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 September 25, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, National Association 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,068,011 $44,068,011 1.27 $43,624,100
Bank Australia Limited FRN 21-FEB-2028, 6.14%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,282,477 $27,282,477 0.79 $27,110,724
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,095,899 $26,095,899 0.75 $25,781,162
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,743,567 $25,743,567 0.74 $25,246,780
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,227,454 $25,227,454 0.73 $25,017,543
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,155,998 $25,155,998 0.73 $25,036,602
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,868,582 $24,868,582 0.72 $24,649,887
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,917,567 $23,917,567 0.69 $23,644,488
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,371,541 $23,371,541 0.67 $22,975,879
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,269,750 $23,269,750 0.67 $23,105,026
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - 23,251,403 $22,973,858 $22,973,858 0.66 $22,868,568
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,673,727 $22,673,727 0.65 $22,297,296
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,140,660 $22,140,660 0.64 $21,961,590
TR Finance LLC 5.1% 15-SEP-2028, 5.10%, 09/15/28 TRICN 87268LAF4 - 21,827,000 $21,775,653 $21,775,653 0.63 $21,741,640
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,189,470 $21,189,470 0.61 $21,126,644
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.37%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,751,997 $20,751,997 0.60 $20,701,290
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,667,042 $20,667,042 0.60 $20,486,063
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,344,804 $20,344,804 0.59 $19,771,905
BX Trust 2025-ROIC A 4.96059% 15-FEB-2042, 4.96%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,262,077 $20,262,077 0.59 $20,227,077
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,116,041 $20,116,041 0.58 $19,743,058
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,937,499 $19,937,499 0.58 $19,585,939
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,272,875 $19,272,875 0.56 $18,816,795
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,112,295 $19,112,295 0.55 $19,055,196
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99319% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,294,363 $18,755,248 $18,755,248 0.54 $18,617,070
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,654,095 $18,654,095 0.54 $18,223,347
Citigroup Inc. 5.266% 24-SEP-2029, 5.27%, 09/24/29 C 172967QN4 - 18,649,000 $18,574,521 $18,574,521 0.54 $18,563,609
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,210,465 $18,210,465 0.53 $18,137,031
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,575,726 $17,575,726 0.51 $17,471,180
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,559,241 $17,559,241 0.51 $17,460,051
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,404,275 $17,404,275 0.50 $16,973,630
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,376,372 $17,376,372 0.50 $17,032,548
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,364,149 $17,364,149 0.50 $17,002,576
Parker-Hannifin Corporation 4.75% 14-SEP-2028, 4.75%, 09/14/28 PH 701094AT1 - 17,200,000 $17,077,699 $17,077,699 0.49 $17,045,927
BX Trust 2026-CIP A 5.01676% 15-MAY-2038, 5.02%, 05/15/38 BX 2026-CIP 123917AA4 - 16,785,825 $16,808,557 $16,808,557 0.49 $16,778,147
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,603,654 $16,603,654 0.48 $16,228,585
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,573,113 $16,573,113 0.48 $16,366,682
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,463,799 $16,463,799 0.48 $16,216,666
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,263,139 $16,263,139 0.47 $16,243,893
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,930,513 $15,930,513 0.46 $15,556,327
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,901,572 $15,901,572 0.46 $15,617,156
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,817,015 $15,817,015 0.46 $15,792,893
GlaxoSmithKline Capital, Inc. 4.85% 14-SEP-2029, 4.85%, 09/14/29 GSK 377372AS6 - 15,954,000 $15,794,472 $15,794,472 0.46 $15,766,530
Sysco Holdings Corp. 5.45% 06-OCT-2029, 5.45%, 10/06/29 SYY 87183XAA1 - 15,773,000 $15,713,877 $15,713,877 0.45 $15,713,877
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $15,548,246 $15,548,246 0.45 $15,526,913
Dell International LLC 5.1% 15-SEP-2029, 5.10%, 09/15/29 DELL 24703DBY6 - 15,659,000 $15,532,913 $15,532,913 0.45 $15,504,075
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,302,206 $15,302,206 0.44 $15,035,020
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,246,897 $15,246,897 0.44 $14,977,674
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,209,775 $15,209,775 0.44 $14,969,112
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,064,204 $15,064,204 0.44 $14,867,577
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,710,119 $14,710,119 0.42 $14,583,058
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 6.36%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,709,858 $14,709,858 0.42 $14,597,509
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,671,969 $14,671,969 0.42 $14,524,087
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,666,900 $14,666,900 0.42 $14,524,823
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,666,153 $14,666,153 0.42 $14,518,541
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,649,248 $14,649,248 0.42 $14,521,608
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,487,802 $14,487,802 0.42 $14,168,911
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,384,170 $14,384,170 0.42 $14,089,863
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,284,209 $14,284,209 0.41 $13,932,469
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,142,562 $14,142,562 0.41 $13,956,454
