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 December 29, 2025)

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 $45,034,858 $45,034,858 1.57 $44,039,058
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,160,928 $34,160,928 1.19 $33,658,361
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 542,500 $27,423,375 $27,423,375 0.95 $27,423,375
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $27,179,885 $27,179,885 0.95 $26,468,493
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $26,127,159 $26,127,159 0.91 $25,983,018
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,945,129 $25,945,129 0.90 $25,743,729
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,715,367 $25,715,367 0.90 $25,182,297
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,151,744 $24,151,744 0.84 $23,675,416
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $23,705,863 $23,705,863 0.83 $23,122,814
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 $23,512,998 $23,512,998 0.82 $23,401,326
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,282,109 $23,282,109 0.81 $23,148,238
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,144,331 $23,144,331 0.81 $23,016,567
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,416,376 $22,416,376 0.78 $21,909,103
BX Trust 2025-ROIC A 4.89395% 15-FEB-2042, 4.89%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,951,807 $20,951,807 0.73 $20,907,285
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,861,526 $20,861,526 0.73 $20,797,340
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $20,601,197 $20,601,197 0.72 $20,062,384
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,424,429 $20,424,429 0.71 $20,160,826
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,304,776 $20,304,776 0.71 $20,167,926
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,716,327 $19,716,327 0.69 $19,486,307
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,642,516 $19,642,516 0.68 $19,322,207
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,560,870 $19,560,870 0.68 $19,309,211
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,476,391 $19,476,391 0.68 $19,247,063
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $19,309,329 $19,309,329 0.67 $19,256,657
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,123,008 $19,123,008 0.67 $18,799,352
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,981,490 $17,981,490 0.63 $17,700,543
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,977,596 $17,977,596 0.63 $17,644,419
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,681,052 $17,681,052 0.62 $17,410,674
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,467,275 $17,467,275 0.61 $17,294,431
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,407,251 $17,407,251 0.61 $17,299,806
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,362,875 $17,362,875 0.60 $17,206,582
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,320,138 $17,320,138 0.60 $17,100,726
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,306,016 $17,306,016 0.60 $17,037,615
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,123,917 $17,123,917 0.60 $17,090,221
NOW Trust 2024-1 A 4.9475% 14-JUN-2032, 4.95%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 25,210,062 $16,994,603 $16,994,603 0.59 $16,960,283
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,925,165 $16,925,165 0.59 $16,797,382
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,588,543 $16,588,543 0.58 $16,437,745
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,970,126 $15,970,126 0.56 $15,807,019
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,384,483 $15,384,483 0.54 $15,285,243
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,382,181 $15,382,181 0.54 $15,208,744
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,350,730 $15,350,730 0.53 $15,084,345
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,185,925 $15,185,925 0.53 $15,014,033
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,169,274 $15,169,274 0.53 $15,026,735
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,127,392 $15,127,392 0.53 $15,098,757
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,080,166 $15,080,166 0.53 $14,997,562
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $15,020,506 $15,020,506 0.52 $14,710,797
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,980,702 $14,980,702 0.52 $14,731,470
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,667,765 $14,667,765 0.51 $14,461,843
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,619,185 $14,619,185 0.51 $14,464,402
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,553,386 $14,553,386 0.51 $14,422,997
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,262,243 $14,262,243 0.50 $14,080,574
