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 02/06/2026)

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 $44,154,060 $44,154,060 1.48 $44,004,090
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,320,309 $34,320,309 1.15 $33,625,584
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,199,696 $33,199,696 1.12 $33,178,746
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,518,512 $27,518,512 0.93 $27,209,105
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,546,179 $26,546,179 0.90 $26,442,703
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,131,390 $26,131,390 0.88 $25,799,080
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,201,794 $25,201,794 0.85 $25,150,537
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,067,266 $25,067,266 0.85 $25,009,900
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,726,223 $24,726,223 0.84 $24,457,399
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,265,212 $24,265,212 0.82 $24,172,914
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,692,054 $23,692,054 0.80 $23,663,474
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 $23,529,718 $23,529,718 0.79 $23,293,613
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,366,550 $23,366,550 0.79 $23,116,658
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,259,728 $23,259,728 0.79 $23,090,092
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,056,409 $21,056,409 0.71 $20,966,858
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,915,041 $20,915,041 0.71 $20,747,464
BX Trust 2025-ROIC A 4.82402% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,694,237 $20,741,617 $20,741,617 0.70 $20,671,286
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,539,205 $20,539,205 0.69 $20,138,528
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,457,571 $20,457,571 0.69 $20,216,071
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,296,950 $20,296,950 0.69 $20,185,334
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,825,847 $19,825,847 0.67 $19,511,197
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,804,303 $19,804,303 0.67 $19,379,020
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,689,165 $19,689,165 0.67 $19,355,029
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,573,888 $19,573,888 0.66 $19,244,068
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,209,366 $19,209,366 0.65 $18,779,637
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04728% 25-APR-2042, 8.05%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 18,211,363 $18,955,346 $18,955,346 0.64 $18,898,354
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $18,077,983 $18,077,983 0.61 $17,645,616
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,739,500 $17,739,500 0.60 $17,719,169
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,572,919 $17,572,919 0.59 $17,285,822
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,485,278 $17,485,278 0.59 $17,273,074
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,473,022 $17,473,022 0.59 $17,456,799
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,439,466 $17,439,466 0.59 $17,192,196
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,405,186 $17,405,186 0.59 $17,104,279
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,377,949 $17,377,949 0.59 $17,009,856
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,194,908 $17,194,908 0.58 $17,114,278
NOW Trust 2024-1 A 4.965% 14-JUN-2032, 4.96%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 24,273,400 $17,141,603 $17,141,603 0.58 $17,081,454
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,048,853 $17,048,853 0.58 $16,863,022
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,050,472 $16,050,472 0.54 $15,793,820
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,448,624 $15,448,624 0.52 $15,274,953
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,445,730 $15,445,730 0.52 $15,197,136
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,420,072 $15,420,072 0.52 $15,065,645
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,277,644 $15,277,644 0.52 $15,036,640
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,272,310 $15,272,310 0.52 $15,067,310
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,217,396 $15,217,396 0.51 $15,114,310
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,165,599 $15,165,599 0.51 $15,050,779
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,114,894 $15,114,894 0.51 $15,077,374
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,057,711 $15,057,711 0.51 $14,718,478
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,995,145 $14,995,145 0.51 $14,939,090
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,842,242 $14,842,242 0.50 $14,654,697
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,751,879 $14,751,879 0.50 $14,397,748
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,742,289 $14,742,289 0.50 $14,712,510
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.19728% 25-OCT-2041, 5.20%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 14,672,014 $14,742,001 $14,742,001 0.50 $14,712,346
