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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 07/10/2026)

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 $44,761,737 $44,761,737 1.36 $43,687,952
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,092,492 $27,092,492 0.83 $26,873,031
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,722,086 $26,722,086 0.82 $25,954,646
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,689,482 $25,689,482 0.78 $25,444,446
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,393,694 $25,393,694 0.78 $24,816,201
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,325,224 $25,325,224 0.77 $25,075,000
Wells Fargo & Company FRN 20-MAY-2029, 4.34%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,167,093 $25,167,093 0.77 $25,004,234
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,491,493 $24,491,493 0.75 $23,836,392
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,175,190 $24,175,190 0.74 $23,993,890
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,947,820 $23,947,820 0.73 $23,380,862
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,484,392 $23,484,392 0.71 $23,342,670
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 $23,315,503 $23,315,503 0.70 $23,162,354
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,212,136 $23,212,136 0.70 $23,039,591
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,887,741 $22,887,741 0.69 $22,752,612
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,004,219 $22,004,219 0.66 $21,940,927
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,778,214 $21,778,214 0.66 $21,451,516
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,287,414 $21,287,414 0.64 $20,692,316
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,790,107 $20,790,107 0.63 $20,695,420
BX Trust 2025-ROIC A 4.76922% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,303,094 $20,303,094 0.61 $20,227,899
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,236,261 $20,236,261 0.61 $20,162,498
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,185,487 $20,185,487 0.61 $19,876,193
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,118,325 $20,118,325 0.61 $19,946,591
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,057,673 $20,057,673 0.60 $19,893,113
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,770,754 $19,770,754 0.60 $19,512,524
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,467,657 $19,467,657 0.59 $19,188,506
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,230,959 $19,230,959 0.58 $18,968,134
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,770,928 $18,770,928 0.57 $18,411,914
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,745,976 $18,745,976 0.57 $18,673,333
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,623,196 $18,623,196 0.56 $18,370,934
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,889,676 $17,889,676 0.54 $17,523,436
BX Trust 2026-CIP A 4.82539% 15-MAY-2038, 4.83%, 05/15/38 BX 2026-CIP 123917AA4 - 17,587,539 $17,686,500 $17,686,500 0.53 $17,620,493
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,681,334 $17,681,334 0.53 $17,387,524
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,262,830 $17,262,830 0.52 $17,051,902
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,244,293 $17,244,293 0.52 $17,101,928
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,235,513 $17,235,513 0.52 $17,048,895
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,200,198 $17,200,198 0.52 $16,898,566
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,764,977 $16,764,977 0.51 $16,666,115
Intesa Sanpaolo S.p.A. 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,711,639 $16,711,639 0.50 $16,679,166
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,604,799 $16,604,799 0.50 $16,512,802
NVIDIA Corporation 4.25% 15-JUN-2028, 4.25%, 06/15/28 NVDA 67066GAP9 - 16,500,000 $16,490,479 $16,490,479 0.50 $16,441,781
NVIDIA Corporation 4.35% 15-JUN-2029, 4.35%, 06/15/29 NVDA 67066GAQ7 - 16,500,000 $16,451,517 $16,451,517 0.50 $16,401,673
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,354,425 $16,354,425 0.49 $16,179,730
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,348,657 $16,348,657 0.49 $16,206,216
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $16,008,682 $16,008,682 0.48 $15,872,400
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,965,327 $15,965,327 0.48 $15,757,327
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,870,516 $15,870,516 0.48 $15,817,984
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,810,261 $15,810,261 0.48 $15,615,973
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,273,418 $15,273,418 0.46 $15,180,076
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,236,907 $15,236,907 0.46 $15,112,856
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,142,522 $15,142,522 0.46 $15,021,767
