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 07/24/2026)

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 $43,752,397 $43,752,397 1.30 $43,674,413
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,310,293 $27,310,293 0.81 $27,031,144
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $25,953,613 $25,953,613 0.77 $25,901,876
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,714,254 $25,714,254 0.76 $25,422,224
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,196,433 $25,196,433 0.75 $24,992,076
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,031,620 $25,031,620 0.75 $25,013,950
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,785,213 $24,785,213 0.74 $24,774,962
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,176,555 $24,176,555 0.72 $23,951,494
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,927,357 $23,927,357 0.72 $23,306,768
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,819,501 $23,819,501 0.71 $23,776,032
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,515,524 $23,515,524 0.70 $23,358,772
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 $23,284,075 $23,284,075 0.70 $23,086,257
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,203,573 $23,203,573 0.69 $22,989,380
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,780,784 $22,780,784 0.68 $22,600,612
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.70%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,014,987 $22,014,987 0.66 $21,921,420
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,752,974 $21,752,974 0.65 $21,391,094
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,826,705 $20,826,705 0.62 $20,697,880
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,383,055 $20,383,055 0.61 $20,289,593
BX Trust 2025-ROIC A 4.8202% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,264,735 $20,264,735 0.61 $20,232,520
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,214,871 $20,214,871 0.60 $19,856,371
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,127,086 $20,127,086 0.60 $19,917,786
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,033,714 $20,033,714 0.60 $19,834,247
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,800,016 $19,800,016 0.59 $19,511,406
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,492,776 $19,492,776 0.58 $19,184,017
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,222,821 $19,222,821 0.58 $18,923,921
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,784,831 $18,784,831 0.56 $18,655,688
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,724,489 $18,724,489 0.56 $18,327,398
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,616,772 $18,616,772 0.56 $18,331,194
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,907,756 $17,907,756 0.54 $17,505,910
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,731,298 $17,731,298 0.53 $17,412,253
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,296,919 $17,296,919 0.52 $17,044,977
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,252,814 $17,252,814 0.52 $17,072,843
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,246,560 $17,246,560 0.52 $17,027,283
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,226,391 $17,226,391 0.52 $16,888,972
BX Trust 2026-CIP A 4.87637% 15-MAY-2038, 4.88%, 05/15/38 BX 2026-CIP 123917AA4 - 16,856,246 $16,899,318 $16,899,318 0.51 $16,871,919
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,700,451 $16,700,451 0.50 $16,590,633
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,664,170 $16,664,170 0.50 $16,599,226
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,547,533 $16,547,533 0.50 $16,445,342
Toronto-Dominion Bank 4.847% 27-JUL-2029, 4.85%, 07/27/29 TD 89115KAS9 - 16,500,000 $16,468,834 $16,468,834 0.49 $16,468,834
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,443,782 $16,443,782 0.49 $16,281,558
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,408,238 $16,408,238 0.49 $16,212,816
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,977,795 $15,977,795 0.48 $15,813,861
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,920,743 $15,920,743 0.48 $15,687,854
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,878,472 $15,878,472 0.48 $15,799,286
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,820,915 $15,820,915 0.47 $15,593,045
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,292,864 $15,292,864 0.46 $15,187,957
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,231,544 $15,231,544 0.46 $15,080,775
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,155,623 $15,155,623 0.45 $15,007,154
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,108,834 $15,108,834 0.45 $14,986,561
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,010,026 $15,010,026 0.45 $14,929,848
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,904,251 $14,904,251 0.45 $14,592,711
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,711,824 $14,711,824 0.44 $14,543,975
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,692,028 $14,692,028 0.44 $14,658,395
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,650,308 $14,650,308 0.44 $14,491,291
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,612,077 $14,612,077 0.44 $14,606,121
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,540,541 $14,540,541 0.44 $14,526,333
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,533,860 $14,533,860 0.43 $14,513,602
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,494,133 $14,494,133 0.43 $14,106,619
