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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 06/26/2026)

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 $44,724,432 $44,724,432 1.36 $43,734,630
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $26,865,679 $26,865,679 0.82 $26,705,235
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,708,771 $26,708,771 0.81 $26,001,691
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,688,927 $25,688,927 0.77 $25,490,883
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,391,727 $25,391,727 0.76 $24,862,074
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,242,192 $25,242,192 0.76 $25,034,393
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,120,686 $25,120,686 0.76 $25,000,250
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,322,010 $24,322,010 0.73 $23,722,059
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,176,317 $24,176,317 0.73 $24,038,779
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,948,121 $23,948,121 0.72 $23,434,794
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,432,600 $23,432,600 0.71 $23,305,910
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 $23,325,686 $23,325,686 0.70 $23,217,206
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,167,681 $23,167,681 0.70 $23,036,785
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,903,792 $22,903,792 0.69 $22,813,706
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,985,602 $21,985,602 0.66 $21,943,922
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,806,472 $21,806,472 0.66 $21,514,958
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,107,038 $21,107,038 0.64 $20,561,528
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,757,036 $20,757,036 0.62 $20,697,252
BX Trust 2025-ROIC A 4.76922% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,263,602 $20,263,602 0.61 $20,226,005
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,154,954 $20,154,954 0.61 $19,894,865
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,109,247 $20,109,247 0.61 $19,975,080
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,091,325 $20,091,325 0.60 $19,961,672
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,067,133 $20,067,133 0.60 $20,012,848
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,738,600 $19,738,600 0.59 $19,510,750
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,435,967 $19,435,967 0.58 $19,186,423
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,217,190 $19,217,190 0.58 $18,990,439
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,789,343 $18,789,343 0.57 $18,468,406
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,706,213 $18,706,213 0.56 $18,690,070
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,605,374 $18,605,374 0.56 $18,386,431
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $18,023,098 $18,023,098 0.54 $17,744,000
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,864,790 $17,864,790 0.54 $17,534,157
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,692,403 $17,692,403 0.53 $17,423,828
BX Trust 2026-CIP A 4.82709% 15-MAY-2038, 4.83%, 05/15/38 BX 2026-CIP 123917AA4 - 17,473,020 $17,543,511 $17,543,511 0.53 $17,510,722
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,251,338 $17,251,338 0.52 $17,081,423
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,223,228 $17,223,228 0.52 $17,069,267
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,206,988 $17,206,988 0.52 $17,102,229
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,171,231 $17,171,231 0.52 $16,905,386
Intesa Sanpaolo S.p.A. 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,754,343 $16,754,343 0.50 $16,754,343
NVIDIA Corporation 4.25% 15-JUN-2028, 4.25%, 06/15/28 NVDA 67066GAP9 - 16,500,000 $16,507,848 $16,507,848 0.50 $16,486,421
NVIDIA Corporation 4.35% 15-JUN-2029, 4.35%, 06/15/29 NVDA 67066GAQ7 - 16,500,000 $16,505,689 $16,505,689 0.50 $16,483,758
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,475,081 $16,475,081 0.50 $16,389,218
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,328,873 $16,328,873 0.49 $16,174,904
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,317,263 $16,317,263 0.49 $16,237,363
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,282,515 $16,282,515 0.49 $16,159,492
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $16,033,569 $16,033,569 0.48 $15,924,938
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,991,520 $15,991,520 0.48 $15,808,409
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,839,513 $15,839,513 0.48 $15,814,197
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,796,504 $15,796,504 0.48 $15,635,796
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,245,121 $15,245,121 0.46 $15,163,343
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,235,221 $15,235,221 0.46 $15,137,889
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,135,070 $15,135,070 0.46 $15,042,030
