For Institutional Investors in the US

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of December 7, 2023)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
New Zealand 0.5% 15-MAY-2024, 0.50%, 05/15/24 NZGB BK0089494 - - 204,355,000 $123,265,439 $123,265,439 5.09
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,395,735 $35,395,735 1.45
Macquarie Group Limited 6.207% 22-NOV-2024, 6.21%, 11/22/24 MQGAU 55608JBL1 - - 28,900,000 $29,088,468 $29,088,468 1.20
Janus Detroit Street Trust Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 550,000 $27,582,500 $27,582,500 1.14
Pfizer Investment Enterprises Pte. Ltd. 4.45% 19-MAY-2026, 4.45%, 05/19/26 PFE 716973AB8 - - 26,550,000 $26,391,842 $26,391,842 1.09
GE Healthcare Technologies Inc. 5.55% 15-NOV-2024, 5.55%, 11/15/24 GEHC 36267VAB9 - - 24,975,000 $25,016,681 $25,016,681 1.03
Bank of America Corporation 1.319% 19-JUN-2026, 1.32%, 06/19/26 BAC 06051GJD2 - - 25,135,000 $23,651,059 $23,651,059 0.98
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,498,874 $23,498,874 0.97
Georgia-Pacific LLC 0.625% 15-MAY-2024, 0.62%, 05/15/24 GP 37331NAM3 - - 24,000,000 $23,485,866 $23,485,866 0.97
Willis North America, Inc. 3.6% 15-MAY-2024, 3.60%, 05/15/24 WTW 970648AF8 - - 23,144,000 $22,949,779 $22,949,779 0.95
HCA Inc. 5.875% 15-FEB-2026, 5.88%, 02/15/26 HCA 404119BS7 - - 22,285,000 $22,778,847 $22,778,847 0.94
Royal Bank of Canada 5.2% 20-JUL-2026, 5.20%, 07/20/26 RY 78016FZZ0 - - 22,100,000 $22,568,234 $22,568,234 0.93
Cardinal Health, Inc. 3.079% 15-JUN-2024, 3.08%, 06/15/24 CAH 14149YBH0 - - 21,500,000 $21,512,510 $21,512,510 0.89
Humana Inc. 5.7% 13-MAR-2026, 5.70%, 03/13/26 HUM 444859BW1 - - 20,000,000 $20,270,760 $20,270,760 0.84
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,257,837 $20,257,837 0.84
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,558,849 $19,558,849 0.81
JPMorgan Chase & Co. 4.323% 26-APR-2028, 4.32%, 04/26/28 JPM 46647PDA1 - - 19,900,000 $19,452,100 $19,452,100 0.80
DTE Energy Company 4.22% 01-NOV-2024, 4.22%, 11/01/24 DTE 233331BD8 - - 18,735,000 $18,547,247 $18,547,247 0.77
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $18,421,872 $18,421,872 0.76
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA ZQ5768911 - - 29,300,000 $17,865,373 $17,865,373 0.74
Goldman Sachs Group, Inc. 5.8497% 10-SEP-2024, 5.71%, 09/10/24 GS 38141GYE8 - - 17,625,000 $17,841,528 $17,841,528 0.74
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 18,606,000 $17,705,672 $17,705,672 0.73
Exeter Automobile Receivables Trust 2021-4 C 1.46% 15-OCT-2027, 1.46%, 10/15/27 EART 2021-4A 30165JAE6 - - 18,000,000 $17,598,776 $17,598,776 0.73
Morgan Stanley 0.791% 22-JAN-2025, 0.79%, 01/22/25 MS 61747YEB7 - - 17,600,000 $17,519,086 $17,519,086 0.72
NXP B.V. 5.35% 01-MAR-2026, 5.35%, 03/01/26 NXPI 62947QBB3 - - 17,078,000 $17,289,305 $17,289,305 0.71
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,232,311 $17,232,311 0.71
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,557,372 $16,557,372 0.68
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,421,892 $16,421,892 0.68
Australia and New Zealand Banking Group Limited FRN 26-JUL-2029, 6.33%, 07/26/29 ANZ AZ7115639 - - 24,510,000 $16,348,248 $16,348,248 0.68
National Australia Bank Limited FRN 18-NOV-2030, 6.08%, 11/18/30 NAB BM3607918 - - 24,275,000 $16,117,040 $16,117,040 0.67
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,115,225 $16,115,225 0.67
Air Lease Corporation 0.8% 18-AUG-2024, 0.80%, 08/18/24 AL 00914AAP7 - - 16,350,000 $15,811,212 $15,811,212 0.65
AerCap Ireland Capital DAC 1.75% 29-OCT-2024, 1.75%, 10/29/24 AER 00774MBB0 - - 16,000,000 $15,421,172 $15,421,172 0.64
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,289,126 $15,289,126 0.63
