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 02/10/2026)

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 $44,180,740 $44,180,740 1.50 $44,018,773
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,328,848 $34,328,848 1.17 $33,624,268
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,256,543 $33,256,543 1.13 $33,227,213
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,839,880 $27,839,880 0.95 $27,519,115
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,569,652 $26,569,652 0.91 $26,457,554
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,144,130 $26,144,130 0.89 $25,805,107
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,229,035 $25,229,035 0.85 $25,170,944
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.37%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,047,709 $25,047,709 0.85 $24,984,000
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,750,764 $24,750,764 0.84 $24,475,688
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,562,550 $24,562,550 0.83 $24,461,729
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,717,245 $23,717,245 0.80 $23,682,315
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 $23,572,018 $23,572,018 0.80 $23,329,532
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,387,119 $23,387,119 0.79 $23,131,278
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,274,269 $23,274,269 0.79 $23,102,485
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,303,656 $21,303,656 0.72 $21,206,373
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,928,803 $20,928,803 0.71 $20,756,004
BX Trust 2025-ROIC A 4.82402% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,694,237 $20,755,135 $20,755,135 0.70 $20,679,177
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,550,300 $20,550,300 0.69 $20,142,594
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,536,374 $20,536,374 0.69 $20,420,696
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,488,516 $20,488,516 0.69 $20,241,649
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,825,368 $19,825,368 0.67 $19,506,378
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,823,906 $19,823,906 0.67 $19,393,240
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,721,042 $19,721,042 0.67 $19,382,677
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,591,279 $19,591,279 0.66 $19,256,305
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,240,183 $19,240,183 0.65 $18,805,015
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 $18,956,874 $18,956,874 0.64 $18,891,740
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $18,102,297 $18,102,297 0.61 $17,664,844
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,745,909 $17,745,909 0.60 $17,721,881
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,578,976 $17,578,976 0.59 $17,286,020
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,488,104 $17,488,104 0.59 $17,270,528
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,476,802 $17,476,802 0.59 $17,456,974
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,448,335 $17,448,335 0.59 $17,196,400
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,409,778 $17,409,778 0.59 $17,104,691
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,383,339 $17,383,339 0.59 $17,010,133
NOW Trust 2024-1 A 4.965% 14-JUN-2032, 4.96%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 24,273,400 $17,336,333 $17,336,333 0.59 $17,270,817
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,192,380 $17,192,380 0.58 $17,002,199
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,190,752 $17,190,752 0.58 $17,107,716
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,060,771 $16,060,771 0.54 $15,799,321
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,464,447 $15,464,447 0.52 $15,211,999
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,450,460 $15,450,460 0.52 $15,272,972
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,425,654 $15,425,654 0.52 $15,066,712
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,300,984 $15,300,984 0.52 $15,092,781
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,290,078 $15,290,078 0.52 $15,045,531
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,226,882 $15,226,882 0.51 $15,119,978
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,166,105 $15,166,105 0.51 $15,049,633
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,146,536 $15,146,536 0.51 $15,105,066
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,061,492 $15,061,492 0.51 $14,717,643
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $15,015,863 $15,015,863 0.51 $14,821,815
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $15,014,434 $15,014,434 0.51 $14,954,642
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,771,859 $14,771,859 0.50 $14,413,703
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,749,167 $14,749,167 0.50 $14,715,417
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 $14,745,636 $14,745,636 0.50 $14,711,745
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,730,070 $14,730,070 0.50 $14,498,828
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,727,803 $14,727,803 0.50 $14,441,473
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,642,585 $14,642,585 0.49 $14,435,825
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,471,867 $14,471,867 0.49 $14,351,526
BAE Systems Plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,347,570 $14,347,570 0.48 $14,086,664
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,326,289 $14,326,289 0.48 $14,321,675