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,092,510 $15,092,510 0.45 $15,024,580
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $15,036,585 $15,036,585 0.45 $14,718,940
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,002,040 $15,002,040 0.45 $14,975,314
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,931,230 $14,931,230 0.45 $14,623,506
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,856,714 $14,856,714 0.45 $14,609,789
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,640,566 $14,640,566 0.44 $14,522,459
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,632,686 $14,632,686 0.44 $14,523,374
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,605,875 $14,605,875 0.44 $14,501,827
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,474,297 $14,474,297 0.44 $14,151,369
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,473,836 $14,473,836 0.44 $14,370,811
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,471,372 $14,471,372 0.44 $14,318,453
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,442,448 $14,442,448 0.43 $14,168,801
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,383,627 $14,383,627 0.43 $14,255,101
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,380,251 $14,380,251 0.43 $14,176,290
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,368,271 $14,368,271 0.43 $14,306,702
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 $14,234,624 $14,234,624 0.43 $14,198,648
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,156,804 $14,156,804 0.43 $13,977,068
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,018,720 $14,018,720 0.42 $13,951,814
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,997,109 $13,997,109 0.42 $13,712,139
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,988,393 $13,988,393 0.42 $13,845,622
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,942,229 $13,942,229 0.42 $13,917,514
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,889,162 $13,889,162 0.42 $13,864,877
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,862,347 $13,862,347 0.42 $13,569,209
NOW Trust 2024-1 A 5.7% 14-JUN-2032, 5.70%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,957,566 $13,848,153 $13,848,153 0.42 $13,818,044
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,749,842 $13,749,842 0.41 $13,658,286
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,727,455 $13,727,455 0.41 $13,491,109
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,720,853 $13,720,853 0.41 $13,596,983
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,598,390 $13,598,390 0.41 $13,576,189
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,583,563 $13,583,563 0.41 $13,520,320
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $13,401,977 $13,401,977 0.40 $13,396,017
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,370,158 $13,370,158 0.40 $13,275,558
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,361,243 $13,361,243 0.40 $13,185,793
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,221,752 $13,221,752 0.40 $13,066,396
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,189,579 $13,189,579 0.40 $13,145,427
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,131,378 $13,131,378 0.40 $12,831,325
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,056,390 $13,056,390 0.39 $12,841,452
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,039,501 $13,039,501 0.39 $12,739,311
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,002,218 $13,002,218 0.39 $12,241,841
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1121% 25-OCT-2041, 5.13%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,961,291 $12,979,798 $12,979,798 0.39 $12,972,413
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,900,214 $12,900,214 0.39 $12,792,978
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,843,419 $12,843,419 0.39 $12,728,467
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,826,573 $12,826,573 0.39 $12,711,411
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,772,427 $12,772,427 0.38 $12,569,557
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,736,817 $12,736,817 0.38 $12,632,479
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 $12,693,669 $12,693,669 0.38 $12,687,098
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,516,783 $12,516,783 0.38 $12,415,766
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1121% 25-MAR-2042, 7.13%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,490,277 $12,490,277 0.38 $12,408,337
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,369,012 $12,369,012 0.37 $12,113,836
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,331,171 $12,331,171 0.37 $12,285,766
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,309,100 $12,309,100 0.37 $12,052,361
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,302,647 $12,302,647 0.37 $12,044,098
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,215,829 $12,215,829 0.37 $12,138,568
