For Financial Professionals in the US

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 02/03/2023)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
New Zealand 0.5% 15-MAY-2024, 0.50%, 05/15/24 NZGB BK0089494 - - 204,355,000 $123,923,073 $123,923,073 5.46
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $36,219,708 $36,219,708 1.59
Bank of America Corporation 1.319% 19-JUN-2026, 1.32%, 06/19/26 BAC 06051GJD2 - - 37,300,000 $34,272,573 $34,272,573 1.51
Macquarie Group Limited 6.207% 22-NOV-2024, 6.21%, 11/22/24 MQGAU 55608JBL1 - - 28,900,000 $29,788,914 $29,788,914 1.32
Banco Santander, S.A. 3.496% 24-MAR-2025, 3.50%, 03/24/25 SANTAN 05964HAP0 - - 28,400,000 $27,911,310 $27,911,310 1.23
Janus Detroit Street Trust Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 550,000 $27,445,606 $27,445,606 1.21
Royal Bank of Canada 5.66% 25-OCT-2024, 5.66%, 10/25/24 RY 78016FZR8 - - 25,900,000 $26,668,720 $26,668,720 1.18
GE Healthcare Technologies Inc. 5.55% 15-NOV-2024, 5.55%, 11/15/24 GEHC 36267VAA1 - - 24,975,000 $25,441,353 $25,441,353 1.12
AT&T Inc. 0.9% 25-MAR-2024, 0.90%, 03/25/24 T 00206RMJ8 - - 26,430,000 $25,355,982 $25,355,982 1.12
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,473,206 $23,473,206 1.04
Georgia-Pacific LLC 0.625% 15-MAY-2024, 0.62%, 05/15/24 GP 37331NAM3 - - 24,000,000 $22,769,944 $22,769,944 1.01
Fiserv, Inc. 3.8% 01-OCT-2023, 3.80%, 10/01/23 FISV 337738AQ1 - - 22,245,000 $22,357,876 $22,357,876 0.99
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 23,200,000 $22,356,619 $22,356,619 0.99
Cardinal Health, Inc. 3.079% 15-JUN-2024, 3.08%, 06/15/24 CAH 14149YBH0 - - 21,500,000 $21,015,574 $21,015,574 0.93
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 23,235,000 $20,444,114 $20,444,114 0.90
JPMorgan Chase & Co. 4.323% 26-APR-2028, 4.32%, 04/26/28 JPM 46647PDA1 - - 19,900,000 $19,758,521 $19,758,521 0.87
DBS Group Holdings Ltd FRN 16-MAR-2028, 4.77%, 03/16/28 DBSSP AR6199681 - - 27,220,000 $19,102,002 $19,102,002 0.84
Goldman Sachs Group, Inc. 0.657% 10-SEP-2024, 0.66%, 09/10/24 GS 38141GYE8 - - 19,575,000 $19,055,820 $19,055,820 0.84
Bendigo and Adelaide Bank Limited FRN 30-NOV-2028, 5.54%, 11/30/28 BENAU AV7986590 - - 26,900,000 $19,021,115 $19,021,115 0.84
Roche Holdings, Inc. 1.882% 08-MAR-2024, 1.88%, 03/08/24 ROSW 771196BU5 - - 17,700,000 $17,270,512 $17,270,512 0.76
Intercontinental Exchange, Inc. 3.65% 23-MAY-2025, 3.65%, 05/23/25 ICE 45866FAT1 - - 17,425,000 $17,261,562 $17,261,562 0.76
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,997,034 $16,997,034 0.75
HCA, Inc. 5.875% 15-FEB-2026, 5.88%, 02/15/26 HCA 404119BS7 - - 16,285,000 $16,989,195 $16,989,195 0.75
National Australia Bank Limited FRN 18-NOV-2030, 4.75%, 11/18/30 NAB BM3607918 - - 24,275,000 $16,940,803 $16,940,803 0.75
Morgan Stanley 0.791% 22-JAN-2025, 0.79%, 01/22/25 MS 61747YEB7 - - 17,600,000 $16,806,589 $16,806,589 0.74
New South Wales Treasury Corp. 5.0% 20-AUG-2024, 5.00%, 08/20/24 NSWTC EJ1148026 - - 23,000,000 $16,782,425 $16,782,425 0.74
Stanley Black & Decker, Inc. 2.3% 24-FEB-2025, 2.30%, 02/24/25 SWK 854502AP6 - - 16,675,000 $16,035,142 $16,035,142 0.71
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 4.60%, 10/30/24 AUSGF AP6703965 - - 22,900,000 $15,990,215 $15,990,215 0.71
NVIDIA Corporation 0.584% 14-JUN-2024, 0.58%, 06/14/24 NVDA 67066GAL8 - - 16,725,000 $15,824,428 $15,824,428 0.70
Air Lease Corporation 0.8% 18-AUG-2024, 0.80%, 08/18/24 AL 00914AAP7 - - 16,350,000 $15,284,658 $15,284,658 0.67
Athene Global Funding 0.914% 19-AUG-2024, 0.91%, 08/19/24 ATH 04685A3A7 - - 16,350,000 $15,223,951 $15,223,951 0.67
SGSP (Australia) Assets Pty Ltd. 3.3% 09-APR-2023, 3.30%, 04/09/23 SGSPAA EJ3849779 - - 14,970,000 $15,079,564 $15,079,564 0.67
AerCap Ireland Capital DAC 1.75% 29-OCT-2024, 1.75%, 10/29/24 AER 00774MBB0 - - 16,000,000 $15,007,886 $15,007,886 0.66
Santander UK Group Holdings Plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,849,810 $14,849,810 0.66