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,094,942 $15,094,942 0.45 $14,999,841
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $14,997,859 $14,997,859 0.45 $14,944,407
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,948,409 $14,948,409 0.45 $14,612,891
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,882,901 $14,882,901 0.45 $14,603,669
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,709,039 $14,709,039 0.44 $14,701,565
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,668,505 $14,668,505 0.44 $14,522,374
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,654,218 $14,654,218 0.44 $14,517,081
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,639,818 $14,639,818 0.44 $14,508,285
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,595,258 $14,595,258 0.44 $14,460,001
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,521,539 $14,521,539 0.44 $14,166,319
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,466,033 $14,466,033 0.44 $14,287,007
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,391,225 $14,391,225 0.43 $14,159,807
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,383,925 $14,383,925 0.43 $14,229,321
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,334,140 $14,334,140 0.43 $14,252,980
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 $14,265,813 $14,265,813 0.43 $14,201,856
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,175,996 $14,175,996 0.43 $13,969,203
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,048,176 $14,048,176 0.42 $13,958,788
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,984,885 $13,984,885 0.42 $13,819,656
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,984,576 $13,984,576 0.42 $13,671,109
NOW Trust 2024-1 A 5.7% 14-JUN-2032, 5.70%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,957,566 $13,971,734 $13,971,734 0.42 $13,911,123
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,965,193 $13,965,193 0.42 $13,915,790
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,914,979 $13,914,979 0.42 $13,866,435
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,865,103 $13,865,103 0.42 $13,545,825
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,764,766 $13,764,766 0.41 $13,656,344
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,740,951 $13,740,951 0.41 $13,476,324
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,730,453 $13,730,453 0.41 $13,581,450
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,593,592 $13,593,592 0.41 $13,498,728
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,572,285 $13,572,285 0.41 $13,527,881
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,389,715 $13,389,715 0.40 $13,264,315
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,357,820 $13,357,820 0.40 $13,154,458
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,235,052 $13,235,052 0.40 $13,063,464
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $13,204,323 $13,204,323 0.40 $13,170,547
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,184,950 $13,184,950 0.40 $13,117,024
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,086,341 $13,086,341 0.39 $12,845,902
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,062,441 $13,062,441 0.39 $12,733,855
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.12776% 25-OCT-2041, 5.13%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,961,291 $13,007,387 $13,007,387 0.39 $12,974,156
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,901,061 $12,901,061 0.39 $12,770,367
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,869,232 $12,869,232 0.39 $12,725,543
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,851,189 $12,851,189 0.39 $12,837,393
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.45%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,847,912 $12,847,912 0.39 $12,847,912
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,829,522 $12,829,522 0.39 $12,689,931
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,791,052 $12,791,052 0.39 $12,559,201
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,736,497 $12,736,497 0.38 $12,602,348
Connecticut Avenue Securities Trust 2022-R03 1M2 7.12776% 25-MAR-2042, 7.13%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,465,692 $12,465,692 0.38 $12,422,228
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,386,148 $12,386,148 0.37 $12,106,503
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,322,773 $12,322,773 0.37 $12,219,689
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,320,130 $12,320,130 0.37 $12,250,276
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,308,219 $12,308,219 0.37 $12,029,696
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,265,656 $12,265,656 0.37 $12,238,433
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,169,567 $12,169,567 0.37 $12,076,603
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,101,164 $12,101,164 0.36 $11,890,531
