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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of April 1, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Amazon.com, Inc. 4.0% 13-MAR-2029, 4.00%, 03/13/29 AMZN 023135DC7 - 45,170,000 $45,034,467 $45,034,467 1.43 $44,939,108
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,245,566 $44,245,566 1.41 $43,777,660
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $32,969,554 $32,969,554 1.05 $32,726,539
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,051,476 $27,051,476 0.86 $26,886,364
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,316,753 $26,316,753 0.84 $25,984,770
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $26,062,786 $26,062,786 0.83 $25,552,573
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,161,902 $25,161,902 0.80 $24,946,050
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,153,247 $25,153,247 0.80 $24,920,884
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,413,810 $24,413,810 0.78 $23,979,316
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,893,226 $23,893,226 0.76 $23,611,464
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,392,357 $23,392,357 0.75 $22,984,796
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 $23,251,731 $23,251,731 0.74 $23,133,678
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,174,105 $23,174,105 0.74 $23,140,822
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,041,186 $22,041,186 0.70 $21,855,941
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,613,212 $21,613,212 0.69 $21,540,334
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $20,991,823 $20,991,823 0.67 $20,732,122
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,745,971 $20,745,971 0.66 $20,675,997
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,572,268 $20,572,268 0.66 $19,985,311
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,474,217 $20,474,217 0.65 $20,424,939
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,330,814 $20,330,814 0.65 $19,947,098
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,207,728 $20,207,728 0.64 $20,026,079
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,518,935 $19,518,935 0.62 $19,479,875
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,147,629 $19,147,629 0.61 $19,082,071
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,054,182 $19,054,182 0.61 $19,051,605
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,793,335 $18,793,335 0.60 $18,760,911
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,666,563 $18,666,563 0.60 $18,582,249
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,428,682 $18,428,682 0.59 $18,416,783
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,829,185 $17,829,185 0.57 $17,710,892
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,659,957 $17,659,957 0.56 $17,550,593
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,581,695 $17,581,695 0.56 $17,139,332
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,509,978 $17,509,978 0.56 $17,398,222
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,481,948 $17,481,948 0.56 $17,127,379
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,461,746 $17,461,746 0.56 $17,090,841
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $16,997,675 $16,997,675 0.54 $16,954,220
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,501,794 $16,501,794 0.53 $16,497,646
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,442,723 $16,442,723 0.52 $16,428,680
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,289,353 $16,289,353 0.52 $16,276,284
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $16,071,611 $16,071,611 0.51 $15,687,831
UBS AG Stamford Branch FRN 16-MAR-2029, 4.50%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,799,784 $15,799,784 0.50 $15,766,695
NOW Trust 2024-1 A 5.35% 14-JUN-2032, 5.35%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 22,525,817 $15,728,815 $15,728,815 0.50 $15,689,836
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,443,965 $15,443,965 0.49 $15,169,145
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,185,698 $15,185,698 0.48 $14,981,435
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - 15,125,000 $15,122,380 $15,122,380 0.48 $15,081,249
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 14,966,417 $15,095,491 $15,095,491 0.48 $14,953,310
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,079,826 $15,079,826 0.48 $15,069,914
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $14,970,529 $14,970,529 0.48 $14,954,580
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - 15,375,000 $14,899,720 $14,899,720 0.48 $14,898,119
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,810,552 $14,810,552 0.47 $14,655,467
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,772,572 $14,772,572 0.47 $14,637,570
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,700,204 $14,700,204 0.47 $14,654,050
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,682,313 $14,682,313 0.47 $14,355,964
