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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 06/12/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,655,273 $44,655,273 1.35 $43,749,455
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,398,977 $27,398,977 0.83 $27,293,878
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,642,771 $26,642,771 0.81 $25,996,052
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,643,640 $25,643,640 0.78 $25,492,590
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,343,448 $25,343,448 0.77 $24,861,635
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,169,550 $25,169,550 0.76 $25,004,225
Wells Fargo & Company FRN 20-MAY-2029, 4.33%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,082,951 $25,082,951 0.76 $25,005,000
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,727,706 $24,727,706 0.75 $24,166,646
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,116,886 $24,116,886 0.73 $24,023,110
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,893,987 $23,893,987 0.72 $23,434,292
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,391,471 $23,391,471 0.71 $23,279,812
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 $23,249,947 $23,249,947 0.70 $23,186,135
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,167,469 $23,167,469 0.70 $23,078,222
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,845,196 $22,845,196 0.69 $22,800,153
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,948,786 $21,948,786 0.67 $21,928,718
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,748,125 $21,748,125 0.66 $21,491,793
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,528,656 $21,528,656 0.65 $21,017,942
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,729,915 $20,729,915 0.63 $20,705,089
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,471,306 $20,471,306 0.62 $20,435,249
BX Trust 2025-ROIC A 4.77092% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,325,403 $20,325,403 0.62 $20,241,669
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,139,081 $20,139,081 0.61 $19,928,198
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,108,825 $20,108,825 0.61 $19,964,766
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,032,266 $20,032,266 0.61 $19,937,519
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,019,626 $20,019,626 0.61 $19,923,026
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,708,322 $19,708,322 0.60 $19,510,852
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,419,247 $19,419,247 0.59 $19,199,310
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,185,257 $19,185,257 0.58 $18,994,579
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,794,338 $18,794,338 0.57 $18,713,782
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,740,978 $18,740,978 0.57 $18,458,119
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,566,506 $18,566,506 0.56 $18,380,880
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,988,976 $17,988,976 0.55 $17,735,754
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,841,972 $17,841,972 0.54 $17,546,945
BX Trust 2026-CIP A 4.82709% 15-MAY-2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 17,712,000 $17,809,024 $17,809,024 0.54 $17,749,369
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,643,140 $17,643,140 0.53 $17,399,801
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,223,119 $17,223,119 0.52 $17,094,218
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,199,370 $17,199,370 0.52 $17,132,217
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,192,912 $17,192,912 0.52 $17,071,610
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,143,951 $17,143,951 0.52 $16,913,892
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,715,688 $16,715,688 0.51 $16,640,059
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,554,125 $16,554,125 0.50 $16,483,748
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,532,970 $16,532,970 0.50 $16,427,149
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,295,369 $16,295,369 0.49 $16,162,127
UBS AG Stamford Branch FRN 16-MAR-2029, 0.00%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,999,686 $15,999,686 0.48 $15,822,630
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,993,117 $15,993,117 0.48 $15,912,137
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,947,561 $15,947,561 0.48 $15,789,339
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,780,839 $15,780,839 0.48 $15,653,712
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,320,045 $15,320,045 0.46 $14,976,425
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,222,571 $15,222,571 0.46 $15,152,358
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,210,414 $15,210,414 0.46 $15,139,800
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,104,411 $15,104,411 0.46 $15,039,085
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,063,890 $15,063,890 0.46 $15,023,133