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,090,750 $14,090,750 0.41 $13,977,726
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 19,500,000 $14,078,683 $14,078,683 0.41 $13,894,053
UBS AG Stamford Branch FRN 17-MAY-2027, 4.13%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,020,243 $14,020,243 0.40 $13,953,767
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,972,792 $13,972,792 0.40 $13,687,250
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $13,939,099 $13,939,099 0.40 $13,913,604
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.61%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,911,159 $13,911,159 0.40 $13,887,665
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,892,033 $13,892,033 0.40 $13,693,260
Wells Fargo & Company FRN 15-SEP-2029, 4.53%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,882,135 $13,882,135 0.40 $13,859,041
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,720,268 $13,720,268 0.40 $13,456,004
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,623,833 $13,623,833 0.39 $13,500,603
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,585,427 $13,585,427 0.39 $13,487,723
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,570,982 $13,570,982 0.39 $13,482,675
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,514,752 $13,514,752 0.39 $13,224,352
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,484,551 $13,484,551 0.39 $13,430,009
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,482,579 $13,482,579 0.39 $13,319,238
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,424,529 $13,424,529 0.39 $13,071,635
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 18,300,000 $13,286,382 $13,286,382 0.38 $13,096,495
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,176,548 $13,176,548 0.38 $12,981,261
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,165,729 $13,165,729 0.38 $13,099,543
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,103,245 $13,103,245 0.38 $13,053,392
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.54%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,975,604 $12,975,604 0.37 $12,851,813
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,952,208 $12,952,208 0.37 $12,809,079
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,920,285 $12,920,285 0.37 $12,663,924
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,917,509 $12,917,509 0.37 $12,619,866
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,856,149 $12,856,149 0.37 $12,806,968
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,850,654 $12,850,654 0.37 $12,580,197
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,821,386 $12,821,386 0.37 $12,705,772
Aon North America Inc / Aon Global Holdings Plc|5.35|09/17/2029, 5.35%, 09/17/29 AON 036940AA2 - 12,864,000 $12,803,120 $12,803,120 0.37 $12,782,091
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,796,305 $12,796,305 0.37 $12,502,455
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,576,308 $12,576,308 0.36 $12,331,213
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 12,615,508 $12,526,592 $12,526,592 0.36 $12,467,996
Hyundai Capital America, Inc. 5.4% 17-SEP-2029, 5.40%, 09/17/29 HYNMTR 44891AER4 - 12,500,000 $12,442,288 $12,442,288 0.36 $12,421,663
NOW Trust 2024-1 A 5.7975% 14-JUN-2032, 5.80%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 17,624,282 $12,441,913 $12,441,913 0.36 $12,414,383
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14319% 25-MAR-2042, 7.19%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,407,837 $12,407,837 0.36 $12,325,513
Open Text Corp|6.7|10/15/2031, 6.70%, 10/15/31 OTEXCN 683715AG1 - 12,410,000 $12,407,337 $12,407,337 0.36 $12,407,337
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,271,556 $12,271,556 0.35 $12,161,689
Volkswagen Group of America Finance LLC 5.35% 14-SEP-2029, 5.35%, 09/14/29 VW 928668DC3 - 12,416,000 $12,271,361 $12,271,361 0.35 $12,249,220
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,246,518 $12,246,518 0.35 $12,087,369
Suncorp Group Limited FRN 01-JUN-2037, 6.85%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,238,579 $12,238,579 0.35 $12,177,338
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99319% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 11,825,000 $12,199,411 $12,199,411 0.35 $12,121,265
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,182,211 $12,182,211 0.35 $11,994,098
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,117,886 $12,117,886 0.35 $11,995,338
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,080,019 $12,080,019 0.35 $12,050,109
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,030,246 $12,030,246 0.35 $11,915,102
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,963,519 $11,963,519 0.35 $11,877,135
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,903,381 $11,903,381 0.34 $11,777,029
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14319% 25-OCT-2041, 5.19%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 11,813,198 $11,885,975 $11,885,975 0.34 $11,826,952
Aon Corporation 2.8% 15-MAY-2030, 2.80%, 05/15/30 AON 037389BE2 - 12,910,000 $11,859,550 $11,859,550 0.34 $11,726,003
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,800,200 $11,800,200 0.34 $11,777,460
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,679,849 $11,679,849 0.34 $11,581,094
Santander UK Group Holdings Plc 5.314% 15-SEP-2030, 5.31%, 09/15/30 SANUK 80281LBA2 - 11,730,000 $11,603,077 $11,603,077 0.34 $11,580,568
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,447,628 $11,447,628 0.33 $11,418,312
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,427,419 $11,427,419 0.33 $11,316,447
Teachers Mutual Bank Limited FRN 21-JUN-2027, 6.03%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,394,964 $11,394,964 0.33 $11,385,605
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,219,293 $11,219,293 0.32 $11,135,835
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 11,500,000 $11,211,358 $11,211,358 0.32 $11,132,870
Parker-Hannifin Corporation 4.875% 14-SEP-2029, 4.88%, 09/14/29 PH 701094AU8 - 11,311,000 $11,178,293 $11,178,293 0.32 $11,156,849
