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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of August 14, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, National Association 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $43,903,786 $43,903,786 1.29 $43,705,826
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,778,288 $27,778,288 0.81 $27,406,215
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,109,981 $26,109,981 0.76 $25,972,014
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,879,058 $25,879,058 0.76 $25,519,895
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,241,647 $25,241,647 0.75 $24,972,689
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,051,597 $25,051,597 0.74 $24,970,129
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,924,934 $24,924,934 0.74 $24,846,340
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,378,721 $24,378,721 0.72 $24,257,411
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,331,219 $24,331,219 0.72 $24,043,640
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $24,076,189 $24,076,189 0.71 $23,378,984
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,571,103 $23,571,103 0.70 $23,392,878
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 $23,374,547 $23,374,547 0.69 $23,112,917
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,306,634 $23,306,634 0.69 $23,032,943
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,958,479 $22,958,479 0.68 $22,713,959
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,178,137 $22,178,137 0.66 $22,062,359
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,918,285 $21,918,285 0.65 $21,506,144
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,824,013 $20,824,013 0.62 $20,642,024
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,757,193 $20,757,193 0.61 $20,633,057
BX Trust 2025-ROIC A 4.8202% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,298,275 $20,298,275 0.60 $20,209,684
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,259,924 $20,259,924 0.60 $19,831,129
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,216,516 $20,216,516 0.60 $19,953,549
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,169,583 $20,169,583 0.60 $19,920,250
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,853,646 $19,853,646 0.59 $19,521,636
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,534,667 $19,534,667 0.58 $19,183,613
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,328,293 $19,328,293 0.57 $18,977,859
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,834,124 $18,834,124 0.56 $18,382,637
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,727,611 $18,727,611 0.55 $18,394,436
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.96608% 25-APR-2042, 7.97%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,690,281 $18,690,281 0.55 $18,605,655
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,965,827 $17,965,827 0.53 $17,513,114
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,481,304 $17,481,304 0.52 $17,450,661
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,349,773 $17,349,773 0.51 $17,039,240
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,323,455 $17,323,455 0.51 $17,089,762
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,323,072 $17,323,072 0.51 $17,057,141
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,277,679 $17,277,679 0.51 $16,889,136
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $17,028,783 $17,028,783 0.50 $16,899,523
BX Trust 2026-CIP A 4.87637% 15-MAY-2038, 4.88%, 05/15/38 BX 2026-CIP 123917AA4 - 16,856,246 $16,942,117 $16,942,117 0.50 $16,866,770
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,894,088 $16,894,088 0.50 $16,612,342
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,864,843 $16,864,843 0.50 $16,744,559
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,778,241 $16,778,241 0.50 $16,666,908
Macquarie AirFinance Holdings Ltd. 5.15% 17-MAR-2030, 5.15%, 03/17/30 MCAIRH 55609NAE8 - 16,500,000 $16,738,534 $16,738,534 0.49 $16,384,472
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,712,477 $16,712,477 0.49 $16,518,848
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,462,170 $16,462,170 0.49 $16,237,139
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $16,079,090 $16,079,090 0.48 $15,875,654
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $16,007,014 $16,007,014 0.47 $15,738,570
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,931,400 $15,931,400 0.47 $15,810,795
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,888,215 $15,888,215 0.47 $15,612,373
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,335,118 $15,335,118 0.45 $15,213,690
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,303,640 $15,303,640 0.45 $15,114,702
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,217,585 $15,217,585 0.45 $15,029,525
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,173,901 $15,173,901 0.45 $15,012,812
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,070,004 $15,070,004 0.45 $14,951,646
