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 02/13/2026)

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 $44,208,586 $44,208,586 1.49 $44,016,624
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,348,521 $34,348,521 1.16 $33,619,306
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,316,838 $33,316,838 1.13 $33,266,559
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,745,011 $27,745,011 0.94 $27,405,936
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,622,167 $26,622,167 0.89 $26,488,511
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,151,226 $26,151,226 0.88 $25,795,420
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,255,824 $25,255,824 0.85 $25,180,647
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,084,807 $25,084,807 0.84 $25,005,941
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,776,943 $24,776,943 0.83 $24,486,238
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,498,986 $24,498,986 0.82 $24,379,934
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,732,035 $23,732,035 0.79 $23,681,227
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 $23,567,904 $23,567,904 0.79 $23,309,465
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,395,042 $23,395,042 0.78 $23,124,326
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,280,326 $23,280,326 0.78 $23,103,174
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,237,524 $21,237,524 0.71 $21,123,887
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,951,111 $20,951,111 0.70 $20,765,697
BX Trust 2025-ROIC A 4.82402% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,694,237 $20,760,249 $20,760,249 0.70 $20,670,226
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,567,545 $20,567,545 0.69 $20,142,265
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,506,676 $20,506,676 0.69 $20,246,393
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,469,367 $20,469,367 0.69 $20,347,171
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,864,774 $19,864,774 0.67 $19,420,649
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,830,549 $19,830,549 0.66 $19,500,709
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,710,475 $19,710,475 0.66 $19,361,536
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,617,324 $19,617,324 0.66 $19,269,467
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,263,041 $19,263,041 0.65 $18,814,274
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 $18,969,727 $18,969,727 0.64 $18,884,238
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $18,107,709 $18,107,709 0.61 $17,657,539
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,752,752 $17,752,752 0.59 $17,719,482
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,588,860 $17,588,860 0.59 $17,281,256
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,488,960 $17,488,960 0.59 $17,257,953
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,460,046 $17,460,046 0.58 $17,196,447
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,446,179 $17,446,179 0.58 $17,417,339
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,418,924 $17,418,924 0.58 $17,103,389
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,392,391 $17,392,391 0.58 $17,006,404
NOW Trust 2024-1 A 4.965% 14-JUN-2032, 4.96%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 24,273,400 $17,286,168 $17,286,168 0.58 $17,209,236
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,219,114 $17,219,114 0.58 $17,130,060
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,066,254 $17,066,254 0.57 $16,870,539
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,068,288 $16,068,288 0.54 $15,794,845
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,478,152 $15,478,152 0.52 $15,216,069
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,461,238 $15,461,238 0.52 $15,274,208
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,432,042 $15,432,042 0.52 $15,061,812
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,305,019 $15,305,019 0.51 $15,051,611
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,277,302 $15,277,302 0.51 $15,061,092
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,238,144 $15,238,144 0.51 $15,121,695
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,179,380 $15,179,380 0.51 $15,058,778
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,156,602 $15,156,602 0.51 $15,105,258
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,068,979 $15,068,979 0.50 $14,713,592
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $15,035,766 $15,035,766 0.50 $14,966,631
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,969,290 $14,969,290 0.50 $14,765,093
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,760,509 $14,760,509 0.49 $14,716,832
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 $14,757,492 $14,757,492 0.49 $14,713,010
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,749,458 $14,749,458 0.49 $14,508,892
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,696,956 $14,696,956 0.49 $14,400,821
