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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of February 9, 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 $44,177,680 $44,177,680 1.50 $44,021,712
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,324,640 $34,324,640 1.17 $33,624,987
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,222,049 $33,222,049 1.13 $33,196,909
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,845,173 $27,845,173 0.95 $27,528,187
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,552,886 $26,552,886 0.91 $26,445,099
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,123,193 $26,123,193 0.89 $25,787,526
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,209,703 $25,209,703 0.85 $25,155,029
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,070,575 $25,070,575 0.85 $25,009,878
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,729,786 $24,729,786 0.84 $24,457,837
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,534,945 $24,534,945 0.83 $24,437,818
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,699,793 $23,699,793 0.80 $23,668,038
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 $23,544,317 $23,544,317 0.80 $23,305,022
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,373,800 $23,373,800 0.79 $23,120,933
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,271,504 $23,271,504 0.79 $23,100,794
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,306,465 $21,306,465 0.72 $21,212,497
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,917,671 $20,917,671 0.71 $20,747,314
BX Trust 2025-ROIC A 4.82402% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,694,237 $20,745,085 $20,745,085 0.70 $20,671,941
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,541,701 $20,541,701 0.69 $20,137,509
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,536,092 $20,536,092 0.69 $20,421,760
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,464,024 $20,464,024 0.69 $20,219,841
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,818,762 $19,818,762 0.67 $19,501,942
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,796,876 $19,796,876 0.67 $19,368,901
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,704,363 $19,704,363 0.67 $19,368,113
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,579,448 $19,579,448 0.66 $19,247,051
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,212,082 $19,212,082 0.65 $18,779,634
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 $18,953,737 $18,953,737 0.64 $18,892,674
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $18,081,863 $18,081,863 0.61 $17,646,953
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,742,919 $17,742,919 0.60 $17,720,739
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,575,453 $17,575,453 0.59 $17,285,427
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,488,048 $17,488,048 0.59 $17,273,158
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,475,000 $17,475,000 0.59 $17,456,974
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,442,926 $17,442,926 0.59 $17,193,324
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,407,598 $17,407,598 0.59 $17,104,601
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,381,504 $17,381,504 0.59 $17,010,855
NOW Trust 2024-1 A 4.965% 14-JUN-2032, 4.96%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 24,273,400 $17,346,101 $17,346,101 0.59 $17,282,898
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,191,236 $17,191,236 0.58 $17,109,403
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,130,755 $17,130,755 0.58 $16,942,646
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,052,299 $16,052,299 0.54 $15,793,248
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,452,983 $15,452,983 0.52 $15,277,404
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,450,077 $15,450,077 0.52 $15,199,556
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,422,556 $15,422,556 0.52 $15,065,871
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,281,469 $15,281,469 0.52 $15,074,868
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,280,376 $15,280,376 0.52 $15,037,601
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,219,221 $15,219,221 0.51 $15,114,226
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,165,547 $15,165,547 0.51 $15,049,901
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,129,623 $15,129,623 0.51 $15,090,128
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,061,127 $15,061,127 0.51 $14,719,586
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $15,019,963 $15,019,963 0.51 $14,828,015
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,996,713 $14,996,713 0.51 $14,938,790
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,760,024 $14,760,024 0.50 $14,403,881
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,743,941 $14,743,941 0.50 $14,712,176
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 $14,743,922 $14,743,922 0.50 $14,712,149
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,732,882 $14,732,882 0.50 $14,448,513
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,724,670 $14,724,670 0.50 $14,495,292
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,631,959 $14,631,959 0.49 $14,427,062
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,460,499 $14,460,499 0.49 $14,341,558
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,344,824 $14,344,824 0.48 $14,085,850
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,325,070 $14,325,070 0.48 $14,322,763
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,216,964 $14,216,964 0.48 $14,008,422
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,111,261 $14,111,261 0.48 $13,971,541
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,979,695 $13,979,695 0.47 $13,877,922