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,944,334 $14,944,334 0.44 $14,586,639
Illinois Tool Works, Inc. 4.65% 15-AUG-2029, 4.65%, 08/13/29 ITW 452308BD0 - 14,868,000 $14,891,444 $14,891,444 0.44 $14,883,762
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,823,828 $14,823,828 0.44 $14,752,825
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,770,444 $14,770,444 0.44 $14,763,539
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,665,256 $14,665,256 0.43 $14,619,594
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,586,579 $14,586,579 0.43 $14,523,780
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,581,873 $14,581,873 0.43 $14,525,042
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,546,949 $14,546,949 0.43 $14,504,402
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,544,629 $14,544,629 0.43 $14,302,197
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,482,339 $14,482,339 0.43 $14,184,242
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,447,566 $14,447,566 0.43 $14,229,630
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,351,636 $14,351,636 0.42 $14,222,900
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,235,993 $14,235,993 0.42 $13,963,491
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,149,792 $14,149,792 0.42 $14,131,339
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,099,798 $14,099,798 0.42 $13,954,178
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $14,076,484 $14,076,484 0.42 $13,856,713
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,015,697 $14,015,697 0.41 $13,904,541
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,973,623 $13,973,623 0.41 $13,864,402
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,830,795 $13,830,795 0.41 $13,681,414
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,797,519 $13,797,519 0.41 $13,464,211
NOW Trust 2024-1 A 5.7092% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 18,328,436 $13,698,167 $13,698,167 0.40 $13,046,698
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,687,746 $13,687,746 0.40 $13,673,497
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,655,894 $13,655,894 0.40 $13,484,235
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,643,002 $13,643,002 0.40 $13,544,680
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,598,342 $13,598,342 0.40 $13,551,664
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,498,947 $13,498,947 0.40 $13,483,052
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,452,958 $13,452,958 0.40 $13,252,758
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,441,292 $13,441,292 0.40 $13,170,142
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,305,646 $13,305,646 0.39 $13,305,646
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,297,901 $13,297,901 0.39 $13,086,895
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,246,848 $13,246,848 0.39 $13,121,185
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $13,220,136 $13,220,136 0.39 $13,118,810
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 13,135,289 $13,199,058 $13,199,058 0.39 $13,158,385
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,141,781 $13,141,781 0.39 $12,839,411
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,970,310 $12,970,310 0.38 $12,782,647
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,927,995 $12,927,995 0.38 $12,714,513
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,914,452 $12,914,452 0.38 $12,715,535
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,904,660 $12,904,660 0.38 $12,832,233
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.49%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,898,216 $12,898,216 0.38 $12,842,324
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,846,387 $12,846,387 0.38 $12,544,152
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,807,705 $12,807,705 0.38 $12,601,158
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,757,279 $12,757,279 0.38 $12,724,826
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,641,072 $12,641,072 0.37 $12,471,181
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.11608% 25-OCT-2041, 5.12%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,565,627 $12,620,353 $12,620,353 0.37 $12,582,852
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,489,733 $12,489,733 0.37 $12,315,705
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,445,655 $12,445,655 0.37 $12,343,748
Connecticut Avenue Securities Trust 2022-R03 1M2 7.11608% 25-MAR-2042, 7.12%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,417,942 $12,417,942 0.37 $12,367,317
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,387,674 $12,387,674 0.37 $12,258,443
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,372,061 $12,372,061 0.37 $12,276,263
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,284,712 $12,284,712 0.36 $12,241,088
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,155,227 $12,155,227 0.36 $12,028,632
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,099,419 $12,099,419 0.36 $12,048,071
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,097,093 $12,097,093 0.36 $12,035,819
