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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 08/07/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, National Association 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $43,866,305 $43,866,305 1.32 $43,710,337
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,628,966 $27,628,966 0.82 $27,288,011
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,080,064 $26,080,064 0.78 $25,972,277
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,868,478 $25,868,478 0.77 $25,532,811
Wells Fargo & Company FRN 20-MAY-2029, 4.36%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,254,387 $25,254,387 0.75 $25,008,476
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,070,491 $25,070,491 0.75 $25,011,558
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,887,482 $24,887,482 0.74 $24,832,809
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,329,314 $24,329,314 0.73 $24,063,616
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,240,221 $24,240,221 0.72 $24,145,068
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $24,041,312 $24,041,312 0.72 $23,370,923
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,553,614 $23,553,614 0.70 $23,382,905
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 $23,355,578 $23,355,578 0.70 $23,116,282
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,303,995 $23,303,995 0.70 $23,051,128
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,919,744 $22,919,744 0.68 $22,697,746
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,136,556 $22,136,556 0.66 $22,031,584
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,874,906 $21,874,906 0.65 $21,480,356
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,858,263 $20,858,263 0.62 $20,695,247
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,643,911 $20,643,911 0.62 $20,530,046
BX Trust 2025-ROIC A 4.8202% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,293,600 $20,293,600 0.61 $20,223,801
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,249,242 $20,249,242 0.60 $19,845,050
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,215,257 $20,215,257 0.60 $19,971,074
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,152,709 $20,152,709 0.60 $19,920,829
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,835,319 $19,835,319 0.59 $19,518,499
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,525,643 $19,525,643 0.58 $19,189,392
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,304,986 $19,304,986 0.58 $18,972,589
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,828,949 $18,828,949 0.56 $18,396,500
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,699,974 $18,699,974 0.56 $18,383,458
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.96608% 25-APR-2042, 7.97%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,687,847 $18,687,847 0.56 $18,631,430
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,953,030 $17,953,030 0.54 $17,518,120
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,451,893 $17,451,893 0.52 $17,433,868
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,327,537 $17,327,537 0.52 $17,037,511
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,317,087 $17,317,087 0.52 $17,102,197
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,312,397 $17,312,397 0.52 $17,062,795
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,258,634 $17,258,634 0.51 $16,887,985
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,933,327 $16,933,327 0.51 $16,810,487
BX Trust 2026-CIP A 4.87637% 15-MAY-2038, 4.88%, 05/15/38 BX 2026-CIP 123917AA4 - 16,856,246 $16,923,487 $16,923,487 0.50 $16,864,123
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,772,925 $16,772,925 0.50 $16,658,616
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,758,125 $16,758,125 0.50 $16,663,028
Macquarie AirFinance Holdings Ltd. 5.15% 17-MAR-2030, 5.15%, 03/17/30 MCAIRH 55609NAE8 - 16,500,000 $16,738,784 $16,738,784 0.50 $16,401,244
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,625,186 $16,625,186 0.50 $16,442,069
Toronto-Dominion Bank 4.847% 27-JUL-2029, 4.85%, 07/27/29 TD 89115KAS9 - 16,500,000 $16,584,785 $16,584,785 0.49 $16,558,127
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,451,305 $16,451,305 0.49 $16,236,638
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $16,067,806 $16,067,806 0.48 $15,878,196
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,995,919 $15,995,919 0.48 $15,739,919
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,911,901 $15,911,901 0.47 $15,806,030
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,872,998 $15,872,998 0.47 $15,613,946
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,322,587 $15,322,587 0.46 $15,206,941
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,287,697 $15,287,697 0.46 $15,112,118
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,200,135 $15,200,135 0.45 $15,025,932
