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 03/30/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Amazon.com, Inc. 4.0% 13-MAR-2029, 4.00%, 03/13/29 AMZN 023135DC7 - 45,170,000 $44,929,523 $44,929,523 1.45 $44,839,183
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,222,351 $44,222,351 1.42 $43,760,443
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $32,874,451 $32,874,451 1.06 $32,635,626
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $26,699,575 $26,699,575 0.85 $26,544,753
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,275,475 $26,275,475 0.84 $25,947,804
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $26,014,909 $26,014,909 0.83 $25,511,409
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,170,803 $25,170,803 0.80 $24,961,000
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,122,198 $25,122,198 0.80 $24,893,251
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,344,152 $24,344,152 0.78 $23,912,783
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,434,116 $23,434,116 0.75 $23,163,189
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,358,173 $23,358,173 0.75 $22,953,587
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 $23,177,661 $23,177,661 0.74 $23,062,799
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,160,186 $23,160,186 0.74 $23,127,977
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,012,225 $22,012,225 0.70 $21,828,524
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,571,071 $21,571,071 0.69 $21,500,705
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,733,956 $20,733,956 0.66 $20,668,959
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $20,716,978 $20,716,978 0.66 $20,467,095
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,567,038 $20,567,038 0.66 $19,987,111
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,464,449 $20,464,449 0.65 $20,420,646
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,299,787 $20,299,787 0.65 $19,918,754
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $19,917,587 $19,917,587 0.64 $19,740,962
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,512,216 $19,512,216 0.62 $19,477,496
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,492,689 $19,492,689 0.62 $19,028,880
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,189,045 $19,189,045 0.61 $19,125,601
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,781,707 $18,781,707 0.60 $18,757,389
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,610,212 $18,610,212 0.59 $18,528,618
Danske Bank A/S 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,405,702 $18,405,702 0.59 $18,398,563
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,819,619 $17,819,619 0.57 $17,703,174
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,640,070 $17,640,070 0.56 $17,533,250
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,567,857 $17,567,857 0.56 $17,128,424
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,501,638 $17,501,638 0.56 $17,393,487
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,472,327 $17,472,327 0.56 $17,120,445
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,450,779 $17,450,779 0.56 $17,082,207
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $16,991,977 $16,991,977 0.54 $16,951,077
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,448,193 $16,448,193 0.53 $16,446,814
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,279,872 $16,279,872 0.52 $16,267,607
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,111,325 $16,111,325 0.51 $16,099,912
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $16,060,801 $16,060,801 0.51 $15,679,420
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,788,525 $15,788,525 0.50 $15,759,324
NOW Trust 2024-1 A 5.35% 14-JUN-2032, 5.35%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 22,525,817 $15,538,065 $15,538,065 0.50 $15,504,113
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,433,189 $15,433,189 0.49 $15,160,278
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,175,016 $15,175,016 0.48 $14,972,662
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - 15,375,000 $15,165,099 $15,165,099 0.48 $14,876,817
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - 15,125,000 $15,103,626 $15,103,626 0.48 $15,064,364
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,078,211 $15,078,211 0.48 $15,069,124
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 14,966,417 $15,076,450 $15,076,450 0.48 $14,938,218
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $14,933,829 $14,933,829 0.48 $14,921,425
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,777,578 $14,777,578 0.47 $14,624,361
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,764,680 $14,764,680 0.47 $14,631,664
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,691,404 $14,691,404 0.47 $14,647,558
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,673,945 $14,673,945 0.47 $14,349,460
