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 04/29/2026)

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 $44,404,412 $44,404,412 1.36 $43,768,539
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,040,042 $33,040,042 1.01 $32,679,709
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,953,042 $27,953,042 0.87 $27,664,034
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,463,222 $26,463,222 0.82 $26,010,518
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $26,122,610 $26,122,610 0.81 $25,518,410
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,214,464 $25,214,464 0.78 $24,886,421
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $24,943,982 $24,943,982 0.77 $24,916,750
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,644,900 $24,644,900 0.76 $24,249,780
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,513,430 $24,513,430 0.76 $23,991,412
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,818,911 $23,818,911 0.74 $23,531,602
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,477,481 $23,477,481 0.73 $22,986,622
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 $23,350,230 $23,350,230 0.72 $23,142,840
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,245,375 $23,245,375 0.72 $23,182,030
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,238,451 $23,238,451 0.72 $22,759,064
Amazon.com, Inc. 4.0% 13-MAR-2029, 4.00%, 03/13/29 AMZN 023135DC7 - 22,585,000 $22,531,788 $22,531,788 0.70 $22,413,844
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,127,252 $22,127,252 0.69 $21,898,783
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,667,787 $21,667,787 0.67 $21,524,543
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,663,850 $21,663,850 0.67 $21,302,125
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,837,215 $20,837,215 0.65 $20,611,086
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,816,988 $20,816,988 0.64 $20,676,846
BX Trust 2025-ROIC A 4.79854% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,519,820 $20,519,820 0.64 $20,478,645
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,392,505 $20,392,505 0.63 $19,933,655
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,029,807 $20,029,807 0.62 $19,995,623
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,029,579 $20,029,579 0.62 $19,976,859
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,597,009 $19,597,009 0.61 $19,497,189
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,334,573 $19,334,573 0.60 $19,209,801
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,095,886 $19,095,886 0.59 $19,021,161
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,795,513 $18,795,513 0.58 $18,783,380
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,687,846 $18,687,846 0.58 $18,527,378
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,459,911 $18,459,911 0.57 $18,381,377
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,889,601 $17,889,601 0.55 $17,719,554
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,745,867 $17,745,867 0.55 $17,565,291
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,673,762 $17,673,762 0.55 $17,149,370
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,579,740 $17,579,740 0.54 $17,417,514
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,573,961 $17,573,961 0.54 $17,144,181
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,096,875 $17,096,875 0.53 $17,080,546
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,047,301 $17,047,301 0.53 $16,932,272
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,779,396 $16,779,396 0.52 $16,735,890
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,712,117 $16,712,117 0.52 $16,674,477
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,549,050 $16,549,050 0.51 $16,514,024
American Express Company 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,948,784 $15,948,784 0.49 $15,948,784
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,887,368 $15,887,368 0.49 $15,809,146
UBS AG Stamford Branch FRN 16-MAR-2029, 4.47%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,859,529 $15,859,529 0.49 $15,771,740
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,683,109 $15,683,109 0.49 $15,663,920
NOW Trust 2024-1 A 5.4875% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 21,621,963 $15,527,063 $15,527,063 0.48 $15,489,919
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,486,215 $15,486,215 0.48 $15,157,957
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,331,041 $15,331,041 0.47 $15,028,271
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,231,212 $15,231,212 0.47 $14,973,497
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,138,655 $15,138,655 0.47 $15,105,614
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,041,313 $15,041,313 0.47 $14,867,713
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,023,966 $15,023,966 0.47 $14,958,399
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 14,966,417 $14,989,103 $14,989,103 0.46 $14,969,355
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,845,551 $14,845,551 0.46 $14,638,148
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,818,696 $14,818,696 0.46 $14,628,105
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,750,026 $14,750,026 0.46 $14,639,256
REGATTA FUNDING LTD 0% 37, 4.95%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,543,500 $14,543,500 0.45 $14,543,500