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,590,624 $14,590,624 0.47 $14,288,866
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,562,885 $14,562,885 0.46 $14,457,184
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,460,474 $14,460,474 0.46 $14,268,769
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,358,825 $14,358,825 0.46 $14,236,574
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,323,387 $14,323,387 0.46 $14,224,794
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,219,128 $14,219,128 0.45 $14,185,788
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1619% 25-OCT-2041, 5.16%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 14,083,260 $14,116,759 $14,116,759 0.45 $14,100,605
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,023,216 $14,023,216 0.45 $14,011,620
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,011,718 $14,011,718 0.45 $13,942,345
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,891,017 $13,891,017 0.44 $13,887,808
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,836,177 $13,836,177 0.44 $13,562,878
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,821,146 $13,821,146 0.44 $13,791,133
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,783,194 $13,783,194 0.44 $13,753,703
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,723,434 $13,723,434 0.44 $13,553,750
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,721,295 $13,721,295 0.44 $13,590,597
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,621,510 $13,621,510 0.43 $13,322,310
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,588,223 $13,588,223 0.43 $13,527,622
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,375,047 $13,375,047 0.43 $13,289,448
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,197,291 $13,197,291 0.42 $13,195,297
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,104,699 $13,104,699 0.42 $13,050,209
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $13,102,980 $13,102,980 0.42 $12,839,917
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,084,188 $13,084,188 0.42 $12,778,334
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,077,855 $13,077,855 0.42 $12,489,746
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $13,038,147 $13,038,147 0.42 $12,760,711
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,005,701 $13,005,701 0.41 $12,855,675
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,997,076 $12,997,076 0.41 $12,694,708
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,918,670 $12,918,670 0.41 $12,862,204
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,895,071 $12,895,071 0.41 $12,771,344
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 $12,766,099 $12,766,099 0.41 $12,754,600
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,622,724 $12,622,724 0.40 $12,599,952
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - 12,556,000 $12,554,703 $12,554,703 0.40 $12,544,763
NOW Trust 2025-1 A 5.1% 14-FEB-2034, 5.10%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,886,414 $12,452,236 $12,452,236 0.40 $12,422,731
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,442,804 $12,442,804 0.40 $12,196,885
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,239,940 $12,239,940 0.39 $12,136,821
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,181,583 $12,181,583 0.39 $12,060,215
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,177,834 $12,177,834 0.39 $12,049,307
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,161,708 $12,161,708 0.39 $12,098,134
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.16%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,087,279 $12,087,279 0.39 $12,068,450
RAF ABS Series 2025-1 A 4.805% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 17,193,258 $11,971,780 $11,971,780 0.38 $11,935,629
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,960,825 $11,960,825 0.38 $11,869,709
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,912,313 $11,922,848 $11,922,848 0.38 $11,912,282
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,826,363 $11,826,363 0.38 $11,797,560
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,768,946 $11,768,946 0.38 $11,510,426
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,689,203 $11,689,203 0.37 $11,569,975
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,629,681 $11,629,681 0.37 $11,538,883
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,615,819 $11,615,819 0.37 $11,550,452
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,531,226 $11,531,226 0.37 $11,441,079
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,301,977 $11,301,977 0.36 $11,284,740
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,156,822 $11,156,822 0.36 $11,028,260
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 11,126,901 $11,135,958 $11,135,958 0.36 $11,125,729
BX Commercial Mortgage Trust 2026-CSMO A 5.07251% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,041,095 $11,041,095 0.35 $11,013,145