AerCap Global Aviation Trust 1.15% 29-OCT-2023, 1.15%, 10/29/23 AER 00774MAT2 - - 15,200,000 $14,786,654 $14,786,654 0.65
DCP Midstream Operating LP 3.875% 15-MAR-2023, 3.88%, 03/15/23 DCP 23311VAD9 - - 14,500,000 $14,665,864 $14,665,864 0.65
UBS Group AG 5.711% 12-JAN-2027, 5.71%, 01/12/27 UBS 902613AU2 - - 14,300,000 $14,554,638 $14,554,638 0.64
Thermo Fisher Scientific Inc. 0.797% 18-OCT-2023, 0.80%, 10/18/23 TMO 883556CP5 - - 14,900,000 $14,525,517 $14,525,517 0.64
Intuit Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 INTU 46124HAA4 - - 14,710,000 $14,438,232 $14,438,232 0.64
Queensland Treasury Corp. 4.75% 21-JUL-2025, 4.75%, 07/21/25 QTC EK1576272 - - 20,000,000 $14,424,470 $14,424,470 0.64
Energy Transfer Operating, L.P. 4.2% 15-SEP-2023, 4.20%, 09/15/23 ET 29278NAC7 - - 14,297,000 $14,420,284 $14,420,284 0.64
Athene Global Funding 1.716% 07-JAN-2025, 1.72%, 01/07/25 ATH 04685A3F6 - - 15,460,000 $14,383,224 $14,383,224 0.64
Macquarie Bank Ltd. FRN 28-MAY-2030, 6.01%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $14,182,347 $14,182,347 0.63
DBS Group Holdings Ltd 1.169% 22-NOV-2024, 1.17%, 11/22/24 DBSSP 24023KAH1 - - 15,000,000 $14,134,844 $14,134,844 0.62
AerCap Ireland Capital DAC 1.65% 29-OCT-2024, 1.65%, 10/29/24 AER 00774MAU9 - - 14,925,000 $13,989,229 $13,989,229 0.62
Danske Bank A/S 6.466% 09-JAN-2026, 6.47%, 01/09/26 DANBNK 23636ABF7 - - 13,525,000 $13,818,510 $13,818,510 0.61
Bank of Queensland Limited FRN 01-MAY-2028, 5.19%, 05/01/28 BQDAU AS2767919 - - 19,500,000 $13,594,702 $13,594,702 0.60
Charles Schwab Corporation 0.75% 18-MAR-2024, 0.75%, 03/18/24 SCHW 808513BN4 - - 14,200,000 $13,590,259 $13,590,259 0.60
Elevance Health, Inc. 4.9% 08-FEB-2026, 4.90%, 02/08/26 ELV 28622HAA9 - - 13,500,000 $13,495,468 $13,495,468 0.60
Thermo Fisher Scientific Inc. 1.215% 18-OCT-2024, 1.22%, 10/18/24 TMO 883556CS9 - - 14,250,000 $13,494,133 $13,494,133 0.60
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $13,390,788 $13,390,788 0.59
Toronto-Dominion Bank 2.667% 09-SEP-2025, 2.67%, 09/09/25 TD 89117F3M9 - - 18,500,000 $13,369,103 $13,369,103 0.59
Enbridge Inc. 4.0% 01-OCT-2023, 4.00%, 10/01/23 ENBCN 29250NAF2 - - 13,066,000 $13,144,290 $13,144,290 0.58
Suncorp Group Limited FRN 05-DEC-2028, 5.22%, 12/05/28 SUNAU AT9997863 - - 18,590,000 $13,090,677 $13,090,677 0.58
American Express Company FRN 04-MAR-2025, 4.03%, 03/04/25 AXP 025816CR8 - - 12,900,000 $13,086,063 $13,086,063 0.58
DAE Funding LLC 1.55% 01-AUG-2024, 1.55%, 08/01/24 DUBAEE 23371DAJ3 - - 13,450,000 $12,670,205 $12,670,205 0.56
UBS Group AG 4.49% 05-AUG-2025, 4.49%, 08/05/25 UBS 902613AR9 - - 12,500,000 $12,650,058 $12,650,058 0.56
General Motors Financial of Canada Ltd. 3.25% 07-NOV-2023, 3.25%, 11/07/23 GM 37045YAE4 - - 17,000,000 $12,617,307 $12,617,307 0.56
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $12,598,591 $12,598,591 0.56
Volkswagen Group of America Finance LLC 0.875% 22-NOV-2023, 0.88%, 11/22/23 VW 928668BJ0 - - 13,000,000 $12,592,028 $12,592,028 0.56
Mercedes-Benz Finance North America LLC 0.75% 01-MAR-2024, 0.75%, 03/01/24 MBGGR 233851EB6 - - 13,060,000 $12,530,097 $12,530,097 0.55
ANZ New Zealand (Int'l) Ltd. 1.25% 22-JUN-2026, 1.25%, 06/22/26 ANZNZ 00182EBN8 - - 13,900,000 $12,353,964 $12,353,964 0.55
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,281,254 $12,281,254 0.54
Swedbank AB FRN 04-APR-2025, 4.52%, 04/04/25 SWEDA 87020PAR8 - - 12,250,000 $12,263,418 $12,263,418 0.54
Insurance Australia Group Limited FRN 15-JUN-2044, 5.27%, 06/15/44 IAGAU AR7148380 - - 17,350,000 $12,104,999 $12,104,999 0.53
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 17,320,000 $12,100,120 $12,100,120 0.53
Mercedes-Benz Finance North America LLC 5.5% 27-NOV-2024, 5.50%, 11/27/24 MBGGR 58769JAA5 - - 11,800,000 $12,061,199 $12,061,199 0.53
John Deere Capital Corporation 0.45% 07-JUN-2024, 0.45%, 06/07/24 DE 24422EVQ9 - - 12,750,000 $12,052,240 $12,052,240 0.53
Kiwibank Limited FRN 23-SEP-2025, 3.92%, 09/23/25 KIWI ZO4035622 - - 17,230,000 $12,031,831 $12,031,831 0.53