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,655,223 $14,655,223 0.49 $14,439,150
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,578,598 $14,578,598 0.49 $14,451,261
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,472,146 $14,472,146 0.48 $14,456,000
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,433,137 $14,433,137 0.48 $14,427,101
BAE Systems Plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,355,193 $14,355,193 0.48 $14,084,624
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,247,781 $14,247,781 0.48 $14,029,614
UBS AG Stamford Branch FRN 17-MAY-2027, 0.00%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,110,552 $14,110,552 0.47 $13,961,126
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,991,684 $13,991,684 0.47 $13,879,261
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,981,337 $13,981,337 0.47 $13,870,848
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,935,148 $13,935,148 0.47 $13,603,860
NOW Trust 2025-1 A 4.715% 14-FEB-2034, 4.71%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 19,495,804 $13,851,214 $13,851,214 0.46 $13,792,536
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,826,571 $13,826,571 0.46 $13,729,836
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,806,392 $13,806,392 0.46 $13,636,992
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,745,545 $13,745,545 0.46 $13,700,734
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,736,643 $13,736,643 0.46 $13,546,512
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,607,269 $13,607,269 0.46 $13,338,113
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,576,594 $13,576,594 0.45 $13,378,594
Permanent TSB Group Holdings Plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,487,247 $13,487,247 0.45 $12,985,453
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,319,490 $13,319,490 0.45 $13,109,643
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,245,660 $13,245,660 0.44 $12,945,110
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,157,622 $13,157,622 0.44 $12,971,635
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,113,362 $13,113,362 0.44 $12,901,933
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,094,516 $13,094,516 0.44 $12,897,344
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,024,897 $13,024,897 0.44 $12,820,480
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,985,946 $12,985,946 0.43 $12,915,244
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,969,727 $12,969,727 0.43 $12,669,562
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 $12,959,624 $12,959,624 0.43 $12,925,128
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,855,399 $12,855,399 0.43 $12,824,974
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,841,314 $12,841,314 0.43 $12,806,969
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,640,877 $12,640,877 0.42 $12,473,579
RAF ABS Series 2025-1 A 4.74% 09-DEC-2031, 4.74%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,742,077 $12,548,583 $12,548,583 0.42 $12,537,195
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,497,974 $12,497,974 0.42 $12,345,047
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,255,549 $12,255,549 0.41 $12,205,757
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 $12,237,288 $12,237,288 0.41 $12,203,815
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,198,626 $12,198,626 0.41 $12,175,905
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,194,257 $12,194,257 0.41 $12,134,477
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.20%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,174,933 $12,174,933 0.41 $12,125,263
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,104,733 $12,104,733 0.41 $11,872,789
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,978,328 $11,978,328 0.40 $11,941,645
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,920,841 $11,920,841 0.40 $11,571,171
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,899,631 $11,899,631 0.40 $11,762,626
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,800,355 $11,800,355 0.40 $11,778,567
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,728,641 $11,728,641 0.39 $11,697,873
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,716,802 $11,716,802 0.39 $11,540,865
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,591,563 $11,591,563 0.39 $11,466,353
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,575,082 $11,575,082 0.39 $11,488,752
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 11,420,000 $11,476,254 $11,476,254 0.38 $11,307,365
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,154,830 $11,154,830 0.37 $11,095,842
BX Commercial Mortgage Trust 2026-CSMO A 5.05% 15-FEB-2028, 5.05%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,024,076 $11,024,076 0.37 $11,024,076
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,741,252 $10,741,252 0.36 $10,675,982
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,547,608 $10,616,791 $10,616,791 0.36 $10,584,198
