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 27, 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 $44,830,878 $44,830,878 1.44 $44,745,557
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,199,505 $44,199,505 1.42 $43,743,597
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $32,860,138 $32,860,138 1.06 $32,625,503
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $26,827,451 $26,827,451 0.87 $26,675,990
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,240,850 $26,240,850 0.85 $25,917,490
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,982,941 $25,982,941 0.84 $25,479,441
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,132,412 $25,132,412 0.80 $24,925,641
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,092,459 $25,092,459 0.80 $24,866,930
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,289,198 $24,289,198 0.78 $23,860,956
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,472,708 $23,472,708 0.75 $23,204,106
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,331,373 $23,331,373 0.75 $22,929,761
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,153,508 $23,153,508 0.74 $23,122,372
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 $23,121,083 $23,121,083 0.74 $23,009,411
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,966,541 $21,966,541 0.70 $21,784,384
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,532,141 $21,532,141 0.69 $21,464,289
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $20,802,800 $20,802,800 0.67 $20,554,975
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,731,548 $20,731,548 0.66 $20,669,045
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,562,872 $20,562,872 0.66 $19,982,944
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,472,808 $20,472,808 0.65 $20,431,743
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,238,699 $20,238,699 0.65 $19,860,349
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $19,998,413 $19,998,413 0.64 $19,822,292
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,506,010 $19,506,010 0.62 $19,471,290
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,464,442 $19,464,442 0.62 $19,003,210
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,155,552 $19,155,552 0.61 $19,094,224
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,778,874 $18,778,874 0.60 $18,758,609
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,571,115 $18,571,115 0.59 $18,492,240
Danske Bank A/S 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,374,884 $18,374,884 0.59 $18,367,744
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,814,294 $17,814,294 0.57 $17,699,697
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,636,456 $17,636,456 0.56 $17,532,179
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,550,219 $17,550,219 0.56 $17,113,715
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,528,471 $17,528,471 0.56 $17,420,320
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,454,478 $17,454,478 0.56 $17,105,282
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,435,715 $17,435,715 0.56 $17,069,476
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $16,987,849 $16,987,849 0.54 $16,949,506
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,735,123 $16,735,123 0.54 $16,484,833
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,391,252 $16,391,252 0.52 $16,379,725
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,220,605 $16,220,605 0.52 $16,209,878
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $16,042,266 $16,042,266 0.51 $15,663,283
UBS AG Stamford Branch FRN 16-MAR-2029, 4.47%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,804,115 $15,804,115 0.51 $15,776,858
NOW Trust 2024-1 A 5.35% 14-JUN-2032, 5.35%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 22,525,817 $15,600,169 $15,600,169 0.50 $15,568,328
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,406,246 $15,406,246 0.49 $15,135,243
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,156,954 $15,156,954 0.48 $14,956,509
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - 15,375,000 $15,132,226 $15,132,226 0.48 $14,845,547
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - 15,125,000 $15,083,110 $15,083,110 0.48 $15,045,718
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,074,786 $15,074,786 0.48 $15,066,525
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 14,966,417 $15,069,910 $15,069,910 0.48 $14,931,679
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $14,911,588 $14,911,588 0.48 $14,899,183
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,757,890 $14,757,890 0.47 $14,606,541
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,756,275 $14,756,275 0.47 $14,625,244
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,693,942 $14,693,942 0.47 $14,652,403
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,647,708 $14,647,708 0.47 $14,325,088
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,542,320 $14,542,320 0.46 $14,244,288
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,443,023 $14,443,023 0.46 $14,344,881
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,343,272 $14,343,272 0.46 $14,154,366
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,339,908 $14,339,908 0.46 $14,222,270
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,256,763 $14,256,763 0.46 $14,162,194
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,138,993 $14,138,993 0.45 $14,109,575
