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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 05/29/2026)

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 $44,603,525 $44,603,525 1.37 $43,781,690
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,310,026 $33,310,026 1.02 $32,819,806
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,906,797 $27,906,797 0.86 $27,859,612
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,611,173 $26,611,173 0.82 $26,024,813
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,630,616 $25,630,616 0.79 $25,526,559
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,335,333 $25,335,333 0.77 $24,901,360
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $25,128,947 $25,128,947 0.77 $24,609,545
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,122,270 $25,122,270 0.77 $24,999,250
Wells Fargo & Company FRN 20-MAY-2029, 4.36%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,011,500 $25,011,500 0.76 $25,005,500
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,080,330 $24,080,330 0.73 $24,030,316
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,874,757 $23,874,757 0.73 $23,468,693
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,442,352 $23,442,352 0.71 $22,863,227
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,359,584 $23,359,584 0.71 $23,262,955
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 $23,153,379 $23,153,379 0.71 $23,134,235
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,121,292 $23,121,292 0.70 $23,073,694
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,237,182 $22,237,182 0.68 $21,960,859
PayPal Holdings, Inc. 4.55% 01-JUN-2028, 4.55%, 06/01/28 PYPL 70450YAU7 - 22,062,000 $22,163,575 $22,163,575 0.68 $22,118,961
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,926,256 $21,926,256 0.67 $21,452,830
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,749,117 $21,749,117 0.66 $21,527,968
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,918,831 $20,918,831 0.64 $20,699,303
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,844,783 $20,844,783 0.63 $20,827,802
BX Trust 2025-ROIC A 4.77092% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,276,050 $20,276,050 0.62 $20,230,131
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,136,310 $20,136,310 0.61 $20,026,435
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,103,487 $20,103,487 0.61 $19,941,810
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,058,957 $20,058,957 0.61 $19,999,117
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,009,692 $20,009,692 0.61 $19,950,659
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,665,182 $19,665,182 0.60 $19,498,092
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,417,592 $19,417,592 0.59 $19,227,262
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,181,714 $19,181,714 0.58 $19,027,111
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,751,979 $18,751,979 0.57 $18,727,812
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,737,350 $18,737,350 0.57 $18,492,568
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,532,869 $18,532,869 0.56 $18,380,561
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,960,908 $17,960,908 0.55 $17,733,563
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,810,627 $17,810,627 0.54 $17,551,207
BX Trust 2026-CIP A 4.85% 15-MAY-2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 17,712,000 $17,775,946 $17,775,946 0.54 $17,749,698
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,668,239 $17,668,239 0.54 $17,450,135
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,207,271 $17,207,271 0.52 $17,119,384
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,183,380 $17,183,380 0.52 $17,153,832
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,170,517 $17,170,517 0.52 $17,081,873
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,110,266 $17,110,266 0.52 $16,915,995
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,774,335 $16,774,335 0.51 $16,710,034
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,741,499 $16,741,499 0.51 $16,653,708
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,603,052 $16,603,052 0.51 $16,543,216
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,996,613 $15,996,613 0.49 $15,943,285
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,963,655 $15,963,655 0.49 $15,813,945
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,946,936 $15,946,936 0.49 $15,813,603
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,760,794 $15,760,794 0.48 $15,667,248
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,288,356 $15,288,356 0.47 $14,971,462
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,206,376 $15,206,376 0.46 $15,162,481
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,192,590 $15,192,590 0.46 $15,133,941
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,055,142 $15,055,142 0.46 $14,934,641
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,053,589 $15,053,589 0.46 $15,040,004
NOW Trust 2024-1 A 5.7069% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 20,761,644 $15,035,639 $15,035,639 0.46 $14,993,598
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,029,287 $15,029,287 0.46 $14,987,252
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,947,465 $14,947,465 0.46 $14,682,138
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,887,841 $14,887,841 0.45 $14,635,706
