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 05/08/2026)

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 $44,472,854 $44,472,854 1.38 $43,770,995
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,226,763 $33,226,763 1.04 $32,820,341
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $28,394,603 $28,394,603 0.89 $28,053,916
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,550,162 $26,550,162 0.83 $26,050,032
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,580,650 $25,580,650 0.79 $25,543,727
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,283,330 $25,283,330 0.78 $24,917,699
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $25,061,054 $25,061,054 0.77 $24,618,245
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,016,042 $25,016,042 0.77 $24,955,544
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,575,308 $24,575,308 0.76 $24,018,905
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,846,048 $23,846,048 0.74 $23,516,600
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,570,147 $23,570,147 0.73 $23,046,565
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 $23,409,826 $23,409,826 0.72 $23,167,340
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,356,795 $23,356,795 0.72 $22,842,017
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,301,562 $23,301,562 0.72 $23,226,407
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,196,373 $22,196,373 0.69 $21,950,924
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $22,011,457 $22,011,457 0.68 $21,606,793
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,725,139 $21,725,139 0.67 $21,554,251
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $21,172,967 $21,172,967 0.65 $20,927,904
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,840,974 $20,840,974 0.64 $20,673,264
BX Trust 2025-ROIC A 4.79854% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,573,933 $20,573,933 0.64 $20,502,562
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,451,130 $20,451,130 0.63 $19,962,764
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,107,987 $20,107,987 0.62 $20,046,946
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,074,378 $20,074,378 0.62 $20,064,405
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,062,873 $20,062,873 0.62 $19,971,491
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,614,189 $19,614,189 0.61 $19,490,499
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,374,922 $19,374,922 0.60 $19,226,887
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,145,406 $19,145,406 0.59 $19,042,337
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,821,166 $18,821,166 0.58 $18,764,543
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,721,586 $18,721,586 0.58 $18,531,200
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,496,882 $18,496,882 0.57 $18,392,170
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,917,813 $17,917,813 0.55 $17,727,435
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,763,548 $17,763,548 0.55 $17,554,994
BX Trust 2026-CIP|4.85|05/15/2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 17,712,000 $17,712,000 $17,712,000 0.55 $17,712,000
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,602,377 $17,602,377 0.54 $17,143,049
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,598,223 $17,598,223 0.54 $17,416,169
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,160,892 $17,160,892 0.53 $17,131,597
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,129,976 $17,129,976 0.53 $17,087,986
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,077,485 $17,077,485 0.53 $16,934,337
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,894,259 $16,894,259 0.52 $16,846,988
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,803,161 $16,803,161 0.52 $16,744,273
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,727,018 $16,727,018 0.52 $16,683,030
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,992,601 $15,992,601 0.49 $15,978,776
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,935,335 $15,935,335 0.49 $15,837,557
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,910,101 $15,910,101 0.49 $15,800,819
NOW Trust 2024-1 A 5.4875% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 21,621,963 $15,774,840 $15,774,840 0.49 $15,711,256
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,721,422 $15,721,422 0.49 $15,675,848
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,366,268 $15,366,268 0.47 $15,042,148
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,282,061 $15,282,061 0.47 $15,080,092
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,256,734 $15,256,734 0.47 $14,978,020
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,170,008 $15,170,008 0.47 $15,164,282
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,164,366 $15,164,366 0.47 $15,122,237
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,036,585 $15,036,585 0.46 $14,951,525
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,922,108 $14,922,108 0.46 $14,694,151
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,849,251 $14,849,251 0.46 $14,636,822
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,764,843 $14,764,843 0.46 $14,628,689