Clover CLO 2021-1, LLC AB FLTG 37, 4.98%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,498,550 $14,498,550 0.45 $14,498,550
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,451,184 $14,451,184 0.45 $14,220,298
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,428,378 $14,428,378 0.45 $14,241,541
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,371,567 $14,371,567 0.44 $14,328,676
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,351,241 $14,351,241 0.44 $14,196,308
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,294,346 $14,294,346 0.44 $14,275,719
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,293,220 $14,293,220 0.44 $14,204,967
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,072,944 $14,072,944 0.44 $13,958,370
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,070,304 $14,070,304 0.44 $14,004,594
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,918,393 $13,918,393 0.43 $13,838,770
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,917,036 $13,917,036 0.43 $13,838,795
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,903,108 $13,903,108 0.43 $13,854,983
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,896,638 $13,896,638 0.43 $13,560,097
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,809,813 $13,809,813 0.43 $13,653,321
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,764,594 $13,764,594 0.43 $13,581,616
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1619% 25-OCT-2041, 5.15%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,731,249 $13,762,689 $13,762,689 0.43 $13,756,801
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,746,293 $13,746,293 0.43 $13,532,206
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,673,407 $13,673,407 0.42 $13,312,607
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,627,144 $13,627,144 0.42 $13,509,981
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,244,318 $13,244,318 0.41 $13,186,500
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,208,355 $13,208,355 0.41 $12,556,315
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,149,158 $13,149,158 0.41 $13,062,205
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,117,577 $13,117,577 0.41 $12,754,247
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,054,463 $13,054,463 0.40 $12,856,151
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $13,030,231 $13,030,231 0.40 $12,668,241
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,983,662 $12,983,662 0.40 $12,876,193
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,943,343 $12,943,343 0.40 $12,762,824
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,840,156 $12,840,156 0.40 $12,535,194
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,815,878 $12,815,878 0.40 $12,807,500
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,752,515 $12,752,515 0.39 $12,740,300
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 $12,745,878 $12,745,878 0.39 $12,737,665
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,679,138 $12,679,138 0.39 $12,598,404
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,570,035 $12,570,035 0.39 $12,445,608
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,442,911 $12,442,911 0.39 $12,432,197
NOW Trust 2025-1 A 5.2375% 14-FEB-2034, 5.24%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,223,356 $12,332,560 $12,332,560 0.38 $12,304,321
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,284,980 $12,284,980 0.38 $12,132,923
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,217,442 $12,217,442 0.38 $12,052,506
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,205,971 $12,205,971 0.38 $12,035,599
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1619% 25-MAR-2042, 7.15%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,093,073 $12,093,073 0.37 $12,086,028
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,001,430 $12,001,430 0.37 $11,877,180
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,991,558 $11,991,558 0.37 $11,876,077
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $11,946,961 $11,946,961 0.37 $11,894,792
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,887,726 $11,887,726 0.37 $11,816,475
RAF ABS Series 2025-1 A 5.0135% 09-DEC-2031, 5.01%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 16,518,612 $11,816,292 $11,816,292 0.37 $11,782,265
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,812,017 $11,812,017 0.37 $11,503,229
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,725,731 $11,725,731 0.36 $11,590,777
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,688,338 $11,688,338 0.36 $11,515,265
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,670,040 $11,670,040 0.36 $11,525,149
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,668,741 $11,668,741 0.36 $11,601,385
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,325,784 $11,325,784 0.35 $11,274,651
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,224,119 $11,231,182 $11,231,182 0.35 $11,224,096
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,207,716 $11,207,716 0.35 $11,036,803
BX Commercial Mortgage Trust 2026-CSMO A 5.05471% 15-FEB-2043, 5.05%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,046,521 $11,046,521 0.34 $11,023,311
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,829,530 $10,829,530 0.34 $10,802,187