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,566,061 $14,566,061 0.47 $14,266,166
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,404,947 $14,404,947 0.46 $14,216,041
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,372,540 $14,372,540 0.46 $14,272,644
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,340,296 $14,340,296 0.46 $14,220,352
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,285,985 $14,285,985 0.46 $14,189,403
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,167,094 $14,167,094 0.45 $14,135,716
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1619% 25-OCT-2041, 5.16%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 14,083,260 $14,108,579 $14,108,579 0.45 $14,096,463
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,003,838 $14,003,838 0.45 $13,996,107
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,998,177 $13,998,177 0.45 $13,932,004
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,858,907 $13,858,907 0.44 $13,858,907
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,836,683 $13,836,683 0.44 $13,565,643
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,817,586 $13,817,586 0.44 $13,791,099
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,797,534 $13,797,534 0.44 $13,771,508
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,713,095 $13,713,095 0.44 $13,584,263
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,681,792 $13,681,792 0.44 $13,513,694
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,615,231 $13,615,231 0.44 $13,318,231
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,580,062 $13,580,062 0.43 $13,523,501
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,535,868 $13,535,868 0.43 $13,178,987
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,201,597 $13,201,597 0.42 $13,121,790
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,091,545 $13,091,545 0.42 $13,038,213
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $13,079,774 $13,079,774 0.42 $12,818,386
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,069,366 $13,069,366 0.42 $12,765,565
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $13,007,592 $13,007,592 0.42 $12,731,901
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,001,197 $13,001,197 0.42 $12,852,894
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,982,792 $12,982,792 0.41 $12,682,553
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,919,189 $12,919,189 0.41 $12,864,543
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,892,036 $12,892,036 0.41 $12,770,337
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,872,970 $12,872,970 0.41 $12,297,054
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 $12,759,936 $12,759,936 0.41 $12,750,080
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,622,937 $12,622,937 0.40 $12,602,236
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - 12,556,000 $12,533,021 $12,533,021 0.40 $12,524,738
NOW Trust 2025-1 A 5.1% 14-FEB-2034, 5.10%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,886,414 $12,293,314 $12,293,314 0.39 $12,267,614
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,267,015 $12,267,015 0.39 $12,027,817
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,241,238 $12,241,238 0.39 $12,139,867
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,166,105 $12,166,105 0.39 $12,039,073
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,159,462 $12,159,462 0.39 $12,041,207
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.16%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,080,512 $12,080,512 0.39 $12,066,391
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,000,888 $12,000,888 0.38 $11,942,178
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,953,463 $11,953,463 0.38 $11,863,529
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,912,313 $11,919,837 $11,919,837 0.38 $11,910,780
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,814,442 $11,814,442 0.38 $11,788,671
RAF ABS Series 2025-1 A 4.805% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 17,193,258 $11,810,808 $11,810,808 0.38 $11,778,223
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,767,112 $11,767,112 0.38 $11,510,388
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,630,337 $11,630,337 0.37 $11,514,955
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,621,952 $11,621,952 0.37 $11,533,085
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,485,761 $11,485,761 0.37 $11,398,883
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,464,246 $11,464,246 0.37 $11,403,026
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,153,873 $11,153,873 0.36 $11,140,260
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,151,948 $11,151,948 0.36 $11,024,898
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 11,126,901 $11,140,942 $11,140,942 0.36 $11,132,174
BX Commercial Mortgage Trust 2026-CSMO A 5.07251% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,033,083 $11,033,083 0.35 $11,008,239