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.16721% 25-OCT-2041, 5.16%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 14,083,260 $14,134,917 $14,134,917 0.45 $14,124,820
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $14,125,622 $14,125,622 0.45 $13,836,872
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,999,061 $13,999,061 0.45 $13,934,495
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $13,989,391 $13,989,391 0.45 $13,981,660
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,833,601 $13,833,601 0.44 $13,564,820
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,831,416 $13,831,416 0.44 $13,806,693
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,795,724 $13,795,724 0.44 $13,771,431
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,697,308 $13,697,308 0.44 $13,570,344
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,664,818 $13,664,818 0.44 $13,498,305
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,619,829 $13,619,829 0.44 $13,325,029
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,573,409 $13,573,409 0.43 $13,516,848
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,523,114 $13,523,114 0.43 $13,166,233
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,262,937 $13,262,937 0.42 $13,185,104
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,074,701 $13,074,701 0.42 $13,022,529
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $13,060,648 $13,060,648 0.42 $12,800,936
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,051,188 $13,051,188 0.42 $12,749,440
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,999,334 $12,999,334 0.42 $12,852,757
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,991,307 $12,991,307 0.42 $12,717,360
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,965,033 $12,965,033 0.41 $12,666,924
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,920,300 $12,920,300 0.41 $12,343,737
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,898,109 $12,898,109 0.41 $12,845,285
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,890,321 $12,890,321 0.41 $12,770,651
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 $12,731,050 $12,731,050 0.41 $12,722,836
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,631,797 $12,631,797 0.40 $12,613,166
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - 12,556,000 $12,506,415 $12,506,415 0.40 $12,499,788
NOW Trust 2025-1 A 5.1% 14-FEB-2034, 5.10%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,886,414 $12,350,825 $12,350,825 0.39 $12,326,723
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,313,013 $12,313,013 0.39 $12,074,457
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,234,471 $12,234,471 0.39 $12,134,847
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,153,489 $12,153,489 0.39 $12,027,951
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,143,573 $12,143,573 0.39 $12,025,317
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.16%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,097,763 $12,097,763 0.39 $12,085,995
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,059,482 $12,059,482 0.39 $12,002,524
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,940,152 $11,940,152 0.38 $11,851,402
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,912,313 $11,919,836 $11,919,836 0.38 $11,912,289
RAF ABS Series 2025-1 A 4.805% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 17,193,258 $11,865,718 $11,865,718 0.38 $11,834,536
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,814,847 $11,814,847 0.38 $11,789,076
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,765,973 $11,765,973 0.38 $11,511,043
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,622,188 $11,622,188 0.37 $11,535,253
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,607,681 $11,607,681 0.37 $11,492,299
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,517,784 $11,517,784 0.37 $11,457,932
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,502,018 $11,502,018 0.37 $11,416,428
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,206,426 $11,206,426 0.36 $11,194,457
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,144,338 $11,144,338 0.36 $11,018,801
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 11,126,901 $11,131,763 $11,131,763 0.36 $11,124,457
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,031,936 $11,031,936 0.35 $11,008,645
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,520,586 $10,520,586 0.34 $10,418,023
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,509,816 $10,509,816 0.34 $10,487,653
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,476,113 $10,476,113 0.33 $10,249,929
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - 10,125,000 $10,403,438 $10,403,438 0.33 $10,125,000
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,321,050 $10,321,050 0.33 $10,162,114
Connecticut Avenue Securities Trust 2022-R06 1M2 7.51721% 25-MAY-2042, 7.51%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,279,675 $10,279,675 0.33 $10,269,242
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,230,788 $10,230,788 0.33 $10,117,224
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,187,978 $10,187,978 0.33 $10,151,360
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - 10,020,000 $10,178,029 $10,178,029 0.33 $10,037,888
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,099,853 $10,099,853 0.32 $9,984,654
