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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of February 27, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,270,488 $44,270,488 1.45 $43,982,546
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,402,080 $34,402,080 1.12 $33,594,030
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,331,230 $33,331,230 1.08 $33,213,913
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,696,916 $27,696,916 0.90 $27,659,185
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,507,739 $26,507,739 0.86 $26,305,100
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,196,036 $26,196,036 0.85 $25,786,523
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,278,267 $25,278,267 0.82 $25,148,417
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.39%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,126,300 $25,126,300 0.82 $25,004,751
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,783,566 $24,783,566 0.80 $24,610,828
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,672,281 $24,672,281 0.80 $24,331,562
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,756,526 $23,756,526 0.77 $23,654,909
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,460,113 $23,460,113 0.76 $23,141,799
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 $23,316,738 $23,316,738 0.76 $23,294,403
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,310,211 $23,310,211 0.76 $23,115,881
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - - 21,800,000 $21,804,784 $21,804,784 0.71 $21,804,784
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,473,134 $21,473,134 0.70 $21,311,205
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,984,338 $20,984,338 0.68 $20,763,537
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,699,170 $20,699,170 0.67 $20,556,209
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,592,189 $20,592,189 0.67 $20,110,674
BX Trust 2025-ROIC A 4.80348% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,517,801 $20,529,147 $20,529,147 0.67 $20,487,906
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,509,213 $20,509,213 0.67 $20,205,996
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,920,889 $19,920,889 0.65 $19,433,697
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,859,262 $19,859,262 0.64 $19,494,702
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,729,178 $19,729,178 0.64 $19,346,402
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,638,629 $19,638,629 0.64 $19,249,544
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,295,252 $19,295,252 0.63 $18,802,969
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 18,211,363 $18,878,293 $18,878,293 0.61 $18,858,015
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,779,152 $17,779,152 0.58 $17,716,309
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,666,896 $17,666,896 0.57 $17,633,833
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,616,255 $17,616,255 0.57 $17,261,779
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,521,143 $17,521,143 0.57 $17,247,158
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,514,655 $17,514,655 0.57 $17,456,974
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,471,562 $17,471,562 0.57 $17,170,639
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,445,498 $17,445,498 0.57 $17,096,529
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,418,362 $17,418,362 0.57 $16,991,477
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,240,251 $17,240,251 0.56 $17,131,943
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,073,821 $17,073,821 0.55 $16,858,472
NOW Trust 2024-1 A 5.1973% 14-JUN-2032, 5.20%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 23,357,275 $16,740,926 $16,740,926 0.54 $16,707,743
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - - 12,500,000 $16,707,698 $16,707,698 0.54 $16,568,601
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 12,385,000 $16,529,347 $16,529,347 0.54 $16,399,135
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,089,748 $16,089,748 0.52 $15,777,927
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,516,399 $15,516,399 0.50 $15,223,483
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,456,470 $15,456,470 0.50 $15,238,904
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,456,350 $15,456,350 0.50 $15,050,000
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,327,338 $15,327,338 0.50 $15,045,577
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,317,136 $15,317,136 0.50 $15,075,300
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,254,758 $15,254,758 0.50 $15,107,765
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,197,687 $15,197,687 0.49 $15,063,868
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,178,351 $15,178,351 0.49 $15,095,412
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,093,032 $15,093,032 0.49 $14,700,721