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,511,075 $10,511,075 0.34 $10,487,435
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,496,778 $10,496,778 0.34 $10,393,585
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,479,557 $10,479,557 0.33 $10,252,065
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,320,559 $10,320,559 0.33 $10,160,109
Connecticut Avenue Securities Trust 2022-R06 1M2 7.5119% 25-MAY-2042, 7.51%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,281,220 $10,281,220 0.33 $10,268,701
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,253,871 $10,253,871 0.33 $10,140,307
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,234,419 $10,234,419 0.33 $10,196,337
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - 10,020,000 $10,178,421 $10,178,421 0.33 $10,036,805
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,053,103 $10,053,103 0.32 $9,937,004
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,038,094 $10,038,094 0.32 $9,915,899
Westgate Resorts 2026-1 LLC|5.19|10/20/2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 10,000,000 $9,993,678 $9,993,678 0.32 $9,993,678
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,979,799 $9,979,799 0.32 $9,855,732
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,969,514 $9,969,514 0.32 $9,718,877
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 10,000,000 $9,968,212 $9,968,212 0.32 $9,943,195
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $9,958,111 $9,958,111 0.32 $9,874,529
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,912,793 $9,912,793 0.32 $9,737,329
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,740,147 $9,740,147 0.31 $9,725,858
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 $9,662,187 $9,662,187 0.31 $9,612,414
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,740,700 $9,622,462 $9,622,462 0.31 $9,537,296
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,467,544 $9,467,544 0.30 $9,352,456
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,388,099 $9,388,099 0.30 $9,329,651
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,250,493 $9,250,493 0.30 $9,128,791
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,200,671 $9,200,671 0.29 $9,195,967
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,176,884 $9,176,884 0.29 $9,075,234
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - 12,300,000 $9,051,050 $9,051,050 0.29 $8,836,950
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,968,791 $8,968,791 0.29 $8,780,820
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,941,418 $8,941,418 0.29 $8,934,986
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,866,366 $8,866,366 0.28 $8,798,313
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,747,773 $8,747,773 0.28 $8,661,869
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,664,729 $8,664,729 0.28 $8,570,654
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 8,583,421 $8,590,602 $8,590,602 0.27 $8,583,074
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,571,174 $8,571,174 0.27 $8,463,323
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,563,576 $8,563,576 0.27 $8,518,420
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,522,927 $8,522,927 0.27 $8,486,904
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,297,508 $8,297,508 0.27 $8,119,556
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,296,753 $8,296,753 0.27 $8,238,170
Plenti PL & Green ABS Trust 2024-2 A1 5.1091% 11-APR-2036, 5.11%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 12,013,075 $8,271,419 $8,271,419 0.26 $8,248,363
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,165,495 $8,165,495 0.26 $8,124,471
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,163,421 $8,163,421 0.26 $7,927,286
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,163,309 $8,163,309 0.26 $7,964,938
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,072,217 $8,072,217 0.26 $7,948,861
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,963,570 $8,051,773 $8,051,773 0.26 $8,042,931
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,028,888 $8,028,888 0.26 $7,936,140
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,013,260 $8,013,260 0.26 $7,993,418
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,975,188 $7,975,188 0.25 $7,936,855
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,776,826 $7,776,826 0.25 $7,662,841
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,764,048 $7,764,048 0.25 $7,760,909
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,746,513 $7,746,513 0.25 $7,589,445
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,662,638 $7,662,638 0.24 $7,639,632
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,589,961 $7,589,961 0.24 $7,521,730
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,511,740 $7,582,584 $7,582,584 0.24 $7,570,093
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,417,864 $7,417,864 0.24 $7,345,259
