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 December 19, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,966,631 $44,966,631 1.56 $44,018,821
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,129,128 $34,129,128 1.18 $33,665,978
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 542,500 $27,483,050 $27,483,050 0.95 $27,483,050
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $27,162,576 $27,162,576 0.94 $26,485,676
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,916,213 $25,916,213 0.91 $25,741,666
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $25,764,333 $25,764,333 0.90 $25,651,247
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,673,638 $25,673,638 0.90 $25,167,905
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,131,053 $24,131,053 0.84 $23,680,129
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 $23,412,022 $23,412,022 0.82 $23,325,875
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $23,350,005 $23,350,005 0.82 $22,801,935
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,266,275 $23,266,275 0.81 $23,156,204
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,114,307 $23,114,307 0.81 $22,995,132
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,386,619 $22,386,619 0.78 $21,903,502
BX Trust 2025-ROIC A 4.89395% 15-FEB-2042, 4.89%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,926,928 $20,926,928 0.73 $20,906,151
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,838,368 $20,838,368 0.73 $20,794,217
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,394,639 $20,394,639 0.71 $20,159,153
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $20,314,419 $20,314,419 0.71 $19,807,633
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,274,052 $20,274,052 0.71 $20,158,669
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,694,273 $19,694,273 0.69 $19,481,613
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,599,710 $19,599,710 0.69 $19,300,935
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,535,833 $19,535,833 0.68 $19,301,093
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,438,491 $19,438,491 0.68 $19,229,777
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $19,054,971 $19,054,971 0.67 $18,753,073
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $19,042,056 $19,042,056 0.67 $19,000,465
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,959,302 $17,959,302 0.63 $17,693,142
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,944,625 $17,944,625 0.63 $17,631,795
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,664,527 $17,664,527 0.62 $17,408,570
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,447,573 $17,447,573 0.61 $17,298,165
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,383,689 $17,383,689 0.61 $17,297,733
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,341,261 $17,341,261 0.61 $17,203,630
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,299,098 $17,299,098 0.61 $17,096,403
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,287,773 $17,287,773 0.61 $17,039,821
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,094,934 $17,094,934 0.60 $17,070,865
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,763,798 $16,763,798 0.59 $16,648,217
NOW Trust 2024-1 A 4.9475% 14-JUN-2032, 4.95%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 25,210,062 $16,756,507 $16,756,507 0.59 $16,740,699
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,563,721 $16,563,721 0.58 $16,430,157
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,949,567 $15,949,567 0.56 $15,805,650
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,364,876 $15,364,876 0.54 $15,280,904
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,361,443 $15,361,443 0.54 $15,203,422
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,338,154 $15,338,154 0.54 $15,089,829
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,166,379 $15,166,379 0.53 $15,008,663
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,117,337 $15,117,337 0.53 $14,987,611
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,105,997 $15,105,997 0.53 $15,092,634
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,066,857 $15,066,857 0.53 $14,990,861
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $15,002,350 $15,002,350 0.53 $14,708,523
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,970,789 $14,970,789 0.52 $14,740,018
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,624,721 $14,624,721 0.51 $14,434,488
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAB2 - - 14,284,000 $14,592,171 $14,592,171 0.51 $14,452,307
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,530,494 $14,530,494 0.51 $14,415,006
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,246,687 $14,246,687 0.50 $14,080,480