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,815,357 $14,815,357 0.45 $14,633,048
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,595,186 $14,595,186 0.44 $14,533,130
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,583,705 $14,583,705 0.44 $14,534,626
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,582,662 $14,582,662 0.44 $14,529,000
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,437,869 $14,437,869 0.44 $14,179,527
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,423,014 $14,423,014 0.44 $14,322,312
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,419,496 $14,419,496 0.44 $14,202,188
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,360,503 $14,360,503 0.44 $14,284,132
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,356,021 $14,356,021 0.44 $14,206,973
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,262,374 $14,262,374 0.43 $14,239,985
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,130,134 $14,130,134 0.43 $14,004,512
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,019,508 $14,019,508 0.43 $13,883,710
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,998,915 $13,998,915 0.43 $13,865,482
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,983,286 $13,983,286 0.43 $13,961,300
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,953,008 $13,953,008 0.42 $13,855,154
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,942,616 $13,942,616 0.42 $13,536,056
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,836,777 $13,836,777 0.42 $13,573,529
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,832,880 $13,832,880 0.42 $13,592,021
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,690,981 $13,690,981 0.42 $13,617,378
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,680,409 $13,680,409 0.42 $13,500,625
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,659,294 $13,659,294 0.42 $13,601,469
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14516% 25-OCT-2041, 5.11%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,368,049 $13,404,573 $13,404,573 0.41 $13,393,183
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,331,351 $13,331,351 0.41 $13,298,351
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,317,522 $13,317,522 0.41 $13,197,897
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,288,501 $13,288,501 0.40 $12,569,700
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,187,971 $13,187,971 0.40 $13,065,077
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,146,716 $13,146,716 0.40 $13,146,716
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,103,448 $13,103,448 0.40 $12,851,679
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,030,094 $13,030,094 0.40 $12,866,158
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,995,880 $12,995,880 0.40 $12,752,483
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,874,127 $12,874,127 0.39 $12,813,807
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,800,791 $12,800,791 0.39 $12,734,485
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,794,961 $12,794,961 0.39 $12,737,485
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,737,184 $12,737,184 0.39 $12,592,277
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,720,634 $12,720,634 0.39 $12,527,283
Hertz Vehicle Financing III, Series 2025-5 A 4.62% 25-MAY-2030, 4.62%, 05/25/30 HERTZ 2025-5A 42806MDL0 - 12,800,000 $12,717,383 $12,717,383 0.39 $12,707,527
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,706,821 $12,706,821 0.39 $12,662,105
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,676,396 $12,676,396 0.39 $12,648,294
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,491,905 $12,491,905 0.38 $12,433,744
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,330,197 $12,330,197 0.38 $12,123,959
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,273,028 $12,273,028 0.37 $12,059,857
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,270,555 $12,270,555 0.37 $12,053,853
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14516% 25-MAR-2042, 7.11%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,079,021 $12,079,021 0.37 $12,064,997
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,066,590 $12,066,590 0.37 $11,905,656
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,010,482 $12,010,482 0.37 $11,936,751
NOW Trust 2025-1 A 5.4569% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,622,062 $11,996,935 $11,996,935 0.37 $11,964,751
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,977,941 $11,977,941 0.36 $11,960,576
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,926,888 $11,926,888 0.36 $11,808,642
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,807,100 $11,807,100 0.36 $11,682,092
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 11,750,000 $11,764,783 $11,764,783 0.36 $11,757,098
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,735,120 $11,735,120 0.36 $11,551,835
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,712,992 $11,712,992 0.36 $11,508,213
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,571,861 $11,571,861 0.35 $11,512,398
RAF ABS Series 2025-1 A 5.2439% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,918,622 $11,492,833 $11,492,833 0.35 $11,458,256
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,392,253 $11,392,253 0.35 $11,319,985
BX Commercial Mortgage Trust 2026-CSMO A 5.02709% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,068,908 $11,068,908 0.34 $11,042,747
