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 01/09/2026)

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 $45,053,847 $45,053,847 1.57 $43,986,061
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,202,756 $34,202,756 1.19 $33,641,063
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 542,500 $27,472,200 $27,472,200 0.96 $27,472,200
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $27,192,762 $27,192,762 0.95 $26,429,632
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $26,129,782 $26,129,782 0.91 $25,938,009
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,933,844 $25,933,844 0.91 $25,692,164
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,724,322 $25,724,322 0.90 $25,150,247
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,176,779 $24,176,779 0.83 $23,662,345
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $23,785,752 $23,785,752 0.82 $23,158,947
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 $23,371,060 $23,371,060 0.81 $23,221,102
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,290,158 $23,290,158 0.80 $23,120,588
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,186,128 $23,186,128 0.80 $23,045,481
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,446,555 $22,446,555 0.78 $21,903,048
BX Trust 2025-ROIC A 4.89395% 15-FEB-2042, 4.89%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,987,902 $20,987,902 0.72 $20,904,793
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,838,142 $20,838,142 0.72 $20,740,618
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $20,603,489 $20,603,489 0.71 $20,024,728
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,440,888 $20,440,888 0.71 $20,135,108
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,369,949 $20,369,949 0.70 $20,200,899
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,736,446 $19,736,446 0.68 $19,480,386
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,656,261 $19,656,261 0.68 $19,303,653
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,570,465 $19,570,465 0.68 $19,293,429
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,459,328 $19,459,328 0.67 $19,199,079
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $19,312,410 $19,312,410 0.67 $19,242,770
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,115,888 $19,115,888 0.66 $18,759,594
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $18,017,013 $18,017,013 0.62 $17,713,886
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,993,045 $17,993,045 0.62 $17,629,348
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,730,392 $17,730,392 0.61 $17,438,384
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,484,429 $17,484,429 0.60 $17,276,430
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,417,145 $17,417,145 0.60 $17,277,467
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,374,916 $17,374,916 0.60 $17,190,630
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,340,693 $17,340,693 0.60 $17,096,206
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,332,522 $17,332,522 0.60 $17,033,446
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,119,640 $17,119,640 0.59 $17,071,503
NOW Trust 2024-1 A 4.9475% 14-JUN-2032, 4.95%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 25,210,062 $16,987,739 $16,987,739 0.59 $16,923,815
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,681,654 $16,681,654 0.58 $16,537,913
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,599,510 $16,599,510 0.57 $16,422,861
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,986,177 $15,986,177 0.55 $15,794,287
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,386,793 $15,386,793 0.53 $15,264,650
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,378,372 $15,378,372 0.53 $15,181,809
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,376,664 $15,376,664 0.53 $15,083,189
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,195,581 $15,195,581 0.52 $15,002,424
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,183,136 $15,183,136 0.52 $15,021,378
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,136,269 $15,136,269 0.52 $15,084,726
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,095,158 $15,095,158 0.52 $15,002,641
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $15,032,754 $15,032,754 0.52 $14,699,221
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,008,277 $15,008,277 0.52 $14,731,352
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,928,457 $14,928,457 0.52 $14,922,851
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,670,947 $14,670,947 0.51 $14,441,491
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,619,496 $14,619,496 0.50 $14,442,335
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,555,486 $14,555,486 0.50 $14,402,744
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,276,760 $14,276,760 0.49 $14,071,901
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,123,219 $14,123,219 0.49 $13,959,594
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,089,767 $14,089,767 0.49 $13,968,490
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,055,890 $14,055,890 0.49 $13,963,138
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $14,005,920 $14,005,920 0.48 $13,688,509
