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 March 20, 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 $44,853,141 $44,853,141 1.45 $44,802,952
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,138,581 $44,138,581 1.43 $43,724,664
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $32,875,113 $32,875,113 1.06 $32,669,807
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,376,102 $27,376,102 0.89 $27,250,806
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,242,304 $26,242,304 0.85 $25,949,124
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,008,107 $26,008,107 0.83 $25,528,104
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.37%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,099,635 $25,099,635 0.80 $24,914,043
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,073,629 $25,073,629 0.80 $24,872,019
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,227,775 $24,227,775 0.78 $23,821,413
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,002,668 $24,002,668 0.77 $23,754,357
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,348,825 $23,348,825 0.75 $22,968,037
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,158,194 $23,158,194 0.74 $23,134,574
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 $23,082,446 $23,082,446 0.74 $22,993,108
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - - 21,800,000 $21,530,579 $21,530,579 0.69 $21,480,318
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,221,253 $21,221,253 0.68 $20,991,519
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,732,812 $20,732,812 0.66 $20,687,723
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,544,770 $20,544,770 0.66 $19,989,445
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,517,801 $20,444,656 $20,444,656 0.66 $20,422,754
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,403,604 $20,403,604 0.65 $20,233,460
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,242,454 $20,242,454 0.65 $19,882,888
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,495,327 $19,495,327 0.63 $19,475,797
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,457,263 $19,457,263 0.62 $19,014,067
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,142,525 $19,142,525 0.61 $19,096,000
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 $18,898,741 $18,898,741 0.61 $18,793,293
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,594,529 $18,594,529 0.60 $18,534,693
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,782,614 $17,782,614 0.57 $17,680,956
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,638,884 $17,638,884 0.57 $17,552,411
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,551,982 $17,551,982 0.56 $17,456,448
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,551,950 $17,551,950 0.56 $17,135,952
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,446,746 $17,446,746 0.56 $17,116,353
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,423,920 $17,423,920 0.56 $17,074,010
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,125,427 $17,125,427 0.55 $16,991,847
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $16,979,880 $16,979,880 0.54 $16,959,430
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,884,379 $16,884,379 0.54 $16,641,158
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - - 12,500,000 $16,389,143 $16,389,143 0.53 $16,383,373
Barclays PLC 1.125% 22-MAR-2031, 1.12%, 03/22/31 BACR BO5828138 - - 13,933,000 $16,266,038 $16,266,038 0.52 $16,085,571
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 12,385,000 $16,215,041 $16,215,041 0.52 $16,209,673
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,028,011 $16,028,011 0.51 $15,665,819
NOW Trust 2024-1 A 5.35% 14-JUN-2032, 5.35%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 22,525,817 $15,910,761 $15,910,761 0.51 $15,894,505
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - - 15,750,000 $15,790,809 $15,790,809 0.51 $15,777,139
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,397,830 $15,397,830 0.49 $15,140,186
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,227,173 $15,227,173 0.49 $14,908,198
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,125,202 $15,125,202 0.49 $14,938,120
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,095,258 $15,095,258 0.48 $14,819,789
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - - 15,125,000 $15,075,980 $15,075,980 0.48 $15,051,675
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,060,271 $15,060,271 0.48 $15,057,793
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,038,177 $15,038,177 0.48 $14,913,769
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,750,832 $14,750,832 0.47 $14,612,563
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,740,167 $14,740,167 0.47 $14,655,940
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,738,297 $14,738,297 0.47 $14,621,163
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,680,500 $14,680,500 0.47 $14,655,115
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,652,427 $14,652,427 0.47 $14,342,861
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,537,290 $14,537,290 0.47 $14,252,297
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.16721% 25-OCT-2041, 5.17%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 14,383,289 $14,492,752 $14,492,752 0.46 $14,439,075