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,591,852 $14,591,852 0.45 $14,345,574
REGATTA FUNDING LTD 0% 37, 0.00%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,581,200 $14,581,200 0.45 $14,581,200
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,563,933 $14,563,933 0.45 $14,543,915
Sixth Street CLO XI Ltd|0|04/25/2037, 0.00%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,500,072 $14,500,072 0.45 $14,500,072
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,445,092 $14,445,092 0.45 $14,232,882
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,399,344 $14,399,344 0.44 $14,222,278
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,396,892 $14,396,892 0.44 $14,333,486
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,347,598 $14,347,598 0.44 $14,237,773
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,334,596 $14,334,596 0.44 $14,295,479
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,097,020 $14,097,020 0.44 $14,010,051
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,088,252 $14,088,252 0.44 $13,955,916
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $14,029,369 $14,029,369 0.43 $13,843,335
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,957,750 $13,957,750 0.43 $13,860,354
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,937,630 $13,937,630 0.43 $13,838,514
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,936,688 $13,936,688 0.43 $13,870,917
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,919,705 $13,919,705 0.43 $13,558,318
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,803,261 $13,803,261 0.43 $13,571,729
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,801,046 $13,801,046 0.43 $13,597,530
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14516% 25-OCT-2041, 5.15%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,731,249 $13,777,829 $13,777,829 0.43 $13,750,355
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,688,562 $13,688,562 0.42 $13,303,562
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,651,743 $13,651,743 0.42 $13,512,360
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,646,383 $13,646,383 0.42 $13,608,684
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,343,194 $13,343,194 0.41 $12,663,232
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,272,852 $13,272,852 0.41 $13,193,102
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,167,490 $13,167,490 0.41 $13,067,783
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,078,594 $13,078,594 0.40 $12,861,314
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $13,064,596 $13,064,596 0.40 $12,679,184
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $13,045,472 $13,045,472 0.40 $12,715,361
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,000,237 $13,000,237 0.40 $12,872,731
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,969,667 $12,969,667 0.40 $12,766,835
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,846,169 $12,846,169 0.40 $12,819,360
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,790,067 $12,790,067 0.40 $12,758,659
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,775,412 $12,775,412 0.39 $12,758,990
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 $12,774,377 $12,774,377 0.39 $12,748,094
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,770,764 $12,770,764 0.39 $12,621,009
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,698,156 $12,698,156 0.39 $12,594,650
NOW Trust 2025-1 A 5.2375% 14-FEB-2034, 5.24%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,223,356 $12,530,089 $12,530,089 0.39 $12,481,748
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,478,865 $12,478,865 0.39 $12,451,315
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,303,213 $12,303,213 0.38 $12,131,930
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,260,999 $12,260,999 0.38 $12,078,948
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,236,559 $12,236,559 0.38 $12,049,747
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $12,181,470 $12,181,470 0.38 $12,045,090
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14516% 25-MAR-2042, 7.15%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,102,427 $12,102,427 0.37 $12,069,553
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,026,582 $12,026,582 0.37 $11,889,315
RAF ABS Series 2025-1 A 5.0135% 09-DEC-2031, 5.01%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 16,518,612 $12,018,383 $12,018,383 0.37 $11,965,784
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $11,986,210 $11,986,210 0.37 $11,926,390
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,896,251 $11,896,251 0.37 $11,808,325
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,852,384 $11,852,384 0.37 $11,764,278
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,757,457 $11,757,457 0.36 $11,605,584
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,685,127 $11,685,127 0.36 $11,518,985
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,533,616 $11,533,616 0.36 $11,512,517
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,351,240 $11,351,240 0.35 $11,292,607
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,224,119 $11,246,752 $11,246,752 0.35 $11,224,078
