6,563,658 $6,563,658 0.23 $6,528,779
Connecticut Avenue Securities Trust 2024-R01 1M1 5.1218% 25-JAN-2044, 4.92%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 6,526,204 $6,560,391 $6,560,391 0.23 $6,526,207
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,547,511 $6,547,511 0.23 $6,541,322
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,505,403 $6,505,403 0.23 $6,347,086
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,482,783 $6,482,783 0.23 $6,361,220
Metro Finance 2024-1 Trust|4.8075|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,594,377 $6,480,276 $6,480,276 0.23 $6,470,092
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,477,830 $6,477,830 0.23 $6,469,867
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.07%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,398,235 $6,437,074 $6,437,074 0.22 $6,403,198
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,431,090 $6,431,090 0.22 $6,342,291
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,400,986 $6,400,986 0.22 $6,256,750
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,223,743 $6,223,743 0.22 $6,191,193
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,167,555 $6,167,555 0.22 $6,005,263
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,972,259 $5,972,259 0.21 $5,948,703
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,909,646 $5,909,646 0.21 $5,904,892
Goldman Sachs Private Credit Corp. 5.375% 31-JAN-2029, 5.38%, 01/31/29 GSCRED 38152BAE1 - - 5,800,000 $5,889,553 $5,889,553 0.21 $5,827,203
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,873,742 $5,873,742 0.21 $5,826,611
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,856,014 $5,856,014 0.20 $5,738,313
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,854,918 $5,854,918 0.20 $5,790,540
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,775,458 $5,832,898 $5,832,898 0.20 $5,821,747
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,821,302 $5,821,302 0.20 $5,808,022
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,811,884 $5,811,884 0.20 $5,797,497
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,641,010 $5,641,010 0.20 $5,521,639
Gildan Activewear Inc. 4.7% 07-OCT-2030, 4.70%, 10/07/30 GILCN 375916AF0 - - 5,556,000 $5,604,750 $5,604,750 0.20 $5,545,270
RESIMAC Bastille Trust 2024-1NC A2 4.8975% 13-SEP-2055, 4.90%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 8,063,740 $5,458,324 $5,458,324 0.19 $5,448,152
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,456,442 $5,456,442 0.19 $5,400,815
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.1218% 25-JAN-2045, 4.92%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 5,287,550 $5,315,201 $5,315,201 0.19 $5,287,553
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,265,473 $5,265,473 0.18 $5,194,672
BX Commercial Mortgage Trust 2024-AIRC A 5.44124% 15-AUG-2041, 5.44%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,259,642 $5,259,642 0.18 $5,248,548
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.2718% 25-AUG-2044, 5.07%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 5,208,552 $5,240,822 $5,240,822 0.18 $5,212,804
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,203,556 $5,203,556 0.18 $5,180,760
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,181,302 $5,181,302 0.18 $5,057,969
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,109,179 $5,109,179 0.18 $5,073,124
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,107,173 $5,107,173 0.18 $5,043,854
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,090,949 $5,090,949 0.18 $5,081,324
Plenti PL & Green ABS Trust 2025-1 A1G 4.755% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 7,516,947 $5,076,355 $5,076,355 0.18 $5,064,518
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,059,090 $5,059,090 0.18 $5,035,526
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,116,800 $5,030,163 $5,030,163 0.18 $5,018,827
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,816,020 $4,816,020 0.17 $4,760,660
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,746,920 $4,782,014 $4,782,014 0.17 $4,755,732
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,743,155 $4,743,155 0.17 $4,689,302
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,711,704 $4,711,704 0.16 $4,703,833