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,530,887 $10,530,887 0.34 $10,425,611
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,514,011 $10,514,011 0.34 $10,487,416
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,477,932 $10,477,932 0.33 $10,249,133
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,328,601 $10,328,601 0.33 $10,166,638
Connecticut Avenue Securities Trust 2022-R06 1M2 7.5119% 25-MAY-2042, 7.51%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,288,146 $10,288,146 0.33 $10,271,453
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,249,879 $10,249,879 0.33 $10,133,245
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,185,298 $10,185,298 0.32 $10,145,750
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,182,952 $10,182,952 0.32 $10,062,404
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - 10,020,000 $10,178,043 $10,178,043 0.32 $10,034,952
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,059,539 $10,059,539 0.32 $9,936,191
Westgate Resorts 2026-1 LLC|5.19|10/20/2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 10,000,000 $10,001,659 $10,001,659 0.32 $9,998,776
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,995,352 $9,995,352 0.32 $9,870,373
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $9,983,238 $9,983,238 0.32 $9,898,478
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,971,785 $9,971,785 0.32 $9,719,408
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 10,000,000 $9,956,435 $9,956,435 0.32 $9,930,168
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,920,685 $9,920,685 0.32 $9,744,223
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,771,738 $9,771,738 0.31 $9,755,504
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 $9,714,521 $9,714,521 0.31 $9,663,994
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,740,700 $9,618,141 $9,618,141 0.31 $9,530,136
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,511,700 $9,511,700 0.30 $9,449,799
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,477,802 $9,477,802 0.30 $9,361,436
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,403,332 $9,403,332 0.30 $9,277,609
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,221,500 $9,221,500 0.29 $9,216,124
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,190,512 $9,190,512 0.29 $9,087,525
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - 12,300,000 $9,075,153 $9,075,153 0.29 $8,858,144
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,978,267 $8,978,267 0.29 $8,789,164
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,951,074 $8,951,074 0.29 $8,943,570
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,874,331 $8,874,331 0.28 $8,805,104
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,746,607 $8,746,607 0.28 $8,659,668
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,668,988 $8,668,988 0.28 $8,573,723
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,640,557 $8,640,557 0.28 $8,601,459
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 8,583,421 $8,588,175 $8,588,175 0.27 $8,578,138
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,576,442 $8,576,442 0.27 $8,467,171
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,561,743 $8,561,743 0.27 $8,515,606
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,460,777 $8,460,777 0.27 $8,398,908
Plenti PL & Green ABS Trust 2024-2 A1 5.1091% 11-APR-2036, 5.11%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 12,013,075 $8,376,203 $8,376,203 0.27 $8,350,512
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,305,453 $8,305,453 0.26 $8,126,429
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,178,848 $8,178,848 0.26 $8,136,684
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,170,845 $8,170,845 0.26 $7,971,226
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,168,208 $8,168,208 0.26 $7,930,520
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,092,385 $8,092,385 0.26 $7,967,832
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,963,570 $8,060,193 $8,060,193 0.26 $8,048,404
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,034,985 $8,034,985 0.26 $7,941,063
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,025,819 $8,025,819 0.26 $8,004,985
Hyundai Capital America|4.75|04/06/2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,002,897 $8,002,897 0.26 $8,002,897
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,976,279 $7,976,279 0.25 $7,937,113
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,779,403 $7,779,403 0.25 $7,664,219
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,764,877 $7,764,877 0.25 $7,760,693
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,757,879 $7,757,879 0.25 $7,599,892
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,679,262 $7,679,262 0.24 $7,655,256
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,592,874 $7,592,874 0.24 $7,523,625
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,511,740 $7,583,328 $7,583,328 0.24 $7,569,702
