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 10/02/2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, National Association 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,098,496 $44,098,496 1.28 $43,612,593
Bank Australia Limited FRN 21-FEB-2028, 6.14%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,092,344 $27,092,344 0.79 $26,890,544
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,107,261 $26,107,261 0.76 $25,762,344
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,761,521 $25,761,521 0.75 $25,241,237
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,235,576 $25,235,576 0.74 $25,003,361
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,207,227 $25,207,227 0.73 $25,065,500
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,876,819 $24,876,819 0.73 $24,634,204
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,817,034 $23,817,034 0.68 $23,520,804
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,413,288 $23,413,288 0.67 $22,996,802
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,267,174 $23,267,174 0.67 $23,075,634
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 $22,940,515 $22,940,515 0.66 $22,812,891
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,654,344 $22,654,344 0.65 $22,255,391
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,136,080 $22,136,080 0.64 $21,946,204
TR Finance LLC 5.1% 15-SEP-2028, 5.10%, 09/15/28 TRICN 87268LAF4 - 21,827,000 $21,799,662 $21,799,662 0.63 $21,744,003
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,164,865 $21,164,865 0.61 $21,084,447
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.37%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,769,197 $20,769,197 0.60 $20,700,168
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,532,238 $20,532,238 0.59 $20,343,081
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,360,724 $20,360,724 0.59 $19,763,223
BX Trust 2025-ROIC A 4.96059% 15-FEB-2042, 4.96%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,268,254 $20,268,254 0.58 $20,214,407
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,137,554 $20,137,554 0.58 $19,745,787
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,923,257 $19,923,257 0.57 $19,554,243
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,080,540 $19,080,540 0.55 $19,008,637
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $18,814,256 $18,814,256 0.54 $18,803,949
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04029% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,294,363 $18,645,227 $18,645,227 0.54 $18,604,368
Citigroup Inc. 5.266% 24-SEP-2029, 5.27%, 09/24/29 C 172967QN4 - 18,649,000 $18,589,728 $18,589,728 0.53 $18,559,721
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,213,202 $18,213,202 0.52 $18,196,543
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,185,679 $18,185,679 0.52 $18,093,206
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,591,412 $17,591,412 0.51 $17,474,419
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,547,480 $17,547,480 0.50 $17,430,317
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,414,807 $17,414,807 0.50 $17,052,180
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,408,040 $17,408,040 0.50 $16,956,888
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,374,856 $17,374,856 0.50 $16,996,953
Parker-Hannifin Corporation 4.75% 14-SEP-2028, 4.75%, 09/14/28 PH 701094AT1 - 17,200,000 $17,093,739 $17,093,739 0.49 $17,046,080
BX Trust 2026-CIP A 5.01676% 15-MAY-2038, 5.02%, 05/15/38 BX 2026-CIP 123917AA4 - 16,785,825 $16,803,882 $16,803,882 0.48 $16,757,099
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,532,455 $16,532,455 0.48 $16,309,788
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,510,544 $16,510,544 0.47 $16,121,720
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,261,788 $16,261,788 0.47 $16,232,179
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,118,778 $16,118,778 0.46 $16,112,035
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,939,796 $15,939,796 0.46 $15,548,820
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,897,996 $15,897,996 0.46 $15,599,754
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,830,767 $15,830,767 0.46 $15,792,333
GlaxoSmithKline Capital, Inc. 4.85% 14-SEP-2029, 4.85%, 09/14/29 GSK 377372AS6 - 15,954,000 $15,790,959 $15,790,959 0.45 $15,747,972
Sysco Holdings Corporation 5.45% 06-OCT-2029, 5.45%, 10/06/29 SYY 87183XAA1 - 15,773,000 $15,689,086 $15,689,086 0.45 $15,689,086
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $15,536,147 $15,536,147 0.45 $15,502,369
Dell International LLC 5.1% 15-SEP-2029, 5.10%, 09/15/29 DELL 24703DBY6 - 15,659,000 $15,528,054 $15,528,054 0.45 $15,483,687
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,302,925 $15,302,925 0.44 $15,022,380
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,266,964 $15,266,964 0.44 $14,983,884
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,215,123 $15,215,123 0.44 $14,960,874
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,058,980 $15,058,980 0.43 $14,848,990
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,724,778 $14,724,778 0.42 $14,583,821
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,662,360 $14,662,360 0.42 $14,500,297
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,662,013 $14,662,013 0.42 $14,505,728
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,644,722 $14,644,722 0.42 $14,502,900
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,632,677 $14,632,677 0.42 $14,471,986
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 6.36%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,605,526 $14,605,526 0.42 $14,476,718
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,493,786 $14,493,786 0.42 $14,161,841
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,403,504 $14,403,504 0.41 $14,096,159
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,137,722 $14,137,722 0.41 $14,008,551
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,103,871 $14,103,871 0.41 $13,907,968