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 5.56%, 10/30/24 AUSGF AP6703965 - - 22,900,000 $15,214,739 $15,214,739 0.63
Commonwealth Bank of Australia 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,179,822 $15,179,822 0.63
Energy Transfer Operating, L.P. 4.9% 01-FEB-2024, 4.90%, 02/01/24 ET 29273RAY5 - - 14,630,000 $14,852,373 $14,852,373 0.61
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,830,302 $14,830,302 0.61
Carrier Global Corp. 5.8% 30-NOV-2025, 5.80%, 11/30/25 CARR 14448CAT1 - - 14,300,000 $14,428,314 $14,428,314 0.60
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,395,441 $14,395,441 0.60
Thermo Fisher Scientific Inc. 1.215% 18-OCT-2024, 1.22%, 10/18/24 TMO 883556CS9 - - 14,250,000 $13,759,658 $13,759,658 0.57
Energy Transfer, L.P. 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,681,361 $13,681,361 0.57
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $13,655,931 $13,655,931 0.56
NatWest Group Plc 5.847% 02-MAR-2027, 5.85%, 03/02/27 NWG 639057AJ7 - - 13,400,000 $13,613,216 $13,613,216 0.56
Elevance Health, Inc. 4.9% 08-FEB-2026, 4.90%, 02/08/26 ELV 28622HAA9 - - 13,500,000 $13,608,396 $13,608,396 0.56
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,406,494 $13,406,494 0.55
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $13,323,764 $13,323,764 0.55
Toronto-Dominion Bank 4.21% 01-JUN-2027, 4.21%, 06/01/27 TD 89117F7G8 - - 18,375,000 $13,290,866 $13,290,866 0.55
JPMorgan Chase & Co. 3.96% 29-JAN-2027, 3.96%, 01/29/27 JPM 46647PBA3 - - 13,450,000 $13,238,329 $13,238,329 0.55
Westpac Banking Corporation FRN 10-AUG-2026, 5.16%, 08/10/26 WSTP ZI1828121 - - 20,000,000 $13,232,944 $13,232,944 0.55
Toronto-Dominion Bank 2.667% 09-SEP-2025, 2.67%, 09/09/25 TD 89117F3M9 - - 18,500,000 $13,170,495 $13,170,495 0.54
Vistra Operations Co. LLC 4.875% 13-MAY-2024, 4.88%, 05/13/24 VST 92840VAK8 - - 13,118,000 $13,081,195 $13,081,195 0.54
American Express Company FRN 04-MAR-2025, 6.12%, 03/04/25 AXP 025816CR8 - - 12,900,000 $12,919,261 $12,919,261 0.53
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,789,797 $12,789,797 0.53
ANZ New Zealand (Int'l) Limited 1.25% 22-JUN-2026, 1.25%, 06/22/26 ANZNZ 00182EBN8 - - 13,900,000 $12,677,397 $12,677,397 0.52
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,521,850 $12,521,850 0.52
VMware, Inc. 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $12,429,710 $12,429,710 0.51
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,415,144 $12,415,144 0.51
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $12,393,860 $12,393,860 0.51
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,370,020 $12,370,020 0.51
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.93%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,279,447 $12,279,447 0.51
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 12,940,000 $11,938,988 $11,938,988 0.49
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $11,699,987 $11,699,987 0.48
Insurance Australia Group Limited FRN 15-JUN-2044, 6.23%, 06/15/44 IAGAU AR7148380 - - 17,350,000 $11,629,505 $11,629,505 0.48
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,534,575 $11,534,575 0.48
VMware, Inc. 1.0% 15-AUG-2024, 1.00%, 08/15/24 VMW 928563AH8 - - 11,867,000 $11,525,499 $11,525,499 0.48
Kiwibank Limited FRN 23-SEP-2025, 4.84%, 09/23/25 KIWI ZO4035622 - - 17,230,000 $11,443,203 $11,443,203 0.47
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 17,320,000 $11,310,492 $11,310,492 0.47
Morgan Stanley 1.164% 21-OCT-2025, 1.16%, 10/21/25 MS 61747YEG6 - - 11,700,000 $11,213,138 $11,213,138 0.46
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 11,000,000 $11,075,489 $11,075,489 0.46
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 11,000,000 $11,048,612 $11,048,612 0.46
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.70%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,886,380 $10,886,380 0.45
