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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 01/30/2026)

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 $44,107,178 $44,107,178 1.49 $43,999,199
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,286,514 $34,286,514 1.16 $33,626,278
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,486,249 $27,486,249 0.93 $27,203,954
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,517,148 $26,517,148 0.89 $26,443,853
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,099,222 $26,099,222 0.88 $25,790,409
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,190,672 $25,190,672 0.85 $25,163,335
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.37%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,036,791 $25,036,791 0.84 $25,000,550
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,686,151 $24,686,151 0.83 $24,439,208
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,270,434 $24,270,434 0.82 $24,203,989
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,236,687 $24,236,687 0.82 $23,658,742
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 $23,488,662 $23,488,662 0.79 $23,274,891
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,277,133 $23,277,133 0.78 $23,048,066
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,241,354 $23,241,354 0.78 $23,079,233
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,036,924 $21,036,924 0.71 $20,970,599
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,890,976 $20,890,976 0.70 $20,740,904
BX Trust 2025-ROIC A 4.82402% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,694,237 $20,738,023 $20,738,023 0.70 $20,687,385
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,507,800 $20,507,800 0.69 $20,131,726
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,444,251 $20,444,251 0.69 $20,221,534
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,279,125 $20,279,125 0.68 $20,177,169
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,801,993 $19,801,993 0.67 $19,502,533
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,762,282 $19,762,282 0.67 $19,355,840
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,641,205 $19,641,205 0.66 $19,321,873
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,551,200 $19,551,200 0.66 $19,239,417
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,201,368 $19,201,368 0.65 $18,790,678
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 $18,951,741 $18,951,741 0.64 $18,923,245
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $18,060,960 $18,060,960 0.61 $17,646,397
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,723,800 $17,723,800 0.60 $17,716,407
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,548,424 $17,548,424 0.59 $17,281,834
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,472,080 $17,472,080 0.59 $17,278,679
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,467,419 $17,467,419 0.59 $17,463,814
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,424,523 $17,424,523 0.59 $17,193,582
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,390,371 $17,390,371 0.59 $17,104,091
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,370,262 $17,370,262 0.59 $17,020,062
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,166,614 $17,166,614 0.58 $17,094,409
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,144,244 $17,144,244 0.58 $16,967,046
NOW Trust 2024-1 A 4.965% 14-JUN-2032, 4.96%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 24,273,400 $17,128,041 $17,128,041 0.58 $17,084,092
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,032,107 $16,032,107 0.54 $15,792,245
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,425,706 $15,425,706 0.52 $15,265,394
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,422,140 $15,422,140 0.52 $15,187,036
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,409,751 $15,409,751 0.52 $15,071,126
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,257,799 $15,257,799 0.51 $15,029,200
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,252,359 $15,252,359 0.51 $15,058,570
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,198,654 $15,198,654 0.51 $15,108,931
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,150,792 $15,150,792 0.51 $15,041,755
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,100,468 $15,100,468 0.51 $15,076,772
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,043,111 $15,043,111 0.51 $14,720,032
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,995,111 $14,995,111 0.51 $14,952,136
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,809,497 $14,809,497 0.50 $14,637,066
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,731,958 $14,731,958 0.50 $14,332,912
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,730,993 $14,730,993 0.50 $14,462,314
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,725,067 $14,725,067 0.50 $14,709,184
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,725,064 $14,725,064 0.50 $14,385,017
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,699,720 $14,699,720 0.50 $14,485,262
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,610,560 $14,610,560 0.49 $14,420,565
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,465,916 $14,465,916 0.49 $14,358,169
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,321,279 $14,321,279 0.48 $14,077,766
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,194,433 $14,194,433 0.48 $13,998,725
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,094,340 $14,094,340 0.47 $13,967,701