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,709,487 $10,709,487 0.33 $10,576,583
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,643,805 $10,643,805 0.33 $10,628,673
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,570,552 $10,564,388 $10,564,388 0.33 $10,557,447
NRTH Commercial Mortgage Trust 2025-PARK A 5.04798% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,507,926 $10,507,926 0.33 $10,485,841
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,417,612 $10,417,612 0.32 $10,387,355
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,361,030 $10,361,030 0.32 $10,156,684
Connecticut Avenue Securities Trust 2022-R06 1M2 7.5119% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,290,781 $10,290,781 0.32 $10,284,535
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,283,869 $10,283,869 0.32 $10,124,265
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,280,909 $10,280,909 0.32 $10,250,838
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,264,657 $10,264,657 0.32 $10,228,039
Sumisho Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,215,045 $10,215,045 0.32 $10,030,649
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,079,598 $10,079,598 0.31 $9,923,973
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,024,607 $10,024,607 0.31 $9,874,085
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $10,007,255 $10,007,255 0.31 $9,706,143
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,002,256 $10,002,256 0.31 $9,884,534
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,937,774 $9,937,774 0.31 $9,894,144
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,816,906 $9,816,906 0.30 $9,714,452
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,720,844 $9,797,218 $9,797,218 0.30 $9,756,577
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,792,061 $9,792,061 0.30 $9,767,137
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,684,450 $9,684,450 0.30 $9,520,014
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 $9,666,119 $9,666,119 0.30 $9,662,348
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,740,700 $9,660,242 $9,660,242 0.30 $9,532,492
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,505,137 $9,505,137 0.29 $9,352,966
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,359,699 $9,332,394 $9,332,394 0.29 $9,271,904
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,253,582 $9,253,582 0.29 $9,229,389
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,226,308 $9,226,308 0.29 $9,085,871
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,969,574 $8,969,574 0.28 $8,932,053
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,952,193 $8,952,193 0.28 $8,870,345
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,879,465 $8,879,465 0.27 $8,777,385
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,815,327 $8,815,327 0.27 $8,798,342
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,778,710 $8,778,710 0.27 $8,662,790
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,711,569 $8,711,569 0.27 $8,611,590
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,703,017 $8,703,017 0.27 $8,574,409
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,616,455 $8,616,455 0.27 $8,467,450
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 8,800,000 $8,612,098 $8,612,098 0.27 $8,599,112
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,580,676 $8,580,676 0.27 $8,507,053
Plenti PL & Green ABS Trust 2024-2 A1 5.26% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 11,463,844 $8,213,961 $8,213,961 0.25 $8,193,904
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,202,178 $8,202,178 0.25 $8,128,108
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,137,670 $8,137,670 0.25 $8,121,590
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,115,784 $8,115,784 0.25 $7,957,697
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,077,203 $8,077,203 0.25 $7,950,408
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,048,633 $8,048,633 0.25 $8,000,020
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,026,228 $8,026,228 0.25 $8,000,894
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,002,396 $8,002,396 0.25 $7,939,896
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,977,993 $7,977,993 0.25 $7,964,834
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $7,970,765 $7,970,765 0.25 $7,960,785
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,846,606 $7,949,264 $7,949,264 0.25 $7,944,919
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,922,226 $7,922,226 0.25 $7,920,673
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,884,090 $7,884,090 0.24 $7,874,007
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,809,511 $7,809,511 0.24 $7,660,731
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,800,105 $7,800,105 0.24 $7,766,630
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,689,218 $7,689,218 0.24 $7,637,204
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,666,412 $7,666,412 0.24 $7,590,866
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,609,542 $7,609,542 0.24 $7,511,779
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,605,617 $7,605,617 0.24 $7,591,839
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 7,553,496 $7,566,240 $7,566,240 0.23 $7,562,938