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,139,840 $14,139,840 0.49 $13,995,465
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,076,343 $14,076,343 0.49 $13,981,582
UBS AG Stamford Branch FRN 17-MAY-2027, 4.33%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,033,727 $14,033,727 0.49 $13,962,485
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,999,319 $13,999,319 0.49 $13,704,313
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 13,831,000 $13,976,576 $13,976,576 0.49 $13,893,062
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.5718% 25-OCT-2041, 5.37%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 13,521,204 $13,908,620 $13,908,620 0.48 $13,556,978
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,886,799 $13,886,799 0.48 $13,860,105
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,849,280 $13,849,280 0.48 $13,610,915
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,836,864 $13,836,864 0.48 $13,810,630
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,724,073 $13,724,073 0.48 $13,658,572
NOW Trust 2025-1 A 4.6975% 14-FEB-2034, 4.70%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 20,410,215 $13,705,787 $13,705,787 0.48 $13,679,406
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,696,405 $13,696,405 0.48 $13,672,618
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,525,737 $13,525,737 0.47 $13,428,937
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,467,497 $13,467,497 0.47 $13,290,053
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,294,665 $13,294,665 0.46 $12,899,905
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $13,273,337 $13,273,337 0.46 $13,166,347
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,256,591 $13,256,591 0.46 $13,100,075
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,220,035 $13,220,035 0.46 $12,918,257
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,173,075 $13,173,075 0.46 $12,956,316
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.77%, 12/25/55 BVINV 2025-4 67647DAU3 - - 13,159,725 $13,168,425 $13,168,425 0.46 $13,159,699
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,139,971 $13,139,971 0.46 $12,837,752
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,064,349 $13,064,349 0.45 $12,955,437
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,047,941 $13,047,941 0.45 $12,930,937
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,001,201 $13,001,201 0.45 $12,884,293
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,944,306 $12,944,306 0.45 $12,837,838
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,942,705 $12,942,705 0.45 $12,866,674
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,888,143 $12,888,143 0.45 $12,683,203
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 $12,829,437 $12,829,437 0.45 $12,821,223
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 12,704,064 $12,762,151 $12,762,151 0.44 $12,753,809
RAF ABS Series 2025-1 A 4.4975% 09-DEC-2031, 4.50%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 18,866,013 $12,665,226 $12,665,226 0.44 $12,632,540
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,448,818 $12,448,818 0.43 $12,191,895
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,430,595 $12,430,595 0.43 $12,172,300
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,370,866 $12,370,866 0.43 $12,133,240
Connecticut Avenue Securities Trust 2022-R03 1M2 7.5718% 25-MAR-2042, 7.37%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,234,837 $12,234,837 0.43 $12,148,005
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $12,105,006 $12,105,006 0.42 $11,909,756
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,012,804 $12,012,804 0.42 $11,850,595
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,960,258 $11,960,258 0.42 $11,728,433
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,919,620 $11,919,620 0.42 $11,844,654
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,857,837 $11,857,837 0.41 $11,597,033
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,847,743 $11,847,743 0.41 $11,751,081
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,813,388 $11,813,388 0.41 $11,697,714
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,758,827 $11,758,827 0.41 $11,704,209
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,678,985 $11,678,985 0.41 $11,575,676
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,648,010 $11,648,010 0.41 $11,554,655
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,457,903 $11,457,903 0.40 $11,410,874
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,347,502 $11,347,502 0.40 $11,085,839
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,216,065 $11,216,065 0.39 $11,158,658
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,911,085 $10,911,085 0.38 $10,900,665