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 12,940,000 $11,557,104 $11,557,104 0.51
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.39%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,318,107 $11,318,107 0.50
VMware, Inc. 1.0% 15-AUG-2024, 1.00%, 08/15/24 VMW 928563AH8 - - 11,867,000 $11,189,472 $11,189,472 0.49
Westpac Banking Corporation FRN 22-JUN-2028, 5.01%, 06/22/28 WSTP AT0619441 - - 15,800,000 $11,098,379 $11,098,379 0.49
Wells Fargo & Company 2.509% 27-OCT-2023, 2.51%, 10/27/23 WFC 949746SG7 - - 15,000,000 $11,092,398 $11,092,398 0.49
Morgan Stanley 1.164% 21-OCT-2025, 1.16%, 10/21/25 MS 61747YEG6 - - 11,700,000 $10,968,982 $10,968,982 0.48
National Australia Bank Limited FRN 17-MAY-2029, 5.19%, 05/17/29 NAB ZS5371860 - - 14,920,000 $10,579,326 $10,579,326 0.47
DTE Energy Company 4.22% 01-NOV-2024, 4.22%, 11/01/24 DTE 233331BD8 - - 10,570,000 $10,536,429 $10,536,429 0.47
General Motors Financial Co., Inc. 1.05% 08-MAR-2024, 1.05%, 03/08/24 GM 37045XDG8 - - 10,895,000 $10,471,118 $10,471,118 0.46
Duke Energy Corporation 5.0% 08-DEC-2025, 5.00%, 12/08/25 DUK 26441CBV6 - - 10,325,000 $10,454,053 $10,454,053 0.46
Westpac Banking Corporation FRN 16-NOV-2023, 4.00%, 11/16/23 WSTP AV5755005 - - 14,600,000 $10,316,365 $10,316,365 0.46
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 4.51%, 12/06/24 NETFIN AQ2180349 - - 14,620,000 $10,252,159 $10,252,159 0.45
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAA7 - - 10,475,000 $10,240,857 $10,240,857 0.45
SVB Financial Group 2.1% 15-MAY-2028, 2.10%, 05/15/28 SIVB 78486QAH4 - - 11,920,000 $10,231,652 $10,231,652 0.45
Humana Inc. 0.65% 03-AUG-2023, 0.65%, 08/03/23 HUM 444859BP6 - - 10,205,000 $9,984,822 $9,984,822 0.44
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 - - 9,990,000 $9,887,976 $9,887,976 0.44
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 - - 14,022,000 $9,806,499 $9,806,499 0.43
Canadian Pacific Railway Co. 1.35% 02-DEC-2024, 1.35%, 12/02/24 CP 13645RBD5 - - 10,175,000 $9,578,038 $9,578,038 0.42
PerkinElmer, Inc. 0.85% 15-SEP-2024, 0.85%, 09/15/24 PKI 714046AL3 - - 10,050,000 $9,436,136 $9,436,136 0.42
Hyundai Capital America, Inc. 0.8% 08-JAN-2024, 0.80%, 01/08/24 HYNMTR 44891ABR7 - - 9,700,000 $9,316,212 $9,316,212 0.41
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,151,719 $9,151,719 0.40
Australia & New Zealand Banking Group Ltd|2.95|07/22/2030, 2.95%, 07/22/30 ANZ 052528AL0 - - 9,781,000 $9,032,159 $9,032,159 0.40
South Australian Government Financing Authority 2.75% 16-APR-2025, 2.75%, 04/16/25 SAFA EK8553563 - - 13,000,000 $9,025,214 $9,025,214 0.40
Wells Fargo & Company 1.654% 02-JUN-2024, 1.65%, 06/02/24 WFC 95000U2R3 - - 8,940,000 $8,866,271 $8,866,271 0.39
Commonwealth Bank of Australia FRN 10-SEP-2030, 4.94%, 09/10/30 CBAAU ZO2552289 - - 12,500,000 $8,735,670 $8,735,670 0.39
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,678,983 $8,678,983 0.38
Nordea Bank Abp 0.75% 28-AUG-2025, 0.75%, 08/28/25 NDASS 65559CAB7 - - 9,550,000 $8,638,669 $8,638,669 0.38
Caterpillar Financial Services Corporation 0.45% 17-MAY-2024, 0.45%, 05/17/24 CAT 14913R2L0 - - 8,820,000 $8,359,805 $8,359,805 0.37
Westpac Banking Corporation 5.35% 18-OCT-2024, 5.35%, 10/18/24 WSTP 961214FH1 - - 8,000,000 $8,183,657 $8,183,657 0.36
General Motors Financial Co., Inc. 1.2% 15-OCT-2024, 1.20%, 10/15/24 GM 37045XDM5 - - 8,650,000 $8,113,886 $8,113,886 0.36
Caterpillar Financial Services Corporation 4.9% 17-JAN-2025, 4.90%, 01/17/25 CAT 14913R2Y2 - - 8,000,000 $8,089,366 $8,089,366 0.36
Korea Hydro & Nuclear Power Co Ltd|3.75|07/25/2023, 3.75%, 07/25/23 KOHNPW 50064YAN3 - - 8,050,000 $8,015,995 $8,015,995 0.35
Ausgrid Finance Pty Ltd. 3.85% 01-MAY-2023, 3.85%, 05/01/23 AUSGF 052113AA5 - - 7,940,000 $7,993,434 $7,993,434 0.35
Macquarie Bank Ltd. FRN 17-JUN-2031, 4.75%, 06/17/31 MQGAU BP9745582 - - 11,700,000 $7,963,557 $7,963,557 0.35
Hyundai Capital America, Inc. 1.0% 17-SEP-2024, 1.00%, 09/17/24 HYNMTR 44891ABY2 - - 8,400,000 $7,875,747 $7,875,747 0.35