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,158,224 $15,158,224 0.45 $15,010,721
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,061,860 $15,061,860 0.45 $14,956,865
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,930,414 $14,930,414 0.45 $14,588,873
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,897,041 $14,897,041 0.44 $14,695,380
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,808,686 $14,808,686 0.44 $14,750,762
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,648,621 $14,648,621 0.44 $14,616,856
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,569,194 $14,569,194 0.43 $14,520,576
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,561,175 $14,561,175 0.43 $14,518,551
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,541,979 $14,541,979 0.43 $14,513,614
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,534,707 $14,534,707 0.43 $14,117,207
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,515,367 $14,515,367 0.43 $14,285,990
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,466,268 $14,466,268 0.43 $14,181,899
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,434,047 $14,434,047 0.43 $14,229,150
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,336,190 $14,336,190 0.43 $14,217,249
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,224,500 $14,224,500 0.42 $13,965,526
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,072,756 $14,072,756 0.42 $13,939,378
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $14,048,855 $14,048,855 0.42 $13,840,313
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $14,047,403 $14,047,403 0.42 $13,678,977
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,003,107 $14,003,107 0.42 $13,905,285
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,957,175 $13,957,175 0.42 $13,861,072
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,834,265 $13,834,265 0.41 $13,693,316
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,803,054 $13,803,054 0.41 $13,481,613
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,782,917 $13,782,917 0.41 $13,463,749
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,648,780 $13,648,780 0.41 $13,492,932
NOW Trust 2024-1 A 5.7092% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,145,588 $13,630,308 $13,630,308 0.41 $13,573,220
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,626,722 $13,626,722 0.41 $13,539,501
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,582,062 $13,582,062 0.41 $13,548,453
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,444,639 $13,444,639 0.40 $13,259,839
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,423,316 $13,423,316 0.40 $13,166,122
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,291,462 $13,291,462 0.40 $13,088,572
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,240,548 $13,240,548 0.39 $13,126,772
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $13,214,546 $13,214,546 0.39 $13,127,127
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 13,135,289 $13,150,475 $13,150,475 0.39 $13,122,743
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,132,429 $13,132,429 0.39 $12,842,809
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,954,897 $12,954,897 0.39 $12,778,963
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,917,286 $12,917,286 0.39 $12,718,173
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,895,807 $12,895,807 0.38 $12,709,105
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,889,428 $12,889,428 0.38 $12,829,072
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.51%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,885,474 $12,885,474 0.38 $12,841,577
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,837,695 $12,837,695 0.38 $12,549,950
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,797,468 $12,797,468 0.38 $12,605,826
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,744,726 $12,744,726 0.38 $12,726,471
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.11608% 25-OCT-2041, 5.12%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,565,627 $12,606,452 $12,606,452 0.38 $12,581,451
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,572,312 $12,572,312 0.37 $12,416,044
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,421,430 $12,421,430 0.37 $12,263,924
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,416,116 $12,416,116 0.37 $12,329,278
Connecticut Avenue Securities Trust 2022-R03 1M2 7.11608% 25-MAR-2042, 7.12%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,414,768 $12,414,768 0.37 $12,381,018
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,374,487 $12,374,487 0.37 $12,257,481
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,349,735 $12,349,735 0.37 $12,264,752
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,286,598 $12,286,598 0.37 $12,254,284
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,152,715 $12,152,715 0.36 $12,030,989