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,021,212 $10,021,212 0.32 $9,900,170
Westgate Resorts 2026-1 LLC|5.19|10/20/2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 10,000,000 $9,993,678 $9,993,678 0.32 $9,993,678
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,963,514 $9,963,514 0.32 $9,840,359
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,961,225 $9,961,225 0.32 $9,712,329
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 $9,955,959 $9,955,959 0.32 $9,932,193
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $9,944,023 $9,944,023 0.32 $9,861,617
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,899,668 $9,899,668 0.32 $9,725,200
Bank of America Corp|3.615|03/16/2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,756,366 $9,756,366 0.31 $9,742,036
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 $9,643,725 $9,643,725 0.31 $9,594,707
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,740,700 $9,616,095 $9,616,095 0.31 $9,530,929
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,458,039 $9,458,039 0.30 $9,344,231
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,432,248 $9,432,248 0.30 $9,374,856
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,279,156 $9,279,156 0.30 $9,158,078
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,184,472 $9,184,472 0.29 $9,180,440
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,173,981 $9,173,981 0.29 $9,073,669
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - 12,300,000 $9,075,491 $9,075,491 0.29 $8,861,990
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,969,781 $8,969,781 0.29 $8,782,943
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,928,493 $8,928,493 0.29 $8,923,133
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,849,406 $8,849,406 0.28 $8,782,526
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,730,928 $8,730,928 0.28 $8,646,059
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,662,216 $8,662,216 0.28 $8,569,332
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 8,583,421 $8,590,413 $8,590,413 0.27 $8,584,140
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,571,141 $8,571,141 0.27 $8,464,709
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,567,040 $8,567,040 0.27 $8,532,135
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,547,736 $8,547,736 0.27 $8,503,562
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,312,573 $8,312,573 0.27 $8,254,961
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 $8,310,085 $8,310,085 0.27 $8,288,077
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,281,919 $8,281,919 0.26 $8,105,039
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,158,637 $8,158,637 0.26 $7,924,056
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,157,889 $8,157,889 0.26 $7,960,767
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,151,942 $8,151,942 0.26 $8,112,058
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,963,570 $8,062,605 $8,062,605 0.26 $8,055,236
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,048,942 $8,048,942 0.26 $7,926,784
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,037,486 $8,037,486 0.26 $7,945,912
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,005,600 $8,005,600 0.26 $7,986,750
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,973,477 $7,973,477 0.25 $7,935,977
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,939,750 $7,939,750 0.25 $7,749,361
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,781,713 $7,781,713 0.25 $7,668,928
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,734,806 $7,734,806 0.25 $7,578,656
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,648,429 $7,648,429 0.24 $7,626,423
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,578,560 $7,578,560 0.24 $7,511,348
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 $7,577,215 $7,577,215 0.24 $7,565,859
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,399,316 $7,399,316 0.24 $7,327,630
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,324,551 $7,324,551 0.23 $7,107,016
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 7,050,000 $7,307,755 $7,307,755 0.23 $7,254,510
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,204,486 $7,204,486 0.23 $7,055,386
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,132,817 $7,132,817 0.23 $7,071,413
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,110,580 $7,110,580 0.23 $6,992,455
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $6,976,379 $6,976,379 0.22 $6,970,303
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $6,975,995 $6,975,995 0.22 $6,965,081
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $6,949,107 $6,949,107 0.22 $6,897,409
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,947,428 $6,947,428 0.22 $6,911,048
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,878,476 $6,878,476 0.22 $6,849,147
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,858,815 $6,858,815 0.22 $6,853,967
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,832,497 $6,855,032 $6,855,032 0.22 $6,845,624
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,834,212 $6,834,212 0.22 $6,826,128
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,827,080 $6,827,080 0.22 $6,811,294
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,789,087 $6,789,087 0.22 $6,637,479
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,758,578 $6,758,578 0.22 $6,671,969