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 5.65%, 05/25/26 LBRFI BP5662476 - - 11,620,000 $7,856,071 $7,856,071 0.35
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,527,844 $7,527,844 0.33
Mondelez International Holdings Netherlands BV 4.25% 15-SEP-2025, 4.25%, 09/15/25 MDLZ 60920LAS3 - - 7,400,000 $7,438,701 $7,438,701 0.33
Commonwealth Bank of Australia 3.35% 04-JUN-2024, 3.35%, 06/04/24 CBAAU 2027A1KB2 - - 7,409,000 $7,309,782 $7,309,782 0.32
BMW US Capital LLC FRN 01-APR-2025, 4.44%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,042,262 $7,042,262 0.31
Queensland Treasury Corp. 4.25% 21-JUL-2023, 4.25%, 07/21/23 QTC EJ3696998 - - 10,000,000 $7,014,436 $7,014,436 0.31
Nordea Bank Abp FRN 06-JUN-2025, 4.07%, 06/06/25 NDASS 65558RAB5 - - 6,925,000 $6,973,493 $6,973,493 0.31
American Express Company FRN 03-MAY-2024, 3.33%, 05/03/24 AXP 025816CU1 - - 6,875,000 $6,896,178 $6,896,178 0.30
Enbridge Inc. FRN 16-FEB-2024, 3.43%, 02/16/24 ENBCN 29250NBM6 - - 6,800,000 $6,846,150 $6,846,150 0.30
Fidelity National Information Services, Inc. 4.5% 15-JUL-2025, 4.50%, 07/15/25 FIS 31620MBV7 - - 6,860,000 $6,810,706 $6,810,706 0.30
Nordea Bank Abp|1|06/09/2023, 1.00%, 06/09/23 NDASS 65557CBE2 - - 6,700,000 $6,625,472 $6,625,472 0.29
Toronto-Dominion Bank|1.15|06/12/2025, 1.15%, 06/12/25 TD 89114QCH9 - - 7,200,000 $6,618,435 $6,618,435 0.29
Constellation Brands, Inc. 5.0% 02-FEB-2026, 5.00%, 02/02/26 STZ 21036PBN7 - - 6,600,000 $6,603,581 $6,603,581 0.29
Liberty Financial Pty Ltd|5.4598|02/26/2024, 5.46%, 02/26/24 LBRFI BG1156226 - - 9,440,000 $6,599,300 $6,599,300 0.29
Goldman Sachs Group, Inc. 3.5% 01-APR-2025, 3.50%, 04/01/25 GS 38141GXJ8 - - 6,680,000 $6,563,398 $6,563,398 0.29
Wells Fargo & Company 0.805% 19-MAY-2025, 0.80%, 05/19/25 WFC 95000U2T9 - - 6,880,000 $6,526,138 $6,526,138 0.29
Hyundai Capital America, Inc. 0.875% 14-JUN-2024, 0.88%, 06/14/24 HYNMTR 44891ABV8 - - 6,910,000 $6,521,372 $6,521,372 0.29
WarnerMedia Holdings, Inc. 3.428% 15-MAR-2024, 3.43%, 03/15/24 WBD 55903VAC7 - - 6,575,000 $6,518,145 $6,518,145 0.29
Enbridge Inc. 2.15% 16-FEB-2024, 2.15%, 02/16/24 ENBCN 29250NBK0 - - 6,550,000 $6,425,074 $6,425,074 0.28
Martin Marietta Materials, Inc. 0.65% 15-JUL-2023, 0.65%, 07/15/23 MLM 573284AY2 - - 6,525,000 $6,397,357 $6,397,357 0.28
Unilever Capital Corp. 0.626% 12-AUG-2024, 0.63%, 08/12/24 UNANA 904764BN6 - - 6,775,000 $6,393,459 $6,393,459 0.28
Goldman Sachs Group, Inc. 5.7% 01-NOV-2024, 5.70%, 11/01/24 GS 38141GZV9 - - 6,200,000 $6,377,146 $6,377,146 0.28
Korea National Oil Corp. 0.875% 05-OCT-2025, 0.88%, 10/05/25 KOROIL 50066PAM2 - - 7,100,000 $6,376,007 $6,376,007 0.28
Connecticut Avenue Securities Trust 2023-R01 1M1 6.71011% 25-DEC-2042, 6.71%, 12/25/42 CAS 207932AA2 - - 6,287,959 $6,341,984 $6,341,984 0.28
Connecticut Avenue Securities Trust 2022-R09 2M1 6.81011% 25-SEP-2042, 6.81%, 09/25/42 CAS 20753DAA6 - - 6,254,849 $6,292,626 $6,292,626 0.28
Avery Dennison Corporation 0.85% 15-AUG-2024, 0.85%, 08/15/24 AVY 053611AL3 - - 6,650,000 $6,277,656 $6,277,656 0.28
Macquarie Group Limited 1.201% 14-OCT-2025, 1.20%, 10/14/25 MQGAU 55608JBA5 - - 6,725,000 $6,255,842 $6,255,842 0.28
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 4.78%, 07/12/24 ADLAIR AO1975298 - - 8,980,000 $6,242,923 $6,242,923 0.28
SA Global Sukuk Ltd. 0.946% 17-JUN-2024, 0.95%, 06/17/24 ARAMCO 78397PAA9 - - 6,550,000 $6,229,034 $6,229,034 0.28
Australia and New Zealand Banking Group Limited FRN 26-JUL-2029, 5.38%, 07/26/29 ANZ AZ7115639 - - 8,830,000 $6,189,145 $6,189,145 0.27
Lloyds Banking Group plc 0.695% 11-MAY-2024, 0.69%, 05/11/24 LLOYDS 53944YAN3 - - 6,200,000 $6,124,738 $6,124,738 0.27
Verizon Communications Inc. 0.85% 20-NOV-2025, 0.85%, 11/20/25 VZ 92343VFS8 - - 6,770,000 $6,118,600 $6,118,600 0.27
Korea East-West Power Co., Ltd. 1.75% 06-MAY-2025, 1.75%, 05/06/25 KOEWPW BJ0835311 - - 6,454,000 $5,999,477 $5,999,477 0.26