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,971,228 $13,971,228 0.47 $13,871,205
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,916,968 $13,916,968 0.47 $13,597,800
NOW Trust 2025-1 A 4.715% 14-FEB-2034, 4.71%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 19,495,804 $13,896,479 $13,896,479 0.47 $13,848,272
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,795,380 $13,795,380 0.47 $13,639,532
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,782,614 $13,782,614 0.47 $13,605,504
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,773,076 $13,773,076 0.47 $13,685,856
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,727,947 $13,727,947 0.46 $13,694,338
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,583,606 $13,583,606 0.46 $13,326,412
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,577,934 $13,577,934 0.46 $13,393,134
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,547,927 $13,547,927 0.46 $13,056,565
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,309,245 $13,309,245 0.45 $13,106,354
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,240,760 $13,240,760 0.45 $12,951,139
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,129,732 $13,129,732 0.44 $12,953,798
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,103,501 $13,103,501 0.44 $12,904,388
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,073,651 $13,073,651 0.44 $12,886,949
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,007,775 $13,007,775 0.44 $12,816,133
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,980,541 $12,980,541 0.44 $12,920,185
RAF ABS Series 2025-1 A 4.5075% 09-DEC-2031, 4.74%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,742,077 $12,979,801 $12,979,801 0.44 $12,589,700
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,966,864 $12,966,864 0.44 $12,679,120
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 $12,906,773 $12,906,773 0.44 $12,882,133
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,846,027 $12,846,027 0.43 $12,827,772
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.60%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,831,491 $12,831,491 0.43 $12,806,958
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,677,073 $12,677,073 0.43 $12,520,164
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,540,969 $12,540,969 0.42 $12,399,379
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,232,473 $12,232,473 0.41 $12,192,017
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 $12,221,527 $12,221,527 0.41 $12,197,617
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,189,612 $12,189,612 0.41 $12,177,377
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.20%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,184,002 $12,184,002 0.41 $12,148,523
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,179,699 $12,179,699 0.41 $12,128,886
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,096,483 $12,096,483 0.41 $11,873,635
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,959,651 $11,959,651 0.40 $11,930,068
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,941,350 $11,941,350 0.40 $11,813,381
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,912,940 $11,912,940 0.40 $11,574,861
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,905,394 $11,905,394 0.40 $11,734,377
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,841,727 $11,841,727 0.40 $11,829,221
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,708,072 $11,708,072 0.40 $11,542,907
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,675,603 $11,675,603 0.39 $11,656,373
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,626,904 $11,626,904 0.39 $11,510,931
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,613,940 $11,613,940 0.39 $11,536,712
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 11,420,000 $11,432,076 $11,432,076 0.39 $11,271,562
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,148,788 $11,148,788 0.38 $11,098,875
BX Commercial Mortgage Trust 2026-CSMO A 5.1% 15-FEB-2028, 5.05%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,024,250 $11,024,250 0.37 $11,024,250
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,779,100 $10,779,100 0.36 $10,719,156
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.30%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,547,608 $10,610,066 $10,610,066 0.36 $10,586,785
NRTH Commercial Mortgage Trust 2025-PARK A 5.07346% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,566,010 $10,566,010 0.36 $10,527,536
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,465,853 $10,465,853 0.35 $10,305,040
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,402,623 $10,402,623 0.35 $10,395,299
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,390,037 $10,390,037 0.35 $10,344,776
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,348,817 $10,348,817 0.35 $10,147,723
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,279,560 $10,279,560 0.35 $10,196,307
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,220,161 $10,220,161 0.35 $10,183,330
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,130,937 $10,130,937 0.34 $10,064,554
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,104,345 $10,104,345 0.34 $10,040,943
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,039,951 $10,039,951 0.34 $10,016,406
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $10,007,302 $10,007,302 0.34 $9,929,760
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,939,066 $9,939,066 0.34 $9,777,196
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,919,910 $9,919,910 0.34 $9,665,201
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,914,499 $9,914,499 0.33 $9,789,879
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,774,460 $9,774,460 0.33 $9,662,620
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 $9,748,781 $9,748,781 0.33 $9,737,469