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 13,831,000 $13,976,587 $13,976,587 0.48 $13,871,750
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,933,539 $13,933,539 0.48 $13,883,296
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,885,872 $13,885,872 0.48 $13,836,489
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,861,385 $13,861,385 0.48 $13,598,779
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,743,357 $13,743,357 0.47 $13,650,751
NOW Trust 2025-1 A 4.6975% 14-FEB-2034, 4.70%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 20,410,215 $13,699,014 $13,699,014 0.47 $13,649,875
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,691,967 $13,691,967 0.47 $13,649,149
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.37419% 25-OCT-2041, 5.37%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 13,521,204 $13,597,720 $13,597,720 0.47 $13,563,406
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,532,007 $13,532,007 0.47 $13,408,807
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,481,880 $13,481,880 0.47 $13,280,512
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,262,393 $13,262,393 0.46 $13,091,964
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 13,159,725 $13,189,342 $13,189,342 0.46 $13,159,674
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,180,428 $13,180,428 0.46 $12,941,810
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,177,598 $13,177,598 0.46 $12,759,323
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,164,815 $13,164,815 0.45 $12,838,256
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,070,070 $13,070,070 0.45 $12,941,052
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,036,012 $13,036,012 0.45 $12,894,375
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,002,246 $13,002,246 0.45 $12,864,400
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,953,352 $12,953,352 0.45 $12,821,332
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,935,594 $12,935,594 0.45 $12,831,548
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,931,929 $12,931,929 0.45 $12,919,858
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,912,207 $12,912,207 0.45 $12,682,425
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 $12,846,498 $12,846,498 0.44 $12,818,573
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 $12,776,934 $12,776,934 0.44 $12,748,570
RAF ABS Series 2025-1 A 4.4975% 09-DEC-2031, 4.51%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 18,866,013 $12,650,427 $12,650,427 0.44 $12,597,611
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,462,576 $12,462,576 0.43 $12,184,679
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,429,180 $12,429,180 0.43 $12,152,213
Connecticut Avenue Securities Trust 2022-R03 1M2 7.37419% 25-MAR-2042, 7.37%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,201,459 $12,201,459 0.42 $12,160,261
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,129,753 $12,129,753 0.42 $12,120,786
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $12,117,074 $12,117,074 0.42 $11,907,624
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,022,317 $12,022,317 0.42 $11,841,916
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,929,956 $11,929,956 0.41 $11,832,537
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,869,195 $11,869,195 0.41 $11,585,209
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,856,026 $11,856,026 0.41 $11,737,058
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,828,638 $11,828,638 0.41 $11,689,829
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,790,406 $11,790,406 0.41 $11,542,584
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,751,370 $11,751,370 0.41 $11,672,438
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,696,775 $11,696,775 0.40 $11,584,974
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,663,367 $11,663,367 0.40 $11,548,470
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,296,026 $11,296,026 0.39 $11,228,986
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,209,720 $11,209,720 0.39 $11,132,840
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,087,788 $11,087,788 0.38 $11,080,225
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,903,324 $10,903,324 0.38 $10,873,618
Connecticut Avenue Securities Trust 2024-R06 1M2 5.47419% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,735,436 $10,735,436 0.37 $10,707,846
NRTH Commercial Mortgage Trust 2025-PARK A 5.14339% 15-OCT-2040, 5.14%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,557,525 $10,557,525 0.36 $10,515,521
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,496,068 $10,496,068 0.36 $10,464,033
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,454,945 $10,454,945 0.36 $10,184,846
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,409,950 $10,409,950 0.36 $10,285,745
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,312,159 $10,312,159 0.36 $10,154,378
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,243,109 $10,243,109 0.35 $10,202,239
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,093,201 $10,093,201 0.35 $10,068,123
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,045,550 $10,045,550 0.35 $10,014,425