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,738,474 $14,738,474 0.50 $14,323,281
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,730,767 $14,730,767 0.50 $14,448,359
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,720,560 $14,720,560 0.50 $14,493,048
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,629,393 $14,629,393 0.49 $14,426,358
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,457,672 $14,457,672 0.49 $14,340,130
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,341,897 $14,341,897 0.48 $14,084,856
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,207,491 $14,207,491 0.48 $14,000,554
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,109,502 $14,109,502 0.48 $13,971,579
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,977,803 $13,977,803 0.47 $13,877,981
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,969,341 $13,969,341 0.47 $13,871,239
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,913,625 $13,913,625 0.47 $13,596,477
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,794,065 $13,794,065 0.47 $13,640,476
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,768,049 $13,768,049 0.47 $13,682,414
NOW Trust 2025-1 A 4.715% 14-FEB-2034, 4.71%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 19,495,804 $13,732,043 $13,732,043 0.46 $13,686,165
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,726,020 $13,726,020 0.46 $13,694,278
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,618,843 $13,618,843 0.46 $13,446,079
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,582,404 $13,582,404 0.46 $13,327,204
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,575,471 $13,575,471 0.46 $13,392,871
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,430,525 $13,430,525 0.45 $12,945,168
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,305,079 $13,305,079 0.45 $13,103,347
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,237,963 $13,237,963 0.45 $12,950,165
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,124,058 $13,124,058 0.44 $12,949,800
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,100,730 $13,100,730 0.44 $12,903,670
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,071,811 $13,071,811 0.44 $12,886,854
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,007,307 $13,007,307 0.44 $12,817,795
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,974,088 $12,974,088 0.44 $12,915,457
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,967,002 $12,967,002 0.44 $12,681,327
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 $12,900,642 $12,900,642 0.44 $12,877,644
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,847,342 $12,847,342 0.43 $12,831,116
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,829,856 $12,829,856 0.43 $12,806,960
RAF ABS Series 2025-1 A 4.5075% 09-DEC-2031, 4.51%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 18,220,274 $12,814,505 $12,814,505 0.43 $12,765,633
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,529,910 $12,529,910 0.42 $12,376,663
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,389,519 $12,389,519 0.42 $12,251,558
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,231,476 $12,231,476 0.41 $12,192,576
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 12,136,765 $12,219,081 $12,219,081 0.41 $12,196,765
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,188,323 $12,188,323 0.41 $12,177,836
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.20%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,180,722 $12,180,722 0.41 $12,147,609
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,176,961 $12,176,961 0.41 $12,127,643
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,087,358 $12,087,358 0.41 $11,866,026
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,954,363 $11,954,363 0.40 $11,925,963
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,908,214 $11,908,214 0.40 $11,572,067
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,902,990 $11,902,990 0.40 $11,733,832
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,800,544 $11,800,544 0.40 $11,675,653
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,783,753 $11,783,753 0.40 $11,772,861
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,706,648 $11,706,648 0.40 $11,543,278
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,668,855 $11,668,855 0.39 $11,651,548
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,569,470 $11,569,470 0.39 $11,455,659
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,477,200 $11,477,200 0.39 $11,402,434
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 11,420,000 $11,429,106 $11,429,106 0.39 $11,269,988
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,143,806 $11,143,806 0.38 $11,095,406
BX Commercial Mortgage Trust 2026-CSMO A 5.1% 15-FEB-2028, 5.05%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,020,000 $11,020,000 0.37 $11,020,000
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,727,196 $10,727,196 0.36 $10,668,461
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,547,608 $10,609,870 $10,609,870 0.36 $10,588,142
