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 June 30, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,719,442 $44,719,442 1.36 $43,717,643
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $26,979,902 $26,979,902 0.83 $26,810,559
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,700,446 $26,700,446 0.82 $25,984,743
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,669,583 $25,669,583 0.79 $25,464,827
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,378,454 $25,378,454 0.78 $24,841,967
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,248,216 $25,248,216 0.77 $25,034,316
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,150,287 $25,150,287 0.76 $25,023,750
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,430,013 $24,430,013 0.74 $23,820,371
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,147,361 $24,147,361 0.73 $24,003,572
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,925,958 $23,925,958 0.72 $23,404,970
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,457,649 $23,457,649 0.71 $23,328,812
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 $23,291,010 $23,291,010 0.70 $23,176,148
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,179,812 $23,179,812 0.70 $23,042,966
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,884,068 $22,884,068 0.69 $22,787,547
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,979,381 $21,979,381 0.66 $21,934,613
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,777,612 $21,777,612 0.66 $21,481,072
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,196,854 $21,196,854 0.64 $20,642,611
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,761,767 $20,761,767 0.63 $20,696,989
BX Trust 2025-ROIC A 4.76922% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,271,288 $20,271,288 0.61 $20,228,320
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,152,234 $20,152,234 0.61 $20,095,007
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,134,352 $20,134,352 0.61 $19,867,234
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,092,437 $20,092,437 0.61 $19,952,903
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,062,802 $20,062,802 0.61 $19,928,162
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,742,235 $19,742,235 0.60 $19,510,045
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,423,263 $19,423,263 0.59 $19,169,490
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,211,081 $19,211,081 0.58 $18,979,176
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,772,255 $18,772,255 0.57 $18,445,879
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,715,056 $18,715,056 0.57 $18,690,841
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,597,810 $18,597,810 0.56 $18,374,107
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,860,868 $17,860,868 0.54 $17,525,148
BX Trust 2026-CIP A 4.82539% 15-MAY-2038, 4.83%, 05/15/38 BX 2026-CIP 123917AA4 - 17,587,539 $17,787,607 $17,787,607 0.54 $17,625,427
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,696,008 $17,696,008 0.53 $17,423,828
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,249,536 $17,249,536 0.52 $17,073,762
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,217,085 $17,217,085 0.52 $17,058,459
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,204,206 $17,204,206 0.52 $17,094,075
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,175,391 $17,175,391 0.52 $16,904,434
Intesa Sanpaolo S.p.A. 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,724,344 $16,724,344 0.51 $16,719,706
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,567,191 $16,567,191 0.50 $16,479,210
NVIDIA Corporation 4.25% 15-JUN-2028, 4.25%, 06/15/28 NVDA 67066GAP9 - 16,500,000 $16,491,504 $16,491,504 0.50 $16,466,181
NVIDIA Corporation 4.35% 15-JUN-2029, 4.35%, 06/15/29 NVDA 67066GAQ7 - 16,500,000 $16,476,198 $16,476,198 0.50 $16,450,280
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,410,628 $16,410,628 0.50 $16,328,757
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,351,607 $16,351,607 0.49 $16,194,678
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,300,285 $16,300,285 0.49 $16,174,452
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $16,013,974 $16,013,974 0.48 $15,901,393
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,968,111 $15,968,111 0.48 $15,781,444
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,841,703 $15,841,703 0.48 $15,812,501
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,794,726 $15,794,726 0.48 $15,629,221
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,250,514 $15,250,514 0.46 $15,167,083
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,227,661 $15,227,661 0.46 $15,126,512
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,127,281 $15,127,281 0.46 $15,030,281
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,083,686 $15,083,686 0.46 $15,011,875
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $15,021,598 $15,021,598 0.45 $14,700,216
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $14,996,389 $14,996,389 0.45 $14,965,845
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,930,730 $14,930,730 0.45 $14,619,036
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,860,263 $14,860,263 0.45 $14,608,722
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,644,170 $14,644,170 0.44 $14,522,060
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,637,558 $14,637,558 0.44 $14,524,272
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,609,404 $14,609,404 0.44 $14,501,430
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,535,284 $14,535,284 0.44 $14,427,352