NRTH Commercial Mortgage Trust 2025-PARK A 5.07346% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,575,870 $10,575,870 0.35 $10,528,518
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,482,533 $10,482,533 0.35 $10,313,875
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,459,962 $10,459,962 0.35 $10,443,851
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,354,293 $10,354,293 0.35 $10,143,918
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,340,435 $10,340,435 0.35 $10,286,634
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,283,229 $10,283,229 0.34 $10,190,895
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,236,883 $10,236,883 0.34 $10,190,843
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,136,371 $10,136,371 0.34 $10,061,138
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,120,972 $10,120,972 0.34 $10,050,653
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,064,410 $10,064,410 0.34 $10,033,802
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $10,027,615 $10,027,615 0.34 $9,944,600
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,948,730 $9,948,730 0.33 $9,776,417
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,926,544 $9,926,544 0.33 $9,662,683
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,923,854 $9,923,854 0.33 $9,793,253
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 $9,781,881 $9,781,881 0.33 $9,766,044
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,770,941 $9,770,941 0.33 $9,748,230
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,758,934 $9,758,934 0.33 $9,640,598
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,740,167 $9,740,167 0.33 $9,621,102
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,591,117 $9,591,117 0.32 $9,519,139
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,476,828 $9,476,828 0.32 $9,419,285
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,450,638 $9,450,638 0.32 $9,355,212
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,213,992 $9,213,992 0.31 $9,047,607
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,210,659 $9,210,659 0.31 $9,169,197
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,174,496 $9,174,496 0.31 $9,023,342
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,941,325 $8,941,325 0.30 $8,804,310
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,913,390 $8,913,390 0.30 $8,898,136
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,904,950 $8,904,950 0.30 $8,807,461
Plenti PL & Green ABS Trust 2024-2 A1 4.97% 11-APR-2036, 4.97%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 12,561,496 $8,893,588 $8,893,588 0.30 $8,887,550
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,850,973 $8,850,973 0.30 $8,811,643
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,787,446 $8,787,446 0.29 $8,609,770
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,678,361 $8,678,361 0.29 $8,637,873
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,666,712 $8,666,712 0.29 $8,661,577
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,567,990 $8,567,990 0.29 $8,523,998
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 6,285,000 $8,480,232 $8,480,232 0.28 $8,418,900
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,415,933 $8,415,933 0.28 $8,221,070
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,213,799 $8,382,512 $8,382,512 0.28 $8,350,423
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 $8,356,703 $8,356,703 0.28 $8,324,386
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,337,110 $8,337,110 0.28 $8,207,398
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,217,299 $8,217,299 0.28 $8,063,523
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,172,308 $8,172,308 0.27 $8,030,080
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,154,892 $8,154,892 0.27 $7,988,666
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,118,917 $8,118,917 0.27 $7,968,083
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,024,588 $8,024,588 0.27 $7,984,671
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,953,848 $7,953,848 0.27 $7,795,806
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,950,847 $7,950,847 0.27 $7,806,486
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,822,768 $7,822,768 0.26 $7,707,033
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,750,490 $7,750,490 0.26 $7,690,498
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,622,264 $7,622,264 0.26 $7,599,860
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,574,889 $7,574,889 0.25 $7,360,725
United Airlines Holdings, Inc. 4.875% 01-MAR-2029, 4.88%, 03/01/29 UAL 910047AM1 - - 7,494,000 $7,523,464 $7,523,464 0.25 $7,513,316
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,515,961 $7,515,961 0.25 $7,479,598
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,500,250 $7,500,250 0.25 $7,469,002
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 $7,422,851 $7,422,851 0.25 $7,396,582