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,228,143 $14,228,143 0.48 $14,017,997
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,102,407 $14,102,407 0.48 $13,961,160
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,983,200 $13,983,200 0.47 $13,879,675
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,969,561 $13,969,561 0.47 $13,867,817
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,924,193 $13,924,193 0.47 $13,603,005
NOW Trust 2025-1 A 4.715% 14-FEB-2034, 4.71%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 19,495,804 $13,892,418 $13,892,418 0.47 $13,842,446
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,797,529 $13,797,529 0.47 $13,639,422
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,791,904 $13,791,904 0.47 $13,703,098
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,779,421 $13,779,421 0.47 $13,600,086
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,734,351 $13,734,351 0.46 $13,698,876
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,590,017 $13,590,017 0.46 $13,330,829
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,581,504 $13,581,504 0.46 $13,394,504
Permanent TSB Group Holdings Plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,549,444 $13,549,444 0.46 $13,055,816
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,315,672 $13,315,672 0.45 $13,111,622
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,243,026 $13,243,026 0.45 $12,951,585
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,139,356 $13,139,356 0.44 $12,961,746
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,110,746 $13,110,746 0.44 $12,909,581
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,081,582 $13,081,582 0.44 $12,893,134
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,015,713 $13,015,713 0.44 $12,821,942
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,984,142 $12,984,142 0.44 $12,922,062
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,970,296 $12,970,296 0.44 $12,680,482
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 $12,923,727 $12,923,727 0.44 $12,897,444
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,847,568 $12,847,568 0.43 $12,827,285
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,833,127 $12,833,127 0.43 $12,806,960
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,677,983 $12,677,983 0.43 $12,519,294
RAF ABS Series 2025-1 A 4.5075% 09-DEC-2031, 4.74%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,742,077 $12,587,460 $12,587,460 0.43 $12,584,194
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,537,475 $12,537,475 0.42 $12,393,951
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,237,800 $12,237,800 0.41 $12,195,788
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 $12,228,200 $12,228,200 0.41 $12,202,697
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,190,266 $12,190,266 0.41 $12,176,283
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,186,282 $12,186,282 0.41 $12,133,975
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.20%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,185,590 $12,185,590 0.41 $12,147,746
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,096,302 $12,096,302 0.41 $11,871,938
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,964,887 $11,964,887 0.40 $11,934,120
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,937,956 $11,937,956 0.40 $11,808,441
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,915,530 $11,915,530 0.40 $11,575,519
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,911,414 $11,911,414 0.40 $11,738,538
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,884,674 $11,884,674 0.40 $11,870,556
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,709,945 $11,709,945 0.40 $11,542,984
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,692,698 $11,692,698 0.39 $11,671,545
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,668,835 $11,668,835 0.39 $11,550,820
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,610,545 $11,610,545 0.39 $11,531,774
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 11,420,000 $11,445,628 $11,445,628 0.39 $11,283,717
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,143,782 $11,143,782 0.38 $11,092,357
BX Commercial Mortgage Trust 2026-CSMO A 5.1% 15-FEB-2028, 5.05%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,026,394 $11,026,394 0.37 $11,026,394
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,816,425 $10,816,425 0.37 $10,755,333
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,547,608 $10,609,048 $10,609,048 0.36 $10,584,215
NRTH Commercial Mortgage Trust 2025-PARK A 5.07346% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,567,512 $10,567,512 0.36 $10,527,558
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,468,957 $10,468,957 0.35 $10,306,837
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,423,567 $10,423,567 0.35 $10,414,778
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,387,355 $10,387,355 0.35 $10,340,653
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,349,986 $10,349,986 0.35 $10,147,345
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,280,927 $10,280,927 0.35 $10,196,162
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,222,942 $10,222,942 0.35 $10,184,575
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,131,015 $10,131,015 0.34 $10,063,158
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,111,942 $10,111,942 0.34 $10,047,387
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,049,878 $10,049,878 0.34 $10,025,156