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,937,006 $14,937,006 0.48 $14,900,239
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,928,055 $14,928,055 0.48 $14,829,025
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,776,492 $14,776,492 0.48 $14,701,050
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,775,536 $14,775,536 0.48 $14,505,132
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,707,906 $14,707,906 0.48 $14,380,392
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,667,786 $14,667,786 0.48 $14,421,909
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,550,299 $14,550,299 0.47 $14,497,247
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,549,617 $14,549,617 0.47 $14,399,892
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,463,576 $14,463,576 0.47 $14,425,346
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.19728% 25-OCT-2041, 5.17%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 14,383,289 $14,447,945 $14,447,945 0.47 $14,437,622
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,381,623 $14,381,623 0.47 $14,080,131
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,273,618 $14,273,618 0.46 $14,029,785
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $14,020,830 $14,020,830 0.46 $13,883,392
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $14,001,025 $14,001,025 0.45 $13,865,952
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $13,979,862 $13,979,862 0.45 $13,960,462
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,961,541 $13,961,541 0.45 $13,597,932
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,864,832 $13,864,832 0.45 $13,742,723
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,824,598 $13,824,598 0.45 $13,619,059
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,753,995 $13,753,995 0.45 $13,679,310
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,676,797 $13,676,797 0.44 $13,664,597
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,635,550 $13,635,550 0.44 $13,334,493
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,608,039 $13,608,039 0.44 $13,374,839
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,443,958 $13,443,958 0.44 $12,913,663
NOW Trust 2025-1 A 4.9473% 14-FEB-2034, 4.95%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 18,573,393 $13,287,436 $13,287,436 0.43 $13,262,318
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,255,624 $13,255,624 0.43 $12,925,931
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,173,964 $13,173,964 0.43 $12,961,168
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,132,053 $13,132,053 0.43 $12,887,781
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,126,517 $13,126,517 0.43 $13,106,808
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,110,748 $13,110,748 0.43 $12,885,658
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,033,995 $13,033,995 0.42 $12,795,508
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,999,566 $12,999,566 0.42 $12,901,273
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,994,544 $12,994,544 0.42 $12,661,257
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 $12,981,537 $12,981,537 0.42 $12,970,038
Bank of New York Mellon Corp|5.625|06/20/2199, 5.62%, 06/20/99 BK 064058AS9 - - 12,925,000 $12,922,472 $12,922,472 0.42 $12,922,472
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,879,665 $12,879,665 0.42 $12,816,788
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,818,346 $12,818,346 0.42 $12,806,972
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,760,088 $12,760,088 0.41 $12,565,247
RAF ABS Series 2025-1 A 4.74% 09-DEC-2031, 4.74%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,742,077 $12,684,009 $12,684,009 0.41 $12,649,528
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,634,928 $12,634,928 0.41 $12,452,505
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,265,738 $12,265,738 0.40 $12,191,050
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,216,679 $12,216,679 0.40 $12,165,994
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,209,359 $12,209,359 0.40 $12,125,667
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.17%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,146,468 $12,146,468 0.39 $12,134,691
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,120,795 $12,120,795 0.39 $11,864,595
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,995,080 $11,995,080 0.39 $11,939,463
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,881,516 $11,881,516 0.39 $11,867,756
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,804,171 $11,804,171 0.38 $11,760,612
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,734,004 $11,734,004 0.38 $11,529,343
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,721,306 $11,721,306 0.38 $11,659,769
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,702,613 $11,702,613 0.38 $11,593,296