UBS AG Stamford Branch FRN 17-MAY-2027, 4.13%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,032,637 $14,032,637 0.40 $13,954,316
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 19,500,000 $13,979,647 $13,979,647 0.40 $13,781,094
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.61%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,950,679 $13,950,679 0.40 $13,914,244
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $13,948,871 $13,948,871 0.40 $13,931,477
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $13,921,761 $13,921,761 0.40 $13,882,538
Wells Fargo & Company FRN 15-SEP-2029, 4.53%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,908,255 $13,908,255 0.40 $13,872,434
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,905,836 $13,905,836 0.40 $13,698,629
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19029% 25-MAR-2042, 7.19%, 03/25/42 CAS 2022-R03 20753XAB0 - 13,572,738 $13,739,704 $13,739,704 0.40 $13,712,595
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,733,563 $13,733,563 0.39 $13,453,488
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,690,859 $13,690,859 0.39 $13,682,838
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,631,069 $13,631,069 0.39 $13,494,769
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,580,774 $13,580,774 0.39 $13,480,103
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,559,240 $13,559,240 0.39 $13,447,288
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,525,302 $13,525,302 0.39 $13,219,502
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,491,701 $13,491,701 0.39 $13,423,020
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,463,282 $13,463,282 0.39 $13,288,841
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 18,300,000 $13,190,154 $13,190,154 0.38 $12,986,595
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,180,975 $13,180,975 0.38 $12,973,801
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,155,651 $13,155,651 0.38 $13,077,272
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,119,782 $13,119,782 0.38 $13,061,814
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,072,304 $13,072,304 0.38 $13,064,329
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.55%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,987,544 $12,987,544 0.37 $12,851,935
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,965,446 $12,965,446 0.37 $12,810,246
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,929,065 $12,929,065 0.37 $12,660,975
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,927,618 $12,927,618 0.37 $12,615,606
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,862,759 $12,862,759 0.37 $12,800,827
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,853,278 $12,853,278 0.37 $12,570,607
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,839,053 $12,839,053 0.37 $12,709,241
Aon North America Inc / Aon Global Holdings Plc|5.35|09/17/2029, 5.35%, 09/17/29 AON 036940AA2 - 12,864,000 $12,801,835 $12,801,835 0.37 $12,767,424
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,800,678 $12,800,678 0.37 $12,491,922
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,492,542 $12,492,542 0.36 $12,236,662
Hyundai Capital America, Inc. 5.4% 17-SEP-2029, 5.40%, 09/17/29 HYNMTR 44891AER4 - 12,500,000 $12,443,866 $12,443,866 0.36 $12,410,116
Open Text Corporation 6.7% 15-OCT-2031, 6.70%, 10/15/31 OTEXCN 683715AG1 - 12,410,000 $12,410,300 $12,410,300 0.36 $12,401,061
NOW Trust 2024-1 A 5.7975% 14-JUN-2032, 5.80%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 17,624,282 $12,357,869 $12,357,869 0.36 $12,316,897
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,285,039 $12,285,039 0.35 $12,163,862
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,247,167 $12,247,167 0.35 $12,077,202
Volkswagen Group of America Finance LLC 5.35% 14-SEP-2029, 5.35%, 09/14/29 VW 928668DC3 - 12,416,000 $12,240,605 $12,240,605 0.35 $12,205,547
Suncorp Group Limited FRN 01-JUN-2037, 6.85%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,153,389 $12,153,389 0.35 $12,076,874
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,129,660 $12,129,660 0.35 $11,996,650
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04029% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 11,825,000 $12,103,102 $12,103,102 0.35 $12,079,977
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,092,958 $12,092,958 0.35 $12,058,180
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,063,848 $12,063,848 0.35 $11,863,282
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 12,158,290 $12,045,034 $12,045,034 0.35 $12,027,921
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,034,478 $12,034,478 0.35 $11,908,442
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,963,221 $11,963,221 0.34 $11,868,555
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,910,880 $11,910,880 0.34 $11,772,734
Aon Corporation 2.8% 15-MAY-2030, 2.80%, 05/15/30 AON 037389BE2 - 12,910,000 $11,830,877 $11,830,877 0.34 $11,690,301
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.19029% 25-OCT-2041, 5.19%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 11,813,198 $11,830,230 $11,830,230 0.34 $11,813,198
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,812,980 $11,812,980 0.34 $11,779,628
Santander UK Group Holdings Plc 5.314% 15-SEP-2030, 5.31%, 09/15/30 SANUK 80281LBA2 - 11,730,000 $11,583,783 $11,583,783 0.33 $11,549,153
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,574,749 $11,574,749 0.33 $11,567,938
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,439,272 $11,439,272 0.33 $11,405,183
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,432,014 $11,432,014 0.33 $11,307,650
Teachers Mutual Bank Limited FRN 21-JUN-2027, 6.03%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,317,092 $11,317,092 0.33 $11,294,805
Parker-Hannifin Corporation 4.875% 14-SEP-2029, 4.88%, 09/14/29 PH 701094AU8 - 11,311,000 $11,177,523 $11,177,523 0.32 $11,145,357
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,155,738 $11,155,738 0.32 $11,062,297
BX Commercial Mortgage Trust 2026-CSMO A 5.21676% 15-FEB-2043, 5.22%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,046,896 $11,046,896 0.32 $11,014,958