BX Commercial Mortgage Trust 2026-CSMO A 5.21676% 15-FEB-2043, 5.22%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,067,872 $11,067,872 0.32 $11,047,112
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,936,097 $10,936,097 0.32 $10,706,416
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,919,118 $10,919,118 0.32 $10,865,470
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49319% 25-MAY-2042, 7.54%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,387,000 $10,634,467 $10,634,467 0.31 $10,560,918
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,585,125 $10,585,125 0.31 $10,321,164
NRTH Commercial Mortgage Trust 2025-PARK A 5.21003% 15-OCT-2040, 5.21%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,550,984 $10,550,984 0.30 $10,531,229
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,449,154 $10,449,154 0.30 $10,225,585
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,344,357 $10,344,357 0.30 $10,243,644
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,190,351 $10,190,351 0.29 $10,079,856
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,182,032 $10,182,032 0.29 $10,016,405
NOW Trust 2025-1 A 5.5475% 14-FEB-2034, 5.55%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,428,065 $10,159,513 $10,159,513 0.29 $10,137,948
AGL CLO 17 AR 4.68373% 21-JAN-2035, 4.68%, 01/21/35 AGL 2022-17A 00120DAJ5 - 10,000,000 $10,087,975 $10,087,975 0.29 $9,998,204
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,073,008 $10,073,008 0.29 $10,007,402
FS Commercial Mortgage Trust 2026-PALM A 5.21676% 15-JUL-2041, 5.22%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,027,178 $10,027,178 0.29 $10,008,340
Madison Park Funding XIV AR5 4.74214% 22-OCT-2030, 4.72%, 10/22/30 MDPK 2014-14AR 55818RBW5 - 10,000,000 $10,017,299 $10,017,299 0.29 $9,995,000
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,990,097 $9,990,097 0.29 $9,868,767
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,942,917 $9,942,917 0.29 $9,770,443
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $9,901,435 $9,901,435 0.29 $9,867,746
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,888,413 $9,888,413 0.29 $9,769,677
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $9,874,510 $9,874,510 0.29 $9,815,844
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,859,568 $9,859,568 0.28 $9,614,153
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,793,143 $9,793,143 0.28 $9,623,395
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 $9,659,215 $9,659,215 0.28 $9,611,705
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 9,707,644 $9,637,206 $9,637,206 0.28 $9,620,698
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,584,153 $9,584,153 0.28 $9,572,710
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,479,766 $9,479,766 0.27 $9,356,299
RAF ABS Series 2025-1 A 5.3163% 09-DEC-2031, 5.32%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 13,448,495 $9,468,746 $9,468,746 0.27 $9,442,603
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,445,291 $9,445,291 0.27 $9,252,256
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,426,328 $9,426,328 0.27 $9,344,417
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,418,185 $9,418,185 0.27 $9,306,934
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,406,763 $9,406,763 0.27 $9,239,424
Mitsubishi UFJ Financial Group, Inc. 5.126% 18-SEP-2030, 5.13%, 09/18/30 MUFG 606822EJ9 - 9,368,000 $9,260,280 $9,260,280 0.27 $9,246,941
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,258,069 $9,258,069 0.27 $9,255,381
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,257,141 $9,257,141 0.27 $9,109,708
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,240,435 $9,240,435 0.27 $9,157,183
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,117,673 $9,117,673 0.26 $9,020,035
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,021,870 $9,021,870 0.26 $8,937,111
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,872,855 $8,872,855 0.26 $8,688,281
United Airlines, Inc. 4.625% 15-APR-2029, 4.62%, 04/15/29 UAL 90932LAH0 - 9,000,000 $8,871,154 $8,871,154 0.26 $8,682,686
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,859,341 $8,859,341 0.26 $8,856,125
Macquarie Bank Limited FRN 01-MAR-2034, 6.50%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,743,962 $8,743,962 0.25 $8,702,776
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,727,485 $8,727,485 0.25 $8,662,952
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 8,711,000 $8,653,725 $8,653,725 0.25 $8,504,882
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 8,675,357 $8,629,582 $8,629,582 0.25 $8,595,813
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,594,541 $8,594,541 0.25 $8,511,742
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,591,138 $8,591,138 0.25 $8,454,542
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.59%, 12/25/55 BVINV 2025-4 67647DAU3 - 8,577,432 $8,581,966 $8,581,966 0.25 $8,545,239
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,503,539 $8,503,539 0.25 $8,399,945
Commonwealth Bank of Australia 5.597% 21-AUG-2036, 5.60%, 08/21/36 CBAAU DO5046986 - 6,500,000 $8,474,528 $8,474,528 0.24 $8,424,362
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,466,732 $8,466,732 0.24 $8,373,466
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,454,401 $8,454,401 0.24 $8,395,353
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,437,948 $8,437,948 0.24 $8,395,737
USAA Capital Corp|5.375|10/01/2029, 5.38%, 10/01/29 USAACA 90327QDB2 - 8,385,000 $8,377,398 $8,377,398 0.24 $8,377,398
Alphabet Inc. 5.2% 27-AUG-2029, 5.20%, 08/27/29 GOOGL DO6481927 - 12,000,000 $8,368,861 $8,368,861 0.24 $8,330,432
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 8,262,020 $8,225,883 $8,225,883 0.24 $8,188,400
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,223,458 $8,223,458 0.24 $8,221,804
Humana Inc. 5.75% 01-DEC-2028, 5.75%, 12/01/28 HUM 444859BZ4 - 8,000,000 $8,209,926 $8,209,926 0.24 $8,060,426
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,189,904 $8,189,904 0.24 $8,139,096