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,948,596 $9,948,596 0.34 $9,896,597
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,898,386 $9,898,386 0.34 $9,785,251
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,887,084 $9,887,084 0.34 $9,675,080
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,865,397 $9,865,397 0.34 $9,768,692
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,844,160 $9,844,160 0.34 $9,714,824
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,765,360 $9,763,136 $9,763,136 0.34 $9,660,678
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 $9,735,737 $9,735,737 0.34 $9,677,669
Plenti PL & Green ABS Trust 2024-2 A1 4.735% 11-APR-2036, 4.74%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 14,459,682 $9,718,693 $9,718,693 0.34 $9,678,590
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,691,099 $9,691,099 0.33 $9,614,241
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,428,096 $9,428,096 0.33 $9,414,029
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,387,543 $9,387,543 0.32 $9,150,806
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,366,737 $9,366,737 0.32 $9,294,160
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 $9,246,193 $9,246,193 0.32 $8,717,508
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,181,786 $9,181,786 0.32 $9,111,522
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,113,000 $9,113,000 0.31 $8,998,294
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,046,544 $9,046,544 0.31 $9,019,535
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $9,033,401 $9,033,401 0.31 $8,846,841
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,024,641 $9,024,641 0.31 $8,903,043
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,897,823 $8,897,823 0.31 $8,799,308
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,782,368 $8,782,368 0.30 $8,531,188
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,765,304 $8,765,304 0.30 $8,761,164
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,733,149 $8,733,149 0.30 $8,588,849
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,251,000 $8,417,596 $8,417,596 0.29 $8,390,812
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,400,379 $8,400,379 0.29 $8,217,558
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,371,380 $8,371,380 0.29 $8,322,181
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,364,300 $8,364,300 0.29 $8,208,182
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,271,772 $8,271,772 0.29 $8,178,508
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.07419% 25-MAY-2045, 5.07%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 8,220,779 $8,245,484 $8,245,484 0.28 $8,225,786
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,197,694 $8,197,694 0.28 $7,986,369
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,164,870 $8,164,870 0.28 $8,044,825
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,125,297 $8,125,297 0.28 $8,025,488
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,114,168 $8,114,168 0.28 $8,000,761
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,070,524 $8,070,524 0.28 $7,948,024
Westpac Banking Corporation FRN 29-JAN-2031, 5.11%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,969,325 $7,969,325 0.28 $7,886,586
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,912,068 $7,912,068 0.27 $7,788,035
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,909,058 $7,909,058 0.27 $7,800,264
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,761,219 $7,761,219 0.27 $7,590,134
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,761,050 $7,761,050 0.27 $7,676,546
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,716,697 $7,716,697 0.27 $7,697,499
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 $7,704,644 $7,704,644 0.27 $7,681,534
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,684,375 $7,684,375 0.27 $7,470,239
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,507,833 $7,507,833 0.26 $7,333,899
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 $7,502,902 $7,502,902 0.26 $7,475,209
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,427,314 $7,427,314 0.26 $7,427,314
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.00%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,737,824 $7,236,556 $7,236,556 0.25 $7,205,077
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,175,863 $7,175,863 0.25 $7,108,663
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.02419% 25-FEB-2045, 5.02%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 7,110,194 $7,131,044 $7,131,044 0.25 $7,114,175
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,115,460 $7,115,460 0.25 $7,065,585
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,104,317 $7,104,317 0.25 $6,961,914
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 7,001,312 $7,049,195 $7,049,195 0.24 $7,033,948
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,024,396 $7,024,396 0.24 $7,001,250
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,015,917 $7,015,917 0.24 $6,912,183
Ford Motor Credit Company LLC 4.97% 06-APR-2029, 4.97%, 04/06/29 F 345397J20 - - 7,000,000 $7,010,944 $7,010,944 0.24 $7,007,078