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,115,359 $14,115,359 0.49 $13,983,818
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 14,000,000 $14,052,466 $14,052,466 0.49 $13,999,978
UBS AG Stamford Branch FRN 17-MAY-2027, 4.29%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,020,987 $14,020,987 0.49 $13,962,694
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,980,058 $13,980,058 0.49 $13,699,989
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 13,831,000 $13,939,059 $13,939,059 0.49 $13,869,760
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.5718% 25-OCT-2041, 5.57%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 13,800,694 $13,900,407 $13,900,407 0.49 $13,842,736
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,889,460 $13,889,460 0.49 $13,812,197
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,879,413 $13,879,413 0.49 $13,866,926
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,835,079 $13,835,079 0.48 $13,612,874
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,834,773 $13,834,773 0.48 $13,822,501
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,698,019 $13,698,019 0.48 $13,650,587
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,631,386 $13,631,386 0.48 $13,620,285
NOW Trust 2025-1 A 4.6975% 14-FEB-2034, 4.70%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 20,410,215 $13,514,736 $13,514,736 0.47 $13,502,585
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,500,370 $13,500,370 0.47 $13,421,170
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,450,622 $13,450,622 0.47 $13,289,128
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 13,211,226 $13,301,040 $13,301,040 0.47 $13,254,193
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $13,244,012 $13,244,012 0.46 $13,142,729
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,228,672 $13,228,672 0.46 $13,081,431
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,205,984 $13,205,984 0.46 $12,830,311
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,202,868 $13,202,868 0.46 $12,914,885
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,148,995 $13,148,995 0.46 $12,946,808
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,128,979 $13,128,979 0.46 $12,842,986
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,042,108 $13,042,108 0.46 $12,946,601
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,015,863 $13,015,863 0.46 $12,915,280
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,976,436 $12,976,436 0.45 $12,873,487
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,925,834 $12,925,834 0.45 $12,836,401
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,878,337 $12,878,337 0.45 $12,689,958
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 $12,834,487 $12,834,487 0.45 $12,806,562
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,761,814 $12,761,814 0.45 $12,703,923
RAF ABS Series 2025-1 A 4.4975% 09-DEC-2031, 4.50%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 18,866,013 $12,495,327 $12,495,327 0.44 $12,475,355
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,435,387 $12,435,387 0.44 $12,192,446
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,407,613 $12,407,613 0.43 $12,161,765
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,357,621 $12,357,621 0.43 $12,131,952
Connecticut Avenue Securities Trust 2022-R03 1M2 7.5718% 25-MAR-2042, 7.57%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,232,116 $12,232,116 0.43 $12,164,931
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $12,083,283 $12,083,283 0.42 $11,897,500
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $11,997,744 $11,997,744 0.42 $11,847,663
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,839,743 $11,839,743 0.41 $11,594,394
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,838,953 $11,838,953 0.41 $11,621,233
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,834,384 $11,834,384 0.41 $11,752,593
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,766,783 $11,766,783 0.41 $11,666,532
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,754,363 $11,754,363 0.41 $11,694,137
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,667,204 $11,667,204 0.41 $11,569,555
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,632,853 $11,632,853 0.41 $11,553,861
Suncorp Group Limited FRN 01-JUN-2037, 5.97%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,595,387 $11,595,387 0.41 $11,556,349
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,340,735 $11,340,735 0.40 $11,306,962
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,335,701 $11,335,701 0.40 $11,086,138
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,058,853 $11,058,853 0.39 $11,014,120