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,672,770 $4,697,511 $4,697,511 0.16 $4,672,194
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,695,638 $4,695,638 0.16 $4,640,313
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,681,323 $4,681,323 0.16 $4,573,799
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,639,638 $4,639,638 0.16 $4,631,321
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,573,090 $4,573,090 0.16 $4,451,249
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,494,286 $4,494,286 0.16 $4,403,354
Plenti PL & Green ABS Trust 2025-1 A1 4.755% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 6,424,741 $4,332,837 $4,332,837 0.15 $4,322,720
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 4,200,000 $4,243,579 $4,243,579 0.15 $4,222,754
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,166,692 $4,166,692 0.15 $4,091,813
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,108,118 $4,108,118 0.14 $4,072,647
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.5218% 25-OCT-2044, 5.32%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,070,812 $4,070,812 0.14 $4,049,758
Wendy's Funding, Series 2018-1 2018_A2II 3.884% 15-MAR-2048, 3.88%, 03/15/48 WEN 2018-1A 95058XAE8 - - 4,131,406 $4,069,140 $4,069,140 0.14 $4,062,900
Liberty Series 2024-1 Auto A 4.7475% 25-MAY-2032, 4.75%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,757,285 $3,898,890 $3,898,890 0.14 $3,881,792
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,750,000 $3,779,160 $3,779,160 0.13 $3,761,373
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,725,617 $3,725,617 0.13 $3,640,630
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,685,403 $3,685,403 0.13 $3,657,941
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,680,222 $3,680,222 0.13 $3,634,020
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,581,108 $3,581,108 0.13 $3,570,234
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,544,878 $3,544,878 0.12 $3,536,059
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,442,832 $3,442,832 0.12 $3,423,016
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,343,993 $3,343,993 0.12 $3,270,193
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,300,448 $3,300,448 0.12 $3,284,131
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,281,151 $3,281,151 0.11 $3,240,937
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,143,759 $3,143,759 0.11 $3,129,109
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,124,445 $3,124,445 0.11 $3,074,865
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,074,277 $3,074,277 0.11 $3,071,899
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,985,221 $2,985,221 0.10 $2,902,028
Apollo Debt Solutions BDC 5.2% 08-DEC-2028, 5.20%, 12/08/28 APODS 03770DAH6 - - 2,963,000 $2,969,281 $2,969,281 0.10 $2,960,293
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.1718% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,950,952 $2,969,101 $2,969,101 0.10 $2,954,495
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,919,545 $2,919,545 0.10 $2,905,236
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,919,086 $2,919,086 0.10 $2,914,315
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,796,558 $2,796,558 0.10 $2,756,897
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,744,042 $2,780,209 $2,780,209 0.10 $2,774,968
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,716,165 $2,716,165 0.09 $2,709,847
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,685,758 $2,701,690 $2,701,690 0.09 $2,687,111
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,665,160 $2,680,780 $2,680,780 0.09 $2,667,555
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.4218% 25-FEB-2044, 5.22%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,616,830 $2,635,876 $2,635,876 0.09 $2,621,514
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,444,268 $2,444,268 0.09 $2,433,257
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,371,900 $2,417,137 $2,417,137 0.08 $2,411,762
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,371,900 $2,412,094 $2,412,094 0.08 $2,406,854
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,258,535 $2,258,535 0.08 $2,244,884