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 11,611,615 $11,682,813 $11,682,813 0.38 $11,672,138
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,604,907 $11,604,907 0.38 $11,456,985
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,595,939 $11,595,939 0.38 $11,563,097
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,161,944 $11,161,944 0.36 $11,078,756
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,045,825 $11,045,825 0.36 $11,030,313
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,745,579 $10,745,579 0.35 $10,667,284
NRTH Commercial Mortgage Trust 2025-PARK A 5.05292% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,541,768 $10,541,768 0.34 $10,519,662
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,496,368 $10,496,368 0.34 $10,306,791
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,496,178 $10,496,178 0.34 $10,456,630
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,449,634 $10,449,634 0.34 $10,372,725
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,369,704 $10,369,704 0.34 $10,134,579
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,307,663 $10,307,663 0.33 $10,191,110
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,251,834 $10,251,834 0.33 $10,181,240
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,154,095 $10,154,095 0.33 $10,055,259
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,141,296 $10,141,296 0.33 $10,052,532
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,084,428 $10,084,428 0.33 $10,034,984
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $10,020,302 $10,020,302 0.33 $9,922,690
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,963,738 $9,963,738 0.32 $9,763,577
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,927,947 $9,927,947 0.32 $9,781,394
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 $9,826,003 $9,826,003 0.32 $9,798,100
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,801,284 $9,801,284 0.32 $9,755,862
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,772,690 $9,772,690 0.32 $9,634,835
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,729,199 $9,729,199 0.32 $9,708,540
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,688,311 $9,688,311 0.31 $9,598,123
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29728% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 9,483,434 $9,505,173 $9,505,173 0.31 $9,498,236
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,488,777 $9,488,777 0.31 $9,410,773
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,432,436 $9,432,436 0.31 $9,326,257
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,218,952 $9,218,952 0.30 $9,035,632
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,218,510 $9,218,510 0.30 $9,155,647
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,196,016 $9,196,016 0.30 $9,027,709
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $9,005,019 $9,005,019 0.29 $8,885,988
Plenti PL & Green ABS Trust 2024-2 A1 4.97% 11-APR-2036, 4.97%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 12,561,496 $8,993,808 $8,993,808 0.29 $8,970,649
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,965,984 $8,965,984 0.29 $8,810,851
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,928,996 $8,928,996 0.29 $8,894,969
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,872,332 $8,872,332 0.29 $8,816,443
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,768,953 $8,768,953 0.28 $8,745,630
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,689,318 $8,689,318 0.28 $8,629,778
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,625,845 $8,625,845 0.28 $8,609,157
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,583,771 $8,583,771 0.28 $8,517,073
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,351,852 $8,351,852 0.27 $8,204,988
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,238,351 $8,238,351 0.27 $8,068,702
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,225,441 $8,225,441 0.27 $8,217,464
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69728% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,077,009 $8,221,221 $8,221,221 0.27 $8,213,741
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,176,277 $8,176,277 0.27 $8,014,088
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,169,270 $8,169,270 0.27 $7,978,187
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,038,459 $8,038,459 0.26 $7,979,757
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,975,022 $7,975,022 0.26 $7,960,855
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 7,863,815 $7,973,709 $7,973,709 0.26 $7,959,444
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,956,660 $7,956,660 0.26 $7,795,561
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,894,216 $7,894,216 0.26 $7,720,169
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,828,359 $7,828,359 0.25 $7,697,928
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,762,603 $7,762,603 0.25 $7,683,414