Teachers Mutual Bank Limited FRN 21-JUN-2027, 4.85%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,885,551 $10,885,551 0.38 $10,758,080
Connecticut Avenue Securities Trust 2024-R06 1M2 5.6718% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,723,430 $10,723,430 0.38 $10,678,029
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,546,422 $10,546,422 0.37 $10,533,511
NRTH Commercial Mortgage Trust 2025-PARK A 5.14339% 15-OCT-2040, 5.14%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,520,575 $10,520,575 0.37 $10,510,074
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,430,159 $10,430,159 0.37 $10,190,753
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAA4 - - 10,232,000 $10,397,203 $10,397,203 0.36 $10,299,146
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,336,609 $10,336,609 0.36 $10,075,505
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,285,356 $10,285,356 0.36 $10,158,512
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,218,490 $10,218,490 0.36 $10,207,894
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,033,448 $10,033,448 0.35 $10,025,378
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,902,317 $9,902,317 0.35 $9,868,564
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,885,177 $9,885,177 0.35 $9,806,853
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,863,521 $9,863,521 0.35 $9,682,021
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,844,279 $9,844,279 0.34 $9,767,514
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,765,360 $9,820,908 $9,820,908 0.34 $9,746,910
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 $9,729,239 $9,729,239 0.34 $9,686,254
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,701,671 $9,701,671 0.34 $9,602,320
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,678,046 $9,678,046 0.34 $9,625,588
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,633,663 $9,633,663 0.34 $9,414,997
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,366,448 $9,366,448 0.33 $9,156,460
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,342,829 $9,342,829 0.33 $9,283,691
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.2718% 25-MAY-2045, 5.27%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 9,292,758 $9,334,132 $9,334,132 0.33 $9,297,390
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 9,088,659 $9,233,424 $9,233,424 0.32 $9,189,459
Plenti PL & Green ABS Trust 2024-2 A1 4.735% 11-APR-2036, 4.74%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 13,776,575 $9,132,438 $9,132,438 0.32 $9,119,447
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,117,878 $9,117,878 0.32 $8,902,990
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,092,392 $9,092,392 0.32 $8,999,127
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,072,678 $9,072,678 0.32 $8,975,386
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,061,482 $9,061,482 0.32 $9,017,145
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,984,616 $8,984,616 0.31 $8,821,523
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,884,876 $8,884,876 0.31 $8,809,008
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,757,700 $8,757,700 0.31 $8,534,902
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,715,037 $8,715,037 0.31 $8,590,370
Connecticut Avenue Securities Trust 2022-R02 2M2 7.0718% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,251,000 $8,445,588 $8,445,588 0.30 $8,401,826
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,353,657 $8,353,657 0.29 $8,220,330
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,254,805 $8,254,805 0.29 $8,182,981
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,251,484 $8,251,484 0.29 $8,095,468
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,248,305 $8,248,305 0.29 $8,225,189
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,177,587 $8,177,587 0.29 $7,989,742
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,153,690 $8,153,690 0.29 $8,053,487
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,109,786 $8,109,786 0.28 $8,034,929
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,096,864 $8,096,864 0.28 $8,014,528
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,052,125 $8,052,125 0.28 $7,946,292
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,883,222 $7,972,730 $7,972,730 0.28 $7,937,994
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,912,850 $7,912,850 0.28 $7,701,678
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,895,152 $7,895,152 0.28 $7,791,125
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,893,936 $7,893,936 0.28 $7,806,064
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 7,709,804 $7,874,130 $7,874,130 0.28 $7,831,963
Westpac Banking Corporation FRN 29-JAN-2031, 5.11%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,863,754 $7,863,754 0.28 $7,804,828