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.2718% 25-MAY-2044, 5.07%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,233,053 $2,247,076 $2,247,076 0.08 $2,235,753
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,118,626 $2,118,626 0.07 $2,083,207
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,110,782 $2,110,782 0.07 $2,088,973
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,030,148 $2,101,271 $2,101,271 0.07 $2,076,754
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,071,175 $2,071,175 0.07 $2,062,053
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,064,865 $2,064,865 0.07 $2,050,181
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.8718% 25-NOV-2041, 5.67%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,024,918 $2,024,918 0.07 $2,014,186
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,010,114 $2,010,114 0.07 $1,973,387
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,960,904 $1,983,474 $1,983,474 0.07 $1,979,684
Plenti Auto ABS Trust 2025-1 A 4.6521% 12-AUG-2033, 4.65%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,922,123 $1,971,929 $1,971,929 0.07 $1,967,677
Connecticut Avenue Securities Trust 2025-R02 1M1 5.2218% 25-FEB-2045, 5.02%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,957,290 $1,969,647 $1,969,647 0.07 $1,958,302
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,733,926 $1,733,926 0.06 $1,709,700
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,720,915 $1,731,680 $1,731,680 0.06 $1,722,233
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.0718% 25-JUN-2043, 5.87%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,682,399 $1,698,444 $1,698,444 0.06 $1,686,824
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,525,044 $1,525,044 0.05 $1,517,147
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,565,760 $1,486,685 $1,486,685 0.05 $1,482,456
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,398,240 $1,398,240 0.05 $1,388,492
Connecticut Avenue Securities Trust 2023-R06 1M1 5.7718% 25-JUL-2043, 5.57%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,337,193 $1,348,735 $1,348,735 0.05 $1,341,004
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,289,957 $1,289,957 0.05 $1,284,082
Connecticut Avenue Securities Trust 2024-R03 2M1 5.2218% 25-MAR-2044, 5.02%, 03/25/44 CAS 207941AA3 - - 1,276,658 $1,284,228 $1,284,228 0.04 $1,277,474
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.9218% 25-NOV-2043, 5.72%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,264,172 $1,275,531 $1,275,531 0.04 $1,268,176
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,205,832 $1,205,832 0.04 $1,204,602
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,712,463 $1,160,105 $1,160,105 0.04 $1,156,841
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,146,362 $1,146,362 0.04 $1,123,237
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.0718% 25-MAY-2043, 5.87%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,053,860 $1,067,985 $1,067,985 0.04 $1,061,717
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $992,913 $992,913 0.03 $981,590
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $948,066 $948,066 0.03 $942,503
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $870,751 $870,751 0.03 $868,885
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $693,051 $693,051 0.02 $691,254
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $679,714 $679,714 0.02 $672,372
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $675,240 $675,240 0.02 $673,814
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $674,409 $674,409 0.02 $667,300
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $673,927 $673,927 0.02 $667,884
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $544,694 $544,694 0.02 $539,057
Connecticut Avenue Securities Trust 2024-R05 2M1 5.0718% 25-JUL-2044, 4.87%, 07/25/44 CAS 2024-R05 20754XAB9 - - 515,597 $519,318 $519,318 0.02 $515,518
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $377,426 $377,426 0.01 $375,373
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $101,397 $101,397 0.00 $100,905
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $100,623 $100,623 0.00 $99,916
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.0718% 25-OCT-2044, 4.87%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 14,444 $15,314 $15,314 0.00 $14,444