NRTH Commercial Mortgage Trust 2025-PARK A 5.07346% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,566,186 $10,566,186 0.36 $10,529,192
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,469,460 $10,469,460 0.35 $10,309,955
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,395,150 $10,395,150 0.35 $10,389,291
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,348,319 $10,348,319 0.35 $10,148,772
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,278,594 $10,278,594 0.35 $10,196,855
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,269,253 $10,269,253 0.35 $10,225,965
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,210,028 $10,210,028 0.34 $10,174,731
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,129,740 $10,129,740 0.34 $10,064,833
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,104,252 $10,104,252 0.34 $10,042,002
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,033,474 $10,033,474 0.34 $10,011,107
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $10,001,125 $10,001,125 0.34 $9,924,495
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,937,578 $9,937,578 0.34 $9,777,449
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,919,060 $9,919,060 0.34 $9,665,876
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,913,318 $9,913,318 0.33 $9,789,695
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 $9,744,343 $9,744,343 0.33 $9,733,785
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,738,741 $9,738,741 0.33 $9,628,945
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,658,942 $9,658,942 0.33 $9,549,682
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,656,662 $9,656,662 0.33 $9,643,887
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,487,882 $9,487,882 0.32 $9,425,075
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,468,450 $9,468,450 0.32 $9,419,858
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,428,912 $9,428,912 0.32 $9,338,190
Plenti PL & Green ABS Trust 2024-2 A1 4.745% 11-APR-2036, 4.75%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 13,182,980 $9,289,522 $9,289,522 0.31 $9,255,900
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,208,740 $9,208,740 0.31 $9,050,880
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,192,711 $9,192,711 0.31 $9,160,611
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,157,544 $9,157,544 0.31 $9,013,894
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,943,093 $8,943,093 0.30 $8,814,004
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,879,500 $8,879,500 0.30 $8,872,460
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,840,685 $8,840,685 0.30 $8,752,971
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,818,487 $8,818,487 0.30 $8,786,402
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,816,002 $8,816,002 0.30 $8,589,188
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 8,222,358 $8,788,761 $8,788,761 0.30 $8,321,454
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,774,829 $8,774,829 0.30 $8,604,025
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,664,977 $8,664,977 0.29 $8,632,825
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,565,163 $8,565,163 0.29 $8,531,105
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 6,285,000 $8,473,785 $8,473,785 0.29 $8,415,238
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,408,609 $8,408,609 0.28 $8,221,724
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,213,799 $8,367,881 $8,367,881 0.28 $8,346,488
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,321,805 $8,321,805 0.28 $8,199,597
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,204,686 $8,204,686 0.28 $8,057,855
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,161,335 $8,161,335 0.28 $8,027,840
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,145,600 $8,145,600 0.28 $7,990,248
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,107,868 $8,107,868 0.27 $7,962,868
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,018,443 $8,018,443 0.27 $7,986,744
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,940,989 $7,940,989 0.27 $7,803,951
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,927,826 $7,927,826 0.27 $7,776,786
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,804,942 $7,804,942 0.26 $7,695,637
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,743,832 $7,743,832 0.26 $7,692,239
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,613,112 $7,613,112 0.26 $7,597,837
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,554,812 $7,554,812 0.26 $7,348,931
United Airlines Holdings, Inc. 4.875% 01-MAR-2029, 4.88%, 03/01/29 UAL 910047AM1 - - 7,494,000 $7,523,795 $7,523,795 0.25 $7,520,751
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,499,134 $7,499,134 0.25 $7,469,842
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,471,371 $7,471,371 0.25 $7,446,557
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,337,560 $7,413,072 $7,413,072 0.25 $7,393,875
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,342,126 $7,342,126 0.25 $7,229,848
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,303,055 $7,303,055 0.25 $7,099,527