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.22%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 7,735,929 $7,772,836 $7,772,836 0.27 $7,742,539
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 7,692,733 $7,758,812 $7,758,812 0.27 $7,730,541
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,749,829 $7,749,829 0.27 $7,683,695
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,747,996 $7,747,996 0.27 $7,597,279
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,671,026 $7,671,026 0.27 $7,477,092
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,478,790 $7,478,790 0.26 $7,328,521
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.3218% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,236,448 $7,268,491 $7,268,491 0.25 $7,239,607
Connecticut Avenue Securities Trust 2024-R01 1M1 5.1218% 25-JAN-2044, 5.12%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 7,143,414 $7,169,737 $7,169,737 0.25 $7,142,297
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,157,041 $7,157,041 0.25 $7,110,841
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.00%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 10,737,824 $7,138,782 $7,138,782 0.25 $7,128,078
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,098,421 $7,098,421 0.25 $7,066,046
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,086,953 $7,086,953 0.25 $6,965,339
UBS Group AG FRN 23-DEC-2029, 0.00%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,078,571 $7,078,571 0.25 $6,992,510
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,016,285 $7,016,285 0.25 $7,012,604
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,000,563 $7,000,563 0.25 $6,916,219
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 7,500,000 $6,976,277 $6,976,277 0.24 $6,951,225
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,975,643 $6,975,643 0.24 $6,954,405
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,973,041 $6,973,041 0.24 $6,891,298
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,866,323 $6,898,810 $6,898,810 0.24 $6,871,662
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,869,613 $6,869,613 0.24 $6,820,116
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,843,210 $6,843,210 0.24 $6,703,212
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,824,685 $6,824,685 0.24 $6,815,159
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,723,537 $6,723,537 0.24 $6,671,645
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,720,784 $6,720,784 0.24 $6,656,084
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,715,901 $6,715,901 0.24 $6,645,492
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,713,752 $6,713,752 0.23 $6,605,905
Connecticut Avenue Securities Trust 2025-R03 2M1 5.6718% 25-MAR-2045, 5.67%, 03/25/45 CAS 2025-R03 20754VAB3 - - 6,593,176 $6,636,733 $6,636,733 0.23 $6,608,687
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,600,690 $6,600,690 0.23 $6,523,198
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,506,513 $6,506,513 0.23 $6,354,387
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,490,776 $6,490,776 0.23 $6,415,576
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,480,981 $6,480,981 0.23 $6,477,914
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,473,109 $6,473,109 0.23 $6,469,127
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,426,557 $6,426,557 0.22 $6,344,037
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,406,908 $6,406,908 0.22 $6,292,849
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,392,259 $6,392,259 0.22 $6,254,709
Metro Finance 2024-1 Trust|4.8075|09/17/2030, 4.81%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,594,377 $6,370,695 $6,370,695 0.22 $6,366,519
Connecticut Avenue Securities Trust 2025-R01 1M2 5.5718% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,216,516 $6,216,516 0.22 $6,190,586
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,156,654 $6,156,654 0.22 $6,001,289
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,973,168 $5,973,168 0.21 $5,905,106
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,968,227 $5,968,227 0.21 $5,948,793
Goldman Sachs Private Credit Corp. 5.375% 31-JAN-2029, 5.38%, 01/31/29 GSCRED 38152BAE1 - - 5,800,000 $5,875,364 $5,875,364 0.21 $5,819,075
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,866,759 $5,866,759 0.21 $5,823,334
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,850,681 $5,850,681 0.20 $5,738,035
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,847,426 $5,847,426 0.20 $5,787,260
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,775,458 $5,826,230 $5,826,230 0.20 $5,820,654
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.1218% 25-JAN-2045, 5.12%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 5,776,863 $5,798,313 $5,798,313 0.20 $5,776,122