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,345,858 $7,345,858 0.23 $7,127,108
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 7,050,000 $7,326,349 $7,326,349 0.23 $7,271,921
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,210,410 $7,210,410 0.23 $7,060,260
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,121,902 $7,121,902 0.23 $7,002,902
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,097,622 $7,097,622 0.23 $7,035,265
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $6,977,290 $6,977,290 0.22 $6,970,345
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $6,976,893 $6,976,893 0.22 $6,965,069
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,949,484 $6,949,484 0.22 $6,912,064
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $6,922,958 $6,922,958 0.22 $6,870,390
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,897,917 $6,897,917 0.22 $6,867,576
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,867,869 $6,867,869 0.22 $6,862,052
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,832,497 $6,860,605 $6,860,605 0.22 $6,850,256
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,845,584 $6,845,584 0.22 $6,836,601
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,827,896 $6,827,896 0.22 $6,811,284
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,790,714 $6,790,714 0.22 $6,638,089
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,746,061 $6,746,061 0.22 $6,585,759
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,727,389 $6,727,389 0.21 $6,640,192
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,724,630 $6,724,630 0.21 $6,565,987
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,600,200 $6,600,200 0.21 $6,565,761
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,541,152 $6,541,152 0.21 $6,480,865
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,482,626 $6,482,626 0.21 $6,468,049
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,461,422 $6,461,422 0.21 $6,415,439
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,321,062 $6,408,333 $6,408,333 0.20 $6,396,448
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,397,403 $6,397,403 0.20 $6,198,268
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,393,213 $6,393,213 0.20 $6,313,613
Bank of New York Mellon Corp Preferred Shs Depositoty Receipt Repr 1/100th Pfd Shs Series M, 5.62%, 06/20/99 BK 064058AS9 - 6,514,000 $6,363,830 $6,363,830 0.20 $6,337,366
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.38%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 9,177,351 $6,335,632 $6,335,632 0.20 $6,317,088
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,313,992 $6,313,992 0.20 $6,304,125
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,238,008 $6,238,008 0.20 $6,178,785
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,179,313 $6,179,313 0.20 $6,173,975
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,018,682 $6,018,682 0.19 $5,940,946
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,682,940 $5,984,197 $5,984,197 0.19 $5,972,318
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,977,924 $5,977,924 0.19 $5,972,960
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,931,462 $5,931,462 0.19 $5,915,506
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,925,934 $5,925,934 0.19 $5,850,726
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,917,263 $5,917,263 0.19 $5,911,892
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,829,264 $5,829,264 0.19 $5,732,147
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,810,927 $5,810,927 0.19 $5,810,927
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,764,296 $5,764,296 0.18 $5,753,466
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,755,724 $5,755,724 0.18 $5,702,289
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,538,664 $5,538,664 0.18 $5,420,602
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - 5,375,000 $5,512,761 $5,512,761 0.18 $5,379,594
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,464,536 $5,464,536 0.17 $5,413,823
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8619% 25-MAY-2045, 4.86%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 5,373,551 $5,372,589 $5,372,589 0.17 $5,368,234
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.86%, 07/25/45 CAS 2025-R05 20753CAB6 - 5,337,892 $5,335,843 $5,335,843 0.17 $5,331,518
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,180,279 $5,180,279 0.17 $5,156,379
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 5,181,529 $5,179,227 $5,179,227 0.17 $5,175,072
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,169,852 $5,169,852 0.17 $5,159,542
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,150,404 $5,150,404 0.16 $5,038,960
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 5,099,282 $5,138,015 $5,138,015 0.16 $5,126,763
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,117,672 $5,117,672 0.16 $5,044,797