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,437,233 $7,437,233 0.23 $7,333,300
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,370,629 $7,370,629 0.23 $7,354,086
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - 7,295,000 $7,311,122 $7,311,122 0.23 $7,266,035
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,271,202 $7,271,202 0.23 $7,248,260
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,253,905 $7,253,905 0.22 $7,164,190
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,251,245 $7,251,245 0.22 $7,070,645
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,187,808 $7,187,808 0.22 $7,152,565
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,112,507 $7,174,949 $7,174,949 0.22 $7,164,198
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,157,059 $7,157,059 0.22 $7,012,684
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,029,564 $7,029,564 0.22 $6,990,346
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,017,716 $7,017,716 0.22 $6,984,571
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,978,727 $6,978,727 0.22 $6,911,164
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,961,310 $6,961,310 0.22 $6,934,816
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,899,696 $6,899,696 0.21 $6,870,367
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,893,342 $6,893,342 0.21 $6,859,410
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,868,393 $6,868,393 0.21 $6,833,360
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,851,632 $6,851,632 0.21 $6,810,072
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,817,529 $6,817,529 0.21 $6,635,396
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,623,045 $6,623,045 0.21 $6,562,325
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,595,584 $6,595,584 0.20 $6,581,099
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,590,336 $6,590,336 0.20 $6,530,293
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,583,432 $6,583,432 0.20 $6,559,368
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,547,820 $6,569,954 $6,569,954 0.20 $6,560,939
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,568,133 $6,568,133 0.20 $6,337,624
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,566,854 $6,566,854 0.20 $6,490,073
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,506,971 $6,506,971 0.20 $6,469,376
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,427,546 $6,427,546 0.20 $6,321,412
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,340,031 $6,340,031 0.20 $6,304,153
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,314,431 $6,314,431 0.20 $6,247,189
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,747,983 $6,287,598 $6,287,598 0.19 $6,271,507
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,250,216 $6,250,216 0.19 $6,162,337
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,212,501 $6,212,501 0.19 $6,209,840
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,208,219 $6,208,219 0.19 $6,158,354
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,964,778 $6,044,053 $6,044,053 0.19 $6,033,858
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,042,681 $6,042,681 0.19 $5,947,867
Metro Finance 2024-1 Trust|5.36|09/17/2030, 5.36%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,337,827 $5,985,898 $5,985,898 0.19 $5,974,531
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,967,627 $5,967,627 0.18 $5,963,490
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,953,282 $5,953,282 0.18 $5,849,376
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,935,772 $5,935,772 0.18 $5,910,204
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,849,454 $5,849,454 0.18 $5,726,259
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,839,817 $5,839,817 0.18 $5,823,930
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,786,193 $5,786,193 0.18 $5,757,313
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,781,070 $5,781,070 0.18 $5,705,972
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,750,992 $5,750,992 0.18 $5,727,332
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,692,058 $5,692,058 0.18 $5,547,132
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,495,724 $5,495,724 0.17 $5,422,385
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,199,194 $5,199,194 0.16 $5,158,390
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,192,998 $5,192,998 0.16 $5,162,753
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,173,635 $5,173,635 0.16 $5,038,426
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,134,965 $5,134,965 0.16 $5,042,153
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,121,257 $5,121,257 0.16 $5,047,090
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,093,657 $5,093,657 0.16 $5,087,809
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,103,475 $5,053,656 $5,053,656 0.16 $5,033,362
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,041,023 $5,041,023 0.16 $5,016,766
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,039,046 $5,039,046 0.16 $5,015,469
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,026,769 $5,026,769 0.16 $4,989,289
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,985,769 $4,985,769 0.15 $4,960,884
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.85%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,944,142 $4,949,278 $4,949,278 0.15 $4,947,282