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,942,210 $10,942,210 0.31 $10,702,959
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,918,791 $10,918,791 0.31 $10,858,668
Connecticut Avenue Securities Trust 2022-R06 1M2 7.54029% 25-MAY-2042, 7.54%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,387,000 $10,577,545 $10,577,545 0.30 $10,555,789
NRTH Commercial Mortgage Trust 2025-PARK A 5.21003% 15-OCT-2040, 5.21%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,536,144 $10,536,144 0.30 $10,505,752
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,454,584 $10,454,584 0.30 $10,221,862
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,284,857 $10,284,857 0.30 $10,178,575
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,183,750 $10,183,750 0.29 $10,008,462
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,175,077 $10,175,077 0.29 $10,053,840
AGL CLO 17 AR 4.68373% 21-JAN-2035, 4.68%, 01/21/35 AGL 2022-17A 00120DAJ5 - 10,000,000 $10,092,914 $10,092,914 0.29 $9,994,035
NOW Trust 2025-1 A 5.5475% 14-FEB-2034, 5.55%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,428,065 $10,089,947 $10,089,947 0.29 $10,057,852
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,071,912 $10,071,912 0.29 $9,996,739
FS Commercial Mortgage Trust 2026-PALM A 5.21676% 15-JUL-2041, 5.22%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,033,363 $10,033,363 0.29 $10,004,381
Madison Park Funding XIV AR5 4.74214% 22-OCT-2030, 4.72%, 10/22/30 MDPK 2014-14AR 55818RBW5 - 10,000,000 $10,026,563 $10,026,563 0.29 $9,995,082
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,979,843 $9,979,843 0.29 $9,852,127
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,951,193 $9,951,193 0.29 $9,771,740
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,890,949 $9,890,949 0.28 $9,764,143
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,867,751 $9,867,751 0.28 $9,610,152
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $9,865,089 $9,865,089 0.28 $9,821,147
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $9,863,342 $9,863,342 0.28 $9,795,342
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,789,883 $9,789,883 0.28 $9,611,708
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 $9,666,271 $9,666,271 0.28 $9,613,482
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 9,707,644 $9,648,149 $9,648,149 0.28 $9,622,753
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,527,797 $9,527,797 0.27 $9,509,801
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,446,224 $9,446,224 0.27 $9,244,899
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,429,652 $9,429,652 0.27 $9,298,576
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,429,131 $9,429,131 0.27 $9,308,928
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,427,592 $9,427,592 0.27 $9,335,796
RAF ABS Series 2025-1 A 5.3163% 09-DEC-2031, 5.32%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 13,448,495 $9,405,371 $9,405,371 0.27 $9,369,876
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,394,727 $9,394,727 0.27 $9,217,376
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,260,058 $9,260,058 0.27 $9,252,666
Mitsubishi UFJ Financial Group, Inc. 5.126% 18-SEP-2030, 5.13%, 09/18/30 MUFG 606822EJ9 - 9,368,000 $9,256,032 $9,256,032 0.27 $9,233,356
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,250,937 $9,250,937 0.27 $9,094,831
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,237,074 $9,237,074 0.27 $9,144,855
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,123,552 $9,123,552 0.26 $9,016,552
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,028,119 $9,028,119 0.26 $8,932,951
United Airlines, Inc. 4.625% 15-APR-2029, 4.62%, 04/15/29 UAL 90932LAH0 - 9,000,000 $8,870,381 $8,870,381 0.26 $8,673,818
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,860,082 $8,860,082 0.25 $8,849,362
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,859,538 $8,859,538 0.25 $8,667,038
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,717,220 $8,717,220 0.25 $8,644,474
Macquarie Bank Limited FRN 01-MAR-2034, 6.50%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,684,335 $8,684,335 0.25 $8,632,877
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 8,711,000 $8,662,484 $8,662,484 0.25 $8,505,807
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 8,675,357 $8,620,255 $8,620,255 0.25 $8,577,731
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,592,879 $8,592,879 0.25 $8,502,835
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,571,164 $8,571,164 0.25 $8,426,533
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.59%, 12/25/55 BVINV 2025-4 67647DAU3 - 8,577,432 $8,555,265 $8,555,265 0.25 $8,544,329
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,510,101 $8,510,101 0.24 $8,396,573
Commonwealth Bank of Australia 5.597% 21-AUG-2036, 5.60%, 08/21/36 CBAAU DO5046986 - 6,500,000 $8,481,803 $8,481,803 0.24 $8,422,380
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,475,390 $8,475,390 0.24 $8,374,065
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,441,358 $8,441,358 0.24 $8,392,276
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,422,074 $8,422,074 0.24 $8,354,762
USAA Capital Corporation 5.375% 01-OCT-2029, 5.38%, 10/01/29 USAACA 90327QDB2 - 8,385,000 $8,378,579 $8,378,579 0.24 $8,373,571
Alphabet Inc. 5.2% 27-AUG-2029, 5.20%, 08/27/29 GOOGL DO6481927 - 12,000,000 $8,338,547 $8,338,547 0.24 $8,292,078
Humana Inc. 5.75% 01-DEC-2028, 5.75%, 12/01/28 HUM 444859BZ4 - 8,000,000 $8,212,191 $8,212,191 0.24 $8,053,747
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,209,750 $8,209,750 0.24 $8,204,236
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 8,262,020 $8,199,625 $8,199,625 0.24 $8,188,774
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,183,994 $8,183,994 0.24 $8,125,928
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,181,169 $8,181,169 0.24 $8,093,731
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,101,548 $8,101,548 0.23 $7,898,187