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,221,556 $11,221,556 0.35 $11,034,006
BX Commercial Mortgage Trust 2026-CSMO A 5.05471% 15-FEB-2043, 5.05%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,073,436 $11,073,436 0.34 $11,033,207
Fells Point Funding Trust|3.046|01/31/2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,924,840 $10,924,840 0.34 $10,830,493
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,859,712 $10,859,712 0.34 $10,817,330
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,725,948 $10,725,948 0.33 $10,582,956
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,688,838 $10,688,838 0.33 $10,655,213
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,570,552 $10,581,863 $10,581,863 0.33 $10,559,650
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,572,633 $10,572,633 0.33 $10,525,059
NRTH Commercial Mortgage Trust 2025-PARK A 5.04798% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,536,511 $10,536,511 0.33 $10,498,230
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,378,470 $10,378,470 0.32 $10,157,474
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,308,530 $10,308,530 0.32 $10,264,078
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,300,574 $10,300,574 0.32 $10,271,426
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,299,806 $10,299,806 0.32 $10,123,321
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,255,967 $10,255,967 0.32 $10,247,178
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,233,125 $10,233,125 0.32 $10,032,502
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,112,531 $10,112,531 0.31 $9,944,226
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,058,635 $10,058,635 0.31 $9,898,078
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,035,878 $10,035,878 0.31 $9,905,206
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,972,289 $9,972,289 0.31 $9,852,896
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,950,924 $9,950,924 0.31 $9,896,680
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,846,448 $9,846,448 0.30 $9,841,632
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,843,285 $9,843,285 0.30 $9,662,471
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,720,844 $9,821,406 $9,821,406 0.30 $9,765,349
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,810,966 $9,810,966 0.30 $9,775,076
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,708,908 $9,708,908 0.30 $9,701,946
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 $9,699,044 $9,699,044 0.30 $9,686,978
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,535,960 $9,535,960 0.29 $9,520,386
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,521,407 $9,521,407 0.29 $9,355,170
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,359,699 $9,299,649 $9,299,649 0.29 $9,275,064
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,283,810 $9,283,810 0.29 $9,252,225
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,245,265 $9,245,265 0.29 $9,090,115
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $9,095,740 $9,095,740 0.28 $8,996,965
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,999,566 $8,999,566 0.28 $8,950,253
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,909,507 $8,909,507 0.28 $8,794,520
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,864,632 $8,864,632 0.27 $8,748,722
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,825,369 $8,825,369 0.27 $8,795,927
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,807,023 $8,807,023 0.27 $8,679,719
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,723,066 $8,723,066 0.27 $8,581,359
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 8,800,000 $8,644,744 $8,644,744 0.27 $8,623,355
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,628,956 $8,628,956 0.27 $8,464,341
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,599,234 $8,599,234 0.27 $8,514,813
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,224,924 $8,224,924 0.25 $8,138,318
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,154,010 $8,154,010 0.25 $8,126,138
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,153,025 $8,153,025 0.25 $7,981,764
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,124,381 $8,124,381 0.25 $8,124,381
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,084,209 $8,084,209 0.25 $7,944,500
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,064,009 $8,064,009 0.25 $8,004,483
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,057,138 $8,057,138 0.25 $8,020,194
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,022,553 $8,022,553 0.25 $7,950,886
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,002,493 $8,002,493 0.25 $7,978,200
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $7,986,696 $7,986,696 0.25 $7,962,991
Plenti PL & Green ABS Trust 2024-2 A1 5.26% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,965,834 $7,984,415 $7,984,415 0.25 $7,950,904
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,846,606 $7,961,197 $7,961,197 0.25 $7,940,920
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,936,714 $7,936,714 0.25 $7,918,072
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,912,188 $7,912,188 0.24 $7,891,014