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,797,338 $5,797,338 0.20 $5,789,244
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,726,536 $5,726,536 0.20 $5,720,002
RESIMAC Bastille Trust 2024-1NC A2 4.8975% 13-SEP-2055, 4.90%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 8,063,740 $5,716,234 $5,716,234 0.20 $5,362,920
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.2718% 25-AUG-2044, 5.27%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 5,686,757 $5,713,685 $5,713,685 0.20 $5,691,200
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,630,366 $5,630,366 0.20 $5,516,456
Gildan Activewear Inc. 4.7% 07-OCT-2030, 4.70%, 10/07/30 GILCN 375916AF0 - - 5,556,000 $5,587,209 $5,587,209 0.20 $5,532,806
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,452,972 $5,452,972 0.19 $5,403,245
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,261,958 $5,261,958 0.18 $5,195,969
BX Commercial Mortgage Trust 2024-AIRC A 5.44124% 15-AUG-2041, 5.44%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,254,540 $5,254,540 0.18 $5,248,993
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,198,334 $5,198,334 0.18 $5,179,630
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,176,656 $5,176,656 0.18 $5,059,156
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,102,710 $5,102,710 0.18 $5,072,390
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,102,277 $5,102,277 0.18 $5,043,673
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,083,361 $5,083,361 0.18 $5,078,548
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,053,976 $5,053,976 0.18 $5,035,263
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,116,800 $5,026,011 $5,026,011 0.18 $5,016,710
Connecticut Avenue Securities, Series 2021-R01 1M2 5.6218% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,985,869 $5,017,172 $5,017,172 0.18 $4,996,150
Plenti PL & Green ABS Trust 2025-1 A1G 4.755% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 7,516,947 $4,989,533 $4,989,533 0.17 $4,982,415
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,810,118 $4,810,118 0.17 $4,758,753
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,736,743 $4,736,743 0.17 $4,687,175
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,672,770 $4,693,213 $4,693,213 0.16 $4,671,923
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,691,127 $4,691,127 0.16 $4,639,636
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,676,256 $4,676,256 0.16 $4,573,108
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,635,226 $4,635,226 0.16 $4,631,068
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,632,990 $4,632,990 0.16 $4,629,762
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,489,147 $4,489,147 0.16 $4,402,120
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,484,865 $4,484,865 0.16 $4,369,845
Plenti PL & Green ABS Trust 2025-1 A1 4.755% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 6,424,741 $4,259,917 $4,259,917 0.15 $4,253,833
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 $4,238,743 $4,238,743 0.15 $4,222,205
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,162,903 $4,162,903 0.15 $4,091,908
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.5218% 25-OCT-2044, 5.52%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,064,241 $4,064,241 0.14 $4,047,469
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,062,321 $4,062,321 0.14 $4,030,693
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 $4,056,944 $4,056,944 0.14 $4,053,824
Liberty Series 2024-1 Auto A 4.7475% 25-MAY-2032, 4.75%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 6,005,170 $3,998,280 $3,998,280 0.14 $3,984,343
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,750,000 $3,775,400 $3,775,400 0.13 $3,761,275
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,722,874 $3,722,874 0.13 $3,642,076
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,682,864 $3,682,864 0.13 $3,658,502
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,677,595 $3,677,595 0.13 $3,634,909
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,520,933 $3,520,933 0.12 $3,513,799
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,485,479 $3,485,479 0.12 $3,481,473
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,437,560 $3,437,560 0.12 $3,421,047
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,340,827 $3,340,827 0.12 $3,270,177
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,296,744 $3,296,744 0.12 $3,283,786
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,278,798 $3,278,798 0.11 $3,241,976
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,142,065 $3,142,065 0.11 $3,071,115
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,121,388 $3,121,388 0.11 $3,074,005