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,077,171 $8,077,171 0.23 $8,031,589
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,073,667 $8,073,667 0.23 $7,831,318
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,062,538 $8,062,538 0.23 $7,969,149
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,021,395 $8,021,395 0.23 $7,832,451
DAE AirFinance Holdings Limited 5.15% 17-MAR-2030, 5.15%, 03/17/30 DUBAEE 55609NAE8 - 8,250,000 $8,020,950 $8,020,950 0.23 $7,999,706
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,005,313 $8,005,313 0.23 $7,907,868
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,998,726 $7,998,726 0.23 $7,957,060
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $7,929,391 $7,929,391 0.23 $7,856,430
GGP Trust 2026-BRK3 A 5.819816% 05-OCT-2043, 5.82%, 10/05/31 GGP 2026-BRK3 36173WAA2 - 8,000,000 $7,923,533 $7,923,533 0.23 $7,913,187
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,901,185 $7,901,185 0.23 $7,878,430
Humana Inc. 4.875% 01-APR-2030, 4.88%, 04/01/30 HUM 444859BN1 - 8,100,000 $7,881,990 $7,881,990 0.23 $7,877,602
Volkswagen Financial Services NV 3.25% 13-APR-2027, 3.25%, 04/13/27 VW BV7724040 - 5,900,000 $7,867,755 $7,867,755 0.23 $7,745,955
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,823,786 $7,823,786 0.22 $7,695,640
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69029% 25-JAN-2042, 6.69%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,756,119 $7,810,147 $7,810,147 0.22 $7,795,733
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 7,961,132 $7,785,160 $7,785,160 0.22 $7,770,223
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,733,587 $7,733,587 0.22 $7,726,265
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,647,404 $7,647,404 0.22 $7,491,254
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,599,271 $7,599,271 0.22 $7,572,264
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 7,579,130 $7,527,243 $7,527,243 0.22 $7,516,847
Invesco CLO 2021-3 Ltd. AB, 4.67%, 04/15/34 INVCO 2021-1AR 46090XAN1 - 7,500,000 $7,519,457 $7,519,457 0.22 $7,494,165
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,507,221 $7,507,221 0.22 $7,434,917
National Australia Bank Limited 6.322% 03-AUG-2032, 6.32%, 08/03/32 NAB BY0592570 - 10,376,000 $7,340,064 $7,340,064 0.21 $7,261,797
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,268,616 $7,268,616 0.21 $7,097,504
UBS AG Stamford Branch FRN 07-AUG-2029, 4.42%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,191,150 $7,191,150 0.21 $7,140,522
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,179,534 $7,179,534 0.21 $7,102,494
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,172,009 $7,172,009 0.21 $7,017,659
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,035,073 $7,035,073 0.20 $6,974,673
UBS Group AG FRN 23-DEC-2029, 4.50%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,021,567 $7,021,567 0.20 $7,010,620
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.72%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,008,977 $7,008,977 0.20 $6,992,848
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,921,803 $6,921,803 0.20 $6,880,226
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.40%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,851,631 $6,851,631 0.20 $6,831,302
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,823,051 $6,823,051 0.20 $6,813,356
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,816,366 $6,816,366 0.20 $6,744,507
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,774,269 $6,774,269 0.19 $6,761,693
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 7,000,000 $6,770,199 $6,770,199 0.19 $6,667,211
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,732,152 $6,732,152 0.19 $6,697,766
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,658,329 $6,658,329 0.19 $6,494,164
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,648,164 $6,648,164 0.19 $6,485,955
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,564,281 $6,564,281 0.19 $6,526,217
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,389,022 $6,389,022 0.18 $6,370,608
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,384,509 $6,384,509 0.18 $6,300,486
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,338,497 $6,338,497 0.18 $6,290,979
Plenti PL & Green ABS Trust 2024-2 A1 5.4942% 11-APR-2036, 5.57%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 9,015,343 $6,318,263 $6,318,263 0.18 $6,295,271
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.04029% 25-JUN-2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 6,120,000 $6,294,894 $6,294,894 0.18 $6,282,925
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,282,399 $6,282,399 0.18 $6,268,944
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,083,959 $6,083,959 0.17 $6,029,974
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,045,005 $6,045,005 0.17 $5,964,914
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,024,655 $6,024,655 0.17 $5,960,656
BX Trust 2026-SUMT A 5.15% 15-OCT-2051, 5.15%, 10/15/51 BX 2026-SUMT 05595QAA0 - 6,000,000 $5,998,872 $5,998,872 0.17 $5,998,872
Insurance Australia Group Limited FRN 15-DEC-2036, 7.12%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,997,154 $5,997,154 0.17 $5,973,893
ANZ Bank New Zealand Limited. 5.548% 11-AUG-2032, 5.55%, 08/11/32 ANZNZ 00182YAA3 - 5,913,000 $5,953,869 $5,953,869 0.17 $5,904,661
Export-Import Bank of Korea FRN 22-SEP-2028, 4.11%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,917,163 $5,917,163 0.17 $5,908,044
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,896,412 $5,896,412 0.17 $5,888,139
SWVP Trust 2026-PNCL A 5.25% 15-OCT-2039, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 5,830,000 $5,837,136 $5,837,136 0.17 $5,832,035
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,834,094 $5,834,094 0.17 $5,831,446
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,804,020 $5,804,020 0.17 $5,701,152
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,768,889 $5,768,889 0.17 $5,668,175
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,736,586 $5,736,586 0.16 $5,679,540