John Deere Capital Corporation 0.625% 10-SEP-2024, 0.62%, 09/10/24 DE 24422EVU0 - - 6,300,000 $5,925,933 $5,925,933 0.26
Insurance Australia Group Limited FRN 15-DEC-2036, 5.62%, 12/15/36 IAGAU ZO0087817 - - 8,550,000 $5,907,070 $5,907,070 0.26
Harvest Operations Corp. 1.0% 26-APR-2024, 1.00%, 04/26/24 KOROIL 41754WAT8 - - 6,150,000 $5,858,086 $5,858,086 0.26
VMware, Inc. 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 6,550,000 $5,832,867 $5,832,867 0.26
Western Australian Treasury Corp. 5.0% 23-JUL-2025, 5.00%, 07/23/25 WATC EJ8955977 - - 8,000,000 $5,803,739 $5,803,739 0.26
Westpac Banking Corporation 1.019% 18-NOV-2024, 1.02%, 11/18/24 WSTP 961214EU3 - - 6,000,000 $5,636,207 $5,636,207 0.25
Air Lease Corporation 1.875% 15-AUG-2026, 1.88%, 08/15/26 AL 00914AAM4 - - 6,235,000 $5,615,288 $5,615,288 0.25
Mondelez International Holdings Netherlands BV 0.75% 24-SEP-2024, 0.75%, 09/24/24 MDLZ 60920LAQ7 - - 5,775,000 $5,411,077 $5,411,077 0.24
Verizon Communications Inc. FRN 17-FEB-2023, 4.26%, 02/17/23 VZ AO6240110 - - 7,640,000 $5,380,060 $5,380,060 0.24
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.61011% 25-AUG-2042, 6.61%, 08/25/42 STACR 35564KE39 - - 5,216,493 $5,217,037 $5,217,037 0.23
Citigroup Inc. FRN 24-MAY-2025, 4.36%, 05/24/25 C 172967NR8 - - 5,000,000 $5,086,166 $5,086,166 0.22
General Mills, Inc. 5.241% 18-NOV-2025, 5.24%, 11/18/25 GIS 370334CS1 - - 5,000,000 $5,066,263 $5,066,263 0.22
Goldman Sachs Group, Inc. 1.757% 24-JAN-2025, 1.76%, 01/24/25 GS 38141GZH0 - - 5,200,000 $5,009,155 $5,009,155 0.22
Total System Services LLC 3.75% 01-JUN-2023, 3.75%, 06/01/23 GPN 891906AB5 - - 5,000,000 $5,007,985 $5,007,985 0.22
Lowe's Companies, Inc. 4.4% 08-SEP-2025, 4.40%, 09/08/25 LOW 548661EK9 - - 4,920,000 $4,982,396 $4,982,396 0.22
Treasury Corporation of Victoria 5.5% 17-DEC-2024, 5.50%, 12/17/24 TCV EI4355661 - - 6,825,000 $4,974,617 $4,974,617 0.22
Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 - - 4,880,000 $4,883,702 $4,883,702 0.22
Westpac Banking Corporation FRN 27-AUG-2029, 5.09%, 08/27/29 WSTP ZR2259201 - - 6,700,000 $4,736,315 $4,736,315 0.21
McDonald's Corporation 3.0% 08-MAR-2024, 3.00%, 03/08/24 MCD AX3484844 - - 6,750,000 $4,715,366 $4,715,366 0.21
PerkinElmer, Inc. 0.55% 15-SEP-2023, 0.55%, 09/15/23 PKI 714046AK5 - - 4,825,000 $4,696,742 $4,696,742 0.21
Insurance Australia Group Limited FRN 15-JUN-2045, 5.52%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,690,802 $4,690,802 0.21
Verizon Communications Inc. 1.45% 20-MAR-2026, 1.45%, 03/20/26 VZ 92343VGG3 - - 5,100,000 $4,665,308 $4,665,308 0.21
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,587,103 $4,587,103 0.20
Verizon Communications Inc. 0.75% 22-MAR-2024, 0.75%, 03/22/24 VZ 92343VGF5 - - 4,700,000 $4,499,397 $4,499,397 0.20
Toronto-Dominion Bank 0.7% 10-SEP-2024, 0.70%, 09/10/24 TD 89114TZE5 - - 4,750,000 $4,466,247 $4,466,247 0.20
Volkswagen Financial Services Australia Pty Ltd. 3.1% 17-APR-2023, 3.10%, 04/17/23 VW ZS1058305 - - 6,300,000 $4,430,092 $4,430,092 0.20
Conagra Brands, Inc. 0.5% 11-AUG-2023, 0.50%, 08/11/23 CAG 205887CG5 - - 4,500,000 $4,408,272 $4,408,272 0.19
Caterpillar Financial Services Corporation 1.45% 15-MAY-2025, 1.45%, 05/15/25 CAT 14913R2C0 - - 4,600,000 $4,306,483 $4,306,483 0.19
BMW US Capital LLC 0.75% 12-AUG-2024, 0.75%, 08/12/24 BMW 05565EBU8 - - 4,500,000 $4,252,881 $4,252,881 0.19
United Overseas Bank Ltd. (Singapore) 3.75% 15-APR-2029, 3.75%, 04/15/29 UOBSP 91127KAC6 - - 4,230,000 $4,198,822 $4,198,822 0.19
Hyundai Capital America, Inc. 1.25% 18-SEP-2023, 1.25%, 09/18/23 HYNMTR 44891ABM8 - - 4,270,000 $4,190,404 $4,190,404 0.19
GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 - - 5,780,000 $4,070,777 $4,070,777 0.18
Bank of America Corporation 5.08% 20-JAN-2027, 5.08%, 01/20/27 BAC 06051GLE7 - - 4,000,000 $4,028,582 $4,028,582 0.18
Humana Inc. 1.35% 03-FEB-2027, 1.35%, 02/03/27 HUM 444859BQ4 - - 4,550,000 $4,000,210 $4,000,210 0.18
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 - - 5,700,000 $3,987,553 $3,987,553 0.18