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,741,356 $9,741,356 0.33 $9,630,340
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,689,831 $9,689,831 0.33 $9,675,637
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,594,656 $9,594,656 0.32 $9,529,859
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,469,032 $9,469,032 0.32 $9,419,161
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,436,998 $9,436,998 0.32 $9,345,605
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 $9,400,785 $9,400,785 0.32 $9,365,551
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,251,980 $9,251,980 0.31 $9,092,167
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,195,100 $9,195,100 0.31 $9,161,662
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,162,069 $9,162,069 0.31 $9,017,347
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,948,968 $8,948,968 0.30 $8,858,910
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,944,392 $8,944,392 0.30 $8,814,171
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,917,087 $8,917,087 0.30 $8,686,318
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,887,289 $8,887,289 0.30 $8,879,076
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,822,669 $8,822,669 0.30 $8,789,550
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,777,522 $8,777,522 0.30 $8,605,736
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,668,982 $8,668,982 0.29 $8,635,639
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,565,692 $8,565,692 0.29 $8,530,214
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 6,285,000 $8,516,467 $8,516,467 0.29 $8,457,238
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,410,761 $8,410,761 0.28 $8,222,735
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.70%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,213,799 $8,367,907 $8,367,907 0.28 $8,344,986
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 $8,347,806 $8,347,806 0.28 $8,322,947
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,322,838 $8,322,838 0.28 $8,199,558
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,208,668 $8,208,668 0.28 $8,060,844
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,163,249 $8,163,249 0.28 $8,028,507
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,146,525 $8,146,525 0.28 $7,989,620
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,111,031 $8,111,031 0.27 $7,965,198
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,020,536 $8,020,536 0.27 $7,987,664
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,942,414 $7,942,414 0.27 $7,804,330
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,928,102 $7,928,102 0.27 $7,776,062
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,808,421 $7,808,421 0.26 $7,698,198
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,745,072 $7,745,072 0.26 $7,692,279
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,614,247 $7,614,247 0.26 $7,597,953
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,559,535 $7,559,535 0.26 $7,352,471
United Airlines Holdings, Inc. 4.875% 01-MAR-2029, 4.88%, 03/01/29 UAL 910047AM1 - - 7,494,000 $7,533,744 $7,533,744 0.25 $7,529,685
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,502,732 $7,502,732 0.25 $7,472,429
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,474,025 $7,474,025 0.25 $7,448,291
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 $7,414,225 $7,414,225 0.25 $7,394,019
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,388,015 $7,388,015 0.25 $7,180,938
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.01%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,288,233 $7,350,528 $7,350,528 0.25 $7,321,465
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,319,496 $7,319,496 0.25 $7,318,261
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89728% 25-MAY-2045, 4.90%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 7,245,560 $7,265,512 $7,265,512 0.25 $7,250,727
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,210,652 $7,210,652 0.24 $7,114,052
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,151,604 $7,151,604 0.24 $7,077,229
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,131,582 $7,131,582 0.24 $6,960,076
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 $7,112,482 $7,112,482 0.24 $7,088,615
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,057,959 $7,057,959 0.24 $7,008,266
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,056,607 $7,056,607 0.24 $7,013,454
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,056,077 $7,056,077 0.24 $6,925,197
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,040,746 $7,040,746 0.24 $6,915,886
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,966,473 $6,966,473 0.24 $6,957,371
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,945,543 $6,945,543 0.23 $6,907,223
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,874,716 $6,874,716 0.23 $6,823,199
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,772,477 $6,772,477 0.23 $6,661,424
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,764,618 $6,764,618 0.23 $6,663,886
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,762,103 $6,762,103 0.23 $6,648,913
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,745,187 $6,745,187 0.23 $6,593,838
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,649,486 $6,649,486 0.22 $6,535,166
Metro Finance 2024-1 Trust|4.8104|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,287,494 $6,627,858 $6,627,858 0.22 $6,608,768
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,615,392 $6,615,392 0.22 $6,590,031
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,604,518 $6,604,518 0.22 $6,442,483
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,508,063 $6,508,063 0.22 $6,476,782