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,948,658 $10,948,658 0.33 $10,836,737
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,884,786 $10,884,786 0.33 $10,815,061
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,743,057 $10,743,057 0.33 $10,675,806
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,692,796 $10,692,796 0.33 $10,531,302
NRTH Commercial Mortgage Trust 2025-PARK A 5.02036% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,534,739 $10,534,739 0.32 $10,509,846
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,533,582 $10,533,582 0.32 $10,454,325
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,494,400 $10,502,267 $10,502,267 0.32 $10,494,375
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,408,719 $10,408,719 0.32 $10,157,449
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,332,431 $10,332,431 0.31 $10,261,830
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,328,962 $10,328,962 0.31 $10,121,784
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,271,297 $10,271,297 0.31 $10,258,860
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,256,150 $10,256,150 0.31 $10,026,024
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,201,532 $10,201,532 0.31 $10,163,450
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,113,537 $10,113,537 0.31 $9,922,176
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,078,744 $10,072,719 $10,072,719 0.31 $10,064,777
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,044,273 $10,044,273 0.31 $9,890,056
Hertz Vehicle Financing III LLC|5.09|11/25/2030, 5.09%, 11/25/30 HERTZ 2026-1A 42806MEF2 - 10,000,000 $10,035,616 $10,035,616 0.31 $10,031,375
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,926,680 $9,926,680 0.30 $9,912,084
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,916,274 $9,916,274 0.30 $9,842,147
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,842,445 $9,842,445 0.30 $9,813,552
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,838,984 $9,838,984 0.30 $9,783,154
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,838,774 $9,838,774 0.30 $9,632,637
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,732,429 $9,732,429 0.30 $9,690,657
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 $9,701,156 $9,701,156 0.30 $9,674,007
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,509,840 $9,587,849 $9,587,849 0.29 $9,546,719
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,559,096 $9,559,096 0.29 $9,559,096
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,554,563 $9,554,563 0.29 $9,362,750
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,535,016 $9,535,016 0.29 $9,491,125
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,393,836 $9,393,836 0.29 $9,339,359
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,309,764 $9,309,764 0.28 $9,307,286
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,306,555 $9,306,555 0.28 $9,261,530
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,273,494 $9,273,494 0.28 $9,091,594
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,182,501 $9,182,501 0.28 $9,004,061
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $9,062,964 $9,062,964 0.28 $8,935,006
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,017,556 $9,017,556 0.27 $8,946,803
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,058,745 $8,976,585 $8,976,585 0.27 $8,964,121
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,938,131 $8,938,131 0.27 $8,799,677
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,874,143 $8,874,143 0.27 $8,731,553
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,861,595 $8,861,595 0.27 $8,809,507
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,818,321 $8,818,321 0.27 $8,670,317
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,739,095 $8,739,095 0.27 $8,573,572
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,646,271 $8,646,271 0.26 $8,453,274
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,620,285 $8,620,285 0.26 $8,617,989
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,603,914 $8,603,914 0.26 $8,499,861
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,562,474 $8,562,474 0.26 $8,396,669
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,238,262 $8,238,262 0.25 $8,128,865
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,167,585 $8,167,585 0.25 $7,972,372
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,163,890 $8,163,890 0.25 $8,114,578
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,141,148 $8,141,148 0.25 $8,141,148
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,096,977 $8,096,977 0.25 $7,933,787
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,095,480 $8,095,480 0.25 $8,016,112
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,070,531 $8,070,531 0.25 $8,012,476
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,039,715 $8,039,715 0.24 $7,951,382
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,013,554 $8,013,554 0.24 $7,969,016
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,008,349 $8,008,349 0.24 $7,959,692
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,955,003 $7,955,003 0.24 $7,905,291
Plenti PL & Green ABS Trust 2024-2 A1 5.4771% 11-APR-2036, 5.48%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,965,834 $7,923,722 $7,923,722 0.24 $7,898,859
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,915,740 $7,915,740 0.24 $7,874,402