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,092,649 $12,092,649 0.36 $11,898,582
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,065,268 $12,065,268 0.36 $12,003,693
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,047,354 $12,047,354 0.36 $11,954,146
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,965,122 $11,965,122 0.36 $11,804,429
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,758,120 $11,758,120 0.35 $11,499,248
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,646,125 $11,646,125 0.35 $11,532,953
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,528,658 $11,528,658 0.35 $11,465,371
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,421,229 $11,421,229 0.34 $11,329,872
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,413,883 $11,413,883 0.34 $11,194,232
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,210,559 $11,210,559 0.34 $11,200,002
NOW Trust 2025-1 A 5.45% 14-FEB-2034, 5.45%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,054,454 $11,106,598 $11,106,598 0.33 $11,083,440
BX Commercial Mortgage Trust 2026-CSMO A 5.02539% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,062,694 $11,062,694 0.33 $11,041,157
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,977,402 $10,977,402 0.33 $10,839,581
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 10,894,707 $10,914,037 $10,914,037 0.33 $10,894,086
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,913,417 $10,913,417 0.33 $10,805,412
Marex Group Plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,794,221 $10,794,221 0.32 $10,679,894
RAF ABS Series 2025-1 A 5.2612% 09-DEC-2031, 5.26%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,616,310 $10,616,310 0.32 $10,585,804
NRTH Commercial Mortgage Trust 2025-PARK A 5.01866% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,534,223 $10,534,223 0.32 $10,513,730
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,358,808 $10,358,808 0.31 $10,251,599
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,356,724 $10,356,724 0.31 $10,106,576
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,297,730 $10,297,730 0.31 $10,227,255
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,275,697 $10,275,697 0.31 $10,240,544
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,238,189 $10,238,189 0.31 $10,219,388
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,145,799 $10,145,799 0.31 $10,028,857
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,070,903 $10,070,903 0.30 $9,883,724
Hertz Vehicle Financing III, Series 2026-1 A 5.09% 25-NOV-2030, 5.09%, 11/25/30 HERTZ 2026-1A 42806MEF2 - 10,000,000 $10,034,597 $10,034,597 0.30 $10,028,941
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,018,128 $10,014,989 $10,014,989 0.30 $10,009,949
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,948,268 $9,948,268 0.30 $9,908,129
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,938,576 $9,938,576 0.30 $9,922,437
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,875,041 $9,875,041 0.30 $9,812,439
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,855,823 $9,855,823 0.30 $9,772,078
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,761,040 $9,761,040 0.29 $9,670,533
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 $9,747,286 $9,747,286 0.29 $9,699,022
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,643,851 $9,643,851 0.29 $9,545,787
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 $9,614,224 $9,614,224 0.29 $9,609,169
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,579,572 $9,579,572 0.29 $9,496,037
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,571,096 $9,571,096 0.29 $9,343,479
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,566,657 $9,566,657 0.29 $9,526,610
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,423,714 $9,423,714 0.28 $9,336,078
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,295,586 $9,357,938 $9,357,938 0.28 $9,320,415
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,350,038 $9,350,038 0.28 $9,286,196
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,329,104 $9,329,104 0.28 $9,291,936
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,299,839 $9,299,839 0.28 $9,080,489
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,280,524 $9,280,524 0.28 $9,269,608
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,217,451 $9,217,451 0.28 $8,997,375
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,032,805 $9,032,805 0.27 $8,932,036
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,963,958 $8,963,958 0.27 $8,792,651
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,880,728 $8,880,728 0.27 $8,796,934
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,840,039 $8,840,039 0.27 $8,663,055
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 8,783,245 $8,705,710 $8,705,710 0.26 $8,695,823
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,670,279 $8,670,279 0.26 $8,437,547