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW 5006EPAJ0 - - 4,000,000 $3,985,479 $3,985,479 0.18
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 - - 5,480,000 $3,820,740 $3,820,740 0.17
Westpac Banking Corporation FRN 16-FEB-2028, 4.45%, 02/16/28 WSTP AQ9768369 - - 5,300,000 $3,733,619 $3,733,619 0.16
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 - - 3,600,000 $3,601,568 $3,601,568 0.16
Morgan Stanley 4.579% 10-NOV-2023, 0.56%, 11/10/23 MS 6174468T9 - - 3,490,000 $3,526,452 $3,526,452 0.16
Wells Fargo & Company FRN 25-APR-2026, 5.24%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,523,327 $3,523,327 0.16
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023NAA0 - - 3,470,000 $3,471,511 $3,471,511 0.15
John Deere Capital Corporation 0.45% 17-JAN-2024, 0.45%, 01/17/24 DE 24422EVN6 - - 3,590,000 $3,444,026 $3,444,026 0.15
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA ZQ5768911 - - 5,310,000 $3,443,221 $3,443,221 0.15
Mondelez International, Inc. 3.25% 07-MAR-2025, 3.25%, 03/07/25 MDLZ 609207AK1 - - 4,650,000 $3,429,957 $3,429,957 0.15
7-Eleven, Inc. 0.625% 10-FEB-2023, 0.62%, 02/10/23 SVELEV 817826AA8 - - 3,350,000 $3,358,999 $3,358,999 0.15
AusNet Services Holdings Pty Ltd 5.375% 02-JUL-2024, 5.38%, 07/02/24 ANVAU EK3489227 - - 4,400,000 $3,205,799 $3,205,799 0.14
Region Group 3.9% 07-JUN-2024, 3.90%, 06/07/24 SCAPRT AN6454895 - - 4,600,000 $3,204,892 $3,204,892 0.14
Mondelez International, Inc. 2.125% 17-MAR-2024, 2.12%, 03/17/24 MDLZ 609207AZ8 - - 3,275,000 $3,200,845 $3,200,845 0.14
Connecticut Avenue Securities Trust 2022-R08 1M1 6.86011% 25-JUL-2042, 6.86%, 07/25/42 CAS 20755DAA4 - - 3,155,828 $3,182,570 $3,182,570 0.14
Bank of America Corporation 1.486% 19-MAY-2024, 1.49%, 05/19/24 BAC 06051GJC4 - - 3,000,000 $2,977,808 $2,977,808 0.13
Bank of America Corporation 3.458% 15-MAR-2025, 3.46%, 03/15/25 BAC 06051GHR3 - - 2,950,000 $2,930,960 $2,930,960 0.13
Bank of America Corporation 3.384% 02-APR-2026, 3.38%, 04/02/26 BAC 06051GKM0 - - 3,000,000 $2,927,268 $2,927,268 0.13
Harvest Operations Corp|4.2|06/01/2023, 4.20%, 06/01/23 KOROIL 41754WAS0 - - 2,900,000 $2,913,292 $2,913,292 0.13
AerCap Ireland Capital DAC 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $2,880,242 $2,880,242 0.13
Toronto-Dominion Bank 4.285% 13-SEP-2024, 4.29%, 09/13/24 TD 89115A2J0 - - 2,800,000 $2,822,874 $2,822,874 0.12
Lloyds Banking Group plc 3.9% 23-NOV-2023, 3.90%, 11/23/23 LLOYDS AS6639585 - - 3,850,000 $2,687,923 $2,687,923 0.12
Lloyds Banking Group plc FRN 20-MAR-2023, 4.51%, 03/20/23 LLOYDS AP1140486 - - 3,710,000 $2,603,130 $2,603,130 0.11
Caterpillar Financial Services Corporation 0.6% 13-SEP-2024, 0.60%, 09/13/24 CAT 14913R2P1 - - 2,650,000 $2,492,386 $2,492,386 0.11
FirstMac Mortgage Funding Trust No. 4 Series 1-2018 A1B 4.33% 08-MAR-2049, 4.33%, 03/08/49 FMACB BCC2FPSX2 - - 3,500,000 $2,449,107 $2,449,107 0.11
Athene Global Funding 2.514% 08-MAR-2024, 2.51%, 03/08/24 ATH 04685A3J8 - - 2,500,000 $2,435,072 $2,435,072 0.11
Lonsdale Finance Pty Ltd. 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA ZO7224041 - - 3,800,000 $2,366,305 $2,366,305 0.10
Bank of Queensland Limited FRN 29-JUL-2031, 4.98%, 07/29/31 BQDAU BP1725673 - - 3,500,000 $2,349,888 $2,349,888 0.10
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 5.65%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,256,770 $2,256,770 0.10
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M1A 6.46011% 25-SEP-2042, 6.46%, 09/25/42 STACR 35564KH36 - - 2,201,124 $2,214,238 $2,214,238 0.10
Caterpillar Financial Services Corporation 2.15% 08-NOV-2024, 2.15%, 11/08/24 CAT 14913Q3B3 - - 2,200,000 $2,122,367 $2,122,367 0.09
Charter Hall LWR Pty Ltd. 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,943,815 $1,943,815 0.09
Liberty Financial Pty Ltd. FRN 06-MAR-2023, 5.67%, 03/06/23 LBRFI ZR3424325 - - 2,600,000 $1,831,013 $1,831,013 0.08
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $1,826,980 $1,826,980 0.08