General Motors Financial Company, Inc. 1.05% 08-MAR-2024, 1.05%, 03/08/24 GM 37045XDG8 - - 10,895,000 $10,794,845 $10,794,845 0.45
Duke Energy Corporation 5.0% 08-DEC-2025, 5.00%, 12/08/25 DUK 26441CBV6 - - 10,325,000 $10,545,573 $10,545,573 0.44
Thermo Fisher Scientific Inc. 5.0% 05-DEC-2026, 5.00%, 12/05/26 TMO 883556CZ3 - - 10,400,000 $10,458,944 $10,458,944 0.43
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.97%, 03/31/26 ANZ ZL8897783 - - 15,500,000 $10,335,714 $10,335,714 0.43
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,292,839 $10,292,839 0.43
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,192,881 $10,192,881 0.42
Exeter Automobile Receivables Trust 2023-5 A2 6.2% 15-APR-2026, 6.20%, 04/15/26 EART 2023-5A 30168DAB2 - - 10,000,000 $10,046,925 $10,046,925 0.42
Suncorp-Metway Ltd. 3.3% 15-APR-2024, 3.30%, 04/15/24 SUNAU 8672EMAL8 - - 9,990,000 $9,954,889 $9,954,889 0.41
National Australia Bank Limited FRN 17-MAY-2029, 6.53%, 05/17/29 NAB ZS5371860 - - 14,920,000 $9,906,963 $9,906,963 0.41
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,863,603 $9,863,603 0.41
Canadian Pacific Railway Company 1.35% 02-DEC-2024, 1.35%, 12/02/24 CP 13645RBD5 - - 10,175,000 $9,762,130 $9,762,130 0.40
Network Finance Co. Pty Ltd. FRN 06-DEC-2024, 5.39%, 12/06/24 NETFIN AQ2180349 - - 14,620,000 $9,740,508 $9,740,508 0.40
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 10,933,000 $9,655,388 $9,655,388 0.40
Bank of America Corporation 5.202% 25-APR-2029, 5.20%, 04/25/29 BAC 06051GLG2 - - 9,655,000 $9,617,720 $9,617,720 0.40
Liberty Financial Pty Ltd|6.7275|02/26/2024, 6.73%, 02/26/24 LBRFI BG1156226 - - 14,440,000 $9,514,361 $9,514,361 0.39
Connecticut Avenue Securities, Series 2021-R01 1M2 6.87809% 25-OCT-2041, 6.88%, 10/25/41 CAS 2021-R01 20754RAB2 - - 9,569,299 $9,513,702 $9,513,702 0.39
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,425,379 $9,425,379 0.39
Mercedes-Benz Finance North America LLC 4.95% 30-MAR-2025, 4.95%, 03/30/25 MBGGR 58769JAE7 - - 9,350,000 $9,409,284 $9,409,284 0.39
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 10,325,000 $9,363,586 $9,363,586 0.39
Westpac Banking Corporation 4.334% 16-AUG-2029, 4.33%, 08/16/29 WSTP AO6757295 - - 14,022,000 $9,270,966 $9,270,966 0.38
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,244,845 $9,244,845 0.38
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 6.10%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,080,752 $9,080,752 0.38
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.65%, 05/15/26 BENAU ZK5307291 - - 13,600,000 $9,025,040 $9,025,040 0.37
AerCap Ireland Capital DAC 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,565,508 $8,565,508 0.35
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.93%, 09/10/30 CBAAU ZO2552289 - - 12,500,000 $8,399,463 $8,399,463 0.35
General Motors Financial Company, Inc. 1.2% 15-OCT-2024, 1.20%, 10/15/24 GM 37045XDM5 - - 8,650,000 $8,326,561 $8,326,561 0.34
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,275,002 $8,275,002 0.34
Westpac Banking Corporation 5.35% 18-OCT-2024, 5.35%, 10/18/24 WSTP 961214FH1 - - 8,000,000 $8,041,777 $8,041,777 0.33
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 8,072,000 $7,985,103 $7,985,103 0.33
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 7.32809% 25-JUN-2043, 7.33%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 7,865,534 $7,918,859 $7,918,859 0.33
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,837,514 $7,837,514 0.32
Westpac Banking Corporation FRN 29-JAN-2031, 5.89%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,814,382 $7,814,382 0.32
Macquarie Bank Limited FRN 17-JUN-2031, 5.67%, 06/17/31 MQGAU BP9745582 - - 11,700,000 $7,768,345 $7,768,345 0.32