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,633,900 $7,633,900 0.25 $7,595,203
United Airlines Holdings, Inc. 4.875% 01-MAR-2029, 4.88%, 03/01/29 UAL 910047AM1 - - 7,494,000 $7,574,441 $7,574,441 0.25 $7,548,056
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,520,637 $7,520,637 0.24 $7,468,113
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,514,751 $7,514,751 0.24 $7,468,799
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,407,311 $7,407,311 0.24 $7,223,804
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,389,526 $7,389,526 0.24 $7,369,411
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,366,540 $7,366,540 0.24 $7,339,315
Western Union Co|4.75|06/15/2029, 4.75%, 06/15/29 WU 959802BB4 - - 7,246,000 $7,262,780 $7,262,780 0.24 $7,262,780
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,232,821 $7,232,821 0.23 $7,211,893
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,229,571 $7,229,571 0.23 $7,109,871
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,178,945 $7,178,945 0.23 $7,085,320
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,082,306 $7,147,739 $7,147,739 0.23 $7,136,037
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,079,524 $7,079,524 0.23 $6,927,316
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.24%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,853,109 $7,073,043 $7,073,043 0.23 $7,053,889
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,071,730 $7,071,730 0.23 $7,003,658
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,066,753 $7,066,753 0.23 $7,006,013
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,059,025 $7,059,025 0.23 $6,914,402
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $7,030,034 $7,030,034 0.23 $6,998,682
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,991,597 $6,991,597 0.23 $6,931,186
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $6,965,688 $6,965,688 0.23 $6,958,412
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,893,869 $6,893,869 0.22 $6,825,588
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,790,513 $6,790,513 0.22 $6,658,216
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,782,309 $6,782,309 0.22 $6,659,191
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 6,652,340 $6,764,955 $6,764,955 0.22 $6,751,311
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,756,570 $6,756,570 0.22 $6,623,773
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,683,333 $6,683,333 0.22 $6,552,135
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,600,705 $6,600,705 0.21 $6,592,548
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,592,037 $6,592,037 0.21 $6,557,943
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,520,849 $6,520,849 0.21 $6,477,055
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,505,330 $6,505,330 0.21 $6,328,285
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,487,897 $6,487,897 0.21 $6,342,589
Metro Finance 2024-1 Trust|5.04|09/17/2030, 5.04%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 8,995,284 $6,478,054 $6,478,054 0.21 $6,439,506
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89728% 25-MAY-2045, 4.87%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 6,454,650 $6,462,237 $6,462,237 0.21 $6,457,874
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,428,275 $6,428,275 0.21 $6,373,439
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,326,267 $6,326,267 0.21 $6,293,790
Insurance Australia Group Limited FRN 15-DEC-2036, 6.16%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,243,182 $6,243,182 0.20 $6,163,975
Connecticut Avenue Securities Trust 2025-R01 1M2 5.19728% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,210,372 $6,210,372 0.20 $6,205,919
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,034,638 $6,034,638 0.20 $6,028,846
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,019,624 $6,019,624 0.20 $5,973,114
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,011,597 $6,011,597 0.20 $5,950,939
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,959,676 $5,959,676 0.19 $5,912,110
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,949,683 $5,949,683 0.19 $5,847,400
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84728% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,912,966 $5,919,930 $5,919,930 0.19 $5,915,973
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,917,509 $5,917,509 0.19 $5,837,015
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,866,315 $5,866,315 0.19 $5,795,276
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,776,851 $5,776,851 0.19 $5,743,635
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - - 4,195,000 $5,769,191 $5,769,191 0.19 $5,672,180
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.87%, 07/25/45 CAS 2025-R05 20753CAB6 - - 5,657,296 $5,664,631 $5,664,631 0.18 $5,660,807
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,559,532 $5,559,532 0.18 $5,531,445