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.47%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,683,840 $10,683,840 0.37 $10,677,348
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,635,512 $10,635,512 0.37 $10,615,054
NRTH Commercial Mortgage Trust 2025-PARK A 5.14339% 15-OCT-2040, 5.14%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,522,607 $10,522,607 0.37 $10,500,104
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,438,810 $10,438,810 0.36 $10,187,127
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,400,383 $10,400,383 0.36 $10,291,867
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,297,173 $10,297,173 0.36 $10,157,954
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,228,409 $10,228,409 0.36 $10,205,704
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,071,059 $10,071,059 0.35 $10,063,683
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,052,026 $10,052,026 0.35 $10,034,734
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,925,146 $9,925,146 0.35 $9,884,095
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,893,362 $9,893,362 0.34 $9,801,114
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,872,164 $9,872,164 0.34 $9,678,462
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,856,408 $9,856,408 0.34 $9,771,667
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,841,175 $9,841,175 0.34 $9,729,484
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,765,360 $9,837,822 $9,837,822 0.34 $9,752,440
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 $9,745,090 $9,745,090 0.34 $9,696,071
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,696,327 $9,696,327 0.34 $9,634,109
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,652,068 $9,652,068 0.34 $9,423,172
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,378,283 $9,378,283 0.33 $9,157,596
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,350,482 $9,350,482 0.33 $9,285,969
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.2718% 25-MAY-2045, 5.27%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 9,292,758 $9,340,010 $9,340,010 0.33 $9,292,381
Plenti PL & Green ABS Trust 2024-2 A1 4.735% 11-APR-2036, 4.74%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 13,776,575 $9,261,146 $9,261,146 0.32 $9,238,411
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,188,744 $9,188,744 0.32 $9,134,111
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,155,209 $9,155,209 0.32 $9,047,412
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,110,554 $9,110,554 0.32 $9,008,713
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,040,360 $9,040,360 0.31 $9,028,591
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $9,020,001 $9,020,001 0.31 $8,847,521
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,887,047 $8,887,047 0.31 $8,802,120
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 8,626,925 $8,776,660 $8,776,660 0.31 $8,722,751
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,770,242 $8,770,242 0.31 $8,536,091
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,727,137 $8,727,137 0.30 $8,594,616
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 6.87%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,251,000 $8,405,344 $8,405,344 0.29 $8,399,042
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,374,458 $8,374,458 0.29 $8,206,808
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,369,027 $8,369,027 0.29 $8,335,745
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,366,923 $8,366,923 0.29 $8,224,480
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,270,411 $8,270,411 0.29 $8,190,011
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,188,638 $8,188,638 0.29 $7,991,401
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,159,550 $8,159,550 0.28 $8,051,411
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,118,886 $8,118,886 0.28 $8,034,048
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,108,176 $8,108,176 0.28 $8,013,411
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,061,130 $8,061,130 0.28 $7,948,630
Westpac Banking Corporation FRN 29-JAN-2031, 5.11%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,974,532 $7,974,532 0.28 $7,905,986
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,918,925 $7,918,925 0.28 $7,806,895
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,904,511 $7,904,511 0.28 $7,808,270
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,760,973 $7,760,973 0.27 $7,602,109
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,759,180 $7,759,180 0.27 $7,685,697
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,705,532 $7,705,532 0.27 $7,700,733
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,628,841 $7,696,270 $7,696,270 0.27 $7,685,766