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,388,308 $7,388,308 0.25 $7,224,245
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,288,721 $7,288,721 0.24 $7,279,730
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 $7,270,682 $7,270,682 0.24 $7,249,983
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,221,778 $7,221,778 0.24 $7,118,878
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,161,085 $7,161,085 0.24 $7,081,460
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,157,107 $7,157,107 0.24 $7,152,500
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,150,328 $7,150,328 0.24 $6,972,584
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 $7,118,168 $7,118,168 0.24 $7,087,141
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,066,186 $7,066,186 0.24 $6,929,490
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,063,122 $7,063,122 0.24 $7,007,942
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,047,447 $7,047,447 0.24 $6,917,197
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,045,886 $7,045,886 0.24 $6,997,482
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $7,000,079 $7,000,079 0.23 $6,984,909
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.24%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,853,109 $6,991,408 $6,991,408 0.23 $6,986,415
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,917,541 $6,917,541 0.23 $6,873,352
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,882,006 $6,882,006 0.23 $6,825,473
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,782,844 $6,782,844 0.23 $6,665,997
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,767,250 $6,767,250 0.23 $6,660,412
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,764,516 $6,764,516 0.23 $6,645,979
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,751,217 $6,751,217 0.23 $6,594,430
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,663,510 $6,663,510 0.22 $6,544,587
Metro Finance 2024-1 Trust|4.8104|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,287,494 $6,603,956 $6,603,956 0.22 $6,579,757
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,590,094 $6,590,094 0.22 $6,562,189
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,576,401 $6,576,401 0.22 $6,409,747
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,511,370 $6,511,370 0.22 $6,476,677
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 $6,498,561 $6,498,561 0.22 $6,480,248
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,476,329 $6,476,329 0.22 $6,345,373
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,396,623 $6,396,623 0.21 $6,355,938
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,289,110 $6,289,110 0.21 $6,271,916
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,231,809 $6,231,809 0.21 $6,212,997
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 6,168,016 $6,211,930 $6,211,930 0.21 $6,194,300
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,173,571 $6,173,571 0.21 $6,110,739
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,076,762 $6,076,762 0.20 $6,046,085
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.90%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,015,573 $6,043,970 $6,043,970 0.20 $6,026,785
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 $6,036,960 $6,036,960 0.20 $6,020,291
TVC Mortgage Trust 2026-RRTL1|4.964|04/25/2040, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,009,890 $6,009,890 0.20 $5,999,962
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,007,691 $6,007,691 0.20 $5,956,456
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,951,795 $5,951,795 0.20 $5,913,745
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,933,662 $5,933,662 0.20 $5,841,005
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,911,536 $5,911,536 0.20 $5,839,515
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,854,686 $5,854,686 0.20 $5,798,034
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 $5,830,259 $5,830,259 0.20 $5,813,491
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,769,887 $5,769,887 0.19 $5,748,224
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,543,151 $5,625,285 $5,625,285 0.19 $5,601,586
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,538,127 $5,538,127 0.19 $5,522,523
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,486,732 $5,486,732 0.18 $5,391,492
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,322,255 $5,322,255 0.18 $5,219,148
RESIMAC Bastille Trust 2024-1NC A2 4.9125% 13-SEP-2055, 5.14%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,907,283 $5,279,846 $5,279,846 0.18 $4,899,367
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,249,249 $5,249,249 0.18 $5,198,982
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,141,343 $5,141,343 0.17 $5,046,364
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,140,071 $5,140,071 0.17 $5,065,501
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,138,409 $5,138,409 0.17 $5,096,472