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89728% 25-MAY-2045, 4.90%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,245,560 $7,266,700 $7,266,700 0.25 $7,252,901
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.01%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,288,233 $7,264,717 $7,264,717 0.25 $7,236,985
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,209,495 $7,209,495 0.24 $7,113,945
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,152,054 $7,152,054 0.24 $7,078,554
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,133,641 $7,133,641 0.24 $6,963,174
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 6,982,105 $7,110,935 $7,110,935 0.24 $7,088,261
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,056,998 $7,056,998 0.24 $7,008,313
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,055,654 $7,055,654 0.24 $7,013,465
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,054,250 $7,054,250 0.24 $6,924,339
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,037,193 $7,037,193 0.24 $6,913,231
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,962,425 $6,962,425 0.24 $6,954,334
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,873,843 $6,873,843 0.23 $6,823,228
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,867,422 $6,867,422 0.23 $6,830,548
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,768,118 $6,768,118 0.23 $6,658,031
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,764,023 $6,764,023 0.23 $6,664,308
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,755,832 $6,755,832 0.23 $6,643,534
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,743,315 $6,743,315 0.23 $6,592,873
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,648,426 $6,648,426 0.22 $6,534,874
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,584,319 $6,584,319 0.22 $6,559,518
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,571,631 $6,571,631 0.22 $6,411,273
Metro Finance 2024-1 Trust|4.8104|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,287,494 $6,548,738 $6,548,738 0.22 $6,530,728
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,508,406 $6,508,406 0.22 $6,477,694
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 6,476,446 $6,496,285 $6,496,285 0.22 $6,484,076
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,473,653 $6,473,653 0.22 $6,348,976
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,392,840 $6,392,840 0.22 $6,358,347
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,267,302 $6,267,302 0.21 $6,256,795
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,223,224 $6,223,224 0.21 $6,210,683
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 6,168,016 $6,205,324 $6,205,324 0.21 $6,193,570
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,112,040 $6,112,040 0.21 $6,056,617
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,043,173 $6,043,173 0.20 $6,019,423
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.90%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,015,573 $6,038,245 $6,038,245 0.20 $6,026,789
Connecticut Avenue Securities Trust 2024-R01 1M1 4.74728% 25-JAN-2044, 4.75%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 6,019,472 $6,033,695 $6,033,695 0.20 $6,022,582
TVC Mortgage Trust 2026-RRTL1|4.964|04/25/2040, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,004,098 $6,004,098 0.20 $5,999,962
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,002,472 $6,002,472 0.20 $5,955,359
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,945,193 $5,945,193 0.20 $5,911,945
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,907,547 $5,907,547 0.20 $5,819,102
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,905,153 $5,905,153 0.20 $5,836,839
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,847,725 $5,847,725 0.20 $5,797,368
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.94728% 25-MAR-2044, 4.95%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,810,092 $5,826,580 $5,826,580 0.20 $5,815,402
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,761,460 $5,761,460 0.19 $5,744,852
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,543,151 $5,615,282 $5,615,282 0.19 $5,596,935
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,524,504 $5,524,504 0.19 $5,514,362
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,482,030 $5,482,030 0.19 $5,392,690
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,314,141 $5,314,141 0.18 $5,215,846
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,237,998 $5,237,998 0.18 $5,191,822
RESIMAC Bastille Trust 2024-1NC A2 4.9125% 13-SEP-2055, 4.91%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 7,412,323 $5,235,710 $5,235,710 0.18 $5,216,837
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,137,761 $5,137,761 0.17 $5,068,928
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,137,391 $5,137,391 0.17 $5,047,127
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,129,617 $5,129,617 0.17 $5,092,492
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29728% 25-MAR-2045, 5.30%, 03/25/45 CAS 2025-R03 20754VAB3 - - 5,044,364 $5,066,462 $5,066,462 0.17 $5,056,071