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,089,783 $12,089,783 0.36 $12,049,327
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,086,758 $12,086,758 0.36 $12,035,945
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $12,030,757 $12,030,757 0.36 $11,807,909
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,942,442 $11,942,442 0.36 $11,896,955
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,942,161 $11,942,161 0.36 $11,912,578
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,858,632 $11,858,632 0.35 $11,722,308
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,746,240 $11,746,240 0.35 $11,729,214
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,545,086 $11,545,086 0.34 $11,458,667
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,499,166 $11,499,166 0.34 $11,379,856
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,441,375 $11,441,375 0.34 $11,422,242
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,365,559 $11,365,559 0.34 $11,356,328
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 11,500,000 $11,296,999 $11,296,999 0.34 $11,288,279
BX Commercial Mortgage Trust 2026-CSMO A 5.07637% 15-FEB-2043, 5.08%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,085,071 $11,085,071 0.33 $11,044,669
NOW Trust 2025-1 A 5.4592% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 15,488,834 $10,995,319 $10,995,319 0.33 $10,951,156
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,968,615 $10,968,615 0.33 $10,804,557
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,863,104 $10,863,104 0.32 $10,853,855
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,743,163 $10,743,163 0.32 $10,559,903
NRTH Commercial Mortgage Trust 2025-PARK A 5.06964% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,562,479 $10,562,479 0.32 $10,524,034
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 $10,503,935 $10,503,935 0.31 $10,469,630
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,458,026 $10,458,026 0.31 $10,400,585
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,409,796 $10,409,796 0.31 $10,248,983
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,323,342 $10,323,342 0.31 $10,270,783
Connecticut Avenue Securities Trust 2022-R06 1M2 7.46608% 25-MAY-2042, 7.47%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,242,824 $10,242,824 0.31 $10,213,790
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,144,412 $10,144,412 0.30 $10,045,036
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,138,296 $10,138,296 0.30 $10,130,972
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,131,213 $10,131,213 0.30 $10,094,381
FS Commercial Mortgage Trust 2026-PALM A 5.07637% 15-JUL-2041, 5.05%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,034,149 $10,034,149 0.30 $10,008,899
Bain Capital Credit CLO AB FLTG 37, 5.05%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,000,000 $10,000,000 0.30 $10,000,000
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,975,190 $9,975,190 0.30 $9,897,648
RAF ABS Series 2025-1 A 5.255% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 14,048,251 $9,971,359 $9,971,359 0.30 $9,923,694
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,963,876 $9,963,876 0.30 $9,900,474
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,908,330 $9,908,330 0.30 $9,783,710
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,889,630 $9,889,630 0.29 $9,777,668
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,854,786 $9,854,786 0.29 $9,714,965
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,806,535 $9,806,535 0.29 $9,644,665
Domino's Pizza Master Issuer Series 2021-1 2021-A2I 2.662% 25-APR-2051, 2.66%, 04/25/51 DPABS 2021-1A 25755TAN0 - 10,198,608 $9,699,909 $9,699,909 0.29 $9,688,597
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 9,632,721 $9,645,605 $9,645,605 0.29 $9,627,479
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,585,565 $9,585,565 0.29 $9,486,878
Accenture Capital, Inc. 4.75% 10-JUL-2029, 4.75%, 07/10/29 ACN 00440KAF0 - 9,519,000 $9,576,671 $9,576,671 0.29 $9,538,992
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,532,603 $9,532,603 0.28 $9,469,312
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,488,390 $9,488,390 0.28 $9,474,267
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,461,809 $9,461,809 0.28 $9,325,619
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,392,703 $9,392,703 0.28 $9,301,309
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,390,790 $9,390,790 0.28 $9,340,918
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,346,663 $9,346,663 0.28 $9,258,699
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,343,158 $9,343,158 0.28 $9,321,384
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,089,470 $9,147,881 $9,147,881 0.27 $9,096,775
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 9,141,439 $9,139,016 $9,139,016 0.27 $9,121,008