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,971,576 $13,971,576 0.47 $13,885,645
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,960,977 $13,960,977 0.47 $13,873,541
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,897,328 $13,897,328 0.47 $13,594,320
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,791,361 $13,791,361 0.46 $13,653,583
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,756,437 $13,756,437 0.46 $13,681,903
NOW Trust 2025-1 A 4.715% 14-FEB-2034, 4.71%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 19,495,804 $13,718,086 $13,718,086 0.46 $13,684,564
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,712,809 $13,712,809 0.46 $13,694,137
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,604,236 $13,604,236 0.46 $13,447,406
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,560,041 $13,560,041 0.46 $13,392,841
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,556,490 $13,556,490 0.46 $13,315,247
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,515,960 $13,515,960 0.46 $13,042,706
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,291,941 $13,291,941 0.45 $13,098,325
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 - - 13,203,862 $13,262,709 $13,262,709 0.45 $13,249,365
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,225,110 $13,225,110 0.45 $12,950,062
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,201,393 $13,201,393 0.44 $12,834,268
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,104,595 $13,104,595 0.44 $12,942,065
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,073,968 $13,073,968 0.44 $12,891,277
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,052,197 $13,052,197 0.44 $12,879,454
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,995,541 $12,995,541 0.44 $12,820,934
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,966,936 $12,966,936 0.44 $12,920,376
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,950,382 $12,950,382 0.44 $12,679,198
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 $12,878,067 $12,878,067 0.43 $12,866,568
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,818,421 $12,818,421 0.43 $12,806,972
RAF ABS Series 2025-1 A 4.5075% 09-DEC-2031, 4.51%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 18,220,274 $12,802,971 $12,802,971 0.43 $12,765,140
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,523,647 $12,523,647 0.42 $12,383,190
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,494,849 $12,494,849 0.42 $12,181,997
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,375,676 $12,375,676 0.42 $12,251,528
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 $12,203,022 $12,203,022 0.41 $12,191,864
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,199,376 $12,199,376 0.41 $12,171,368
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.20%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,177,607 $12,177,607 0.41 $12,161,050
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,162,772 $12,162,772 0.41 $12,123,915
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $12,146,465 $12,146,465 0.41 $11,859,735
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,084,163 $12,084,163 0.41 $11,873,443
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,935,328 $11,935,328 0.40 $11,915,211
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,903,583 $11,903,583 0.40 $11,580,959
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,892,899 $11,892,899 0.40 $11,736,753
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,843,821 $11,843,821 0.40 $11,666,454
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,787,244 $11,787,244 0.40 $11,673,436
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,723,967 $11,723,967 0.40 $11,598,014
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,695,402 $11,695,402 0.39 $11,544,599
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,641,530 $11,641,530 0.39 $11,538,389
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,465,029 $11,465,029 0.39 $11,401,175
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 11,420,000 $11,419,242 $11,419,242 0.38 $11,269,893
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,128,745 $11,128,745 0.38 $11,090,933
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,797,551 $10,797,551 0.36 $10,744,980
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,547,608 $10,601,782 $10,601,782 0.36 $10,590,918
NRTH Commercial Mortgage Trust 2025-PARK A 5.07346% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,558,024 $10,558,024 0.36 $10,531,388
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,454,790 $10,454,790 0.35 $10,304,436
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,340,518 $10,340,518 0.35 $10,151,799
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,273,809 $10,273,809 0.35 $10,202,666
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,249,100 $10,249,100 0.35 $10,215,917
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,201,214 $10,201,214 0.34 $10,176,660
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,120,999 $10,120,999 0.34 $10,066,418
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,085,630 $10,085,630 0.34 $10,031,450
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,033,056 $10,033,056 0.34 $10,018,930
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,981,061 $9,981,061 0.34 $9,910,817
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,926,448 $9,926,448 0.33 $9,778,503
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,912,065 $9,912,065 0.33 $9,669,558
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,906,530 $9,906,530 0.33 $9,789,886