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 $6,494,537 $6,494,537 0.22 $6,481,457
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,473,524 $6,473,524 0.22 $6,347,950
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,390,591 $6,390,591 0.22 $6,355,213
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,270,891 $6,270,891 0.21 $6,259,429
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.20%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,227,106 $6,227,106 0.21 $6,213,669
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 6,168,016 $6,206,581 $6,206,581 0.21 $6,193,988
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,185,206 $6,185,206 0.21 $6,128,124
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,045,918 $6,045,918 0.20 $6,021,178
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.90%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,015,573 $6,038,272 $6,038,272 0.20 $6,025,997
Connecticut Avenue Securities Trust 2024-R01 1M1 4.74728% 25-JAN-2044, 4.75%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 6,019,472 $6,033,219 $6,033,219 0.20 $6,021,313
TVC Mortgage Trust 2026-RRTL1|4.964|04/25/2040, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,004,926 $6,004,926 0.20 $5,999,962
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,003,053 $6,003,053 0.20 $5,955,352
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,944,842 $5,944,842 0.20 $5,910,853
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,911,866 $5,911,866 0.20 $5,822,819
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,906,643 $5,906,643 0.20 $5,837,799
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,848,345 $5,848,345 0.20 $5,797,088
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.94728% 25-MAR-2044, 4.95%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,810,092 $5,825,636 $5,825,636 0.20 $5,813,659
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,762,821 $5,762,821 0.19 $5,745,491
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,543,151 $5,617,695 $5,617,695 0.19 $5,598,582
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,525,293 $5,525,293 0.19 $5,514,370
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,482,859 $5,482,859 0.19 $5,392,676
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,313,232 $5,313,232 0.18 $5,214,249
RESIMAC Bastille Trust 2024-1NC A2 4.9125% 13-SEP-2055, 4.91%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 7,412,323 $5,298,431 $5,298,431 0.18 $5,278,628
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,239,490 $5,239,490 0.18 $5,192,729
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,138,816 $5,138,816 0.17 $5,047,878
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,138,466 $5,138,466 0.17 $5,068,813
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,130,267 $5,130,267 0.17 $5,092,454
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29728% 25-MAR-2045, 5.30%, 03/25/45 CAS 2025-R03 20754VAB3 - - 5,044,364 $5,067,568 $5,067,568 0.17 $5,056,435
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,061,916 $5,061,916 0.17 $5,054,416
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 $5,055,296 $5,055,296 0.17 $5,032,043
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,043,627 $5,043,627 0.17 $5,033,231
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $5,003,696 $5,003,696 0.17 $4,964,344
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 $4,982,906 $4,982,906 0.17 $4,964,145
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,606 $4,880,207 $4,880,207 0.16 $4,861,367
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,849,097 $4,849,097 0.16 $4,770,338
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.74728% 25-JAN-2045, 4.75%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 4,787,198 $4,798,136 $4,798,136 0.16 $4,788,666
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,769,495 $4,769,495 0.16 $4,690,553
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 $4,752,648 $4,752,648 0.16 $4,742,973
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,729,813 $4,729,813 0.16 $4,652,029
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 $4,721,518 $4,721,518 0.16 $4,672,609
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,719,793 $4,719,793 0.16 $4,696,226
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,668,700 $4,668,700 0.16 $4,636,028
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,596,235 $4,596,235 0.16 $4,575,605
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.25%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,540,249 $4,568,376 $4,568,376 0.15 $4,558,449
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,419,342 $4,419,342 0.15 $4,405,954
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 $4,262,641 $4,262,641 0.14 $4,246,606
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 $4,230,212 $4,230,212 0.14 $4,221,024
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,191,146 $4,191,146 0.14 $4,093,527
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,180,798 $4,180,798 0.14 $4,123,119
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 $4,103,984 $4,103,984 0.14 $4,079,469
Liberty Series 2024-1 Auto A 4.815% 25-MAY-2032, 4.82%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,547,921 $3,952,410 $3,952,410 0.13 $3,945,146
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,925,089 $3,925,089 0.13 $3,916,917
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,814,143 $3,814,143 0.13 $3,779,157
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,767,008 $3,767,008 0.13 $3,726,901
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,706,557 $3,706,557 0.13 $3,639,765
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,706,243 $3,706,243 0.13 $3,660,619
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,636,567 $3,636,567 0.12 $3,634,772