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,079,099 $5,079,099 0.16 $5,029,099
Connecticut Avenue Securities Trust 2024-R01 1M1 4.71721% 25-JAN-2044, 4.71%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 5,042,979 $5,046,218 $5,046,218 0.16 $5,042,257
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,103,475 $5,032,450 $5,032,450 0.16 $5,020,564
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,021,293 $5,021,293 0.16 $5,017,251
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,020,109 $5,020,109 0.16 $5,015,950
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,966,902 $4,966,902 0.16 $4,957,570
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,607 $4,872,897 $4,872,897 0.16 $4,861,320
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,801,438 $4,801,438 0.15 $4,791,752
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,787,527 $4,801,172 $4,801,172 0.15 $4,797,263
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,750,424 $4,750,424 0.15 $4,640,272
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,709,731 $4,709,731 0.15 $4,704,594
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,666,380 $4,666,380 0.15 $4,603,412
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,620,186 $4,620,186 0.15 $4,611,589
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,604,851 $4,604,851 0.15 $4,597,729
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,579,663 $4,579,663 0.15 $4,527,151
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,514,047 $4,514,047 0.14 $4,455,237
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.26%, 03/25/45 CAS 2025-R03 20754VAB3 - 4,438,857 $4,449,956 $4,449,956 0.14 $4,446,063
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.9119% 25-MAR-2044, 4.91%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 4,430,304 $4,431,161 $4,431,161 0.14 $4,427,535
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,400,435 $4,400,435 0.14 $4,359,153
RESIMAC Bastille Trust 2024-1NC A2 5.3007% 13-SEP-2055, 5.30%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 6,217,262 $4,291,532 $4,291,532 0.14 $4,280,391
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 $4,202,487 $4,202,487 0.13 $4,198,812
Plenti PL & Green ABS Trust 2025-1 A1G 5.1291% 11-NOV-2036, 5.13%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 6,017,828 $4,145,180 $4,145,180 0.13 $4,133,586
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.21%, 10/25/41 CAS 2021-R01 20754RAB2 - 4,125,036 $4,135,432 $4,135,432 0.13 $4,131,849
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,107,523 $4,107,523 0.13 $4,081,455
Wendy's Funding, Series 2018-1 2018_A2II 3.884% 15-MAR-2048, 3.88%, 03/15/48 WEN 2018-1A 95058XAE8 - 4,120,039 $4,045,123 $4,045,123 0.13 $4,038,011
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $3,991,590 $3,991,590 0.13 $3,912,019
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,889,210 $3,889,210 0.12 $3,885,941
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.86721% 25-AUG-2044, 4.86%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,862,928 $3,862,690 $3,862,690 0.12 $3,859,560
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.7119% 25-JAN-2045, 4.71%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,772,018 $3,772,018 0.12 $3,769,053
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,706,792 $3,706,792 0.12 $3,638,578
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,655,040 $3,655,040 0.12 $3,640,893
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,649,185 $3,649,185 0.12 $3,616,866
Domino's Pizza Master Issuer Series 2017-1 2017-A2III 4.118% 25-JUL-2047, 4.12%, 07/25/47 DPABS 2017-1A 25755TAH3 - 3,647,200 $3,648,543 $3,648,543 0.12 $3,621,008
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,603,175 $3,603,175 0.12 $3,592,570
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,601,063 $3,601,063 0.12 $3,599,055
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - 3,600,000 $3,571,689 $3,571,689 0.11 $3,561,239
Plenti PL & Green ABS Trust 2025-1 A1 5.1291% 11-NOV-2036, 5.13%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 5,143,443 $3,543,853 $3,543,853 0.11 $3,533,943
Liberty Series 2024-1 Auto A 5.005% 25-MAY-2032, 5.25%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 5,123,507 $3,522,504 $3,522,504 0.11 $3,519,473
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - 3,397,000 $3,432,570 $3,432,570 0.11 $3,369,348
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - 3,230,000 $3,314,763 $3,314,763 0.11 $3,229,976
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,289,298 $3,289,298 0.11 $3,255,098
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,245,086 $3,245,086 0.10 $3,242,206
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,200,967 $3,200,967 0.10 $3,184,749
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,082,012 $3,082,012 0.10 $3,060,046
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,081,556 $3,081,556 0.10 $3,042,712