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.1718% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 3,105,164 $3,120,797 $3,120,797 0.11 $3,108,753
Suncorp Group Limited FRN 01-DEC-2038, 6.32%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,090,868 $3,090,868 0.11 $3,080,056
Connecticut Avenue Securities Trust 2025-R01 1M1 5.1718% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 3,023,444 $3,036,681 $3,036,681 0.11 $3,024,954
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,981,888 $2,981,888 0.10 $2,901,480
Apollo Debt Solutions BDC 5.2% 08-DEC-2028, 5.20%, 12/08/28 APODS 03770DAH6 - - 2,963,000 $2,966,336 $2,966,336 0.10 $2,960,344
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,916,247 $2,916,247 0.10 $2,904,884
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,915,238 $2,915,238 0.10 $2,913,503
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.4218% 25-FEB-2044, 5.42%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,832,190 $2,848,777 $2,848,777 0.10 $2,837,260
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,793,836 $2,793,836 0.10 $2,757,330
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,744,042 $2,776,620 $2,776,620 0.10 $2,774,000
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,714,139 $2,714,139 0.09 $2,709,122
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,665,160 $2,680,939 $2,680,939 0.09 $2,670,402
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,371,900 $2,415,213 $2,415,213 0.08 $2,412,526
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,371,900 $2,409,197 $2,409,197 0.08 $2,406,577
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,402,655 $2,402,655 0.08 $2,392,830
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.2718% 25-MAY-2044, 5.27%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,362,646 $2,374,940 $2,374,940 0.08 $2,365,599
Connecticut Avenue Securities Trust 2025-R02 1M1 5.2218% 25-FEB-2045, 5.22%, 02/25/45 CAS 2025-R02 20754TAC6 - - 2,340,808 $2,351,145 $2,351,145 0.08 $2,341,978
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,220,461 $2,220,461 0.08 $2,209,072
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,030,148 $2,100,545 $2,100,545 0.07 $2,078,347
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,083,227 $2,083,227 0.07 $2,050,179
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.0718% 25-JUN-2043, 6.07%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 2,064,942 $2,078,585 $2,078,585 0.07 $2,069,182
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,076,073 $2,076,073 0.07 $2,056,563
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,069,683 $2,069,683 0.07 $2,061,225
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,029,739 $2,029,739 0.07 $2,016,154
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.8718% 25-NOV-2041, 5.87%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,023,286 $2,023,286 0.07 $2,014,478
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,008,888 $2,008,888 0.07 $1,974,094
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,960,904 $1,980,918 $1,980,918 0.07 $1,979,023
Connecticut Avenue Securities Trust 2024-R02 1M1 5.1718% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,961,183 $1,969,638 $1,969,638 0.07 $1,962,031
Plenti Auto ABS Trust 2025-1 A 4.6521% 12-AUG-2033, 4.65%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,922,123 $1,938,889 $1,938,889 0.07 $1,936,427
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,733,819 $1,733,819 0.06 $1,711,136
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,498,283 $1,498,283 0.05 $1,492,267
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,565,760 $1,485,455 $1,485,455 0.05 $1,481,985
Connecticut Avenue Securities Trust 2023-R06 1M1 5.7718% 25-JUL-2043, 5.77%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,430,587 $1,439,685 $1,439,685 0.05 $1,433,492
Connecticut Avenue Securities Trust 2024-R03 2M1 5.2218% 25-MAR-2044, 5.22%, 03/25/44 CAS 207941AA3 - - 1,429,132 $1,435,716 $1,435,716 0.05 $1,430,119
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,374,355 $1,374,355 0.05 $1,365,440
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.9218% 25-NOV-2043, 5.92%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,324,184 $1,337,118 $1,337,118 0.05 $1,331,237
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,288,298 $1,288,298 0.05 $1,283,668
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,185,415 $1,185,415 0.04 $1,184,810
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,712,463 $1,140,438 $1,140,438 0.04 $1,138,475
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,127,650 $1,127,650 0.04 $1,106,016
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.0718% 25-MAY-2043, 6.07%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,100,147 $1,114,501 $1,114,501 0.04 $1,109,492