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,646,954 $8,646,954 0.26 $8,612,518
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,619,402 $8,619,402 0.26 $8,487,863
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,610,099 $8,610,099 0.26 $8,574,646
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,598,814 $8,598,814 0.26 $8,426,931
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,586,338 $8,586,338 0.26 $8,388,293
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,257,568 $8,257,568 0.25 $8,116,264
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,248,770 $8,248,770 0.25 $8,059,715
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,173,334 $8,173,334 0.25 $8,094,006
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,138,718 $8,138,718 0.24 $8,138,718
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,121,117 $8,121,117 0.24 $7,925,054
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,112,693 $8,112,693 0.24 $8,005,546
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,076,671 $8,076,671 0.24 $7,989,059
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,064,071 $8,064,071 0.24 $7,952,404
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,038,005 $8,038,005 0.24 $7,965,125
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,029,436 $8,029,436 0.24 $7,945,846
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,018,400 $8,018,400 0.24 $7,996,782
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,980,946 $7,980,946 0.24 $7,887,735
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,973,044 $7,973,044 0.24 $7,959,870
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,940,010 $7,940,010 0.24 $7,870,440
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,847,102 $7,847,102 0.24 $7,751,908
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,762,559 $7,762,559 0.23 $7,651,530
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,729,927 $7,729,927 0.23 $7,611,933
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,664,851 $7,664,851 0.23 $7,596,880
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,661,755 $7,661,755 0.23 $7,503,909
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,548,391 $7,633,021 $7,633,021 0.23 $7,627,463
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,421,547 $7,421,547 0.22 $7,350,780
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,331,367 $7,331,367 0.22 $7,252,024
Plenti PL & Green ABS Trust 2024-2 A1 5.4863% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,459,019 $7,246,937 $7,246,937 0.22 $7,227,410
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,133,862 $7,133,862 0.21 $7,069,840
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,104,696 $7,104,696 0.21 $7,051,146
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,092,277 $7,092,277 0.21 $6,938,040
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,040,391 $7,040,391 0.21 $6,911,501
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,000,876 $7,000,876 0.21 $6,995,660
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $6,999,871 $6,999,871 0.21 $6,989,873
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,955,942 $6,955,942 0.21 $6,864,811
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,918,068 $6,918,068 0.21 $6,830,036
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,880,955 $6,880,955 0.21 $6,852,637
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,836,640 $6,836,640 0.21 $6,821,736
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,788,212 $6,788,212 0.20 $6,695,829
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,680,825 $6,680,825 0.20 $6,621,810
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,666,776 $6,666,776 0.20 $6,552,585
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,644,743 $6,644,743 0.20 $6,573,283
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,637,534 $6,637,534 0.20 $6,608,691
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,636,073 $6,636,073 0.20 $6,559,425
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,546,210 $6,546,210 0.20 $6,463,347
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,438,907 $6,479,370 $6,479,370 0.19 $6,470,610
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,472,962 $6,472,962 0.19 $6,195,199
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,467,554 $6,467,554 0.19 $6,309,237
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,396,259 $6,396,259 0.19 $6,392,549
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,373,332 $6,373,332 0.19 $6,284,533
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,364,742 $6,364,742 0.19 $6,249,119
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,305,624 $6,305,624 0.19 $6,299,670
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,292,152 $6,292,152 0.19 $6,147,916
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,213,687 $6,213,687 0.19 $6,210,152
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,044,801 $6,060,342 $6,060,342 0.18 $6,052,851