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $10,012,454 $10,012,454 0.34 $9,934,000
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,942,932 $9,942,932 0.34 $9,779,322
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,921,217 $9,921,217 0.34 $9,664,982
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,916,339 $9,916,339 0.33 $9,790,723
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,771,562 $9,771,562 0.33 $9,658,484
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 $9,759,830 $9,759,830 0.33 $9,747,763
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,748,214 $9,748,214 0.33 $9,635,978
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,686,945 $9,686,945 0.33 $9,671,332
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,607,851 $9,607,851 0.32 $9,541,835
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,472,481 $9,472,481 0.32 $9,421,331
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,438,659 $9,438,659 0.32 $9,346,593
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 $9,398,069 $9,398,069 0.32 $9,361,635
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,284,717 $9,284,717 0.31 $9,123,125
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,199,887 $9,199,887 0.31 $9,165,112
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,167,226 $9,167,226 0.31 $9,021,432
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,946,531 $8,946,531 0.30 $8,855,206
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,945,524 $8,945,524 0.30 $8,814,170
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,927,004 $8,927,004 0.30 $8,695,064
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,901,130 $8,901,130 0.30 $8,891,743
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,831,523 $8,831,523 0.30 $8,797,369
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,785,152 $8,785,152 0.30 $8,612,384
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,672,383 $8,672,383 0.29 $8,637,849
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,567,062 $8,567,062 0.29 $8,530,166
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 6,285,000 $8,513,852 $8,513,852 0.29 $8,454,244
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,411,650 $8,411,650 0.28 $8,222,485
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,213,799 $8,377,478 $8,377,478 0.28 $8,353,030
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 $8,351,467 $8,351,467 0.28 $8,325,365
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,329,346 $8,329,346 0.28 $8,204,994
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,212,540 $8,212,540 0.28 $8,063,725
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,166,225 $8,166,225 0.28 $8,030,235
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,150,242 $8,150,242 0.28 $7,991,783
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,112,679 $8,112,679 0.27 $7,966,012
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,022,510 $8,022,510 0.27 $7,988,463
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,946,539 $7,946,539 0.27 $7,793,499
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,944,786 $7,944,786 0.27 $7,805,656
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,814,199 $7,814,199 0.26 $7,703,058
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,745,829 $7,745,829 0.26 $7,691,836
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,618,848 $7,618,848 0.26 $7,601,536
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,561,122 $7,561,122 0.26 $7,352,874
United Airlines Holdings, Inc. 4.875% 01-MAR-2029, 4.88%, 03/01/29 UAL 910047AM1 - - 7,494,000 $7,544,410 $7,544,410 0.25 $7,539,336
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,506,413 $7,506,413 0.25 $7,475,101
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,483,333 $7,483,333 0.25 $7,456,680
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 $7,418,046 $7,418,046 0.25 $7,396,829
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,389,961 $7,389,961 0.25 $7,181,833
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.01%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,288,233 $7,348,750 $7,348,750 0.25 $7,318,698
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,317,387 $7,317,387 0.25 $7,314,918
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 $7,265,209 $7,265,209 0.25 $7,249,439
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,214,577 $7,214,577 0.24 $7,116,927
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,155,333 $7,155,333 0.24 $7,080,083
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,137,507 $7,137,507 0.24 $6,964,961
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 $7,114,984 $7,114,984 0.24 $7,089,923
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,060,100 $7,060,100 0.24 $6,928,251
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,058,814 $7,058,814 0.24 $7,008,219
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,041,497 $7,041,497 0.24 $6,997,480
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,037,709 $7,037,709 0.24 $6,911,950
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,977,485 $6,977,485 0.24 $6,967,372
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,946,474 $6,946,474 0.23 $6,907,163
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,880,791 $6,880,791 0.23 $6,828,431
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,776,057 $6,776,057 0.23 $6,664,038
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,768,542 $6,768,542 0.23 $6,666,792
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,763,523 $6,763,523 0.23 $6,649,442