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,007,674 $7,007,674 0.24 $6,989,927
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,003,366 $7,003,366 0.24 $6,903,657
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 7,500,000 $6,975,066 $6,975,066 0.24 $6,936,472
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,966,540 $6,966,540 0.24 $6,892,062
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,955,712 $6,955,712 0.24 $6,944,588
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,946,878 $6,946,878 0.24 $6,782,827
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,844,270 $6,844,270 0.24 $6,816,971
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,740,618 $6,740,618 0.23 $6,668,375
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,736,955 $6,736,955 0.23 $6,652,941
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,725,429 $6,725,429 0.23 $6,599,456
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,723,985 $6,723,985 0.23 $6,635,750
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,598,371 $6,598,371 0.23 $6,505,534
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.12419% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,524,515 $6,545,115 $6,545,115 0.23 $6,529,327
Connecticut Avenue Securities Trust 2024-R01 1M1 4.92419% 25-JAN-2044, 4.92%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 6,526,204 $6,542,253 $6,542,253 0.23 $6,527,077
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,499,143 $6,499,143 0.22 $6,490,590
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,487,476 $6,487,476 0.22 $6,472,120
Metro Finance 2024-1 Trust|4.8075|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,594,377 $6,457,576 $6,457,576 0.22 $6,435,624
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,453,517 $6,453,517 0.22 $6,320,324
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,446,550 $6,446,550 0.22 $6,434,375
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,444,398 $6,444,398 0.22 $6,343,939
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.07%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,398,235 $6,420,921 $6,420,921 0.22 $6,405,590
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,402,354 $6,402,354 0.22 $6,245,700
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,361,810 $6,361,810 0.22 $6,351,197
Connecticut Avenue Securities Trust 2025-R01 1M2 5.37419% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,222,882 $6,222,882 0.21 $6,207,135
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,174,064 $6,174,064 0.21 $5,998,907
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,974,794 $5,974,794 0.21 $5,943,582
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,922,553 $5,922,553 0.20 $5,908,190
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,881,753 $5,881,753 0.20 $5,827,737
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,863,110 $5,863,110 0.20 $5,736,022
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,857,306 $5,857,306 0.20 $5,785,106
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,775,458 $5,842,071 $5,842,071 0.20 $5,820,564
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,817,681 $5,817,681 0.20 $5,791,603
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,808,433 $5,808,433 0.20 $5,782,009
Connecticut Avenue Securities Trust 2025-R03 2M1 5.47419% 25-MAR-2045, 5.47%, 03/25/45 CAS 2025-R03 20754VAB3 - - 5,674,072 $5,699,280 $5,699,280 0.20 $5,684,613
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,648,679 $5,648,679 0.20 $5,519,166
Gildan Activewear Inc. 4.7% 07-OCT-2030, 4.70%, 10/07/30 GILCN 375916AF0 - - 5,556,000 $5,610,978 $5,610,978 0.19 $5,542,068
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,463,994 $5,463,994 0.19 $5,397,411
RESIMAC Bastille Trust 2024-1NC A2 4.8975% 13-SEP-2055, 4.90%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 8,063,740 $5,437,473 $5,437,473 0.19 $5,417,233
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.92419% 25-JAN-2045, 4.92%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 5,287,550 $5,300,831 $5,300,831 0.18 $5,288,536
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,274,989 $5,274,989 0.18 $5,195,253
BX Commercial Mortgage Trust 2024-AIRC A 5.44124% 15-AUG-2041, 5.44%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,274,387 $5,274,387 0.18 $5,252,199
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 $5,224,248 $5,224,248 0.18 $5,211,768
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,209,755 $5,209,755 0.18 $5,179,361
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,190,407 $5,190,407 0.18 $5,056,240
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,116,210 $5,116,210 0.18 $5,069,502
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,112,977 $5,112,977 0.18 $5,040,900
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,098,738 $5,098,738 0.18 $5,080,176
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 $5,052,212 $5,052,212 0.17 $5,031,277
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,042,217 $5,042,217 0.17 $5,031,128
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 $5,036,404 $5,036,404 0.17 $5,021,290
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,817,621 $4,817,621 0.17 $4,754,842