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,970,449 $14,970,449 0.45 $14,678,963
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,912,128 $14,912,128 0.45 $14,632,198
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,832,444 $14,832,444 0.45 $14,617,827
NOW Trust 2024-1 A 5.7069% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 20,761,644 $14,765,437 $14,765,437 0.45 $14,692,188
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,760,795 $14,760,795 0.45 $14,687,557
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,615,796 $14,615,796 0.44 $14,525,714
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,605,896 $14,605,896 0.44 $14,524,409
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,596,656 $14,596,656 0.44 $14,520,093
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,448,736 $14,448,736 0.44 $14,158,101
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,432,069 $14,432,069 0.44 $14,305,259
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,411,460 $14,411,460 0.44 $14,165,983
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,357,351 $14,357,351 0.44 $14,180,847
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,357,274 $14,357,274 0.44 $14,254,825
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,274,854 $14,274,854 0.43 $14,232,874
Truist Bank Auto Credit-Linked Notes Series 2026-1|5.067|06/26/2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 14,200,000 $14,198,996 $14,198,996 0.43 $14,191,002
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,145,260 $14,145,260 0.43 $13,992,582
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,066,700 $14,066,700 0.43 $13,906,101
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $14,031,606 $14,031,606 0.43 $13,873,801
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,998,236 $13,998,236 0.42 $13,953,836
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,965,512 $13,965,512 0.42 $13,845,200
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,898,497 $13,898,497 0.42 $13,613,047
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,839,503 $13,839,503 0.42 $13,572,504
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,740,271 $13,740,271 0.42 $13,665,581
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,708,107 $13,708,107 0.42 $13,609,370
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,697,463 $13,697,463 0.42 $13,489,398
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,565,056 $13,565,056 0.41 $13,533,434
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1121% 25-OCT-2041, 5.11%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,368,049 $13,426,263 $13,426,263 0.41 $13,388,297
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,353,769 $13,353,769 0.40 $13,289,969
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,328,080 $13,328,080 0.40 $13,180,542
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,198,701 $13,198,701 0.40 $13,059,576
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,165,365 $13,165,365 0.40 $12,422,716
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,158,671 $13,158,671 0.40 $13,138,294
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,122,316 $13,122,316 0.40 $12,846,405
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,054,298 $13,054,298 0.40 $12,864,861
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,022,167 $13,022,167 0.39 $12,750,373
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,876,198 $12,876,198 0.39 $12,792,420
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,833,106 $12,833,106 0.39 $12,746,892
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,801,940 $12,801,940 0.39 $12,711,206
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,751,902 $12,751,902 0.39 $12,578,013
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,713,564 $12,713,564 0.39 $12,639,037
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 $12,712,599 $12,712,599 0.39 $12,679,746
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,480,062 $12,480,062 0.38 $12,400,473
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,454,933 $12,454,933 0.38 $12,401,687
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,348,197 $12,348,197 0.37 $12,117,491
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,300,836 $12,300,836 0.37 $12,269,375
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,286,052 $12,286,052 0.37 $12,048,427
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,285,362 $12,285,362 0.37 $12,050,406
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,283,555 $12,283,555 0.37 $12,262,599
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1121% 25-MAR-2042, 7.11%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,079,411 $12,079,411 0.37 $12,032,666
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,076,459 $12,076,459 0.37 $11,898,959
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,029,609 $12,029,609 0.36 $11,946,140