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,381,038 $14,381,038 0.46 $14,201,927
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,354,585 $14,354,585 0.46 $14,253,093
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,340,341 $14,340,341 0.46 $13,998,264
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,267,538 $14,267,538 0.46 $14,187,053
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,110,860 $14,110,860 0.45 $13,833,339
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,110,300 $14,110,300 0.45 $14,094,611
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,008,784 $14,008,784 0.45 $13,955,440
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,820,108 $13,820,108 0.44 $13,567,137
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,819,090 $13,819,090 0.44 $13,806,691
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,808,689 $13,808,689 0.44 $13,796,506
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,683,678 $13,683,678 0.44 $13,569,783
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,646,097 $13,646,097 0.44 $13,490,685
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,613,707 $13,613,707 0.44 $13,334,307
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,556,661 $13,556,661 0.43 $13,514,240
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,529,217 $13,529,217 0.43 $13,466,604
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,517,314 $13,517,314 0.43 $13,174,389
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,076,539 $13,076,539 0.42 $13,032,483
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,056,966 $13,056,966 0.42 $12,769,587
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,054,474 $13,054,474 0.42 $12,806,491
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,994,575 $12,994,575 0.42 $12,617,817
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,987,462 $12,987,462 0.42 $12,852,956
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,980,644 $12,980,644 0.42 $12,718,911
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $12,962,955 $12,962,955 0.42 $12,399,982
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,952,897 $12,952,897 0.42 $12,669,694
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $12,910,081 $12,910,081 0.41 $12,870,008
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,877,952 $12,877,952 0.41 $12,772,480
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 $12,783,088 $12,783,088 0.41 $12,737,094
NOW Trust 2025-1 A 5.1% 14-FEB-2034, 5.10%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 17,886,414 $12,597,337 $12,597,337 0.40 $12,585,032
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,530,709 $12,575,210 $12,575,210 0.40 $12,530,697
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,562,529 $12,562,529 0.40 $12,331,772
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - - 12,556,000 $12,516,949 $12,516,949 0.40 $12,516,949
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,304,411 $12,304,411 0.39 $12,260,793
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,226,897 $12,226,897 0.39 $12,139,508
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.17%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,150,947 $12,150,947 0.39 $12,089,707
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,150,629 $12,150,629 0.39 $12,035,552
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,133,351 $12,133,351 0.39 $12,025,987
RAF ABS Series 2025-1 A 4.805% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,193,258 $12,108,877 $12,108,877 0.39 $12,088,181
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,935,808 $11,935,808 0.38 $11,855,341
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $11,831,044 $11,831,044 0.38 $11,815,884
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,756,779 $11,756,779 0.38 $11,514,416
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,749,101 $11,749,101 0.38 $11,699,873
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 $11,649,797 $11,649,797 0.37 $11,607,097
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,613,519 $11,613,519 0.37 $11,540,107
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,595,343 $11,595,343 0.37 $11,519,639
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,592,471 $11,592,471 0.37 $11,490,550
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,572,351 $11,572,351 0.37 $11,431,625
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,151,352 $11,151,352 0.36 $11,036,402
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,009,265 $11,009,265 0.35 $10,996,843
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,615,266 $10,615,266 0.34 $10,518,070
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,500,437 $10,500,437 0.34 $10,488,617
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,466,888 $10,466,888 0.34 $10,249,856
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,394,726 $10,394,726 0.33 $10,127,116
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,318,189 $10,318,189 0.33 $10,169,849
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,313,935 $10,313,935 0.33 $10,206,742
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,232,260 $10,232,260 0.33 $10,129,438