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,473,664 $14,473,664 0.43 $14,268,529
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,375,664 $14,375,664 0.43 $14,194,982
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,372,036 $14,372,036 0.43 $14,113,163
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,272,936 $14,272,936 0.43 $14,172,186
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 14,200,000 $14,241,174 $14,241,174 0.43 $14,149,236
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,192,005 $14,192,005 0.42 $13,958,156
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,065,388 $14,065,388 0.42 $13,954,019
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,977,040 $13,977,040 0.42 $13,903,440
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,972,388 $13,972,388 0.42 $13,784,701
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,960,979 $13,960,979 0.42 $13,619,015
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,938,399 $13,938,399 0.42 $13,866,089
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,776,496 $13,776,496 0.41 $13,651,208
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,773,737 $13,773,737 0.41 $13,475,256
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,749,878 $13,749,878 0.41 $13,456,970
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,619,570 $13,619,570 0.41 $13,493,085
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,539,809 $13,539,809 0.41 $13,473,204
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,538,922 $13,538,922 0.41 $13,529,586
NOW Trust 2024-1 A 5.7092% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,145,588 $13,453,816 $13,453,816 0.40 $13,426,609
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,406,574 $13,406,574 0.40 $13,250,374
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,366,445 $13,366,445 0.40 $13,135,170
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,246,843 $13,246,843 0.40 $13,059,025
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,161,701 $13,161,701 0.39 $13,070,001
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,102,702 $13,102,702 0.39 $12,836,761
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,085,429 $13,085,429 0.39 $12,728,446
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $12,999,750 $12,999,750 0.39 $12,938,160
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,894,904 $12,894,904 0.39 $12,740,753
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,873,810 $12,873,810 0.39 $12,835,872
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,870,649 $12,870,649 0.39 $12,698,222
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.48%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,855,648 $12,855,648 0.38 $12,833,669
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,827,980 $12,827,980 0.38 $12,663,961
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,812,313 $12,812,313 0.38 $12,551,480
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,748,805 $12,748,805 0.38 $12,584,845
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.12776% 25-OCT-2041, 5.13%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,565,627 $12,640,402 $12,640,402 0.38 $12,581,325
Connecticut Avenue Securities Trust 2022-R03 1M2 7.12776% 25-MAR-2042, 7.13%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,470,152 $12,470,152 0.37 $12,392,882
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,405,218 $12,405,218 0.37 $12,101,105
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,404,624 $12,404,624 0.37 $12,275,426
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,303,422 $12,303,422 0.37 $12,209,119
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,269,127 $12,269,127 0.37 $12,144,408
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,218,542 $12,218,542 0.37 $12,207,232
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,183,371 $12,183,371 0.36 $12,127,048
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,093,620 $12,093,620 0.36 $11,980,937
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,052,583 $12,052,583 0.36 $12,021,198
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,023,509 $12,023,509 0.36 $12,003,281
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,993,863 $11,993,863 0.36 $11,790,723
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,905,020 $11,905,020 0.36 $11,890,820
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,716,889 $11,716,889 0.35 $11,605,568
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,593,348 $11,593,348 0.35 $11,426,468
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,513,962 $11,513,962 0.34 $11,250,282
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,480,843 $11,480,843 0.34 $11,370,396
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 11,500,000 $11,463,758 $11,463,758 0.34 $11,212,308
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,399,037 $11,399,037 0.34 $11,338,448
BX Commercial Mortgage Trust 2026-CSMO A 5.07637% 15-FEB-2043, 5.08%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,066,900 $11,066,900 0.33 $11,048,252
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $11,005,759 $11,005,759 0.33 $10,842,040
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,912,734 $10,912,734 0.33 $10,766,449
NOW Trust 2025-1 A 5.4592% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 15,488,834 $10,851,535 $10,851,535 0.32 $10,830,488