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,185,344 $8,185,344 0.24 $8,105,370
Humana Inc. 4.875% 01-APR-2030, 4.88%, 04/01/30 HUM 444859BN1 - 8,100,000 $8,094,788 $8,094,788 0.23 $7,900,641
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,094,729 $8,094,729 0.23 $7,900,101
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,074,380 $8,074,380 0.23 $8,036,775
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,067,645 $8,067,645 0.23 $7,836,170
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,063,984 $8,063,984 0.23 $7,978,568
DAE AirFinance Holdings Limited 5.15% 17-MAR-2030, 5.15%, 03/17/30 DUBAEE 55609NAE8 - 8,250,000 $8,053,302 $8,053,302 0.23 $8,040,320
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,016,436 $8,016,436 0.23 $7,834,880
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $7,997,744 $7,997,744 0.23 $7,908,518
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,991,177 $7,991,177 0.23 $7,955,344
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $7,960,094 $7,960,094 0.23 $7,895,505
GGP Trust 2026-BRK3 A 5.930941% 05-OCT-2043, 5.82%, 10/05/31 GGP 2026-BRK3 36173WAA2 - 8,000,000 $7,945,925 $7,945,925 0.23 $7,945,925
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,911,577 $7,911,577 0.23 $7,723,280
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,895,683 $7,895,683 0.23 $7,880,892
Volkswagen Financial Services NV 3.25% 13-APR-2027, 3.25%, 04/13/27 VW BV7724040 - 5,900,000 $7,861,086 $7,861,086 0.23 $7,744,188
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,853,389 $7,853,389 0.23 $7,733,627
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64319% 25-JAN-2042, 6.69%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,756,119 $7,848,859 $7,848,859 0.23 $7,799,065
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 7,961,132 $7,792,214 $7,792,214 0.23 $7,784,247
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 7,782,077 $7,751,411 $7,751,411 0.22 $7,716,186
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,652,303 $7,652,303 0.22 $7,502,583
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,598,650 $7,598,650 0.22 $7,578,644
Invesco CLO 2021-3 Ltd. AB, 4.67%, 04/15/34 INVCO 2021-1AR 46090XAN1 - 7,500,000 $7,519,675 $7,519,675 0.22 $7,501,192
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,505,075 $7,505,075 0.22 $7,439,900
National Australia Bank Limited 6.322% 03-AUG-2032, 6.32%, 08/03/32 NAB BY0592570 - 10,376,000 $7,384,099 $7,384,099 0.21 $7,313,980
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,274,093 $7,274,093 0.21 $7,109,672
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,229,344 $7,229,344 0.21 $7,161,402
UBS AG Stamford Branch FRN 07-AUG-2029, 4.40%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,189,087 $7,189,087 0.21 $7,144,711
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,167,668 $7,167,668 0.21 $7,020,668
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,078,534 $7,078,534 0.20 $7,025,548
UBS Group AG FRN 23-DEC-2029, 4.50%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,010,860 $7,010,860 0.20 $7,006,300
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.72%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,002,626 $7,002,626 0.20 $6,993,167
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,915,951 $6,915,951 0.20 $6,881,650
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.40%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,838,192 $6,838,192 0.20 $6,823,947
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,824,244 $6,824,244 0.20 $6,821,336
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,811,390 $6,811,390 0.20 $6,745,980
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,773,867 $6,773,867 0.20 $6,767,579
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 7,000,000 $6,773,046 $6,773,046 0.20 $6,677,340
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,742,570 $6,742,570 0.19 $6,715,263
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,657,470 $6,657,470 0.19 $6,500,065
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,646,507 $6,646,507 0.19 $6,490,538
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,557,584 $6,557,584 0.19 $6,525,864
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,382,943 $6,382,943 0.18 $6,369,900
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,380,236 $6,380,236 0.18 $6,302,404
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,378,457 $6,378,457 0.18 $6,333,605
Plenti PL & Green ABS Trust 2024-2 A1 5.4942% 11-APR-2036, 5.57%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 9,015,343 $6,361,887 $6,361,887 0.18 $6,345,473
Freddie Mac STACR REMIC Trust 2023-HQA2|7.04029|06/25/2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 6,120,000 $6,294,972 $6,294,972 0.18 $6,290,185
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,276,946 $6,276,946 0.18 $6,269,771
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,076,817 $6,076,817 0.18 $6,025,551
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,043,839 $6,043,839 0.17 $5,986,526
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,038,755 $6,038,755 0.17 $5,962,786
Insurance Australia Group Limited FRN 15-DEC-2036, 7.12%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,038,359 $6,038,359 0.17 $6,023,120
BX Trust 2026-SUMT A 5.15% 15-OCT-2051, 5.15%, 10/15/51 BX 2026-SUMT 05595QAA0 - 6,000,000 $6,000,644 $6,000,644 0.17 $6,000,644
ANZ Bank New Zealand Limited. 5.548% 11-AUG-2032, 5.55%, 08/11/32 ANZNZ 00182YAA3 - 5,913,000 $5,950,676 $5,950,676 0.17 $5,907,847
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,920,830 $5,920,830 0.17 $5,893,528
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,917,355 $5,917,355 0.17 $5,823,092
Export-Import Bank of Korea FRN 22-SEP-2028, 4.11%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,912,285 $5,912,285 0.17 $5,908,117
SWVP Trust 2026-PNCL A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 5,830,000 $5,832,179 $5,832,179 0.17 $5,832,179
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,806,042 $5,806,042 0.17 $5,708,889
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,764,657 $5,764,657 0.17 $5,670,237