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,648,519 $5,648,519 0.16 $5,635,884
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 5,531,291 $5,550,815 $5,550,815 0.16 $5,538,273
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,548,984 $5,548,984 0.16 $5,426,967
Banco Santander, S.A. 5.005% 25-AUG-2030, 5.00%, 08/25/30 SANTAN 05971KAZ2 - 5,600,000 $5,520,842 $5,520,842 0.16 $5,489,700
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,474,775 $5,474,775 0.16 $5,401,752
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,342,287 $5,342,287 0.15 $5,288,453
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,338,536 $5,318,670 $5,318,670 0.15 $5,307,644
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 5,447,000 $5,298,127 $5,298,127 0.15 $5,256,132
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,178,900 $5,132,245 $5,132,245 0.15 $5,106,156
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,116,622 $5,116,622 0.15 $5,001,900
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,103,525 $5,103,525 0.15 $5,090,465
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,088,315 $5,088,315 0.15 $4,981,753
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,047,032 $5,047,032 0.15 $4,971,407
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,033,747 $5,033,747 0.14 $4,998,843
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,008,994 $5,008,994 0.14 $5,002,258
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,008,681 $5,008,681 0.14 $5,001,751
SMRT Commercial Mortgage Trust 2026-MINI A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SMRT 2026-MINI 78457AAA9 - 5,000,000 $4,999,932 $4,999,932 0.14 $4,999,932
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,867,140 $4,867,140 0.14 $4,856,253
Metro Finance 2024-1 Trust|5.6708|09/17/2030, 5.67%, 09/17/30 METR 2024-1 BCC3H5JS3 - 6,893,304 $4,829,491 $4,829,491 0.14 $4,816,055
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 4,815,368 $4,826,959 $4,826,959 0.14 $4,819,882
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 4,832,589 $4,814,068 $4,814,068 0.14 $4,799,463
National Australia Bank Limited FRN 09-FEB-2034, 6.45%, 02/09/34 NAB AU3FN0084828 - 6,627,000 $4,752,193 $4,752,193 0.14 $4,706,453
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,703,685 $4,703,685 0.14 $4,700,444
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,652,951 $4,652,951 0.13 $4,587,607
Santander UK Group Holdings Plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,648,394 $4,648,394 0.13 $4,640,974
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.83%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,595,299 $4,625,352 $4,625,352 0.13 $4,607,716
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,596,182 $4,596,182 0.13 $4,593,734
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,579,512 $4,579,512 0.13 $4,515,552
Australia and New Zealand Banking Group Limited FRN 16-JAN-2034, 5.68%, 01/16/34 ANZ AU3FN0084026 - 6,370,000 $4,577,912 $4,577,912 0.13 $4,521,980
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,542,701 $4,542,701 0.13 $4,487,688
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,540,295 $4,540,295 0.13 $4,530,983
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 4,506,245 $4,538,265 $4,538,265 0.13 $4,526,713
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,490,295 $4,490,295 0.13 $4,478,117
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,338,802 $4,338,802 0.12 $4,294,730
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,246,676 $4,265,072 $4,265,072 0.12 $4,252,077
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 $4,113,594 $4,113,594 0.12 $4,107,469
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,087,023 $4,087,023 0.12 $3,915,028
Santander Bank Auto Credit-Linked Notes, Series 2024-B B 4.965% 15-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 3,786,916 $3,792,427 $3,792,427 0.11 $3,781,981
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,781,445 $3,781,445 0.11 $3,775,997
Lloyds Banking Group plc FRN 06-MAR-2030, 6.29%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,722,415 $3,722,415 0.11 $3,704,798
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,700,992 $3,700,992 0.11 $3,631,006
Connecticut Avenue Securities Trust 2023-R04 1M2 7.24029% 25-MAY-2043, 7.24%, 05/25/43 CAS 2023-R04 20754QAB4 - 3,495,000 $3,646,081 $3,646,081 0.10 $3,639,052
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 $3,645,591 $3,645,591 0.10 $3,616,387
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,622,886 $3,622,886 0.10 $3,559,921
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.48%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,617,026 $3,617,026 0.10 $3,601,612
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,560,678 $3,560,678 0.10 $3,556,661
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.94029% 25-MAR-2044, 4.94%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,511,224 $3,511,224 0.10 $3,506,412
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,480,692 $3,480,692 0.10 $3,414,110
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.89%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,434,201 $3,437,793 $3,437,793 0.10 $3,433,128
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,351,896 $3,351,896 0.10 $3,273,827
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,318,473 $3,318,473 0.10 $3,297,762
RESIMAC Bastille Trust 2024-1NC A2 5.7475% 13-SEP-2055, 5.75%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,700,674 $3,295,302 $3,295,302 0.09 $3,284,468
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,279,714 $3,279,714 0.09 $3,243,714
Suncorp Group Limited FRN 01-DEC-2038, 7.20%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,242,724 $3,242,724 0.09 $3,221,683
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44029% 25-SEP-2042, 9.44%, 09/25/42 STACR 2022-DNA6 35564KH77 - 3,050,000 $3,193,080 $3,193,080 0.09 $3,185,082
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,160,535 $3,160,535 0.09 $3,155,736
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 3,200,000 $3,149,374 $3,149,374 0.09 $3,131,746