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $6,036,510 $6,036,510 0.18 $5,874,218
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,017,015 $6,017,015 0.18 $6,000,314
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,976,786 $5,976,786 0.18 $5,953,230
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,955,512 $5,955,512 0.18 $5,952,202
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,952,855 $5,952,855 0.18 $5,937,865
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,915,796 $5,915,796 0.18 $5,911,088
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,871,411 $5,871,411 0.18 $5,824,279
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,859,051 $5,859,051 0.18 $5,834,558
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,819,784 $5,819,784 0.18 $5,755,405
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,816,129 $5,816,129 0.17 $5,698,428
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 5,752,000 $5,769,497 $5,769,497 0.17 $5,765,425
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,732,974 $5,732,974 0.17 $5,718,586
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,564,475 $5,564,475 0.17 $5,518,791
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,537,965 $5,537,965 0.17 $5,418,594
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,414,311 $5,414,311 0.16 $5,356,231
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,352,244 $5,405,469 $5,405,469 0.16 $5,397,236
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,785,044 $5,398,299 $5,398,299 0.16 $5,383,049
Metro Finance 2024-1 Trust|5.5525|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,760,114 $5,380,378 $5,380,378 0.16 $5,370,603
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,235,086 $5,235,086 0.16 $5,164,286
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,165,916 $5,165,916 0.16 $5,143,244
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,123,329 $5,123,329 0.15 $5,079,145
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,078,086 $5,078,086 0.15 $5,014,767
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,061,428 $5,061,428 0.15 $5,025,372
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,041,483 $5,041,483 0.15 $5,031,858
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,014,713 $5,014,713 0.15 $4,959,241
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,012,952 $5,012,952 0.15 $5,010,180
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,889,723 $4,889,723 0.15 $4,849,131
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,884,412 $4,884,412 0.15 $4,874,370
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,836,289 $4,836,289 0.15 $4,765,003
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,766,949 $4,766,949 0.14 $4,711,589
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,691,680 $4,691,680 0.14 $4,637,827
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,669,966 $4,669,966 0.14 $4,544,174
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,660,782 $4,660,782 0.14 $4,588,428
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,649,584 $4,649,584 0.14 $4,594,258
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,630,382 $4,630,382 0.14 $4,522,858
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,612,830 $4,612,830 0.14 $4,604,514
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,409,073 $4,435,173 $4,435,173 0.13 $4,426,660
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,431,052 $4,431,052 0.13 $4,340,120
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 $4,210,138 $4,210,138 0.13 $4,207,688
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,151,673 $4,151,673 0.12 $4,076,795
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.83%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,098,114 $4,102,033 $4,102,033 0.12 $4,099,835
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,073,053 $4,073,053 0.12 $3,949,537
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,888,031 $3,888,031 0.12 $3,885,852
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,690,906 $3,690,906 0.11 $3,605,919
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,685,350 $3,685,350 0.11 $3,673,138
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,669,719 $3,669,719 0.11 $3,642,256
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 $3,650,304 $3,650,304 0.11 $3,623,603
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,645,076 $3,645,076 0.11 $3,598,874
RESIMAC Bastille Trust 2024-1NC A2 5.65% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,253,276 $3,642,400 $3,642,400 0.11 $3,634,544
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,619,971 $3,619,971 0.11 $3,600,182
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,602,248 $3,602,248 0.11 $3,592,430
Plenti PL & Green ABS Trust 2025-1 A1G 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,111,923 $3,541,760 $3,541,760 0.11 $3,532,181