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,073,525 $12,073,525 0.36 $11,970,580
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,040,313 $12,040,313 0.36 $12,029,852
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,983,980 $11,983,980 0.36 $11,802,064
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,772,731 $11,772,731 0.35 $11,486,812
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,624,316 $11,624,316 0.35 $11,537,149
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,600,542 $11,600,542 0.35 $11,460,515
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,461,254 $11,461,254 0.35 $11,219,851
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,446,622 $11,446,622 0.35 $11,345,720
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,306,002 $11,306,002 0.34 $11,270,580
NOW Trust 2025-1 A 5.45% 14-FEB-2034, 5.45%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,054,454 $11,205,659 $11,205,659 0.34 $11,159,040
BX Commercial Mortgage Trust 2026-CSMO A 5.02539% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,090,570 $11,090,570 0.33 $11,047,496
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,988,369 $10,988,369 0.33 $10,837,599
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 $10,916,545 $10,916,545 0.33 $10,876,643
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,911,705 $10,911,705 0.33 $10,784,560
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,746,246 $10,746,246 0.32 $10,608,381
NRTH Commercial Mortgage Trust 2025-PARK A 5.01866% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,577,079 $10,577,079 0.32 $10,536,094
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,371,050 $10,371,050 0.31 $10,245,537
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,354,533 $10,354,533 0.31 $10,082,900
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,283,144 $10,283,144 0.31 $10,251,701
Connecticut Avenue Securities Trust 2022-R06 1M2 7.47776% 25-MAY-2042, 7.48%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,274,889 $10,274,889 0.31 $10,237,500
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,205,174 $10,205,174 0.31 $10,193,457
RAF ABS Series 2025-1 A 5.2612% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 14,653,154 $10,187,101 $10,187,101 0.31 $10,181,240
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,101,202 $10,101,202 0.30 $10,039,092
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,098,876 $10,098,876 0.30 $10,094,462
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,018,128 $10,032,109 $10,032,109 0.30 $10,009,429
FS Commercial Mortgage Trust 2026-PALM A 5.05% 15-JUL-2041, 5.05%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,012,499 $10,012,499 0.30 $10,012,499
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,946,713 $9,946,713 0.30 $9,893,802
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,924,629 $9,924,629 0.30 $9,892,351
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,869,768 $9,869,768 0.30 $9,772,066
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,857,705 $9,857,705 0.30 $9,778,248
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,774,453 $9,774,453 0.29 $9,659,578
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 $9,737,683 $9,737,683 0.29 $9,678,861
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,687,313 $9,687,313 0.29 $9,575,789
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 $9,625,589 $9,625,589 0.29 $9,602,840
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,601,361 $9,601,361 0.29 $9,498,004
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,546,274 $9,546,274 0.29 $9,486,203
Accenture Capital, Inc. 4.75% 10-JUL-2029, 4.75%, 07/10/29 ACN 00440KAF0 - 9,519,000 $9,530,382 $9,530,382 0.29 $9,526,614
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,425,246 $9,425,246 0.28 $9,321,031
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,295,586 $9,364,072 $9,364,072 0.28 $9,307,787
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,357,383 $9,357,383 0.28 $9,329,304
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,355,982 $9,355,982 0.28 $9,340,637
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,349,971 $9,349,971 0.28 $9,276,722
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,312,962 $9,312,962 0.28 $9,074,887
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,302,240 $9,302,240 0.28 $9,247,727
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,227,103 $9,227,103 0.28 $8,986,209
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,035,998 $9,035,998 0.27 $8,920,221
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,957,590 $8,957,590 0.27 $8,769,857
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,880,080 $8,880,080 0.27 $8,780,433
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 $8,715,536 $8,715,536 0.26 $8,690,267