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,709,794 $10,709,794 0.32 $10,548,392
NRTH Commercial Mortgage Trust 2025-PARK A 5.06964% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,530,753 $10,530,753 0.32 $10,513,009
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 10,490,316 $10,461,535 $10,461,535 0.31 $10,445,069
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,386,671 $10,386,671 0.31 $10,242,855
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,341,949 $10,341,949 0.31 $10,297,713
Connecticut Avenue Securities Trust 2022-R06 1M2 7.47776% 25-MAY-2042, 7.48%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,285,140 $10,285,140 0.31 $10,218,671
RAF ABS Series 2025-1 A 5.255% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 14,653,154 $10,266,858 $10,266,858 0.31 $10,240,320
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,189,392 $10,189,392 0.30 $10,160,863
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,149,849 $10,149,849 0.30 $10,117,625
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,117,642 $10,117,642 0.30 $10,036,208
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,089,284 $10,089,284 0.30 $10,072,403
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,018,128 $10,048,019 $10,048,019 0.30 $10,007,699
FS Commercial Mortgage Trust 2026-PALM A 5.05% 15-JUL-2041, 5.05%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,016,511 $10,016,511 0.30 $10,010,899
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,915,804 $9,915,804 0.30 $9,850,121
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,912,073 $9,912,073 0.30 $9,863,657
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,879,126 $9,879,126 0.30 $9,767,467
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,838,582 $9,838,582 0.29 $9,742,271
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,786,730 $9,786,730 0.29 $9,647,487
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,745,474 $9,745,474 0.29 $9,620,218
Domino's Pizza Master Issuer Series 2021-1 2021-A2I 2.662% 25-APR-2051, 2.66%, 04/25/51 DPABS 2021-1A 25755TAN0 - 10,198,608 $9,729,371 $9,729,371 0.29 $9,659,991
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 9,623,033 $9,624,147 $9,624,147 0.29 $9,583,705
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,598,078 $9,598,078 0.29 $9,474,899
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,544,420 $9,544,420 0.29 $9,464,326
Accenture Capital, Inc. 4.75% 10-JUL-2029, 4.75%, 07/10/29 ACN 00440KAF0 - 9,519,000 $9,513,407 $9,513,407 0.28 $9,492,055
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,423,746 $9,423,746 0.28 $9,302,951
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,384,154 $9,384,154 0.28 $9,338,706
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,366,555 $9,366,555 0.28 $9,333,308
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,350,468 $9,350,468 0.28 $9,267,811
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,289,700 $9,289,700 0.28 $9,284,576
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,286,703 $9,286,703 0.28 $9,214,845
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,235,669 $9,235,669 0.28 $8,973,957
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,089,470 $9,107,783 $9,107,783 0.27 $9,073,712
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,078,196 $9,078,196 0.27 $9,062,146
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,033,991 $9,033,991 0.27 $8,903,206
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,905,703 $8,905,703 0.27 $8,701,543
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,885,238 $8,885,238 0.27 $8,769,738
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,754,745 $8,754,745 0.26 $8,680,174
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,655,093 $8,655,093 0.26 $8,445,441
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,634,304 $8,634,304 0.26 $8,567,728
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,631,080 $8,631,080 0.26 $8,611,415
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,622,420 $8,622,420 0.26 $8,463,395
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,443,661 $8,443,661 0.25 $8,426,632
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,407,577 $8,407,577 0.25 $8,384,548
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 8,498,116 $8,383,758 $8,383,758 0.25 $8,376,317
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,273,144 $8,273,144 0.25 $8,205,878
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,255,309 $8,255,309 0.25 $8,082,098
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,238,182 $8,238,182 0.25 $8,223,254
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,136,683 $8,136,683 0.24 $8,136,683
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,125,637 $8,125,637 0.24 $7,990,711
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,088,561 $8,088,561 0.24 $7,953,561
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,054,045 $8,054,045 0.24 $7,936,878
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,047,022 $8,047,022 0.24 $8,031,078
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,042,555 $8,042,555 0.24 $7,924,031
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,003,529 $8,003,529 0.24 $7,866,819
JPMorgan Chase Bank NA - CACLN|4.938|07/25/2034, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 8,000,000 $7,989,874 $7,989,874 0.24 $7,988,776
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,954,116 $7,954,116 0.24 $7,940,462