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,731,261 $5,731,261 0.17 $5,679,270
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,655,220 $5,655,220 0.16 $5,646,797
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 5,531,291 $5,543,885 $5,543,885 0.16 $5,537,196
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,538,885 $5,538,885 0.16 $5,422,339
Banco Santander, S.A. 5.005% 25-AUG-2030, 5.00%, 08/25/30 SANTAN 05971KAZ2 - 5,600,000 $5,523,794 $5,523,794 0.16 $5,498,101
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,512,518 $5,512,518 0.16 $5,445,126
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,347,875 $5,347,875 0.15 $5,299,502
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,338,536 $5,313,656 $5,313,656 0.15 $5,307,775
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,178,900 $5,125,777 $5,125,777 0.15 $5,103,747
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,111,925 $5,111,925 0.15 $5,002,939
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,102,172 $5,102,172 0.15 $5,093,923
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,086,956 $5,086,956 0.15 $4,984,943
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,046,081 $5,046,081 0.15 $4,975,268
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,031,643 $5,031,643 0.15 $5,001,529
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,022,142 $5,022,142 0.15 $4,999,271
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,003,742 $5,003,742 0.14 $5,001,721
SMRT Commercial Mortgage Trust 2026-MINI|5.25|10/15/2043, 5.25%, 10/15/43 SMRT 2026-MINI 78457AAA9 - 5,000,000 $5,000,000 $5,000,000 0.14 $5,000,000
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,872,914 $4,872,914 0.14 $4,865,656
Metro Finance 2024-1 Trust|5.6708|09/17/2030, 5.67%, 09/17/30 METR 2024-1 BCC3H5JS3 - 6,893,304 $4,862,680 $4,862,680 0.14 $4,854,404
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,848,059 $4,848,059 0.14 $4,704,676
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 4,815,368 $4,845,845 $4,845,845 0.14 $4,819,882
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 4,832,589 $4,811,939 $4,811,939 0.14 $4,802,446
National Australia Bank Limited FRN 09-FEB-2034, 6.45%, 02/09/34 NAB AU3FN0084828 - 6,627,000 $4,785,827 $4,785,827 0.14 $4,745,489
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,702,787 $4,702,787 0.14 $4,594,471
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.83%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,595,299 $4,657,191 $4,657,191 0.13 $4,644,601
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,651,322 $4,651,322 0.13 $4,590,136
Santander UK Group Holdings Plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,648,115 $4,648,115 0.13 $4,644,691
Australia and New Zealand Banking Group Limited FRN 16-JAN-2034, 5.68%, 01/16/34 ANZ AU3FN0084026 - 6,370,000 $4,611,569 $4,611,569 0.13 $4,560,068
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,599,265 $4,599,265 0.13 $4,539,987
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,540,300 $4,540,300 0.13 $4,489,664
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,539,633 $4,539,633 0.13 $4,534,156
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 4,506,245 $4,533,001 $4,533,001 0.13 $4,526,839
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,493,033 $4,493,033 0.13 $4,485,869
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,333,709 $4,333,709 0.13 $4,293,543
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,246,676 $4,261,898 $4,261,898 0.12 $4,253,451
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 4,222,000 $4,219,600 $4,219,600 0.12 $4,150,371
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 $4,129,754 $4,129,754 0.12 $4,109,541
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,081,695 $4,081,695 0.12 $3,913,175
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,801,793 $3,801,793 0.11 $3,783,816
Santander Bank Auto Credit-Linked Notes, Series 2024-B B 4.965% 15-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 3,786,916 $3,788,285 $3,788,285 0.11 $3,781,495
Lloyds Banking Group plc FRN 06-MAR-2030, 6.29%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,747,668 $3,747,668 0.11 $3,734,354
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,698,594 $3,698,594 0.11 $3,631,708
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,652,258 $3,652,258 0.11 $3,561,361
Connecticut Avenue Securities Trust 2023-R04 1M2 7.19319% 25-MAY-2043, 7.24%, 05/25/43 CAS 2023-R04 20754QAB4 - 3,495,000 $3,651,565 $3,651,565 0.11 $3,627,808
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.48%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,641,349 $3,641,349 0.11 $3,631,536
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 $3,640,914 $3,640,914 0.11 $3,614,630
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,617,413 $3,617,413 0.10 $3,557,596
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89319% 25-MAR-2044, 4.94%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,521,530 $3,521,530 0.10 $3,505,312
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,516,200 $3,516,200 0.10 $3,453,140
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.89%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,434,201 $3,449,741 $3,449,741 0.10 $3,433,128
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,350,609 $3,350,609 0.10 $3,276,257
RESIMAC Bastille Trust 2024-1NC A2 5.7475% 13-SEP-2055, 5.75%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,700,674 $3,318,349 $3,318,349 0.10 $3,311,070
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,315,940 $3,315,940 0.10 $3,296,877
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,276,075 $3,276,075 0.09 $3,243,225
Suncorp Group Limited FRN 01-DEC-2038, 7.20%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,265,929 $3,265,929 0.09 $3,249,089
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39319% 25-SEP-2042, 9.44%, 09/25/42 STACR 2022-DNA6 35564KH77 - 3,050,000 $3,211,543 $3,211,543 0.09 $3,184,473