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,481,329 $3,481,329 0.12 $3,442,169
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.15%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 3,356,549 $3,366,546 $3,366,546 0.11 $3,359,347
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,355,754 $3,355,754 0.11 $3,316,538
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,297,001 $3,297,001 0.11 $3,236,923
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,293,905 $3,293,905 0.11 $3,286,706
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,286,922 $3,286,922 0.11 $3,275,672
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,092,058 $3,092,058 0.10 $3,073,428
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,087,998 $3,087,998 0.10 $3,082,036
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,947,809 $2,947,809 0.10 $2,925,255
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,914,155 $2,914,155 0.10 $2,904,204
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,908,868 $2,908,868 0.10 $2,902,555
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,811,963 $2,811,963 0.09 $2,753,823
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.79728% 25-DEC-2031, 4.80%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,778,381 $2,787,201 $2,787,201 0.09 $2,781,647
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,729,255 $2,729,255 0.09 $2,715,319
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,660,028 $2,704,447 $2,704,447 0.09 $2,695,375
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,588,612 $2,588,612 0.09 $2,570,322
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.80%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,457,172 $2,463,617 $2,463,617 0.08 $2,458,706
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,397,756 $2,397,756 0.08 $2,369,873
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 $2,393,976 $2,393,976 0.08 $2,388,958
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,266,442 $2,315,736 $2,315,736 0.08 $2,306,565
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 $2,314,152 $2,314,152 0.08 $2,305,211
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.90%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,254,546 $2,263,171 $2,263,171 0.08 $2,258,570
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,247,186 $2,247,186 0.08 $2,197,884
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,241,593 $2,241,593 0.08 $2,205,711
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,182,073 $2,182,073 0.07 $2,160,874
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 $2,111,036 $2,111,036 0.07 $2,106,741
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,081,817 $2,081,817 0.07 $2,068,798
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,020,219 $2,020,219 0.07 $1,972,170
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.49728% 25-NOV-2041, 5.50%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,019,544 $2,019,544 0.07 $2,014,963
Plenti Auto ABS Trust 2025-1 A 4.665% 12-AUG-2033, 4.67%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,813,917 $2,008,077 $2,008,077 0.07 $2,000,683
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $1,998,168 $1,998,168 0.07 $1,990,238
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,877,180 $1,903,844 $1,903,844 0.06 $1,897,365
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,743,070 $1,743,070 0.06 $1,709,816
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,733,462 $1,733,462 0.06 $1,729,970
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,617,757 $1,617,757 0.05 $1,597,855
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79728% 25-FEB-2044, 4.80%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,527,337 $1,531,129 $1,531,129 0.05 $1,528,076
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 $1,494,697 $1,494,697 0.05 $1,486,023
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,480,781 $1,480,781 0.05 $1,466,019
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69728% 25-JUN-2043, 5.70%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,330,008 $1,335,009 $1,335,009 0.05 $1,331,852
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,297,019 $1,297,019 0.04 $1,283,844
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,277,202 $1,277,202 0.04 $1,271,917
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39728% 25-JUL-2043, 5.40%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,254,919 $1,262,632 $1,262,632 0.04 $1,259,810
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 $1,207,017 $1,207,017 0.04 $1,204,244
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,185,134 $1,185,134 0.04 $1,184,962
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,640,763 $1,174,621 $1,174,621 0.04 $1,169,293
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84728% 25-MAR-2044, 4.85%, 03/25/44 CAS 207941AA3 - - 1,152,480 $1,155,162 $1,155,162 0.04 $1,152,834
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 $1,015,619 $1,015,619 0.03 $1,013,231
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $1,005,649 $1,005,649 0.03 $994,622
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $998,692 $998,692 0.03 $981,095
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $892,041 $892,041 0.03 $888,356
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $886,944 $886,944 0.03 $883,071
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $735,201 $735,201 0.02 $730,492
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $719,429 $719,429 0.02 $716,662
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $717,799 $717,799 0.02 $711,316
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $715,095 $715,095 0.02 $704,709
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $714,170 $714,170 0.02 $703,816
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $712,954 $712,954 0.02 $709,317