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,951,851 $11,951,851 0.36 $11,812,382
NOW Trust 2025-1 A 5.4569% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,622,062 $11,781,205 $11,781,205 0.36 $11,725,130
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 11,750,000 $11,764,851 $11,764,851 0.36 $11,735,649
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,759,312 $11,759,312 0.36 $11,718,466
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,732,870 $11,732,870 0.36 $11,501,044
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,608,400 $11,608,400 0.35 $11,522,083
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,593,790 $11,593,790 0.35 $11,446,774
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,589,443 $11,589,443 0.35 $11,387,418
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,410,978 $11,410,978 0.35 $11,329,165
BX Commercial Mortgage Trust 2026-CSMO A 5.02709% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,090,086 $11,090,086 0.34 $11,042,382
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,960,314 $10,960,314 0.33 $10,835,443
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,900,222 $10,900,222 0.33 $10,811,358
RAF ABS Series 2025-1 A 5.2572% 09-DEC-2031, 5.26%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,826,088 $10,826,088 0.33 $10,816,736
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,695,097 $10,695,097 0.32 $10,604,308
NRTH Commercial Mortgage Trust 2025-PARK A 5.02036% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,556,710 $10,556,710 0.32 $10,511,317
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,494,400 $10,512,000 $10,512,000 0.32 $10,485,694
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,429,462 $10,429,462 0.32 $10,157,000
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,395,961 $10,395,961 0.32 $10,389,590
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,344,281 $10,344,281 0.31 $10,255,377
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,337,305 $10,337,305 0.31 $10,238,717
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,325,084 $10,325,084 0.31 $10,096,420
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,286,692 $10,286,692 0.31 $10,245,236
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,272,696 $10,272,696 0.31 $10,021,918
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,225,786 $10,225,786 0.31 $10,211,139
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,114,978 $10,114,978 0.31 $9,907,478
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,078,744 $10,088,941 $10,088,941 0.31 $10,062,467
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,041,959 $10,041,959 0.30 $9,871,262
Hertz Vehicle Financing III, Series 2026-1 A 5.09% 25-NOV-2030, 5.09%, 11/25/30 HERTZ 2026-1A 42806MEF2 - 10,000,000 $10,041,056 $10,041,056 0.30 $10,017,020
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,935,067 $9,935,067 0.30 $9,907,699
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,850,415 $9,850,415 0.30 $9,804,667
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,845,172 $9,845,172 0.30 $9,775,385
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,793,968 $9,793,968 0.30 $9,707,571
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,746,260 $9,746,260 0.30 $9,680,120
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 $9,690,581 $9,690,581 0.29 $9,652,874
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,674,967 $9,674,967 0.29 $9,455,590
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,509,840 $9,598,751 $9,598,751 0.29 $9,538,427
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,560,365 $9,560,365 0.29 $9,350,650
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,549,349 $9,549,349 0.29 $9,529,325
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,537,432 $9,537,432 0.29 $9,473,719
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,405,790 $9,405,790 0.29 $9,334,734
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,321,807 $9,321,807 0.28 $9,267,374
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,302,164 $9,302,164 0.28 $9,282,342
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,283,290 $9,283,290 0.28 $9,082,665
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,195,869 $9,195,869 0.28 $8,996,611
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,028,735 $9,028,735 0.27 $8,942,974
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,058,745 $8,987,830 $8,987,830 0.27 $8,959,502
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,950,129 $8,950,129 0.27 $8,795,249
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,870,738 $8,870,738 0.27 $8,802,797
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,817,988 $8,817,988 0.27 $8,655,494
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,773,743 $8,773,743 0.27 $8,757,023
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,748,954 $8,748,954 0.27 $8,566,759