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $12,035,937 $12,035,937 0.36 $11,802,477
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,952,107 $11,952,107 0.35 $11,894,827
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,946,693 $11,946,693 0.35 $11,908,827
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,922,101 $11,922,101 0.35 $11,773,187
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,759,691 $11,759,691 0.35 $11,730,746
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,607,987 $11,607,987 0.34 $11,508,524
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,511,491 $11,511,491 0.34 $11,387,408
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,496,918 $11,496,918 0.34 $11,464,392
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,427,409 $11,427,409 0.34 $11,407,317
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 11,500,000 $11,303,673 $11,303,673 0.33 $11,284,778
BX Commercial Mortgage Trust 2026-CSMO A 5.07637% 15-FEB-2043, 5.08%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,098,813 $11,098,813 0.33 $11,047,533
NOW Trust 2025-1 A 5.4592% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,920,992 $11,049,341 $11,049,341 0.33 $10,590,942
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,977,765 $10,977,765 0.32 $10,804,137
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,877,365 $10,877,365 0.32 $10,861,641
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,755,173 $10,755,173 0.32 $10,560,144
NRTH Commercial Mortgage Trust 2025-PARK A 5.06964% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,580,962 $10,580,962 0.31 $10,532,167
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 10,490,316 $10,524,632 $10,524,632 0.31 $10,480,722
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,513,161 $10,513,161 0.31 $10,449,047
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,422,823 $10,422,823 0.31 $10,252,858
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,375,433 $10,375,433 0.31 $10,310,717
Connecticut Avenue Securities Trust 2022-R06 1M2 7.46608% 25-MAY-2042, 7.47%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,248,794 $10,248,794 0.30 $10,205,242
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,176,858 $10,176,858 0.30 $10,159,281
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,157,117 $10,157,117 0.30 $10,048,079
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,143,613 $10,143,613 0.30 $10,096,039
FS Commercial Mortgage Trust 2026-PALM A 5.07637% 15-JUL-2041, 5.05%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,043,701 $10,043,701 0.30 $10,008,632
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,012,780 $10,012,780 0.30 $10,004,579
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $10,004,598 $10,004,598 0.30 $10,000,598
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,990,500 $9,990,500 0.30 $9,906,572
RAF ABS Series 2025-1 A 5.2718% 09-DEC-2031, 5.26%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 14,048,251 $9,977,815 $9,977,815 0.29 $9,967,765
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,974,061 $9,974,061 0.29 $9,902,589
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,915,276 $9,915,276 0.29 $9,783,678
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,906,886 $9,906,886 0.29 $9,759,743
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,899,692 $9,899,692 0.29 $9,779,303
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,813,256 $9,813,256 0.29 $9,639,203
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 $9,720,642 $9,720,642 0.29 $9,704,051
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.52%, 12/25/55 BVINV 2025-4 67647DAU3 - 9,632,721 $9,650,920 $9,650,920 0.29 $9,624,336
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,598,050 $9,598,050 0.28 $9,489,351
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,589,661 $9,589,661 0.28 $9,517,362
Accenture Capital, Inc. 4.75% 10-JUL-2029, 4.75%, 07/10/29 ACN 00440KAF0 - 9,519,000 $9,578,695 $9,578,695 0.28 $9,532,224
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,495,911 $9,495,911 0.28 $9,471,903
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,476,875 $9,476,875 0.28 $9,332,395
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,406,695 $9,406,695 0.28 $9,310,597
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,396,460 $9,396,460 0.28 $9,337,638
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,355,329 $9,355,329 0.28 $9,324,590
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,353,959 $9,353,959 0.28 $9,257,322
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 9,141,439 $9,164,736 $9,164,736 0.27 $9,138,323
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,089,470 $9,162,190 $9,162,190 0.27 $9,101,912
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,109,849 $9,109,849 0.27 $9,067,049
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,088,262 $9,088,262 0.27 $8,936,036
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $8,994,321 $8,994,321 0.27 $8,970,529
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,923,248 $8,923,248 0.26 $8,785,101