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,224,799 $10,224,799 0.33 $10,198,434
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,168,548 $10,168,548 0.33 $10,038,734
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,023,325 $10,023,325 0.32 $9,910,353
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,954,599 $9,954,599 0.32 $9,837,831
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,952,708 $9,952,708 0.32 $9,715,995
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 $9,948,728 $9,948,728 0.32 $9,933,718
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $9,942,933 $9,942,933 0.32 $9,868,768
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,898,061 $9,898,061 0.32 $9,730,572
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 $9,703,975 $9,703,975 0.31 $9,660,235
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,685,736 $9,685,736 0.31 $9,522,262
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,622,241 $9,622,241 0.31 $9,573,194
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,612,679 $9,612,679 0.31 $9,537,449
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 9,483,434 $9,524,749 $9,524,749 0.31 $9,488,673
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,464,718 $9,464,718 0.30 $9,349,746
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,446,935 $9,446,935 0.30 $9,342,078
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,313,024 $9,313,024 0.30 $9,192,733
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,169,280 $9,169,280 0.29 $8,961,902
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,160,406 $9,160,406 0.29 $9,069,456
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,123,995 $9,123,995 0.29 $8,933,177
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,940,951 $8,940,951 0.29 $8,762,039
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,844,431 $8,844,431 0.28 $8,785,764
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,754,891 $8,754,891 0.28 $8,728,492
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,745,196 $8,745,196 0.28 $8,667,571
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,648,594 $8,648,594 0.28 $8,564,046
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,558,207 $8,558,207 0.27 $8,461,709
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,542,428 $8,542,428 0.27 $8,505,126
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,490,751 $8,490,751 0.27 $8,440,878
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 $8,476,330 $8,476,330 0.27 $8,462,137
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,276,764 $8,276,764 0.27 $8,107,388
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,077,009 $8,213,945 $8,213,945 0.26 $8,175,052
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,154,382 $8,154,382 0.26 $7,930,675
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,151,078 $8,151,078 0.26 $8,119,171
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,147,748 $8,147,748 0.26 $7,959,359
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,029,064 $8,029,064 0.26 $7,945,709
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,001,300 $8,001,300 0.26 $7,989,395
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,968,351 $7,968,351 0.26 $7,936,684
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 $7,959,349 $7,959,349 0.26 $7,568,205
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,945,497 $7,945,497 0.25 $7,762,430
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,771,771 $7,771,771 0.25 $7,667,385
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,746,044 $7,746,044 0.25 $7,596,324
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,659,343 $7,659,343 0.25 $7,644,339
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,574,719 $7,574,719 0.24 $7,514,636
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,398,774 $7,398,774 0.24 $7,333,522
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,338,094 $7,338,094 0.24 $7,129,066
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,315,990 $7,315,990 0.23 $7,271,027
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,278,185 $7,278,185 0.23 $7,224,446
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,200,879 $7,200,879 0.23 $7,059,129
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 $7,129,173 $7,129,173 0.23 $6,847,286
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,107,862 $7,107,862 0.23 $6,995,862
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,092,166 $7,092,166 0.23 $7,047,413
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,063,383 $7,063,383 0.23 $6,984,136
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,026,551 $7,026,551 0.23 $6,853,984
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,002,761 $7,002,761 0.22 $6,998,191
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,992,647 $6,992,647 0.22 $6,829,160
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $6,954,798 $6,954,798 0.22 $6,925,693
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,897,346 $6,897,346 0.22 $6,816,117
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,882,685 $6,882,685 0.22 $6,860,435
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,826,231 $6,826,231 0.22 $6,816,252
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,784,959 $6,784,959 0.22 $6,640,474