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,788,703 $9,788,703 0.33 $9,633,131
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,728,636 $9,728,636 0.33 $9,627,380
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 $9,717,800 $9,717,800 0.33 $9,712,521
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,650,126 $9,650,126 0.33 $9,549,773
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,483,862 $9,483,862 0.32 $9,429,683
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,456,246 $9,456,246 0.32 $9,416,605
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,407,618 $9,407,618 0.32 $9,321,601
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 $9,279,650 $9,279,650 0.31 $9,254,437
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,267,829 $9,267,829 0.31 $9,117,432
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,180,647 $9,180,647 0.31 $9,157,910
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,140,524 $9,140,524 0.31 $9,004,378
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $9,071,054 $9,071,054 0.31 $8,861,027
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,935,081 $8,935,081 0.30 $8,813,919
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,827,088 $8,827,088 0.30 $8,748,414
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,818,060 $8,818,060 0.30 $8,600,048
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,810,364 $8,810,364 0.30 $8,785,524
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,760,111 $8,760,111 0.30 $8,596,178
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,663,348 $8,663,348 0.29 $8,639,531
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,558,073 $8,558,073 0.29 $8,533,949
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 6,285,000 $8,532,929 $8,532,929 0.29 $8,476,725
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,402,346 $8,402,346 0.28 $8,223,437
Connecticut Avenue Securities Trust 2022-R02 2M2 6.87419% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,213,799 $8,364,965 $8,364,965 0.28 $8,354,268
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 $8,333,316 $8,333,316 0.28 $8,318,401
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,310,890 $8,310,890 0.28 $8,196,186
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,191,523 $8,191,523 0.28 $8,051,636
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,152,276 $8,152,276 0.27 $8,027,514
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,135,902 $8,135,902 0.27 $7,991,425
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,093,513 $8,093,513 0.27 $7,954,346
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,014,861 $8,014,861 0.27 $7,991,381
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,940,908 $7,940,908 0.27 $7,796,870
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,940,360 $7,940,360 0.27 $7,810,644
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,793,598 $7,793,598 0.26 $7,690,723
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,739,416 $7,739,416 0.26 $7,696,221
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,601,837 $7,601,837 0.26 $7,593,691
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,541,080 $7,541,080 0.25 $7,343,481
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,494,101 $7,494,101 0.25 $7,471,879
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,458,850 $7,458,850 0.25 $7,440,469
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 $7,403,708 $7,403,708 0.25 $7,391,584
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,333,606 $7,333,606 0.25 $7,229,885
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,299,276 $7,299,276 0.25 $7,103,646
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 $7,263,235 $7,263,235 0.24 $7,256,336
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.01%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,288,233 $7,257,285 $7,257,285 0.24 $7,236,489
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,200,418 $7,200,418 0.24 $7,112,218
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,141,614 $7,141,614 0.24 $7,074,239
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,127,024 $7,127,024 0.24 $6,963,832
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 $7,102,636 $7,102,636 0.24 $7,088,316
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,050,935 $7,050,935 0.24 $7,008,631
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,048,300 $7,048,300 0.24 $6,925,176
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,040,654 $7,040,654 0.24 $7,004,571
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,021,202 $7,021,202 0.24 $6,903,528
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,978,005 $6,978,005 0.24 $6,946,653
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,870,299 $6,870,299 0.23 $6,825,502
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,856,756 $6,856,756 0.23 $6,826,863
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,765,234 $6,765,234 0.23 $6,661,907
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,761,388 $6,761,388 0.23 $6,668,795
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,752,923 $6,752,923 0.23 $6,646,864
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,742,426 $6,742,426 0.23 $6,598,327
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,632,078 $6,632,078 0.22 $6,523,897
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,625,646 $6,625,646 0.22 $6,603,794
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,618,076 $6,618,076 0.22 $6,462,796
Metro Finance 2024-1 Trust|4.8104|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,287,494 $6,541,991 $6,541,991 0.22 $6,529,986