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,434,253 $7,434,253 0.24 $7,360,729
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 7,050,000 $7,332,539 $7,332,539 0.23 $7,276,927
General Motors Financial Co Inc|4.75|04/06/2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,249,782 $7,249,782 0.23 $7,249,782
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,214,736 $7,214,736 0.23 $7,063,536
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,192,965 $7,192,965 0.23 $7,127,272
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,143,441 $7,143,441 0.23 $7,142,226
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,137,368 $7,137,368 0.23 $7,017,493
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,027,162 $7,027,162 0.22 $6,971,646
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $6,978,657 $6,978,657 0.22 $6,965,014
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $6,970,277 $6,970,277 0.22 $6,961,590
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,947,742 $6,947,742 0.22 $6,909,283
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,905,169 $6,905,169 0.22 $6,873,818
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,872,868 $6,872,868 0.22 $6,866,081
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,832,497 $6,861,019 $6,861,019 0.22 $6,849,730
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,853,203 $6,853,203 0.22 $6,843,322
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,828,831 $6,828,831 0.22 $6,810,561
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,814,231 $6,814,231 0.22 $6,723,870
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,790,079 $6,790,079 0.22 $6,636,436
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,752,907 $6,752,907 0.22 $6,591,639
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,731,921 $6,731,921 0.21 $6,572,387
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,599,548 $6,599,548 0.21 $6,564,203
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,545,371 $6,545,371 0.21 $6,484,515
Bank of New York Mellon Corp Preferred Shs Depositoty Receipt Repr 1/100th Pfd Shs Series M, 5.62%, 06/20/99 BK 064058AS9 - 6,514,000 $6,493,558 $6,493,558 0.21 $6,466,077
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,491,557 $6,491,557 0.21 $6,475,445
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,479,596 $6,479,596 0.21 $6,432,630
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,465,957 $6,465,957 0.21 $6,263,004
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.38%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 9,177,351 $6,419,286 $6,419,286 0.20 $6,398,623
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,321,062 $6,408,959 $6,408,959 0.20 $6,395,995
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,405,858 $6,405,858 0.20 $6,324,489
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,310,994 $6,310,994 0.20 $6,300,230
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,238,135 $6,238,135 0.20 $6,177,002
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,195,613 $6,195,613 0.20 $6,188,495
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,682,940 $6,062,675 $6,062,675 0.19 $6,048,924
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,021,155 $6,021,155 0.19 $5,942,831
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,009,356 $6,009,356 0.19 $5,991,038
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,982,643 $5,982,643 0.19 $5,976,852
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,957,126 $5,957,126 0.19 $5,880,928
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,918,740 $5,918,740 0.19 $5,912,028
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,836,994 $5,836,994 0.19 $5,738,978
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,819,265 $5,819,265 0.19 $5,818,206
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,774,331 $5,774,331 0.18 $5,762,298
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,758,713 $5,758,713 0.18 $5,703,834
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,631,232 $5,631,232 0.18 $5,510,362
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - 5,375,000 $5,513,455 $5,513,455 0.18 $5,379,445
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,475,964 $5,475,964 0.17 $5,424,470
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8619% 25-MAY-2045, 4.86%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 5,373,551 $5,376,832 $5,376,832 0.17 $5,371,026
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.86%, 07/25/45 CAS 2025-R05 20753CAB6 - 5,337,892 $5,338,680 $5,338,680 0.17 $5,332,913
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,183,012 $5,183,012 0.17 $5,158,529
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 5,181,529 $5,182,701 $5,182,701 0.17 $5,177,160
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,181,032 $5,181,032 0.17 $5,170,034
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,153,584 $5,153,584 0.16 $5,041,320