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29728% 25-MAR-2045, 5.30%, 03/25/45 CAS 2025-R03 20754VAB3 - - 5,044,364 $5,071,259 $5,071,259 0.17 $5,055,672
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,065,642 $5,065,642 0.17 $5,053,142
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,058,956 $5,058,956 0.17 $5,044,402
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 $5,058,696 $5,058,696 0.17 $5,033,699
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,986,186 $4,986,186 0.17 $4,942,719
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,606 $4,883,175 $4,883,175 0.16 $4,859,987
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,860,971 $4,860,971 0.16 $4,778,787
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 $4,801,854 $4,801,854 0.16 $4,788,597
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,775,635 $4,775,635 0.16 $4,693,020
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 $4,756,495 $4,756,495 0.16 $4,742,949
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,740,290 $4,740,290 0.16 $4,659,219
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,709,630 $4,709,630 0.16 $4,681,617
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,668,175 $4,668,175 0.16 $4,631,938
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,604,923 $4,604,923 0.15 $4,580,543
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,540,249 $4,571,352 $4,571,352 0.15 $4,557,455
Plenti PL & Green ABS Trust 2025-1 A1G 4.99% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 6,454,261 $4,568,177 $4,568,177 0.15 $4,565,062
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,429,888 $4,429,888 0.15 $4,413,152
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 $4,242,633 $4,242,633 0.14 $4,229,770
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,193,992 $4,193,992 0.14 $4,093,045
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,168,309 $4,168,309 0.14 $4,107,890
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 $4,114,335 $4,114,335 0.14 $4,087,146
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,945,778 $3,945,778 0.13 $3,934,339
Liberty Series 2024-1 Auto A 4.815% 25-MAY-2032, 4.82%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,547,921 $3,938,660 $3,938,660 0.13 $3,928,325
Plenti PL & Green ABS Trust 2025-1 A1 4.99% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 5,516,463 $3,908,443 $3,908,443 0.13 $3,905,780
Lloyds Banking Group Plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,800,633 $3,800,633 0.13 $3,762,524
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,754,757 $3,754,757 0.13 $3,710,533
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,713,038 $3,713,038 0.12 $3,643,233
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,711,352 $3,711,352 0.12 $3,663,070
Lloyds Banking Group Plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,639,554 $3,639,554 0.12 $3,634,167
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,483,320 $3,483,320 0.12 $3,441,329
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 $3,367,996 $3,367,996 0.11 $3,357,918
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,344,034 $3,344,034 0.11 $3,301,678
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,318,651 $3,318,651 0.11 $3,308,573
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,299,153 $3,299,153 0.11 $3,236,168
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,289,327 $3,289,327 0.11 $3,275,377
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,096,714 $3,096,714 0.10 $3,075,707
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,092,134 $3,092,134 0.10 $3,084,289
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,963,979 $2,963,979 0.10 $2,938,822
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,916,137 $2,916,137 0.10 $2,903,798
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,913,476 $2,913,476 0.10 $2,904,638
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,814,129 $2,814,129 0.09 $2,753,285
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 $2,789,348 $2,789,348 0.09 $2,781,573
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,740,878 $2,740,878 0.09 $2,725,827
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,660,028 $2,709,294 $2,709,294 0.09 $2,698,045
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,581,612 $2,581,612 0.09 $2,562,471
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,457,172 $2,465,507 $2,465,507 0.08 $2,458,631
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 $2,395,813 $2,395,813 0.08 $2,388,788
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,360,702 $2,360,702 0.08 $2,359,766
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 $2,319,504 $2,319,504 0.08 $2,308,131
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 $2,317,725 $2,317,725 0.08 $2,306,638
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,254,546 $2,263,856 $2,263,856 0.08 $2,257,416
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,239,591 $2,239,591 0.08 $2,188,836