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.8621% 25-MAR-2044, 4.88%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,509,391 $3,509,391 0.11 $3,507,490
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,500,202 $3,500,202 0.11 $3,492,324
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.18%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,466,392 $3,471,816 $3,471,816 0.10 $3,469,823
Connecticut Avenue Securities Trust 2024-R01 1M1 4.6621% 25-JAN-2044, 4.68%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,354,953 $3,355,079 $3,355,079 0.10 $3,353,335
Marex Group Plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,332,464 $3,332,464 0.10 $3,305,379
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,328,499 $3,328,499 0.10 $3,288,019
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,323,674 $3,323,674 0.10 $3,249,874
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,250,909 $3,250,909 0.10 $3,248,989
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.78%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,242,455 $3,245,971 $3,245,971 0.10 $3,244,249
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,223,244 $3,223,244 0.10 $3,206,301
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,121,531 $3,121,531 0.09 $3,071,951
Liberty Series 2024-1 Auto A 5.5062% 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,471,491 $3,095,422 $3,095,422 0.09 $3,093,560
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,062,072 $3,062,072 0.09 $3,032,519
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,039,919 $3,039,919 0.09 $3,037,541
Plenti PL & Green ABS Trust 2025-1 A1 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,369,165 $3,028,531 $3,028,531 0.09 $3,020,344
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.6621% 25-JAN-2045, 4.68%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,004,734 $3,005,111 $3,005,111 0.09 $3,003,549
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,946,968 $2,946,968 0.09 $2,881,686
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,896,408 $2,896,408 0.09 $2,894,725
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8121% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,777,907 $2,779,395 $2,779,395 0.08 $2,777,905
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,748,372 $2,753,079 $2,753,079 0.08 $2,751,583
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,728,224 $2,728,224 0.08 $2,721,906
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 $2,706,770 $2,706,770 0.08 $2,688,528
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,617,068 $2,617,068 0.08 $2,591,118
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,530,748 $2,530,748 0.08 $2,519,401
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4121% 25-NOV-2041, 5.43%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,472,561 $2,472,561 0.07 $2,471,075
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2121% 25-MAR-2045, 5.23%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,415,173 $2,418,836 $2,418,836 0.07 $2,417,434
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,316,984 $2,316,984 0.07 $2,301,804
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8121% 25-AUG-2044, 4.83%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,295,339 $2,295,339 0.07 $2,294,109
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-DEC-2032, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,245,239 $2,258,644 $2,258,644 0.07 $2,254,356
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,094,279 $2,094,279 0.06 $2,085,157
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7121% 25-DEC-2031, 4.73%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,015,411 $2,027,296 $2,027,296 0.06 $2,017,779
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,995,238 $1,995,238 0.06 $1,958,512
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,953,534 $1,953,534 0.06 $1,951,607
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,903,264 $1,903,264 0.06 $1,880,831
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,780,961 $1,803,835 $1,803,835 0.05 $1,799,799
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,780,961 $1,802,226 $1,802,226 0.05 $1,798,291
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,728,652 $1,728,652 0.05 $1,704,427
Plenti Auto ABS Trust 2025-1 A 5.3988% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,303,743 $1,596,848 $1,596,848 0.05 $1,592,851
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,559,578 $1,559,578 0.05 $1,551,338
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,515,405 $1,515,405 0.05 $1,486,941
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,492,003 $1,500,981 $1,500,981 0.05 $1,498,097
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,499,533 $1,499,533 0.05 $1,482,286
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 $1,466,666 $1,466,666 0.04 $1,462,459
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,453,739 $1,453,739 0.04 $1,443,621