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,854,016 $4,885,164 $4,885,164 0.15 $4,875,122
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,877,207 $4,877,207 0.15 $4,866,389
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,842,886 $4,842,886 0.15 $4,827,241
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,739,336 $4,739,336 0.15 $4,655,099
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,735,304 $4,735,304 0.15 $4,713,617
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,688,528 $4,688,528 0.15 $4,608,332
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,657,330 $4,657,330 0.14 $4,639,584
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,637,602 $4,637,602 0.14 $4,607,514
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,618,426 $4,618,426 0.14 $4,595,419
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,598,510 $4,598,510 0.14 $4,527,870
Connecticut Avenue Securities Trust 2024-R01 1M1 4.7119% 25-JAN-2044, 4.70%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 4,517,749 $4,523,746 $4,523,746 0.14 $4,521,979
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,416,192 $4,416,192 0.14 $4,358,174
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 4,316,494 $4,318,219 $4,318,219 0.13 $4,316,495
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,917,910 $4,238,252 $4,238,252 0.13 $4,227,563
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 $4,198,881 $4,198,881 0.13 $4,195,819
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8619% 25-MAY-2045, 4.85%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 4,119,214 $4,121,211 $4,121,211 0.13 $4,119,548
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,119,904 $4,119,904 0.13 $4,077,750
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,097,900 $4,097,900 0.13 $4,001,522
Plenti PL & Green ABS Trust 2025-1 A1G 5.28% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,694,239 $4,084,199 $4,084,199 0.13 $4,074,198
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,043,476 $4,072,393 $4,072,393 0.13 $4,050,092
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,932,509 $3,940,764 $3,940,764 0.12 $3,939,061
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,898,441 $3,898,441 0.12 $3,895,718
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,829,493 $3,829,493 0.12 $3,797,070
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2619% 25-MAR-2045, 5.25%, 03/25/45 CAS 2025-R03 20754VAB3 - 3,781,383 $3,789,569 $3,789,569 0.12 $3,787,916
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.7119% 25-JAN-2045, 4.70%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,774,308 $3,774,308 0.12 $3,772,831
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,766,940 $3,766,940 0.12 $3,731,766
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,662,752 $3,662,752 0.11 $3,613,076
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,641,405 $3,641,405 0.11 $3,640,076
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 $3,619,369 $3,619,369 0.11 $3,617,283
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,616,625 $3,616,625 0.11 $3,600,052
Liberty Series 2024-1 Auto A 5.25% 25-MAY-2032, 5.38%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,906,746 $3,513,267 $3,513,267 0.11 $3,512,234
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.9119% 25-MAR-2044, 4.90%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,507,558 $3,507,558 0.11 $3,506,127
Plenti PL & Green ABS Trust 2025-1 A1 5.28% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,866,871 $3,484,226 $3,484,226 0.11 $3,475,679
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,399,614 $3,399,614 0.11 $3,308,267
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,359,070 $3,359,070 0.10 $3,324,698
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,303,552 $3,303,552 0.10 $3,256,302
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,248,378 $3,248,378 0.10 $3,245,978
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8619% 25-AUG-2044, 4.85%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,237,596 $3,241,409 $3,241,409 0.10 $3,240,102
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,092,506 $3,092,506 0.10 $3,042,167
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,091,360 $3,091,360 0.10 $3,060,294
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,922,466 $2,922,466 0.09 $2,880,670
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,899,457 $2,899,457 0.09 $2,897,353
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,712,208 $2,712,208 0.08 $2,700,130
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 $2,679,724 $2,679,724 0.08 $2,678,299
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,588,103 $2,588,103 0.08 $2,585,754
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4619% 25-NOV-2041, 5.45%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,477,906 $2,477,906 0.08 $2,476,787
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,408,717 $2,429,984 $2,429,984 0.08 $2,425,055
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,408,509 $2,408,509 0.07 $2,383,107
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7619% 25-DEC-2031, 4.75%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,306,744 $2,321,453 $2,321,453 0.07 $2,309,752
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,196,163 $2,196,163 0.07 $2,188,423