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,180,261 $3,180,261 0.09 $3,164,423
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 3,200,000 $3,162,415 $3,162,415 0.09 $3,148,416
Plenti PL & Green ABS Trust 2025-1 A1G 5.585% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,382,968 $3,094,150 $3,094,150 0.09 $3,086,141
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,085,746 $3,085,746 0.09 $3,064,721
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,043,196 $3,043,196 0.09 $3,005,541
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,041,233 $3,041,233 0.09 $2,981,791
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,900,981 $2,900,981 0.08 $2,887,092
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,897,923 $2,897,923 0.08 $2,868,865
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19319% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 2,880,873 $2,897,090 $2,897,090 0.08 $2,881,661
Liberty Series 2024-1 Auto A 5.5075% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 3,828,890 $2,709,236 $2,709,236 0.08 $2,694,736
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,696,922 $2,696,922 0.08 $2,690,790
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 $2,652,582 $2,652,582 0.08 $2,634,625
Plenti PL & Green ABS Trust 2025-1 A1 5.585% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 3,746,127 $2,642,363 $2,642,363 0.08 $2,635,517
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,600,871 $2,600,871 0.08 $2,596,195
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,596,751 $2,596,751 0.07 $2,571,184
Banco Bilbao Vizcaya Argentaria, S.A. 4.977% 03-SEP-2029, 4.98%, 09/03/29 BBVASM 05946KAY7 - 2,600,000 $2,564,572 $2,564,572 0.07 $2,555,586
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,353,887 $2,353,887 0.07 $2,337,346
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.84319% 25-AUG-2044, 4.89%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,304,420 $2,304,420 0.07 $2,293,918
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.44319% 25-NOV-2041, 5.49%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,289,383 $2,303,311 $2,303,311 0.07 $2,291,249
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69319% 25-JAN-2045, 4.74%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,274,499 $2,284,038 $2,284,038 0.07 $2,273,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79319% 25-FEB-2045, 4.84%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,247,454 $2,259,208 $2,259,208 0.07 $2,247,803
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39319% 25-JUN-2042, 10.44%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 2,125,000 $2,231,008 $2,231,008 0.06 $2,210,142
Connecticut Avenue Securities Trust 2024-R01 1M1 4.69319% 25-JAN-2044, 4.74%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,096,761 $2,107,467 $2,107,467 0.06 $2,096,597
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.99319% 25-DEC-2041, 6.04%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 2,052,524 $2,070,686 $2,070,686 0.06 $2,059,060
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,014,981 $2,011,075 $2,011,075 0.06 $2,007,501
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,962,754 $1,962,754 0.06 $1,951,157
Nationwide Building Society 4.125% 18-OCT-2032, 4.12%, 10/18/32 NWIDE 63859WAF6 - 1,900,000 $1,901,721 $1,901,721 0.05 $1,867,323
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,803,035 $1,803,035 0.05 $1,781,933
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.74319% 25-DEC-2031, 4.79%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,616,811 $1,626,125 $1,626,125 0.05 $1,618,381
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,575,317 $1,575,317 0.05 $1,543,075
Connecticut Avenue Securities Trust 2023-R01 1M2 7.39319% 25-DEC-2042, 7.44%, 12/25/42 CAS 2023-R01 207932AB0 - 1,515,000 $1,571,902 $1,571,902 0.05 $1,561,318
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,526,041 $1,537,130 $1,537,130 0.04 $1,533,919
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,526,041 $1,537,019 $1,537,019 0.04 $1,533,888
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,524,770 $1,524,770 0.04 $1,504,940
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.84319% 25-MAY-2045, 4.89%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 1,485,492 $1,493,849 $1,493,849 0.04 $1,485,492
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,480,824 $1,480,824 0.04 $1,469,862
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,462,027 $1,462,027 0.04 $1,461,306
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,553,528 $1,458,644 $1,458,644 0.04 $1,454,556
Plenti Auto ABS Trust 2025-1 A 5.4975% 12-AUG-2033, 5.50%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,032,557 $1,433,242 $1,433,242 0.04 $1,430,231
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,384,872 $1,384,872 0.04 $1,365,595
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24319% 25-MAR-2045, 5.29%, 03/25/45 CAS 2025-R03 20754VAB3 - 1,368,376 $1,377,660 $1,377,660 0.04 $1,369,533
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,288,248 $1,290,075 $1,290,075 0.04 $1,287,763
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,281,188 $1,281,188 0.04 $1,259,467
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74319% 25-MAR-2042, 6.79%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,279,185 $1,279,185 0.04 $1,271,156
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,271,193 $1,271,193 0.04 $1,261,545
Connecticut Avenue Securities Trust 2022-R01 1M2 5.54319% 25-DEC-2041, 5.59%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,245,610 $1,254,367 $1,254,367 0.04 $1,247,722
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,178,675 $1,178,675 0.03 $1,170,158
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.84319% 25-MAY-2044, 4.89%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,148,949 $1,154,549 $1,154,549 0.03 $1,148,949
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.89%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,119,526 $1,125,960 $1,125,960 0.03 $1,120,454