Citigroup Inc. 3.887% 10-JAN-2028, 3.89%, 01/10/28 C 172967LD1 - - 7,750,000 $7,538,715 $7,538,715 0.31
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,433,196 $7,433,196 0.31
Mondelez International Holdings Netherlands BV 4.25% 15-SEP-2025, 4.25%, 09/15/25 MDLZ 60920LAS3 - - 7,400,000 $7,340,267 $7,340,267 0.30
Bank of America Corporation 2.932% 25-APR-2025, 2.93%, 04/25/25 BAC 060505FM1 - - 9,950,000 $7,265,880 $7,265,880 0.30
AerCap Ireland Capital DAC 1.65% 29-OCT-2024, 1.65%, 10/29/24 AER 00774MAU9 - - 7,460,000 $7,183,047 $7,183,047 0.30
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,177,478 $7,177,478 0.30
BMW US Capital LLC FRN 01-APR-2025, 6.10%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,134,538 $7,134,538 0.29
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,088,565 $7,088,565 0.29
Nordea Bank Abp FRN 06-JUN-2025, 6.31%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,952,624 $6,952,624 0.29
American Express Company FRN 03-MAY-2024, 6.06%, 05/03/24 AXP 025816CU1 - - 6,875,000 $6,923,974 $6,923,974 0.29
Fidelity National Information Services, Inc. 4.5% 15-JUL-2025, 4.50%, 07/15/25 FIS 31620MBV7 - - 6,860,000 $6,888,165 $6,888,165 0.28
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.10%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,856,018 $6,856,018 0.28
Toronto-Dominion Bank 5.532% 17-JUL-2026, 5.53%, 07/17/26 TD 89115A2S0 - - 6,650,000 $6,849,049 $6,849,049 0.28
Enbridge Inc. FRN 16-FEB-2024, 5.97%, 02/16/24 ENBCN 29250NBM6 - - 6,800,000 $6,826,865 $6,826,865 0.28
CVS Health Corporation 5.0% 20-FEB-2026, 5.00%, 02/20/26 CVS 126650DS6 - - 6,675,000 $6,760,945 $6,760,945 0.28
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,760,010 $6,760,010 0.28
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,719,735 $6,719,735 0.28
Athene Global Funding 0.95% 08-JAN-2024, 0.95%, 01/08/24 ATH 04685A2S9 - - 6,699,000 $6,698,204 $6,698,204 0.28
Constellation Brands, Inc. 5.0% 02-FEB-2026, 5.00%, 02/02/26 STZ 21036PBN7 - - 6,600,000 $6,693,737 $6,693,737 0.28
National Australia Bank Limited FRN 12-MAY-2026, 5.20%, 05/12/26 NAB ZK4883961 - - 10,000,000 $6,620,583 $6,620,583 0.27
Lowe's Companies, Inc. 4.8% 01-APR-2026, 4.80%, 04/01/26 LOW 548661EP8 - - 6,575,000 $6,599,579 $6,599,579 0.27
Sunoco Logistics Partners Operations LP 4.25% 01-APR-2024, 4.25%, 04/01/24 ET 86765BAN9 - - 6,561,000 $6,577,785 $6,577,785 0.27
Korea National Oil Corporation 0.875% 05-OCT-2025, 0.88%, 10/05/25 KOROIL 50066PAM2 - - 7,100,000 $6,569,077 $6,569,077 0.27
Enbridge Inc. 2.15% 16-FEB-2024, 2.15%, 02/16/24 ENBCN 29250NBK0 - - 6,550,000 $6,547,801 $6,547,801 0.27
Macquarie Group Limited 1.201% 14-OCT-2025, 1.20%, 10/14/25 MQGAU 55608JBA5 - - 6,725,000 $6,468,598 $6,468,598 0.27
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,385,052 $6,385,052 0.26
Harvest Operations Corp. 1.0% 26-APR-2024, 1.00%, 04/26/24 KOROIL 41754WAT8 - - 6,150,000 $6,048,935 $6,048,935 0.25
Santander Drive Auto Receivables Trust 2023-3 A2 6.08% 15-AUG-2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 5,978,298 $6,005,800 $6,005,800 0.25
New Terminal Financing Co. Pty Ltd. FRN 12-JUL-2024, 5.58%, 07/12/24 ADLAIR AO1975298 - - 8,980,000 $5,964,404 $5,964,404 0.25
Cargill, Incorporated 4.5% 24-JUN-2026, 4.50%, 06/24/26 CARGIL 141781CA0 - - 5,750,000 $5,809,439 $5,809,439 0.24
Insurance Australia Group Limited FRN 15-DEC-2036, 6.58%, 12/15/36 IAGAU ZO0087817 - - 8,550,000 $5,736,351 $5,736,351 0.24
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 6,000,000 $5,719,168 $5,719,168 0.24
Air Lease Corporation 1.875% 15-AUG-2026, 1.88%, 08/15/26 AL 00914AAM4 - - 6,235,000 $5,700,652 $5,700,652 0.24
Connecticut Avenue Securities Trust 2023-R01 1M1 7.72809% 25-DEC-2042, 7.73%, 12/25/42 CAS 2023-R01 207932AA2 - - 5,516,062 $5,623,048 $5,623,048 0.23