Connecticut Avenue Securities, Series 2021-R01 1M2 5.42419% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,746,920 $4,768,680 $4,768,680 0.16 $4,756,522
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,744,701 $4,744,701 0.16 $4,682,893
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 $4,705,292 $4,705,292 0.16 $4,672,494
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,699,927 $4,699,927 0.16 $4,637,480
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,696,818 $4,696,818 0.16 $4,679,852
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,646,444 $4,646,444 0.16 $4,630,405
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,573,989 $4,573,989 0.16 $4,442,884
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,571,383 $4,571,383 0.16 $4,568,258
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,495,383 $4,495,383 0.16 $4,397,199
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 $4,319,600 $4,319,600 0.15 $4,301,706
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 $4,228,927 $4,228,927 0.15 $4,218,515
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,172,465 $4,172,465 0.14 $4,090,377
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,102,246 $4,102,246 0.14 $4,060,061
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 $4,072,566 $4,072,566 0.14 $4,060,532
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.32419% 25-OCT-2044, 5.32%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,064,855 $4,064,855 0.14 $4,054,672
Liberty Series 2024-1 Auto A 4.7475% 25-MAY-2032, 4.75%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,757,285 $3,867,268 $3,867,268 0.13 $3,860,264
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,750,000 $3,759,695 $3,759,695 0.13 $3,750,802
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,729,409 $3,729,409 0.13 $3,636,642
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,690,124 $3,690,124 0.13 $3,656,903
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,682,242 $3,682,242 0.13 $3,629,511
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,569,361 $3,569,361 0.12 $3,551,331
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,533,437 $3,533,437 0.12 $3,515,214
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,452,947 $3,452,947 0.12 $3,426,998
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,353,998 $3,353,998 0.12 $3,274,348
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,286,590 $3,286,590 0.11 $3,240,078
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,284,299 $3,284,299 0.11 $3,276,140
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,136,638 $3,136,638 0.11 $3,114,776
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,128,050 $3,128,050 0.11 $3,074,390
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,079,019 $3,079,019 0.11 $3,071,488
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,988,473 $2,988,473 0.10 $2,900,105
Apollo Debt Solutions BDC 5.2% 08-DEC-2028, 5.20%, 12/08/28 APODS 03770DAH6 - - 2,963,000 $2,974,422 $2,974,422 0.10 $2,959,870
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.97419% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,950,952 $2,961,484 $2,961,484 0.10 $2,954,552
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,926,944 $2,926,944 0.10 $2,916,535
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,910,254 $2,910,254 0.10 $2,903,099
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,801,916 $2,801,916 0.10 $2,756,396
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,744,042 $2,784,657 $2,784,657 0.10 $2,774,550
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,714,424 $2,714,424 0.09 $2,705,691
Connecticut Avenue Securities Trust 2025-R01 1M1 4.97419% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,685,758 $2,693,319 $2,693,319 0.09 $2,687,010
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.22419% 25-FEB-2044, 5.22%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,616,830 $2,629,422 $2,629,422 0.09 $2,622,966
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,438,046 $2,438,046 0.08 $2,425,046
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,414,412 $2,424,020 $2,424,020 0.08 $2,418,235
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 $2,419,439 $2,419,439 0.08 $2,409,073
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 $2,416,132 $2,416,132 0.08 $2,406,026
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,250,138 $2,250,138 0.08 $2,232,424
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.07419% 25-MAY-2044, 5.07%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,233,053 $2,240,781 $2,240,781 0.08 $2,235,431
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,110,991 $2,110,991 0.07 $2,072,099
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,030,148 $2,105,731 $2,105,731 0.07 $2,076,907
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,105,181 $2,105,181 0.07 $2,079,539
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,073,872 $2,073,872 0.07 $2,063,514
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,059,522 $2,059,522 0.07 $2,043,166
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.67419% 25-NOV-2041, 5.67%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,017,561 $2,017,561 0.07 $2,012,202