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $992,391 $992,391 0.03 $982,139
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $932,262 $932,262 0.03 $927,569
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $860,585 $860,585 0.03 $859,054
Connecticut Avenue Securities Trust 2024-R05 2M1 5.0718% 25-JUL-2044, 5.07%, 07/25/44 CAS 2024-R05 20754XAB9 - - 822,110 $825,134 $825,134 0.03 $822,007
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $681,080 $681,080 0.02 $679,739
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $668,499 $668,499 0.02 $661,836
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $663,673 $663,673 0.02 $663,025
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $663,233 $663,233 0.02 $656,675
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $662,593 $662,593 0.02 $657,250
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $535,547 $535,547 0.02 $530,510
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $371,084 $371,084 0.01 $369,227
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.0718% 25-OCT-2044, 5.07%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 204,279 $205,056 $205,056 0.01 $204,279
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $99,702 $99,702 0.00 $99,321
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $98,946 $98,946 0.00 $98,327
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -2,760 $-576,257,811 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 28H - -1,282 $-88,989,964 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,755,406 $0 0.00 $0
EURO-SCHATZ FUT Mar26 MAR 26 DUH6 FUTURES_EUR - -120.00 $-14,996,311 $0 0.00 $0
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-36,672,949 $0 0.00 $0
HCA INC 0% 12/22/2025, 0.00%, 12/22/25 HCA 40412BZN6 - - 53,900,000 $53,882,213 $53,882,213 1.89 $53,882,213
AIR LEASE CORP 0% 01/05/2026, 0.00%, 01/05/26 AL 00913XA52 - - 40,000,000 $39,922,552 $39,922,552 1.40 $39,922,552
HCA INC 0% 12/23/2025, 0.00%, 12/23/25 HCA 40412BZP1 - - 37,500,000 $37,495,833 $37,495,833 1.31 $37,495,833
AUTONATION INC 0% 12/22/2025, 0.00%, 12/22/25 AUTONA 05330LZN6 - - 23,050,000 $23,041,808 $23,041,808 0.81 $23,041,808
ENBRIDGE INC 0% 01/08/2026, 0.00%, 01/08/26 ENB 292976N86 - - 23,672,000 $17,146,359 $17,146,359 0.60 $17,146,359
JABIL INC 0% 12/22/2025, 0.00%, 12/22/25 JBLPP 46652LZN0 - - 15,000,000 $14,994,514 $14,994,514 0.52 $14,994,514
ENBRIDGE INC 0% 01/09/2026, 0.00%, 01/09/26 ENB 292976N94 - - 20,000,000 $14,485,600 $14,485,600 0.51 $14,485,600
JABIL INC 0% 01/02/2026, 0.00%, 01/02/26 JBLPP 46652MA21 - - 11,950,000 $11,929,533 $11,929,533 0.42 $11,929,533
SEGREGATED CASH SEGCASH - $0.00 9,445,705 $9,445,705 $9,445,705 0.33 $9,445,705
ENBRIDGE INC 0% 01/06/2026, 0.00%, 01/06/26 ENB 292976N60 - - 12,516,000 $9,067,086 $9,067,086 0.32 $9,067,086
ENBRIDGE INC 0% 01/02/2026, 0.00%, 01/02/26 ENB 292976N29 - - 10,800,000 $7,826,376 $7,826,376 0.27 $7,826,376
NEW ZEALAND DOLLAR NZD - - 6,771,262 $3,894,820 $3,894,820 0.14 $3,894,820
ENBRIDGE INC 0% 01/12/2026, 0.00%, 01/12/26 ENB 292976ND5 - - 4,700,000 $3,403,332 $3,403,332 0.12 $3,403,332
BRITISH POUND GBP - - 2,203,128 $2,943,705 $2,943,705 0.10 $2,943,705
CANADIAN DOLLAR CAD - - 2,648,999 $1,921,653 $1,921,653 0.07 $1,921,653
EURO EUR - - 1,216,402 $1,424,408 $1,424,408 0.05 $1,424,408
ENBRIDGE INC 0% 01/07/2026, 0.00%, 01/07/26 ENB 292976N78 - - 1,470,000 $1,064,852 $1,064,852 0.04 $1,064,852
AUSTRALIAN DOLLARS AUD - - 746,241 $493,154 $493,154 0.02 $493,154
US DOLLARS USD MD_142224 - - -41,176,973 $-41,176,973 $-41,176,973 -1.44 $-41,176,973
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.90 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.90 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,318,712 $47,318,712 1.66 $47,318,712
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,318,712 $-47,318,712 -1.66 $-47,318,712
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,352,718 $43,352,718 1.52 $43,352,718
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,352,718 $-43,352,718 -1.52 $-43,352,718
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $61,287,409 $61,287,409 2.15 $61,287,409
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-61,287,409 $-61,287,409 -2.15 $-61,287,409
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - 143,000,000 $143,000,000 $143,000,000 5.01 $143,000,000
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - -143,000,000 $-143,000,000 $-143,000,000 -5.01 $-143,000,000
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $146,174,608 $146,174,608 5.12 $146,174,608
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-146,174,608 $-146,174,608 -5.12 $-146,174,608
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,289,837 $74,289,837 2.60 $74,289,837