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,059,732 $5,059,732 0.17 $5,053,065
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 $5,054,727 $5,054,727 0.17 $5,031,765
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,041,356 $5,041,356 0.17 $5,031,654
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,943,869 $4,943,869 0.17 $4,905,684
Plenti PL & Green ABS Trust 2025-1 A1G 4.765% 11-NOV-2036, 4.76%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 6,989,903 $4,924,584 $4,924,584 0.17 $4,906,682
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,606 $4,877,350 $4,877,350 0.16 $4,859,234
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,847,251 $4,847,251 0.16 $4,769,062
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.74728% 25-JAN-2045, 4.75%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 4,787,198 $4,798,724 $4,798,724 0.16 $4,789,886
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,770,306 $4,770,306 0.16 $4,691,975
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.89728% 25-AUG-2044, 4.90%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 4,741,528 $4,758,719 $4,758,719 0.16 $4,749,689
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,728,069 $4,728,069 0.16 $4,650,832
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 $4,720,878 $4,720,878 0.16 $4,672,544
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,667,994 $4,667,994 0.16 $4,635,916
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,667,427 $4,667,427 0.16 $4,644,887
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,595,469 $4,595,469 0.16 $4,575,465
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,540,249 $4,568,436 $4,568,436 0.15 $4,559,171
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,419,911 $4,419,911 0.15 $4,407,080
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 $4,228,824 $4,228,824 0.14 $4,220,249
Plenti PL & Green ABS Trust 2025-1 A1 4.765% 11-NOV-2036, 4.76%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 5,974,276 $4,213,574 $4,213,574 0.14 $4,198,273
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,191,035 $4,191,035 0.14 $4,093,971
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,161,022 $4,161,022 0.14 $4,104,123
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 $4,102,612 $4,102,612 0.14 $4,078,542
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,920,216 $3,920,216 0.13 $3,912,590
Liberty Series 2024-1 Auto A 4.815% 25-MAY-2032, 4.82%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,547,921 $3,905,523 $3,905,523 0.13 $3,898,857
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,766,928 $3,766,928 0.13 $3,732,892
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,743,784 $3,743,784 0.13 $3,634,857
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,722,443 $3,722,443 0.13 $3,683,513
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,705,698 $3,705,698 0.13 $3,639,409
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,705,462 $3,705,462 0.13 $3,660,281
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,475,993 $3,475,993 0.12 $3,437,305
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.15%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,356,549 $3,366,152 $3,366,152 0.11 $3,359,433
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,314,406 $3,314,406 0.11 $3,276,195
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,296,874 $3,296,874 0.11 $3,237,281
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,289,443 $3,289,443 0.11 $3,282,724
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,286,370 $3,286,370 0.11 $3,275,570
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,095,260 $3,095,260 0.10 $3,077,027
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,087,546 $3,087,546 0.10 $3,081,898
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,945,871 $2,945,871 0.10 $2,923,751
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,913,396 $2,913,396 0.10 $2,903,843
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,908,077 $2,908,077 0.10 $2,902,185
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,812,321 $2,812,321 0.09 $2,754,632
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.79728% 25-DEC-2031, 4.80%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,778,381 $2,786,842 $2,786,842 0.09 $2,781,658
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,727,687 $2,727,687 0.09 $2,713,936
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,660,028 $2,703,575 $2,703,575 0.09 $2,694,866
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,559,403 $2,559,403 0.09 $2,541,480
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,457,172 $2,463,266 $2,463,266 0.08 $2,458,682
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.04728% 25-FEB-2044, 5.05%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,385,982 $2,394,188 $2,394,188 0.08 $2,389,504
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,369,489 $2,369,489 0.08 $2,342,243
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,266,442 $2,315,296 $2,315,296 0.08 $2,306,491