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,101,396 $9,101,396 0.27 $9,067,958
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,079,207 $9,079,207 0.27 $8,934,486
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $8,984,720 $8,984,720 0.27 $8,971,337
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,919,376 $8,919,376 0.27 $8,789,156
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,868,938 $8,868,938 0.26 $8,774,066
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,805,733 $8,805,733 0.26 $8,575,948
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,758,328 $8,758,328 0.26 $8,750,114
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,678,609 $8,678,609 0.26 $8,597,111
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,674,983 $8,674,983 0.26 $8,641,864
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,656,797 $8,656,797 0.26 $8,485,011
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,461,059 $8,461,059 0.25 $8,425,581
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,425,460 $8,425,460 0.25 $8,387,463
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 $8,424,242 $8,424,242 0.25 $8,402,983
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,332,530 $8,332,530 0.25 $8,258,096
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,290,825 $8,290,825 0.25 $8,102,800
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,283,764 $8,283,764 0.25 $8,254,973
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,242,118 $8,242,118 0.25 $8,142,576
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,155,180 $8,155,180 0.24 $8,007,357
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,108,694 $8,108,694 0.24 $7,962,861
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,100,442 $8,100,442 0.24 $7,969,553
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,081,336 $8,081,336 0.24 $8,050,586
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,071,092 $8,071,092 0.24 $7,936,350
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $8,036,596 $8,036,596 0.24 $8,029,419
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 8,000,000 $8,025,489 $8,025,489 0.24 $8,013,418
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,022,789 $8,022,789 0.24 $7,865,884
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,992,486 $7,992,486 0.24 $7,964,042
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,958,693 $7,958,693 0.24 $7,896,417
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $7,957,911 $7,957,911 0.24 $7,925,038
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,887,882 $7,887,882 0.24 $7,749,798
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,816,628 $7,816,628 0.23 $7,664,588
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,694,283 $7,694,283 0.23 $7,588,653
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,513,987 $7,513,987 0.22 $7,497,693
Connecticut Avenue Securities Trust 2022-R02 2M2 6.61608% 25-JAN-2042, 6.62%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,390,706 $7,469,899 $7,469,899 0.22 $7,450,883
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,435,319 $7,435,319 0.22 $7,326,871
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,349,681 $7,349,681 0.22 $7,231,145
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,339,944 $7,339,944 0.22 $7,220,492
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,295,360 $7,295,360 0.22 $7,089,167
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,141,787 $7,141,787 0.21 $7,045,187
UBS AG Stamford Branch FRN 07-AUG-2029, 4.28%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,141,372 $7,141,372 0.21 $7,141,000
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 $7,075,951 $7,075,951 0.21 $7,046,365
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,068,799 $7,068,799 0.21 $6,897,292
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,045,563 $7,045,563 0.21 $7,004,308
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,037,312 $7,037,312 0.21 $6,989,636
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,982,600 $6,982,600 0.21 $6,851,720
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,949,560 $6,949,560 0.21 $6,824,699
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,897,177 $6,897,177 0.21 $6,853,901
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,875,962 $6,875,962 0.21 $6,826,684
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,845,636 $6,845,636 0.20 $6,824,447
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,819,611 $6,819,611 0.20 $6,810,508
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,711,083 $6,711,083 0.20 $6,610,350
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,693,176 $6,693,176 0.20 $6,541,828
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,675,745 $6,675,745 0.20 $6,564,692
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,665,932 $6,665,932 0.20 $6,552,743