Mondelez International Holdings Netherlands BV 0.75% 24-SEP-2024, 0.75%, 09/24/24 MDLZ 60920LAQ7 - - 5,775,000 $5,553,524 $5,553,524 0.23
Bank Australia Ltd. FRN 24-NOV-2025, 5.98%, 11/24/25 BAAUST ZN4661163 - - 8,150,000 $5,397,273 $5,397,273 0.22
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU ZR4777978 - - 6,000,000 $5,266,455 $5,266,455 0.22
Connecticut Avenue Securities Trust 2022-R09 2M1 7.82809% 25-SEP-2042, 7.83%, 09/25/42 CAS 2022-R09 20753DAA6 - - 5,168,509 $5,246,071 $5,246,071 0.22
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,178,372 $5,178,372 0.21
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,123,705 $5,123,705 0.21
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 4,940,000 $5,084,698 $5,084,698 0.21
DTE Energy Company 4.875% 01-JUN-2028, 4.88%, 06/01/28 DTE 233331BJ5 - - 5,085,000 $5,032,791 $5,032,791 0.21
WarnerMedia Holdings, Inc. 6.412% 15-MAR-2026, 6.41%, 03/15/26 WBD 55903VBG7 - - 4,950,000 $5,022,789 $5,022,789 0.21
Citigroup Inc. FRN 24-MAY-2025, 6.54%, 05/24/25 C 172967NR8 - - 5,000,000 $5,010,907 $5,010,907 0.21
Athene Global Funding 1.716% 07-JAN-2025, 1.72%, 01/07/25 ATH 04685A3F6 - - 5,156,000 $4,945,187 $4,945,187 0.20
Lowe's Companies, Inc. 4.4% 08-SEP-2025, 4.40%, 09/08/25 LOW 548661EK9 - - 4,920,000 $4,915,135 $4,915,135 0.20
Lloyds Banking Group plc 3.9% 12-MAR-2024, 3.90%, 03/12/24 LLOYDS 53944YAH6 - - 4,880,000 $4,900,259 $4,900,259 0.20
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI ZJ5818282 - - 7,000,000 $4,777,714 $4,777,714 0.20
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,705,504 $4,705,504 0.19
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 7.62809% 25-AUG-2042, 7.63%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 4,595,265 $4,682,784 $4,682,784 0.19
Bank of America Corporation 3.841% 25-APR-2025, 3.84%, 04/25/25 BAC 06051GKS7 - - 4,670,000 $4,653,595 $4,653,595 0.19
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,592,540 $4,592,540 0.19
Insurance Australia Group Limited FRN 15-JUN-2045, 6.48%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,527,419 $4,527,419 0.19
McDonald's Corporation 3.0% 08-MAR-2024, 3.00%, 03/08/24 MCD AX3484844 - - 6,750,000 $4,463,594 $4,463,594 0.18
Westpac Banking Corporation FRN 27-AUG-2029, 6.36%, 08/27/29 WSTP ZR2259201 - - 6,700,000 $4,447,762 $4,447,762 0.18
Celanese US Holdings LLC 6.05% 15-MAR-2025, 6.05%, 03/15/25 CE 15089QAL8 - - 4,117,000 $4,185,961 $4,185,961 0.17
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M1A 7.42809% 25-MAR-2043, 7.43%, 03/25/43 STACR 2023-DNA1 35564KP37 - - 4,062,312 $4,127,330 $4,127,330 0.17
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,085,760 $4,085,760 0.17
Humana Inc. 1.35% 03-FEB-2027, 1.35%, 02/03/27 HUM 444859BQ4 - - 4,550,000 $4,082,031 $4,082,031 0.17
Connecticut Avenue Securities Trust 2023-R04 1M1 7.62809% 25-MAY-2043, 7.63%, 05/25/43 CAS 2023-R04 20754QAA6 - - 3,902,981 $3,979,751 $3,979,751 0.16
GPT Wholesale Shopping Centre Fund 3.993% 11-SEP-2024, 3.99%, 09/11/24 GPTWSC AO9337061 - - 5,780,000 $3,808,721 $3,808,721 0.16
Vicinity Centres Re Ltd. 3.5% 26-APR-2024, 3.50%, 04/26/24 VCXAU AN2610136 - - 5,700,000 $3,751,595 $3,751,595 0.16
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,693,932 $3,693,932 0.15
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023MAA2 - - 3,600,000 $3,680,004 $3,680,004 0.15
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 3,535,000 $3,661,605 $3,661,605 0.15
ETSA Utilities Finance Pty Ltd. 3.5% 29-AUG-2024, 3.50%, 08/29/24 ETSA AO5004962 - - 5,480,000 $3,607,097 $3,607,097 0.15
DBS Group Holdings Ltd 4.52% 11-DEC-2028, 4.52%, 12/11/28 DBSSP 24023NAA0 - - 3,470,000 $3,547,115 $3,547,115 0.15
Wells Fargo & Company FRN 25-APR-2026, 6.64%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,545,219 $3,545,219 0.15