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 5,461,495 $5,513,741 $5,513,741 0.18 $5,483,352
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,495,614 $5,495,614 0.18 $5,386,889
Connecticut Avenue Securities Trust 2024-R01 1M1 4.74728% 25-JAN-2044, 4.72%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 5,485,760 $5,490,274 $5,490,274 0.18 $5,486,680
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,314,397 $5,377,452 $5,377,452 0.17 $5,364,992
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,338,671 $5,338,671 0.17 $5,224,566
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,207,200 $5,195,264 $5,195,264 0.17 $5,188,269
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.94728% 25-MAR-2044, 4.92%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,178,233 $5,187,187 $5,187,187 0.17 $5,183,650
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,153,165 $5,153,165 0.17 $5,047,408
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,152,845 $5,152,845 0.17 $5,099,908
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,148,338 $5,148,338 0.17 $5,060,657
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - - 5,170,000 $5,126,644 $5,126,644 0.17 $5,038,510
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,077,518 $5,077,518 0.16 $5,051,684
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,075,149 $5,075,149 0.16 $5,049,506
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $5,040,985 $5,040,985 0.16 $4,987,043
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 $5,020,834 $5,020,834 0.16 $5,017,355
RESIMAC Bastille Trust 2024-1NC A2 5.14% 13-SEP-2055, 5.14%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,907,283 $4,957,602 $4,957,602 0.16 $4,945,817
BX Commercial Mortgage Trust 2024-AIRC A 5.35124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,607 $4,869,716 $4,869,716 0.16 $4,858,888
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,863,838 $4,863,838 0.16 $4,772,523
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - - 4,500,000 $4,803,079 $4,803,079 0.16 $4,685,593
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,775,973 $4,775,973 0.16 $4,683,567
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,761,168 $4,761,168 0.15 $4,722,194
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,752,054 $4,752,054 0.15 $4,662,219
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,674,922 $4,674,922 0.15 $4,629,181
Plenti PL & Green ABS Trust 2025-1 A1G 4.99% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 6,454,261 $4,622,382 $4,622,382 0.15 $4,610,434
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,612,543 $4,612,543 0.15 $4,578,161
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29728% 25-MAR-2045, 5.27%, 03/25/45 CAS 2025-R03 20754VAB3 - - 4,438,857 $4,452,269 $4,452,269 0.14 $4,449,022
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,438,333 $4,438,333 0.14 $4,412,671
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.89728% 25-AUG-2044, 4.87%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 4,367,296 $4,375,382 $4,375,382 0.14 $4,372,430
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.74728% 25-JAN-2045, 4.72%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 4,346,154 $4,349,847 $4,349,847 0.14 $4,347,000
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24728% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,313,503 $4,334,960 $4,334,960 0.14 $4,331,834
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 4,278,000 $4,281,969 $4,281,969 0.14 $4,210,336
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 $4,232,387 $4,232,387 0.14 $4,228,099
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,127,935 $4,127,935 0.13 $4,061,302
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 $4,122,387 $4,122,387 0.13 $4,088,065
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,098,210 $4,098,210 0.13 $4,088,226
Plenti PL & Green ABS Trust 2025-1 A1 4.99% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 5,516,463 $3,951,870 $3,951,870 0.13 $3,941,658
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,939,342 $3,939,342 0.13 $3,935,529
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,845,020 $3,845,020 0.12 $3,798,861
Liberty Series 2024-1 Auto A 4.815% 25-MAY-2032, 5.00%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,330,345 $3,814,889 $3,814,889 0.12 $3,812,285
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,798,225 $3,798,225 0.12 $3,742,370
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,716,041 $3,716,041 0.12 $3,638,201
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,716,041 $3,716,041 0.12 $3,660,672
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,645,509 $3,645,509 0.12 $3,630,547
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,498,695 $3,498,695 0.11 $3,449,155
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,380,187 $3,380,187 0.11 $3,329,662