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,648,436 $6,648,436 0.20 $6,327,103
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,560,576 $6,560,576 0.20 $6,446,257
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,442,295 $6,442,295 0.19 $6,418,040
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,419,233 $6,419,233 0.19 $6,293,659
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,347,528 $6,347,528 0.19 $6,312,150
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,220,555 $6,220,555 0.19 $6,208,210
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 $6,173,101 $6,173,101 0.18 $6,154,600
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,128,434 $6,128,434 0.18 $6,116,972
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,128,322 $6,128,322 0.18 $6,066,973
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,046,103 $6,046,103 0.18 $6,013,480
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,004,489 $6,004,489 0.18 $5,956,788
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,956,002 $5,956,002 0.18 $5,943,592
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,946,665 $5,946,665 0.18 $5,914,153
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,896,806 $5,896,806 0.18 $5,827,962
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,875,266 $5,875,266 0.18 $5,850,527
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,869,201 $5,869,201 0.18 $5,811,236
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,828,770 $5,828,770 0.17 $5,739,724
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 $5,816,931 $5,816,931 0.17 $5,800,963
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 5,800,501 $5,816,824 $5,816,824 0.17 $5,805,057
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,763,560 $5,763,560 0.17 $5,712,304
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,716,480 $5,716,480 0.17 $5,699,150
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,679,894 $5,679,894 0.17 $5,599,977
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,501,151 $5,501,151 0.16 $5,477,087
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,413,825 $5,413,825 0.16 $5,402,902
Metro Finance 2024-1 Trust|5.56|09/17/2030, 5.56%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,444,480 $5,292,645 $5,292,645 0.16 $5,273,429
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,254,547 $5,254,547 0.16 $5,155,564
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,185,900 $5,185,900 0.15 $5,139,393
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,136,318 $5,136,318 0.15 $5,065,493
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 $5,107,385 $5,107,385 0.15 $5,090,108
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,105,572 $5,105,572 0.15 $5,014,634
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,084,253 $5,084,253 0.15 $5,014,601
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,063,001 $5,063,001 0.15 $5,025,189
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,022,457 $5,022,457 0.15 $4,945,728
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 5,000,000 $5,015,148 $5,015,148 0.15 $4,997,770
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,008,023 $5,008,023 0.15 $4,999,014
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,916,605 $4,916,605 0.15 $4,858,678
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,868,031 $4,880,826 $4,880,826 0.15 $4,857,994
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,849,200 $4,849,200 0.14 $4,744,701
BX Commercial Mortgage Trust 2024-AIRC A 5.36724% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,764,173 $4,793,645 $4,793,645 0.14 $4,775,176
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,784,659 $4,784,659 0.14 $4,705,899
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,712,954 $4,712,954 0.14 $4,634,012
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,672,332 $4,672,332 0.14 $4,570,606
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,664,866 $4,664,866 0.14 $4,587,082
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,650,689 $4,650,689 0.14 $4,627,601
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,638,014 $4,638,014 0.14 $4,605,342
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,538,896 $4,538,896 0.14 $4,518,267
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,351,636 $4,351,636 0.13 $4,338,247
Santander Bank Auto Credit-Linked Notes, Series 2024-B B 4.965% 15-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,195,338 $4,220,348 $4,220,348 0.13 $4,205,883
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 $4,206,875 $4,206,875 0.13 $4,197,688
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,172,838 $4,172,838 0.12 $4,075,219
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,166,219 $4,166,219 0.12 $4,019,046
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.82%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,887,264 $3,894,544 $3,894,544 0.12 $3,887,263