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 $6,771,179 $6,771,179 0.22 $6,733,658
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,734,504 $6,734,504 0.22 $6,581,927
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,706,767 $6,706,767 0.22 $6,555,254
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,591,898 $6,591,898 0.21 $6,564,710
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,538,211 $6,538,211 0.21 $6,482,474
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,537,185 $6,537,185 0.21 $6,494,092
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.38%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,177,351 $6,493,069 $6,493,069 0.21 $6,481,654
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.86721% 25-MAY-2045, 4.87%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 6,454,650 $6,475,322 $6,475,322 0.21 $6,452,633
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,468,177 $6,468,177 0.21 $6,458,970
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 $6,448,947 $6,448,947 0.21 $6,430,627
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,437,289 $6,437,289 0.21 $6,243,612
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,406,694 $6,406,694 0.21 $6,333,284
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,304,665 $6,304,665 0.20 $6,301,974
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,227,881 $6,227,881 0.20 $6,175,345
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,217,911 $6,217,911 0.20 $6,194,754
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 8,682,940 $6,135,429 $6,135,429 0.20 $6,130,206
Insurance Australia Group Limited FRN 15-DEC-2036, 6.16%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,079,965 $6,079,965 0.19 $6,071,843
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,016,507 $6,016,507 0.19 $5,943,483
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $5,989,786 $5,989,786 0.19 $5,966,620
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,972,698 $5,972,698 0.19 $5,910,806
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,912,966 $5,931,640 $5,931,640 0.19 $5,911,068
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,921,575 $5,921,575 0.19 $5,854,283
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,903,181 $5,903,181 0.19 $5,811,565
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,816,006 $5,816,006 0.19 $5,726,082
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,748,313 $5,748,313 0.18 $5,741,694
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,746,925 $5,746,925 0.18 $5,698,544
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.87%, 07/25/45 CAS 2025-R05 20753CAB6 - - 5,657,296 $5,677,179 $5,677,179 0.18 $5,657,292
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - - 4,195,000 $5,543,132 $5,543,132 0.18 $5,430,478
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,505,367 $5,505,367 0.18 $5,378,943
Connecticut Avenue Securities Trust 2024-R01 1M1 4.71721% 25-JAN-2044, 4.72%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 5,485,760 $5,501,131 $5,501,131 0.18 $5,482,441
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 5,461,495 $5,492,017 $5,492,017 0.18 $5,471,202
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,455,730 $5,455,730 0.17 $5,411,259
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.91721% 25-MAR-2044, 4.92%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,178,233 $5,197,115 $5,197,115 0.17 $5,178,725
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,207,200 $5,172,814 $5,172,814 0.17 $5,153,577
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,162,464 $5,162,464 0.17 $5,157,652
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,146,346 $5,146,346 0.17 $5,041,457
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,136,032 $5,136,032 0.16 $5,016,129
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,099,282 $5,130,221 $5,130,221 0.16 $5,124,595
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,104,811 $5,104,811 0.16 $5,037,436
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,073,661 $5,073,661 0.16 $5,030,327
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 $5,026,588 $5,026,588 0.16 $5,017,021
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,020,516 $5,020,516 0.16 $5,001,110
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - - 5,170,000 $4,953,129 $4,953,129 0.16 $4,947,427
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,921,537 $4,921,537 0.16 $4,917,278
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,607 $4,863,380 $4,863,380 0.16 $4,857,592
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,804,974 $4,804,974 0.15 $4,701,674
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,739,831 $4,739,831 0.15 $4,634,575
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,654,039 $4,654,039 0.15 $4,595,824
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,621,818 $4,621,818 0.15 $4,567,514
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - - 4,500,000 $4,603,026 $4,603,026 0.15 $4,599,444
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,596,604 $4,596,604 0.15 $4,593,865
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,573,324 $4,573,324 0.15 $4,525,814