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-90,443,189 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -2,760 $-576,193,128 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,084,798 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,763,070 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,042,409 $0 0.00 $0
HCA INC 0% 12/29/2025, 0.00%, 12/29/25 HCA 40412BZV8 - - 44,300,000 $44,285,381 $44,285,381 1.55 $44,285,381
AIR LEASE CORP 0% 01/05/2026, 0.00%, 01/05/26 AL 00913XA52 - - 40,000,000 $39,954,856 $39,954,856 1.39 $39,954,856
UNION ELECTRIC CO 0% 12/29/2025, 0.00%, 12/29/25 UECCP 90655JZV2 - - 35,050,000 $35,039,054 $35,039,054 1.22 $35,039,054
HCA INC 0% 12/30/2025, 0.00%, 12/30/25 HCA 40412BZW6 - - 29,350,000 $29,346,739 $29,346,739 1.02 $29,346,739
ENBRIDGE INC 0% 01/08/2026, 0.00%, 01/08/26 ENB 292976N86 - - 23,672,000 $17,311,574 $17,311,574 0.60 $17,311,574
ENBRIDGE INC 0% 01/09/2026, 0.00%, 01/09/26 ENB 292976N94 - - 20,000,000 $14,625,032 $14,625,032 0.51 $14,625,032
JABIL INC 0% 01/02/2026, 0.00%, 01/02/26 JBLPP 46652MA21 - - 11,950,000 $11,939,776 $11,939,776 0.42 $11,939,776
ENERGY TRANSFER LP 0% 12/29/2025, 0.00%, 12/29/25 ENGTRN 29277EZV9 - - 11,250,000 $11,246,433 $11,246,433 0.39 $11,246,433
SEGREGATED CASH SEGCASH - $0.00 9,421,277 $9,421,277 $9,421,277 0.33 $9,421,277
ENBRIDGE INC 0% 01/06/2026, 0.00%, 01/06/26 ENB 292976N60 - - 12,516,000 $9,154,453 $9,154,453 0.32 $9,154,453
AUTONATION INC 0% 12/29/2025, 0.00%, 12/29/25 AUTONA 05330LZV8 - - 8,450,000 $8,446,997 $8,446,997 0.29 $8,446,997
ENBRIDGE INC 0% 01/02/2026, 0.00%, 01/02/26 ENB 292976N29 - - 10,800,000 $7,901,708 $7,901,708 0.28 $7,901,708
NEW ZEALAND DOLLAR NZD - - 6,876,363 $4,011,319 $4,011,319 0.14 $4,011,319
JABIL INC 0% 12/29/2025, 0.00%, 12/29/25 JBLPP 46652LZV2 - - 3,600,000 $3,598,683 $3,598,683 0.13 $3,598,683
ENBRIDGE INC 0% 01/12/2026, 0.00%, 01/12/26 ENB 292976ND5 - - 4,700,000 $3,436,091 $3,436,091 0.12 $3,436,091
BRITISH POUND GBP - - 2,217,943 $2,995,884 $2,995,884 0.10 $2,995,884
CANADIAN DOLLAR CAD - - 2,678,469 $1,961,028 $1,961,028 0.07 $1,961,028
EURO EUR - - 1,214,602 $1,430,492 $1,430,492 0.05 $1,430,492
AUSTRALIAN DOLLARS AUD - - 1,771,552 $1,189,688 $1,189,688 0.04 $1,189,688
ENBRIDGE INC 0% 01/07/2026, 0.00%, 01/07/26 ENB 292976N78 - - 1,470,000 $1,075,101 $1,075,101 0.04 $1,075,101
US DOLLARS USD MD_142224 - - -28,799,499 $-28,799,499 $-28,799,499 -1.01 $-28,799,499
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.90 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.90 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,989,196 $47,989,196 1.68 $47,989,196
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,989,196 $-47,989,196 -1.68 $-47,989,196
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,967,006 $43,967,006 1.53 $43,967,006
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,967,006 $-43,967,006 -1.53 $-43,967,006
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $62,155,824 $62,155,824 2.17 $62,155,824
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-62,155,824 $-62,155,824 -2.17 $-62,155,824
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - 143,000,000 $143,000,000 $143,000,000 4.99 $143,000,000
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - -143,000,000 $-143,000,000 $-143,000,000 -4.99 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $147,771,940 $147,771,940 5.16 $147,771,940
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-147,771,940 $-147,771,940 -5.16 $-147,771,940
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $75,101,644 $75,101,644 2.62 $75,101,644
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-75,101,644 $-75,101,644 -2.62 $-75,101,644
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - - 144,900,000 $144,900,000 $144,900,000 5.06 $144,900,000
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - - -144,900,000 $-144,900,000 $-144,900,000 -5.06 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,374,644 $8,374,644 0.29 $8,374,644
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,374,644 $-8,374,644 -0.29 $-8,374,644