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,687,633 $7,687,633 0.27 $7,485,618
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 7,364,665 $7,492,173 $7,492,173 0.26 $7,479,586
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,492,068 $7,492,068 0.26 $7,332,333
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.00%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,737,824 $7,239,956 $7,239,956 0.25 $7,221,225
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,167,895 $7,167,895 0.25 $7,113,295
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,113,451 $7,113,451 0.25 $7,074,076
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.02%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 7,110,194 $7,112,148 $7,112,148 0.25 $7,108,179
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,095,362 $7,095,362 0.25 $6,965,432
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 7,001,312 $7,074,155 $7,074,155 0.25 $7,037,978
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,023,169 $7,023,169 0.24 $7,012,174
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,013,344 $7,013,344 0.24 $6,921,243
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $6,999,600 $6,999,600 0.24 $6,993,470
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,991,364 $6,991,364 0.24 $6,902,434
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,990,871 $6,990,871 0.24 $6,961,542
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 7,500,000 $6,977,884 $6,977,884 0.24 $6,947,416
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,969,304 $6,969,304 0.24 $6,909,825
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,942,288 $6,942,288 0.24 $6,791,850
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,833,773 $6,833,773 0.24 $6,817,526
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,733,406 $6,733,406 0.23 $6,660,981
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,732,531 $6,732,531 0.23 $6,672,498
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,723,595 $6,723,595 0.23 $6,646,055
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,720,695 $6,720,695 0.23 $6,605,598
Connecticut Avenue Securities Trust 2025-R03 2M1 5.6718% 25-MAR-2045, 5.67%, 03/25/45 CAS 2025-R03 20754VAB3 - - 6,593,176 $6,640,946 $6,640,946 0.23 $6,604,589
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,609,905 $6,609,905 0.23 $6,526,276
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,586,888 $6,586,888 0.23 $6,503,080
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.12%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 6,524,515 $6,561,410 $6,561,410 0.23 $6,525,602
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,542,533 $6,542,533 0.23 $6,535,907
Connecticut Avenue Securities Trust 2024-R01 1M1 5.1218% 25-JAN-2044, 4.92%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 6,526,204 $6,526,428 $6,526,428 0.23 $6,522,857
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,506,066 $6,506,066 0.23 $6,346,865
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,484,315 $6,484,315 0.23 $6,361,940
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,478,377 $6,478,377 0.23 $6,469,846
Metro Finance 2024-1 Trust|4.8075|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,594,377 $6,461,847 $6,461,847 0.23 $6,450,848
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,430,782 $6,430,782 0.22 $6,341,086
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,408,051 $6,408,051 0.22 $6,262,859
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.07%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,398,235 $6,406,582 $6,406,582 0.22 $6,402,974
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.37%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,188,551 $6,188,551 0.22 $6,184,846
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,172,046 $6,172,046 0.21 $6,008,765
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,973,098 $5,973,098 0.21 $5,948,953
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,910,499 $5,910,499 0.21 $5,905,069
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,875,649 $5,875,649 0.20 $5,827,988
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,864,106 $5,864,106 0.20 $5,799,126
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,858,542 $5,858,542 0.20 $5,740,118
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,775,458 $5,834,198 $5,834,198 0.20 $5,822,250
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,814,252 $5,814,252 0.20 $5,798,965
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,811,258 $5,811,258 0.20 $5,797,071
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,648,092 $5,648,092 0.20 $5,527,941
Gildan Activewear Inc. 4.7% 07-OCT-2030, 4.70%, 10/07/30 GILCN 375916AF0 - - 5,556,000 $5,604,334 $5,604,334 0.20 $5,544,129