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,915,026 $8,915,026 0.26 $8,809,921
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,780,615 $8,780,615 0.26 $8,764,188
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,693,007 $8,693,007 0.26 $8,652,642
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,691,858 $8,691,858 0.26 $8,602,324
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,666,424 $8,666,424 0.26 $8,487,767
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,620,372 $8,620,372 0.25 $8,614,030
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,469,444 $8,469,444 0.25 $8,424,033
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 8,498,116 $8,456,102 $8,456,102 0.25 $8,427,402
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,432,862 $8,432,862 0.25 $8,386,805
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,338,293 $8,338,293 0.25 $8,260,000
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,301,641 $8,301,641 0.25 $8,105,639
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,292,374 $8,292,374 0.25 $8,256,120
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,165,341 $8,165,341 0.24 $8,010,573
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,151,130 $8,151,130 0.24 $8,143,872
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,106,356 $8,106,356 0.24 $7,954,689
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,104,420 $8,104,420 0.24 $7,966,142
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,089,056 $8,089,056 0.24 $8,050,334
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,076,494 $8,076,494 0.24 $7,933,018
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 8,000,000 $8,043,152 $8,043,152 0.24 $8,023,400
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $8,040,953 $8,040,953 0.24 $8,025,404
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,029,829 $8,029,829 0.24 $7,862,049
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,003,641 $8,003,641 0.24 $7,967,232
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,966,210 $7,966,210 0.24 $7,895,551
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $7,963,057 $7,963,057 0.24 $7,921,966
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,894,014 $7,894,014 0.23 $7,748,607
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,827,286 $7,827,286 0.23 $7,668,244
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,714,901 $7,714,901 0.23 $7,602,841
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,514,350 $7,514,350 0.22 $7,490,928
Connecticut Avenue Securities Trust 2022-R02 2M2 6.61608% 25-JAN-2042, 6.62%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,390,706 $7,476,450 $7,476,450 0.22 $7,447,926
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,435,659 $7,435,659 0.22 $7,320,778
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,352,816 $7,352,816 0.22 $7,227,588
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,260,161 $7,260,161 0.21 $7,250,362
UBS AG Stamford Branch FRN 07-AUG-2029, 4.26%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,153,870 $7,153,870 0.21 $7,145,435
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,149,696 $7,149,696 0.21 $7,045,746
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,126,624 $7,126,624 0.21 $7,120,933
Plenti PL & Green ABS Trust 2024-2 A1 5.485% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 9,958,850 $7,084,867 $7,084,867 0.21 $7,078,498
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,075,418 $7,075,418 0.21 $6,896,635
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,046,791 $7,046,791 0.21 $6,998,960
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,039,666 $7,039,666 0.21 $6,985,109
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,988,440 $6,988,440 0.21 $6,850,774
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,952,832 $6,952,832 0.21 $6,821,683
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,931,573 $6,931,573 0.20 $6,880,096
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,881,959 $6,881,959 0.20 $6,826,447
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,856,536 $6,856,536 0.20 $6,828,898
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,829,172 $6,829,172 0.20 $6,812,991
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,718,069 $6,718,069 0.20 $6,610,214
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,702,204 $6,702,204 0.20 $6,544,511
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,682,907 $6,682,907 0.20 $6,565,095
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,681,482 $6,681,482 0.20 $6,354,239
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,674,631 $6,674,631 0.20 $6,555,203
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,570,005 $6,570,005 0.19 $6,450,315
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,475,551 $6,475,551 0.19 $6,448,140
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,416,224 $6,416,224 0.19 $6,284,372
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,356,834 $6,356,834 0.19 $6,315,265