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,304,386 $3,304,386 0.11 $3,301,027
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,304,217 $3,304,217 0.11 $3,233,480
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,293,347 $3,293,347 0.11 $3,272,197
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,096,611 $3,096,611 0.10 $3,083,746
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,092,060 $3,092,060 0.10 $3,064,710
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,952,882 $2,952,882 0.10 $2,920,786
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,921,490 $2,921,490 0.09 $2,902,781
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,905,475 $2,905,475 0.09 $2,902,529
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,819,546 $2,819,546 0.09 $2,751,491
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.14728% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 2,788,778 $2,791,700 $2,791,700 0.09 $2,789,718
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,736,438 $2,736,438 0.09 $2,735,137
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.79728% 25-DEC-2031, 4.77%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,623,509 $2,639,417 $2,639,417 0.09 $2,626,573
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,576,859 $2,618,801 $2,618,801 0.08 $2,612,825
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,610,314 $2,610,314 0.08 $2,588,813
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,386,347 $2,386,347 0.08 $2,380,677
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,259,158 $2,259,158 0.07 $2,217,078
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79728% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,221,011 $2,223,888 $2,223,888 0.07 $2,222,417
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,220,371 $2,220,371 0.07 $2,196,398
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,166,101 $2,207,958 $2,207,958 0.07 $2,201,998
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,166,101 $2,206,763 $2,206,763 0.07 $2,200,952
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.04728% 25-FEB-2044, 5.02%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,182,817 $2,185,687 $2,185,687 0.07 $2,184,166
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,088,054 $2,091,407 $2,091,407 0.07 $2,089,996
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,087,607 $2,087,607 0.07 $2,072,498
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.49728% 25-NOV-2041, 5.47%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,016,679 $2,016,679 0.07 $2,015,160
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $2,005,319 $2,005,319 0.07 $1,990,409
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.89728% 25-MAY-2044, 4.87%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 1,994,562 $1,998,744 $1,998,744 0.06 $1,997,395
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.41721% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 1,850,000 $1,979,636 $1,979,636 0.06 $1,977,216
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,974,458 $1,974,458 0.06 $1,970,040
Plenti Auto ABS Trust 2025-1 A 4.9% 12-AUG-2033, 4.90%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,704,767 $1,939,081 $1,939,081 0.06 $1,934,423
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,798,521 $1,821,431 $1,821,431 0.06 $1,817,210
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,748,778 $1,748,778 0.06 $1,710,679
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84728% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,730,910 $1,730,910 0.06 $1,729,746
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,639,433 $1,639,433 0.05 $1,614,021
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,501,683 $1,501,683 0.05 $1,484,754
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 $1,489,896 $1,489,896 0.05 $1,488,598
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79728% 25-FEB-2044, 4.77%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,337,073 $1,337,958 $1,337,958 0.04 $1,337,072
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,300,369 $1,300,369 0.04 $1,283,276
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,289,672 $1,289,672 0.04 $1,282,495
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,194,983 $1,194,983 0.04 $1,191,354
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39728% 25-JUL-2043, 5.37%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,170,917 $1,176,496 $1,176,496 0.04 $1,175,623
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54728% 25-NOV-2043, 5.52%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,146,071 $1,152,704 $1,152,704 0.04 $1,151,826
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.99%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,571,369 $1,129,098 $1,129,098 0.04 $1,125,606