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,909,829 $2,909,829 0.09 $2,879,577
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,895,595 $2,895,595 0.09 $2,893,070
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - 2,750,000 $2,830,736 $2,830,736 0.09 $2,749,611
Domino's Pizza Master Issuer Series 2019-1 2019-A2 3.668% 25-OCT-2049, 3.67%, 10/25/49 DPABS 2019-1A 25755TAL4 - 2,797,440 $2,703,543 $2,703,543 0.09 $2,684,731
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,700,539 $2,700,539 0.09 $2,693,849
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,498,415 $2,521,951 $2,521,951 0.08 $2,516,498
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,499,219 $2,499,219 0.08 $2,474,189
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7619% 25-DEC-2031, 4.76%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,471,549 $2,486,018 $2,486,018 0.08 $2,474,329
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4619% 25-NOV-2041, 5.46%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,474,174 $2,474,174 0.08 $2,471,930
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,301,964 $2,301,964 0.07 $2,287,205
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - 3,110,000 $2,181,122 $2,181,122 0.07 $2,132,256
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 2,070,337 $2,101,679 $2,101,679 0.07 $2,096,317
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 2,070,337 $2,100,985 $2,100,985 0.07 $2,095,757
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,098,214 $2,098,214 0.07 $2,094,627
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.1119% 25-OCT-2044, 5.11%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 2,095,518 $2,096,880 $2,096,880 0.07 $2,095,095
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,070,971 $2,070,971 0.07 $2,070,306
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7619% 25-JAN-2045, 4.76%, 01/25/45 CAS 2025-R01 20755JAB9 - 2,014,218 $2,012,552 $2,012,552 0.06 $2,010,954
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,943,869 $1,999,919 $1,999,919 0.06 $1,975,809
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,972,164 $1,972,164 0.06 $1,959,737
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,968,853 $1,968,853 0.06 $1,965,951
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.0119% 25-FEB-2044, 5.01%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,960,013 $1,961,306 $1,961,306 0.06 $1,959,669
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.86%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,942,573 $1,942,325 $1,942,325 0.06 $1,940,751
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8619% 25-MAY-2044, 4.86%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,860,093 $1,860,025 $1,860,025 0.06 $1,858,518
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.05%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,610,949 $1,797,193 $1,797,193 0.06 $1,792,487
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,722,041 $1,735,932 $1,735,932 0.06 $1,732,128
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,709,253 $1,709,253 0.05 $1,704,408
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,541,015 $1,541,015 0.05 $1,509,028
Connecticut Avenue Securities Trust 2025-R02 1M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,511,814 $1,512,342 $1,512,342 0.05 $1,511,129
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,561,682 $1,467,401 $1,467,401 0.05 $1,462,967
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,413,399 $1,413,399 0.05 $1,412,393
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,292,594 $1,292,594 0.04 $1,270,338
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,227,537 $1,227,537 0.04 $1,218,032
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7619% 25-FEB-2044, 4.76%, 02/25/44 CAS 2024-R02 20754GAA8 - 1,161,994 $1,162,434 $1,162,434 0.04 $1,161,511
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,149,336 $1,149,336 0.04 $1,141,024
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3619% 25-JUL-2043, 5.36%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,100,107 $1,103,604 $1,103,604 0.04 $1,102,621
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.5119% 25-NOV-2043, 5.51%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,086,467 $1,092,623 $1,092,623 0.03 $1,091,625
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.66721% 25-JUN-2043, 5.66%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,048,083 $1,048,083 0.03 $1,047,096
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.13%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,463,600 $1,011,585 $1,011,585 0.03 $1,008,215
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $997,051 $997,051 0.03 $971,804
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $966,440 $966,440 0.03 $960,760
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6619% 25-MAY-2043, 5.66%, 05/25/43 STACR 2023-HQA1 35564KX79 - 914,497 $919,880 $919,880 0.03 $919,017