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,457,077 $5,457,077 0.19 $5,400,607
RESIMAC Bastille Trust 2024-1NC A2 4.8975% 13-SEP-2055, 4.90%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 8,063,740 $5,442,312 $5,442,312 0.19 $5,431,446
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.1218% 25-JAN-2045, 4.92%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 5,287,550 $5,288,316 $5,288,316 0.18 $5,285,423
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,272,612 $5,272,612 0.18 $5,201,125
BX Commercial Mortgage Trust 2024-AIRC A 5.44124% 15-AUG-2041, 5.44%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,262,743 $5,262,743 0.18 $5,250,856
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.2718% 25-AUG-2044, 5.07%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 5,208,552 $5,214,247 $5,214,247 0.18 $5,211,311
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,205,896 $5,205,896 0.18 $5,182,516
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,182,288 $5,182,288 0.18 $5,058,121
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,110,047 $5,110,047 0.18 $5,073,172
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,109,190 $5,109,190 0.18 $5,045,197
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,097,003 $5,097,003 0.18 $5,086,691
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,061,709 $5,061,709 0.18 $5,037,452
Plenti PL & Green ABS Trust 2025-1 A1G 4.755% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 7,516,947 $5,054,381 $5,054,381 0.18 $5,041,923
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 $5,030,528 $5,030,528 0.18 $5,018,902
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,819,352 $4,819,352 0.17 $4,763,421
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.42%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,746,920 $4,755,815 $4,755,815 0.17 $4,752,954
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,745,282 $4,745,282 0.17 $4,690,817
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,699,838 $4,699,838 0.16 $4,643,965
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,698,319 $4,698,319 0.16 $4,689,817
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 $4,698,005 $4,698,005 0.16 $4,672,112
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,684,132 $4,684,132 0.16 $4,575,983
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,641,768 $4,641,768 0.16 $4,632,858
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,560,867 $4,560,867 0.16 $4,438,683
Goldman Sachs Private Credit Corp. 5.375% 31-JAN-2029, 5.38%, 01/31/29 GSCRED 38152BAE1 - - 4,462,000 $4,531,427 $4,531,427 0.16 $4,482,794
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,498,611 $4,498,611 0.16 $4,407,122
Plenti PL & Green ABS Trust 2025-1 A1 4.755% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 6,424,741 $4,320,599 $4,320,599 0.15 $4,309,952
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 $4,225,414 $4,225,414 0.15 $4,222,351
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,167,354 $4,167,354 0.15 $4,091,921
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,109,682 $4,109,682 0.14 $4,073,735
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 $4,073,135 $4,073,135 0.14 $4,066,449
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.5218% 25-OCT-2044, 5.32%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,051,230 $4,051,230 0.14 $4,048,834
Liberty Series 2024-1 Auto A 4.7475% 25-MAY-2032, 4.75%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,757,285 $3,887,742 $3,887,742 0.14 $3,870,193
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,750,000 $3,767,041 $3,767,041 0.13 $3,764,425
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,726,568 $3,726,568 0.13 $3,640,982
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,687,442 $3,687,442 0.13 $3,659,536
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,682,606 $3,682,606 0.13 $3,635,902
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,570,989 $3,570,989 0.12 $3,559,631
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,534,993 $3,534,993 0.12 $3,525,523
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,445,278 $3,445,278 0.12 $3,424,990
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,345,841 $3,345,841 0.12 $3,271,591
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,291,075 $3,291,075 0.11 $3,288,675
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,281,528 $3,281,528 0.11 $3,240,830
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,135,727 $3,135,727 0.11 $3,120,599
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,125,840 $3,125,840 0.11 $3,075,946
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,077,318 $3,077,318 0.11 $3,074,544