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,741,318 $6,741,318 0.22 $6,581,982
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,712,308 $6,712,308 0.21 $6,554,556
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,597,266 $6,597,266 0.21 $6,563,734
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,541,016 $6,541,016 0.21 $6,481,297
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,476,454 $6,476,454 0.21 $6,430,778
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,467,280 $6,467,280 0.21 $6,452,703
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,441,266 $6,441,266 0.21 $6,241,623
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,321,062 $6,405,902 $6,405,902 0.20 $6,395,098
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,393,024 $6,393,024 0.20 $6,313,423
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 $6,367,786 $6,367,786 0.20 $6,342,341
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.38%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 9,177,351 $6,365,275 $6,365,275 0.20 $6,347,574
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,296,558 $6,296,558 0.20 $6,287,589
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,219,872 $6,219,872 0.20 $6,160,649
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,182,302 $6,182,302 0.20 $6,177,853
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,018,901 $6,018,901 0.19 $5,941,754
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,682,940 $6,012,348 $6,012,348 0.19 $6,001,265
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,969,050 $5,969,050 0.19 $5,964,913
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,959,366 $5,959,366 0.19 $5,944,402
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,916,741 $5,916,741 0.19 $5,912,040
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,906,350 $5,906,350 0.19 $5,811,028
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,903,362 $5,903,362 0.19 $5,829,143
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,823,222 $5,823,222 0.19 $5,727,003
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,751,270 $5,751,270 0.18 $5,740,440
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,750,163 $5,750,163 0.18 $5,696,728
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,569,815 $5,569,815 0.18 $5,451,723
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - 5,375,000 $5,511,626 $5,511,626 0.18 $5,379,301
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,451,551 $5,451,551 0.17 $5,401,618
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.86721% 25-MAY-2045, 4.86%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 5,373,551 $5,372,898 $5,372,898 0.17 $5,369,269
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.86%, 07/25/45 CAS 2025-R05 20753CAB6 - 5,337,892 $5,335,550 $5,335,550 0.17 $5,331,945
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 5,181,529 $5,178,517 $5,178,517 0.17 $5,175,055
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,175,620 $5,175,620 0.17 $5,152,303
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,163,846 $5,163,846 0.17 $5,154,223
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,149,808 $5,149,808 0.16 $5,039,183
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 5,099,282 $5,134,973 $5,134,973 0.16 $5,124,424
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,109,836 $5,109,836 0.16 $5,037,649
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,084,652 $5,084,652 0.16 $5,035,485
Connecticut Avenue Securities Trust 2024-R01 1M1 4.71721% 25-JAN-2044, 4.71%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 5,042,979 $5,045,556 $5,045,556 0.16 $5,042,255
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 $5,031,674 $5,031,674 0.16 $5,020,078
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,021,460 $5,021,460 0.16 $5,018,092
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,014,715 $5,014,715 0.16 $5,011,250
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,955,677 $4,955,677 0.16 $4,946,345
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,607 $4,872,071 $4,872,071 0.16 $4,861,217
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,824,054 $4,824,054 0.15 $4,815,017
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,787,527 $4,800,430 $4,800,430 0.15 $4,797,172
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,741,866 $4,741,866 0.15 $4,632,325
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,698,889 $4,698,889 0.15 $4,694,323
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,662,169 $4,662,169 0.15 $4,599,795
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,612,189 $4,612,189 0.15 $4,603,592
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,596,200 $4,596,200 0.15 $4,589,627
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,571,411 $4,571,411 0.15 $4,519,524
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,523,223 $4,523,223 0.14 $4,464,869
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.26%, 03/25/45 CAS 2025-R03 20754VAB3 - 4,438,857 $4,448,971 $4,448,971 0.14 $4,445,727
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.91721% 25-MAR-2044, 4.91%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 4,430,304 $4,431,941 $4,431,941 0.14 $4,428,919
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,394,081 $4,394,081 0.14 $4,352,799