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $7,941,156 $7,941,156 0.24 $7,923,546
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,918,735 $7,918,735 0.24 $7,872,028
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,870,292 $7,870,292 0.24 $7,745,807
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,774,132 $7,774,132 0.23 $7,635,095
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,661,642 $7,661,642 0.23 $7,567,952
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,390,706 $7,507,223 $7,507,223 0.22 $7,462,753
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,477,294 $7,477,294 0.22 $7,474,239
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,394,284 $7,394,284 0.22 $7,297,784
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,309,764 $7,309,764 0.22 $7,203,655
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,250,241 $7,250,241 0.22 $7,149,806
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,193,481 $7,193,481 0.22 $7,005,353
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,122,750 $7,122,750 0.21 $7,039,800
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,055,394 $7,055,394 0.21 $6,897,400
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,030,014 $7,030,014 0.21 $7,000,698
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,028,296 $7,028,296 0.21 $6,993,106
Plenti PL & Green ABS Trust 2024-2 A1 5.485% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 9,958,850 $6,984,307 $6,984,307 0.21 $6,969,665
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,957,630 $6,957,630 0.21 $6,839,353
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,918,082 $6,918,082 0.21 $6,804,899
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,865,859 $6,865,859 0.21 $6,827,948
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,814,775 $6,814,775 0.20 $6,788,480
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,806,888 $6,806,888 0.20 $6,779,834
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,806,084 $6,806,084 0.20 $6,796,872
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,700,559 $6,700,559 0.20 $6,613,054
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,679,101 $6,679,101 0.20 $6,539,534
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,642,541 $6,642,541 0.20 $6,544,042
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,632,234 $6,632,234 0.20 $6,530,631
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,559,090 $6,559,090 0.20 $6,253,929
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,531,694 $6,531,694 0.20 $6,427,349
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,431,250 $6,431,250 0.19 $6,401,570
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,400,861 $6,400,861 0.19 $6,286,947
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,371,107 $6,371,107 0.19 $6,353,096
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,338,779 $6,338,779 0.19 $6,314,899
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,258,508 $6,258,508 0.19 $6,087,526
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,239,068 $6,239,068 0.19 $6,210,785
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,119,409 $6,151,879 $6,151,879 0.18 $6,145,404
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,052,926 $6,052,926 0.18 $6,007,383
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,033,090 $6,033,090 0.18 $6,005,515
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,995,971 $5,995,971 0.18 $5,955,926
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,952,874 $5,952,874 0.18 $5,926,399
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,932,766 $5,932,766 0.18 $5,909,446
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,881,328 $5,881,328 0.18 $5,819,369
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,841,277 $5,841,277 0.17 $5,829,402
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,838,978 $5,838,978 0.17 $5,791,626
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,798,073 $5,795,211 $5,795,211 0.17 $5,789,622
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,795,029 $5,795,029 0.17 $5,713,804
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 5,752,000 $5,745,095 $5,745,095 0.17 $5,733,694
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,741,521 $5,741,521 0.17 $5,701,955
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,699,707 $5,699,707 0.17 $5,691,764
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,570,076 $5,570,076 0.17 $5,502,056
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,519,157 $5,519,157 0.17 $5,377,941
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,432,980 $5,432,980 0.16 $5,421,512
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,227,777 $5,227,777 0.16 $5,137,730
Metro Finance 2024-1 Trust|5.56|09/17/2030, 5.56%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,444,480 $5,224,707 $5,224,707 0.16 $5,216,782
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,166,946 $5,166,946 0.15 $5,127,997
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,325,045 $5,139,356 $5,139,356 0.15 $5,128,056
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,106,660 $5,106,660 0.15 $5,044,282
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,054,335 $5,096,434 $5,096,434 0.15 $5,090,387
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,089,204 $5,089,204 0.15 $5,007,023
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,072,901 $5,072,901 0.15 $5,013,901
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,040,327 $5,040,327 0.15 $5,011,452