Westpac Banking Corp|2.35|02/19/2025, 2.35%, 02/19/25 WSTP 961214EH2 - - 1,800,000 $1,736,373 $1,736,373 0.08
Australian Gas Networks (Vic 3) Pty Ltd. FRN 01-JUL-2026, 3.70%, 07/01/26 AGIAGN ED8440239 - - 2,500,000 $1,697,022 $1,697,022 0.07
GPT RE Ltd. 3.6725% 19-SEP-2024, 3.67%, 09/19/24 GPTAU AU4763044 - - 2,200,000 $1,543,312 $1,543,312 0.07
Verizon Communications Inc. 3.5% 17-FEB-2023, 3.50%, 02/17/23 VZ AO5497091 - - 2,170,000 $1,538,712 $1,538,712 0.07
Korea Southern Power Co Ltd|4.3512|10/30/2024, 4.35%, 10/30/24 KOSOPW ZQ2359391 - - 2,090,000 $1,455,294 $1,455,294 0.06
McDonald's Corporation FRN 08-MAR-2024, 4.25%, 03/08/24 MCD AX3931307 - - 1,910,000 $1,344,293 $1,344,293 0.06
Waypoint REIT Ltd. 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,305,356 $1,305,356 0.06
General Motors Financial Co., Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,296,237 $1,296,237 0.06
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU EJ4077529 - - 1,230,000 $1,246,475 $1,246,475 0.06
Westpac Banking Corporation FRN 29-JAN-2031, 4.93%, 01/29/31 WSTP BN6416885 - - 1,800,000 $1,242,789 $1,242,789 0.05
ElectraNet Pty Ltd 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,166,908 $1,166,908 0.05
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 4.18%, 12/13/23 ETSA AQ3070770 - - 1,630,000 $1,145,734 $1,145,734 0.05
Ausgrid Finance Pty Ltd. FRN 05-FEB-2024, 4.16%, 02/05/24 AUSGF BK6864585 - - 1,570,000 $1,105,969 $1,105,969 0.05
Lloyds Banking Group plc 3.65% 20-MAR-2023, 3.65%, 03/20/23 LLOYDS AP1140718 - - 1,500,000 $1,060,324 $1,060,324 0.05
General Property Trust|3.591|11/07/2023, 3.59%, 11/07/23 GPTAU AL0291016 - - 1,500,000 $1,052,388 $1,052,388 0.05
Sydney Airport Finance Co. Pty Ltd. 3.9% 22-MAR-2023, 3.90%, 03/22/23 SYDAU 87124VAD1 - - 1,000,000 $1,013,394 $1,013,394 0.04
ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 ANZNZ 00182EBK4 - - 1,000,000 $995,369 $995,369 0.04
Network Finance Co. Pty Ltd. 3.5% 06-DEC-2024, 3.50%, 12/06/24 NETFIN AP8371027 - - 1,300,000 $906,581 $906,581 0.04
Westpac Banking Corporation 4.8% 14-JUN-2028, 4.80%, 06/14/28 WSTP LW2967948 - - 1,240,000 $890,253 $890,253 0.04
La Trobe Financial Capital Markets Trust 2019-2|4.9119|02/11/2051, 4.91%, 02/11/51 LTFC BCC2L9UC4 - - 1,170,721 $818,975 $818,975 0.04
Spark Finance Ltd|2.6|03/18/2030, 2.60%, 03/18/30 SPKNZ ZR2967415 - - 1,200,000 $724,391 $724,391 0.03
QIC Finance Shopping Centre Fund Pty Ltd. 3.75% 06-DEC-2023, 3.75%, 12/06/23 QIC AS8270157 - - 1,000,000 $700,222 $700,222 0.03
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $688,900 $688,900 0.03
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 5.59%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $680,433 $680,433 0.03
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $677,986 $677,986 0.03
Optus Finance Pty Ltd. 1.6% 01-JUL-2025, 1.60%, 07/01/25 SGTOPT BK1405293 - - 1,000,000 $656,924 $656,924 0.03
Mercedes-Benz Australia/Pacific Pty Ltd. 0.75% 22-JAN-2024, 0.75%, 01/22/24 MBGGR BN5319825 - - 810,000 $547,986 $547,986 0.02
TORRENS Series 2014-2 Trust AB 4.645% 12-JAN-2046, 4.64%, 01/12/46 TORR BCC28D8S0 - - 782,708 $547,372 $547,372 0.02
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 4.83%, 10/14/31 BENAU BR8160425 - - 800,000 $532,526 $532,526 0.02
Optus Finance Pty Ltd. 3.25% 06-SEP-2023, 3.25%, 09/06/23 SGTOPT AU2682667 - - 750,000 $527,972 $527,972 0.02
Pepper Residential Securities Trust No. 23|5.345|08/18/2060, 5.34%, 08/18/60 PEPAU BCC2IMZW0 - - 738,341 $515,388 $515,388 0.02
Vicinity Centres Trust|4.6656|06/27/2025, 4.67%, 06/27/25 VCXAU AZ2072983 - - 610,000 $429,366 $429,366 0.02
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN ZQ4106501 - - 570,000 $367,467 $367,467 0.02
Pepper Residential Securities Trust No. 22|5.48571|06/20/2060, 5.49%, 06/20/60 PEPAU 71338AAA9 - - 281,698 $283,794 $283,794 0.01
BMW US Capital LLC 1.25% 12-AUG-2026, 1.25%, 08/12/26 BMW 05565EBW4 - - 300,000 $268,618 $268,618 0.01