Connecticut Avenue Securities Trust 2022-R01 6.32809% 25-DEC-2041, 6.33%, 12/25/41 CAS 2022-R01 20754LAA7 - - 3,547,278 $3,533,729 $3,533,729 0.15
Exeter Automobile Receivables Trust 2023-3 A2 6.11% 15-SEP-2025, 6.11%, 09/15/25 EART 2023-3A 301989AB5 - - 3,381,340 $3,394,971 $3,394,971 0.14
Mondelez International, Inc. 3.25% 07-MAR-2025, 3.25%, 03/07/25 MDLZ 609207AK1 - - 4,650,000 $3,368,560 $3,368,560 0.14
Connecticut Avenue Securities Trust 2023-R06 1M1 7.02809% 25-JUL-2043, 7.03%, 07/25/43 CAS 2023-R06 20754EAA3 - - 3,282,237 $3,291,986 $3,291,986 0.14
Mondelez International, Inc. 2.125% 17-MAR-2024, 2.12%, 03/17/24 MDLZ 609207AZ8 - - 3,275,000 $3,257,944 $3,257,944 0.13
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,254,795 $3,254,795 0.13
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 7.82809% 25-APR-2043, 7.83%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 3,189,775 $3,243,382 $3,243,382 0.13
Hyundai Capital America, Inc. 1.0% 17-SEP-2024, 1.00%, 09/17/24 HYNMTR 44891ABY2 - - 3,225,000 $3,115,631 $3,115,631 0.13
Connecticut Avenue Securities Trust 2022-R05 7.22809% 25-APR-2042, 7.23%, 04/25/42 CAS 2022-R05 20754DAA5 - - 3,086,979 $3,109,640 $3,109,640 0.13
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $2,934,807 $2,934,807 0.12
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 7.1724% 25-NOV-2043, 7.17%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,831,164 $2,858,570 $2,858,570 0.12
Connecticut Avenue Securities Trust 2022-R08 1M1 7.87809% 25-JUL-2042, 7.88%, 07/25/42 CAS 2022-R08 20755DAA4 - - 2,772,782 $2,846,079 $2,846,079 0.12
CNH Industrial Capital Australia Pty Ltd. 1.75% 08-JUL-2024, 1.75%, 07/08/24 CNHI BQ1190652 - - 4,300,000 $2,802,025 $2,802,025 0.12
Toronto-Dominion Bank 4.285% 13-SEP-2024, 4.29%, 09/13/24 TD 89115A2J0 - - 2,800,000 $2,797,656 $2,797,656 0.12
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA2 M2 7.62809% 25-AUG-2033, 7.63%, 08/25/33 STACR 2021-DNA2 35564KDB2 - - 2,582,927 $2,613,430 $2,613,430 0.11
Athene Global Funding 2.514% 08-MAR-2024, 2.51%, 03/08/24 ATH 04685A3J8 - - 2,500,000 $2,492,567 $2,492,567 0.10
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 7.32809% 25-MAY-2043, 7.33%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 2,306,497 $2,331,844 $2,331,844 0.10
Bank of Queensland Limited FRN 29-JUL-2031, 5.94%, 07/29/31 BQDAU BP1725673 - - 3,500,000 $2,287,407 $2,287,407 0.09
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA ZO7224041 - - 3,800,000 $2,219,223 $2,219,223 0.09
Westpac Banking Corporation FRN 11-NOV-2027, 5.65%, 11/11/27 WSTP ZN2057232 - - 3,300,000 $2,209,884 $2,209,884 0.09
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.57%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,170,322 $2,170,322 0.09
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP ZM9714779 - - 3,100,000 $2,060,772 $2,060,772 0.09
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $1,873,323 $1,873,323 0.08
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,839,099 $1,839,099 0.08
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M1A 7.47809% 25-SEP-2042, 7.48%, 09/25/42 STACR 2022-DNA6 35564KH36 - - 1,702,725 $1,720,423 $1,720,423 0.07
Credit Union Australia Ltd. FRN 01-DEC-2025, 5.95%, 12/01/25 CRUNAU ZN5604212 - - 2,350,000 $1,554,196 $1,554,196 0.06
Suncorp Group Limited FRN 01-JUN-2037, 6.67%, 06/01/37 SUNAU BV5692215 - - 2,150,000 $1,432,292 $1,432,292 0.06
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,337,211 $1,337,211 0.06
McDonald's Corporation FRN 08-MAR-2024, 5.25%, 03/08/24 MCD AX3931307 - - 1,910,000 $1,276,074 $1,276,074 0.05
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,269,658 $1,269,658 0.05
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,255,550 $1,255,550 0.05