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,741,519 $8,741,519 0.26 $8,583,824
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,660,034 $8,660,034 0.26 $8,447,169
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,618,255 $8,618,255 0.26 $8,599,889
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,609,938 $8,609,938 0.26 $8,492,141
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,573,509 $8,573,509 0.26 $8,391,584
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,244,738 $8,244,738 0.25 $8,119,387
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,163,314 $8,163,314 0.25 $8,098,994
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,155,574 $8,155,574 0.25 $7,943,594
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,152,531 $8,152,531 0.25 $8,152,531
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,111,808 $8,111,808 0.25 $7,932,182
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,100,270 $8,100,270 0.25 $8,007,012
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,070,033 $8,070,033 0.24 $7,997,200
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,054,709 $8,054,709 0.24 $7,954,709
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,018,596 $8,018,596 0.24 $7,952,473
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,016,145 $8,016,145 0.24 $7,957,436
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,000,249 $8,000,249 0.24 $7,994,560
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,967,088 $7,967,088 0.24 $7,895,626
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,913,489 $7,913,489 0.24 $7,858,035
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,850,809 $7,850,809 0.24 $7,648,036
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,842,226 $7,842,226 0.24 $7,761,676
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,708,041 $7,821,715 $7,821,715 0.24 $7,793,400
Plenti PL & Green ABS Trust 2024-2 A1 5.4771% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,459,019 $7,746,360 $7,746,360 0.23 $7,384,545
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,732,260 $7,732,260 0.23 $7,635,234
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,715,521 $7,715,521 0.23 $7,607,599
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,648,483 $7,648,483 0.23 $7,593,371
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,646,084 $7,646,084 0.23 $7,502,495
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,397,321 $7,397,321 0.22 $7,339,421
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,311,797 $7,311,797 0.22 $7,245,837
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,274,394 $7,274,394 0.22 $7,226,931
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,225,925 $7,225,925 0.22 $7,084,420
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,103,738 $7,103,738 0.22 $7,064,888
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,080,065 $7,080,065 0.21 $7,007,001
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,076,015 $7,076,015 0.21 $6,995,055
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,025,242 $7,025,242 0.21 $6,910,904
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,942,264 $6,942,264 0.21 $6,864,706
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,914,858 $6,914,858 0.21 $6,836,377
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,903,957 $6,903,957 0.21 $6,828,502
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,864,006 $6,864,006 0.21 $6,849,847
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,828,257 $6,828,257 0.21 $6,824,949
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,759,393 $6,826,063 $6,826,063 0.21 $6,800,518
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,669,744 $6,669,744 0.20 $6,624,974
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,654,683 $6,654,683 0.20 $6,553,179
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,632,125 $6,632,125 0.20 $6,574,184
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,630,109 $6,630,109 0.20 $6,565,939
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,607,614 $6,607,614 0.20 $6,595,596
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,602,375 $6,602,375 0.20 $6,500,000
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,568,316 $6,568,316 0.20 $6,298,447
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,532,675 $6,532,675 0.20 $6,460,554
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,483,404 $6,483,404 0.20 $6,404,719
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,461,943 $6,461,943 0.20 $6,316,009
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,410,686 $6,410,686 0.19 $6,392,192
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,370,568 $6,370,568 0.19 $6,294,327
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,358,077 $6,358,077 0.19 $6,253,935
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,282,719 $6,312,164 $6,312,164 0.19 $6,290,537