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69728% 25-JUN-2043, 5.67%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,045,792 $1,048,319 $1,048,319 0.03 $1,047,495
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84728% 25-MAR-2044, 4.82%, 03/25/44 CAS 207941AA3 - - 1,022,939 $1,023,909 $1,023,909 0.03 $1,023,225
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $1,001,968 $1,001,968 0.03 $999,558
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $1,000,692 $1,000,692 0.03 $979,730
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.69728% 25-MAY-2043, 5.67%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 964,483 $971,722 $971,722 0.03 $970,963
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $888,702 $888,702 0.03 $888,358
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $869,685 $869,685 0.03 $869,141
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $741,623 $741,623 0.02 $735,574
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $724,573 $724,573 0.02 $720,699
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $723,996 $723,996 0.02 $714,925
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $720,815 $720,815 0.02 $708,547
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $720,506 $720,506 0.02 $708,718
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $718,270 $718,270 0.02 $712,830
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - - 800,000 $576,026 $576,026 0.02 $572,197
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $403,261 $403,261 0.01 $399,505
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $107,547 $107,547 0.00 $106,060
Connecticut Avenue Securities Trust 2024-R05 2M1 4.69728% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 63,502 $63,542 $63,542 0.00 $63,501
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -2,093 $-438,009,306 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-95,899,732 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -417.00 $-32,402,079 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-15,164,353 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,923,312 $0 0.00 $0
AUTONATION INC 0% 03/02/2026, 0.00%, 03/02/26 AUTONA 05330NC23 - - 76,650,000 $76,624,276 $76,624,276 2.49 $76,624,276
AIR LEASE CORP 0% 03/03/2026, 0.00%, 03/03/26 AL 00913XC35 - - 61,650,000 $61,622,541 $61,622,541 2.00 $61,622,541
TARGA RESOURCES CORP 0% 03/02/2026, 0.00%, 03/02/26 TRGP 87613LC23 - - 54,750,000 $54,732,398 $54,732,398 1.78 $54,732,398
CONAGRA BRANDS INC 0% 03/03/2026, 0.00%, 03/03/26 CAGPP 20600HC36 - - 46,000,000 $45,980,206 $45,980,206 1.49 $45,980,206
ENBRIDGE INC 0% 03/20/2026, 0.00%, 03/20/26 ENB 292976QM2 - - 49,780,000 $36,441,946 $36,441,946 1.18 $36,441,946
GLOBAL PAYMENTS INC 0% 03/04/2026, 0.00%, 03/04/26 GPN 37961DC40 - - 33,600,000 $33,581,318 $33,581,318 1.09 $33,581,318
HUMANA INC 0% 03/02/2026, 0.00%, 03/02/26 HUMPP 44486JC23 - - 32,250,000 $32,239,874 $32,239,874 1.05 $32,239,874
HCA INC 0% 03/03/2026, 0.00%, 03/03/26 HCA 40412DC31 - - 24,350,000 $24,339,103 $24,339,103 0.79 $24,339,103
CONAGRA BRANDS INC 0% 03/02/2026, 0.00%, 03/02/26 CAGPP 20600HC28 - - 23,450,000 $23,442,442 $23,442,442 0.76 $23,442,442
ENBRIDGE INC 0% 03/19/2026, 0.00%, 03/19/26 ENB 292976QL4 - - 23,122,000 $16,928,047 $16,928,047 0.55 $16,928,047
HCA INC 0% 03/02/2026, 0.00%, 03/02/26 HCA 40412DC23 - - 15,300,000 $15,294,884 $15,294,884 0.50 $15,294,884
AVIATION CAPITAL GROUP LLC 0% 03/02/2026, 0.00%, 03/02/26 AVTNCP 05369CC21 - - 10,600,000 $10,596,655 $10,596,655 0.34 $10,596,655
SEGREGATED CASH SEGCASH - $0.00 9,617,211 $9,617,211 $9,617,211 0.31 $9,617,211
ENBRIDGE INC 0% 03/25/2026, 0.00%, 03/25/26 ENB 292976QS9 - - 7,610,000 $5,568,912 $5,568,912 0.18 $5,568,912
NEW ZEALAND DOLLAR NZD - - 6,783,820 $4,070,626 $4,070,626 0.13 $4,070,626
BRITISH POUND GBP - - 2,244,438 $3,017,529 $3,017,529 0.10 $3,017,529
CANADIAN DOLLAR CAD - - 2,378,460 $1,743,931 $1,743,931 0.06 $1,743,931
EURO EUR - - 1,230,103 $1,452,374 $1,452,374 0.05 $1,452,374
GLOBAL PAYMENTS INC 0% 03/02/2026, 0.00%, 03/02/26 GPN 37961DC24 - - 1,450,000 $1,449,516 $1,449,516 0.05 $1,449,516
AUSTRALIAN DOLLARS AUD - - 1,432,111 $1,020,596 $1,020,596 0.03 $1,020,596
US DOLLARS USD MD_142224 - - -175,782,601 $-175,782,601 $-175,782,601 -5.71 $-175,782,601
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.77 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.77 $-54,400,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - 23,067,000 $0 $23,067,000 0.75 $23,067,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - -23,067,000 $-23,067,000 $-23,067,000 -0.75 $-23,067,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,363,048 $49,363,048 1.60 $49,363,048
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,363,048 $-49,363,048 -1.60 $-49,363,048
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,225,709 $45,225,709 1.47 $45,225,709
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,225,709 $-45,225,709 -1.47 $-45,225,709