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,011,877 $2,011,877 0.07 $1,971,561
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 $1,985,891 $1,985,891 0.07 $1,978,582
Plenti Auto ABS Trust 2025-1 A 4.6521% 12-AUG-2033, 4.65%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,922,123 $1,965,395 $1,965,395 0.07 $1,957,681
Connecticut Avenue Securities Trust 2025-R02 1M1 5.02419% 25-FEB-2045, 5.02%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,957,290 $1,963,130 $1,963,130 0.07 $1,958,487
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,737,366 $1,737,366 0.06 $1,710,278
Connecticut Avenue Securities Trust 2024-R02 1M1 4.97419% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,720,915 $1,725,722 $1,725,722 0.06 $1,721,680
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.87419% 25-JUN-2043, 5.87%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,682,399 $1,690,370 $1,690,370 0.06 $1,685,703
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,525,227 $1,525,227 0.05 $1,513,822
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 $1,484,526 $1,484,526 0.05 $1,478,888
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,394,797 $1,394,797 0.05 $1,383,727
Connecticut Avenue Securities Trust 2023-R06 1M1 5.57419% 25-JUL-2043, 5.57%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,337,193 $1,345,187 $1,345,187 0.05 $1,341,667
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,290,881 $1,290,881 0.04 $1,282,691
Connecticut Avenue Securities Trust 2024-R03 2M1 5.02419% 25-MAR-2044, 5.02%, 03/25/44 CAS 207941AA3 - - 1,276,658 $1,280,276 $1,280,276 0.04 $1,277,247
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.72419% 25-NOV-2043, 5.72%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,264,172 $1,274,690 $1,274,690 0.04 $1,271,273
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,205,193 $1,205,193 0.04 $1,202,746
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,712,463 $1,156,760 $1,156,760 0.04 $1,150,988
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,144,706 $1,144,706 0.04 $1,119,433
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.87419% 25-MAY-2043, 5.87%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,053,860 $1,065,510 $1,065,510 0.04 $1,062,587
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $994,439 $994,439 0.03 $981,127
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $944,618 $944,618 0.03 $937,502
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $886,752 $886,752 0.03 $884,443
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $867,678 $867,678 0.03 $865,191
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $691,854 $691,854 0.02 $689,204
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $673,465 $673,465 0.02 $670,519
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $672,283 $672,283 0.02 $664,326
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $672,005 $672,005 0.02 $664,774
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $670,024 $670,024 0.02 $668,969
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $542,848 $542,848 0.02 $536,207
Connecticut Avenue Securities Trust 2024-R05 2M1 4.87419% 25-JUL-2044, 4.87%, 07/25/44 CAS 2024-R05 20754XAB9 - - 515,597 $516,783 $516,783 0.02 $515,597
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $376,162 $376,162 0.01 $373,791
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $101,054 $101,054 0.00 $100,357
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $100,393 $100,393 0.00 $99,537
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 4.87419% 25-OCT-2044, 4.87%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 14,444 $14,478 $14,478 0.00 $14,444
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -2,760 $-575,395,311 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,658,328 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-36,439,729 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-14,922,645 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-90,163,559 $0 0.00 $0
HCA INC 0% 01/13/2026, 0.00%, 01/13/26 HCA 40412DAD1 - - 86,950,000 $86,911,794 $86,911,794 3.00 $86,911,794
HCA INC 0% 01/12/2026, 0.00%, 01/12/26 HCA 40412DAC3 - - 52,200,000 $52,182,837 $52,182,837 1.80 $52,182,837
AUTONATION INC 0% 01/12/2026, 0.00%, 01/12/26 AUTONA 05330NAC3 - - 41,050,000 $41,036,224 $41,036,224 1.42 $41,036,224
AVIATION CAPITAL GROUP LLC 0% 01/12/2026, 0.00%, 01/12/26 AVTNCP 05369CAC1 - - 38,100,000 $38,087,976 $38,087,976 1.32 $38,087,976
ENERGY TRANSFER LP 0% 01/12/2026, 0.00%, 01/12/26 ENGTRN 29277FAC5 - - 28,950,000 $28,940,910 $28,940,910 1.00 $28,940,910
ENBRIDGE INC 0% 02/12/2026, 0.00%, 02/12/26 ENB 292976PD3 - - 36,703,000 $26,358,034 $26,358,034 0.91 $26,358,034
ENTERGY CORP 0% 01/12/2026, 0.00%, 01/12/26 ETRCP 29366GAC5 - - 21,400,000 $21,393,298 $21,393,298 0.74 $21,393,298
AUTONATION INC 0% 01/13/2026, 0.00%, 01/13/26 AUTONA 05330NAD1 - - 10,750,000 $10,748,806 $10,748,806 0.37 $10,748,806
JABIL INC 0% 01/12/2026, 0.00%, 01/12/26 JBLPP 46652MAC9 - - 10,750,000 $10,746,082 $10,746,082 0.37 $10,746,082
JABIL INC 0% 01/13/2026, 0.00%, 01/13/26 JBLPP 46652MAD7 - - 10,050,000 $10,048,881 $10,048,881 0.35 $10,048,881