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,708,041 $7,842,637 $7,842,637 0.24 $7,793,588
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,838,488 $7,838,488 0.24 $7,652,513
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,832,214 $7,832,214 0.24 $7,766,310
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,738,425 $7,738,425 0.24 $7,655,403
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,704,718 $7,704,718 0.23 $7,606,869
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,644,110 $7,644,110 0.23 $7,514,778
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,635,820 $7,635,820 0.23 $7,593,568
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,409,031 $7,409,031 0.23 $7,378,926
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,397,761 $7,397,761 0.23 $7,352,728
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,352,472 $7,352,472 0.22 $7,224,521
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,315,345 $7,315,345 0.22 $7,262,768
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,094,412 $7,094,412 0.22 $7,070,262
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,057,520 $7,057,520 0.21 $6,989,345
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,057,163 $7,057,163 0.21 $6,996,327
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $7,042,983 $7,042,983 0.21 $6,979,152
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,008,743 $7,008,743 0.21 $6,908,958
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,936,297 $6,936,297 0.21 $6,872,312
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,901,592 $6,901,592 0.21 $6,838,712
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,893,376 $6,893,376 0.21 $6,863,035
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,876,786 $6,876,786 0.21 $6,808,744
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,759,393 $6,816,572 $6,816,572 0.21 $6,805,332
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,661,282 $6,661,282 0.20 $6,630,757
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,652,585 $6,652,585 0.20 $6,563,769
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,629,399 $6,629,399 0.20 $6,584,978
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,621,318 $6,621,318 0.20 $6,569,625
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,591,246 $6,591,246 0.20 $6,496,833
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,588,746 $6,588,746 0.20 $6,330,070
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,566,045 $6,566,045 0.20 $6,492,398
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,533,382 $6,533,382 0.20 $6,472,003
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,456,969 $6,456,969 0.20 $6,323,417
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,399,345 $6,399,345 0.19 $6,393,797
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,363,986 $6,363,986 0.19 $6,300,302
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,347,246 $6,347,246 0.19 $6,254,583
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,282,719 $6,301,863 $6,301,863 0.19 $6,292,347
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,282,982 $6,282,982 0.19 $6,197,020
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,271,676 $6,271,676 0.19 $6,154,186
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,219,472 $6,219,472 0.19 $6,214,185
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,303,462 $6,011,017 $6,011,017 0.18 $5,991,263
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,997,240 $5,997,240 0.18 $5,862,657
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $5,995,600 $5,995,600 0.18 $5,989,774
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,962,819 $5,962,819 0.18 $5,957,855
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,959,351 $5,959,351 0.18 $5,912,376
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,958,845 $5,958,845 0.18 $5,951,778
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,875,941 $5,875,941 0.18 $5,724,869
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,864,421 $5,864,421 0.18 $5,832,117
Global Mobility 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,849,276 $5,849,276 0.18 $5,847,643
Metro Finance 2024-1 Trust|5.5475|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,031,784 $5,809,617 $5,809,617 0.18 $5,797,320
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,805,874 $5,805,874 0.18 $5,758,343
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,800,897 $5,800,897 0.18 $5,703,414
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,781,202 $5,781,202 0.18 $5,741,242
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,642,821 $5,713,370 $5,713,370 0.17 $5,702,761
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,639,355 $5,639,355 0.17 $5,614,842
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,528,840 $5,528,840 0.17 $5,431,316
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,211,967 $5,211,967 0.16 $5,160,413
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,154,180 $5,154,180 0.16 $5,040,055
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,149,044 $5,149,044 0.16 $5,142,649
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,110,798 $5,110,798 0.16 $5,084,807
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,088,604 $5,088,604 0.15 $5,023,380
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,067,513 $5,067,513 0.15 $5,023,055
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,043,856 $5,043,856 0.15 $5,030,745