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,683,645 $8,683,645 0.26 $8,431,046
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,682,842 $8,682,842 0.26 $8,627,944
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,658,306 $8,658,306 0.26 $8,467,623
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,641,221 $8,641,221 0.26 $8,590,715
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,637,635 $8,637,635 0.26 $8,632,460
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,619,951 $8,619,951 0.26 $8,474,669
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,393,568 $8,393,568 0.25 $8,386,659
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,257,811 $8,257,811 0.25 $8,100,554
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,255,686 $8,255,686 0.25 $8,255,686
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,251,411 $8,251,411 0.25 $8,046,411
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,172,844 $8,172,844 0.25 $8,078,508
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,144,095 $8,144,095 0.25 $8,144,095
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,140,478 $8,140,478 0.25 $7,927,979
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,118,508 $8,118,508 0.24 $7,997,472
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,075,556 $8,075,556 0.24 $7,952,223
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,069,524 $8,069,524 0.24 $7,967,135
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,035,055 $8,035,055 0.24 $7,933,999
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,003,346 $8,003,346 0.24 $7,965,799
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,992,722 $7,992,722 0.24 $7,877,762
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,939,858 $7,939,858 0.24 $7,909,918
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,858,235 $7,858,235 0.24 $7,748,395
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,779,475 $7,779,475 0.23 $7,654,441
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,745,309 $7,745,309 0.23 $7,617,242
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,663,081 $7,663,081 0.23 $7,582,251
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,659,020 $7,659,020 0.23 $7,486,917
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,548,391 $7,655,651 $7,655,651 0.23 $7,630,636
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,412,307 $7,412,307 0.22 $7,328,674
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,322,666 $7,322,666 0.22 $7,229,940
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,192,867 $7,192,867 0.22 $7,110,739
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,150,645 $7,150,645 0.22 $6,979,539
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,115,306 $7,115,306 0.21 $7,047,056
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,046,773 $7,046,773 0.21 $6,903,331
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,023,979 $7,023,979 0.21 $7,006,592
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,014,946 $7,014,946 0.21 $6,992,221
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,954,768 $6,954,768 0.21 $6,850,064
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,918,427 $6,918,427 0.21 $6,817,820
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,859,247 $6,859,247 0.21 $6,832,735
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,828,980 $6,828,980 0.21 $6,816,844
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,751,691 $6,751,691 0.20 $6,740,488
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,689,218 $6,689,218 0.20 $6,615,958
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,671,569 $6,671,569 0.20 $6,544,690
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,642,409 $6,642,409 0.20 $6,557,430
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,641,776 $6,641,776 0.20 $6,596,108
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,635,343 $6,635,343 0.20 $6,546,217
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,587,498 $6,587,498 0.20 $6,292,882
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,535,988 $6,535,988 0.20 $6,442,384
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 $6,489,005 $6,489,005 0.20 $6,466,618
American Honda Finance Corp. 4.8% 06-JUL-2029, 4.80%, 07/06/29 HNDA 02665WHA2 - 6,423,000 $6,411,886 $6,411,886 0.19 $6,407,604
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,411,571 $6,411,571 0.19 $6,394,877
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,390,390 $6,390,390 0.19 $6,289,033
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,380,479 $6,380,479 0.19 $6,253,376
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,335,419 $6,335,419 0.19 $6,323,921
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,333,813 $6,333,813 0.19 $6,321,864
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,271,042 $6,271,042 0.19 $6,113,433
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,229,848 $6,229,848 0.19 $6,213,939