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,086,388 $3,086,388 0.09 $3,063,167
Plenti PL & Green ABS Trust 2025-1 A1G 5.585% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,382,968 $3,072,618 $3,072,618 0.09 $3,061,400
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,041,838 $3,041,838 0.09 $3,001,408
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $2,981,820 $2,981,820 0.09 $2,980,476
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,898,097 $2,898,097 0.08 $2,866,253
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,891,182 $2,891,182 0.08 $2,886,973
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24029% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 2,880,873 $2,885,936 $2,885,936 0.08 $2,881,742
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,699,102 $2,699,102 0.08 $2,691,670
Liberty Series 2024-1 Auto A 5.6833% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 3,828,890 $2,690,147 $2,690,147 0.08 $2,672,941
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 $2,653,761 $2,653,761 0.08 $2,633,809
Plenti PL & Green ABS Trust 2025-1 A1 5.585% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 3,746,127 $2,623,705 $2,623,705 0.08 $2,614,117
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,604,065 $2,604,065 0.07 $2,597,753
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,580,780 $2,580,780 0.07 $2,554,344
Banco Bilbao Vizcaya Argentaria, S.A. 4.977% 03-SEP-2029, 4.98%, 09/03/29 BBVASM 05946KAY7 - 2,600,000 $2,561,446 $2,561,446 0.07 $2,549,944
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) C21_2022_1 3.042933% 15-FEB-2052, 3.16%, 02/15/52 VBTEL 2022-1A 91823AAU5 - 2,500,000 $2,456,357 $2,456,357 0.07 $2,451,974
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,337,501 $2,337,501 0.07 $2,318,593
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.89029% 25-AUG-2044, 4.89%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,297,726 $2,297,726 0.07 $2,294,610
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.49029% 25-NOV-2041, 5.49%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,289,383 $2,294,305 $2,294,305 0.07 $2,290,814
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.74029% 25-JAN-2045, 4.74%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,274,499 $2,276,073 $2,276,073 0.07 $2,273,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84029% 25-FEB-2045, 4.84%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,247,454 $2,249,773 $2,249,773 0.06 $2,246,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44029% 25-JUN-2042, 10.44%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 2,125,000 $2,215,873 $2,215,873 0.06 $2,209,710
Connecticut Avenue Securities Trust 2024-R01 1M1 4.74029% 25-JAN-2044, 4.74%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,096,761 $2,098,867 $2,098,867 0.06 $2,096,106
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.04029% 25-DEC-2041, 6.04%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 2,052,524 $2,058,534 $2,058,534 0.06 $2,055,090
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,014,981 $2,013,066 $2,013,066 0.06 $2,007,569
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,964,428 $1,964,428 0.06 $1,950,897
Nationwide Building Society 4.125% 18-OCT-2032, 4.12%, 10/18/32 NWIDE 63859WAF6 - 1,900,000 $1,905,180 $1,905,180 0.05 $1,869,258
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,806,937 $1,806,937 0.05 $1,783,811
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.79029% 25-DEC-2031, 4.79%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,616,811 $1,620,474 $1,620,474 0.05 $1,618,323
Barclays Bank Plc 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,569,952 $1,569,952 0.05 $1,536,142
Connecticut Avenue Securities Trust 2023-R01 1M2 7.44029% 25-DEC-2042, 7.44%, 12/25/42 CAS 2023-R01 207932AB0 - 1,515,000 $1,568,874 $1,568,874 0.05 $1,565,743
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 1,547,000 $1,543,002 $1,543,002 0.04 $1,516,092
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,526,041 $1,538,954 $1,538,954 0.04 $1,534,014
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,526,041 $1,538,707 $1,538,707 0.04 $1,533,891
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,514,263 $1,514,263 0.04 $1,492,775
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89029% 25-MAY-2045, 4.89%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 1,485,492 $1,487,510 $1,487,510 0.04 $1,485,492
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,479,789 $1,479,789 0.04 $1,467,480
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,553,528 $1,460,362 $1,460,362 0.04 $1,455,521
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,455,045 $1,455,045 0.04 $1,453,614
Plenti Auto ABS Trust 2025-1 A 5.4975% 12-AUG-2033, 5.50%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,032,557 $1,423,226 $1,423,226 0.04 $1,418,745
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,385,739 $1,385,739 0.04 $1,364,614
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29029% 25-MAR-2045, 5.29%, 03/25/45 CAS 2025-R03 20754VAB3 - 1,368,376 $1,371,242 $1,371,242 0.04 $1,369,231
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,288,248 $1,291,373 $1,291,373 0.04 $1,287,816
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,282,103 $1,282,103 0.04 $1,259,135
Connecticut Avenue Securities Trust 2022-R04 1M2 6.79029% 25-MAR-2042, 6.79%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,273,505 $1,273,505 0.04 $1,271,128
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,265,352 $1,265,352 0.04 $1,255,142
Connecticut Avenue Securities Trust 2022-R01 1M2 5.59029% 25-DEC-2041, 5.59%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,245,610 $1,249,480 $1,249,480 0.04 $1,247,546
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,171,249 $1,171,249 0.03 $1,161,616
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.89029% 25-MAY-2044, 4.89%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,148,949 $1,150,870 $1,150,870 0.03 $1,149,309