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,503,014 $6,503,014 0.22 $6,476,283
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 $6,492,422 $6,492,422 0.22 $6,486,318
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,461,980 $6,461,980 0.22 $6,343,581
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,389,997 $6,389,997 0.22 $6,361,694
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,230,066 $6,230,066 0.21 $6,226,245
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 6,168,016 $6,225,895 $6,225,895 0.21 $6,192,383
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,214,652 $6,214,652 0.21 $6,208,382
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,106,234 $6,106,234 0.21 $6,057,745
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.90%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,015,573 $6,034,456 $6,034,456 0.20 $6,028,728
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,033,907 $6,033,907 0.20 $6,017,084
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 $6,028,179 $6,028,179 0.20 $6,022,623
TVC Mortgage Trust 2026-RRTL1|4.964|04/25/2040, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,000,789 $6,000,789 0.20 $5,999,962
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,997,559 $5,997,559 0.20 $5,954,569
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,940,982 $5,940,982 0.20 $5,912,447
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,897,132 $5,897,132 0.20 $5,832,524
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,896,320 $5,896,320 0.20 $5,812,087
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,839,784 $5,839,784 0.20 $5,795,722
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 $5,824,494 $5,824,494 0.20 $5,818,905
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,753,155 $5,753,155 0.19 $5,741,601
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,543,151 $5,605,518 $5,605,518 0.19 $5,592,521
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,510,615 $5,510,615 0.19 $5,505,934
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,478,056 $5,478,056 0.18 $5,394,616
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,302,881 $5,302,881 0.18 $5,209,397
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,230,129 $5,230,129 0.18 $5,188,045
RESIMAC Bastille Trust 2024-1NC A2 4.9125% 13-SEP-2055, 4.91%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 7,412,323 $5,228,751 $5,228,751 0.18 $5,214,773
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,199,889 $5,199,889 0.18 $5,049,055
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,133,701 $5,133,701 0.17 $5,070,604
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,130,186 $5,130,186 0.17 $5,044,638
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,121,322 $5,121,322 0.17 $5,089,010
Connecticut Avenue Securities Trust 2025-R03 2M1 5.47419% 25-MAR-2045, 5.30%, 03/25/45 CAS 2025-R03 20754VAB3 - - 5,044,364 $5,062,110 $5,062,110 0.17 $5,056,915
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 $5,049,885 $5,049,885 0.17 $5,028,958
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,039,701 $5,039,701 0.17 $5,034,850
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,938,134 $4,938,134 0.17 $4,905,975
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 $4,917,935 $4,917,935 0.17 $4,904,510
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,606 $4,879,155 $4,879,155 0.16 $4,866,112
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,837,875 $4,837,875 0.16 $4,763,682
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 $4,797,114 $4,797,114 0.16 $4,792,695
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,759,664 $4,759,664 0.16 $4,685,617
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.07419% 25-AUG-2044, 4.90%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 4,741,528 $4,753,341 $4,753,341 0.16 $4,748,826
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,718,885 $4,718,885 0.16 $4,645,483
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 $4,716,603 $4,716,603 0.16 $4,672,297
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,663,427 $4,663,427 0.16 $4,646,149
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,662,645 $4,662,645 0.16 $4,634,725
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,587,738 $4,587,738 0.15 $4,572,110
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,540,249 $4,565,171 $4,565,171 0.15 $4,560,539
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,413,018 $4,413,018 0.15 $4,404,092
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 $4,223,819 $4,223,819 0.14 $4,219,532
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 $4,209,235 $4,209,235 0.14 $4,197,761
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,192,874 $4,192,874 0.14 $4,139,074
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,186,407 $4,186,407 0.14 $4,093,225
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 $4,097,753 $4,097,753 0.14 $4,076,803
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,911,214 $3,911,214 0.13 $3,907,401
Liberty Series 2024-1 Auto A 4.815% 25-MAY-2032, 4.82%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,547,921 $3,902,565 $3,902,565 0.13 $3,899,489
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,761,004 $3,761,004 0.13 $3,730,754
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,740,410 $3,740,410 0.13 $3,635,672
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,718,792 $3,718,792 0.13 $3,684,822
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,702,788 $3,702,788 0.12 $3,660,708