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 $6,067,673 $6,067,673 0.18 $6,048,530
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $6,031,542 $6,031,542 0.18 $5,855,396
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,023,622 $6,023,622 0.18 $6,001,485
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,004,035 $6,004,035 0.18 $5,973,860
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,984,848 $5,984,848 0.18 $5,953,047
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,955,691 $5,955,691 0.18 $5,940,799
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,923,748 $5,923,748 0.18 $5,909,648
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,878,261 $5,878,261 0.18 $5,823,716
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,845,045 $5,845,045 0.18 $5,809,123
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,822,220 $5,822,220 0.18 $5,694,410
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,809,722 $5,809,722 0.18 $5,736,921
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 5,752,000 $5,765,292 $5,765,292 0.17 $5,749,819
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,737,455 $5,737,455 0.17 $5,710,477
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,639,090 $5,639,090 0.17 $5,581,665
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,525,761 $5,525,761 0.17 $5,395,467
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,459,261 $5,459,261 0.16 $5,390,034
Metro Finance 2024-1 Trust|5.5525|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,760,114 $5,426,075 $5,426,075 0.16 $5,404,757
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 $5,412,114 $5,412,114 0.16 $5,391,074
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,239,028 $5,239,028 0.16 $5,158,604
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,161,863 $5,161,863 0.16 $5,131,053
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,325,045 $5,122,278 $5,122,278 0.15 $5,094,990
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,114,233 $5,114,233 0.15 $5,060,952
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,088,418 $5,088,418 0.15 $5,015,668
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,066,663 $5,066,663 0.15 $5,019,135
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,043,959 $5,043,959 0.15 $5,024,709
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,017,847 $5,017,847 0.15 $5,005,372
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,006,044 $5,006,044 0.15 $4,943,313
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,895,986 $4,895,986 0.15 $4,849,474
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,887,396 $4,887,396 0.15 $4,867,313
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,842,278 $4,842,278 0.15 $4,759,651
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,767,565 $4,767,565 0.14 $4,704,215
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,694,098 $4,694,098 0.14 $4,631,679
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,653,593 $4,653,593 0.14 $4,571,210
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,644,692 $4,644,692 0.14 $4,581,698
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,618,045 $4,618,045 0.14 $4,601,412
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,567,972 $4,567,972 0.14 $4,565,774
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,518,438 $4,518,438 0.14 $4,514,687
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,409,073 $4,437,702 $4,437,702 0.13 $4,420,675
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,431,134 $4,431,134 0.13 $4,332,392
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 $4,215,849 $4,215,849 0.13 $4,204,824
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,158,571 $4,158,571 0.13 $4,075,928
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,132,978 $4,132,978 0.12 $4,000,550
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.83%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,098,114 $4,110,791 $4,110,791 0.12 $4,100,898
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,874,040 $3,874,040 0.12 $3,864,235
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,717,007 $3,717,007 0.11 $3,696,111
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,697,274 $3,697,274 0.11 $3,603,908
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,671,135 $3,671,135 0.11 $3,637,471
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 $3,653,662 $3,653,662 0.11 $3,621,121
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,643,838 $3,643,838 0.11 $3,590,606
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,633,913 $3,633,913 0.11 $3,613,388
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,619,107 $3,619,107 0.11 $3,593,021
RESIMAC Bastille Trust 2024-1NC A2 5.65% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,072,164 $3,548,793 $3,548,793 0.11 $3,532,978