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,267,956 $6,267,956 0.19 $6,137,093
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,225,944 $6,225,944 0.19 $6,208,321
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,170,009 $6,170,009 0.19 $6,070,443
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,005,009 $6,005,009 0.18 $5,993,746
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $6,002,282 $6,002,282 0.18 $5,853,844
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,969,073 $5,969,073 0.18 $5,953,762
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,967,082 $5,967,082 0.18 $5,910,700
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,966,807 $5,966,807 0.18 $5,950,261
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,885,982 $5,885,982 0.18 $5,722,321
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,867,098 $5,867,098 0.18 $5,827,380
Global Mobility 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,841,361 $5,841,361 0.18 $5,828,299
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,807,662 $5,807,662 0.18 $5,700,070
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,803,302 $5,803,302 0.18 $5,747,347
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,642,821 $5,721,424 $5,721,424 0.17 $5,697,312
Metro Finance 2024-1 Trust|5.5475|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,031,784 $5,704,679 $5,704,679 0.17 $5,680,577
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,626,508 $5,626,508 0.17 $5,591,095
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,524,562 $5,524,562 0.17 $5,416,115
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,523,050 $5,523,050 0.17 $5,474,632
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,785,044 $5,509,773 $5,509,773 0.17 $5,506,310
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,218,828 $5,218,828 0.16 $5,157,651
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,157,388 $5,157,388 0.16 $5,033,638
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,157,333 $5,157,333 0.16 $5,142,799
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,108,557 $5,108,557 0.15 $5,073,470
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,071,895 $5,071,895 0.15 $5,018,006
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,052,530 $5,052,530 0.15 $5,027,947
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,090,150 $5,043,871 $5,043,871 0.15 $5,036,643
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,027,398 $5,027,398 0.15 $5,014,230
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,000,512 $5,000,512 0.15 $4,952,297
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,997,736 $4,997,736 0.15 $4,922,038
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,891,763 $4,891,763 0.15 $4,869,521
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,876,795 $4,876,795 0.15 $4,842,123
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,837,901 $4,837,901 0.15 $4,777,956
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,753,879 $4,753,879 0.14 $4,706,510
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,746,758 $4,746,758 0.14 $4,628,799
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,716,642 $4,716,642 0.14 $4,609,715
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,682,222 $4,682,222 0.14 $4,636,937
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,625,952 $4,663,174 $4,663,174 0.14 $4,644,034
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,649,885 $4,649,885 0.14 $4,587,560
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,639,618 $4,639,618 0.14 $4,591,961
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,620,880 $4,620,880 0.14 $4,522,108
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.81%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,430,298 $4,442,902 $4,442,902 0.13 $4,431,058
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,425,341 $4,425,341 0.13 $4,342,219
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 $4,222,277 $4,222,277 0.13 $4,210,027
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,144,967 $4,144,967 0.13 $4,077,854
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,131,163 $4,131,163 0.13 $4,012,577
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,892,446 $3,892,446 0.12 $3,881,551
Connecticut Avenue Securities Trust 2024-R01 1M1 4.6621% 25-JAN-2044, 4.66%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,881,160 $3,889,222 $3,889,222 0.12 $3,879,170
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,758,103 $3,758,103 0.11 $3,754,359
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,743,034 $3,743,034 0.11 $3,672,801
RESIMAC Bastille Trust 2024-1NC A2 5.6538% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,253,276 $3,735,464 $3,735,464 0.11 $3,715,506
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,698,559 $3,711,478 $3,711,478 0.11 $3,700,871
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,695,752 $3,705,529 $3,705,529 0.11 $3,695,751