Connecticut Avenue Securities Trust 2025-R01 1M2 5.11608% 25-JAN-2045, 5.12%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,228,437 $6,228,437 0.18 $6,209,919
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,119,409 $6,188,174 $6,188,174 0.18 $6,163,197
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,161,665 $6,161,665 0.18 $6,092,339
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,121,628 $6,121,628 0.18 $6,103,479
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,053,317 $6,053,317 0.18 $6,017,975
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,010,256 $6,010,256 0.18 $5,958,433
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,967,765 $5,967,765 0.18 $5,949,564
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,951,554 $5,951,554 0.18 $5,913,963
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,901,384 $5,901,384 0.17 $5,828,833
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,871,224 $5,871,224 0.17 $5,807,544
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,868,598 $5,868,598 0.17 $5,836,931
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,834,757 $5,834,757 0.17 $5,741,499
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,798,073 $5,832,760 $5,832,760 0.17 $5,811,204
Connecticut Avenue Securities Trust 2024-R06 1M2 5.21608% 25-SEP-2044, 5.22%, 09/25/44 CAS 2024-R06 20755RAC9 - 5,800,501 $5,823,506 $5,823,506 0.17 $5,805,857
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,770,265 $5,770,265 0.17 $5,712,714
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,720,449 $5,720,449 0.17 $5,698,064
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,699,279 $5,699,279 0.17 $5,613,443
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,531,573 $5,531,573 0.16 $5,501,135
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,416,149 $5,416,149 0.16 $5,399,765
Metro Finance 2024-1 Trust|5.56|09/17/2030, 5.56%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,444,480 $5,322,279 $5,322,279 0.16 $5,297,348
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,259,914 $5,259,914 0.16 $5,156,120
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,191,911 $5,191,911 0.15 $5,141,335
Connecticut Avenue Securities Trust 2023-R02 1M2 6.96608% 25-JAN-2043, 6.97%, 01/25/43 CAS 2023-R02 20755AAC6 - 5,000,000 $5,172,970 $5,172,970 0.15 $5,152,652
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,143,191 $5,143,191 0.15 $5,067,818
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,054,335 $5,115,127 $5,115,127 0.15 $5,091,803
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,106,347 $5,106,347 0.15 $5,010,694
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,092,109 $5,092,109 0.15 $5,090,056
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,088,743 $5,088,743 0.15 $5,013,355
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,068,655 $5,068,655 0.15 $5,026,030
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,027,616 $5,027,616 0.15 $4,947,258
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 5,000,000 $5,021,990 $5,021,990 0.15 $4,999,324
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,014,629 $5,014,629 0.15 $5,000,768
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,921,646 $4,921,646 0.15 $4,860,758
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,868,031 $4,883,843 $4,883,843 0.14 $4,879,227
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,852,799 $4,852,799 0.14 $4,742,630
BX Commercial Mortgage Trust 2024-AIRC A 5.36724% 15-AUG-2041, 5.37%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,764,173 $4,803,079 $4,803,079 0.14 $4,779,638
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,790,607 $4,790,607 0.14 $4,707,853
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,716,778 $4,716,778 0.14 $4,633,552
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,677,916 $4,677,916 0.14 $4,649,489
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,677,438 $4,677,438 0.14 $4,570,698
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,669,946 $4,669,946 0.14 $4,588,328
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,643,615 $4,643,615 0.14 $4,606,784
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,545,735 $4,545,735 0.13 $4,520,730
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,356,383 $4,356,383 0.13 $4,339,089
Santander Bank Auto Credit-Linked Notes, Series 2024-B B 4.965% 15-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,195,338 $4,227,839 $4,227,839 0.12 $4,209,324
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 $4,198,133 $4,198,133 0.12 $4,184,658
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,184,482 $4,184,482 0.12 $4,033,147
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.82%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,887,264 $3,898,925 $3,898,925 0.12 $3,888,004
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,876,782 $3,876,782 0.11 $3,864,798
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,816,886 $3,816,886 0.11 $3,773,585
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,726,392 $3,726,392 0.11 $3,678,266
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,689,203 $3,689,203 0.11 $3,640,478