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,935,243 $63,935,243 2.08 $63,935,243
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,935,243 $-63,935,243 -2.08 $-63,935,243
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $147,082,549 $147,082,549 4.77 $147,082,549
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-147,082,549 $-147,082,549 -4.77 $-147,082,549
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,751,277 $74,751,277 2.43 $74,751,277
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,751,277 $-74,751,277 -2.43 $-74,751,277
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 4.70 $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 -4.70 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,335,574 $8,335,574 0.27 $8,335,574
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,335,574 $-8,335,574 -0.27 $-8,335,574
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - 59,400,000 $79,860,177 $79,860,177 2.59 $79,860,177
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - -59,400,000 $-79,860,177 $-79,860,177 -2.59 $-79,860,177
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - 59,400,000 $79,860,177 $79,860,177 2.59 $79,860,177
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - -59,400,000 $-79,860,177 $-79,860,177 -2.59 $-79,860,177
PARENT IRS SWAPTION 5M X 2y 01Jan00 RECEIVE FIXED 2.78% 2.78% PAY UNITED STATES SOFR SECURED OVERNI, 2.78%, 07/14/26 - UCAXXD9SQ $2.78 414,900,000 $414,900,000 $567,015 0.02 $567,015
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 816.00 $585,053,782 $0 0.00 $0
PARENT IRS SWAPTION 5M X 2Y 01Jan00 RECEIVE FIXED 2.28% 2.28% PAY UNITED STATES SOFR SECURED OVERNI, 2.28%, 07/14/26 - UCAXXD9SH $2.28 -414,900,000 $-414,900,000 $-192,410 -0.01 $-192,410
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,867,157 $-14,867,157 -0.48 $-14,867,157
FX Forward|USD|04/17/2026 +EURU - - 14,700,822 $14,700,822 $14,700,822 0.48 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - - -10,940,000 $-14,710,513 $-14,710,513 -0.48 $-14,710,513
FX Forward|USD|04/17/2026 +GBP0 - - 14,702,321 $14,702,321 $14,702,321 0.48 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - - -93,310,000 $-68,569,440 $-68,569,440 -2.23 $-68,569,440
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.19 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-394,950,202 $-394,950,202 -12.82 $-394,950,202
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.02 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,066,233 $-3,066,233 -0.10 $-3,066,233
FX Forward|USD|04/17/2026 +NZD1 - - 2,937,661 $2,937,661 $2,937,661 0.10 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - - 7,000,000 $4,987,285 $4,987,285 0.16 $4,987,285
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 $-8,355,586 $-8,355,586 -0.27 $-8,355,586
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 $8,905,866 $8,905,866 0.29 $8,905,866
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 $2,493,642 $2,493,642 0.08 $2,493,642
FX Forward|USD|04/17/2026 +AUD1 - - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|CAD|03/19/2026 +CADU - - -23,122,000 $-16,968,391 $-16,968,391 -0.55 $-16,968,391
FX Forward|USD|03/19/2026 +CADU - - 17,056,005 $17,056,005 $17,056,005 0.55 $17,056,005
FX Forward|CAD|03/20/2026 +CADU - - -30,000,000 $-22,017,114 $-22,017,114 -0.71 $-22,017,114
FX Forward|USD|03/20/2026 +CADU - - 22,052,568 $22,052,568 $22,052,568 0.72 $22,052,568
FX Forward|AUD|04/17/2026 +AUDU - - 3,800,000 $2,707,383 $2,707,383 0.09 $2,707,383
FX Forward|USD|04/17/2026 +AUDU - - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
FX Forward|CAD|03/20/2026 +CADU - - -19,780,000 $-14,516,617 $-14,516,617 -0.47 $-14,516,617
FX Forward|USD|03/20/2026 +CADU - - 14,471,138 $14,471,138 $14,471,138 0.47 $14,471,138
FX Forward|CAD|03/25/2026 +CADU - - -4,510,000 $-3,310,816 $-3,310,816 -0.11 $-3,310,816
FX Forward|USD|03/25/2026 +CADU - - 3,300,081 $3,300,081 $3,300,081 0.11 $3,300,081
FX Forward|CAD|03/25/2026 +CAD0 - - -3,100,000 $-2,275,727 $-2,275,727 -0.07 $-2,275,727
FX Forward|USD|03/25/2026 +CAD0 - - 2,268,349 $2,268,349 $2,268,349 0.07 $2,268,349
FX Forward|AUD|04/17/2026 +AUDU - - 3,000,000 $2,137,408 $2,137,408 0.07 $2,137,408
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 $-5,782,012 $-5,782,012 -0.19 $-5,782,012
FX Forward|USD|04/17/2026 +GBPU - - 5,783,711 $5,783,711 $5,783,711 0.19 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - - -18,000,000 $-24,203,770 $-24,203,770 -0.79 $-24,203,770
FX Forward|USD|04/17/2026 +GBPU - - 24,316,938 $24,316,938 $24,316,938 0.79 $24,316,938
FX Forward|AUD|04/17/2026 - - - 2,500,000 $1,781,173 $1,781,173 0.06 $1,781,173
FX Forward|USD|04/17/2026 - - - -1,777,843 $-1,777,843 $-1,777,843 -0.06 $-1,777,843
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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