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,684,653 $3,684,653 0.11 $3,608,045
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,663,821 $3,663,821 0.11 $3,642,560
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 $3,642,696 $3,642,696 0.11 $3,621,836
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,637,021 $3,637,021 0.11 $3,597,850
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,615,495 $3,615,495 0.11 $3,602,003
Plenti PL & Green ABS Trust 2025-1 A1G 5.4971% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,111,923 $3,612,597 $3,612,597 0.11 $3,610,422
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.8621% 25-MAR-2044, 4.86%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,516,383 $3,516,383 0.11 $3,506,912
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 3,377,356 $3,391,076 $3,391,076 0.10 $3,382,341
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,333,551 $3,333,551 0.10 $3,313,900
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.6621% 25-JAN-2045, 4.66%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,323,664 $3,330,489 $3,330,489 0.10 $3,321,881
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8121% 25-MAY-2045, 4.81%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 3,314,634 $3,323,767 $3,323,767 0.10 $3,314,906
Liberty Series 2024-1 Auto A 5.5062% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,686,692 $3,323,721 $3,323,721 0.10 $3,313,252
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,322,392 $3,322,392 0.10 $3,285,206
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,321,387 $3,321,387 0.10 $3,253,887
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,285,178 $3,285,178 0.10 $3,276,521
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,244,991 $3,244,991 0.10 $3,235,393
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,115,045 $3,115,045 0.09 $3,069,858
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,104,648 $3,104,648 0.09 $3,036,473
Plenti PL & Green ABS Trust 2025-1 A1 5.4971% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,369,165 $3,087,119 $3,087,119 0.09 $3,085,259
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,058,247 $3,058,247 0.09 $3,033,395
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2121% 25-MAR-2045, 5.21%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,965,419 $2,977,060 $2,977,060 0.09 $2,968,473
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,942,501 $2,942,501 0.09 $2,882,793
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,904,929 $2,904,929 0.09 $2,896,512
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8121% 25-AUG-2044, 4.81%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,728,768 $2,737,351 $2,737,351 0.08 $2,730,056
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,702,246 $2,702,246 0.08 $2,698,530
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 $2,694,776 $2,694,776 0.08 $2,680,524
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,615,375 $2,615,375 0.08 $2,592,698
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,579,644 $2,579,644 0.08 $2,570,213
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4121% 25-NOV-2041, 5.41%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,478,330 $2,478,330 0.08 $2,470,918
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,363,293 $2,363,293 0.07 $2,352,402
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,325,046 $2,347,290 $2,347,290 0.07 $2,337,775
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7121% 25-DEC-2031, 4.71%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,154,027 $2,162,169 $2,162,169 0.07 $2,156,530
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,090,477 $2,090,477 0.06 $2,082,685
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,992,464 $1,992,464 0.06 $1,959,603
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,963,998 $1,963,998 0.06 $1,954,375
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,872,975 $1,902,434 $1,902,434 0.06 $1,893,567
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,872,975 $1,902,075 $1,902,075 0.06 $1,892,981
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,900,970 $1,900,970 0.06 $1,882,781
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,727,045 $1,727,045 0.05 $1,705,903
Plenti Auto ABS Trust 2025-1 A 5.3953% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,303,743 $1,706,125 $1,706,125 0.05 $1,628,315
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,584,421 $1,584,421 0.05 $1,579,684
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,563,652 $1,578,573 $1,578,573 0.05 $1,572,097
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8121% 25-MAY-2044, 4.81%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,557,807 $1,563,159 $1,563,159 0.05 $1,558,995
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,538,799 $1,543,844 $1,543,844 0.05 $1,539,730