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,866,018 $3,866,018 0.12 $3,857,847
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,796,005 $3,796,005 0.11 $3,757,270
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,705,919 $3,705,919 0.11 $3,663,416
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,686,081 $3,686,081 0.11 $3,640,457
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,660,272 $3,660,272 0.11 $3,593,480
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,634,738 $3,634,738 0.11 $3,596,509
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 $3,630,577 $3,630,577 0.11 $3,624,319
RESIMAC Bastille Trust 2024-1NC A2 5.655% 13-SEP-2055, 5.66%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,072,164 $3,607,316 $3,607,316 0.11 $3,591,781
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,571,964 $3,571,964 0.11 $3,538,171
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.86608% 25-MAR-2044, 4.87%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,515,144 $3,515,144 0.10 $3,508,509
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 $3,455,992 $3,455,992 0.10 $3,441,484
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,351,752 $3,351,752 0.10 $3,302,892
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,318,965 $3,318,965 0.10 $3,275,624
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,301,087 $3,301,087 0.10 $3,293,321
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,260,630 $3,260,630 0.10 $3,249,380
Connecticut Avenue Securities, Series 2021-R01 1M2 5.16608% 25-OCT-2041, 5.17%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,230,579 $3,240,133 $3,240,133 0.10 $3,233,643
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,237,657 $3,237,657 0.10 $3,230,458
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,078,779 $3,078,779 0.09 $3,072,817
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,068,177 $3,068,177 0.09 $3,024,855
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,052,700 $3,052,700 0.09 $3,034,071
Liberty Series 2024-1 Auto A 5.5475% 25-MAY-2032, 5.55%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,236,612 $3,005,214 $3,005,214 0.09 $2,998,849
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 $2,955,937 $2,955,937 0.09 $2,943,537
Connecticut Avenue Securities Trust 2024-R01 1M1 4.66608% 25-JAN-2044, 4.67%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,917,628 $2,924,522 $2,924,522 0.09 $2,919,228
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,899,413 $2,899,413 0.09 $2,893,100
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,890,111 $2,890,111 0.09 $2,880,160
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.76608% 25-FEB-2045, 4.77%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,880,527 $2,885,865 $2,885,865 0.09 $2,880,526
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,733,557 $2,733,557 0.08 $2,719,620
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.66608% 25-JAN-2045, 4.67%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,723,567 $2,726,824 $2,726,824 0.08 $2,721,881
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 $2,680,018 $2,680,018 0.08 $2,675,742
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,636,042 $2,636,042 0.08 $2,600,507
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,601,295 $2,601,295 0.08 $2,583,183
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.41608% 25-NOV-2041, 5.42%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,417,782 $2,428,748 $2,428,748 0.07 $2,423,655
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,381,883 $2,381,883 0.07 $2,352,473
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.81608% 25-MAY-2045, 4.82%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,298,570 $2,302,875 $2,302,875 0.07 $2,298,569
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.81608% 25-AUG-2044, 4.82%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,298,215 $2,298,215 0.07 $2,293,918
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,166,365 $2,181,038 $2,181,038 0.07 $2,173,649
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,127,035 $2,134,367 $2,134,367 0.06 $2,130,604
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,105,540 $2,105,540 0.06 $2,092,522
Connecticut Avenue Securities Trust 2025-R03 2M1 5.21608% 25-MAR-2045, 5.22%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,027,607 $2,032,983 $2,032,983 0.06 $2,028,870
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $2,005,396 $2,005,396 0.06 $1,957,347
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.36608% 25-SEP-2042, 9.37%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,955,436 $1,955,436 0.06 $1,948,698
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.71608% 25-DEC-2031, 4.72%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,874,993 $1,880,417 $1,880,417 0.06 $1,876,978
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,797,400 $1,797,400 0.05 $1,790,174