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8121% 25-MAY-2044, 4.83%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,449,464 $1,450,954 $1,450,954 0.04 $1,450,177
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,415,905 $1,415,905 0.04 $1,372,600
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,399,262 $1,400,791 $1,400,791 0.04 $1,400,041
Connecticut Avenue Securities Trust 2022-R01 1M2 5.5121% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,303,950 $1,303,950 0.04 $1,303,154
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.73%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,277,531 $1,277,531 0.04 $1,276,589
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,275,913 $1,275,913 0.04 $1,270,038
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.9621% 25-FEB-2044, 4.98%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,266,285 $1,268,018 $1,268,018 0.04 $1,267,318
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,248,691 $1,248,691 0.04 $1,247,427
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.73%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,224,231 $1,225,451 $1,225,451 0.04 $1,224,808
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,174,681 $1,174,681 0.04 $1,151,254
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,047,517 $1,047,517 0.03 $1,046,863
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,018,873 $1,018,873 0.03 $1,018,256
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $982,006 $982,006 0.03 $970,683
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $973,465 $973,465 0.03 $966,621
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $894,332 $894,332 0.03 $892,661
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,241,555 $861,413 $861,413 0.03 $858,664
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $860,780 $860,780 0.03 $858,912
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3121% 25-JUL-2043, 5.33%, 07/25/43 CAS 2023-R06 20754EAA3 - 849,276 $851,601 $851,601 0.03 $851,098
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6121% 25-MAY-2043, 5.63%, 05/25/43 STACR 2023-HQA1 35564KX79 - 745,123 $749,363 $749,363 0.02 $748,897
Connecticut Avenue Securities Trust 2025-R02 1M1 4.7621% 25-FEB-2045, 4.78%, 02/25/45 CAS 2025-R02 20754TAC6 - 741,308 $741,700 $741,700 0.02 $741,306
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $717,699 $717,699 0.02 $715,790
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $695,511 $695,511 0.02 $688,140
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $692,335 $692,335 0.02 $690,720
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $692,305 $692,305 0.02 $686,096
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7121% 25-FEB-2044, 4.73%, 02/25/44 CAS 2024-R02 20754GAA8 - 514,517 $514,787 $514,787 0.02 $514,516
Connecticut Avenue Securities Trust 2024-R03 2M1 4.7621% 25-MAR-2044, 4.78%, 03/25/44 CAS 207941AA3 - 490,070 $490,264 $490,264 0.01 $490,004
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.08%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 489,781 $490,057 $490,057 0.01 $489,781
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $391,591 $391,591 0.01 $389,482
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $219,040 $219,040 0.01 $218,309
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $103,302 $103,302 0.00 $102,576
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - $8,674 $8,674 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,354,486 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-23,876,460 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -410.00 $-43,998,125 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,342 $-483,257,062 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-76,526,555 $0 0.00 $0
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 07/15/2026, 0.00%, 07/15/26 FISPP 31622GGF8 - 52,950,000 $52,839,287 $52,839,287 1.59 $52,839,287
HCA INC 0% 06/29/2026, 0.00%, 06/29/26 HCA 40412DFV6 - 49,800,000 $49,785,673 $49,785,673 1.50 $49,785,673
GLOBAL PAYMENTS INC 0% 06/29/2026, 0.00%, 06/29/26 GPN 37961DFV7 - 41,500,000 $41,485,716 $41,485,716 1.25 $41,485,716
JABIL INC 0% 07/22/2026, 0.00%, 07/22/26 JBLPP 46652MGN9 - 33,000,000 $32,898,522 $32,898,522 0.99 $32,898,522
GLOBAL PAYMENTS INC 0% 07/02/2026, 0.00%, 07/02/26 GPN 37961DG20 - 32,000,000 $31,977,814 $31,977,814 0.96 $31,977,814
ENBRIDGE INC 0% 07/29/2026, 0.00%, 07/29/26 ENB 292976UW5 - 23,000,000 $16,156,611 $16,156,611 0.49 $16,156,611
ENBRIDGE INC 0% 07/30/2026, 0.00%, 07/30/26 ENB 292976UX3 - 15,000,000 $10,536,075 $10,536,075 0.32 $10,536,075
SEGREGATED CASH SEGCASH $0.00 6,722,944 $6,722,944 $6,722,944 0.20 $6,722,944
AUTONATION INC 0% 06/29/2026, 0.00%, 06/29/26 AUTONA 05330NFV6 - 5,850,000 $5,847,999 $5,847,999 0.18 $5,847,999
AVIATION CAPITAL GROUP LLC 0% 06/29/2026, 0.00%, 06/29/26 AVTNCP 05369CFV4 - 4,600,000 $4,598,532 $4,598,532 0.14 $4,598,532