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,529,428 $1,529,428 0.05 $1,515,050
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,515,723 $1,515,723 0.05 $1,489,951
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,480,311 $1,480,311 0.04 $1,471,419
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.9621% 25-FEB-2044, 4.96%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,471,594 $1,476,550 $1,476,550 0.04 $1,472,493
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,557,605 $1,462,283 $1,462,283 0.04 $1,459,587
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,425,758 $1,429,490 $1,429,490 0.04 $1,425,758
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,414,789 $1,414,789 0.04 $1,375,181
Connecticut Avenue Securities Trust 2022-R01 1M2 5.5121% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,307,376 $1,307,376 0.04 $1,303,395
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,288,066 $1,288,066 0.04 $1,271,279
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,282,749 $1,282,749 0.04 $1,278,051
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,273,385 $1,273,385 0.04 $1,270,002
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,197,660 $1,197,660 0.04 $1,176,115
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.61%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,050,011 $1,050,011 0.03 $1,046,750
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,021,508 $1,021,508 0.03 $1,018,430
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $993,001 $993,001 0.03 $987,969
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $979,768 $979,768 0.03 $970,587
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3121% 25-JUL-2043, 5.31%, 07/25/43 CAS 2023-R06 20754EAA3 - 936,885 $942,266 $942,266 0.03 $939,501
Connecticut Avenue Securities Trust 2025-R02 1M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 CAS 2025-R02 20754TAC6 - 936,245 $939,131 $939,131 0.03 $936,654
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $892,923 $892,923 0.03 $891,941
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,241,555 $878,260 $878,260 0.03 $877,636
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $872,670 $872,670 0.03 $871,404
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.06%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 855,079 $857,484 $857,484 0.03 $855,079
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6121% 25-MAY-2043, 5.61%, 05/25/43 STACR 2023-HQA1 35564KX79 - 807,275 $813,935 $813,935 0.02 $811,418
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $730,893 $730,893 0.02 $729,852
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7121% 25-FEB-2044, 4.71%, 02/25/44 CAS 2024-R02 20754GAA8 - 722,280 $724,157 $724,157 0.02 $722,266
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $717,482 $717,482 0.02 $705,925
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $709,421 $709,421 0.02 $702,823
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $705,955 $705,955 0.02 $700,897
Connecticut Avenue Securities Trust 2024-R03 2M1 4.7621% 25-MAR-2044, 4.76%, 03/25/44 CAS 207941AA3 - 618,258 $619,767 $619,767 0.02 $618,132
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $399,443 $399,443 0.01 $397,634
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $223,321 $223,321 0.01 $223,097
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $105,366 $105,366 0.00 $104,787
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,507,784 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -273.00 $-29,191,805 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-78,040,745 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -3,177 $-655,330,713 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,259,500 $0 0.00 $0
HCA INC 0% 06/16/2026, 0.00%, 06/16/26 HCA 40412DFG9 - 74,400,000 $74,365,917 $74,365,917 2.25 $74,365,917
HCA INC 0% 06/15/2026, 0.00%, 06/15/26 HCA 40412DFF1 - 54,900,000 $54,881,208 $54,881,208 1.66 $54,881,208
GLOBAL PAYMENTS INC 0% 06/15/2026, 0.00%, 06/15/26 GPN 37961DFF2 - 43,600,000 $43,584,993 $43,584,993 1.32 $43,584,993
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/22/2026, 0.00%, 06/22/26 STLACP 85855KFN7 - 33,000,000 $32,960,265 $32,960,265 1.00 $32,960,265
ENBRIDGE INC 0% 06/24/2026, 0.00%, 06/24/26 ENB 292976TR8 - 45,000,000 $32,186,856 $32,186,856 0.98 $32,186,856
AUTONATION INC 0% 06/15/2026, 0.00%, 06/15/26 AUTONA 05330NFF1 - 21,350,000 $21,342,696 $21,342,696 0.65 $21,342,696
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/25/2026, 0.00%, 06/25/26 STLACP 85855KFR8 - 17,250,000 $17,222,843 $17,222,843 0.52 $17,222,843
CONAGRA BRANDS INC 0% 06/15/2026, 0.00%, 06/15/26 CAGPP 20600HFF6 - 16,350,000 $16,344,570 $16,344,570 0.50 $16,344,570
SEGREGATED CASH SEGCASH $0.00 7,025,488 $7,025,488 $7,025,488 0.21 $7,025,488
NEW ZEALAND DOLLAR NZD - 7,156,785 $4,173,490 $4,173,490 0.13 $4,173,490