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $570,923 $570,923 0.02 $568,809
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $400,231 $400,231 0.01 $396,992
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.70%, 07/25/44 CAS 2024-R05 20754XAB9 - - 285,607 $286,159 $286,159 0.01 $285,600
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $107,591 $107,591 0.00 $106,395
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $106,656 $106,656 0.00 $105,409
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-95,062,544 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -1,784 $-372,228,813 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,284,293 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,331,825 $0 0.00 $0
US 10yr Ultra Fut Mar26 MAR 26 UXYH6 FUTURES_USD - -369.00 $-42,285,094 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,694,094 $0 0.00 $0
HCA INC 0% 02/10/2026, 0.00%, 02/10/26 HCA 40412DBA6 - - 71,650,000 $71,651,965 $71,651,965 2.42 $71,651,965
HCA INC 0% 02/11/2026, 0.00%, 02/11/26 HCA 40412DBB4 - - 70,850,000 $70,842,226 $70,842,226 2.39 $70,842,226
AIR LEASE CORP 0% 02/10/2026, 0.00%, 02/10/26 AL 00913XBA0 - - 44,800,000 $44,795,036 $44,795,036 1.51 $44,795,036
ENBRIDGE INC 0% 02/12/2026, 0.00%, 02/12/26 ENB 292976PD3 - - 36,703,000 $27,035,961 $27,035,961 0.91 $27,035,961
AUTONATION INC 0% 02/10/2026, 0.00%, 02/10/26 AUTONA 05330NBA6 - - 23,300,000 $23,297,402 $23,297,402 0.79 $23,297,402
GLOBAL PAYMENTS INC 0% 02/10/2026, 0.00%, 02/10/26 GPN 37961DBA7 - - 20,100,000 $20,097,763 $20,097,763 0.68 $20,097,763
ENBRIDGE INC 0% 02/13/2026, 0.00%, 02/13/26 ENB 292976PE1 - - 16,250,000 $11,969,147 $11,969,147 0.40 $11,969,147
SEGREGATED CASH SEGCASH - $0.00 8,753,488 $8,753,488 $8,753,488 0.30 $8,753,488
NEW ZEALAND DOLLAR NZD - - 6,651,549 $4,023,852 $4,023,852 0.14 $4,023,852
BRITISH POUND GBP - - 2,446,019 $3,346,036 $3,346,036 0.11 $3,346,036
AUSTRALIAN DOLLARS AUD - - 3,182,626 $2,256,317 $2,256,317 0.08 $2,256,317
CANADIAN DOLLAR CAD - - 2,452,204 $1,806,744 $1,806,744 0.06 $1,806,744
EURO EUR - - 1,242,922 $1,480,638 $1,480,638 0.05 $1,480,638
US DOLLARS USD MD_142224 - - -84,659,140 $-84,659,140 $-84,659,140 -2.86 $-84,659,140
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.84 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.84 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,766,187 $49,766,187 1.68 $49,766,187
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,766,187 $-49,766,187 -1.68 $-49,766,187
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,595,059 $45,595,059 1.54 $45,595,059
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,595,059 $-45,595,059 -1.54 $-45,595,059
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $64,457,390 $64,457,390 2.18 $64,457,390
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-64,457,390 $-64,457,390 -2.18 $-64,457,390
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - 143,000,000 $143,000,000 $143,000,000 4.83 $143,000,000
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - -143,000,000 $-143,000,000 $-143,000,000 -4.83 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $149,653,908 $149,653,908 5.05 $149,653,908
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-149,653,908 $-149,653,908 -5.05 $-149,653,908
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $76,058,111 $76,058,111 2.57 $76,058,111
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-76,058,111 $-76,058,111 -2.57 $-76,058,111
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - - 144,900,000 $144,900,000 $144,900,000 4.89 $144,900,000
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - - -144,900,000 $-144,900,000 $-144,900,000 -4.89 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,481,300 $8,481,300 0.29 $8,481,300
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,481,300 $-8,481,300 -0.29 $-8,481,300
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 $435,483 0.01 $435,483
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $536,920,150 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-538,925,350 $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 $-131,166 0.00 $-131,166
FX Forward|CAD|02/12/2026 +CADU - - -36,703,000 $-27,043,414 $-27,043,414 -0.91 $-27,043,414
FX Forward|USD|02/12/2026 +CADU - - 26,516,688 $26,516,688 $26,516,688 0.90 $26,516,688
FX Forward|CAD|02/13/2026 +CADU - - -16,250,000 $-11,973,831 $-11,973,831 -0.40 $-11,973,831
FX Forward|USD|02/13/2026 +CADU - - 11,724,233 $11,724,233 $11,724,233 0.40 $11,724,233
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-15,009,336 $-15,009,336 -0.51 $-15,009,336
FX Forward|USD|04/17/2026 +EURU - - 14,700,822 $14,700,822 $14,700,822 0.50 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - - -10,940,000 $-14,965,135 $-14,965,135 -0.51 $-14,965,135
FX Forward|USD|04/17/2026 +GBP0 - - 14,702,321 $14,702,321 $14,702,321 0.50 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - - -93,310,000 $-68,941,951 $-68,941,951 -2.33 $-68,941,951
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.28 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-392,843,159 $-392,843,159 -13.27 $-392,843,159
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.50 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,092,746 $-3,092,746 -0.10 $-3,092,746
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 $4,960,678 $4,960,678 0.17 $4,960,678
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 $-8,500,211 $-8,500,211 -0.29 $-8,500,211
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 $8,858,353 $8,858,353 0.30 $8,858,353
FX Forward|USD|04/17/2026 +AUDU - - -8,762,599 $-8,762,599 $-8,762,599 -0.30 $-8,762,599
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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