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 5,099,282 $5,139,505 $5,139,505 0.16 $5,127,550
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,123,892 $5,123,892 0.16 $5,050,330
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,091,298 $5,091,298 0.16 $5,040,465
Connecticut Avenue Securities Trust 2024-R01 1M1 4.7119% 25-JAN-2044, 4.71%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 5,042,979 $5,047,584 $5,047,584 0.16 $5,042,303
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,103,475 $5,033,135 $5,033,135 0.16 $5,020,959
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,021,064 $5,021,064 0.16 $5,016,349
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,012,348 $5,012,348 0.16 $5,007,496
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,975,549 $4,975,549 0.16 $4,965,180
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,607 $4,873,191 $4,873,191 0.16 $4,860,166
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,864,626 $4,864,626 0.16 $4,853,412
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,787,527 $4,802,870 $4,802,870 0.15 $4,798,309
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,720,390 $4,720,390 0.15 $4,714,683
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,671,851 $4,671,851 0.15 $4,608,289
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,643,561 $4,643,561 0.15 $4,642,949
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,618,714 $4,618,714 0.15 $4,608,685
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,605,868 $4,605,868 0.15 $4,598,199
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,595,296 $4,595,296 0.15 $4,534,233
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,581,080 $4,581,080 0.15 $4,527,943
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.26%, 03/25/45 CAS 2025-R03 20754VAB3 - 4,438,857 $4,450,409 $4,450,409 0.14 $4,445,219
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.9119% 25-MAR-2044, 4.91%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 4,430,304 $4,433,755 $4,433,755 0.14 $4,428,919
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,405,079 $4,405,079 0.14 $4,362,681
RESIMAC Bastille Trust 2024-1NC A2 5.3007% 13-SEP-2055, 5.30%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 6,217,262 $4,329,565 $4,329,565 0.14 $4,317,025
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 $4,204,720 $4,204,720 0.13 $4,200,433
Plenti PL & Green ABS Trust 2025-1 A1G 5.1291% 11-NOV-2036, 5.13%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 6,017,828 $4,198,412 $4,198,412 0.13 $4,185,492
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.21%, 10/25/41 CAS 2021-R01 20754RAB2 - 4,125,036 $4,135,305 $4,135,305 0.13 $4,130,528
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,108,170 $4,108,170 0.13 $4,081,546
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,051,644 $4,051,644 0.13 $3,970,266
Wendy's Funding, Series 2018-1 2018_A2II 3.884% 15-MAR-2048, 3.88%, 03/15/48 WEN 2018-1A 95058XAE8 - 4,120,039 $4,040,113 $4,040,113 0.13 $4,032,557
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,890,565 $3,890,565 0.12 $3,886,751
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8619% 25-AUG-2044, 4.86%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,862,928 $3,863,244 $3,863,244 0.12 $3,859,071
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.7119% 25-JAN-2045, 4.71%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,772,211 $3,772,211 0.12 $3,768,259
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,710,292 $3,710,292 0.12 $3,641,635
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,706,101 $3,706,101 0.12 $3,690,623
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,651,181 $3,651,181 0.12 $3,638,259
Domino's Pizza Master Issuer Series 2017-1 2017-A2III 4.118% 25-JUL-2047, 4.12%, 07/25/47 DPABS 2017-1A 25755TAH3 - 3,647,200 $3,650,726 $3,650,726 0.12 $3,622,773
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,649,879 $3,649,879 0.12 $3,616,962
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,603,740 $3,603,740 0.11 $3,601,229
Plenti PL & Green ABS Trust 2025-1 A1 5.1291% 11-NOV-2036, 5.13%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 5,143,443 $3,586,182 $3,586,182 0.11 $3,575,139
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - 3,600,000 $3,578,647 $3,578,647 0.11 $3,567,722
Liberty Series 2024-1 Auto A 5.25% 25-MAY-2032, 5.25%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 5,123,507 $3,567,167 $3,567,167 0.11 $3,563,072
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - 3,397,000 $3,447,928 $3,447,928 0.11 $3,384,234
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - 3,230,000 $3,315,587 $3,315,587 0.11 $3,230,315
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,290,062 $3,290,062 0.10 $3,255,412
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,249,897 $3,249,897 0.10 $3,246,537
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,244,865 $3,244,865 0.10 $3,227,304