SEGREGATED CASH SEGCASH - $0.00 9,354,034 $9,354,034 $9,354,034 0.32 $9,354,034
NEW ZEALAND DOLLAR NZD - - 6,845,823 $3,924,367 $3,924,367 0.14 $3,924,367
ENBRIDGE INC 0% 01/12/2026, 0.00%, 01/12/26 ENB 292976ND5 - - 4,700,000 $3,383,195 $3,383,195 0.12 $3,383,195
BRITISH POUND GBP - - 2,402,633 $3,223,973 $3,223,973 0.11 $3,223,973
CANADIAN DOLLAR CAD - - 2,720,729 $1,958,910 $1,958,910 0.07 $1,958,910
EURO EUR - - 1,204,059 $1,401,650 $1,401,650 0.05 $1,401,650
AUSTRALIAN DOLLARS AUD - - 1,916,664 $1,280,525 $1,280,525 0.04 $1,280,525
US DOLLARS USD MD_142224 - - -111,025,908 $-111,025,908 $-111,025,908 -3.83 $-111,025,908
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.88 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.88 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,158,400 $47,158,400 1.63 $47,158,400
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,158,400 $-47,158,400 -1.63 $-47,158,400
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,205,843 $43,205,843 1.49 $43,205,843
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,205,843 $-43,205,843 -1.49 $-43,205,843
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $61,079,773 $61,079,773 2.11 $61,079,773
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-61,079,773 $-61,079,773 -2.11 $-61,079,773
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 4.94 $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 -4.94 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $146,798,347 $146,798,347 5.07 $146,798,347
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-146,798,347 $-146,798,347 -5.07 $-146,798,347
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,606,838 $74,606,838 2.58 $74,606,838
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,606,838 $-74,606,838 -2.58 $-74,606,838
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 5.00 $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 -5.00 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,319,468 $8,319,468 0.29 $8,319,468
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,319,468 $-8,319,468 -0.29 $-8,319,468
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 $4,929 0.00 $4,929
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $536,975,850 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-538,535,450 $0 0.00 $0
3M CORRA Futures Sep26 SEP 26 CORU6 FUTURES_CAD - 787.00 $553,319,533 $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 $-1,383 0.00 $-1,383
FX Forward|AUD|01/16/2026 +AUD2 - - -307,605,000 $-205,512,842 $-205,512,842 -7.10 $-205,512,842
FX Forward|USD|01/16/2026 +AUD2 - - 202,961,778 $202,961,778 $202,961,778 7.01 $202,961,778
FX Forward|AUD|01/16/2026 +AUD0 - - -307,645,000 $-205,539,566 $-205,539,566 -7.10 $-205,539,566
FX Forward|USD|01/16/2026 +AUD0 - - 202,800,507 $202,800,507 $202,800,507 7.00 $202,800,507
FX Forward|CAD|01/16/2026 +CADU - - -99,540,000 $-71,678,915 $-71,678,915 -2.48 $-71,678,915
FX Forward|USD|01/16/2026 +CADU - - 71,662,551 $71,662,551 $71,662,551 2.47 $71,662,551
FX Forward|EUR|01/16/2026 +EUR0 - - -12,410,000 $-14,448,882 $-14,448,882 -0.50 $-14,448,882
FX Forward|USD|01/16/2026 +EUR0 - - 14,478,933 $14,478,933 $14,478,933 0.50 $14,478,933
FX Forward|GBP|01/16/2026 +GBP1 - - -10,460,000 $-14,035,663 $-14,035,663 -0.48 $-14,035,663
FX Forward|USD|01/16/2026 +GBP1 - - 14,005,187 $14,005,187 $14,005,187 0.48 $14,005,187
FX Forward|NZD|01/16/2026 +NZD2 - - -2,400,000 $-1,375,987 $-1,375,987 -0.05 $-1,375,987
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 $8,017,276 $8,017,276 0.28 $8,017,276
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 $18,038,870 $18,038,870 0.62 $18,038,870
FX Forward|USD|01/16/2026 +AUDU - - -17,514,962 $-17,514,962 $-17,514,962 -0.60 $-17,514,962
FX Forward|AUD|01/16/2026 +AUDU - - 10,000,000 $6,681,063 $6,681,063 0.23 $6,681,063
FX Forward|USD|01/16/2026 +AUDU - - -6,500,666 $-6,500,666 $-6,500,666 -0.22 $-6,500,666
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,340,532 $3,340,532 0.12 $3,340,532
FX Forward|USD|01/16/2026 +AUD1 - - -3,277,516 $-3,277,516 $-3,277,516 -0.11 $-3,277,516
FX Forward|CAD|01/12/2026 +CADU - - -4,700,000 $-3,383,973 $-3,383,973 -0.12 $-3,383,973
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 $4,680,661 $4,680,661 0.16 $4,680,661
FX Forward|USD|01/16/2026 +CADU - - -4,669,208 $-4,669,208 $-4,669,208 -0.16 $-4,669,208
FX Forward|NZD|01/16/2026 +NZD0 - - 1,000,000 $573,328 $573,328 0.02 $573,328
FX Forward|USD|01/16/2026 +NZD0 - - -579,217 $-579,217 $-579,217 -0.02 $-579,217
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,340,532 $3,340,532 0.12 $3,340,532
FX Forward|USD|01/16/2026 +AUD1 - - -3,324,635 $-3,324,635 $-3,324,635 -0.11 $-3,324,635
FX Forward|AUD|01/16/2026 +AUD0 - - 4,000,000 $2,672,425 $2,672,425 0.09 $2,672,425
FX Forward|USD|01/16/2026 +AUD0 - - -2,648,630 $-2,648,630 $-2,648,630 -0.09 $-2,648,630
FX Forward|CAD|02/12/2026 +CADU - - -36,703,000 $-26,464,890 $-26,464,890 -0.91 $-26,464,890
FX Forward|USD|02/12/2026 +CADU - - 26,516,688 $26,516,688 $26,516,688 0.92 $26,516,688
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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