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @25.95C 1, 1.00%, 01/21/26 - XXCZU6 UCAXXCZU6 $1.00 524,900,000 $-524,900,000 $43,362 0.00 $43,362
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-538,925,350 $0 0.00 $0
3M CORRA Futures Sep26 SEP 26 CORU6 FUTURES_CAD - 787.00 $562,484,460 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $537,449,300 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @19.6C 1, 1.00%, 01/21/26 - UCAXXCZU8 $1.00 -262,450,000 $262,450,000 $-13,836 0.00 $-13,836
FX Forward|AUD|01/16/2026 +AUD2 - - -307,605,000 $-206,596,056 $-206,596,056 -7.21 $-206,596,056
FX Forward|USD|01/16/2026 +AUD2 - - 202,961,778 $202,961,778 $202,961,778 7.09 $202,961,778
FX Forward|AUD|01/16/2026 +AUD0 - - -307,645,000 $-206,622,921 $-206,622,921 -7.21 $-206,622,921
FX Forward|USD|01/16/2026 +AUD0 - - 202,800,507 $202,800,507 $202,800,507 7.08 $202,800,507
FX Forward|CAD|01/16/2026 +CADU - - -99,540,000 $-72,946,260 $-72,946,260 -2.55 $-72,946,260
FX Forward|USD|01/16/2026 +CADU - - 71,662,551 $71,662,551 $71,662,551 2.50 $71,662,551
FX Forward|EUR|01/16/2026 +EUR0 - - -12,410,000 $-14,629,923 $-14,629,923 -0.51 $-14,629,923
FX Forward|USD|01/16/2026 +EUR0 - - 14,478,933 $14,478,933 $14,478,933 0.51 $14,478,933
FX Forward|GBP|01/16/2026 +GBP1 - - -10,460,000 $-14,128,714 $-14,128,714 -0.49 $-14,128,714
FX Forward|USD|01/16/2026 +GBP1 - - 14,005,187 $14,005,187 $14,005,187 0.49 $14,005,187
FX Forward|NZD|01/16/2026 +NZD2 - - -2,400,000 $-1,401,113 $-1,401,113 -0.05 $-1,401,113
FX Forward|USD|01/16/2026 +NZD2 - - 1,391,889 $1,391,889 $1,391,889 0.05 $1,391,889
FX Forward|AUD|01/16/2026 +AUDU - - 12,000,000 $8,059,533 $8,059,533 0.28 $8,059,533
FX Forward|USD|01/16/2026 +AUDU - - -7,829,449 $-7,829,449 $-7,829,449 -0.27 $-7,829,449
FX Forward|AUD|01/16/2026 +AUDU - - 27,000,000 $18,133,949 $18,133,949 0.63 $18,133,949
FX Forward|USD|01/16/2026 +AUDU - - -17,514,962 $-17,514,962 $-17,514,962 -0.61 $-17,514,962
FX Forward|AUD|01/16/2026 +AUDU - - 10,000,000 $6,716,278 $6,716,278 0.23 $6,716,278
FX Forward|USD|01/16/2026 +AUDU - - -6,500,666 $-6,500,666 $-6,500,666 -0.23 $-6,500,666
FX Forward|CAD|01/08/2026 +CADU - - -23,672,000 $-17,339,961 $-17,339,961 -0.61 $-17,339,961
FX Forward|USD|01/08/2026 +CADU - - 16,984,206 $16,984,206 $16,984,206 0.59 $16,984,206
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,358,139 $3,358,139 0.12 $3,358,139
FX Forward|USD|01/16/2026 +AUD1 - - -3,277,516 $-3,277,516 $-3,277,516 -0.11 $-3,277,516
FX Forward|CAD|01/07/2026 +CADU - - -1,470,000 $-1,076,729 $-1,076,729 -0.04 $-1,076,729
FX Forward|USD|01/07/2026 +CADU - - 1,052,169 $1,052,169 $1,052,169 0.04 $1,052,169
FX Forward|CAD|01/12/2026 +CADU - - -4,700,000 $-3,443,556 $-3,443,556 -0.12 $-3,443,556
FX Forward|USD|01/12/2026 +CADU - - 3,376,461 $3,376,461 $3,376,461 0.12 $3,376,461
FX Forward|CAD|01/16/2026 +CADU - - 6,500,000 $4,763,419 $4,763,419 0.17 $4,763,419
FX Forward|USD|01/16/2026 +CADU - - -4,669,208 $-4,669,208 $-4,669,208 -0.16 $-4,669,208
FX Forward|CAD|01/09/2026 +CADU - - -10,000,000 $-7,325,498 $-7,325,498 -0.26 $-7,325,498
FX Forward|USD|01/09/2026 +CADU - - 7,176,181 $7,176,181 $7,176,181 0.25 $7,176,181
FX Forward|CAD|01/09/2026 +CADU - - -10,000,000 $-7,325,498 $-7,325,498 -0.26 $-7,325,498
FX Forward|USD|01/09/2026 +CADU - - 7,210,596 $7,210,596 $7,210,596 0.25 $7,210,596
FX Forward|NZD|01/16/2026 +NZD0 - - 1,000,000 $583,797 $583,797 0.02 $583,797
FX Forward|USD|01/16/2026 +NZD0 - - -579,217 $-579,217 $-579,217 -0.02 $-579,217
FX Forward|CAD|01/02/2026 +CADU - - -10,800,000 $-7,908,476 $-7,908,476 -0.28 $-7,908,476
FX Forward|USD|01/02/2026 +CADU - - 7,832,435 $7,832,435 $7,832,435 0.27 $7,832,435
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,358,139 $3,358,139 0.12 $3,358,139
FX Forward|USD|01/16/2026 +AUD1 - - -3,324,635 $-3,324,635 $-3,324,635 -0.12 $-3,324,635
FX Forward|CAD|01/06/2026 +CADU - - -12,516,000 $-9,167,073 $-9,167,073 -0.32 $-9,167,073
FX Forward|USD|01/06/2026 +CADU - - 9,106,069 $9,106,069 $9,106,069 0.32 $9,106,069
FX Forward|AUD|01/16/2026 +AUD0 - - 4,000,000 $2,686,511 $2,686,511 0.09 $2,686,511
FX Forward|USD|01/16/2026 +AUD0 - - -2,648,630 $-2,648,630 $-2,648,630 -0.09 $-2,648,630
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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