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,747,099 $6,747,099 0.23 $6,594,844
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,651,986 $6,651,986 0.22 $6,536,899
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,638,893 $6,638,893 0.22 $6,612,997
Metro Finance 2024-1 Trust|4.8104|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,287,494 $6,625,281 $6,625,281 0.22 $6,605,331
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,601,849 $6,601,849 0.22 $6,438,968
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,509,378 $6,509,378 0.22 $6,477,528
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 $6,495,651 $6,495,651 0.22 $6,481,698
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,475,987 $6,475,987 0.22 $6,349,516
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,393,235 $6,393,235 0.22 $6,356,972
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,281,940 $6,281,940 0.21 $6,269,522
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,230,318 $6,230,318 0.21 $6,215,986
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 6,168,016 $6,207,761 $6,207,761 0.21 $6,194,328
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,183,439 $6,183,439 0.21 $6,125,380
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,054,409 $6,054,409 0.20 $6,028,680
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.90%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,015,573 $6,038,867 $6,038,867 0.20 $6,025,774
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 $6,033,111 $6,033,111 0.20 $6,020,410
TVC Mortgage Trust 2026-RRTL1|4.964|04/25/2040, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,005,753 $6,005,753 0.20 $5,999,962
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,004,788 $6,004,788 0.20 $5,956,498
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,946,558 $5,946,558 0.20 $5,911,886
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,917,155 $5,917,155 0.20 $5,827,506
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,908,525 $5,908,525 0.20 $5,839,152
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,847,079 $5,847,079 0.20 $5,794,924
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 $5,825,768 $5,825,768 0.20 $5,812,993
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,764,891 $5,764,891 0.19 $5,746,839
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,543,151 $5,620,238 $5,620,238 0.19 $5,600,361
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,525,599 $5,525,599 0.19 $5,513,896
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,484,162 $5,484,162 0.19 $5,393,137
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,317,355 $5,317,355 0.18 $5,217,684
RESIMAC Bastille Trust 2024-1NC A2 4.9125% 13-SEP-2055, 4.91%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 7,412,323 $5,297,066 $5,297,066 0.18 $5,276,564
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,242,973 $5,242,973 0.18 $5,195,628
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,140,869 $5,140,869 0.17 $5,049,258
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,139,473 $5,139,473 0.17 $5,069,001
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,134,202 $5,134,202 0.17 $5,095,702
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29728% 25-MAR-2045, 5.30%, 03/25/45 CAS 2025-R03 20754VAB3 - - 5,044,364 $5,068,289 $5,068,289 0.17 $5,056,413
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,062,836 $5,062,836 0.17 $5,054,502
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 $5,056,588 $5,056,588 0.17 $5,033,044
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,047,102 $5,047,102 0.17 $5,036,013
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $5,002,270 $5,002,270 0.17 $4,962,219
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 $4,983,186 $4,983,186 0.17 $4,963,786
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,606 $4,880,509 $4,880,509 0.16 $4,860,944
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,853,590 $4,853,590 0.16 $4,774,260
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 $4,798,491 $4,798,491 0.16 $4,788,390
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,773,691 $4,773,691 0.16 $4,694,136
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 $4,753,118 $4,753,118 0.16 $4,742,797
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,733,646 $4,733,646 0.16 $4,655,314
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,724,245 $4,724,245 0.16 $4,699,928
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 $4,722,219 $4,722,219 0.16 $4,672,735
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,670,225 $4,670,225 0.16 $4,636,958
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,599,306 $4,599,306 0.16 $4,578,051
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,540,249 $4,568,609 $4,568,609 0.15 $4,558,021
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,423,707 $4,423,707 0.15 $4,409,761
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 $4,261,651 $4,261,651 0.14 $4,245,070
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 $4,237,775 $4,237,775 0.14 $4,227,975
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,192,704 $4,192,704 0.14 $4,094,531
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,180,346 $4,180,346 0.14 $4,122,183
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 $4,107,218 $4,107,218 0.14 $4,082,257
Liberty Series 2024-1 Auto A 4.815% 25-MAY-2032, 4.82%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,547,921 $3,950,350 $3,950,350 0.13 $3,942,571