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,663,379 $3,663,379 0.11 $3,593,071
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,638,711 $3,638,711 0.11 $3,597,334
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 $3,634,738 $3,634,738 0.11 $3,625,560
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,585,131 $3,585,131 0.11 $3,546,946
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.86608% 25-MAR-2044, 4.87%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,518,870 $3,518,870 0.10 $3,508,917
RESIMAC Bastille Trust 2024-1NC A2 5.655% 13-SEP-2055, 5.67%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,851,527 $3,452,939 $3,452,939 0.10 $3,450,803
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,357,606 $3,357,606 0.10 $3,305,028
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,337,358 $3,337,358 0.10 $3,289,471
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,303,643 $3,303,643 0.10 $3,294,229
Plenti PL & Green ABS Trust 2025-1 A1G 5.505% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,611,336 $3,278,688 $3,278,688 0.10 $3,275,723
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,263,246 $3,263,246 0.10 $3,248,846
Connecticut Avenue Securities, Series 2021-R01 1M2 5.16608% 25-OCT-2041, 5.17%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,230,579 $3,243,583 $3,243,583 0.10 $3,233,848
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,237,390 $3,237,390 0.10 $3,226,831
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,082,540 $3,082,540 0.09 $3,074,381
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,069,748 $3,069,748 0.09 $3,024,075
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,056,512 $3,056,512 0.09 $3,035,109
Liberty Series 2024-1 Auto A 5.5475% 25-MAY-2032, 5.55%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,236,612 $3,021,133 $3,021,133 0.09 $3,011,544
Connecticut Avenue Securities Trust 2024-R01 1M1 4.66608% 25-JAN-2044, 4.67%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,917,628 $2,927,547 $2,927,547 0.09 $2,919,605
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,903,152 $2,903,152 0.09 $2,893,894
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,890,913 $2,890,913 0.09 $2,878,175
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.76608% 25-FEB-2045, 4.77%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,880,527 $2,887,956 $2,887,956 0.09 $2,879,947
Plenti PL & Green ABS Trust 2025-1 A1 5.505% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 3,941,312 $2,804,145 $2,804,145 0.08 $2,801,611
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,736,505 $2,736,505 0.08 $2,721,268
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.66608% 25-JAN-2045, 4.67%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,723,567 $2,729,334 $2,729,334 0.08 $2,721,921
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 $2,685,891 $2,685,891 0.08 $2,679,620
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,638,933 $2,638,933 0.08 $2,601,761
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,615,740 $2,615,740 0.08 $2,596,458
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.41608% 25-NOV-2041, 5.42%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,417,782 $2,429,816 $2,429,816 0.07 $2,422,177
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,364,723 $2,364,723 0.07 $2,363,271
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.81608% 25-MAY-2045, 4.82%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,298,570 $2,305,028 $2,305,028 0.07 $2,298,570
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.81608% 25-AUG-2044, 4.82%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,301,080 $2,301,080 0.07 $2,294,635
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,166,365 $2,184,139 $2,184,139 0.06 $2,174,682
Connecticut Avenue Securities Trust 2023-R04|7.16608|05/25/2043, 7.17%, 05/25/43 CAS 2023-R04 20754QAB4 - 2,065,000 $2,154,990 $2,154,990 0.06 $2,145,535
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,127,035 $2,136,117 $2,136,117 0.06 $2,130,327
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,107,360 $2,107,360 0.06 $2,093,677
Connecticut Avenue Securities Trust 2025-R03 2M1 5.21608% 25-MAR-2045, 5.22%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,027,607 $2,035,017 $2,035,017 0.06 $2,028,847
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $2,006,910 $2,006,910 0.06 $1,956,928
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.36608% 25-SEP-2042, 9.37%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,954,115 $1,954,115 0.06 $1,944,007
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.71608% 25-DEC-2031, 4.72%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,874,993 $1,882,074 $1,882,074 0.06 $1,876,916
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,799,548 $1,799,548 0.05 $1,790,298
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,739,940 $1,739,940 0.05 $1,705,144
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,692,570 $1,717,865 $1,717,865 0.05 $1,709,098