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.81%, 03/25/44 CAS 207941AA3 - 917,339 $917,218 $917,218 0.03 $916,482
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $890,912 $890,912 0.03 $889,143
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $852,264 $852,264 0.03 $850,440
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $710,560 $710,560 0.02 $702,907
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - 762,222 $706,712 $706,712 0.02 $705,909
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $692,425 $692,425 0.02 $678,031
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $688,597 $688,597 0.02 $686,874
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - 1,000,000 $685,637 $685,637 0.02 $685,551
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $682,837 $682,837 0.02 $681,346
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $556,136 $556,136 0.02 $550,180
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $388,464 $388,464 0.01 $384,153
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $103,232 $103,232 0.00 $101,474
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,276,031 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 239.00 $18,035,954 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-12,852,886 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-85,476,406 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,666 $-345,473,735 $0 0.00 $0
AIR LEASE CORP 0% 04/02/2026, 0.00%, 04/02/26 AL 00913XD26 - 93,600,000 $93,567,745 $93,567,745 2.99 $93,567,745
HCA INC 0% 04/01/2026, 0.00%, 04/01/26 HCA 40412DD14 - 74,500,000 $74,491,577 $74,491,577 2.38 $74,491,577
GLOBAL PAYMENTS INC 0% 03/31/2026, 0.00%, 03/31/26 GPN 37961DCX6 - 50,900,000 $50,894,116 $50,894,116 1.63 $50,894,116
HUMANA INC 0% 03/31/2026, 0.00%, 03/31/26 HUMPP 44486JCX5 - 40,900,000 $40,895,509 $40,895,509 1.31 $40,895,509
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - 45,000,000 $32,269,207 $32,269,207 1.03 $32,269,207
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - 44,122,000 $31,637,064 $31,637,064 1.01 $31,637,064
AVIATION CAPITAL GROUP LLC 0% 03/31/2026, 0.00%, 03/31/26 AVTNCP 05369CCX3 - 27,400,000 $27,396,989 $27,396,989 0.88 $27,396,989
GLOBAL PAYMENTS INC 0% 04/02/2026, 0.00%, 04/02/26 GPN 37961DD23 - 25,000,000 $24,991,375 $24,991,375 0.80 $24,991,375
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/07/2026, 0.00%, 04/07/26 STLACP 85855KD74 - 25,000,000 $24,976,895 $24,976,895 0.80 $24,976,895
REALTY INCOME CORP 0% 03/31/2026, 0.00%, 03/31/26 REAINC 75611NCX8 - 24,250,000 $24,247,337 $24,247,337 0.77 $24,247,337
JABIL INC 0% 03/31/2026, 0.00%, 03/31/26 JBLPP 46652MCX1 - 13,650,000 $13,648,464 $13,648,464 0.44 $13,648,464
CONAGRA BRANDS INC 0% 03/31/2026, 0.00%, 03/31/26 CAGPP 20600HCX0 - 11,950,000 $11,948,622 $11,948,622 0.38 $11,948,622
AUTONATION INC 4.15% 03/31/2026, 0.00%, 03/31/26 AUTONA 05330NCX5 - 9,250,000 $9,248,933 $9,248,933 0.30 $9,248,933
SEGREGATED CASH SEGCASH $0.00 8,825,344 $8,825,344 $8,825,344 0.28 $8,825,344
NEW ZEALAND DOLLAR NZD - 6,484,423 $3,707,461 $3,707,461 0.12 $3,707,461
AUSTRALIAN DOLLARS AUD - 3,763,169 $2,579,846 $2,579,846 0.08 $2,579,846
EURO EUR - 1,361,485 $1,561,014 $1,561,014 0.05 $1,561,014
CANADIAN DOLLAR CAD - 1,966,231 $1,412,471 $1,412,471 0.05 $1,412,471
BRITISH POUND GBP - -1,025,627 $-1,353,677 $-1,353,677 -0.04 $-1,353,677
US DOLLARS USD MD_142224 - -84,349,162 $-84,349,162 $-84,349,162 -2.70 $-84,349,162
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.74 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.74 $-54,400,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - 30,987,000 $0 $30,987,000 0.99 $30,987,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - -30,987,000 $-30,987,000 $-30,987,000 -0.99 $-30,987,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 82,265,000 $47,034,911 $47,034,911 1.50 $47,034,911
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 -82,265,000 $-47,034,911 $-47,034,911 -1.50 $-47,034,911
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $43,092,703 $43,092,703 1.38 $43,092,703
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-43,092,703 $-43,092,703 -1.38 $-43,092,703
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $60,919,829 $60,919,829 1.95 $60,919,829
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-60,919,829 $-60,919,829 -1.95 $-60,919,829
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - 109,400,000 $144,391,944 $144,391,944 4.61 $144,391,944
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - -109,400,000 $-144,391,944 $-144,391,944 -4.61 $-144,391,944
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - 55,600,000 $73,383,840 $73,383,840 2.34 $73,383,840
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - -55,600,000 $-73,383,840 $-73,383,840 -2.34 $-73,383,840
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 4.63 $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 -4.63 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - 6,200,000 $8,183,090 $8,183,090 0.26 $8,183,090