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.27%, 03/25/45 CAS 2025-R03 20754VAB3 - - 4,438,857 $4,460,540 $4,460,540 0.14 $4,443,654
RESIMAC Bastille Trust 2024-1NC A2 5.3007% 13-SEP-2055, 5.30%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,217,262 $4,396,428 $4,396,428 0.14 $4,390,077
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,392,687 $4,392,687 0.14 $4,355,310
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.86721% 25-AUG-2044, 4.87%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 4,367,296 $4,382,880 $4,382,880 0.14 $4,367,528
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.71721% 25-JAN-2045, 4.72%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 4,346,154 $4,356,271 $4,356,271 0.14 $4,341,464
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,313,503 $4,340,634 $4,340,634 0.14 $4,324,381
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 $4,248,161 $4,248,161 0.14 $4,241,024
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 $4,220,011 $4,220,011 0.14 $4,202,861
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,104,836 $4,104,836 0.13 $4,083,205
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 $4,038,103 $4,038,103 0.13 $4,034,547
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,000,375 $4,000,375 0.13 $3,924,107
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,888,266 $3,888,266 0.12 $3,873,013
Liberty Series 2024-1 Auto A 5.005% 25-MAY-2032, 5.00%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,330,345 $3,771,338 $3,771,338 0.12 $3,757,971
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,749,558 $3,749,558 0.12 $3,739,688
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,701,638 $3,701,638 0.12 $3,636,968
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,692,463 $3,692,463 0.12 $3,687,386
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,683,304 $3,683,304 0.12 $3,594,918
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,643,266 $3,643,266 0.12 $3,615,735
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 $3,631,481 $3,631,481 0.12 $3,625,381
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - - 3,600,000 $3,559,757 $3,559,757 0.11 $3,553,107
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,427,823 $3,427,823 0.11 $3,368,375
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,311,689 $3,311,689 0.11 $3,230,777
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,287,440 $3,287,440 0.11 $3,256,840
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,285,173 $3,285,173 0.11 $3,273,124
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,255,359 $3,255,359 0.10 $3,241,921
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,074,000 $3,074,000 0.10 $3,054,545
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,073,898 $3,073,898 0.10 $3,038,225
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,925,128 $2,925,128 0.09 $2,883,924
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,903,776 $2,903,776 0.09 $2,891,992
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,903,702 $2,903,702 0.09 $2,876,634
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,827,606 $2,827,606 0.09 $2,750,087
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.11721% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 2,788,778 $2,799,025 $2,799,025 0.09 $2,788,719
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,696,971 $2,696,971 0.09 $2,691,768
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.76721% 25-DEC-2031, 4.77%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,623,509 $2,635,386 $2,635,386 0.08 $2,626,354
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,559,503 $2,559,503 0.08 $2,535,053
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,498,415 $2,518,523 $2,518,523 0.08 $2,515,796
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.46721% 25-NOV-2041, 5.47%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,465,000 $2,484,176 $2,484,176 0.08 $2,474,442
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,359,323 $2,359,323 0.08 $2,346,814
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,235,131 $2,235,131 0.07 $2,187,371
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,221,011 $2,227,279 $2,227,279 0.07 $2,219,632
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.01721% 25-FEB-2044, 5.02%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,182,817 $2,191,765 $2,191,765 0.07 $2,183,856
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,147,332 $2,147,332 0.07 $2,144,703
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 $2,098,711 $2,098,711 0.07 $2,096,030
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 $2,098,537 $2,098,537 0.07 $2,095,923
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,088,054 $2,095,133 $2,095,133 0.07 $2,087,793
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,086,295 $2,086,295 0.07 $2,069,191
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $2,005,068 $2,005,068 0.06 $1,983,496
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.86721% 25-MAY-2044, 4.87%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 1,994,562 $2,000,946 $2,000,946 0.06 $1,993,934
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 $1,981,706 $1,981,706 0.06 $1,969,123
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,969,432 $1,969,432 0.06 $1,959,215