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.89%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,119,526 $1,121,047 $1,121,047 0.03 $1,119,526
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29029% 25-JUL-2042, 7.29%, 07/25/42 CAS 2022-R08 20755DAB2 - 1,070,000 $1,095,533 $1,095,533 0.03 $1,093,366
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,047,772 $1,047,772 0.03 $1,046,119
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,017,853 $1,017,853 0.03 $1,016,292
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $988,786 $988,786 0.03 $962,774
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 983,306 $985,170 $985,170 0.03 $983,831
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $899,859 $899,859 0.03 $897,894
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79029% 25-JAN-2045, 4.79%, 01/25/45 CAS 2025-R01 20755JAB9 - 843,121 $843,979 $843,979 0.02 $842,857
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 787,714 $788,424 $788,424 0.02 $787,289
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.04029% 25-FEB-2044, 5.04%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 772,769 $774,301 $774,301 0.02 $773,219
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34029% 25-DEC-2041, 5.34%, 12/25/41 CAS 2021-R03 20754AAB9 - 748,757 $750,739 $750,739 0.02 $749,628
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94029% 25-MAY-2042, 8.94%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 730,000 $750,028 $750,028 0.02 $748,215
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.59%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,051,815 $737,573 $737,573 0.02 $734,399
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $731,626 $731,626 0.02 $723,396
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $707,447 $707,447 0.02 $692,268
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39029% 25-JUL-2043, 5.39%, 07/25/43 CAS 2023-R06 20754EAA3 - 623,588 $625,758 $625,758 0.02 $624,824
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.69029% 25-MAY-2043, 5.69%, 05/25/43 STACR 2023-HQA1 35564KX79 - 573,873 $576,035 $576,035 0.02 $575,128
US 2YR FUTR OPTN Dec26C102.13 102.125 TUZ6C TUZ6 COMDTY $102.13 1,300 $264,580,469 $446,875 0.01 $446,875
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84029% 25-FEB-2045, 4.84%, 02/25/45 CAS 2025-R02 20754TAC6 - 406,343 $406,762 $406,762 0.01 $406,216
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $400,625 $400,625 0.01 $396,094
National Australia Bank Limited FRN 09-MAR-2033, 6.79%, 03/09/33 NAB AU3FN0075966 - 310,000 $220,687 $220,687 0.01 $219,641
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84029% 25-MAR-2044, 4.84%, 03/25/44 CAS 207941AA3 - 172,815 $173,038 $173,038 0.00 $172,805
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $105,504 $105,504 0.00 $103,648
Connecticut Avenue Securities Trust 2022-R05 2M2 6.69029% 25-APR-2042, 6.69%, 04/25/42 CAS 2022-R05 20754DAB3 - 58,014 $58,592 $58,592 0.00 $58,485
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79029% 25-FEB-2044, 4.79%, 02/25/44 CAS 2024-R02 20754GAA8 - 54,577 $54,649 $54,649 0.00 $54,576
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M1B 6.59029% 25-APR-2042, 6.59%, 04/25/42 STACR 2022-DNA3 35564KUX5 - 10,000 $10,114 $10,114 0.00 $10,096
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 4,041 $4,057 $4,057 0.00 $4,051
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - -2,555 $-520,002,384 $0 0.00 $0
CAN 2YR BOND FUT Dec26 DEC 26 CVZ6 FUTURES_CAD - -375.00 $-27,497,629 $0 0.00 $0
EURO-SCHATZ FUT Dec26 DEC 26 DUZ6 FUTURES_EUR - -83.00 $-9,826,410 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -441.00 $-45,615,938 $0 0.00 $0
AUST 3YR BOND FUT Dec26 DEC 26 YMZ6 AU03Y 29Z - -1,041 $-74,744,100 $0 0.00 $0
US 2YR FUTR OPTN Dec26Call 102.5 TUZ6C TUZ6 COMDTY $102.50 -1,300 $-264,580,469 $-223,439 -0.01 $-223,439
AUTONATION INC 0% 10/06/2026, 0.00%, 10/06/26 AUTONA 05330NK65 - 60,850,000 $60,842,918 $60,842,918 1.75 $60,842,918
JABIL INC 0% 10/05/2026, 0.00%, 10/05/26 JBLPP 46652MK53 - 50,350,000 $50,336,719 $50,336,719 1.45 $50,336,719
LIBERTY UTILITIES CO 0% 10/19/2026, 0.00%, 10/19/26 LIUTIL 53154MKK9 - 40,000,000 $39,924,092 $39,924,092 1.15 $39,924,092
ANTERO RESOURCES CORP 0% 10/05/2026, 0.00%, 10/05/26 ARUSCP 03675WK55 - 33,100,000 $33,087,863 $33,087,863 0.95 $33,087,863
GLOBAL PAYMENTS INC 0% 10/05/2026, 0.00%, 10/05/26 GPN 37961DK58 - 31,100,000 $31,088,860 $31,088,860 0.89 $31,088,860
ANTERO RESOURCES CORP 0% 10/06/2026, 0.00%, 10/06/26 ARUSCP 03675WK63 - 25,600,000 $25,596,871 $25,596,871 0.74 $25,596,871
AUTONATION INC 0% 10/05/2026, 0.00%, 10/05/26 AUTONA 05330NK57 - 24,950,000 $24,941,288 $24,941,288 0.72 $24,941,288
ANTERO RESOURCES CORP 0% 10/09/2026, 0.00%, 10/09/26 ARUSCP 03675WK97 - 24,850,000 $24,830,645 $24,830,645 0.71 $24,830,645
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/14/2026, 0.00%, 10/14/26 FISPP 31622GKE6 - 24,000,000 $23,967,886 $23,967,886 0.69 $23,967,886
LIBERTY UTILITIES CO 0% 10/05/2026, 0.00%, 10/05/26 LIUTIL 53154MK52 - 20,000,000 $19,993,336 $19,993,336 0.57 $19,993,336
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/16/2026, 0.00%, 10/16/26 FISPP 31622GKG1 - 20,000,000 $19,968,764 $19,968,764 0.57 $19,968,764
HCA INC 0% 10/07/2026, 0.00%, 10/07/26 HCA 40412DK73 - 19,600,000 $19,588,260 $19,588,260 0.56 $19,588,260
HCA INC 0% 10/20/2026, 0.00%, 10/20/26 HCA 40412DKL2 - 19,000,000 $18,958,774 $18,958,774 0.55 $18,958,774
ENBRIDGE INC 0% 10/08/2026, 0.00%, 10/08/26 ENB 292976X85 - 26,800,000 $18,820,535 $18,820,535 0.54 $18,820,535
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/19/2026, 0.00%, 10/19/26 FISPP 31622GKK2 - 18,000,000 $17,965,841 $17,965,841 0.52 $17,965,841
STELLANTIS FINANCIAL SERVICES US CORP 0% 10/05/2026, 0.00%, 10/05/26 STLACP 85855KK50 - 15,000,000 $14,994,376 $14,994,376 0.43 $14,994,376
SEGREGATED CASH SEGCASH $0.00 8,092,139 $8,092,139 $8,092,139 0.23 $8,092,139
NEW ZEALAND DOLLAR NZD - 8,070,779 $4,537,791 $4,537,791 0.13 $4,537,791
AUSTRALIAN DOLLARS AUD - 3,039,625 $2,118,472 $2,118,472 0.06 $2,118,472