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,818,566 $7,818,566 0.24 $7,656,587
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,812,774 $7,812,774 0.24 $7,767,791
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,703,204 $7,703,204 0.24 $7,640,187
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,682,021 $7,682,021 0.24 $7,598,561
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,630,897 $7,630,897 0.24 $7,607,015
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,628,400 $7,628,400 0.24 $7,519,435
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 7,553,496 $7,581,220 $7,581,220 0.23 $7,565,812
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,555,888 $7,555,888 0.23 $7,435,959
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,395,238 $7,395,238 0.23 $7,368,586
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,368,999 $7,368,999 0.23 $7,264,989
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,297,587 $7,297,587 0.23 $7,264,129
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,210,808 $7,210,808 0.22 $7,162,197
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,112,507 $7,185,317 $7,185,317 0.22 $7,162,738
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,175,080 $7,175,080 0.22 $7,021,080
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,070,547 $7,070,547 0.22 $7,067,397
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $7,068,791 $7,068,791 0.22 $7,029,061
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,039,214 $7,039,214 0.22 $6,989,947
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,033,290 $7,033,290 0.22 $6,990,535
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,993,651 $6,993,651 0.22 $6,914,654
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,913,025 $6,913,025 0.21 $6,868,429
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,889,991 $6,889,991 0.21 $6,845,077
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,888,985 $6,888,985 0.21 $6,878,871
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,866,334 $6,866,334 0.21 $6,815,592
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,639,714 $6,639,714 0.21 $6,397,170
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,638,726 $6,638,726 0.21 $6,628,551
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,634,498 $6,634,498 0.20 $6,563,808
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,612,475 $6,612,475 0.20 $6,587,367
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,602,980 $6,602,980 0.20 $6,569,113
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,595,148 $6,595,148 0.20 $6,530,309
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,547,820 $6,579,585 $6,579,585 0.20 $6,560,652
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,574,601 $6,574,601 0.20 $6,491,563
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,528,440 $6,528,440 0.20 $6,482,405
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,441,815 $6,441,815 0.20 $6,325,952
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,347,585 $6,347,585 0.20 $6,301,840
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,328,497 $6,328,497 0.20 $6,252,236
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,306,908 $6,306,908 0.19 $6,243,960
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,274,861 $6,274,861 0.19 $6,176,475
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,224,765 $6,224,765 0.19 $6,212,349
Metro Finance 2024-1 Trust|5.36|09/17/2030, 5.36%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,337,827 $6,081,465 $6,081,465 0.19 $6,060,177
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,303,462 $6,062,589 $6,062,589 0.19 $6,035,705
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,964,778 $6,052,575 $6,052,575 0.19 $6,031,165
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,049,650 $6,049,650 0.19 $5,981,685
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,048,622 $6,048,622 0.19 $5,947,330
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,983,459 $5,983,459 0.18 $5,868,667
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,981,919 $5,981,919 0.18 $5,968,681
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,944,459 $5,944,459 0.18 $5,911,455
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,865,273 $5,865,273 0.18 $5,732,186
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,847,550 $5,847,550 0.18 $5,825,837
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,805,273 $5,805,273 0.18 $5,769,775
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,789,105 $5,789,105 0.18 $5,706,064
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,759,559 $5,759,559 0.18 $5,730,116
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,637,642 $5,637,642 0.17 $5,629,649
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,519,349 $5,519,349 0.17 $5,437,428
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,208,652 $5,208,652 0.16 $5,161,436
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,203,343 $5,203,343 0.16 $5,165,537
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,182,454 $5,182,454 0.16 $5,038,232
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,147,788 $5,147,788 0.16 $5,047,413