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,041,311 $5,041,311 0.15 $5,017,747
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,090,150 $5,032,470 $5,032,470 0.15 $5,029,289
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,002,728 $5,002,728 0.15 $4,961,772
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,887,523 $4,887,523 0.15 $4,875,326
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,866,430 $4,866,430 0.15 $4,837,677
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,837,507 $4,837,507 0.15 $4,788,902
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,824,391 $4,824,391 0.15 $4,714,833
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,754,271 $4,754,271 0.14 $4,714,891
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,707,590 $4,707,590 0.14 $4,608,980
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,674,527 $4,674,527 0.14 $4,637,810
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,625,952 $4,657,179 $4,657,179 0.14 $4,646,971
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,653,021 $4,653,021 0.14 $4,600,725
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,641,641 $4,641,641 0.14 $4,601,653
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,618,163 $4,618,163 0.14 $4,528,143
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.81%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,430,298 $4,433,849 $4,433,849 0.14 $4,430,296
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,425,610 $4,425,610 0.13 $4,350,298
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 $4,217,615 $4,217,615 0.13 $4,213,940
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,143,397 $4,143,397 0.13 $4,031,222
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,137,508 $4,137,508 0.13 $4,078,160
RESIMAC Bastille Trust 2024-1NC A2 5.6538% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,537,209 $3,999,232 $3,999,232 0.12 $3,987,507
Connecticut Avenue Securities Trust 2024-R01 1M1 4.6621% 25-JAN-2044, 4.66%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,881,160 $3,898,280 $3,898,280 0.12 $3,878,766
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,894,246 $3,894,246 0.12 $3,890,977
Plenti PL & Green ABS Trust 2025-1 A1G 5.4971% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,387,885 $3,893,502 $3,893,502 0.12 $3,881,241
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,882,262 $3,882,262 0.12 $3,830,589
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,811,117 $3,811,117 0.12 $3,750,480
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,698,559 $3,706,256 $3,706,256 0.11 $3,703,073
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,695,752 $3,697,599 $3,697,599 0.11 $3,694,665
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,678,730 $3,678,730 0.11 $3,610,501
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,657,856 $3,657,856 0.11 $3,642,796
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 $3,638,337 $3,638,337 0.11 $3,623,318
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,633,685 $3,633,685 0.11 $3,601,545
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,610,429 $3,610,429 0.11 $3,603,233
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89516% 25-MAR-2044, 4.86%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,508,680 $3,508,680 0.11 $3,505,839
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,397,661 $3,397,661 0.10 $3,344,249
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 3,377,356 $3,387,481 $3,387,481 0.10 $3,385,183
Liberty Series 2024-1 Auto A 5.5017% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,686,692 $3,384,247 $3,384,247 0.10 $3,380,686
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,334,093 $3,334,093 0.10 $3,321,878
Plenti PL & Green ABS Trust 2025-1 A1 5.4971% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,605,030 $3,328,561 $3,328,561 0.10 $3,318,082
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69516% 25-JAN-2045, 4.66%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,323,664 $3,323,926 $3,323,926 0.10 $3,321,343
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8121% 25-MAY-2045, 4.81%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 3,314,634 $3,318,886 $3,318,886 0.10 $3,316,228
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,316,267 $3,316,267 0.10 $3,255,067
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,316,099 $3,316,099 0.10 $3,282,208
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,260,079 $3,260,079 0.10 $3,257,199
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,106,734 $3,106,734 0.09 $3,065,940
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,104,642 $3,104,642 0.09 $3,042,016
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,056,540 $3,056,540 0.09 $3,036,390
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2121% 25-MAR-2045, 5.21%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,965,419 $2,973,186 $2,973,186 0.09 $2,970,610
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,938,344 $2,938,344 0.09 $2,884,208
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,900,644 $2,900,644 0.09 $2,898,119
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8121% 25-AUG-2044, 4.81%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,728,768 $2,730,418 $2,730,418 0.08 $2,728,230
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,702,371 $2,702,371 0.08 $2,701,256