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,738,759 $1,738,759 0.05 $1,705,505
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 $1,714,705 $1,714,705 0.05 $1,708,027
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 $1,714,366 $1,714,366 0.05 $1,707,517
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,596,350 $1,596,350 0.05 $1,576,854
Plenti Auto ABS Trust 2025-1 A 5.405% 12-AUG-2033, 5.41%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,216,392 $1,573,918 $1,573,918 0.05 $1,567,430
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,522,548 $1,522,548 0.05 $1,515,467
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,492,708 $1,492,708 0.04 $1,478,007
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,489,429 $1,489,429 0.04 $1,487,698
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 $1,475,813 $1,475,813 0.04 $1,467,183
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 $1,431,198 $1,431,198 0.04 $1,426,294
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,378,839 $1,378,839 0.04 $1,372,238
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.81608% 25-MAY-2044, 4.82%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,330,250 $1,332,741 $1,332,741 0.04 $1,330,250
Connecticut Avenue Securities Trust 2022-R01 1M2 5.51608% 25-DEC-2041, 5.52%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,295,900 $1,301,857 $1,301,857 0.04 $1,299,078
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.82%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,293,262 $1,295,953 $1,295,953 0.04 $1,293,531
Connecticut Avenue Securities Trust 2022-R04 1M2 6.71608% 25-MAR-2042, 6.72%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,281,758 $1,281,758 0.04 $1,278,467
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,281,141 $1,281,141 0.04 $1,275,970
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,280,831 $1,280,831 0.04 $1,267,656
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,208,755 $1,208,755 0.04 $1,177,594
Connecticut Avenue Securities Trust 2025-R01 1M1 4.71608% 25-JAN-2045, 4.72%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,089,424 $1,091,580 $1,091,580 0.03 $1,089,582
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.96608% 25-FEB-2044, 4.97%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,086,579 $1,088,820 $1,088,820 0.03 $1,086,721
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.62%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,052,305 $1,052,305 0.03 $1,050,021
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.47%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,021,301 $1,021,301 0.03 $1,019,145
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,001,367 $1,001,367 0.03 $988,470
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $984,900 $984,900 0.03 $967,303
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $899,446 $899,446 0.03 $895,762
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $883,504 $883,504 0.03 $879,685
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.50%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,095,311 $779,285 $779,285 0.02 $775,169
Connecticut Avenue Securities Trust 2023-R06 1M1 5.31608% 25-JUL-2043, 5.32%, 07/25/43 CAS 2023-R06 20754EAA3 - 759,578 $762,883 $762,883 0.02 $761,313
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $737,703 $737,703 0.02 $733,013
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $715,540 $715,540 0.02 $705,196
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $713,312 $713,312 0.02 $706,318
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $712,098 $712,098 0.02 $701,877
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.61608% 25-MAY-2043, 5.62%, 05/25/43 STACR 2023-HQA1 35564KX79 - 682,227 $686,921 $686,921 0.02 $685,431
Connecticut Avenue Securities Trust 2025-R02 1M1 4.76608% 25-FEB-2045, 4.77%, 02/25/45 CAS 2025-R02 20754TAC6 - 630,608 $631,844 $631,844 0.02 $630,676
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $402,888 $402,888 0.01 $399,688
Connecticut Avenue Securities Trust 2024-R03 2M1 4.76608% 25-MAR-2044, 4.77%, 03/25/44 CAS 207941AA3 - 376,728 $377,384 $377,384 0.01 $376,686
Connecticut Avenue Securities Trust 2024-R02 1M1 4.71608% 25-FEB-2044, 4.72%, 02/25/44 CAS 2024-R02 20754GAA8 - 353,015 $353,662 $353,662 0.01 $353,015
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $225,456 $225,456 0.01 $223,137
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.06608% 25-OCT-2044, 5.07%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 165,669 $165,997 $165,997 0.00 $165,671
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,239 $106,239 0.00 $105,008
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,255,370 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,468,447 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-77,884,558 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -411.00 $-43,729,758 $-0 0.00 $-0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,684 $-552,778,190 $-0 0.00 $-0