SGSP (Australia) Assets Pty Ltd. 3.75% 28-JUN-2023, 3.75%, 06/28/23 SGSPAA LW4748379 - - 300,000 $209,962 $209,962 0.01
Royal Bank of Canada|1.15|06/10/2025, 1.15%, 06/10/25 RY 78015K7H1 - - 220,000 $203,014 $203,014 0.01
Harvest Operations Corp. 4.2% 01-JUN-2023, 4.20%, 06/01/23 KOROIL AS3615331 - - 200,000 $200,917 $200,917 0.01
Korea East-West Power Co., Ltd. 3.875% 19-JUL-2023, 3.88%, 07/19/23 KOEWPW AT5789116 - - 200,000 $199,274 $199,274 0.01
SGSP (Australia) Assets Pty Ltd. 3.25% 29-JUL-2026, 3.25%, 07/29/26 SGSPAA LW9385011 - - 200,000 $188,441 $188,441 0.01
La Trobe Financial Capital Markets Trust 2019-2|4.4119|02/11/2051, 4.41%, 02/11/51 LTFC BCC2L9U18 - - 266,481 $186,533 $186,533 0.01
Royal Bank of Canada|2.55|07/16/2024, 2.55%, 07/16/24 RY 78013XZU5 - - 190,000 $184,170 $184,170 0.01
Pepper Residential Securities Trust No. 24|5.36486|11/18/2060, 5.36%, 11/18/60 PEPAU 71338CAA5 - - 142,800 $143,952 $143,952 0.01
Commonwealth Bank of Australia FRN 11-JAN-2024, 4.47%, 01/11/24 CBAAU AW5659551 - - 200,000 $140,820 $140,820 0.01
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 4.96%, 02/26/31 ANZ ZO0807446 - - 150,000 $104,714 $104,714 0.00
Vicinity Centres Re Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $103,359 $103,359 0.00
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $96,973 $96,973 0.00
3 MONTH SOFR OPT FEB23Put (AMERICAN PHYSICAL) 95 SFRG3P 95 - SFRH3 COMDTY $95.00 6,100 $38,125 $38,125 0.00
CBOT 2 Year US Treasury Note Future MAR 23 TUH3 - FUTURES_USD - -3,916 $-804,034,342 $0 0.00
CBOT 5 Year US Treasury Note MAR 23 FVH3 - FUTURES_USD - -1,055 $-115,085,665 $0 0.00
JABIL INC 0% 02/06/2023, 0.00%, 02/06/23 JBLPP 46652MP66 - - 98,500,000 $98,456,874 $98,456,874 4.35
TARGA RESOURCES CORP 0% 02/07/2023, 0.00%, 02/07/23 TRGP 87613LP78 - - 30,000,000 $29,995,583 $29,995,583 1.32
TARGA RESOURCES CORP 0% 02/06/2023, 0.00%, 02/06/23 TRGP 87613LP60 - - 23,000,000 $22,991,444 $22,991,444 1.02
AUSTRALIAN DOLLARS AUD - - - 16,943,839 $11,819,167 $11,819,167 0.52
CENTENNIAL ENERGY HOLDINGS INC 0% 02/06/2023, 0.00%, 02/06/23 CENTEN 1513E3P60 - - 10,250,000 $10,245,931 $10,245,931 0.45
SEGREGATED CASH SEGCASH - - $0.00 9,819,666 $9,819,666 $9,819,666 0.43
ENBRIDGE INC 0% 02/21/2023, 0.00%, 02/21/23 ENB 292976BN6 - - 11,250,000 $8,392,920 $8,392,920 0.37
EURO EUR - - - 2.00 $2 $2 0.00
US DOLLARS USD - - - -68,424,266 $-68,424,266 $-68,424,266 -3.02
Buy Protection CDX-NAIGS38V1-05Y, 1.00%, 06/20/27 2I65BYEA9 - 2I65BYEA9 - 130,000,000 $0 $130,000,000 5.74
Buy Protection CDX-NAIGS38V1-05Y, 1.00%, 06/20/27 2I65BYEA9 - 2I65BYEA9 - -130,000,000 $-130,000,000 $-130,000,000 -5.74
Buy Protection CDX-NAIGS38V1-05Y, 1.00%, 06/20/27 2I65BYEA9 - 2I65BYEA9 - 51,500,000 $0 $51,500,000 2.27
Buy Protection CDX-NAIGS38V1-05Y, 1.00%, 06/20/27 2I65BYEA9 - 2I65BYEA9 - -51,500,000 $-51,500,000 $-51,500,000 -2.27
Buy Protection CDX-NAIGS38V1-05Y, 1.00%, 06/20/27 2I65BYEA9 - 2I65BYEA9 - 58,250,000 $0 $58,250,000 2.57
Buy Protection CDX-NAIGS38V1-05Y, 1.00%, 06/20/27 2I65BYEA9 - 2I65BYEA9 - -58,250,000 $-58,250,000 $-58,250,000 -2.57
USD/JPY Put 125 6/29/2023 (Euro Physical) USD 125 JFXOPTION - USD/JPY $125.00 13,050,000 $13,050,000 $244,453 0.01
USD/JPY Put 120 6/29/2023 (Euro Physical) USD 120 JFXOPTION - USD/JPY $120.00 -13,050,000 $-13,050,000 $-118,768 -0.01
FX Forward|CAD|02/21/2023 +CADU - - - -11,250,000 $-8,416,186 $-8,416,186 -0.37
FX Forward|USD|02/21/2023 +CADU - - - 8,353,490 $8,353,490 $8,353,490 0.37
FX Forward|NZD|04/28/2023 +NZD0 - - - -193,500,000 $-123,450,883 $-123,450,883 -5.45
FX Forward|USD|04/28/2023 +NZD0 - - - 125,249,648 $125,249,648 $125,249,648 5.53
FX Forward|CAD|04/28/2023 +CADU - - - -71,500,000 $-53,520,308 $-53,520,308 -2.36
FX Forward|USD|04/28/2023 +CADU - - - 53,345,072 $53,345,072 $53,345,072 2.36
FX Forward|AUD|04/28/2023 +AUD0 - - - -626,200,000 $-438,242,272 $-438,242,272 -19.35
FX Forward|USD|04/28/2023 +AUD0 - - - 446,225,737 $446,225,737 $446,225,737 19.70
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.