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,131,614 $5,131,614 0.16 $5,048,281
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,108,600 $5,108,600 0.16 $5,095,604
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,107,313 $5,107,313 0.16 $5,059,787
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 $5,060,802 $5,060,802 0.16 $5,037,320
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,054,483 $5,054,483 0.16 $5,022,602
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,053,418 $5,053,418 0.16 $5,022,431
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,002,210 $5,002,210 0.15 $4,971,623
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.85%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,944,142 $4,957,561 $4,957,561 0.15 $4,948,245
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,854,016 $4,891,978 $4,891,978 0.15 $4,874,572
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,887,058 $4,887,058 0.15 $4,868,307
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,851,588 $4,851,588 0.15 $4,831,292
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,043,476 $4,823,074 $4,823,074 0.15 $4,050,465
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,822,221 $4,822,221 0.15 $4,728,223
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,750,297 $4,750,297 0.15 $4,722,331
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,695,818 $4,695,818 0.15 $4,609,089
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,669,052 $4,669,052 0.14 $4,644,573
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,653,718 $4,653,718 0.14 $4,615,750
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,635,691 $4,635,691 0.14 $4,606,659
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,609,533 $4,609,533 0.14 $4,532,015
Connecticut Avenue Securities Trust 2024-R01 1M1 4.69516% 25-JAN-2044, 4.70%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 4,517,749 $4,525,997 $4,525,997 0.14 $4,517,748
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,426,775 $4,426,775 0.14 $4,362,620
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 4,316,494 $4,325,760 $4,325,760 0.13 $4,317,711
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,917,910 $4,318,810 $4,318,810 0.13 $4,300,952
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 $4,216,596 $4,216,596 0.13 $4,206,796
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,160,746 $4,160,746 0.13 $4,057,939
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,128,876 $4,128,876 0.13 $4,080,621
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.84516% 25-MAY-2045, 4.85%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 4,119,214 $4,127,369 $4,127,369 0.13 $4,119,607
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19516% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,932,509 $3,946,051 $3,946,051 0.12 $3,938,106
Plenti PL & Green ABS Trust 2025-1 A1G 5.28% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,387,885 $3,927,483 $3,927,483 0.12 $3,910,775
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,907,768 $3,907,768 0.12 $3,899,052
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,893,699 $3,893,699 0.12 $3,854,230
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,825,095 $3,825,095 0.12 $3,780,692
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24516% 25-MAR-2045, 5.25%, 03/25/45 CAS 2025-R03 20754VAB3 - 3,781,383 $3,794,343 $3,794,343 0.12 $3,786,630
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69516% 25-JAN-2045, 4.70%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,779,600 $3,779,600 0.12 $3,772,709
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,668,527 $3,668,527 0.11 $3,612,268
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,650,413 $3,650,413 0.11 $3,644,211
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 $3,628,528 $3,628,528 0.11 $3,621,853
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,627,079 $3,627,079 0.11 $3,604,983
Liberty Series 2024-1 Auto A 5.3775% 25-MAY-2032, 5.38%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,906,746 $3,570,169 $3,570,169 0.11 $3,563,361
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89516% 25-MAR-2044, 4.90%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,513,775 $3,513,775 0.11 $3,507,100
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,411,348 $3,411,348 0.11 $3,369,980
Plenti PL & Green ABS Trust 2025-1 A1 5.28% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,605,030 $3,352,005 $3,352,005 0.10 $3,337,724
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,317,581 $3,317,581 0.10 $3,315,987
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,308,111 $3,308,111 0.10 $3,255,911
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,306,698 $3,306,698 0.10 $3,277,514
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,279,037 $3,279,037 0.10 $3,271,358
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.84516% 25-AUG-2044, 4.85%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,237,596 $3,243,696 $3,243,696 0.10 $3,237,596
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,103,661 $3,103,661 0.10 $3,048,963
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,099,506 $3,099,506 0.10 $3,064,988