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,497,767 $14,497,767 0.44 $14,170,226
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,460,383 $14,460,383 0.44 $14,303,735
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,427,033 $14,427,033 0.44 $14,149,361
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,372,029 $14,372,029 0.43 $14,239,777
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,364,459 $14,364,459 0.43 $14,156,575
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,318,089 $14,318,089 0.43 $14,253,721
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 14,200,000 $14,227,937 $14,227,937 0.43 $14,187,964
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,151,752 $14,151,752 0.43 $13,968,151
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,030,188 $14,030,188 0.42 $13,960,044
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,980,609 $13,980,609 0.42 $13,691,568
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,978,906 $13,978,906 0.42 $13,832,926
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,945,522 $13,945,522 0.42 $13,917,281
NOW Trust 2024-1 A 5.7% 14-JUN-2032, 5.70%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,957,566 $13,907,906 $13,907,906 0.42 $13,873,358
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,895,110 $13,895,110 0.42 $13,867,360
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,856,074 $13,856,074 0.42 $13,559,201
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,743,848 $13,743,848 0.42 $13,649,882
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,724,651 $13,724,651 0.41 $13,484,265
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,721,567 $13,721,567 0.41 $13,594,106
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,593,914 $13,593,914 0.41 $13,526,154
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,588,824 $13,588,824 0.41 $13,563,451
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,372,729 $13,372,729 0.40 $13,273,729
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,352,167 $13,352,167 0.40 $13,172,730
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $13,344,105 $13,344,105 0.40 $13,334,171
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,217,309 $13,217,309 0.40 $13,059,634
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,185,670 $13,185,670 0.40 $13,138,122
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,140,491 $13,140,491 0.40 $12,836,988
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,059,960 $13,059,960 0.39 $12,841,378
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,036,436 $13,036,436 0.39 $12,732,189
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.12776% 25-OCT-2041, 5.13%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,961,291 $12,981,793 $12,981,793 0.39 $12,970,716
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,893,425 $12,893,425 0.39 $12,782,838
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,849,850 $12,849,850 0.39 $12,730,793
Mizuho Financial Group Inc|4.48626|07/13/2030, 4.49%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,847,514 $12,847,514 0.39 $12,847,514
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,819,320 $12,819,320 0.39 $12,700,668
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,773,036 $12,773,036 0.39 $12,566,026
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,724,251 $12,724,251 0.38 $12,615,654
Connecticut Avenue Securities Trust 2022-R03 1M2 7.12776% 25-MAR-2042, 7.13%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,503,140 $12,503,140 0.38 $12,416,371
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,497,760 $12,497,760 0.38 $12,393,682
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,370,177 $12,370,177 0.37 $12,111,506
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,320,187 $12,320,187 0.37 $12,271,289
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,304,195 $12,304,195 0.37 $12,044,344
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,295,430 $12,295,430 0.37 $12,033,893
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,278,930 $12,278,930 0.37 $12,276,834
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,269,685 $12,269,685 0.37 $12,188,508
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,116,912 $12,116,912 0.37 $12,050,677
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,091,342 $12,091,342 0.37 $11,894,909
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,042,485 $12,042,485 0.36 $11,947,887
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,973,337 $11,973,337 0.36 $11,809,612
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,755,493 $11,755,493 0.36 $11,492,757
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,617,534 $11,617,534 0.35 $11,500,526
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,577,468 $11,577,468 0.35 $11,510,585
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,427,511 $11,427,511 0.35 $11,204,684
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,422,472 $11,422,472 0.35 $11,329,751
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,258,527 $11,258,527 0.34 $11,244,395
NOW Trust 2025-1 A 5.45% 14-FEB-2034, 5.45%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,054,454 $11,154,100 $11,154,100 0.34 $11,127,528
BX Commercial Mortgage Trust 2026-CSMO A 5.02539% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,066,194 $11,066,194 0.33 $11,041,581
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,971,625 $10,971,625 0.33 $10,831,955
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,908,080 $10,908,080 0.33 $10,797,341