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.05%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,610,949 $1,841,861 $1,841,861 0.06 $1,839,066
Connecticut Avenue Securities Trust 2025-R02 1M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,734,909 $1,734,909 0.06 $1,728,894
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 $1,734,536 $1,734,536 0.06 $1,732,634
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,708,277 $1,708,277 0.05 $1,705,194
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,577,930 $1,577,930 0.05 $1,547,246
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 $1,465,327 $1,465,327 0.05 $1,461,758
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,464,059 $1,464,059 0.05 $1,445,186
Connecticut Avenue Securities Trust 2024-R02 1M1 4.76721% 25-FEB-2044, 4.77%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,337,073 $1,341,272 $1,341,272 0.04 $1,336,669
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,290,316 $1,290,316 0.04 $1,269,485
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,256,402 $1,256,402 0.04 $1,247,386
Connecticut Avenue Securities Trust 2023-R06 1M1 5.36721% 25-JUL-2043, 5.37%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,170,917 $1,178,794 $1,178,794 0.04 $1,174,255
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,177,327 $1,177,327 0.04 $1,170,164
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.51721% 25-NOV-2043, 5.52%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,146,071 $1,155,920 $1,155,920 0.04 $1,151,354
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.66721% 25-JUN-2043, 5.67%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,045,792 $1,051,641 $1,051,641 0.03 $1,047,361
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.13%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,463,600 $1,037,278 $1,037,278 0.03 $1,035,204
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.82%, 03/25/44 CAS 207941AA3 - - 1,022,939 $1,026,454 $1,026,454 0.03 $1,022,895
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $994,767 $994,767 0.03 $970,591
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $990,696 $990,696 0.03 $985,820
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.66721% 25-MAY-2043, 5.67%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 964,483 $973,599 $973,599 0.03 $969,651
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $889,855 $889,855 0.03 $888,480
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $856,751 $856,751 0.03 $855,271
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $727,163 $727,163 0.02 $719,831
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $710,538 $710,538 0.02 $703,321
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $709,069 $709,069 0.02 $695,035
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $709,069 $709,069 0.02 $708,666
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $705,481 $705,481 0.02 $704,657
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $699,645 $699,645 0.02 $698,648
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - - 800,000 $569,964 $569,964 0.02 $564,496
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $398,295 $398,295 0.01 $394,069
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $105,693 $105,693 0.00 $103,982
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 63,502 $63,717 $63,717 0.00 $63,503
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 310.00 $23,643,341 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-87,492,262 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,575 $-326,135,741 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,203,844 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-12,932,739 $0 0.00 $0
HCA INC 0% 03/23/2026, 0.00%, 03/23/26 HCA 40412DCP2 - - 91,950,000 $91,918,222 $91,918,222 2.95 $91,918,222
JABIL INC 0% 03/23/2026, 0.00%, 03/23/26 JBLPP 46652MCP8 - - 88,950,000 $88,916,581 $88,916,581 2.85 $88,916,581
HCA INC 0% 03/24/2026, 0.00%, 03/24/26 HCA 40412DCQ0 - - 85,000,000 $84,990,390 $84,990,390 2.73 $84,990,390
JABIL INC 0% 03/24/2026, 0.00%, 03/24/26 JBLPP 46652MCQ6 - - 70,000,000 $69,992,125 $69,992,125 2.24 $69,992,125
AIR LEASE CORP 0% 03/24/2026, 0.00%, 03/24/26 AL 00913XCQ4 - - 61,300,000 $61,271,839 $61,271,839 1.96 $61,271,839
ENERGY TRANSFER LP 0% 03/23/2026, 0.00%, 03/23/26 ENGTRN 29277FCP4 - - 60,500,000 $60,479,793 $60,479,793 1.94 $60,479,793
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - - 45,000,000 $32,686,522 $32,686,522 1.05 $32,686,522
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - - 44,122,000 $32,046,201 $32,046,201 1.03 $32,046,201
CONAGRA BRANDS INC 0% 03/23/2026, 0.00%, 03/23/26 CAGPP 20600HCP7 - - 30,050,000 $30,039,609 $30,039,609 0.96 $30,039,609
HUMANA INC 0% 03/26/2026, 0.00%, 03/26/26 HUMPP 44486JCS6 - - 29,000,000 $28,980,825 $28,980,825 0.93 $28,980,825
AUTONATION INC 0% 03/23/2026, 0.00%, 03/23/26 AUTONA 05330NCP2 - - 24,000,000 $23,991,701 $23,991,701 0.77 $23,991,701
SEGREGATED CASH SEGCASH - $0.00 6,685,552 $6,685,552 $6,685,552 0.21 $6,685,552
ENBRIDGE INC 0% 03/25/2026, 0.00%, 03/25/26 ENB 292976QS9 - - 7,610,000 $5,539,291 $5,539,291 0.18 $5,539,291
AUSTRALIAN DOLLARS AUD - - 5,584,652 $3,927,958 $3,927,958 0.13 $3,927,958