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,696,798 $3,696,798 0.12 $3,634,024
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,466,282 $3,466,282 0.12 $3,430,896
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 $3,362,729 $3,362,729 0.11 $3,359,369
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,308,482 $3,308,482 0.11 $3,274,097
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,294,614 $3,294,614 0.11 $3,238,412
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,283,979 $3,283,979 0.11 $3,276,329
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,280,213 $3,280,213 0.11 $3,276,854
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,091,731 $3,091,731 0.10 $3,076,273
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,080,059 $3,080,059 0.10 $3,076,607
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 $2,969,318 $2,969,318 0.10 $2,781,737
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,936,178 $2,936,178 0.10 $2,917,094
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,908,342 $2,908,342 0.10 $2,901,575
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,906,833 $2,906,833 0.10 $2,903,887
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,809,679 $2,809,679 0.09 $2,755,145
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,721,129 $2,721,129 0.09 $2,708,680
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,660,028 $2,701,069 $2,701,069 0.09 $2,694,900
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,558,318 $2,558,318 0.09 $2,541,470
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,457,172 $2,463,730 $2,463,730 0.08 $2,461,437
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 $2,394,462 $2,394,462 0.08 $2,392,120
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,366,482 $2,366,482 0.08 $2,341,406
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 $2,311,417 $2,311,417 0.08 $2,305,337
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 $2,307,211 $2,307,211 0.08 $2,300,975
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,254,546 $2,260,882 $2,260,882 0.08 $2,258,735
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,218,582 $2,218,582 0.07 $2,172,054
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,212,870 $2,212,870 0.07 $2,179,778
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,156,642 $2,156,642 0.07 $2,136,742
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 $2,112,035 $2,112,035 0.07 $2,110,031
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,079,516 $2,079,516 0.07 $2,067,257
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,018,454 $2,018,454 0.07 $1,972,615
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 $2,017,287 $2,017,287 0.07 $2,015,150
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $1,992,789 $1,992,789 0.07 $1,987,397
Plenti Auto ABS Trust 2025-1 A 4.665% 12-AUG-2033, 4.67%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,813,917 $1,981,649 $1,981,649 0.07 $1,976,358
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 $1,901,233 $1,901,233 0.06 $1,896,828
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,740,691 $1,740,691 0.06 $1,709,198
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,731,763 $1,731,763 0.06 $1,730,133
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,600,403 $1,600,403 0.05 $1,582,863
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79728% 25-FEB-2044, 4.80%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,527,337 $1,530,477 $1,530,477 0.05 $1,529,052
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 $1,488,853 $1,488,853 0.05 $1,481,046
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,463,729 $1,463,729 0.05 $1,449,965
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 $1,334,034 $1,334,034 0.04 $1,332,561
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,294,603 $1,294,603 0.04 $1,282,852
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,262,529 $1,262,529 0.04 $1,258,039
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39728% 25-JUL-2043, 5.40%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,254,919 $1,261,160 $1,261,160 0.04 $1,259,843
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 $1,206,933 $1,206,933 0.04 $1,205,639
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,201,660 $1,201,660 0.04 $1,171,591
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,640,763 $1,159,193 $1,159,193 0.04 $1,155,380
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84728% 25-MAR-2044, 4.85%, 03/25/44 CAS 207941AA3 - - 1,152,480 $1,155,017 $1,155,017 0.04 $1,153,931
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 $1,015,259 $1,015,259 0.03 $1,014,144
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $997,754 $997,754 0.03 $981,382
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $992,827 $992,827 0.03 $982,879
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $890,849 $890,849 0.03 $887,558
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $888,760 $888,760 0.03 $885,246
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $726,350 $726,350 0.02 $722,213
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $708,303 $708,303 0.02 $702,813
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $706,277 $706,277 0.02 $696,543
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $705,414 $705,414 0.02 $695,912
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $703,947 $703,947 0.02 $701,054
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $563,659 $563,659 0.02 $562,189
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $394,965 $394,965 0.01 $391,962