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,024,436 $5,024,436 0.15 $5,002,258
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 5,000,000 $5,007,427 $5,007,427 0.15 $4,999,871
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,993,383 $4,993,383 0.15 $4,923,394
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,905,656 $4,905,656 0.15 $4,853,225
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,833,453 $4,833,453 0.14 $4,739,485
BX Commercial Mortgage Trust 2024-AIRC A 5.36724% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,764,173 $4,787,772 $4,787,772 0.14 $4,779,248
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,759,192 $4,759,192 0.14 $4,687,852
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,692,048 $4,692,048 0.14 $4,621,061
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,645,202 $4,645,202 0.14 $4,552,790
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,641,800 $4,641,800 0.14 $4,571,137
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,624,506 $4,624,506 0.14 $4,599,557
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,572,189 $4,572,189 0.14 $4,559,657
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,520,516 $4,520,516 0.14 $4,508,013
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 4,437,000 $4,407,961 $4,407,961 0.13 $4,366,303
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,328,098 $4,328,098 0.13 $4,321,962
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 $4,213,587 $4,213,587 0.13 $4,193,987
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,195,338 $4,207,690 $4,207,690 0.13 $4,200,747
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,165,812 $4,165,812 0.12 $4,075,403
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,095,888 $4,095,888 0.12 $3,957,368
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.83%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,887,264 $3,907,352 $3,907,352 0.12 $3,889,765
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,867,888 $3,867,888 0.12 $3,850,456
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,747,398 $3,747,398 0.11 $3,717,715
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,702,664 $3,702,664 0.11 $3,600,918
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,675,666 $3,675,666 0.11 $3,635,801
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,662,466 $3,662,466 0.11 $3,631,105
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 $3,657,855 $3,657,855 0.11 $3,619,472
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,645,705 $3,645,705 0.11 $3,585,442
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,617,964 $3,617,964 0.11 $3,585,582
RESIMAC Bastille Trust 2024-1NC A2 5.655% 13-SEP-2055, 5.66%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,072,164 $3,562,603 $3,562,603 0.11 $3,554,915
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.87776% 25-MAR-2044, 4.88%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,523,166 $3,523,166 0.11 $3,507,963
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,494,185 $3,494,185 0.10 $3,469,373
Connecticut Avenue Securities, Series 2021-R01 1M2 5.17776% 25-OCT-2041, 5.18%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,466,392 $3,485,964 $3,485,964 0.10 $3,470,011
Plenti PL & Green ABS Trust 2025-1 A1G 5.505% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,865,838 $3,412,766 $3,412,766 0.10 $3,405,586
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,334,370 $3,334,370 0.10 $3,292,414
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,292,613 $3,292,613 0.10 $3,287,906
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,277,425 $3,277,425 0.10 $3,243,106
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,242,455 $3,256,758 $3,256,758 0.10 $3,242,988
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,252,464 $3,252,464 0.10 $3,247,064
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,235,826 $3,235,826 0.10 $3,220,469
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,071,396 $3,071,396 0.09 $3,069,513
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,053,615 $3,053,615 0.09 $3,014,658
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,037,748 $3,037,748 0.09 $3,024,272
Liberty Series 2024-1 Auto A 5.505% 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,236,612 $2,983,528 $2,983,528 0.09 $2,968,447
Connecticut Avenue Securities Trust 2024-R01 1M1 4.67776% 25-JAN-2044, 4.68%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,917,628 $2,934,010 $2,934,010 0.09 $2,920,060
Plenti PL & Green ABS Trust 2025-1 A1 5.505% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,158,836 $2,919,311 $2,919,311 0.09 $2,913,175
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,903,976 $2,903,976 0.09 $2,890,509
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,881,301 $2,881,301 0.09 $2,876,524
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,748,372 $2,764,408 $2,764,408 0.08 $2,752,437
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.67776% 25-JAN-2045, 4.68%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,723,567 $2,735,399 $2,735,399 0.08 $2,722,906
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,721,552 $2,721,552 0.08 $2,710,031
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 $2,691,386 $2,691,386 0.08 $2,665,164
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,627,696 $2,627,696 0.08 $2,595,200
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,565,111 $2,565,111 0.08 $2,549,329