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,266,442 $2,313,844 $2,313,844 0.08 $2,305,261
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,254,546 $2,262,883 $2,262,883 0.08 $2,258,589
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,220,634 $2,220,634 0.08 $2,172,183
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,215,118 $2,215,118 0.07 $2,179,953
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,157,151 $2,157,151 0.07 $2,136,331
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.89728% 25-MAY-2044, 4.90%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,104,474 $2,112,223 $2,112,223 0.07 $2,108,215
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,081,402 $2,081,402 0.07 $2,068,479
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,020,022 $2,020,022 0.07 $1,972,250
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.49728% 25-NOV-2041, 5.50%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,019,716 $2,019,716 0.07 $2,015,441
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $1,997,495 $1,997,495 0.07 $1,989,882
Plenti Auto ABS Trust 2025-1 A 4.665% 12-AUG-2033, 4.67%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,813,917 $1,984,223 $1,984,223 0.07 $1,977,168
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,877,180 $1,903,372 $1,903,372 0.06 $1,897,152
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,742,765 $1,742,765 0.06 $1,709,731
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,733,391 $1,733,391 0.06 $1,730,132
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,600,035 $1,600,035 0.05 $1,580,632
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79728% 25-FEB-2044, 4.80%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,527,337 $1,530,943 $1,530,943 0.05 $1,528,094
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 $1,493,997 $1,493,997 0.05 $1,485,431
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,464,107 $1,464,107 0.05 $1,449,621
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69728% 25-JUN-2043, 5.70%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,330,008 $1,334,995 $1,334,995 0.05 $1,332,048
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,296,546 $1,296,546 0.04 $1,283,549
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,262,915 $1,262,915 0.04 $1,257,783
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39728% 25-JUL-2043, 5.40%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,254,919 $1,262,487 $1,262,487 0.04 $1,259,853
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54728% 25-NOV-2043, 5.55%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,199,414 $1,206,994 $1,206,994 0.04 $1,204,406
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,202,643 $1,202,643 0.04 $1,171,381
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,640,763 $1,160,636 $1,160,636 0.04 $1,155,552
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84728% 25-MAR-2044, 4.85%, 03/25/44 CAS 207941AA3 - - 1,152,480 $1,155,182 $1,155,182 0.04 $1,153,009
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.69728% 25-MAY-2043, 5.70%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,006,242 $1,015,467 $1,015,467 0.03 $1,013,238
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $998,450 $998,450 0.03 $981,007
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $993,766 $993,766 0.03 $982,987
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $891,862 $891,862 0.03 $888,227
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $882,758 $882,758 0.03 $878,950
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $726,806 $726,806 0.02 $722,217
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $718,743 $718,743 0.02 $716,026
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $709,337 $709,337 0.02 $703,044
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $706,713 $706,713 0.02 $696,514
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $705,991 $705,991 0.02 $695,849
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $704,527 $704,527 0.02 $701,019
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $564,162 $564,162 0.02 $562,150
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $395,149 $395,149 0.01 $391,973
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 285,607 $286,125 $286,125 0.01 $285,603
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $106,319 $106,319 0.00 $105,153
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $105,430 $105,430 0.00 $104,209
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -1,784 $-372,117,313 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,673,656 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -369.00 $-42,256,266 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-94,039,580 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,150,559 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,161,336 $0 0.00 $0
HCA INC 0% 02/10/2026, 0.00%, 02/10/26 HCA 40412DBA6 - - 71,650,000 $71,642,139 $71,642,139 2.42 $71,642,139
AIR LEASE CORP 0% 02/09/2026, 0.00%, 02/09/26 AL 00913XB93 - - 59,350,000 $59,335,013 $59,335,013 2.00 $59,335,013