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,079,238 $2,079,238 0.06 $2,075,722
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,969,000 $1,996,918 $1,996,918 0.06 $1,992,257
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,969,000 $1,996,023 $1,996,023 0.06 $1,991,243
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,981,059 $1,981,059 0.06 $1,960,625
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,967,573 $1,967,573 0.06 $1,966,124
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,894,382 $1,894,382 0.06 $1,889,834
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,493,478 $1,786,141 $1,786,141 0.06 $1,781,845
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,749,639 $1,751,127 $1,751,127 0.05 $1,750,420
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7619% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,745,000 $1,745,556 $1,745,556 0.05 $1,744,866
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,717,144 $1,717,144 0.05 $1,705,912
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.0119% 25-FEB-2044, 5.00%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,692,264 $1,693,714 $1,693,714 0.05 $1,693,010
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8619% 25-MAY-2044, 4.85%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,691,670 $1,692,539 $1,692,539 0.05 $1,691,856
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,639,300 $1,651,837 $1,651,837 0.05 $1,648,443
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,620,558 $1,620,558 0.05 $1,579,109
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,480,705 $1,480,705 0.05 $1,476,517
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,561,682 $1,477,393 $1,477,393 0.05 $1,469,823
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,402,835 $1,402,835 0.04 $1,375,109
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.1119% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 1,378,333 $1,379,134 $1,379,134 0.04 $1,378,548
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,297,381 $1,297,381 0.04 $1,269,962
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,287,333 $1,287,333 0.04 $1,274,629
Connecticut Avenue Securities Trust 2025-R02 1M1 4.8119% 25-FEB-2045, 4.80%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,233,100 $1,234,897 $1,234,897 0.04 $1,234,404
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,203,058 $1,203,058 0.04 $1,189,204
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6619% 25-JUN-2043, 5.65%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,047,710 $1,047,710 0.03 $1,047,218
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3619% 25-JUL-2043, 5.35%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,021,161 $1,023,824 $1,023,824 0.03 $1,023,369
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.5119% 25-NOV-2043, 5.50%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,019,925 $1,019,925 0.03 $1,019,460
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,010,445 $1,010,445 0.03 $1,000,907
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,395,124 $1,002,954 $1,002,954 0.03 $1,000,040
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7619% 25-FEB-2044, 4.75%, 02/25/44 CAS 2024-R02 20754GAA8 - 974,935 $975,312 $975,312 0.03 $974,926
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $973,897 $973,897 0.03 $971,602
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $891,734 $891,734 0.03 $888,541
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $875,326 $875,326 0.03 $872,095
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6619% 25-MAY-2043, 5.65%, 05/25/43 STACR 2023-HQA1 35564KX79 - 863,875 $869,535 $869,535 0.03 $869,129
Connecticut Avenue Securities Trust 2024-R03 2M1 4.8119% 25-MAR-2044, 4.80%, 03/25/44 CAS 207941AA3 - 787,099 $787,559 $787,559 0.02 $787,244
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $744,377 $744,377 0.02 $734,429
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $721,022 $721,022 0.02 $715,233
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $714,153 $714,153 0.02 $710,575
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $707,888 $707,888 0.02 $707,049
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $574,059 $574,059 0.02 $572,752
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $401,595 $401,595 0.01 $400,918
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $105,832 $105,832 0.00 $105,785
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,817 $-376,033,830 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -279.00 $-30,038,274 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,099,005 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -368.00 $-28,221,494 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-89,163,520 $0 0.00 $0
AUTONATION INC 0% 04/30/2026, 0.00%, 04/30/26 AUTONA 05330NDW6 - 64,050,000 $64,042,615 $64,042,615 1.98 $64,042,615
AUTONATION INC 0% 05/01/2026, 0.00%, 05/01/26 AUTONA 05330NE13 - 55,850,000 $55,843,717 $55,843,717 1.73 $55,843,717
HCA INC 0% 04/30/2026, 0.00%, 04/30/26 HCA 40412DDW6 - 54,150,000 $54,143,811 $54,143,811 1.68 $54,143,811
GLOBAL PAYMENTS INC 0% 05/04/2026, 0.00%, 05/04/26 GPN 37961DE48 - 42,000,000 $41,975,791 $41,975,791 1.30 $41,975,791
ENBRIDGE INC 0% 05/21/2026, 0.00%, 05/21/26 ENB 292976SN8 - 51,700,000 $37,734,423 $37,734,423 1.17 $37,734,423