RESIMAC Bastille Trust 2024-1NC A2 5.3007% 13-SEP-2055, 5.30%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 6,217,262 $4,309,676 $4,309,676 0.14 $4,299,103
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 $4,200,727 $4,200,727 0.13 $4,197,665
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 $4,164,631 $4,164,631 0.13 $4,153,563
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.21%, 10/25/41 CAS 2021-R01 20754RAB2 - 4,125,036 $4,136,589 $4,136,589 0.13 $4,133,603
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,105,299 $4,105,299 0.13 $4,079,785
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 $4,039,550 $4,039,550 0.13 $4,032,883
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,016,165 $4,016,165 0.13 $3,936,531
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,881,548 $3,881,548 0.12 $3,878,824
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.86721% 25-AUG-2044, 4.86%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,862,928 $3,862,478 $3,862,478 0.12 $3,859,870
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.71721% 25-JAN-2045, 4.71%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,771,607 $3,771,607 0.12 $3,769,136
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,703,333 $3,703,333 0.12 $3,635,562
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,672,973 $3,672,973 0.12 $3,659,326
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,647,657 $3,647,657 0.12 $3,615,937
Domino's Pizza Master Issuer Series 2017-1 2017-A2III 4.118% 25-JUL-2047, 4.12%, 07/25/47 DPABS 2017-1A 25755TAH3 - 3,647,200 $3,645,614 $3,645,614 0.12 $3,618,496
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,619,952 $3,619,952 0.12 $3,610,006
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,592,312 $3,592,312 0.11 $3,590,805
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - 3,600,000 $3,562,236 $3,562,236 0.11 $3,552,261
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 $3,560,423 $3,560,423 0.11 $3,550,963
Liberty Series 2024-1 Auto A 5.005% 25-MAY-2032, 5.25%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 5,123,507 $3,538,944 $3,538,944 0.11 $3,536,405
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - 3,397,000 $3,422,743 $3,422,743 0.11 $3,359,993
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - 3,230,000 $3,314,378 $3,314,378 0.11 $3,230,075
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,287,408 $3,287,408 0.11 $3,253,658
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,237,457 $3,237,457 0.10 $3,235,057
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,217,275 $3,217,275 0.10 $3,201,541
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,078,969 $3,078,969 0.10 $3,057,317
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,078,064 $3,078,064 0.10 $3,039,617
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,907,284 $2,907,284 0.09 $2,877,430
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,894,159 $2,894,159 0.09 $2,892,055
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - 2,750,000 $2,830,346 $2,830,346 0.09 $2,749,672
Domino's Pizza Master Issuer Series 2019-1 2019-A2 3.668% 25-OCT-2049, 3.67%, 10/25/49 DPABS 2019-1A 25755TAL4 - 2,797,440 $2,697,223 $2,697,223 0.09 $2,678,696
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,694,704 $2,694,704 0.09 $2,688,200
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,498,415 $2,519,624 $2,519,624 0.08 $2,514,512
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,508,197 $2,508,197 0.08 $2,483,197
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.76721% 25-DEC-2031, 4.76%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,471,549 $2,485,702 $2,485,702 0.08 $2,474,340
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.46721% 25-NOV-2041, 5.46%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,474,821 $2,474,821 0.08 $2,472,951
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,312,726 $2,312,726 0.07 $2,298,218
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - 3,110,000 $2,191,098 $2,191,098 0.07 $2,142,288
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,104,291 $2,104,291 0.07 $2,100,815
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 $2,100,662 $2,100,662 0.07 $2,095,635
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 $2,100,091 $2,100,091 0.07 $2,095,190
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.11721% 25-OCT-2044, 5.11%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 2,095,518 $2,096,732 $2,096,732 0.07 $2,095,244
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,071,506 $2,071,506 0.07 $2,070,840
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.76%, 01/25/45 CAS 2025-R01 20755JAB9 - 2,014,218 $2,012,995 $2,012,995 0.06 $2,011,663
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,943,869 $1,996,057 $1,996,057 0.06 $1,972,265
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,970,713 $1,970,713 0.06 $1,958,563
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,967,840 $1,967,840 0.06 $1,965,422
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.01721% 25-FEB-2044, 5.01%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,960,013 $1,961,376 $1,961,376 0.06 $1,960,011
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.86%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,942,573 $1,941,996 $1,941,996 0.06 $1,940,685
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.86721% 25-MAY-2044, 4.86%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,860,093 $1,860,530 $1,860,530 0.06 $1,859,274