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,234,216 $2,234,216 0.07 $2,196,694
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,194,331 $2,194,331 0.07 $2,172,427
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 $2,112,012 $2,112,012 0.07 $2,106,000
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,084,340 $2,084,340 0.07 $2,070,752
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,022,671 $2,022,671 0.07 $1,972,965
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 $2,021,119 $2,021,119 0.07 $2,014,705
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $1,998,777 $1,998,777 0.07 $1,988,943
Plenti Auto ABS Trust 2025-1 A 4.665% 12-AUG-2033, 4.90%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,704,767 $1,916,489 $1,916,489 0.06 $1,915,463
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 $1,906,598 $1,906,598 0.06 $1,898,564
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,741,815 $1,741,815 0.06 $1,707,239
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,734,805 $1,734,805 0.06 $1,729,916
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,617,426 $1,617,426 0.05 $1,595,999
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79728% 25-FEB-2044, 4.80%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,527,337 $1,531,818 $1,531,818 0.05 $1,527,544
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 $1,499,971 $1,499,971 0.05 $1,490,646
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,482,859 $1,482,859 0.05 $1,467,537
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 $1,336,159 $1,336,159 0.04 $1,331,739
Lloyds Banking Group Plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,298,665 $1,298,665 0.04 $1,284,421
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,275,083 $1,275,083 0.04 $1,269,265
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39728% 25-JUL-2043, 5.40%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,254,919 $1,263,631 $1,263,631 0.04 $1,259,680
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 $1,207,948 $1,207,948 0.04 $1,204,067
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,181,623 $1,181,623 0.04 $1,180,424
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84728% 25-MAR-2044, 4.85%, 03/25/44 CAS 207941AA3 - - 1,152,480 $1,156,092 $1,156,092 0.04 $1,152,833
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.99%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,571,369 $1,116,149 $1,116,149 0.04 $1,115,238
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 $1,016,149 $1,016,149 0.03 $1,012,805
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $1,000,768 $1,000,768 0.03 $982,254
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $991,252 $991,252 0.03 $990,536
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $892,521 $892,521 0.03 $888,542
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $883,393 $883,393 0.03 $879,265
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $733,455 $733,455 0.02 $728,375
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $722,381 $722,381 0.02 $719,311
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $715,500 $715,500 0.02 $708,352
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $712,763 $712,763 0.02 $702,019
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $712,509 $712,509 0.02 $701,644
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $710,506 $710,506 0.02 $706,354
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $569,560 $569,560 0.02 $566,987
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $398,896 $398,896 0.01 $395,522
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 285,607 $286,384 $286,384 0.01 $285,602
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $107,224 $107,224 0.00 $105,939
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $106,368 $106,368 0.00 $105,056
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,756,000 $52,361 $52,361 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -185.00 $-21,457,109 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,867,812 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,201,683 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -1,784 $-372,660,877 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,212,579 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-94,855,445 $0 0.00 $0
HCA INC 0% 02/18/2026, 0.00%, 02/18/26 HCA 40412DBJ7 - - 81,750,000 $81,704,114 $81,704,114 2.74 $81,704,114
HCA INC 0% 02/17/2026, 0.00%, 02/17/26 HCA 40412DBH1 - - 71,250,000 $71,218,116 $71,218,116 2.39 $71,218,116
AIR LEASE CORP 0% 02/17/2026, 0.00%, 02/17/26 AL 00913XBH5 - - 59,000,000 $58,973,721 $58,973,721 1.98 $58,973,721
AIR LEASE CORP 0% 02/18/2026, 0.00%, 02/18/26 AL 00913XBJ1 - - 31,550,000 $31,546,442 $31,546,442 1.06 $31,546,442
ENBRIDGE INC 0% 03/20/2026, 0.00%, 03/20/26 ENB 292976QM2 - - 30,000,000 $21,946,749 $21,946,749 0.74 $21,946,749
UNION ELECTRIC CO 0% 02/17/2026, 0.00%, 02/17/26 UECCP 90655KBH6 - - 20,450,000 $20,441,495 $20,441,495 0.68 $20,441,495