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,085,114 $3,085,114 0.10 $3,045,874
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,084,441 $3,084,441 0.10 $3,062,162
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,912,458 $2,912,458 0.09 $2,881,808
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,898,463 $2,898,463 0.09 $2,895,517
Domino's Pizza Master Issuer Series 2019-1 2019-A2 3.668% 25-OCT-2049, 3.67%, 10/25/49 DPABS 2019-1A 25755TAL4 - 2,797,440 $2,705,541 $2,705,541 0.09 $2,686,444
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,699,728 $2,699,728 0.09 $2,692,853
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7619% 25-DEC-2031, 4.76%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,471,549 $2,638,614 $2,638,614 0.08 $2,474,308
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,537,424 $2,537,424 0.08 $2,511,765
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,498,415 $2,523,937 $2,523,937 0.08 $2,518,143
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4619% 25-NOV-2041, 5.46%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,475,053 $2,475,053 0.08 $2,472,061
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,332,263 $2,332,263 0.07 $2,316,662
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - 3,110,000 $2,209,995 $2,209,995 0.07 $2,159,910
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,132,224 $2,132,224 0.07 $2,128,331
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 2,070,337 $2,102,300 $2,102,300 0.07 $2,096,746
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 2,070,337 $2,102,240 $2,102,240 0.07 $2,096,543
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.1119% 25-OCT-2044, 5.11%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 2,095,518 $2,098,226 $2,098,226 0.07 $2,095,846
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,072,032 $2,072,032 0.07 $2,071,177
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7619% 25-JAN-2045, 4.76%, 01/25/45 CAS 2025-R01 20755JAB9 - 2,014,218 $2,014,876 $2,014,876 0.06 $2,012,744
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,943,869 $2,000,822 $2,000,822 0.06 $1,976,395
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,973,457 $1,973,457 0.06 $1,960,755
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,970,651 $1,970,651 0.06 $1,966,781
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.0119% 25-FEB-2044, 5.01%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,960,013 $1,962,131 $1,962,131 0.06 $1,959,948
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.86%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,942,573 $1,943,019 $1,943,019 0.06 $1,940,920
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8619% 25-MAY-2044, 4.86%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,860,093 $1,861,342 $1,861,342 0.06 $1,859,332
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.05%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,610,949 $1,821,630 $1,821,630 0.06 $1,816,362
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,722,041 $1,736,899 $1,736,899 0.06 $1,732,857
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,710,214 $1,710,214 0.05 $1,705,149
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,571,563 $1,571,563 0.05 $1,538,633
Connecticut Avenue Securities Trust 2025-R02 1M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,511,814 $1,512,958 $1,512,958 0.05 $1,511,342
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,561,682 $1,467,121 $1,467,121 0.05 $1,462,579
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,438,002 $1,438,002 0.05 $1,436,780
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,294,055 $1,294,055 0.04 $1,271,622
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,249,911 $1,249,911 0.04 $1,240,101
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,165,622 $1,165,622 0.04 $1,156,866
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7619% 25-FEB-2044, 4.76%, 02/25/44 CAS 2024-R02 20754GAA8 - 1,161,994 $1,162,860 $1,162,860 0.04 $1,161,631
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3619% 25-JUL-2043, 5.36%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,100,107 $1,103,824 $1,103,824 0.04 $1,102,514
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.5119% 25-NOV-2043, 5.51%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,086,467 $1,092,580 $1,092,580 0.03 $1,091,250
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6619% 25-JUN-2043, 5.66%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,048,400 $1,048,400 0.03 $1,047,084
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.13%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,463,600 $1,024,332 $1,024,332 0.03 $1,020,577
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $998,301 $998,301 0.03 $972,748
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $979,247 $979,247 0.03 $973,260