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/08/2026, 0.00%, 05/08/26 STLACP 85855KE81 - 37,565,000 $37,525,865 $37,525,865 1.16 $37,525,865
GLOBAL PAYMENTS INC 0% 05/01/2026, 0.00%, 05/01/26 GPN 37961DE14 - 30,900,000 $30,892,874 $30,892,874 0.96 $30,892,874
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/28/2026, 0.00%, 05/28/26 STLACP 85855KEU2 - 24,200,000 $24,115,196 $24,115,196 0.75 $24,115,196
JABIL INC 0% 04/30/2026, 0.00%, 04/30/26 JBLPP 46652MDW2 - 21,550,000 $21,547,304 $21,547,304 0.67 $21,547,304
ENBRIDGE INC 0% 05/22/2026, 0.00%, 05/22/26 ENB 292976SP3 - 24,625,000 $17,971,677 $17,971,677 0.56 $17,971,677
ENBRIDGE INC 0% 05/26/2026, 0.00%, 05/26/26 ENB 292976ST5 - 14,775,000 $10,779,766 $10,779,766 0.33 $10,779,766
HCA INC 0% 05/13/2026, 0.00%, 05/13/26 HCA 40412DED7 - 6,450,000 $6,439,491 $6,439,491 0.20 $6,439,491
SEGREGATED CASH SEGCASH $0.00 5,998,279 $5,998,279 $5,998,279 0.19 $5,998,279
NEW ZEALAND DOLLAR NZD - 6,372,117 $3,725,143 $3,725,143 0.12 $3,725,143
AUSTRALIAN DOLLARS AUD - 2,723,928 $1,945,288 $1,945,288 0.06 $1,945,288
EURO EUR - 1,466,064 $1,715,296 $1,715,296 0.05 $1,715,296
CANADIAN DOLLAR CAD - 1,674,755 $1,224,415 $1,224,415 0.04 $1,224,415
BRITISH POUND GBP - -548,245 $-740,211 $-740,211 -0.02 $-740,211
US DOLLARS USD MD_142224 - -102,497,978 $-102,497,978 $-102,497,978 -3.17 $-102,497,978
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.68 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.68 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $44,061,336 $44,061,336 1.36 $44,061,336
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-44,061,336 $-44,061,336 -1.36 $-44,061,336
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $62,289,178 $62,289,178 1.93 $62,289,178
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-62,289,178 $-62,289,178 -1.93 $-62,289,178
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - 109,400,000 $147,706,100 $147,706,100 4.57 $147,706,100
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - -109,400,000 $-147,706,100 $-147,706,100 -4.57 $-147,706,100
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - 55,600,000 $75,068,182 $75,068,182 2.32 $75,068,182
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - -55,600,000 $-75,068,182 $-75,068,182 -2.32 $-75,068,182
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - 144,900,000 $144,900,000 $144,900,000 4.49 $144,900,000
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - -144,900,000 $-144,900,000 $-144,900,000 -4.49 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - 6,200,000 $8,370,912 $8,370,912 0.26 $8,370,912
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - -6,200,000 $-8,370,912 $-8,370,912 -0.26 $-8,370,912
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - 25,600,000 $34,563,767 $34,563,767 1.07 $34,563,767
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - -25,600,000 $-34,563,767 $-34,563,767 -1.07 $-34,563,767
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - 122,000,000 $164,717,954 $164,717,954 5.10 $164,717,954
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - -122,000,000 $-164,717,954 $-164,717,954 -5.10 $-164,717,954
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $78,453,381 $78,453,381 2.43 $78,453,381
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-78,453,381 $-78,453,381 -2.43 $-78,453,381
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $78,453,381 $78,453,381 2.43 $78,453,381
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-78,453,381 $-78,453,381 -2.43 $-78,453,381
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $599,668,650 $0 0.00 $0
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-785,514 $-785,514 -0.02 $-785,514
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 $-368,555,886 $-368,555,886 -11.41 $-368,555,886
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.39 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-57,532,543 $-57,532,543 -1.78 $-57,532,543
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.77 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-53,566,006 $-53,566,006 -1.66 $-53,566,006
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.67 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,808,552 $-14,808,552 -0.46 $-14,808,552
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.46 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,851,772 $2,851,772 0.09 $2,851,772
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|05/21/2026 +CADU - -51,700,000 $-37,830,995 $-37,830,995 -1.17 $-37,830,995
FX Forward|USD|05/21/2026 +CADU - 37,907,256 $37,907,256 $37,907,256 1.17 $37,907,256
FX Forward|CAD|05/22/2026 +CADU - -24,625,000 $-18,019,903 $-18,019,903 -0.56 $-18,019,903
FX Forward|USD|05/22/2026 +CADU - 18,028,239 $18,028,239 $18,028,239 0.56 $18,028,239
FX Forward|CAD|05/26/2026 +CADU - -14,775,000 $-10,813,834 $-10,813,834 -0.33 $-10,813,834
FX Forward|USD|05/26/2026 +CADU - 10,809,840 $10,809,840 $10,809,840 0.33 $10,809,840
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $733,740 $733,740 0.02 $733,740
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 $855,532 $855,532 0.03 $855,532
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
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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