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,986,361 $2,986,361 0.10 $2,902,769
Apollo Debt Solutions BDC 5.2% 08-DEC-2028, 5.20%, 12/08/28 APODS 03770DAH6 - - 2,963,000 $2,972,783 $2,972,783 0.10 $2,963,367
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.1718% 25-DEC-2031, 4.97%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,950,952 $2,969,724 $2,969,724 0.10 $2,954,710
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,925,559 $2,925,559 0.10 $2,920,354
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,908,014 $2,908,014 0.10 $2,905,910
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,797,012 $2,797,012 0.10 $2,756,900
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,744,042 $2,781,298 $2,781,298 0.10 $2,775,683
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,715,638 $2,715,638 0.09 $2,709,134
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 4.97%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,685,758 $2,687,768 $2,687,768 0.09 $2,686,284
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.07%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,665,160 $2,680,370 $2,680,370 0.09 $2,666,769
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.4218% 25-FEB-2044, 5.22%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,616,830 $2,621,413 $2,621,413 0.09 $2,619,894
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,436,877 $2,436,877 0.08 $2,425,752
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,371,900 $2,417,318 $2,417,318 0.08 $2,411,559
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,371,900 $2,412,615 $2,412,615 0.08 $2,407,001
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,251,726 $2,251,726 0.08 $2,237,820
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.2718% 25-MAY-2044, 5.07%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,233,053 $2,235,537 $2,235,537 0.08 $2,234,278
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,112,566 $2,112,566 0.07 $2,076,991
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,105,452 $2,105,452 0.07 $2,083,426
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,030,148 $2,102,242 $2,102,242 0.07 $2,077,394
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,071,372 $2,071,372 0.07 $2,062,155
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,058,466 $2,058,466 0.07 $2,043,701
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.8718% 25-NOV-2041, 5.67%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,024,001 $2,024,001 0.07 $2,012,954
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,010,533 $2,010,533 0.07 $1,973,530
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,960,904 $1,983,844 $1,983,844 0.07 $1,979,783
Plenti Auto ABS Trust 2025-1 A 4.6521% 12-AUG-2033, 4.65%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,922,123 $1,966,293 $1,966,293 0.07 $1,961,804
Connecticut Avenue Securities Trust 2025-R02 1M1 5.2218% 25-FEB-2045, 5.02%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,957,290 $1,957,928 $1,957,928 0.07 $1,956,835
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,734,531 $1,734,531 0.06 $1,710,085
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 4.97%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,720,915 $1,723,443 $1,723,443 0.06 $1,722,491
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.0718% 25-JUN-2043, 5.87%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,682,399 $1,687,795 $1,687,795 0.06 $1,686,697
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,521,098 $1,521,098 0.05 $1,512,970
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 $1,486,945 $1,486,945 0.05 $1,482,608
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,393,724 $1,393,724 0.05 $1,383,907
Connecticut Avenue Securities Trust 2023-R06 1M1 5.7718% 25-JUL-2043, 5.57%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,337,193 $1,341,566 $1,341,566 0.05 $1,340,738
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,290,582 $1,290,582 0.04 $1,284,529
Connecticut Avenue Securities Trust 2024-R03 2M1 5.2218% 25-MAR-2044, 5.02%, 03/25/44 CAS 207941AA3 - - 1,276,658 $1,278,464 $1,278,464 0.04 $1,277,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.9218% 25-NOV-2043, 5.72%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,264,172 $1,268,864 $1,268,864 0.04 $1,268,060
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,201,823 $1,201,823 0.04 $1,200,509
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,712,463 $1,156,810 $1,156,810 0.04 $1,153,375
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,143,692 $1,143,692 0.04 $1,120,475
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.0718% 25-MAY-2043, 5.87%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,053,860 $1,062,002 $1,062,002 0.04 $1,061,314