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6619% 25-MAY-2043, 5.66%, 05/25/43 STACR 2023-HQA1 35564KX79 - 914,497 $920,124 $920,124 0.03 $918,973
Connecticut Avenue Securities Trust 2024-R03 2M1 4.8119% 25-MAR-2044, 4.81%, 03/25/44 CAS 207941AA3 - 917,339 $917,789 $917,789 0.03 $916,809
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $891,312 $891,312 0.03 $889,494
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $861,830 $861,830 0.03 $859,898
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $722,110 $722,110 0.02 $714,230
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - 762,222 $706,044 $706,044 0.02 $705,190
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $702,808 $702,808 0.02 $688,046
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $697,996 $697,996 0.02 $696,019
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $692,239 $692,239 0.02 $690,598
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $563,496 $563,496 0.02 $557,304
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $393,638 $393,638 0.01 $389,222
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $104,752 $104,752 0.00 $102,949
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 239.00 $18,102,488 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,034,847 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,302,500 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-86,917,438 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,666 $-345,590,875 $0 0.00 $0
AIR LEASE CORP 0% 04/02/2026, 0.00%, 04/02/26 AL 00913XD26 - 93,600,000 $93,589,236 $93,589,236 2.98 $93,589,236
HCA INC 0% 04/06/2026, 0.00%, 04/06/26 HCA 40412DD63 - 70,000,000 $69,968,345 $69,968,345 2.23 $69,968,345
HCA INC 0% 04/02/2026, 0.00%, 04/02/26 HCA 40412DD22 - 60,750,000 $60,743,020 $60,743,020 1.94 $60,743,020
AUTONATION INC 0% 04/06/2026, 0.00%, 04/06/26 AUTONA 05330ND63 - 51,050,000 $51,026,744 $51,026,744 1.63 $51,026,744
GLOBAL PAYMENTS INC 0% 04/08/2026, 0.00%, 04/08/26 GPN 37961DD80 - 50,000,000 $49,959,460 $49,959,460 1.59 $49,959,460
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - 45,000,000 $32,353,401 $32,353,401 1.03 $32,353,401
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - 44,122,000 $31,719,608 $31,719,608 1.01 $31,719,608
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/14/2026, 0.00%, 04/14/26 STLACP 85855KDE9 - 30,000,000 $29,954,475 $29,954,475 0.96 $29,954,475
GLOBAL PAYMENTS INC 0% 04/02/2026, 0.00%, 04/02/26 GPN 37961DD23 - 25,000,000 $24,997,105 $24,997,105 0.80 $24,997,105
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/07/2026, 0.00%, 04/07/26 STLACP 85855KD74 - 25,000,000 $24,982,708 $24,982,708 0.80 $24,982,708
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/02/2026, 0.00%, 04/02/26 STLACP 85855KD25 - 13,150,000 $13,148,484 $13,148,484 0.42 $13,148,484
AUTONATION INC 0% 04/02/2026, 0.00%, 04/02/26 AUTONA 05330ND22 - 11,850,000 $11,848,634 $11,848,634 0.38 $11,848,634
SEGREGATED CASH SEGCASH $0.00 8,663,250 $8,663,250 $8,663,250 0.28 $8,663,250
JABIL INC 0% 04/02/2026, 0.00%, 04/02/26 JBLPP 46652MD28 - 5,700,000 $5,699,284 $5,699,284 0.18 $5,699,284
NEW ZEALAND DOLLAR NZD - 6,517,693 $3,759,737 $3,759,737 0.12 $3,759,737
AUSTRALIAN DOLLARS AUD - 4,285,777 $2,976,255 $2,976,255 0.09 $2,976,255
CANADIAN DOLLAR CAD - 2,193,178 $1,579,360 $1,579,360 0.05 $1,579,360
EURO EUR - 1,357,245 $1,577,587 $1,577,587 0.05 $1,577,587
BRITISH POUND GBP - -773,055 $-1,030,837 $-1,030,837 -0.03 $-1,030,837
US DOLLARS USD MD_142224 - -132,347,135 $-132,347,135 $-132,347,135 -4.22 $-132,347,135
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.74 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.74 $-54,400,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - 30,987,000 $0 $30,987,000 0.99 $30,987,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - -30,987,000 $-30,987,000 $-30,987,000 -0.99 $-30,987,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 82,265,000 $47,454,645 $47,454,645 1.51 $47,454,645
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 -82,265,000 $-47,454,645 $-47,454,645 -1.51 $-47,454,645
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $43,477,258 $43,477,258 1.39 $43,477,258
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-43,477,258 $-43,477,258 -1.39 $-43,477,258
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $61,463,471 $61,463,471 1.96 $61,463,471
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-61,463,471 $-61,463,471 -1.96 $-61,463,471
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - 109,400,000 $145,880,282 $145,880,282 4.65 $145,880,282
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - -109,400,000 $-145,880,282 $-145,880,282 -4.65 $-145,880,282
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - 55,600,000 $74,140,253 $74,140,253 2.36 $74,140,253
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - -55,600,000 $-74,140,253 $-74,140,253 -2.36 $-74,140,253