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.42776% 25-NOV-2041, 5.43%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,417,782 $2,436,601 $2,436,601 0.07 $2,424,708
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,353,778 $2,353,778 0.07 $2,329,248
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.82776% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,298,570 $2,310,497 $2,310,497 0.07 $2,298,576
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.82776% 25-AUG-2044, 4.83%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,304,649 $2,304,649 0.07 $2,294,805
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-DEC-2032, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,166,365 $2,171,411 $2,171,411 0.06 $2,167,865
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,101,286 $2,101,286 0.06 $2,089,503
Connecticut Avenue Securities Trust 2025-R03 2M1 5.22776% 25-MAR-2045, 5.23%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,027,607 $2,040,239 $2,040,239 0.06 $2,029,016
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.72776% 25-DEC-2031, 4.73%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,015,411 $2,026,156 $2,026,156 0.06 $2,017,686
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,999,954 $1,999,954 0.06 $1,955,495
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.37776% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,965,925 $1,965,925 0.06 $1,950,504
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,791,708 $1,791,708 0.05 $1,788,239
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,735,491 $1,735,491 0.05 $1,705,099
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,692,570 $1,709,476 $1,709,476 0.05 $1,706,189
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,692,570 $1,709,030 $1,709,030 0.05 $1,705,825
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,568,584 $1,568,584 0.05 $1,552,937
Plenti Auto ABS Trust 2025-1 A 5.405% 12-AUG-2033, 5.41%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,216,392 $1,554,653 $1,554,653 0.05 $1,551,441
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,517,070 $1,517,070 0.05 $1,483,221
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,503,360 $1,503,360 0.04 $1,499,985
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 $1,470,906 $1,470,906 0.04 $1,463,679
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,469,726 $1,469,726 0.04 $1,456,610
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,420,820 $1,426,166 $1,426,166 0.04 $1,423,813
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,399,262 $1,406,274 $1,406,274 0.04 $1,400,270
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,373,842 $1,373,842 0.04 $1,370,674
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.82776% 25-MAY-2044, 4.83%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,330,250 $1,337,190 $1,337,190 0.04 $1,330,969
Connecticut Avenue Securities Trust 2022-R01 1M2 5.52776% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,309,401 $1,309,401 0.04 $1,303,031
Connecticut Avenue Securities Trust 2022-R04 1M2 6.72776% 25-MAR-2042, 6.73%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,286,422 $1,286,422 0.04 $1,278,887
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,275,481 $1,275,481 0.04 $1,264,620
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,260,325 $1,260,325 0.04 $1,256,485
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,193,673 $1,193,673 0.04 $1,165,202
Connecticut Avenue Securities Trust 2025-R01 1M1 4.72776% 25-JAN-2045, 4.73%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,089,424 $1,095,769 $1,095,769 0.03 $1,090,624
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.97776% 25-FEB-2044, 4.98%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,086,579 $1,092,810 $1,092,810 0.03 $1,087,207
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,052,774 $1,052,774 0.03 $1,047,542
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,024,252 $1,024,252 0.03 $1,019,313
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $989,385 $989,385 0.03 $978,564
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $982,670 $982,670 0.03 $967,063
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $897,330 $897,330 0.03 $894,284
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $871,771 $871,771 0.03 $868,627
Connecticut Avenue Securities Trust 2023-R06 1M1 5.32776% 25-JUL-2043, 5.33%, 07/25/43 CAS 2023-R06 20754EAA3 - 849,276 $855,523 $855,523 0.03 $851,501
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.50%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,168,195 $820,495 $820,495 0.02 $818,458
Connecticut Avenue Securities Trust 2025-R02 1M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 CAS 2025-R02 20754TAC6 - 741,308 $744,458 $744,458 0.02 $741,310
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $727,185 $727,185 0.02 $723,446
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $706,774 $706,774 0.02 $697,460
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $704,305 $704,305 0.02 $699,145
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $702,548 $702,548 0.02 $693,708
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.62776% 25-MAY-2043, 5.63%, 05/25/43 STACR 2023-HQA1 35564KX79 - 682,227 $689,326 $689,326 0.02 $685,598
Connecticut Avenue Securities Trust 2024-R02 1M1 4.72776% 25-FEB-2044, 4.73%, 02/25/44 CAS 2024-R02 20754GAA8 - 514,517 $516,694 $516,694 0.02 $514,532