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,929,257 $3,929,257 0.13 $3,920,541
Lloyds Banking Group Plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,813,095 $3,813,095 0.13 $3,777,577
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,766,007 $3,766,007 0.13 $3,725,201
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,709,288 $3,709,288 0.13 $3,641,994
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,708,135 $3,708,135 0.13 $3,662,068
Lloyds Banking Group Plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,637,672 $3,637,672 0.12 $3,635,278
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,488,537 $3,488,537 0.12 $3,448,905
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 $3,365,621 $3,365,621 0.11 $3,357,943
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,354,871 $3,354,871 0.11 $3,315,120
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,299,101 $3,299,101 0.11 $3,291,422
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,297,458 $3,297,458 0.11 $3,236,895
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,287,581 $3,287,581 0.11 $3,275,881
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,094,296 $3,094,296 0.10 $3,075,270
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,089,700 $3,089,700 0.10 $3,083,424
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,950,775 $2,950,775 0.10 $2,927,787
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,915,371 $2,915,371 0.10 $2,905,022
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,911,714 $2,911,714 0.10 $2,904,980
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,812,370 $2,812,370 0.09 $2,753,780
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 $2,787,561 $2,787,561 0.09 $2,781,637
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,733,620 $2,733,620 0.09 $2,719,498
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,660,028 $2,705,779 $2,705,779 0.09 $2,696,344
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,589,273 $2,589,273 0.09 $2,570,836
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,457,172 $2,463,947 $2,463,947 0.08 $2,458,708
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,397,020 $2,397,020 0.08 $2,368,836
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 $2,394,209 $2,394,209 0.08 $2,388,857
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 $2,316,698 $2,316,698 0.08 $2,307,160
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 $2,315,153 $2,315,153 0.08 $2,305,854
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 2,147,000 $2,265,238 $2,265,238 0.08 $2,216,782
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,254,546 $2,263,458 $2,263,458 0.08 $2,258,551
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,246,489 $2,246,489 0.08 $2,196,931
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,241,087 $2,241,087 0.08 $2,204,921
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,182,428 $2,182,428 0.07 $2,161,106
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 $2,110,807 $2,110,807 0.07 $2,106,227
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,082,544 $2,082,544 0.07 $2,069,431
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,021,008 $2,021,008 0.07 $1,972,684
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 $2,019,608 $2,019,608 0.07 $2,014,722
Plenti Auto ABS Trust 2025-1 A 4.665% 12-AUG-2033, 4.67%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,813,917 $2,007,365 $2,007,365 0.07 $1,999,719
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $1,998,357 $1,998,357 0.07 $1,990,109
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 $1,904,557 $1,904,557 0.06 $1,897,819
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,741,895 $1,741,895 0.06 $1,708,420
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,733,697 $1,733,697 0.06 $1,729,972
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,619,719 $1,619,719 0.05 $1,599,558
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79728% 25-FEB-2044, 4.80%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,527,337 $1,530,831 $1,530,831 0.05 $1,527,574
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 $1,496,481 $1,496,481 0.05 $1,487,698
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,481,419 $1,481,419 0.05 $1,466,560
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 $1,335,184 $1,335,184 0.05 $1,331,816
Lloyds Banking Group Plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,297,528 $1,297,528 0.04 $1,284,175
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,278,211 $1,278,211 0.04 $1,272,835
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39728% 25-JUL-2043, 5.40%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,254,919 $1,262,904 $1,262,904 0.04 $1,259,893
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 $1,207,249 $1,207,249 0.04 $1,204,292
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,185,260 $1,185,260 0.04 $1,184,916
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,640,763 $1,174,294 $1,174,294 0.04 $1,168,785
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84728% 25-MAR-2044, 4.85%, 03/25/44 CAS 207941AA3 - - 1,152,480 $1,155,202 $1,155,202 0.04 $1,152,719
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 $1,015,706 $1,015,706 0.03 $1,013,158
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $999,403 $999,403 0.03 $981,653
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $994,435 $994,435 0.03 $994,315
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $891,901 $891,901 0.03 $888,167