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 4.62 $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 -4.62 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - 6,200,000 $8,267,438 $8,267,438 0.26 $8,267,438
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - -6,200,000 $-8,267,438 $-8,267,438 -0.26 $-8,267,438
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - 59,400,000 $79,207,393 $79,207,393 2.53 $79,207,393
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - -59,400,000 $-79,207,393 $-79,207,393 -2.53 $-79,207,393
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - 59,400,000 $79,207,393 $79,207,393 2.53 $79,207,393
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - -59,400,000 $-79,207,393 $-79,207,393 -2.53 $-79,207,393
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - 122,000,000 $162,681,850 $162,681,850 5.19 $162,681,850
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - -122,000,000 $-162,681,850 $-162,681,850 -5.19 $-162,681,850
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 840.00 $588,269,182 $0 0.00 $0
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $600,416,250 $0 0.00 $0
FX Forward|EUR|04/17/2026 +EURU - -12,560,000 $-14,606,784 $-14,606,784 -0.47 $-14,606,784
FX Forward|USD|04/17/2026 +EURU - 14,700,822 $14,700,822 $14,700,822 0.47 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - -10,940,000 $-14,587,704 $-14,587,704 -0.47 $-14,587,704
FX Forward|USD|04/17/2026 +GBP0 - 14,702,321 $14,702,321 $14,702,321 0.47 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - -93,310,000 $-67,236,706 $-67,236,706 -2.14 $-67,236,706
FX Forward|USD|04/17/2026 +CADU - 67,442,225 $67,442,225 $67,442,225 2.15 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - -554,340,000 $-384,898,674 $-384,898,674 -12.28 $-384,898,674
FX Forward|USD|04/17/2026 +AUDU - 370,252,001 $370,252,001 $370,252,001 11.81 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - -5,100,000 $-2,943,315 $-2,943,315 -0.09 $-2,943,315
FX Forward|USD|04/17/2026 +NZD1 - 2,937,661 $2,937,661 $2,937,661 0.09 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - 7,000,000 $4,860,358 $4,860,358 0.16 $4,860,358
FX Forward|USD|04/17/2026 +AUD1 - -4,713,150 $-4,713,150 $-4,713,150 -0.15 $-4,713,150
FX Forward|GBP|04/17/2026 +GBPU - -6,213,930 $-8,285,830 $-8,285,830 -0.26 $-8,285,830
FX Forward|USD|04/17/2026 +GBPU - 8,348,546 $8,348,546 $8,348,546 0.27 $8,348,546
FX Forward|AUD|04/17/2026 +AUDU - 12,500,000 $8,679,210 $8,679,210 0.28 $8,679,210
FX Forward|USD|04/17/2026 +AUDU - -8,762,599 $-8,762,599 $-8,762,599 -0.28 $-8,762,599
FX Forward|AUD|04/17/2026 +AUD1 - 3,500,000 $2,430,179 $2,430,179 0.08 $2,430,179
FX Forward|USD|04/17/2026 +AUD1 - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|AUD|04/17/2026 +AUDU - 3,800,000 $2,638,480 $2,638,480 0.08 $2,638,480
FX Forward|USD|04/17/2026 +AUDU - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
FX Forward|AUD|04/17/2026 +AUDU - 3,000,000 $2,083,010 $2,083,010 0.07 $2,083,010
FX Forward|USD|04/17/2026 +AUDU - -2,115,093 $-2,115,093 $-2,115,093 -0.07 $-2,115,093
FX Forward|GBP|04/17/2026 +GBPU - -4,300,000 $-5,733,741 $-5,733,741 -0.18 $-5,733,741
FX Forward|USD|04/17/2026 +GBPU - 5,783,711 $5,783,711 $5,783,711 0.18 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - -18,000,000 $-24,001,707 $-24,001,707 -0.77 $-24,001,707
FX Forward|USD|04/17/2026 +GBPU - 24,316,938 $24,316,938 $24,316,938 0.78 $24,316,938
FX Forward|AUD|04/17/2026 +AUD0 - 2,500,000 $1,735,842 $1,735,842 0.06 $1,735,842
FX Forward|USD|04/17/2026 +AUD0 - -1,777,843 $-1,777,843 $-1,777,843 -0.06 $-1,777,843
FX Forward|CAD|04/17/2026 +CADU - 16,774,000 $12,086,898 $12,086,898 0.39 $12,086,898
FX Forward|USD|04/17/2026 +CADU - -12,292,951 $-12,292,951 $-12,292,951 -0.39 $-12,292,951
FX Forward|AUD|04/17/2026 +AUDU - 2,000,000 $1,388,674 $1,388,674 0.04 $1,388,674
FX Forward|USD|04/17/2026 +AUDU - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,388,674 $1,388,674 0.04 $1,388,674
FX Forward|USD|04/17/2026 +AUD0 - -1,422,643 $-1,422,643 $-1,422,643 -0.05 $-1,422,643
FX Forward|CAD|04/23/2026 +CADU - -29,122,000 $-20,991,687 $-20,991,687 -0.67 $-20,991,687
FX Forward|USD|04/23/2026 +CADU - 21,257,300 $21,257,300 $21,257,300 0.68 $21,257,300
FX Forward|CAD|04/23/2026 +CADU - -15,000,000 $-10,812,283 $-10,812,283 -0.34 $-10,812,283
FX Forward|USD|04/23/2026 +CADU - 10,942,340 $10,942,340 $10,942,340 0.35 $10,942,340
FX Forward|CAD|04/22/2026 +CADU - -45,000,000 $-32,435,008 $-32,435,008 -1.03 $-32,435,008
FX Forward|USD|04/22/2026 +CADU - 32,824,313 $32,824,313 $32,824,313 1.05 $32,824,313
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,388,674 $1,388,674 0.04 $1,388,674
FX Forward|USD|04/17/2026 +AUD0 - -1,410,737 $-1,410,737 $-1,410,737 -0.04 $-1,410,737
FX Forward|CAD|04/17/2026 +CADU - -13,544,369 $-9,759,712 $-9,759,712 -0.31 $-9,759,712
FX Forward|USD|04/17/2026 +CADU - 9,771,035 $9,771,035 $9,771,035 0.31 $9,771,035
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.

Choose region

Country

Language

What type of investor are you?