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24319% 25-JUL-2042, 7.29%, 07/25/42 CAS 2022-R08 20755DAB2 - 1,070,000 $1,097,818 $1,097,818 0.03 $1,090,494
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64319% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,054,732 $1,054,732 0.03 $1,049,154
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49319% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,024,281 $1,024,281 0.03 $1,019,014
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 983,306 $990,482 $990,482 0.03 $983,831
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $988,243 $988,243 0.03 $963,302
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $898,714 $898,714 0.03 $897,093
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74319% 25-JAN-2045, 4.79%, 01/25/45 CAS 2025-R01 20755JAB9 - 843,121 $847,700 $847,700 0.02 $843,440
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 801,597 $806,917 $806,917 0.02 $803,020
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.99319% 25-FEB-2044, 5.04%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 772,769 $777,291 $777,291 0.02 $773,073
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29319% 25-DEC-2041, 5.34%, 12/25/41 CAS 2021-R03 20754AAB9 - 748,757 $753,269 $753,269 0.02 $749,463
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.59%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,051,815 $742,461 $742,461 0.02 $740,195
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $735,478 $735,478 0.02 $727,637
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $712,014 $712,014 0.02 $697,357
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34319% 25-JUL-2043, 5.39%, 07/25/43 CAS 2023-R06 20754EAA3 - 623,588 $628,507 $628,507 0.02 $624,847
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.64319% 25-MAY-2043, 5.69%, 05/25/43 STACR 2023-HQA1 35564KX79 - 573,873 $579,300 $579,300 0.02 $576,017
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79319% 25-FEB-2045, 4.84%, 02/25/45 CAS 2025-R02 20754TAC6 - 406,343 $408,771 $408,771 0.01 $406,493
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $403,296 $403,296 0.01 $398,903
US 2YR FUTR OPTN Dec26C102.13 102.125 TUZ6C TUZ6 COMDTY $102.13 1,300 $264,448,439 $365,625 0.01 $365,625
National Australia Bank Limited FRN 09-MAR-2033, 6.79%, 03/09/33 NAB AU3FN0075966 - 310,000 $222,210 $222,210 0.01 $221,439
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79319% 25-MAR-2044, 4.84%, 03/25/44 CAS 207941AA3 - 172,815 $174,061 $174,061 0.01 $172,865
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,148 $106,148 0.00 $104,358
Connecticut Avenue Securities Trust 2022-R05 2M2 6.64319% 25-APR-2042, 6.69%, 04/25/42 CAS 2022-R05 20754DAB3 - 58,014 $58,903 $58,903 0.00 $58,526
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74319% 25-FEB-2044, 4.79%, 02/25/44 CAS 2024-R02 20754GAA8 - 54,577 $55,396 $55,396 0.00 $54,575
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.19%, 01/25/45 CAS 2025-R01 20755JAC7 - - $27,481 $27,481 0.00 $0
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M1B 6.54319% 25-APR-2042, 6.59%, 04/25/42 STACR 2022-DNA3 35564KUX5 - 10,000 $10,164 $10,164 0.00 $10,102
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 4,041 $4,074 $4,074 0.00 $4,051
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - -3,149 $-640,575,488 $0 0.00 $0
AUST 3YR BOND FUT Dec26 DEC 26 YMZ6 AU03Y 29Z - -1,041 $-75,077,497 $0 0.00 $0
CAN 2YR BOND FUT Dec26 DEC 26 CVZ6 FUTURES_CAD - -375.00 $-27,632,277 $0 0.00 $0
EURO-SCHATZ FUT Dec26 DEC 26 DUZ6 FUTURES_EUR - -83.00 $-9,886,698 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -538.00 $-55,754,453 $0 0.00 $0
US 2YR FUTR OPTN Dec26Call 102.5 TUZ6C TUZ6 COMDTY $102.50 -1,300 $-264,448,439 $-162,500 0.00 $-162,500
GLENCORE FUNDING LLC 0% 10/01/2026, 0.00%, 10/01/26 GLENPP 37790BK18 - 40,450,000 $40,422,369 $40,422,369 1.17 $40,422,369
LIBERTY UTILITIES CO 0% 10/19/2026, 0.00%, 10/19/26 LIUTIL 53154MKK9 - 40,000,000 $39,892,348 $39,892,348 1.15 $39,892,348
HCA INC 0% 09/28/2026, 0.00%, 09/28/26 HCA 40412DJU4 - 31,400,000 $31,388,771 $31,388,771 0.91 $31,388,771
ANTERO RESOURCES CORP 0% 09/28/2026, 0.00%, 09/28/26 ARUSCP 03675WJU2 - 30,900,000 $30,888,670 $30,888,670 0.89 $30,888,670
AUTONATION INC 0% 09/28/2026, 0.00%, 09/28/26 AUTONA 05330NJU4 - 25,000,000 $24,990,990 $24,990,990 0.72 $24,990,990
SAN DIEGO GAS & ELECTRIC CO 0% 10/01/2026, 0.00%, 10/01/26 SDOPP 79744KK17 - 24,400,000 $24,391,806 $24,391,806 0.70 $24,391,806
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/14/2026, 0.00%, 10/14/26 FISPP 31622GKE6 - 24,000,000 $23,949,002 $23,949,002 0.69 $23,949,002
LIBERTY UTILITIES CO 0% 10/05/2026, 0.00%, 10/05/26 LIUTIL 53154MK52 - 20,000,000 $19,977,742 $19,977,742 0.58 $19,977,742
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/16/2026, 0.00%, 10/16/26 FISPP 31622GKG1 - 20,000,000 $19,952,978 $19,952,978 0.58 $19,952,978
HCA INC 0% 10/07/2026, 0.00%, 10/07/26 HCA 40412DK73 - 19,600,000 $19,571,705 $19,571,705 0.57 $19,571,705
ENBRIDGE INC 0% 10/08/2026, 0.00%, 10/08/26 ENB 292976X85 - 26,800,000 $18,941,232 $18,941,232 0.55 $18,941,232
GLOBAL PAYMENTS INC 0% 09/28/2026, 0.00%, 09/28/26 GPN 37961DJU5 - 18,400,000 $18,393,415 $18,393,415 0.53 $18,393,415
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/19/2026, 0.00%, 10/19/26 FISPP 31622GKK2 - 18,000,000 $17,951,557 $17,951,557 0.52 $17,951,557
STELLANTIS FINANCIAL SERVICES US CORP 0% 10/05/2026, 0.00%, 10/05/26 STLACP 85855KK50 - 15,000,000 $14,981,217 $14,981,217 0.43 $14,981,217
JABIL INC 0% 09/28/2026, 0.00%, 09/28/26 JBLPP 46652MJU0 - 13,600,000 $13,595,020 $13,595,020 0.39 $13,595,020
AVIATION CAPITAL GROUP LLC 0% 09/29/2026, 0.00%, 09/29/26 AVTNCP 05369CJV0 - 12,650,000 $12,648,577 $12,648,577 0.37 $12,648,577
SEGREGATED CASH SEGCASH $0.00 8,431,441 $8,431,441 $8,431,441 0.24 $8,431,441
DARDEN RESTAURANTS INC 0% 09/28/2026, 0.00%, 09/28/26 DRI 23719KJU4 - 6,700,000 $6,697,764 $6,697,764 0.19 $6,697,764
NEW ZEALAND DOLLAR NZD - 7,809,654 $4,420,651 $4,420,651 0.13 $4,420,651
AUSTRALIAN DOLLARS AUD - 3,403,287 $2,390,637 $2,390,637 0.07 $2,390,637