ARES CAPITAL CORP 0% 08/24/2026, 0.00%, 08/24/26 ARCCCP 04022DHQ3 - 31,350,000 $31,287,043 $31,287,043 0.93 $31,287,043
ARES CAPITAL CORP 0% 08/11/2026, 0.00%, 08/11/26 ARCCCP 04022DHB6 - 30,000,000 $29,986,185 $29,986,185 0.89 $29,986,185
ENBRIDGE INC 0% 08/27/2026, 0.00%, 08/27/26 ENB 292976VU8 - 41,525,000 $29,741,639 $29,741,639 0.89 $29,741,639
HUMANA INC 0% 08/21/2026, 0.00%, 08/21/26 HUMPP 44486JHM4 - 27,750,000 $27,707,334 $27,707,334 0.83 $27,707,334
AUTONATION INC 0% 08/10/2026, 0.00%, 08/10/26 AUTONA 05330NHA0 - 27,600,000 $27,590,823 $27,590,823 0.82 $27,590,823
STELLANTIS FINANCIAL SERVICES US CORP 0% 09/02/2026, 0.00%, 09/02/26 STLACP 85855KJ29 - 25,000,000 $24,920,550 $24,920,550 0.74 $24,920,550
ENBRIDGE INC 0% 08/31/2026, 0.00%, 08/31/26 ENB 292976VY0 - 27,000,000 $19,332,910 $19,332,910 0.58 $19,332,910
HUMANA INC 0% 08/17/2026, 0.00%, 08/17/26 HUMPP 44486JHH5 - 19,000,000 $18,979,235 $18,979,235 0.57 $18,979,235
GLOBAL PAYMENTS INC 0% 08/10/2026, 0.00%, 08/10/26 GPN 37961DHA1 - 18,750,000 $18,743,578 $18,743,578 0.56 $18,743,578
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/25/2026, 0.00%, 08/25/26 STLACP 85855KHR6 - 17,000,000 $16,962,593 $16,962,593 0.51 $16,962,593
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 08/27/2026, 0.00%, 08/27/26 FISPP 31622GHT7 - 16,500,000 $16,463,652 $16,463,652 0.49 $16,463,652
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/18/2026, 0.00%, 08/18/26 STLACP 85855KHJ4 - 16,100,000 $16,078,635 $16,078,635 0.48 $16,078,635
ARES CAPITAL CORP 0% 08/14/2026, 0.00%, 08/14/26 ARCCCP 04022DHE0 - 13,000,000 $12,989,460 $12,989,460 0.39 $12,989,460
REALTY INCOME CORP 0% 08/10/2026, 0.00%, 08/10/26 REAINC 75611NHA3 - 9,200,000 $9,197,016 $9,197,016 0.27 $9,197,016
SEGREGATED CASH SEGCASH $0.00 6,792,679 $6,792,679 $6,792,679 0.20 $6,792,679
NEW ZEALAND DOLLAR NZD - 7,066,434 $4,158,243 $4,158,243 0.12 $4,158,243
CANADIAN DOLLAR CAD - 2,711,664 $1,944,891 $1,944,891 0.06 $1,944,891
EURO EUR - 1,648,963 $1,905,126 $1,905,126 0.06 $1,905,126
AUSTRALIAN DOLLARS AUD - 151,619 $107,051 $107,051 0.00 $107,051
BRITISH POUND GBP - -352,692 $-475,730 $-475,730 -0.01 $-475,730
US DOLLARS USD MD_142224 - -3,552,148 $-3,552,148 $-3,552,148 -0.11 $-3,552,148
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $44,351,469 $44,351,469 1.32 $44,351,469
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-44,351,469 $-44,351,469 -1.32 $-44,351,469
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $62,699,337 $62,699,337 1.87 $62,699,337
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-62,699,337 $-62,699,337 -1.87 $-62,699,337
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $78,969,977 $78,969,977 2.36 $78,969,977
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-78,969,977 $-78,969,977 -2.36 $-78,969,977
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $78,969,977 $78,969,977 2.36 $78,969,977
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-78,969,977 $-78,969,977 -2.36 $-78,969,977
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $81,382,622 $81,382,622 2.43 $81,382,622
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-81,382,622 $-81,382,622 -2.43 $-81,382,622
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $328,835,409 $0 0.00 $0
3MO EURO EURIBOR Dec27 DEC 27 ERZ7 FUTURES_EUR - 467.00 $524,170,460 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-837,393 $-837,393 -0.02 $-837,393
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 $-307,148,493 $-307,148,493 -9.16 $-307,148,493
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 9.09 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-56,818,357 $-56,818,357 -1.69 $-56,818,357
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 $-17,659,942 $-17,659,942 -0.53 $-17,659,942
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 $-54,261,475 $-54,261,475 -1.62 $-54,261,475
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.60 $53,792,499
FX Forward|CAD|08/27/2026 +CADU - -37,904,000 $-27,206,124 $-27,206,124 -0.81 $-27,206,124
FX Forward|USD|08/27/2026 +CADU - 26,899,688 $26,899,688 $26,899,688 0.80 $26,899,688
FX Forward|CAD|08/27/2026 +CADU - -3,621,000 $-2,599,023 $-2,599,023 -0.08 $-2,599,023
FX Forward|USD|08/27/2026 +CADU - 2,570,490 $2,570,490 $2,570,490 0.08 $2,570,490
FX Forward|CAD|08/31/2026 +CADU - -27,000,000 $-19,383,224 $-19,383,224 -0.58 $-19,383,224
FX Forward|USD|08/31/2026 +CADU - 19,204,098 $19,204,098 $19,204,098 0.57 $19,204,098
FX Forward|AUD|10/23/2026 - - 3,000,000 $2,115,299 $2,115,299 0.06 $2,115,299
FX Forward|USD|10/23/2026 - - -2,116,395 $-2,116,395 $-2,116,395 -0.06 $-2,116,395
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.

Choose region

Country

Language

What type of investor are you?