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.87776% 25-MAR-2044, 4.88%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,515,588 $3,515,588 0.11 $3,507,036
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,506,890 $3,506,890 0.11 $3,490,488
Connecticut Avenue Securities, Series 2021-R01 1M2 5.17776% 25-OCT-2041, 5.18%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,466,392 $3,477,510 $3,477,510 0.10 $3,468,537
Plenti PL & Green ABS Trust 2025-1 A1G 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,865,838 $3,401,204 $3,401,204 0.10 $3,384,064
Connecticut Avenue Securities Trust 2024-R01 1M1 4.67776% 25-JAN-2044, 4.68%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,354,953 $3,361,413 $3,361,413 0.10 $3,353,566
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,333,598 $3,333,598 0.10 $3,299,078
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,328,476 $3,328,476 0.10 $3,248,376
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,288,796 $3,288,796 0.10 $3,287,383
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,251,105 $3,251,105 0.10 $3,225,524
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,242,455 $3,250,758 $3,250,758 0.10 $3,243,012
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,241,397 $3,241,397 0.10 $3,232,759
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,122,724 $3,122,724 0.09 $3,068,751
Liberty Series 2024-1 Auto A 5.505% 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,471,491 $3,121,615 $3,121,615 0.09 $3,113,183
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,056,937 $3,056,937 0.09 $3,022,682
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,039,987 $3,039,987 0.09 $3,032,060
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.67776% 25-JAN-2045, 4.68%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,004,734 $3,011,339 $3,011,339 0.09 $3,004,311
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,950,978 $2,950,978 0.09 $2,880,125
Plenti PL & Green ABS Trust 2025-1 A1 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,158,836 $2,908,712 $2,908,712 0.09 $2,894,063
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,900,774 $2,900,774 0.09 $2,893,199
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.82776% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,777,907 $2,785,008 $2,785,008 0.08 $2,778,303
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,748,372 $2,759,530 $2,759,530 0.08 $2,752,796
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,723,243 $2,723,243 0.08 $2,714,324
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 $2,699,783 $2,699,783 0.08 $2,677,551
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,624,112 $2,624,112 0.08 $2,594,888
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,551,708 $2,551,708 0.08 $2,538,154
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.42776% 25-NOV-2041, 5.43%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,476,486 $2,476,486 0.07 $2,469,797
Connecticut Avenue Securities Trust 2025-R03 2M1 5.22776% 25-MAR-2045, 5.23%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,415,173 $2,423,335 $2,423,335 0.07 $2,417,022
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,335,476 $2,335,476 0.07 $2,315,648
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.82776% 25-AUG-2044, 4.83%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,300,164 $2,300,164 0.07 $2,294,627
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 $2,259,138 $2,259,138 0.07 $2,250,562
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,098,167 $2,098,167 0.06 $2,087,714
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.72776% 25-DEC-2031, 4.73%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,015,411 $2,022,423 $2,022,423 0.06 $2,017,659
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,997,326 $1,997,326 0.06 $1,956,733
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.37776% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,961,088 $1,961,088 0.06 $1,952,414
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,904,432 $1,904,432 0.06 $1,877,755
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 $1,805,369 $1,805,369 0.05 $1,797,297
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 $1,803,989 $1,803,989 0.05 $1,796,120
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,732,442 $1,732,442 0.05 $1,705,133
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,570,311 $1,570,311 0.05 $1,558,389
Plenti Auto ABS Trust 2025-1 A 5.3988% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,216,392 $1,549,682 $1,549,682 0.05 $1,542,345
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,517,599 $1,517,599 0.05 $1,486,443
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,511,979 $1,511,979 0.05 $1,491,420
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 $1,502,076 $1,502,076 0.05 $1,496,308