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $397,919 $397,919 0.01 $395,095
Connecticut Avenue Securities Trust 2024-R03 2M1 4.77776% 25-MAR-2044, 4.78%, 03/25/44 CAS 207941AA3 - 376,728 $378,821 $378,821 0.01 $376,739
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $222,554 $222,554 0.01 $220,777
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.07776% 25-OCT-2044, 5.08%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 165,669 $167,880 $167,880 0.01 $165,670
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $104,842 $104,842 0.00 $103,785
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -410.00 $-43,492,031 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-76,701,895 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,274,417 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,018,230 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,504 $-514,513,311 $-0 0.00 $-0
HCA INC 0% 07/27/2026, 0.00%, 07/27/26 HCA 40412DGT0 - 83,000,000 $82,971,589 $82,971,589 2.48 $82,971,589
HCA INC 0% 07/28/2026, 0.00%, 07/28/26 HCA 40412DGU7 - 79,950,000 $79,941,339 $79,941,339 2.39 $79,941,339
GLOBAL PAYMENTS INC 0% 07/27/2026, 0.00%, 07/27/26 GPN 37961DGT1 - 43,600,000 $43,585,067 $43,585,067 1.30 $43,585,067
ARES CAPITAL CORP 0% 08/24/2026, 0.00%, 08/24/26 ARCCCP 04022DHQ3 - 31,350,000 $31,234,403 $31,234,403 0.93 $31,234,403
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 08/04/2026, 0.00%, 08/04/26 FISPP 31622GH42 - 30,350,000 $30,313,519 $30,313,519 0.91 $30,313,519
ARES CAPITAL CORP 0% 08/11/2026, 0.00%, 08/11/26 ARCCCP 04022DHB6 - 30,000,000 $29,936,088 $29,936,088 0.90 $29,936,088
ANTERO RESOURCES CORP 0% 07/27/2026, 0.00%, 07/27/26 ARUSCP 03675WGT8 - 20,700,000 $20,692,669 $20,692,669 0.62 $20,692,669
HUMANA INC 0% 08/17/2026, 0.00%, 08/17/26 HUMPP 44486JHH5 - 19,000,000 $18,949,654 $18,949,654 0.57 $18,949,654
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/05/2026, 0.00%, 08/05/26 STLACP 85855KH54 - 17,000,000 $16,975,343 $16,975,343 0.51 $16,975,343
ENBRIDGE INC 0% 07/29/2026, 0.00%, 07/29/26 ENB 292976UW5 - 23,000,000 $16,327,444 $16,327,444 0.49 $16,327,444
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/18/2026, 0.00%, 08/18/26 STLACP 85855KHJ4 - 16,100,000 $16,050,547 $16,050,547 0.48 $16,050,547
JABIL INC 0% 07/27/2026, 0.00%, 07/27/26 JBLPP 46652MGT6 - 15,300,000 $15,294,900 $15,294,900 0.46 $15,294,900
AUTONATION INC 0% 07/27/2026, 0.00%, 07/27/26 AUTONA 05330NGT0 - 12,250,000 $12,245,809 $12,245,809 0.37 $12,245,809
ENBRIDGE INC 0% 07/30/2026, 0.00%, 07/30/26 ENB 292976UX3 - 15,000,000 $10,647,587 $10,647,587 0.32 $10,647,587
SEGREGATED CASH SEGCASH $0.00 6,249,155 $6,249,155 $6,249,155 0.19 $6,249,155
NEW ZEALAND DOLLAR NZD - 6,880,802 $3,986,398 $3,986,398 0.12 $3,986,398
AUSTRALIAN DOLLARS AUD - 3,450,037 $2,411,062 $2,411,062 0.07 $2,411,062
CANADIAN DOLLAR CAD - 2,320,261 $1,647,737 $1,647,737 0.05 $1,647,737
EURO EUR - 1,441,440 $1,640,218 $1,640,218 0.05 $1,640,218
BRITISH POUND GBP - -343,254 $-457,489 $-457,489 -0.01 $-457,489
US DOLLARS USD MD_142224 - -87,860,074 $-87,860,074 $-87,860,074 -2.63 $-87,860,074
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,665,668 $43,665,668 1.31 $43,665,668
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,665,668 $-43,665,668 -1.31 $-43,665,668
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $61,729,826 $61,729,826 1.85 $61,729,826
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-61,729,826 $-61,729,826 -1.85 $-61,729,826
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $77,748,875 $77,748,875 2.33 $77,748,875
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-77,748,875 $-77,748,875 -2.33 $-77,748,875
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $77,748,875 $77,748,875 2.33 $77,748,875
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-77,748,875 $-77,748,875 -2.33 $-77,748,875
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $80,124,213 $80,124,213 2.40 $80,124,213
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-80,124,213 $-80,124,213 -2.40 $-80,124,213
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $129,361,295,388 $0 0.00 $0
3MO EURO EURIBOR Dec27 DEC 27 ERZ7 FUTURES_EUR - 467.00 $206,279,013,666 $0 0.00 $0
FX Forward|CAD|07/29/2026 +CAD0 - -23,000,000 $-16,334,339 $-16,334,339 -0.49 $-16,334,339
FX Forward|USD|07/29/2026 +CAD0 - 16,174,493 $16,174,493 $16,174,493 0.48 $16,174,493
FX Forward|CAD|07/30/2026 +CADU - -15,000,000 $-10,653,386 $-10,653,386 -0.32 $-10,653,386
FX Forward|USD|07/30/2026 +CADU - 10,573,798 $10,573,798 $10,573,798 0.32 $10,573,798
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-824,907 $-824,907 -0.02 $-824,907
FX Forward|USD|10/23/2026 +NZD0 - 830,344 $830,344 $830,344 0.02 $830,344
FX Forward|AUD|10/23/2026 +AUD1 - -435,610,000 $-303,982,725 $-303,982,725 -9.10 $-303,982,725
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 9.12 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-56,303,989 $-56,303,989 -1.68 $-56,303,989
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.68 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,407,115 $-17,407,115 -0.52 $-17,407,115
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.52 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-53,624,717 $-53,624,717 -1.60 $-53,624,717
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.61 $53,792,499
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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