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.05%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,610,949 $1,805,605 $1,805,605 0.06 $1,801,126
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 $1,734,929 $1,734,929 0.06 $1,731,363
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,711,007 $1,711,007 0.05 $1,706,382
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,543,781 $1,543,781 0.05 $1,511,900
Connecticut Avenue Securities Trust 2025-R02 1M1 4.81721% 25-FEB-2045, 4.81%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,511,814 $1,512,412 $1,512,412 0.05 $1,511,401
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 $1,464,522 $1,464,522 0.05 $1,460,196
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,416,493 $1,416,493 0.05 $1,415,584
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,291,371 $1,291,371 0.04 $1,269,293
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,229,968 $1,229,968 0.04 $1,220,507
Connecticut Avenue Securities Trust 2024-R02 1M1 4.76721% 25-FEB-2044, 4.76%, 02/25/44 CAS 2024-R02 20754GAA8 - 1,161,994 $1,162,412 $1,162,412 0.04 $1,161,644
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,154,013 $1,154,013 0.04 $1,145,828
Connecticut Avenue Securities Trust 2023-R06 1M1 5.36721% 25-JUL-2043, 5.36%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,100,107 $1,103,621 $1,103,621 0.04 $1,102,802
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.51721% 25-NOV-2043, 5.51%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,086,467 $1,092,152 $1,092,152 0.03 $1,091,320
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.66721% 25-JUN-2043, 5.66%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,048,052 $1,048,052 0.03 $1,047,230
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.13%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,463,600 $1,016,301 $1,016,301 0.03 $1,013,084
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $996,329 $996,329 0.03 $971,082
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $971,015 $971,015 0.03 $965,425
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.66721% 25-MAY-2043, 5.66%, 05/25/43 STACR 2023-HQA1 35564KX79 - 914,497 $919,831 $919,831 0.03 $919,112
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.81%, 03/25/44 CAS 207941AA3 - 917,339 $917,238 $917,238 0.03 $916,625
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $890,658 $890,658 0.03 $888,939
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $857,762 $857,762 0.03 $855,970
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $712,746 $712,746 0.02 $705,120
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - 762,222 $705,153 $705,153 0.02 $704,400
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - 1,000,000 $696,524 $696,524 0.02 $688,852
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $695,090 $695,090 0.02 $680,717
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $691,549 $691,549 0.02 $689,934
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $685,900 $685,900 0.02 $684,468
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $558,740 $558,740 0.02 $552,834
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $390,452 $390,452 0.01 $386,144
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $103,610 $103,610 0.00 $101,854
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,666 $-344,927,077 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 239.00 $18,062,732 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-12,897,387 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,148,500 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-85,653,952 $0 0.00 $0
AIR LEASE CORP 0% 04/02/2026, 0.00%, 04/02/26 AL 00913XD26 - 93,600,000 $93,535,547 $93,535,547 2.99 $93,535,547
JABIL INC 0% 03/30/2026, 0.00%, 03/30/26 JBLPP 46652MCW3 - 89,850,000 $89,816,243 $89,816,243 2.87 $89,816,243
HUMANA INC 0% 03/31/2026, 0.00%, 03/31/26 HUMPP 44486JCX5 - 40,900,000 $40,895,501 $40,895,501 1.31 $40,895,501
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - 45,000,000 $32,352,543 $32,352,543 1.03 $32,352,543
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - 44,122,000 $31,719,084 $31,719,084 1.01 $31,719,084
REALTY INCOME CORP 0% 03/30/2026, 0.00%, 03/30/26 REAINC 75611NCW0 - 30,400,000 $30,389,971 $30,389,971 0.97 $30,389,971
GLOBAL PAYMENTS INC 0% 04/02/2026, 0.00%, 04/02/26 GPN 37961DD23 - 25,000,000 $24,982,875 $24,982,875 0.80 $24,982,875
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/07/2026, 0.00%, 04/07/26 STLACP 85855KD74 - 25,000,000 $24,968,032 $24,968,032 0.80 $24,968,032
AVIATION CAPITAL GROUP LLC 0% 03/30/2026, 0.00%, 03/30/26 AVTNCP 05369CCW5 - 21,300,000 $21,292,950 $21,292,950 0.68 $21,292,950
STELLANTIS FINANCIAL SERVICES US CORP 0% 03/30/2026, 0.00%, 03/30/26 STLACP 85855KCW0 - 16,100,000 $16,094,433 $16,094,433 0.51 $16,094,433
AUTONATION INC 0% 03/30/2026, 0.00%, 03/30/26 AUTONA 05330NCW7 - 11,850,000 $11,845,902 $11,845,902 0.38 $11,845,902
SEGREGATED CASH SEGCASH $0.00 8,843,305 $8,843,305 $8,843,305 0.28 $8,843,305
NEW ZEALAND DOLLAR NZD - 6,477,689 $3,729,540 $3,729,540 0.12 $3,729,540
AUSTRALIAN DOLLARS AUD - 4,091,770 $2,818,625 $2,818,625 0.09 $2,818,625
EURO EUR - 1,376,325 $1,585,592 $1,585,592 0.05 $1,585,592
CANADIAN DOLLAR CAD - 1,386,905 $999,067 $999,067 0.03 $999,067
BRITISH POUND GBP - -1,129,581 $-1,501,264 $-1,501,264 -0.05 $-1,501,264