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $993,675 $993,675 0.03 $982,199
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $945,345 $945,345 0.03 $939,686
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $871,350 $871,350 0.03 $869,440
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $690,905 $690,905 0.02 $689,052
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $677,862 $677,862 0.02 $670,461
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $673,344 $673,344 0.02 $671,813
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $672,611 $672,611 0.02 $665,459
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $671,953 $671,953 0.02 $665,841
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $543,134 $543,134 0.02 $537,440
Connecticut Avenue Securities Trust 2024-R05 2M1 5.0718% 25-JUL-2044, 4.87%, 07/25/44 CAS 2024-R05 20754XAB9 - - 515,597 $515,680 $515,680 0.02 $515,401
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $376,341 $376,341 0.01 $374,270
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $101,109 $101,109 0.00 $100,604
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $100,356 $100,356 0.00 $99,640
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.0718% 25-OCT-2044, 4.87%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 14,444 $14,452 $14,452 0.00 $14,444
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,080,663 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -2,760 $-576,387,189 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-90,124,341 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,786,062 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-37,016,901 $0 0.00 $0
HCA INC 0% 12/30/2025, 0.00%, 12/30/25 HCA 40412BZW6 - - 81,300,000 $81,291,090 $81,291,090 2.83 $81,291,090
AIR LEASE CORP 0% 01/05/2026, 0.00%, 01/05/26 AL 00913XA52 - - 40,000,000 $39,968,500 $39,968,500 1.39 $39,968,500
REALTY INCOME CORP 0% 12/31/2025, 0.00%, 12/31/25 REAINC 75611MZX5 - - 17,600,000 $17,598,152 $17,598,152 0.61 $17,598,152
AVIATION CAPITAL GROUP LLC 0% 12/31/2025, 0.00%, 12/31/25 AVTNCP 05369BZX0 - - 17,600,000 $17,598,142 $17,598,142 0.61 $17,598,142
SAN DIEGO GAS & ELECTRIC CO 0% 12/31/2025, 0.00%, 12/31/25 SDOPP 79744JZX4 - - 17,400,000 $17,396,088 $17,396,088 0.61 $17,396,088
ENBRIDGE INC 0% 01/08/2026, 0.00%, 01/08/26 ENB 292976N86 - - 23,672,000 $17,302,958 $17,302,958 0.60 $17,302,958
ENBRIDGE INC 0% 01/09/2026, 0.00%, 01/09/26 ENB 292976N94 - - 20,000,000 $14,617,754 $14,617,754 0.51 $14,617,754
JABIL INC 0% 01/02/2026, 0.00%, 01/02/26 JBLPP 46652MA21 - - 11,950,000 $11,944,147 $11,944,147 0.42 $11,944,147
AUTONATION INC 0% 12/30/2025, 0.00%, 12/30/25 AUTONA 05330LZW6 - - 10,650,000 $10,648,738 $10,648,738 0.37 $10,648,738
SEGREGATED CASH SEGCASH - $0.00 9,383,805 $9,383,805 $9,383,805 0.33 $9,383,805
ENBRIDGE INC 0% 01/06/2026, 0.00%, 01/06/26 ENB 292976N60 - - 12,516,000 $9,149,896 $9,149,896 0.32 $9,149,896
ENBRIDGE INC 0% 01/02/2026, 0.00%, 01/02/26 ENB 292976N29 - - 10,800,000 $7,897,853 $7,897,853 0.28 $7,897,853
NEW ZEALAND DOLLAR NZD - - 6,825,435 $3,965,579 $3,965,579 0.14 $3,965,579
ENBRIDGE INC 0% 01/12/2026, 0.00%, 01/12/26 ENB 292976ND5 - - 4,700,000 $3,434,381 $3,434,381 0.12 $3,434,381
BRITISH POUND GBP - - 2,304,951 $3,111,352 $3,111,352 0.11 $3,111,352
CANADIAN DOLLAR CAD - - 2,678,727 $1,959,495 $1,959,495 0.07 $1,959,495
EURO EUR - - 1,206,802 $1,420,051 $1,420,051 0.05 $1,420,051
AUSTRALIAN DOLLARS AUD - - 1,845,293 $1,235,516 $1,235,516 0.04 $1,235,516
ENBRIDGE INC 0% 01/07/2026, 0.00%, 01/07/26 ENB 292976N78 - - 1,470,000 $1,074,566 $1,074,566 0.04 $1,074,566
US DOLLARS USD MD_142224 - - -33,150,047 $-33,150,047 $-33,150,047 -1.15 $-33,150,047
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.89 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.89 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,795,976 $47,795,976 1.66 $47,795,976
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,795,976 $-47,795,976 -1.66 $-47,795,976
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,789,980 $43,789,980 1.52 $43,789,980
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,789,980 $-43,789,980 -1.52 $-43,789,980
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $61,905,564 $61,905,564 2.16 $61,905,564
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-61,905,564 $-61,905,564 -2.16 $-61,905,564
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 4.98 $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 -4.98 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $147,674,199 $147,674,199 5.14 $147,674,199
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-147,674,199 $-147,674,199 -5.14 $-147,674,199