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,692,570 $1,717,542 $1,717,542 0.05 $1,708,995
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,606,225 $1,606,225 0.05 $1,584,789
Connecticut Avenue Securities Trust 2023-R01|7.36608|12/25/2042, 7.37%, 12/25/42 CAS 2023-R01 207932AB0 - 1,515,000 $1,573,418 $1,573,418 0.05 $1,565,977
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,530,746 $1,530,746 0.05 $1,521,789
Plenti Auto ABS Trust 2025-1 A 5.405% 12-AUG-2033, 5.42%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,117,478 $1,505,402 $1,505,402 0.04 $1,504,288
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,501,344 $1,501,344 0.04 $1,485,850
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,491,810 $1,491,810 0.04 $1,488,733
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,557,605 $1,484,807 $1,484,807 0.04 $1,475,423
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,420,820 $1,433,114 $1,433,114 0.04 $1,426,837
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,379,193 $1,379,193 0.04 $1,370,744
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.81608% 25-MAY-2044, 4.82%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,330,250 $1,333,987 $1,333,987 0.04 $1,330,250
Connecticut Avenue Securities Trust 2022-R01 1M2 5.51608% 25-DEC-2041, 5.52%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,295,900 $1,303,327 $1,303,327 0.04 $1,299,157
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.82%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,293,262 $1,297,180 $1,297,180 0.04 $1,293,547
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,288,478 $1,288,478 0.04 $1,282,633
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,282,055 $1,282,055 0.04 $1,267,633
Connecticut Avenue Securities Trust 2022-R04 1M2 6.71608% 25-MAR-2042, 6.72%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,279,506 $1,279,506 0.04 $1,274,570
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,184,283 $1,184,283 0.04 $1,182,907
Connecticut Avenue Securities Trust 2025-R01 1M1 4.71608% 25-JAN-2045, 4.72%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,089,424 $1,092,243 $1,092,243 0.03 $1,089,246
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.96608% 25-FEB-2044, 4.97%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,086,579 $1,090,057 $1,090,057 0.03 $1,086,910
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.61608% 25-JUN-2043, 5.62%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,053,412 $1,053,412 0.03 $1,049,986
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.46608% 25-NOV-2043, 5.47%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,022,140 $1,022,140 0.03 $1,018,906
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $986,716 $986,716 0.03 $968,049
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $900,326 $900,326 0.03 $896,297
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $886,618 $886,618 0.03 $882,463
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,095,311 $779,409 $779,409 0.02 $778,577
Connecticut Avenue Securities Trust 2023-R06 1M1 5.31608% 25-JUL-2043, 5.32%, 07/25/43 CAS 2023-R06 20754EAA3 - 759,578 $763,595 $763,595 0.02 $761,239
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $741,869 $741,869 0.02 $736,701
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $719,421 $719,421 0.02 $708,561
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $717,332 $717,332 0.02 $709,412
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $716,085 $716,085 0.02 $705,171
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.61608% 25-MAY-2043, 5.62%, 05/25/43 STACR 2023-HQA1 35564KX79 - 682,227 $687,451 $687,451 0.02 $685,216
Connecticut Avenue Securities Trust 2025-R02 1M1 4.76608% 25-FEB-2045, 4.77%, 02/25/45 CAS 2025-R02 20754TAC6 - 630,608 $632,432 $632,432 0.02 $630,678
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $405,086 $405,086 0.01 $401,697
Connecticut Avenue Securities Trust 2024-R03 2M1 4.76608% 25-MAR-2044, 4.77%, 03/25/44 CAS 207941AA3 - 376,728 $377,867 $377,867 0.01 $376,820
Connecticut Avenue Securities Trust 2024-R02 1M1 4.71608% 25-FEB-2044, 4.72%, 02/25/44 CAS 2024-R02 20754GAA8 - 353,015 $353,993 $353,993 0.01 $353,022
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $226,672 $226,672 0.01 $224,080
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.06608% 25-OCT-2044, 5.07%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 165,669 $166,165 $166,165 0.00 $165,675
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,822 $106,822 0.00 $105,504
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,485,466 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,372,427 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -893.00 $-65,933,785 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,772 $-571,335,190 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -411.00 $-43,742,602 $-0 0.00 $-0
AUTONATION INC 0% 08/17/2026, 0.00%, 08/17/26 AUTONA 05330NHH5 - 33,750,000 $33,738,778 $33,738,778 1.00 $33,738,778
ARES CAPITAL CORP 0% 08/24/2026, 0.00%, 08/24/26 ARCCCP 04022DHQ3 - 31,350,000 $31,313,681 $31,313,681 0.93 $31,313,681