AVIATION CAPITAL GROUP LLC 0% 09/28/2026, 0.00%, 09/28/26 AVTNCP 05369CJU2 - 1,200,000 $1,199,696 $1,199,696 0.03 $1,199,696
CANADIAN DOLLAR CAD - 1,310,287 $926,849 $926,849 0.03 $926,849
EURO EUR - 275,064 $313,613 $313,613 0.01 $313,613
BRITISH POUND GBP - -1,668,103 $-2,209,408 $-2,209,408 -0.06 $-2,209,408
US DOLLARS USD MD_142224 - -98,217,954 $-98,217,954 $-98,217,954 -2.84 $-98,217,954
Buy Protection, 5.00%, 06/20/31 2I65BRAI0 2I65BRAI0 - 20,237,000 $0 $20,237,000 0.58 $20,237,000
Buy Protection, 5.00%, 06/20/31 2I65BRAI0 2I65BRAI0 - -20,237,000 $-20,237,000 $-20,237,000 -0.58 $-20,237,000
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,663,150 $42,663,150 1.23 $42,663,150
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,663,150 $-42,663,150 -1.23 $-42,663,150
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $60,312,573 $60,312,573 1.74 $60,312,573
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-60,312,573 $-60,312,573 -1.74 $-60,312,573
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $75,963,841 $75,963,841 2.19 $75,963,841
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-75,963,841 $-75,963,841 -2.19 $-75,963,841
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $75,963,841 $75,963,841 2.19 $75,963,841
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-75,963,841 $-75,963,841 -2.19 $-75,963,841
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $78,284,644 $78,284,644 2.26 $78,284,644
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-78,284,644 $-78,284,644 -2.26 $-78,284,644
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - 148,300,000 $83,945,138 $83,945,138 2.42 $83,945,138
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - -148,300,000 $-83,945,138 $-83,945,138 -2.42 $-83,945,138
3M CORRA Futures Sep27 SEP 27 CORU7 FUTURES_CAD - 955.00 $651,922,438 $0 0.00 $0
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $322,253,899 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-804,474 $-804,474 -0.02 $-804,474
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 $-305,873,679 $-305,873,679 -8.83 $-305,873,679
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 8.80 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-55,920,339 $-55,920,339 -1.61 $-55,920,339
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.62 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,394,701 $-17,394,701 -0.50 $-17,394,701
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.50 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-53,292,925 $-53,292,925 -1.54 $-53,292,925
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.55 $53,792,499
FX Forward|AUD|10/23/2026 +AUD2 - 3,000,000 $2,106,520 $2,106,520 0.06 $2,106,520
FX Forward|USD|10/23/2026 +AUD2 - -2,116,395 $-2,116,395 $-2,116,395 -0.06 $-2,116,395
FX Forward|CAD|10/23/2026 +CADU - -22,435,854 $-15,891,331 $-15,891,331 -0.46 $-15,891,331
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.47 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,404,346 $1,404,346 0.04 $1,404,346
FX Forward|USD|10/23/2026 +AUDU - -1,414,380 $-1,414,380 $-1,414,380 -0.04 $-1,414,380
FX Forward|AUD|10/23/2026 +AUD2 - 2,000,000 $1,404,346 $1,404,346 0.04 $1,404,346
FX Forward|USD|10/23/2026 +AUD2 - -1,416,612 $-1,416,612 $-1,416,612 -0.04 $-1,416,612
FX Forward|GBP|10/23/2026 +GBP0 - -2,257,593 $-2,990,648 $-2,990,648 -0.09 $-2,990,648
FX Forward|USD|10/23/2026 +GBP0 - 3,061,570 $3,061,570 $3,061,570 0.09 $3,061,570
FX Forward|GBP|10/23/2026 +GBP1 - -4,217,974 $-5,587,575 $-5,587,575 -0.16 $-5,587,575
FX Forward|USD|10/23/2026 +GBP1 - 5,716,432 $5,716,432 $5,716,432 0.17 $5,716,432
FX Forward|NZD|10/23/2026 +NZDU - -1,500,000 $-849,797 $-849,797 -0.02 $-849,797
FX Forward|USD|10/23/2026 +NZDU - 884,372 $884,372 $884,372 0.03 $884,372
FX Forward|GBP|10/23/2026 +GBPU - 5,000,000 $6,623,530 $6,623,530 0.19 $6,623,530
FX Forward|USD|10/23/2026 +GBPU - -6,765,101 $-6,765,101 $-6,765,101 -0.20 $-6,765,101
FX Forward|AUD|10/23/2026 +AUDU - -12,000,000 $-8,426,079 $-8,426,079 -0.24 $-8,426,079
FX Forward|USD|10/23/2026 +AUDU - 8,523,610 $8,523,610 $8,523,610 0.25 $8,523,610
FX Forward|AUD|10/23/2026 +AUD2 - 13,000,000 $9,128,252 $9,128,252 0.26 $9,128,252
FX Forward|USD|10/23/2026 +AUD2 - -9,305,387 $-9,305,387 $-9,305,387 -0.27 $-9,305,387
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,404,346 $1,404,346 0.04 $1,404,346
FX Forward|USD|10/23/2026 +AUDU - -1,440,984 $-1,440,984 $-1,440,984 -0.04 $-1,440,984
FX Forward|AUD|10/23/2026 +AUD1 - 1,400,000 $983,043 $983,043 0.03 $983,043
FX Forward|USD|10/23/2026 +AUD1 - -1,002,915 $-1,002,915 $-1,002,915 -0.03 $-1,002,915
FX Forward|CAD|10/08/2026 +CADU - -26,800,000 $-18,966,755 $-18,966,755 -0.55 $-18,966,755
FX Forward|USD|10/08/2026 +CADU - 19,272,650 $19,272,650 $19,272,650 0.56 $19,272,650
FX Forward|GBP|10/23/2026 +GBPU - 14,000,000 $18,545,885 $18,545,885 0.54 $18,545,885
FX Forward|USD|10/23/2026 +GBPU - -18,837,045 $-18,837,045 $-18,837,045 -0.54 $-18,837,045
FX Forward|AUD|10/23/2026 +AUD2 - 4,000,000 $2,808,693 $2,808,693 0.08 $2,808,693
FX Forward|USD|10/23/2026 +AUD2 - -2,843,384 $-2,843,384 $-2,843,384 -0.08 $-2,843,384
FX Forward|GBP|10/23/2026 +GBPU - 13,000,000 $17,221,179 $17,221,179 0.50 $17,221,179
FX Forward|USD|10/23/2026 +GBPU - -17,352,570 $-17,352,570 $-17,352,570 -0.50 $-17,352,570
FX Forward|GBP|10/23/2026 +GBP0 - -5,934,826 $-7,861,900 $-7,861,900 -0.23 $-7,861,900
FX Forward|USD|10/23/2026 +GBP0 - 7,922,877 $7,922,877 $7,922,877 0.23 $7,922,877
FX Forward|AUD|10/23/2026 - - -13,511,689 $-9,487,546 $-9,487,546 -0.27 $-9,487,546
FX Forward|USD|10/23/2026 - - 9,537,486 $9,537,486 $9,537,486 0.28 $9,537,486
FX Forward|AUD|10/23/2026 - - -14,408,683 $-10,117,391 $-10,117,391 -0.29 $-10,117,391
FX Forward|USD|10/23/2026 - - 10,138,502 $10,138,502 $10,138,502 0.29 $10,138,502
FX Forward|AUD|10/23/2026 - - -5,349,240 $-3,756,093 $-3,756,093 -0.11 $-3,756,093
FX Forward|USD|10/23/2026 - - 3,758,395 $3,758,395 $3,758,395 0.11 $3,758,395
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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