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $75,051,969 $75,051,969 2.61 $75,051,969
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-75,051,969 $-75,051,969 -2.61 $-75,051,969
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 5.05 $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 -5.05 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,369,105 $8,369,105 0.29 $8,369,105
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,369,105 $-8,369,105 -0.29 $-8,369,105
European Option Expiring on 21/01/2026 to Buy Prot, 1.00%, 01/21/26 - XXCZU6 UCAXXCZU6 $1.00 524,900,000 $-524,900,000 $36,670 0.00 $36,670
3M CORRA Futures Sep26 SEP 26 CORU6 FUTURES_CAD - 787.00 $562,019,495 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $537,449,300 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-539,036,750 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @19.6C 1, 1.00%, 01/21/26 - UCAXXCZU8 $1.00 -262,450,000 $262,450,000 $-11,047 0.00 $-11,047
FX Forward|AUD|01/16/2026 +AUD2 - - -307,605,000 $-205,973,727 $-205,973,727 -7.17 $-205,973,727
FX Forward|USD|01/16/2026 +AUD2 - - 202,961,778 $202,961,778 $202,961,778 7.07 $202,961,778
FX Forward|AUD|01/16/2026 +AUD0 - - -307,645,000 $-206,000,512 $-206,000,512 -7.17 $-206,000,512
FX Forward|USD|01/16/2026 +AUD0 - - 202,800,507 $202,800,507 $202,800,507 7.06 $202,800,507
FX Forward|CAD|01/16/2026 +CADU - - -99,540,000 $-72,873,515 $-72,873,515 -2.54 $-72,873,515
FX Forward|USD|01/16/2026 +CADU - - 71,662,551 $71,662,551 $71,662,551 2.50 $71,662,551
FX Forward|EUR|01/16/2026 +EUR0 - - -12,410,000 $-14,614,876 $-14,614,876 -0.51 $-14,614,876
FX Forward|USD|01/16/2026 +EUR0 - - 14,478,933 $14,478,933 $14,478,933 0.50 $14,478,933
FX Forward|GBP|01/16/2026 +GBP1 - - -10,460,000 $-14,119,174 $-14,119,174 -0.49 $-14,119,174
FX Forward|USD|01/16/2026 +GBP1 - - 14,005,187 $14,005,187 $14,005,187 0.49 $14,005,187
FX Forward|NZD|01/16/2026 +NZD2 - - -2,400,000 $-1,395,281 $-1,395,281 -0.05 $-1,395,281
FX Forward|USD|01/16/2026 +NZD2 - - 1,391,889 $1,391,889 $1,391,889 0.05 $1,391,889
FX Forward|AUD|01/16/2026 +AUDU - - 12,000,000 $8,035,255 $8,035,255 0.28 $8,035,255
FX Forward|USD|01/16/2026 +AUDU - - -7,829,449 $-7,829,449 $-7,829,449 -0.27 $-7,829,449
FX Forward|AUD|01/16/2026 +AUDU - - 27,000,000 $18,079,325 $18,079,325 0.63 $18,079,325
FX Forward|USD|01/16/2026 +AUDU - - -17,514,962 $-17,514,962 $-17,514,962 -0.61 $-17,514,962
FX Forward|AUD|01/16/2026 +AUDU - - 10,000,000 $6,696,046 $6,696,046 0.23 $6,696,046
FX Forward|USD|01/16/2026 +AUDU - - -6,500,666 $-6,500,666 $-6,500,666 -0.23 $-6,500,666
FX Forward|CAD|01/08/2026 +CADU - - -23,672,000 $-17,323,225 $-17,323,225 -0.60 $-17,323,225
FX Forward|USD|01/08/2026 +CADU - - 16,984,206 $16,984,206 $16,984,206 0.59 $16,984,206
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,348,023 $3,348,023 0.12 $3,348,023
FX Forward|USD|01/16/2026 +AUD1 - - -3,277,516 $-3,277,516 $-3,277,516 -0.11 $-3,277,516
FX Forward|CAD|01/07/2026 +CADU - - -1,470,000 $-1,075,694 $-1,075,694 -0.04 $-1,075,694
FX Forward|USD|01/07/2026 +CADU - - 1,052,169 $1,052,169 $1,052,169 0.04 $1,052,169
FX Forward|CAD|01/12/2026 +CADU - - -4,700,000 $-3,440,177 $-3,440,177 -0.12 $-3,440,177
FX Forward|USD|01/12/2026 +CADU - - 3,376,461 $3,376,461 $3,376,461 0.12 $3,376,461
FX Forward|CAD|01/16/2026 +CADU - - 6,500,000 $4,758,668 $4,758,668 0.17 $4,758,668
FX Forward|USD|01/16/2026 +CADU - - -4,669,208 $-4,669,208 $-4,669,208 -0.16 $-4,669,208
FX Forward|CAD|01/09/2026 +CADU - - -10,000,000 $-7,318,399 $-7,318,399 -0.25 $-7,318,399
FX Forward|USD|01/09/2026 +CADU - - 7,176,181 $7,176,181 $7,176,181 0.25 $7,176,181
FX Forward|CAD|01/09/2026 +CADU - - -10,000,000 $-7,318,399 $-7,318,399 -0.25 $-7,318,399
FX Forward|USD|01/09/2026 +CADU - - 7,210,596 $7,210,596 $7,210,596 0.25 $7,210,596
FX Forward|NZD|01/16/2026 +NZD0 - - 1,000,000 $581,367 $581,367 0.02 $581,367
FX Forward|USD|01/16/2026 +NZD0 - - -579,217 $-579,217 $-579,217 -0.02 $-579,217
FX Forward|CAD|01/02/2026 +CADU - - -10,800,000 $-7,901,033 $-7,901,033 -0.28 $-7,901,033
FX Forward|USD|01/02/2026 +CADU - - 7,832,435 $7,832,435 $7,832,435 0.27 $7,832,435
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,348,023 $3,348,023 0.12 $3,348,023
FX Forward|USD|01/16/2026 +AUD1 - - -3,324,635 $-3,324,635 $-3,324,635 -0.12 $-3,324,635
FX Forward|CAD|01/06/2026 +CADU - - -12,516,000 $-9,158,299 $-9,158,299 -0.32 $-9,158,299
FX Forward|USD|01/06/2026 +CADU - - 9,106,069 $9,106,069 $9,106,069 0.32 $9,106,069
FX Forward|AUD|01/16/2026 +AUD0 - - 4,000,000 $2,678,418 $2,678,418 0.09 $2,678,418
FX Forward|USD|01/16/2026 +AUD0 - - -2,648,630 $-2,648,630 $-2,648,630 -0.09 $-2,648,630
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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