NEW ZEALAND DOLLAR NZD - - 6,384,767 $3,728,375 $3,728,375 0.12 $3,728,375
EURO EUR - - 1,369,435 $1,581,005 $1,581,005 0.05 $1,581,005
CANADIAN DOLLAR CAD - - 1,442,777 $1,050,592 $1,050,592 0.03 $1,050,592
BRITISH POUND GBP - - -1,336,938 $-1,778,601 $-1,778,601 -0.06 $-1,778,601
US DOLLARS USD MD_142224 - - -227,119,982 $-227,119,982 $-227,119,982 -7.28 $-227,119,982
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
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,038,517 $48,038,517 1.54 $48,038,517
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,038,517 $-48,038,517 -1.54 $-48,038,517
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,012,193 $44,012,193 1.41 $44,012,193
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,012,193 $-44,012,193 -1.41 $-44,012,193
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $62,219,705 $62,219,705 2.00 $62,219,705
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-62,219,705 $-62,219,705 -2.00 $-62,219,705
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $145,540,656 $145,540,656 4.67 $145,540,656
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-145,540,656 $-145,540,656 -4.67 $-145,540,656
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $73,967,646 $73,967,646 2.37 $73,967,646
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-73,967,646 $-73,967,646 -2.37 $-73,967,646
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 4.65 $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 -4.65 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,248,191 $8,248,191 0.26 $8,248,191
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,248,191 $-8,248,191 -0.26 $-8,248,191
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - 59,400,000 $79,022,989 $79,022,989 2.53 $79,022,989
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - -59,400,000 $-79,022,989 $-79,022,989 -2.53 $-79,022,989
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - 59,400,000 $79,022,989 $79,022,989 2.53 $79,022,989
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - -59,400,000 $-79,022,989 $-79,022,989 -2.53 $-79,022,989
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - 122,000,000 $162,303,108 $162,303,108 5.20 $162,303,108
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - -122,000,000 $-162,303,108 $-162,303,108 -5.20 $-162,303,108
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 420.00 $296,428,311 $0 0.00 $0
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 312.00 $300,190,800 $0 0.00 $0
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,519,672 $-14,519,672 -0.47 $-14,519,672
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 $-14,553,893 $-14,553,893 -0.47 $-14,553,893
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 $-68,027,327 $-68,027,327 -2.18 $-68,027,327
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.16 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-389,760,264 $-389,760,264 -12.50 $-389,760,264
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 11.87 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-2,981,108 $-2,981,108 -0.10 $-2,981,108
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 $4,921,748 $4,921,748 0.16 $4,921,748
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 $-8,266,625 $-8,266,625 -0.27 $-8,266,625
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 $8,788,836 $8,788,836 0.28 $8,788,836
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 $2,460,874 $2,460,874 0.08 $2,460,874
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 $2,671,806 $2,671,806 0.09 $2,671,806
FX Forward|USD|04/17/2026 +AUDU - - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
FX Forward|CAD|03/25/2026 +CADU - - -4,510,000 $-3,284,224 $-3,284,224 -0.11 $-3,284,224
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 $-2,257,449 $-2,257,449 -0.07 $-2,257,449
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 $2,109,321 $2,109,321 0.07 $2,109,321
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 $-5,720,452 $-5,720,452 -0.18 $-5,720,452
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 $-23,946,077 $-23,946,077 -0.77 $-23,946,077
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 $1,757,767 $1,757,767 0.06 $1,757,767
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 $12,229,026 $12,229,026 0.39 $12,229,026
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 $1,406,214 $1,406,214 0.05 $1,406,214
FX Forward|USD|04/17/2026 +AUDU - - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|EUR|03/23/2026 +EURU - - -14,089,746 $-16,266,534 $-16,266,534 -0.52 $-16,266,534
FX Forward|USD|03/23/2026 +EURU - - 16,239,657 $16,239,657 $16,239,657 0.52 $16,239,657
FX Forward|AUD|04/17/2026 +AUD0 - - 2,000,000 $1,406,214 $1,406,214 0.05 $1,406,214
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 $-21,237,430 $-21,237,430 -0.68 $-21,237,430
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 $-10,938,859 $-10,938,859 -0.35 $-10,938,859
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 $-32,815,055 $-32,815,055 -1.05 $-32,815,055
FX Forward|USD|04/22/2026 +CADU - - 32,824,313 $32,824,313 $32,824,313 1.05 $32,824,313
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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