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 285,607 $285,871 $285,871 0.01 $285,611
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $106,221 $106,221 0.00 $105,164
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $105,406 $105,406 0.00 $104,266
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,261,605 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,620,008 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-94,103,632 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -369.00 $-42,123,656 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,399,601 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -1,784 $-371,950,063 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 02/02/2026, 0.00%, 02/02/26 GPN 37961DB25 - - 89,350,000 $89,320,175 $89,320,175 3.01 $89,320,175
HCA INC 0% 02/03/2026, 0.00%, 02/03/26 HCA 40412DB32 - - 64,050,000 $64,021,338 $64,021,338 2.16 $64,021,338
AIR LEASE CORP 0% 02/02/2026, 0.00%, 02/02/26 AL 00913XB28 - - 47,050,000 $47,034,309 $47,034,309 1.58 $47,034,309
JABIL INC 0% 02/02/2026, 0.00%, 02/02/26 JBLPP 46652MB20 - - 30,950,000 $30,938,719 $30,938,719 1.04 $30,938,719
ENBRIDGE INC 0% 02/12/2026, 0.00%, 02/12/26 ENB 292976PD3 - - 36,703,000 $27,077,525 $27,077,525 0.91 $27,077,525
CONAGRA BRANDS INC 0% 02/02/2026, 0.00%, 02/02/26 CAGPP 20600HB29 - - 19,150,000 $19,143,717 $19,143,717 0.65 $19,143,717
SEGREGATED CASH SEGCASH - $0.00 17,937,794 $17,937,794 $17,937,794 0.60 $17,937,794
AUTONATION INC 0% 02/02/2026, 0.00%, 02/02/26 AUTONA 05330NB24 - - 15,850,000 $15,844,681 $15,844,681 0.53 $15,844,681
AIR LEASE CORP 0% 02/03/2026, 0.00%, 02/03/26 AL 00913XB36 - - 12,700,000 $12,698,575 $12,698,575 0.43 $12,698,575
ENBRIDGE INC 0% 02/13/2026, 0.00%, 02/13/26 ENB PPGC2N276 - - 16,250,000 $11,987,428 $11,987,428 0.40 $11,987,428
NEW ZEALAND DOLLAR NZD - - 6,563,128 $3,969,714 $3,969,714 0.13 $3,969,714
BRITISH POUND GBP - - 2,224,551 $3,052,640 $3,052,640 0.10 $3,052,640
AUSTRALIAN DOLLARS AUD - - 2,735,733 $1,916,517 $1,916,517 0.06 $1,916,517
CANADIAN DOLLAR CAD - - 2,321,712 $1,714,516 $1,714,516 0.06 $1,714,516
EURO EUR - - 1,244,459 $1,480,477 $1,480,477 0.05 $1,480,477
US DOLLARS USD MD_142224 - - -81,591,735 $-81,591,735 $-81,591,735 -2.75 $-81,591,735
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.83 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.83 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,758,060 $49,758,060 1.68 $49,758,060
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,758,060 $-49,758,060 -1.68 $-49,758,060
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,587,613 $45,587,613 1.54 $45,587,613
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,587,613 $-45,587,613 -1.54 $-45,587,613
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $64,446,864 $64,446,864 2.17 $64,446,864
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-64,446,864 $-64,446,864 -2.17 $-64,446,864
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 4.82 $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 -4.82 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $150,124,189 $150,124,189 5.06 $150,124,189
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-150,124,189 $-150,124,189 -5.06 $-150,124,189
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $76,297,120 $76,297,120 2.57 $76,297,120
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-76,297,120 $-76,297,120 -2.57 $-76,297,120
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 4.88 $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 -4.88 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,507,952 $8,507,952 0.29 $8,507,952
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,507,952 $-8,507,952 -0.29 $-8,507,952
PARENT CDS ORACLE CORP SNRFOR 20Dec30 USD CPN 100 @156.07bps ICE_US, 1.00%, 12/20/30 ORCL US68389XBN49 - 10,300,000 $10,300,000 $10,300,000 0.35 $10,300,000
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 $306,433 0.01 $306,433
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $536,864,450 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-538,591,150 $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 $-84,706 0.00 $-84,706
PARENT CDS ORACLE CORP SNRFOR 20Dec30 USD CPN 100 @156.07bps ICE_US, 1.00%, 12/20/30 ORCL US68389XBN49 - -10,300,000 $0 $-10,300,000 -0.35 $-10,300,000
FX Forward|CAD|02/12/2026 +CADU - - -36,703,000 $-27,114,947 $-27,114,947 -0.91 $-27,114,947
FX Forward|USD|02/12/2026 +CADU - - 26,516,688 $26,516,688 $26,516,688 0.89 $26,516,688
FX Forward|CAD|02/13/2026 +CADU - - -16,250,000 $-12,005,490 $-12,005,490 -0.40 $-12,005,490
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 $-14,996,547 $-14,996,547 -0.51 $-14,996,547
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 $-15,010,412 $-15,010,412 -0.51 $-15,010,412
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 $-69,134,437 $-69,134,437 -2.33 $-69,134,437
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.27 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-388,229,234 $-388,229,234 -13.08 $-388,229,234
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.48 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,093,615 $-3,093,615 -0.10 $-3,093,615
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 $4,902,415 $4,902,415 0.17 $4,902,415
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 $-8,525,928 $-8,525,928 -0.29 $-8,525,928
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 - - - 12,500,000 $8,754,312 $8,754,312 0.29 $8,754,312
FX Forward|USD|04/17/2026 - - - -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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