CONAGRA BRANDS INC 0% 06/29/2026, 0.00%, 06/29/26 CAGPP 20600HFV1 - 4,600,000 $4,598,472 $4,598,472 0.14 $4,598,472
NEW ZEALAND DOLLAR NZD - 7,527,309 $4,250,292 $4,250,292 0.13 $4,250,292
EURO EUR - 1,531,811 $1,745,495 $1,745,495 0.05 $1,745,495
AUSTRALIAN DOLLARS AUD - 2,118,580 $1,461,926 $1,461,926 0.04 $1,461,926
CANADIAN DOLLAR CAD - 1,408,240 $991,753 $991,753 0.03 $991,753
BRITISH POUND GBP - -373,669 $-493,228 $-493,228 -0.01 $-493,228
US DOLLARS USD MD_142224 - -13,245,020 $-13,245,020 $-13,245,020 -0.40 $-13,245,020
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,557,637 $42,557,637 1.28 $42,557,637
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,557,637 $-42,557,637 -1.28 $-42,557,637
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $60,163,410 $60,163,410 1.81 $60,163,410
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-60,163,410 $-60,163,410 -1.81 $-60,163,410
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $75,775,970 $75,775,970 2.28 $75,775,970
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-75,775,970 $-75,775,970 -2.28 $-75,775,970
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $75,775,970 $75,775,970 2.28 $75,775,970
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-75,775,970 $-75,775,970 -2.28 $-75,775,970
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $78,091,033 $78,091,033 2.35 $78,091,033
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-78,091,033 $-78,091,033 -2.35 $-78,091,033
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 $67,235 0.00 $67,235
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 $-23,486 0.00 $-23,486
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-757,330 $-757,330 -0.02 $-757,330
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 $-356,524,618 $-356,524,618 -10.73 $-356,524,618
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.07 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-55,283,413 $-55,283,413 -1.66 $-55,283,413
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.72 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-52,387,280 $-52,387,280 -1.58 $-52,387,280
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.62 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,385,088 $-14,385,088 -0.43 $-14,385,088
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.45 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,758,678 $2,758,678 0.08 $2,758,678
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $705,056 $705,056 0.02 $705,056
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 $827,603 $827,603 0.02 $827,603
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 +AUD0 - 2,000,000 $1,379,339 $1,379,339 0.04 $1,379,339
FX Forward|USD|07/24/2026 +AUD0 - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521
FX Forward|AUD|07/24/2026 +AUD1 - 14,000,000 $9,655,372 $9,655,372 0.29 $9,655,372
FX Forward|USD|07/24/2026 +AUD1 - -10,146,966 $-10,146,966 $-10,146,966 -0.31 $-10,146,966
FX Forward|AUD|07/24/2026 +AUD2 - 3,000,000 $2,069,008 $2,069,008 0.06 $2,069,008
FX Forward|USD|07/24/2026 +AUD2 - -2,128,928 $-2,128,928 $-2,128,928 -0.06 $-2,128,928
FX Forward|AUD|07/24/2026 +AUD0 - 20,000,000 $13,793,389 $13,793,389 0.42 $13,793,389
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|AUD|07/24/2026 +AUDU - 1,500,000 $1,034,504 $1,034,504 0.03 $1,034,504
FX Forward|USD|07/24/2026 +AUDU - -1,074,915 $-1,074,915 $-1,074,915 -0.03 $-1,074,915
FX Forward|AUD|07/24/2026 +AUD0 - -9,512,439 $-6,560,439 $-6,560,439 -0.20 $-6,560,439
FX Forward|USD|07/24/2026 +AUD0 - 6,785,630 $6,785,630 $6,785,630 0.20 $6,785,630
FX Forward|AUD|07/24/2026 +AUD0 - 4,000,000 $2,758,678 $2,758,678 0.08 $2,758,678
FX Forward|USD|07/24/2026 +AUD0 - -2,821,744 $-2,821,744 $-2,821,744 -0.08 $-2,821,744
FX Forward|AUD|07/24/2026 +AUDU - 2,000,000 $1,379,339 $1,379,339 0.04 $1,379,339
FX Forward|USD|07/24/2026 +AUDU - -1,396,524 $-1,396,524 $-1,396,524 -0.04 $-1,396,524
FX Forward|AUD|07/24/2026 +AUD1 - 2,000,000 $1,379,339 $1,379,339 0.04 $1,379,339
FX Forward|USD|07/24/2026 +AUD1 - -1,413,415 $-1,413,415 $-1,413,415 -0.04 $-1,413,415
FX Forward|AUD|07/24/2026 +AUD0 - 8,000,000 $5,517,356 $5,517,356 0.17 $5,517,356
FX Forward|USD|07/24/2026 +AUD0 - -5,612,281 $-5,612,281 $-5,612,281 -0.17 $-5,612,281
FX Forward|EUR|07/24/2026 +EUR2 - -3,071,617 $-3,504,004 $-3,504,004 -0.11 $-3,504,004
FX Forward|USD|07/24/2026 +EUR2 - 3,500,196 $3,500,196 $3,500,196 0.11 $3,500,196
FX Forward|CAD|07/29/2026 +CAD0 - -23,000,000 $-16,220,180 $-16,220,180 -0.49 $-16,220,180
FX Forward|USD|07/29/2026 +CAD0 - 16,174,493 $16,174,493 $16,174,493 0.49 $16,174,493
FX Forward|CAD|07/30/2026 +CADU - -15,000,000 $-10,578,894 $-10,578,894 -0.32 $-10,578,894
FX Forward|USD|07/30/2026 +CADU - 10,573,798 $10,573,798 $10,573,798 0.32 $10,573,798
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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