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - -6,200,000 $-8,183,090 $-8,183,090 -0.26 $-8,183,090
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - 59,400,000 $78,399,282 $78,399,282 2.51 $78,399,282
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - -59,400,000 $-78,399,282 $-78,399,282 -2.51 $-78,399,282
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - 59,400,000 $78,399,282 $78,399,282 2.51 $78,399,282
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - -59,400,000 $-78,399,282 $-78,399,282 -2.51 $-78,399,282
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - 122,000,000 $161,022,094 $161,022,094 5.15 $161,022,094
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - -122,000,000 $-161,022,094 $-161,022,094 -5.15 $-161,022,094
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 840.00 $586,259,114 $0 0.00 $0
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $600,135,900 $0 0.00 $0
FX Forward|EUR|04/17/2026 +EURU - -12,560,000 $-14,413,188 $-14,413,188 -0.46 $-14,413,188
FX Forward|USD|04/17/2026 +EURU - 14,700,822 $14,700,822 $14,700,822 0.47 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - -10,940,000 $-14,438,879 $-14,438,879 -0.46 $-14,438,879
FX Forward|USD|04/17/2026 +GBP0 - 14,702,321 $14,702,321 $14,702,321 0.47 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - -93,310,000 $-67,079,690 $-67,079,690 -2.14 $-67,079,690
FX Forward|USD|04/17/2026 +CADU - 67,442,225 $67,442,225 $67,442,225 2.15 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - -554,340,000 $-379,950,915 $-379,950,915 -12.14 $-379,950,915
FX Forward|USD|04/17/2026 +AUDU - 370,252,001 $370,252,001 $370,252,001 11.83 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - -5,100,000 $-2,917,575 $-2,917,575 -0.09 $-2,917,575
FX Forward|USD|04/17/2026 +NZD1 - 2,937,661 $2,937,661 $2,937,661 0.09 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - 7,000,000 $4,797,879 $4,797,879 0.15 $4,797,879
FX Forward|USD|04/17/2026 +AUD1 - -4,713,150 $-4,713,150 $-4,713,150 -0.15 $-4,713,150
FX Forward|GBP|04/17/2026 +GBPU - -6,213,930 $-8,201,297 $-8,201,297 -0.26 $-8,201,297
FX Forward|USD|04/17/2026 +GBPU - 8,348,546 $8,348,546 $8,348,546 0.27 $8,348,546
FX Forward|AUD|04/17/2026 +AUDU - 12,500,000 $8,567,642 $8,567,642 0.27 $8,567,642
FX Forward|USD|04/17/2026 +AUDU - -8,762,599 $-8,762,599 $-8,762,599 -0.28 $-8,762,599
FX Forward|AUD|04/17/2026 +AUD1 - 3,500,000 $2,398,940 $2,398,940 0.08 $2,398,940
FX Forward|USD|04/17/2026 +AUD1 - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|AUD|04/17/2026 +AUDU - 3,800,000 $2,604,563 $2,604,563 0.08 $2,604,563
FX Forward|USD|04/17/2026 +AUDU - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
FX Forward|AUD|04/17/2026 +AUDU - 3,000,000 $2,056,234 $2,056,234 0.07 $2,056,234
FX Forward|USD|04/17/2026 +AUDU - -2,115,093 $-2,115,093 $-2,115,093 -0.07 $-2,115,093
FX Forward|GBP|04/17/2026 +GBPU - -4,300,000 $-5,675,245 $-5,675,245 -0.18 $-5,675,245
FX Forward|USD|04/17/2026 +GBPU - 5,783,711 $5,783,711 $5,783,711 0.18 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - -18,000,000 $-23,756,839 $-23,756,839 -0.76 $-23,756,839
FX Forward|USD|04/17/2026 +GBPU - 24,316,938 $24,316,938 $24,316,938 0.78 $24,316,938
FX Forward|AUD|04/17/2026 +AUD0 - 2,500,000 $1,713,528 $1,713,528 0.05 $1,713,528
FX Forward|USD|04/17/2026 +AUD0 - -1,777,843 $-1,777,843 $-1,777,843 -0.06 $-1,777,843
FX Forward|CAD|04/17/2026 +CADU - 16,774,000 $12,058,672 $12,058,672 0.39 $12,058,672
FX Forward|USD|04/17/2026 +CADU - -12,292,951 $-12,292,951 $-12,292,951 -0.39 $-12,292,951
FX Forward|AUD|04/17/2026 +AUDU - 2,000,000 $1,370,823 $1,370,823 0.04 $1,370,823
FX Forward|USD|04/17/2026 +AUDU - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,370,823 $1,370,823 0.04 $1,370,823
FX Forward|USD|04/17/2026 +AUD0 - -1,422,643 $-1,422,643 $-1,422,643 -0.05 $-1,422,643
FX Forward|CAD|04/23/2026 +CADU - -29,122,000 $-20,941,281 $-20,941,281 -0.67 $-20,941,281
FX Forward|USD|04/23/2026 +CADU - 21,257,300 $21,257,300 $21,257,300 0.68 $21,257,300
FX Forward|CAD|04/23/2026 +CADU - -15,000,000 $-10,786,320 $-10,786,320 -0.34 $-10,786,320
FX Forward|USD|04/23/2026 +CADU - 10,942,340 $10,942,340 $10,942,340 0.35 $10,942,340
FX Forward|CAD|04/22/2026 +CADU - -45,000,000 $-32,357,480 $-32,357,480 -1.03 $-32,357,480
FX Forward|USD|04/22/2026 +CADU - 32,824,313 $32,824,313 $32,824,313 1.05 $32,824,313
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,370,823 $1,370,823 0.04 $1,370,823
FX Forward|USD|04/17/2026 +AUD0 - -1,410,737 $-1,410,737 $-1,410,737 -0.05 $-1,410,737
FX Forward|CAD|04/17/2026 +CADU - -13,544,369 $-9,736,921 $-9,736,921 -0.31 $-9,736,921
FX Forward|USD|04/17/2026 +CADU - 9,771,035 $9,771,035 $9,771,035 0.31 $9,771,035
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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