ENBRIDGE INC 0% 08/27/2026, 0.00%, 08/27/26 ENB 292976VU8 - 41,525,000 $29,894,290 $29,894,290 0.88 $29,894,290
HUMANA INC 0% 08/21/2026, 0.00%, 08/21/26 HUMPP 44486JHM4 - 27,750,000 $27,729,226 $27,729,226 0.82 $27,729,226
GLOBAL PAYMENTS INC 0% 08/17/2026, 0.00%, 08/17/26 GPN 37961DHH6 - 27,650,000 $27,640,563 $27,640,563 0.82 $27,640,563
STELLANTIS FINANCIAL SERVICES US CORP 0% 09/02/2026, 0.00%, 09/02/26 STLACP 85855KJ29 - 25,000,000 $24,942,712 $24,942,712 0.74 $24,942,712
ENBRIDGE INC 0% 08/31/2026, 0.00%, 08/31/26 ENB 292976VY0 - 27,000,000 $19,431,557 $19,431,557 0.57 $19,431,557
HUMANA INC 0% 08/17/2026, 0.00%, 08/17/26 HUMPP 44486JHH5 - 19,000,000 $18,993,922 $18,993,922 0.56 $18,993,922
HCA INC 0% 08/18/2026, 0.00%, 08/18/26 HCA 40412DHJ1 - 17,000,000 $16,998,158 $16,998,158 0.50 $16,998,158
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/25/2026, 0.00%, 08/25/26 STLACP 85855KHR6 - 17,000,000 $16,977,592 $16,977,592 0.50 $16,977,592
ANTERO RESOURCES CORP 0% 08/17/2026, 0.00%, 08/17/26 ARUSCP 03675WHH3 - 16,500,000 $16,494,294 $16,494,294 0.49 $16,494,294
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 08/27/2026, 0.00%, 08/27/26 FISPP 31622GHT7 - 16,500,000 $16,476,982 $16,476,982 0.49 $16,476,982
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/18/2026, 0.00%, 08/18/26 STLACP 85855KHJ4 - 16,100,000 $16,092,354 $16,092,354 0.48 $16,092,354
HCA INC 0% 08/17/2026, 0.00%, 08/17/26 HCA 40412DHH5 - 14,450,000 $14,445,071 $14,445,071 0.43 $14,445,071
GLOBAL PAYMENTS INC 0% 08/20/2026, 0.00%, 08/20/26 GPN 37961DHL7 - 12,600,000 $12,591,345 $12,591,345 0.37 $12,591,345
SEGREGATED CASH SEGCASH $0.00 6,900,138 $6,900,138 $6,900,138 0.20 $6,900,138
NEW ZEALAND DOLLAR NZD - 7,021,024 $4,137,145 $4,137,145 0.12 $4,137,145
EURO EUR - 1,549,730 $1,794,750 $1,794,750 0.05 $1,794,750
CANADIAN DOLLAR CAD - 1,702,004 $1,226,272 $1,226,272 0.04 $1,226,272
AUSTRALIAN DOLLARS AUD - 885,858 $628,250 $628,250 0.02 $628,250
BRITISH POUND GBP - -352,692 $-477,844 $-477,844 -0.01 $-477,844
US DOLLARS USD MD_142224 - -43,979,928 $-43,979,928 $-43,979,928 -1.30 $-43,979,928
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $44,411,839 $44,411,839 1.31 $44,411,839
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-44,411,839 $-44,411,839 -1.31 $-44,411,839
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $62,784,682 $62,784,682 1.86 $62,784,682
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-62,784,682 $-62,784,682 -1.86 $-62,784,682
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $79,077,469 $79,077,469 2.34 $79,077,469
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-79,077,469 $-79,077,469 -2.34 $-79,077,469
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $79,077,469 $79,077,469 2.34 $79,077,469
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-79,077,469 $-79,077,469 -2.34 $-79,077,469
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $81,493,397 $81,493,397 2.41 $81,493,397
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-81,493,397 $-81,493,397 -2.41 $-81,493,397
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $329,416,315 $0 0.00 $0
3MO EURO EURIBOR Dec27 DEC 27 ERZ7 FUTURES_EUR - 467.00 $525,123,512 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-838,386 $-838,386 -0.02 $-838,386
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 $-308,562,682 $-308,562,682 -9.12 $-308,562,682
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 9.01 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-57,058,478 $-57,058,478 -1.69 $-57,058,478
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.66 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,696,107 $-17,696,107 -0.52 $-17,696,107
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.52 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-54,501,252 $-54,501,252 -1.61 $-54,501,252
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.59 $53,792,499
FX Forward|CAD|08/27/2026 +CADU - -37,904,000 $-27,321,191 $-27,321,191 -0.81 $-27,321,191
FX Forward|USD|08/27/2026 +CADU - 26,899,688 $26,899,688 $26,899,688 0.80 $26,899,688
FX Forward|CAD|08/27/2026 +CADU - -3,621,000 $-2,610,016 $-2,610,016 -0.08 $-2,610,016
FX Forward|USD|08/27/2026 +CADU - 2,570,490 $2,570,490 $2,570,490 0.08 $2,570,490
FX Forward|CAD|08/31/2026 +CADU - -27,000,000 $-19,465,345 $-19,465,345 -0.58 $-19,465,345
FX Forward|USD|08/31/2026 +CADU - 19,204,098 $19,204,098 $19,204,098 0.57 $19,204,098
FX Forward|AUD|10/23/2026 +AUD2 - 3,000,000 $2,125,039 $2,125,039 0.06 $2,125,039
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 $-16,214,765 $-16,214,765 -0.48 $-16,214,765
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.48 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,416,692 $1,416,692 0.04 $1,416,692
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 - - 2,000,000 $1,416,692 $1,416,692 0.04 $1,416,692
FX Forward|USD|10/23/2026 - - -1,416,612 $-1,416,612 $-1,416,612 -0.04 $-1,416,612
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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