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA2 M1A 7.42809% 25-APR-2043, 7.43%, 04/25/43 STACR 2023-DNA2 35564KT58 - - 1,131,492 $1,148,945 $1,148,945 0.05
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,098,584 $1,098,584 0.05
ETSA Utilities Finance Pty Ltd. FRN 13-DEC-2023, 5.16%, 12/13/23 ETSA AQ3070770 - - 1,630,000 $1,087,443 $1,087,443 0.04
ANZ New Zealand (Int'l) Ltd. (London Branch) 3.4% 19-MAR-2024, 3.40%, 03/19/24 ANZNZ 00182EBK4 - - 1,000,000 $1,001,353 $1,001,353 0.04
Network Finance Co. Pty Ltd. 3.5% 06-DEC-2024, 3.50%, 12/06/24 NETFIN AP8371027 - - 1,300,000 $849,756 $849,756 0.04
Connecticut Avenue Securities Trust 2023-R08 1M1 6.82809% 25-OCT-2043, 6.83%, 10/25/43 CAS 2023-R08 20755CAA6 - - 844,926 $847,641 $847,641 0.04
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.52%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $648,334 $648,334 0.03
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $642,278 $642,278 0.03
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $635,878 $635,878 0.03
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $615,331 $615,331 0.03
Mercedes-Benz Australia/Pacific Pty Ltd 0.75% 22-JAN-2024, 0.75%, 01/22/24 MBGGR BN5319825 - - 810,000 $534,933 $534,933 0.02
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.63%, 10/14/31 BENAU BR8160425 - - 800,000 $515,970 $515,970 0.02
TORRENS Series 2014-2 Trust AB 5.875% 12-JAN-2046, 5.88%, 01/12/46 TORR 2014-2 BCC28D8S0 - - 658,322 $438,213 $438,213 0.02
Vicinity Centres Trust|5.5598|06/27/2025, 5.56%, 06/27/25 VCXAU AZ2072983 - - 610,000 $407,644 $407,644 0.02
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $396,709 $396,709 0.02
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN ZQ4106501 - - 570,000 $345,173 $345,173 0.01
Pepper Residential Securities Trust No. 23|6.5386|08/18/2060, 6.54%, 08/18/60 PEPAU 23X BCC2IMZW0 - - 365,463 $241,839 $241,839 0.01
Commonwealth Bank of Australia FRN 11-JAN-2024, 5.27%, 01/11/24 CBAAU AW5659551 - - 200,000 $133,000 $133,000 0.01
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.23%, 02/26/31 ANZ ZO0807446 - - 150,000 $99,509 $99,509 0.00
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $97,124 $97,124 0.00
Vicinity Centres Re Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $95,014 $95,014 0.00
Pepper Residential Securities Trust No. 24|6.33512|11/18/2060, 6.34%, 11/18/60 PEPAU 24A 71338CAA5 - - 26,600 $26,613 $26,613 0.00
Pepper Residential Securities Trust No. 22|6.44555|06/20/2060, 6.45%, 06/20/60 PEPAU 22A 71338AAA9 - - 10,466 $10,466 $10,466 0.00
US 2YR NOTE (CBT) Mar24 MAR 24 TUH4 - FUTURES_USD - -1,250 $-256,210,938 $0 0.00
US 5YR NOTE (CBT) Mar24 MAR 24 FVH4 - FUTURES_USD - -436.00 $-46,921,094 $0 0.00
ENERGY TRANSFER LP 0% 12/08/2023, 0.00%, 12/08/23 ENGTRN 29277FZ87 - - 83,500,000 $83,486,783 $83,486,783 3.45
AUTONATION INC 0% 12/08/2023, 0.00%, 12/08/23 AUTONA 05330NZ85 - - 79,000,000 $78,987,495 $78,987,495 3.27
JABIL INC 0% 12/08/2023, 0.00%, 12/08/23 JBLPP 46652MZ81 - - 66,000,000 $65,988,869 $65,988,869 2.73
JABIL INC 0% 12/11/2019, 0.00%, 12/11/19 JBLPP 46652MZB4 - - 66,000,000 - $65,955,445 2.73
AUTONATION INC 0% 12/11/2023, 0.00%, 12/11/23 AUTONA 05330NZB8 - - 64,000,000 $63,968,800 $63,968,800 2.64
GLOBAL PAYMENTS INC 0% 12/08/2023, 0.00%, 12/08/23 GPN 37961DZ86 - - 53,250,000 $53,241,165 $53,241,165 2.20
CONAGRA BRANDS INC 0% 12/08/2023, 0.00%, 12/08/23 CAGPP 20600HZ80 - - 50,000,000 $49,992,168 $49,992,168 2.07
LIBERTY UTILITIES CO 0% 12/11/2023, 0.00%, 12/11/23 LIUTIL 53154MZB3 - - 50,000,000 $49,977,084 $49,977,084 2.07
AES CORP 0% 12/08/2023, 0.00%, 12/08/23 AES 00809KZ84 - - 35,250,000 $35,244,214 $35,244,214 1.46
AUSTRALIAN DOLLARS AUD - - - 15,533,706 $10,239,011 $10,239,011 0.42
NEW ZEALAND DOLLAR NZD - - - 11,664,856 $7,186,732 $7,186,732 0.30