TARGA RESOURCES CORP 0% 02/17/2026, 0.00%, 02/17/26 TRGP 87613LBH1 - - 20,250,000 $20,241,313 $20,241,313 0.68 $20,241,313
AUTONATION INC 0% 02/17/2026, 0.00%, 02/17/26 AUTONA 05330NBH1 - - 20,200,000 $20,190,948 $20,190,948 0.68 $20,190,948
ENBRIDGE INC 0% 03/19/2026, 0.00%, 03/19/26 ENB 292976QL4 - - 23,122,000 $16,916,278 $16,916,278 0.57 $16,916,278
GLOBAL PAYMENTS INC 0% 02/17/2026, 0.00%, 02/17/26 GPN 37961DBH2 - - 9,850,000 $9,845,618 $9,845,618 0.33 $9,845,618
SEGREGATED CASH SEGCASH - $0.00 8,723,187 $8,723,187 $8,723,187 0.29 $8,723,187
DARDEN RESTAURANTS INC 0% 02/17/2026, 0.00%, 02/17/26 DRI 23719KBH1 - - 8,650,000 $8,646,376 $8,646,376 0.29 $8,646,376
JABIL INC 0% 02/17/2026, 0.00%, 02/17/26 JBLPP 46652MBH7 - - 5,600,000 $5,597,277 $5,597,277 0.19 $5,597,277
NEW ZEALAND DOLLAR NZD - - 6,639,167 $4,001,764 $4,001,764 0.13 $4,001,764
BRITISH POUND GBP - - 2,513,192 $3,421,217 $3,421,217 0.11 $3,421,217
CANADIAN DOLLAR CAD - - 2,401,909 $1,761,770 $1,761,770 0.06 $1,761,770
EURO EUR - - 1,235,122 $1,463,553 $1,463,553 0.05 $1,463,553
AUSTRALIAN DOLLARS AUD - - -756,272 $-533,966 $-533,966 -0.02 $-533,966
US DOLLARS USD MD_142224 - - -147,623,297 $-147,623,297 $-147,623,297 -4.94 $-147,623,297
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.82 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.82 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,585,307 $49,585,307 1.66 $49,585,307
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,585,307 $-49,585,307 -1.66 $-49,585,307
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,429,340 $45,429,340 1.52 $45,429,340
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,429,340 $-45,429,340 -1.52 $-45,429,340
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $64,223,114 $64,223,114 2.15 $64,223,114
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-64,223,114 $-64,223,114 -2.15 $-64,223,114
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 4.79 $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 -4.79 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $148,926,612 $148,926,612 4.99 $148,926,612
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-148,926,612 $-148,926,612 -4.99 $-148,926,612
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $75,688,479 $75,688,479 2.54 $75,688,479
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-75,688,479 $-75,688,479 -2.54 $-75,688,479
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 4.85 $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 -4.85 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,440,082 $8,440,082 0.28 $8,440,082
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,440,082 $-8,440,082 -0.28 $-8,440,082
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 $558,862 0.02 $558,862
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-539,844,400 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $536,780,900 $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 $-175,698 -0.01 $-175,698
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,926,485 $-14,926,485 -0.50 $-14,926,485
FX Forward|USD|04/17/2026 +EURU - - 14,700,822 $14,700,822 $14,700,822 0.49 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - - -10,940,000 $-14,893,229 $-14,893,229 -0.50 $-14,893,229
FX Forward|USD|04/17/2026 +GBP0 - - 14,702,321 $14,702,321 $14,702,321 0.49 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - - -93,310,000 $-68,625,227 $-68,625,227 -2.30 $-68,625,227
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.26 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-391,256,660 $-391,256,660 -13.11 $-391,256,660
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.40 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,080,996 $-3,080,996 -0.10 $-3,080,996
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 $4,940,644 $4,940,644 0.17 $4,940,644
FX Forward|USD|04/17/2026 +AUD1 - - -4,713,150 $-4,713,150 $-4,713,150 -0.16 $-4,713,150
FX Forward|GBP|04/17/2026 +GBPU - - -6,213,930 $-8,459,368 $-8,459,368 -0.28 $-8,459,368
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 $8,822,579 $8,822,579 0.30 $8,822,579
FX Forward|USD|04/17/2026 +AUDU - - -8,762,599 $-8,762,599 $-8,762,599 -0.29 $-8,762,599
FX Forward|AUD|04/17/2026 +AUD1 - - 3,500,000 $2,470,322 $2,470,322 0.08 $2,470,322
FX Forward|USD|04/17/2026 +AUD1 - - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|CAD|03/19/2026 +CADU - - -23,122,000 $-16,984,175 $-16,984,175 -0.57 $-16,984,175
FX Forward|USD|03/19/2026 +CADU - - 17,056,005 $17,056,005 $17,056,005 0.57 $17,056,005
FX Forward|CAD|03/20/2026 - - - -30,000,000 $-22,037,317 $-22,037,317 -0.74 $-22,037,317
FX Forward|USD|03/20/2026 - - - 22,052,568 $22,052,568 $22,052,568 0.74 $22,052,568
FX Forward|AUD|04/17/2026 - - - 3,800,000 $2,682,064 $2,682,064 0.09 $2,682,064
FX Forward|USD|04/17/2026 - - - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
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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