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $886,533 $886,533 0.03 $882,616
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $735,513 $735,513 0.02 $730,740
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $720,372 $720,372 0.02 $717,554
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $717,700 $717,700 0.02 $711,104
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $714,991 $714,991 0.02 $704,542
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $714,297 $714,297 0.02 $703,854
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $712,731 $712,731 0.02 $709,006
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $571,301 $571,301 0.02 $569,110
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $400,145 $400,145 0.01 $396,883
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 285,607 $286,199 $286,199 0.01 $285,603
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $107,557 $107,557 0.00 $106,347
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $106,680 $106,680 0.00 $105,422
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -369.00 $-42,458,062 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-95,100,828 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -1,784 $-372,410,000 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,288,273 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,750,297 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,466,863 $0 0.00 $0
HCA INC 0% 02/11/2026, 0.00%, 02/11/26 HCA 40412DBB4 - - 85,300,000 $85,290,557 $85,290,557 2.88 $85,290,557
AUTONATION INC 0% 02/11/2026, 0.00%, 02/11/26 AUTONA 05330NBB4 - - 37,500,000 $37,495,819 $37,495,819 1.27 $37,495,819
HCA INC 0% 02/12/2026, 0.00%, 02/12/26 HCA 40412DBC2 - - 36,250,000 $36,246,023 $36,246,023 1.22 $36,246,023
AIR LEASE CORP 0% 02/11/2026, 0.00%, 02/11/26 AL 00913XBB8 - - 29,200,000 $29,196,765 $29,196,765 0.99 $29,196,765
ENBRIDGE INC 0% 02/12/2026, 0.00%, 02/12/26 ENB 292976PD3 - - 36,703,000 $27,132,080 $27,132,080 0.92 $27,132,080
AIR LEASE CORP 0% 02/12/2026, 0.00%, 02/12/26 AL 00913XBC6 - - 20,950,000 $20,945,351 $20,945,351 0.71 $20,945,351
AUTONATION INC 0% 02/12/2026, 0.00%, 02/12/26 AUTONA 05330NBC2 - - 13,950,000 $13,948,469 $13,948,469 0.47 $13,948,469
ENBRIDGE INC 0% 02/13/2026, 0.00%, 02/13/26 ENB 292976PE1 - - 16,250,000 $12,011,580 $12,011,580 0.41 $12,011,580
SEGREGATED CASH SEGCASH - $0.00 8,730,511 $8,730,511 $8,730,511 0.29 $8,730,511
JABIL INC 0% 02/11/2026, 0.00%, 02/11/26 JBLPP 46652MBB0 - - 8,100,000 $8,099,017 $8,099,017 0.27 $8,099,017
NEW ZEALAND DOLLAR NZD - - 6,646,833 $4,025,651 $4,025,651 0.14 $4,025,651
BRITISH POUND GBP - - 2,396,776 $3,277,463 $3,277,463 0.11 $3,277,463
AUSTRALIAN DOLLARS AUD - - 3,635,654 $2,576,413 $2,576,413 0.09 $2,576,413
CANADIAN DOLLAR CAD - - 2,445,019 $1,807,710 $1,807,710 0.06 $1,807,710
EURO EUR - - 1,241,722 $1,479,456 $1,479,456 0.05 $1,479,456
US DOLLARS USD MD_142224 - - -88,093,234 $-88,093,234 $-88,093,234 -2.97 $-88,093,234
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 $49,823,756 $49,823,756 1.68 $49,823,756
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,823,756 $-49,823,756 -1.68 $-49,823,756
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,647,803 $45,647,803 1.54 $45,647,803
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,647,803 $-45,647,803 -1.54 $-45,647,803
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $64,531,954 $64,531,954 2.18 $64,531,954
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-64,531,954 $-64,531,954 -2.18 $-64,531,954
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 $149,598,654 $149,598,654 5.05 $149,598,654
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-149,598,654 $-149,598,654 -5.05 $-149,598,654
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $76,030,029 $76,030,029 2.57 $76,030,029
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-76,030,029 $-76,030,029 -2.57 $-76,030,029
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 $8,478,169 $8,478,169 0.29 $8,478,169
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,478,169 $-8,478,169 -0.29 $-8,478,169
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 $469,683 0.02 $469,683
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $537,003,700 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-539,203,850 $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 $-140,676 0.00 $-140,676
FX Forward|CAD|02/12/2026 +CADU - - -36,703,000 $-27,136,150 $-27,136,150 -0.92 $-27,136,150
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 $-12,014,894 $-12,014,894 -0.41 $-12,014,894
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 $-15,010,746 $-15,010,746 -0.51 $-15,010,746
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 $-14,959,958 $-14,959,958 -0.51 $-14,959,958
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 $-69,183,776 $-69,183,776 -2.34 $-69,183,776
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 $-392,685,637 $-392,685,637 -13.26 $-392,685,637
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.50 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,096,062 $-3,096,062 -0.10 $-3,096,062
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 $4,958,689 $4,958,689 0.17 $4,958,689
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 $-8,497,270 $-8,497,270 -0.29 $-8,497,270
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 $8,854,801 $8,854,801 0.30 $8,854,801
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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