Domino's Pizza Master Issuer Series 2019-1 2019-A2 3.668% 25-OCT-2049, 3.67%, 10/25/49 DPABS 2019-1A 25755TAL4 - 2,797,440 $2,693,458 $2,693,458 0.08 $2,683,196
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,625,131 $2,625,131 0.08 $2,617,717
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,605,917 $2,605,917 0.08 $2,586,513
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4121% 25-NOV-2041, 5.41%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,474,745 $2,474,745 0.08 $2,472,521
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,407,585 $2,407,585 0.07 $2,401,187
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,325,046 $2,344,988 $2,344,988 0.07 $2,339,913
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,229,824 $2,229,824 0.07 $2,217,723
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7121% 25-DEC-2031, 4.71%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,154,027 $2,166,882 $2,166,882 0.07 $2,156,677
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,087,509 $2,087,509 0.06 $2,081,047
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,989,979 $1,989,979 0.06 $1,960,984
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,962,152 $1,962,152 0.06 $1,959,266
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,872,975 $1,899,095 $1,899,095 0.06 $1,894,366
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,898,864 $1,898,864 0.06 $1,884,919
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,872,975 $1,898,764 $1,898,764 0.06 $1,893,913
Plenti Auto ABS Trust 2025-1 A 5.3953% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,402,060 $1,737,430 $1,737,430 0.05 $1,732,321
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,724,042 $1,724,042 0.05 $1,705,983
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,605,997 $1,605,997 0.05 $1,604,923
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,563,652 $1,576,295 $1,576,295 0.05 $1,572,841
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8121% 25-MAY-2044, 4.81%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,557,807 $1,559,056 $1,559,056 0.05 $1,557,807
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,538,799 $1,540,309 $1,540,309 0.05 $1,539,075
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,512,487 $1,512,487 0.05 $1,489,408
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,505,692 $1,505,692 0.05 $1,498,096
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.9621% 25-FEB-2044, 4.96%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,471,594 $1,473,262 $1,473,262 0.04 $1,472,045
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,557,605 $1,466,841 $1,466,841 0.04 $1,465,654
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,425,758 $1,426,851 $1,426,851 0.04 $1,425,731
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,411,704 $1,411,704 0.04 $1,375,792
Connecticut Avenue Securities Trust 2022-R01 1M2 5.5121% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,310,904 $1,310,904 0.04 $1,303,456
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,309,536 $1,309,536 0.04 $1,293,726
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,280,815 $1,280,815 0.04 $1,279,406
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,272,304 $1,272,304 0.04 $1,271,414
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,218,935 $1,218,935 0.04 $1,199,394
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.61%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,047,901 $1,047,901 0.03 $1,046,922
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,019,503 $1,019,503 0.03 $1,018,580
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,011,392 $1,011,392 0.03 $1,008,260
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $977,639 $977,639 0.03 $970,600
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.50%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,324,232 $958,805 $958,805 0.03 $955,243
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3121% 25-JUL-2043, 5.31%, 07/25/43 CAS 2023-R06 20754EAA3 - 936,885 $939,820 $939,820 0.03 $938,991
Connecticut Avenue Securities Trust 2025-R02 1M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 CAS 2025-R02 20754TAC6 - 936,245 $937,729 $937,729 0.03 $936,986
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $891,153 $891,153 0.03 $890,858
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $876,078 $876,078 0.03 $875,443
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.06%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 855,079 $855,801 $855,801 0.03 $855,079
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6121% 25-MAY-2043, 5.61%, 05/25/43 STACR 2023-HQA1 35564KX79 - 807,275 $812,141 $812,141 0.02 $811,386
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $755,546 $755,546 0.02 $743,399
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $730,351 $730,351 0.02 $720,373
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7121% 25-FEB-2044, 4.71%, 02/25/44 CAS 2024-R02 20754GAA8 - 722,280 $726,532 $726,532 0.02 $722,367
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $722,520 $722,520 0.02 $716,739
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $718,190 $718,190 0.02 $714,343
Connecticut Avenue Securities Trust 2024-R03 2M1 4.7621% 25-MAR-2044, 4.76%, 03/25/44 CAS 207941AA3 - 618,258 $618,766 $618,766 0.02 $618,275
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $580,678 $580,678 0.02 $576,730
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $406,711 $406,711 0.01 $405,219