CANADIAN DOLLAR CAD - 1,934,597 $1,359,186 $1,359,186 0.04 $1,359,186
EURO EUR - 396,295 $446,983 $446,983 0.01 $446,983
BRITISH POUND GBP - -1,677,136 $-2,221,961 $-2,221,961 -0.06 $-2,221,961
US DOLLARS USD MD_142224 - -130,791,262 $-130,791,262 $-130,791,262 -3.76 $-130,791,262
Buy Protection, 5.00%, 12/20/31 2I65BRAI7 2I65BRAI7 - 18,000,000 $0 $18,000,000 0.52 $18,000,000
Buy Protection, 5.00%, 12/20/31 2I65BRAI7 2I65BRAI7 - -18,000,000 $-18,000,000 $-18,000,000 -0.52 $-18,000,000
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,376,741 $42,376,741 1.22 $42,376,741
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,376,741 $-42,376,741 -1.22 $-42,376,741
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $59,907,679 $59,907,679 1.72 $59,907,679
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-59,907,679 $-59,907,679 -1.72 $-59,907,679
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $75,453,876 $75,453,876 2.17 $75,453,876
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-75,453,876 $-75,453,876 -2.17 $-75,453,876
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $75,453,876 $75,453,876 2.17 $75,453,876
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-75,453,876 $-75,453,876 -2.17 $-75,453,876
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $77,759,099 $77,759,099 2.24 $77,759,099
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-77,759,099 $-77,759,099 -2.24 $-77,759,099
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - 148,300,000 $83,381,593 $83,381,593 2.40 $83,381,593
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - -148,300,000 $-83,381,593 $-83,381,593 -2.40 $-83,381,593
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $319,520,697 $0 0.00 $0
3M CORRA Futures Sep27 SEP 27 CORU7 FUTURES_CAD - 955.00 $648,475,428 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-798,895 $-798,895 -0.02 $-798,895
FX Forward|USD|10/23/2026 +NZD0 - 830,344 $830,344 $830,344 0.02 $830,344
FX Forward|AUD|10/23/2026 +AUD1 - -435,610,000 $-303,497,840 $-303,497,840 -8.73 $-303,497,840
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 8.76 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-55,521,743 $-55,521,743 -1.60 $-55,521,743
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.62 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,203,068 $-17,203,068 -0.49 $-17,203,068
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.50 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-53,304,668 $-53,304,668 -1.53 $-53,304,668
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.55 $53,792,499
FX Forward|AUD|10/23/2026 +AUD2 - 3,000,000 $2,090,158 $2,090,158 0.06 $2,090,158
FX Forward|USD|10/23/2026 +AUD2 - -2,116,395 $-2,116,395 $-2,116,395 -0.06 $-2,116,395
FX Forward|CAD|10/23/2026 +CADU - -22,435,854 $-15,778,058 $-15,778,058 -0.45 $-15,778,058
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.46 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,393,438 $1,393,438 0.04 $1,393,438
FX Forward|USD|10/23/2026 +AUDU - -1,414,380 $-1,414,380 $-1,414,380 -0.04 $-1,414,380
FX Forward|AUD|10/23/2026 +AUD2 - 2,000,000 $1,393,438 $1,393,438 0.04 $1,393,438
FX Forward|USD|10/23/2026 +AUD2 - -1,416,612 $-1,416,612 $-1,416,612 -0.04 $-1,416,612
FX Forward|GBP|10/23/2026 +GBP0 - -2,257,593 $-2,991,307 $-2,991,307 -0.09 $-2,991,307
FX Forward|USD|10/23/2026 +GBP0 - 3,061,570 $3,061,570 $3,061,570 0.09 $3,061,570
FX Forward|GBP|10/23/2026 +GBP1 - -4,217,974 $-5,588,806 $-5,588,806 -0.16 $-5,588,806
FX Forward|USD|10/23/2026 +GBP1 - 5,716,432 $5,716,432 $5,716,432 0.16 $5,716,432
FX Forward|NZD|10/23/2026 +NZDU - -1,500,000 $-843,903 $-843,903 -0.02 $-843,903
FX Forward|USD|10/23/2026 +NZDU - 884,372 $884,372 $884,372 0.03 $884,372
FX Forward|GBP|10/23/2026 +GBPU - 5,000,000 $6,624,990 $6,624,990 0.19 $6,624,990
FX Forward|USD|10/23/2026 +GBPU - -6,765,101 $-6,765,101 $-6,765,101 -0.19 $-6,765,101
FX Forward|AUD|10/23/2026 +AUDU - -12,000,000 $-8,360,630 $-8,360,630 -0.24 $-8,360,630
FX Forward|USD|10/23/2026 +AUDU - 8,523,610 $8,523,610 $8,523,610 0.25 $8,523,610
FX Forward|AUD|10/23/2026 +AUD2 - 13,000,000 $9,057,349 $9,057,349 0.26 $9,057,349
FX Forward|USD|10/23/2026 +AUD2 - -9,305,387 $-9,305,387 $-9,305,387 -0.27 $-9,305,387
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,393,438 $1,393,438 0.04 $1,393,438
FX Forward|USD|10/23/2026 +AUDU - -1,440,984 $-1,440,984 $-1,440,984 -0.04 $-1,440,984
FX Forward|AUD|10/23/2026 +AUD1 - 1,400,000 $975,407 $975,407 0.03 $975,407
FX Forward|USD|10/23/2026 +AUD1 - -1,002,915 $-1,002,915 $-1,002,915 -0.03 $-1,002,915
FX Forward|CAD|10/08/2026 +CADU - -26,800,000 $-18,830,974 $-18,830,974 -0.54 $-18,830,974
FX Forward|USD|10/08/2026 +CADU - 19,272,650 $19,272,650 $19,272,650 0.55 $19,272,650
FX Forward|GBP|10/23/2026 +GBPU - 14,000,000 $18,549,971 $18,549,971 0.53 $18,549,971
FX Forward|USD|10/23/2026 +GBPU - -18,837,045 $-18,837,045 $-18,837,045 -0.54 $-18,837,045
FX Forward|AUD|10/23/2026 +AUD2 - 4,000,000 $2,786,877 $2,786,877 0.08 $2,786,877
FX Forward|USD|10/23/2026 +AUD2 - -2,843,384 $-2,843,384 $-2,843,384 -0.08 $-2,843,384
FX Forward|GBP|10/23/2026 +GBPU - 13,000,000 $17,224,973 $17,224,973 0.50 $17,224,973
FX Forward|USD|10/23/2026 +GBPU - -17,352,570 $-17,352,570 $-17,352,570 -0.50 $-17,352,570
FX Forward|GBP|10/23/2026 +GBP0 - -5,934,826 $-7,863,632 $-7,863,632 -0.23 $-7,863,632
FX Forward|USD|10/23/2026 +GBP0 - 7,922,877 $7,922,877 $7,922,877 0.23 $7,922,877
FX Forward|AUD|10/23/2026 +AUDU - -13,511,689 $-9,413,853 $-9,413,853 -0.27 $-9,413,853
FX Forward|USD|10/23/2026 +AUDU - 9,537,486 $9,537,486 $9,537,486 0.27 $9,537,486
FX Forward|AUD|10/23/2026 +AUDU - -14,408,683 $-10,038,805 $-10,038,805 -0.29 $-10,038,805
FX Forward|USD|10/23/2026 +AUDU - 10,138,502 $10,138,502 $10,138,502 0.29 $10,138,502
FX Forward|AUD|10/23/2026 +AUDU - -5,349,240 $-3,726,918 $-3,726,918 -0.11 $-3,726,918
FX Forward|USD|10/23/2026 +AUDU - 3,758,395 $3,758,395 $3,758,395 0.11 $3,758,395
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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