ENBRIDGE INC 0% 06/25/2026, 0.00%, 06/25/26 ENB 292976TS6 - 4,500,000 $3,218,428 $3,218,428 0.10 $3,218,428
EURO EUR - 1,558,475 $1,803,853 $1,803,853 0.05 $1,803,853
AUSTRALIAN DOLLARS AUD - 1,571,127 $1,107,879 $1,107,879 0.03 $1,107,879
CANADIAN DOLLAR CAD - 1,315,742 $941,969 $941,969 0.03 $941,969
BRITISH POUND GBP - -373,669 $-501,280 $-501,280 -0.02 $-501,280
US DOLLARS USD MD_142224 - -72,073,693 $-72,073,693 $-72,073,693 -2.18 $-72,073,693
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,952,135 $43,952,135 1.33 $43,952,135
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,952,135 $-43,952,135 -1.33 $-43,952,135
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $62,134,801 $62,134,801 1.88 $62,134,801
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-62,134,801 $-62,134,801 -1.88 $-62,134,801
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $78,258,943 $78,258,943 2.37 $78,258,943
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-78,258,943 $-78,258,943 -2.37 $-78,258,943
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $78,258,943 $78,258,943 2.37 $78,258,943
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-78,258,943 $-78,258,943 -2.37 $-78,258,943
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $80,649,864 $80,649,864 2.44 $80,649,864
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-80,649,864 $-80,649,864 -2.44 $-80,649,864
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 60 PAYER GS_US_SW @14.81C 60, 1.00%, 07/15/26 - XXDC3I UCAXXDC3I $60.00 476,100,000 $-476,100,000 $133,756 0.00 $133,756
3MO EURO EURIBOR Mar27 MAR 27 ERH7 FUTURES_EUR - 352.00 $158,519,578,226 $0 0.00 $0
3 MONTH SOFR FUT Mar27 MAR 27 SFRH7 FUTURES_USD - 649.00 $623,137,350 $0 0.00 $0
3MO EURO EURIBOR Dec26 DEC 26 ERZ6 FUTURES_EUR - 353.00 $159,043,462,157 $0 0.00 $0
3 MONTH SOFR FUT Mar28 MAR 28 SFRH8 FUTURES_USD - -649.00 $-623,721,450 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 70 PAYER GS_US_SW @8.25C 70, 1.00%, 07/15/26 - UCAXXDC3J $70.00 -476,100,000 $476,100,000 $-62,550 0.00 $-62,550
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-782,455 $-782,455 -0.02 $-782,455
FX Forward|USD|07/24/2026 +NZD0 - 794,053 $794,053 $794,053 0.02 $794,053
FX Forward|AUD|07/24/2026 +AUD1 - -516,950,000 $-364,219,008 $-364,219,008 -11.04 $-364,219,008
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.15 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-56,237,666 $-56,237,666 -1.70 $-56,237,666
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.73 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-53,239,294 $-53,239,294 -1.61 $-53,239,294
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.63 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,619,793 $-14,619,793 -0.44 $-14,619,793
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.45 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,818,215 $2,818,215 0.09 $2,818,215
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $717,226 $717,226 0.02 $717,226
FX Forward|USD|07/24/2026 +CADU - -737,673 $-737,673 $-737,673 -0.02 $-737,673
FX Forward|AUD|07/24/2026 +AUD1 - 1,200,000 $845,464 $845,464 0.03 $845,464
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 +AUD0 - 2,000,000 $1,409,107 $1,409,107 0.04 $1,409,107
FX Forward|USD|07/24/2026 +AUD0 - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521
FX Forward|AUD|07/24/2026 +AUD1 - 14,000,000 $9,863,751 $9,863,751 0.30 $9,863,751
FX Forward|USD|07/24/2026 +AUD1 - -10,146,966 $-10,146,966 $-10,146,966 -0.31 $-10,146,966
FX Forward|AUD|07/24/2026 +AUD2 - 3,000,000 $2,113,661 $2,113,661 0.06 $2,113,661
FX Forward|USD|07/24/2026 +AUD2 - -2,128,928 $-2,128,928 $-2,128,928 -0.06 $-2,128,928
FX Forward|AUD|07/24/2026 +AUD0 - 20,000,000 $14,091,073 $14,091,073 0.43 $14,091,073
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|CAD|06/24/2026 +CADU - -45,000,000 $-32,228,883 $-32,228,883 -0.98 $-32,228,883
FX Forward|USD|06/24/2026 +CADU - 32,663,485 $32,663,485 $32,663,485 0.99 $32,663,485
FX Forward|CAD|06/25/2026 +CADU - -4,500,000 $-3,223,043 $-3,223,043 -0.10 $-3,223,043
FX Forward|USD|06/25/2026 +CADU - 3,263,544 $3,263,544 $3,263,544 0.10 $3,263,544
FX Forward|AUD|07/24/2026 +AUDU - 1,500,000 $1,056,830 $1,056,830 0.03 $1,056,830
FX Forward|USD|07/24/2026 +AUDU - -1,074,915 $-1,074,915 $-1,074,915 -0.03 $-1,074,915
FX Forward|AUD|07/24/2026 +AUD0 - -9,512,439 $-6,702,024 $-6,702,024 -0.20 $-6,702,024
FX Forward|USD|07/24/2026 +AUD0 - 6,785,630 $6,785,630 $6,785,630 0.21 $6,785,630
FX Forward|AUD|07/24/2026 +AUD0 - 4,000,000 $2,818,215 $2,818,215 0.09 $2,818,215
FX Forward|USD|07/24/2026 +AUD0 - -2,821,744 $-2,821,744 $-2,821,744 -0.09 $-2,821,744
FX Forward|AUD|07/24/2026 +AUDU - 2,000,000 $1,409,107 $1,409,107 0.04 $1,409,107
FX Forward|USD|07/24/2026 +AUDU - -1,396,524 $-1,396,524 $-1,396,524 -0.04 $-1,396,524
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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