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 $1,472,169 $1,472,169 0.04 $1,466,452
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,463,608 $1,463,608 0.04 $1,451,998
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.82776% 25-MAY-2044, 4.83%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,449,464 $1,453,784 $1,453,784 0.04 $1,450,285
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,419,631 $1,419,631 0.04 $1,372,629
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,399,262 $1,403,450 $1,403,450 0.04 $1,400,072
Connecticut Avenue Securities Trust 2022-R01 1M2 5.52776% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,306,833 $1,306,833 0.04 $1,303,250
Connecticut Avenue Securities Trust 2022-R04 1M2 6.72776% 25-MAR-2042, 6.73%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,283,021 $1,283,021 0.04 $1,278,783
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,275,525 $1,275,525 0.04 $1,267,157
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.97776% 25-FEB-2044, 4.98%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,266,285 $1,270,520 $1,270,520 0.04 $1,267,368
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,258,361 $1,258,361 0.04 $1,255,818
Connecticut Avenue Securities Trust 2025-R01 1M1 4.72776% 25-JAN-2045, 4.73%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,224,231 $1,227,369 $1,227,369 0.04 $1,224,475
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,184,851 $1,184,851 0.04 $1,158,914
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,992 $1,049,992 0.03 $1,047,049
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,020,338 $1,020,338 0.03 $1,017,560
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $981,552 $981,552 0.03 $972,731
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $981,480 $981,480 0.03 $968,014
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $895,617 $895,617 0.03 $893,259
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $875,072 $875,072 0.03 $872,542
Connecticut Avenue Securities Trust 2023-R06 1M1 5.32776% 25-JUL-2043, 5.33%, 07/25/43 CAS 2023-R06 20754EAA3 - 849,276 $853,507 $853,507 0.03 $851,245
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,168,195 $818,207 $818,207 0.02 $813,289
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.62776% 25-MAY-2043, 5.63%, 05/25/43 STACR 2023-HQA1 35564KX79 - 745,123 $750,830 $750,830 0.02 $748,734
Connecticut Avenue Securities Trust 2025-R02 1M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 CAS 2025-R02 20754TAC6 - 741,308 $743,078 $743,078 0.02 $741,307
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $723,827 $723,827 0.02 $721,008
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $701,353 $701,353 0.02 $693,016
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $698,470 $698,470 0.02 $695,092
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $698,137 $698,137 0.02 $690,619
Connecticut Avenue Securities Trust 2024-R02 1M1 4.72776% 25-FEB-2044, 4.73%, 02/25/44 CAS 2024-R02 20754GAA8 - 514,517 $515,733 $515,733 0.02 $514,517
Connecticut Avenue Securities Trust 2024-R03 2M1 4.77776% 25-MAR-2044, 4.78%, 03/25/44 CAS 207941AA3 - 490,070 $491,241 $491,241 0.01 $490,070
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.07776% 25-OCT-2044, 5.08%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 489,781 $491,024 $491,024 0.01 $489,780
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $394,922 $394,922 0.01 $392,457
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $220,842 $220,842 0.01 $219,591
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $104,174 $104,174 0.00 $103,283
Plenti PL & Green ABS Trust 2024-2 A1 5.4863% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 30,050,000 $34,941 $34,941 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,352,307 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -410.00 $-43,687,422 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-76,867,787 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-23,930,695 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -1,409 $-290,088,882 $-0 0.00 $-0
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 07/15/2026, 0.00%, 07/15/26 FISPP 31622GGF8 - 52,950,000 $52,921,275 $52,921,275 1.60 $52,921,275
HCA INC 0% 07/14/2026, 0.00%, 07/14/26 HCA 40412DGE3 - 45,450,000 $45,445,051 $45,445,051 1.37 $45,445,051
REALTY INCOME CORP 0% 07/13/2026, 0.00%, 07/13/26 REAINC 75611NGD8 - 42,850,000 $42,836,360 $42,836,360 1.29 $42,836,360
GLENCORE FUNDING LLC 0% 07/24/2026, 0.00%, 07/24/26 GLENPP 37790BGQ8 - 35,000,000 $34,947,048 $34,947,048 1.05 $34,947,048
JABIL INC 0% 07/22/2026, 0.00%, 07/22/26 JBLPP 46652MGN9 - 33,000,000 $32,953,836 $32,953,836 0.99 $32,953,836
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 07/22/2026, 0.00%, 07/22/26 FISPP 31622GGN1 - 22,800,000 $22,770,075 $22,770,075 0.69 $22,770,075