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $107,247 $107,247 0.00 $106,821
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-90,361,189 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -273.00 $-29,268,586 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,586,817 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,932 $-605,641,250 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,113,778 $0 0.00 $0
HCA INC 0% 06/01/2026, 0.00%, 06/01/26 HCA 40412DF12 - 43,700,000 $43,685,041 $43,685,041 1.33 $43,685,041
HCA INC 0% 06/10/2026, 0.00%, 06/10/26 HCA 40412DFA2 - 40,000,000 $39,944,112 $39,944,112 1.22 $39,944,112
AUTONATION INC 0% 06/01/2026, 0.00%, 06/01/26 AUTONA 05330NF12 - 36,100,000 $36,087,816 $36,087,816 1.10 $36,087,816
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/22/2026, 0.00%, 06/22/26 STLACP 85855KFN7 - 33,000,000 $32,902,089 $32,902,089 1.00 $32,902,089
ENBRIDGE INC 0% 06/24/2026, 0.00%, 06/24/26 ENB 292976TR8 - 45,000,000 $32,602,011 $32,602,011 0.99 $32,602,011
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/25/2026, 0.00%, 06/25/26 STLACP 85855KFR8 - 17,250,000 $17,192,102 $17,192,102 0.52 $17,192,102
GLOBAL PAYMENTS INC 0% 06/01/2026, 0.00%, 06/01/26 GPN 37961DF13 - 14,800,000 $14,794,906 $14,794,906 0.45 $14,794,906
ENBRIDGE INC 0% 06/08/2026, 0.00%, 06/08/26 ENB 292976T80 - 16,500,000 $11,968,684 $11,968,684 0.36 $11,968,684
HCA INC 0% 06/02/2026, 0.00%, 06/02/26 HCA 40412DF20 - 11,150,000 $11,148,746 $11,148,746 0.34 $11,148,746
SEGREGATED CASH SEGCASH $0.00 6,550,632 $6,550,632 $6,550,632 0.20 $6,550,632
NEW ZEALAND DOLLAR NZD - 6,763,905 $4,049,539 $4,049,539 0.12 $4,049,539
ENBRIDGE INC 0% 06/25/2026, 0.00%, 06/25/26 ENB 292976TS6 - 4,500,000 $3,259,940 $3,259,940 0.10 $3,259,940
AUSTRALIAN DOLLARS AUD - 3,421,835 $2,462,017 $2,462,017 0.07 $2,462,017
EURO EUR - 1,424,462 $1,662,285 $1,662,285 0.05 $1,662,285
CANADIAN DOLLAR CAD - 1,056,762 $767,131 $767,131 0.02 $767,131
BRITISH POUND GBP - -364,055 $-490,726 $-490,726 -0.01 $-490,726
US DOLLARS USD MD_142224 - -35,666,106 $-35,666,106 $-35,666,106 -1.09 $-35,666,106
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $45,123,901 $45,123,901 1.37 $45,123,901
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-45,123,901 $-45,123,901 -1.37 $-45,123,901
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $63,791,318 $63,791,318 1.94 $63,791,318
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-63,791,318 $-63,791,318 -1.94 $-63,791,318
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $80,345,329 $80,345,329 2.45 $80,345,329
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-80,345,329 $-80,345,329 -2.45 $-80,345,329
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $80,345,329 $80,345,329 2.45 $80,345,329
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-80,345,329 $-80,345,329 -2.45 $-80,345,329
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $82,799,993 $82,799,993 2.52 $82,799,993
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-82,799,993 $-82,799,993 -2.52 $-82,799,993
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 $207,960 0.01 $207,960
3 MONTH SOFR FUT Mar27 MAR 27 SFRH7 FUTURES_USD - 649.00 $155,922,250 $0 0.00 $0
3 MONTH SOFR FUT Mar28 MAR 28 SFRH8 FUTURES_USD - -649.00 $-156,076,388 $0 0.00 $0
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 $-103,314 0.00 $-103,314
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-803,656 $-803,656 -0.02 $-803,656
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 $-371,517,584 $-371,517,584 -11.31 $-371,517,584
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.21 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-57,062,009 $-57,062,009 -1.74 $-57,062,009
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.74 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-53,494,051 $-53,494,051 -1.63 $-53,494,051
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.64 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,750,177 $-14,750,177 -0.45 $-14,750,177
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 $2,874,689 $2,874,689 0.09 $2,874,689
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 $727,739 $727,739 0.02 $727,739
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 $862,407 $862,407 0.03 $862,407
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 $1,437,344 $1,437,344 0.04 $1,437,344
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 $10,061,411 $10,061,411 0.31 $10,061,411
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 $2,156,017 $2,156,017 0.07 $2,156,017
FX Forward|USD|07/24/2026 +AUD2 - -2,128,928 $-2,128,928 $-2,128,928 -0.06 $-2,128,928
FX Forward|CAD|06/08/2026 +CADU - -16,500,000 $-11,981,314 $-11,981,314 -0.36 $-11,981,314
FX Forward|USD|06/08/2026 +CADU - 12,012,971 $12,012,971 $12,012,971 0.37 $12,012,971
FX Forward|AUD|07/24/2026 +AUD0 - 20,000,000 $14,373,444 $14,373,444 0.44 $14,373,444
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|CAD|06/24/2026 +CADU - -45,000,000 $-32,701,992 $-32,701,992 -1.00 $-32,701,992
FX Forward|USD|06/24/2026 +CADU - 32,663,485 $32,663,485 $32,663,485 0.99 $32,663,485
FX Forward|CAD|06/25/2026 +CADU - -4,500,000 $-3,270,360 $-3,270,360 -0.10 $-3,270,360
FX Forward|USD|06/25/2026 +CADU - 3,263,544 $3,263,544 $3,263,544 0.10 $3,263,544
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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