JABIL INC 0% 02/09/2026, 0.00%, 02/09/26 JBLPP 46652MB95 - - 38,600,000 $38,585,930 $38,585,930 1.30 $38,585,930
GLOBAL PAYMENTS INC 0% 02/09/2026, 0.00%, 02/09/26 GPN 37961DB90 - - 28,850,000 $28,840,370 $28,840,370 0.97 $28,840,370
ENBRIDGE INC 0% 02/12/2026, 0.00%, 02/12/26 ENB 292976PD3 - - 36,703,000 $26,905,125 $26,905,125 0.91 $26,905,125
AUTONATION INC 0% 02/09/2026, 0.00%, 02/09/26 AUTONA 05330NB99 - - 20,400,000 $20,393,154 $20,393,154 0.69 $20,393,154
HCA INC 0% 02/09/2026, 0.00%, 02/09/26 HCA 40412DB99 - - 12,900,000 $12,896,815 $12,896,815 0.44 $12,896,815
ENBRIDGE INC 0% 02/13/2026, 0.00%, 02/13/26 ENB 292976PE1 - - 16,250,000 $11,911,224 $11,911,224 0.40 $11,911,224
SEGREGATED CASH SEGCASH - $0.00 8,767,813 $8,767,813 $8,767,813 0.30 $8,767,813
NEW ZEALAND DOLLAR NZD - - 6,663,754 $4,008,586 $4,008,586 0.14 $4,008,586
BRITISH POUND GBP - - 2,467,288 $3,358,957 $3,358,957 0.11 $3,358,957
AUSTRALIAN DOLLARS AUD - - 2,849,289 $1,996,349 $1,996,349 0.07 $1,996,349
CANADIAN DOLLAR CAD - - 2,464,179 $1,807,179 $1,807,179 0.06 $1,807,179
EURO EUR - - 1,245,922 $1,472,616 $1,472,616 0.05 $1,472,616
US DOLLARS USD MD_142224 - - -86,219,344 $-86,219,344 $-86,219,344 -2.91 $-86,219,344
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.84 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.84 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,486,576 $49,486,576 1.67 $49,486,576
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,486,576 $-49,486,576 -1.67 $-49,486,576
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,338,884 $45,338,884 1.53 $45,338,884
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,338,884 $-45,338,884 -1.53 $-45,338,884
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $64,095,238 $64,095,238 2.16 $64,095,238
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-64,095,238 $-64,095,238 -2.16 $-64,095,238
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 4.83 $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 -4.83 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $148,936,750 $148,936,750 5.03 $148,936,750
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-148,936,750 $-148,936,750 -5.03 $-148,936,750
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $75,693,631 $75,693,631 2.56 $75,693,631
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-75,693,631 $-75,693,631 -2.56 $-75,693,631
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 4.89 $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 -4.89 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,440,657 $8,440,657 0.29 $8,440,657
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,440,657 $-8,440,657 -0.29 $-8,440,657
PARENT IRS SWAPTION 5M X 2y 01Jan00 RECEIVE FIXED 2.78% 2.78% PAY UNITED STATES SOFR SECURED OVERNI, 2.78%, 07/14/26 - UCAXXD9SQ $2.78 414,900,000 $414,900,000 $403,552 0.01 $403,552
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-538,813,950 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $536,892,300 $0 0.00 $0
PARENT IRS SWAPTION 5M X 2Y 01Jan00 RECEIVE FIXED 2.28% 2.28% PAY UNITED STATES SOFR SECURED OVERNI, 2.28%, 07/14/26 - UCAXXD9SH $2.28 -414,900,000 $-414,900,000 $-118,006 0.00 $-118,006
FX Forward|CAD|02/12/2026 +CADU - - -36,703,000 $-26,919,893 $-26,919,893 -0.91 $-26,919,893
FX Forward|USD|02/12/2026 +CADU - - 26,516,688 $26,516,688 $26,516,688 0.90 $26,516,688
FX Forward|CAD|02/13/2026 +CADU - - -16,250,000 $-11,919,185 $-11,919,185 -0.40 $-11,919,185
FX Forward|USD|02/13/2026 +CADU - - 11,724,233 $11,724,233 $11,724,233 0.40 $11,724,233
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,893,047 $-14,893,047 -0.50 $-14,893,047
FX Forward|USD|04/17/2026 +EURU - - 14,700,822 $14,700,822 $14,700,822 0.50 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - - -10,940,000 $-14,893,479 $-14,893,479 -0.50 $-14,893,479
FX Forward|USD|04/17/2026 +GBP0 - - 14,702,321 $14,702,321 $14,702,321 0.50 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - - -93,310,000 $-68,634,116 $-68,634,116 -2.32 $-68,634,116
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.28 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-388,237,955 $-388,237,955 -13.11 $-388,237,955
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.51 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,075,886 $-3,075,886 -0.10 $-3,075,886
FX Forward|USD|04/17/2026 +NZD1 - - 2,937,661 $2,937,661 $2,937,661 0.10 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - - 7,000,000 $4,902,525 $4,902,525 0.17 $4,902,525
FX Forward|USD|04/17/2026 +AUD1 - - -4,713,150 $-4,713,150 $-4,713,150 -0.16 $-4,713,150
FX Forward|GBP|04/17/2026 +GBPU - - -6,213,930 $-8,459,510 $-8,459,510 -0.29 $-8,459,510
FX Forward|USD|04/17/2026 +GBPU - - 8,348,546 $8,348,546 $8,348,546 0.28 $8,348,546
FX Forward|AUD|04/17/2026 +AUDU - - 12,500,000 $8,754,509 $8,754,509 0.30 $8,754,509
FX Forward|USD|04/17/2026 +AUDU - - -8,762,599 $-8,762,599 $-8,762,599 -0.30 $-8,762,599
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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