AUTONATION INC 0% 07/13/2026, 0.00%, 07/13/26 AUTONA 05330NGD5 - 18,300,000 $18,293,824 $18,293,824 0.55 $18,293,824
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/05/2026, 0.00%, 08/05/26 STLACP 85855KH54 - 17,000,000 $16,945,360 $16,945,360 0.51 $16,945,360
ENBRIDGE INC 0% 07/29/2026, 0.00%, 07/29/26 ENB 292976UW5 - 23,000,000 $16,231,250 $16,231,250 0.49 $16,231,250
ENBRIDGE INC 0% 07/30/2026, 0.00%, 07/30/26 ENB 292976UX3 - 15,000,000 $10,584,750 $10,584,750 0.32 $10,584,750
US DOLLARS USD MD_142224 - 9,471,417 $9,471,417 $9,471,417 0.29 $9,471,417
SEGREGATED CASH SEGCASH $0.00 5,631,151 $5,631,151 $5,631,151 0.17 $5,631,151
ANTERO RESOURCES CORP 0% 07/13/2026, 0.00%, 07/13/26 ARUSCP 03675WGD3 - 4,100,000 $4,098,548 $4,098,548 0.12 $4,098,548
NEW ZEALAND DOLLAR NZD - 7,010,109 $4,038,174 $4,038,174 0.12 $4,038,174
EURO EUR - 2,012,285 $2,298,625 $2,298,625 0.07 $2,298,625
CANADIAN DOLLAR CAD - 1,448,401 $1,023,569 $1,023,569 0.03 $1,023,569
BRITISH POUND GBP - -383,007 $-513,613 $-513,613 -0.02 $-513,613
AUSTRALIAN DOLLARS AUD - -39,382,680 $-27,353,262 $-27,353,262 -0.82 $-27,353,262
Buy Protection, 1.00%, 06/20/31 2I65BYEJ0 2I65BYEJ0 - 33,400,000 $0 $33,400,000 1.01 $33,400,000
Buy Protection, 1.00%, 06/20/31 2I65BYEJ0 2I65BYEJ0 - -33,400,000 $-33,400,000 $-33,400,000 -1.01 $-33,400,000
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,416,899 $43,416,899 1.31 $43,416,899
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,416,899 $-43,416,899 -1.31 $-43,416,899
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $61,378,142 $61,378,142 1.85 $61,378,142
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-61,378,142 $-61,378,142 -1.85 $-61,378,142
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $77,305,929 $77,305,929 2.33 $77,305,929
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-77,305,929 $-77,305,929 -2.33 $-77,305,929
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $77,305,929 $77,305,929 2.33 $77,305,929
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-77,305,929 $-77,305,929 -2.33 $-77,305,929
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $79,667,734 $79,667,734 2.40 $79,667,734
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-79,667,734 $-79,667,734 -2.40 $-79,667,734
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 $2,100 0.00 $2,100
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 $-229 0.00 $-229
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-772,181 $-772,181 -0.02 $-772,181
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 $-358,977,729 $-358,977,729 -10.82 $-358,977,729
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.09 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-55,439,112 $-55,439,112 -1.67 $-55,439,112
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.73 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-53,224,179 $-53,224,179 -1.60 $-53,224,179
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 $-14,410,934 $-14,410,934 -0.43 $-14,410,934
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 $2,777,659 $2,777,659 0.08 $2,777,659
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 $707,041 $707,041 0.02 $707,041
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 $833,298 $833,298 0.03 $833,298
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 $1,388,830 $1,388,830 0.04 $1,388,830
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 $9,721,807 $9,721,807 0.29 $9,721,807
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 $2,083,244 $2,083,244 0.06 $2,083,244
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 $13,888,296 $13,888,296 0.42 $13,888,296
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 $1,041,622 $1,041,622 0.03 $1,041,622
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 $-6,605,579 $-6,605,579 -0.20 $-6,605,579
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 $2,777,659 $2,777,659 0.08 $2,777,659
FX Forward|USD|07/24/2026 +AUD0 - -2,821,744 $-2,821,744 $-2,821,744 -0.09 $-2,821,744
FX Forward|AUD|07/24/2026 +AUDU - 2,000,000 $1,388,830 $1,388,830 0.04 $1,388,830
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 $1,388,830 $1,388,830 0.04 $1,388,830
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 $5,555,318 $5,555,318 0.17 $5,555,318
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 $-3,510,299 $-3,510,299 -0.11 $-3,510,299
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 $-16,266,008 $-16,266,008 -0.49 $-16,266,008
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 $-10,608,796 $-10,608,796 -0.32 $-10,608,796
FX Forward|USD|07/30/2026 +CADU - 10,573,798 $10,573,798 $10,573,798 0.32 $10,573,798
FX Forward|AUD|07/24/2026 +AUD1 - 43,000,000 $29,859,836 $29,859,836 0.90 $29,859,836
FX Forward|USD|07/24/2026 +AUD1 - -29,825,733 $-29,825,733 $-29,825,733 -0.90 $-29,825,733
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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