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,289,837 $-74,289,837 -2.60 $-74,289,837
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - - 144,900,000 $144,900,000 $144,900,000 5.07 $144,900,000
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - - -144,900,000 $-144,900,000 $-144,900,000 -5.07 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,284,119 $8,284,119 0.29 $8,284,119
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,284,119 $-8,284,119 -0.29 $-8,284,119
European Option Expiring on 21/01/2026 to Buy Prot, 1.00%, 01/21/26 - XXCZU6 UCAXXCZU6 $1.00 524,900,000 $-524,900,000 $83,821 0.00 $83,821
3M CORRA Futures Sep26 SEP 26 CORU6 FUTURES_CAD - 787.00 $139,280,731 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-134,745,262 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $134,369,288 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @19.6C 1, 1.00%, 01/21/26 - UCAXXCZU8 $1.00 -262,450,000 $262,450,000 $-26,048 0.00 $-26,048
FX Forward|AUD|01/16/2026 +AUD2 - - -307,605,000 $-203,306,462 $-203,306,462 -7.12 $-203,306,462
FX Forward|USD|01/16/2026 +AUD2 - - 202,961,778 $202,961,778 $202,961,778 7.10 $202,961,778
FX Forward|AUD|01/16/2026 +AUD0 - - -307,645,000 $-203,332,899 $-203,332,899 -7.12 $-203,332,899
FX Forward|USD|01/16/2026 +AUD0 - - 202,800,507 $202,800,507 $202,800,507 7.10 $202,800,507
FX Forward|CAD|01/16/2026 +CADU - - -99,540,000 $-72,301,759 $-72,301,759 -2.53 $-72,301,759
FX Forward|USD|01/16/2026 +CADU - - 71,662,551 $71,662,551 $71,662,551 2.51 $71,662,551
FX Forward|EUR|01/16/2026 +EUR0 - - -12,410,000 $-14,551,844 $-14,551,844 -0.51 $-14,551,844
FX Forward|USD|01/16/2026 +EUR0 - - 14,478,933 $14,478,933 $14,478,933 0.51 $14,478,933
FX Forward|GBP|01/16/2026 +GBP1 - - -10,460,000 $-13,975,469 $-13,975,469 -0.49 $-13,975,469
FX Forward|USD|01/16/2026 +GBP1 - - 14,005,187 $14,005,187 $14,005,187 0.49 $14,005,187
FX Forward|NZD|01/16/2026 +NZD2 - - -2,400,000 $-1,381,928 $-1,381,928 -0.05 $-1,381,928
FX Forward|USD|01/16/2026 +NZD2 - - 1,391,889 $1,391,889 $1,391,889 0.05 $1,391,889
FX Forward|AUD|01/16/2026 +AUDU - - 12,000,000 $7,931,202 $7,931,202 0.28 $7,931,202
FX Forward|USD|01/16/2026 +AUDU - - -7,829,449 $-7,829,449 $-7,829,449 -0.27 $-7,829,449
FX Forward|AUD|01/16/2026 +AUDU - - 27,000,000 $17,845,206 $17,845,206 0.62 $17,845,206
FX Forward|USD|01/16/2026 +AUDU - - -17,514,962 $-17,514,962 $-17,514,962 -0.61 $-17,514,962
FX Forward|AUD|01/16/2026 +AUDU - - 10,000,000 $6,609,335 $6,609,335 0.23 $6,609,335
FX Forward|USD|01/16/2026 +AUDU - - -6,500,666 $-6,500,666 $-6,500,666 -0.23 $-6,500,666
FX Forward|CAD|01/08/2026 +CADU - - -23,672,000 $-17,187,001 $-17,187,001 -0.60 $-17,187,001
FX Forward|USD|01/08/2026 +CADU - - 16,984,206 $16,984,206 $16,984,206 0.59 $16,984,206
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,304,668 $3,304,668 0.12 $3,304,668
FX Forward|USD|01/16/2026 +AUD1 - - -3,277,516 $-3,277,516 $-3,277,516 -0.11 $-3,277,516
FX Forward|CAD|01/07/2026 +CADU - - -1,470,000 $-1,067,233 $-1,067,233 -0.04 $-1,067,233
FX Forward|USD|01/07/2026 +CADU - - 1,052,169 $1,052,169 $1,052,169 0.04 $1,052,169
FX Forward|CAD|01/12/2026 +CADU - - -4,700,000 $-3,413,155 $-3,413,155 -0.12 $-3,413,155
FX Forward|USD|01/12/2026 +CADU - - 3,376,461 $3,376,461 $3,376,461 0.12 $3,376,461
FX Forward|CAD|01/16/2026 +CADU - - 6,500,000 $4,721,332 $4,721,332 0.17 $4,721,332
FX Forward|USD|01/16/2026 +CADU - - -4,669,208 $-4,669,208 $-4,669,208 -0.16 $-4,669,208
FX Forward|CAD|01/09/2026 +CADU - - -10,000,000 $-7,260,866 $-7,260,866 -0.25 $-7,260,866
FX Forward|USD|01/09/2026 +CADU - - 7,176,181 $7,176,181 $7,176,181 0.25 $7,176,181
FX Forward|CAD|01/09/2026 +CADU - - -10,000,000 $-7,260,866 $-7,260,866 -0.25 $-7,260,866
FX Forward|USD|01/09/2026 +CADU - - 7,210,596 $7,210,596 $7,210,596 0.25 $7,210,596
FX Forward|NZD|01/16/2026 +NZD0 - - 1,000,000 $575,803 $575,803 0.02 $575,803
FX Forward|USD|01/16/2026 +NZD0 - - -579,217 $-579,217 $-579,217 -0.02 $-579,217
FX Forward|CAD|01/02/2026 +CADU - - -10,800,000 $-7,838,797 $-7,838,797 -0.27 $-7,838,797
FX Forward|USD|01/02/2026 +CADU - - 7,832,435 $7,832,435 $7,832,435 0.27 $7,832,435
FX Forward|AUD|01/16/2026 +AUD1 - - 5,000,000 $3,304,668 $3,304,668 0.12 $3,304,668
FX Forward|USD|01/16/2026 +AUD1 - - -3,324,635 $-3,324,635 $-3,324,635 -0.12 $-3,324,635
FX Forward|CAD|01/06/2026 +CADU - - -12,516,000 $-9,086,240 $-9,086,240 -0.32 $-9,086,240
FX Forward|USD|01/06/2026 +CADU - - 9,106,069 $9,106,069 $9,106,069 0.32 $9,106,069
FX Forward|AUD|01/16/2026 +AUD0 - - 4,000,000 $2,643,734 $2,643,734 0.09 $2,643,734
FX Forward|USD|01/16/2026 +AUD0 - - -2,648,630 $-2,648,630 $-2,648,630 -0.09 $-2,648,630
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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