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,929,377 $2,929,377 0.09 $2,883,202
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,904,975 $2,904,975 0.09 $2,898,241
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,721,123 $2,721,123 0.08 $2,707,000
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 $2,693,874 $2,693,874 0.08 $2,689,313
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,629,630 $2,629,630 0.08 $2,625,501
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.44516% 25-NOV-2041, 5.45%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,480,459 $2,480,459 0.08 $2,475,239
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,446,954 $2,446,954 0.08 $2,417,456
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,408,717 $2,434,985 $2,434,985 0.08 $2,426,441
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.74516% 25-DEC-2031, 4.75%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,306,744 $2,324,671 $2,324,671 0.07 $2,309,626
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,232,149 $2,232,149 0.07 $2,222,807
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,082,615 $2,082,615 0.06 $2,078,054
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,969,000 $2,000,197 $2,000,197 0.06 $1,992,118
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,969,000 $1,998,707 $1,998,707 0.06 $1,990,421
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,984,861 $1,984,861 0.06 $1,961,389
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,972,550 $1,972,550 0.06 $1,965,790
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,900,262 $1,900,262 0.06 $1,892,380
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,493,478 $1,815,494 $1,815,494 0.06 $1,808,316
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,749,639 $1,754,310 $1,754,310 0.05 $1,751,013
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,745,000 $1,748,615 $1,748,615 0.05 $1,745,395
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,719,787 $1,719,787 0.05 $1,706,133
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.99516% 25-FEB-2044, 5.00%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,692,264 $1,696,414 $1,696,414 0.05 $1,693,127
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.84516% 25-MAY-2044, 4.85%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,691,670 $1,695,069 $1,695,069 0.05 $1,691,881
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,639,300 $1,655,628 $1,655,628 0.05 $1,649,744
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,653,305 $1,653,305 0.05 $1,608,235
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,506,285 $1,506,285 0.05 $1,500,867
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 $1,482,130 $1,482,130 0.05 $1,473,370
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,407,178 $1,407,178 0.04 $1,376,548
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.09516% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 1,378,333 $1,381,151 $1,381,151 0.04 $1,378,420
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,309,670 $1,309,670 0.04 $1,295,741
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,301,126 $1,301,126 0.04 $1,271,749
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,233,100 $1,236,800 $1,236,800 0.04 $1,234,501
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,222,198 $1,222,198 0.04 $1,206,212
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64516% 25-JUN-2043, 5.65%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,461 $1,049,461 0.03 $1,047,165
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,026,367 $1,026,367 0.03 $1,015,344
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34516% 25-JUL-2043, 5.35%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,021,161 $1,025,717 $1,025,717 0.03 $1,023,594
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.50%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,021,866 $1,021,866 0.03 $1,019,698
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74516% 25-FEB-2044, 4.75%, 02/25/44 CAS 2024-R02 20754GAA8 - 974,935 $976,804 $976,804 0.03 $975,005
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $975,474 $975,474 0.03 $971,496
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,324,232 $967,023 $967,023 0.03 $962,154
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $893,210 $893,210 0.03 $889,476
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $883,756 $883,756 0.03 $879,991
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.64516% 25-MAY-2043, 5.65%, 05/25/43 STACR 2023-HQA1 35564KX79 - 863,875 $870,983 $870,983 0.03 $869,087
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79516% 25-MAR-2044, 4.80%, 03/25/44 CAS 207941AA3 - 787,099 $788,484 $788,484 0.02 $787,016
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $756,957 $756,957 0.02 $746,130
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $732,487 $732,487 0.02 $725,180
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $725,443 $725,443 0.02 $721,061
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $719,731 $719,731 0.02 $717,842
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $583,082 $583,082 0.02 $580,846