SEGREGATED CASH SEGCASH - - $0.00 4,978,230 $4,978,230 $4,978,230 0.21
US DOLLARS USD CASHUSD0 - - -182,545,616 $-182,545,616 $-182,545,616 -7.55
Buy Protection, 1.00%, 12/20/28 2I65BYED3 - 2I65BYED3 - 119,000,000 $0 $119,000,000 4.92
Buy Protection, 1.00%, 12/20/28 2I65BYED3 - 2I65BYED3 - -119,000,000 $-119,000,000 $-119,000,000 -4.92
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - - 32,632,700 $20,105,045 $20,105,045 0.83
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - - -32,632,700 $-20,105,045 $-20,105,045 -0.83
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - - 32,632,700 $20,105,045 $20,105,045 0.83
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - - -32,632,700 $-20,105,045 $-20,105,045 -0.83
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - - 63,455,000 $39,094,701 $39,094,701 1.62
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - - -63,455,000 $-39,094,701 $-39,094,701 -1.62
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - - 31,965,000 $19,693,674 $19,693,674 0.81
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - - -31,965,000 $-19,693,674 $-19,693,674 -0.81
Pay NZD BANK BILL 3MO Receive Fixed 5.62125%, 5.62%, 10/25/25 - - - - 67,683,000 $41,699,577 $41,699,577 1.72
Pay NZD BANK BILL 3MO Receive Fixed 5.62125%, 5.62%, 10/25/25 - - - - -67,683,000 $-41,699,577 $-41,699,577 -1.72
Pay Fixed 4.40625% Receive ASX Australian Bank Bill Short Term Rates 3 Month Mid, 4.41%, 10/23/25 - - - - 63,580,000 $41,908,629 $41,908,629 1.73
Pay Fixed 4.40625% Receive ASX Australian Bank Bill Short Term Rates 3 Month Mid, 4.41%, 10/23/25 - - - - -63,580,000 $-41,908,629 $-41,908,629 -1.73
Pay NZD BANK BILL 3MO Receive Fixed 5.3125%, 5.31%, 11/09/25 - - - - 32,950,000 $20,300,534 $20,300,534 0.84
Pay NZD BANK BILL 3MO Receive Fixed 5.3125%, 5.31%, 11/09/25 - - - - -32,950,000 $-20,300,534 $-20,300,534 -0.84
Pay Fixed 4.533% Receive ASX Australian Bank Bill Short Term Rates 3 Month Mid, 4.53%, 11/08/25 - - - - 30,962,500 $20,408,869 $20,408,869 0.84
Pay Fixed 4.533% Receive ASX Australian Bank Bill Short Term Rates 3 Month Mid, 4.53%, 11/08/25 - - - - -30,962,500 $-20,408,869 $-20,408,869 -0.84
FX Forward|CAD|01/25/2024 +CADU - - - -82,500,000 $-60,698,520 $-60,698,520 -2.51
FX Forward|USD|01/25/2024 +CADU - - - 59,735,643 $59,735,643 $59,735,643 2.47
FX Forward|NZD|01/25/2024 +NZD2 - - - -209,770,000 $-129,263,279 $-129,263,279 -5.34
FX Forward|USD|01/25/2024 +NZD2 - - - 122,172,146 $122,172,146 $122,172,146 5.05
FX Forward|AUD|01/25/2024 +AUD1 - - - -584,600,000 $-385,944,219 $-385,944,219 -15.95
FX Forward|USD|01/25/2024 +AUD1 - - - 370,982,483 $370,982,483 $370,982,483 15.34
FX Forward|CAD|01/25/2024 +CADU - - - -13,600,000 $-10,006,059 $-10,006,059 -0.41
FX Forward|USD|01/25/2024 +CADU - - - 9,826,091 $9,826,091 $9,826,091 0.41
FX Forward|CAD|01/25/2024 +CADU - - - 17,300,000 $12,728,296 $12,728,296 0.53
FX Forward|USD|01/25/2024 +CADU - - - -12,582,288 $-12,582,288 $-12,582,288 -0.52
FX Forward|AUD|01/25/2024 +AUDU - - - 14,600,000 $9,638,703 $9,638,703 0.40
FX Forward|USD|01/25/2024 +AUDU - - - -9,513,036 $-9,513,036 $-9,513,036 -0.39
FX Forward|CAD|01/25/2024 +CADU - - - -6,475,000 $-4,763,914 $-4,763,914 -0.20
FX Forward|USD|01/25/2024 +CADU - - - 4,731,285 $4,731,285 $4,731,285 0.20
FX Forward|AUD|01/25/2024 +AUDU - - - 4,000,000 $2,640,740 $2,640,740 0.11
FX Forward|USD|01/25/2024 +AUDU - - - -2,642,208 $-2,642,208 $-2,642,208 -0.11
FX Forward|CAD|01/25/2024 +CAD0 - - - -18,100,000 $-13,316,887 $-13,316,887 -0.55
FX Forward|USD|01/25/2024 +CAD0 - - - 13,334,471 $13,334,471 $13,334,471 0.55
FX Forward|AUD|01/25/2024 - - - - 40,000,000 $26,407,405 $26,407,405 1.09
FX Forward|USD|01/25/2024 - - - - -26,461,216 $-26,461,216 $-26,461,216 -1.09
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.