US DOLLARS USD MD_142224 - -52,369,785 $-52,369,785 $-52,369,785 -1.67 $-52,369,785
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.74 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.74 $-54,400,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - 30,987,000 $0 $30,987,000 0.99 $30,987,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - -30,987,000 $-30,987,000 $-30,987,000 -0.99 $-30,987,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 82,265,000 $47,364,209 $47,364,209 1.51 $47,364,209
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 -82,265,000 $-47,364,209 $-47,364,209 -1.51 $-47,364,209
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $43,394,401 $43,394,401 1.39 $43,394,401
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-43,394,401 $-43,394,401 -1.39 $-43,394,401
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $61,346,338 $61,346,338 1.96 $61,346,338
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-61,346,338 $-61,346,338 -1.96 $-61,346,338
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - 109,400,000 $145,397,517 $145,397,517 4.65 $145,397,517
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - -109,400,000 $-145,397,517 $-145,397,517 -4.65 $-145,397,517
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - 55,600,000 $73,894,899 $73,894,899 2.36 $73,894,899
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - -55,600,000 $-73,894,899 $-73,894,899 -2.36 $-73,894,899
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 4.63 $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 -4.63 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - 6,200,000 $8,240,079 $8,240,079 0.26 $8,240,079
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - -6,200,000 $-8,240,079 $-8,240,079 -0.26 $-8,240,079
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - 59,400,000 $78,945,270 $78,945,270 2.52 $78,945,270
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - -59,400,000 $-78,945,270 $-78,945,270 -2.52 $-78,945,270
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - 59,400,000 $78,945,270 $78,945,270 2.52 $78,945,270
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - -59,400,000 $-78,945,270 $-78,945,270 -2.52 $-78,945,270
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - 122,000,000 $162,143,484 $162,143,484 5.18 $162,143,484
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - -122,000,000 $-162,143,484 $-162,143,484 -5.18 $-162,143,484
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $599,544,050 $0 0.00 $0
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 840.00 $587,310,186 $0 0.00 $0
FX Forward|EUR|04/17/2026 +EURU - -12,560,000 $-14,483,055 $-14,483,055 -0.46 $-14,483,055
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 $-14,539,508 $-14,539,508 -0.46 $-14,539,508
FX Forward|USD|04/17/2026 +GBP0 - 14,702,321 $14,702,321 $14,702,321 0.47 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - -93,310,000 $-67,274,575 $-67,274,575 -2.15 $-67,274,575
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 $-381,767,316 $-381,767,316 -12.21 $-381,767,316
FX Forward|USD|04/17/2026 +AUDU - 370,252,001 $370,252,001 $370,252,001 11.84 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - -5,100,000 $-2,938,229 $-2,938,229 -0.09 $-2,938,229
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 $4,820,816 $4,820,816 0.15 $4,820,816
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 $-8,258,455 $-8,258,455 -0.26 $-8,258,455
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 $8,608,600 $8,608,600 0.28 $8,608,600
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 $2,410,408 $2,410,408 0.08 $2,410,408
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 $2,617,014 $2,617,014 0.08 $2,617,014
FX Forward|USD|04/17/2026 +AUDU - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
FX Forward|AUD|04/17/2026 +AUDU - 3,000,000 $2,066,064 $2,066,064 0.07 $2,066,064
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 $-5,714,798 $-5,714,798 -0.18 $-5,714,798
FX Forward|USD|04/17/2026 +GBPU - 5,783,711 $5,783,711 $5,783,711 0.18 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - -18,000,000 $-23,922,409 $-23,922,409 -0.76 $-23,922,409
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 $1,721,720 $1,721,720 0.06 $1,721,720
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 $12,093,706 $12,093,706 0.39 $12,093,706
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 $1,377,376 $1,377,376 0.04 $1,377,376
FX Forward|USD|04/17/2026 +AUDU - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,377,376 $1,377,376 0.04 $1,377,376
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 $-21,002,758 $-21,002,758 -0.67 $-21,002,758
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 $-10,817,986 $-10,817,986 -0.35 $-10,817,986
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 $-32,452,308 $-32,452,308 -1.04 $-32,452,308
FX Forward|USD|04/22/2026 +CADU - 32,824,313 $32,824,313 $32,824,313 1.05 $32,824,313
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,377,376 $1,377,376 0.04 $1,377,376
FX Forward|USD|04/17/2026 +AUD0 - -1,410,737 $-1,410,737 $-1,410,737 -0.05 $-1,410,737
FX Forward|CAD|04/17/2026 - - -13,544,369 $-9,765,209 $-9,765,209 -0.31 $-9,765,209
FX Forward|USD|04/17/2026 - - 9,771,035 $9,771,035 $9,771,035 0.31 $9,771,035
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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