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $408,155 $408,155 0.01 $407,188
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $107,589 $107,589 0.00 $107,410
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -279.00 $-30,094,945 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -368.00 $-28,279,366 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,212,868 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,982 $-410,459,812 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-90,523,718 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 05/11/2026, 0.00%, 05/11/26 GPN 37961DEB2 - 65,800,000 $65,777,352 $65,777,352 2.03 $65,777,352
AUTONATION INC 0% 05/12/2026, 0.00%, 05/12/26 AUTONA 05330NEC9 - 57,550,000 $57,523,694 $57,523,694 1.78 $57,523,694
JABIL INC 0% 05/11/2026, 0.00%, 05/11/26 JBLPP 46652MEB7 - 50,550,000 $50,532,939 $50,532,939 1.56 $50,532,939
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/28/2026, 0.00%, 05/28/26 STLACP 85855KEU2 - 41,500,000 $41,402,072 $41,402,072 1.28 $41,402,072
ENBRIDGE INC 0% 05/21/2026, 0.00%, 05/21/26 ENB 292976SN8 - 51,700,000 $37,724,271 $37,724,271 1.17 $37,724,271
AUTONATION INC 0% 05/11/2026, 0.00%, 05/11/26 AUTONA 05330NEB1 - 24,050,000 $24,041,772 $24,041,772 0.74 $24,041,772
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/22/2026, 0.00%, 05/22/26 STLACP 85855KEN8 - 23,250,000 $23,213,964 $23,213,964 0.72 $23,213,964
ENBRIDGE INC 0% 05/22/2026, 0.00%, 05/22/26 ENB 292976SP3 - 24,625,000 $17,966,843 $17,966,843 0.56 $17,966,843
ENBRIDGE INC 0% 05/26/2026, 0.00%, 05/26/26 ENB 292976ST5 - 14,775,000 $10,776,760 $10,776,760 0.33 $10,776,760
DARDEN RESTAURANTS INC 0% 05/11/2026, 0.00%, 05/11/26 DRI 23719KEB1 - 8,150,000 $8,147,355 $8,147,355 0.25 $8,147,355
HCA INC 0% 05/13/2026, 0.00%, 05/13/26 HCA 40412DED7 - 6,450,000 $6,446,293 $6,446,293 0.20 $6,446,293
SEGREGATED CASH SEGCASH $0.00 5,682,450 $5,682,450 $5,682,450 0.18 $5,682,450
NEW ZEALAND DOLLAR NZD - 6,767,127 $4,031,508 $4,031,508 0.12 $4,031,508
EURO EUR - 1,440,892 $1,696,644 $1,696,644 0.05 $1,696,644
CANADIAN DOLLAR CAD - 1,116,115 $815,218 $815,218 0.03 $815,218
AUSTRALIAN DOLLARS AUD - 624,785 $452,625 $452,625 0.01 $452,625
BRITISH POUND GBP - -367,087 $-500,174 $-500,174 -0.02 $-500,174
US DOLLARS USD MD_142224 - -84,835,261 $-84,835,261 $-84,835,261 -2.62 $-84,835,261
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $44,901,582 $44,901,582 1.39 $44,901,582
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-44,901,582 $-44,901,582 -1.39 $-44,901,582
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $63,477,028 $63,477,028 1.96 $63,477,028
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-63,477,028 $-63,477,028 -1.96 $-63,477,028
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 4.48 $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 -4.48 $-144,900,000
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $79,949,481 $79,949,481 2.47 $79,949,481
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-79,949,481 $-79,949,481 -2.47 $-79,949,481
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $79,949,481 $79,949,481 2.47 $79,949,481
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-79,949,481 $-79,949,481 -2.47 $-79,949,481
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 $520,453 0.02 $520,453
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 $-272,210 -0.01 $-272,210
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-800,148 $-800,148 -0.02 $-800,148
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 $-373,904,627 $-373,904,627 -11.55 $-373,904,627
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.37 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-57,455,786 $-57,455,786 -1.78 $-57,455,786
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.77 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-54,064,173 $-54,064,173 -1.67 $-54,064,173
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.66 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,897,593 $-14,897,593 -0.46 $-14,897,593
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.46 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,893,159 $2,893,159 0.09 $2,893,159
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|05/21/2026 +CADU - -51,700,000 $-37,778,525 $-37,778,525 -1.17 $-37,778,525
FX Forward|USD|05/21/2026 +CADU - 37,907,256 $37,907,256 $37,907,256 1.17 $37,907,256
FX Forward|CAD|05/22/2026 +CADU - -24,625,000 $-17,994,997 $-17,994,997 -0.56 $-17,994,997
FX Forward|USD|05/22/2026 +CADU - 18,028,239 $18,028,239 $18,028,239 0.56 $18,028,239
FX Forward|CAD|05/26/2026 +CADU - -14,775,000 $-10,799,094 $-10,799,094 -0.33 $-10,799,094
FX Forward|USD|05/26/2026 +CADU - 10,809,840 $10,809,840 $10,809,840 0.33 $10,809,840
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $732,761 $732,761 0.02 $732,761
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 $867,948 $867,948 0.03 $867,948
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 - - 2,000,000 $1,446,579 $1,446,579 0.04 $1,446,579
FX Forward|USD|07/24/2026 - - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521
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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