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 10,894,707 $10,907,381 $10,907,381 0.33 $10,884,580
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,777,830 $10,777,830 0.33 $10,660,140
RAF ABS Series 2025-1 A 5.2612% 09-DEC-2031, 5.26%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,661,480 $10,661,480 0.32 $10,627,790
NRTH Commercial Mortgage Trust 2025-PARK A 5.01866% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,546,370 $10,546,370 0.32 $10,522,949
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,354,157 $10,354,157 0.31 $10,244,333
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,338,438 $10,338,438 0.31 $10,085,220
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,251,204 $10,251,204 0.31 $10,213,121
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,249,253 $10,249,253 0.31 $10,228,645
Connecticut Avenue Securities Trust 2022-R06 1M2 7.47776% 25-MAY-2042, 7.48%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,242,388 $10,242,388 0.31 $10,229,925
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,187,863 $10,187,863 0.31 $10,067,520
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,058,927 $10,058,927 0.30 $9,869,394
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,018,128 $10,017,649 $10,017,649 0.30 $10,010,089
FS Commercial Mortgage Trust 2026-PALM|5.05|07/15/2041, 5.05%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $9,955,858 $9,955,858 0.30 $9,955,858
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,945,317 $9,945,317 0.30 $9,903,354
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,929,376 $9,929,376 0.30 $9,910,931
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,866,600 $9,866,600 0.30 $9,801,590
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,854,893 $9,854,893 0.30 $9,769,155
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,761,881 $9,761,881 0.29 $9,667,892
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 $9,737,571 $9,737,571 0.29 $9,687,799
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,655,210 $9,655,210 0.29 $9,555,193
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 9,623,033 $9,609,420 $9,609,420 0.29 $9,601,837
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,576,137 $9,576,137 0.29 $9,345,962
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,569,216 $9,569,216 0.29 $9,482,849
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,544,196 $9,544,196 0.29 $9,501,289
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,419,502 $9,419,502 0.28 $9,329,498
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,295,586 $9,349,022 $9,349,022 0.28 $9,308,819
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,338,743 $9,338,743 0.28 $9,273,558
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,315,106 $9,315,106 0.28 $9,301,712
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,308,756 $9,308,756 0.28 $9,269,110
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,298,256 $9,298,256 0.28 $9,076,231
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,215,477 $9,215,477 0.28 $8,992,427
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,030,102 $9,030,102 0.27 $8,927,188
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,955,433 $8,955,433 0.27 $8,781,780
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,878,921 $8,878,921 0.27 $8,792,862
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,829,303 $8,829,303 0.27 $8,650,250
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 8,783,245 $8,698,841 $8,698,841 0.26 $8,686,756
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,672,510 $8,672,510 0.26 $8,436,940
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,646,798 $8,646,798 0.26 $8,608,466
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,637,036 $8,637,036 0.26 $8,461,949
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,631,063 $8,631,063 0.26 $8,594,331
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,613,430 $8,613,430 0.26 $8,479,927
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,585,978 $8,585,978 0.26 $8,385,630
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,252,135 $8,252,135 0.25 $8,108,552
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,244,441 $8,244,441 0.25 $8,053,108
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,166,450 $8,166,450 0.25 $8,084,978
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,136,806 $8,136,806 0.25 $8,136,806
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,124,365 $8,124,365 0.25 $7,925,954
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,108,607 $8,108,607 0.24 $7,999,476
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,066,572 $8,066,572 0.24 $7,976,849
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,063,628 $8,063,628 0.24 $7,950,295
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,026,877 $8,026,877 0.24 $7,940,792
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,024,165 $8,024,165 0.24 $7,949,261
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,006,753 $8,006,753 0.24 $7,982,859
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,981,339 $7,981,339 0.24 $7,885,021
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,954,722 $7,954,722 0.24 $7,939,153
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,927,992 $7,927,992 0.24 $7,856,406
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,846,572 $7,846,572 0.24 $7,749,286
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,766,097 $7,766,097 0.23 $7,653,067
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,732,021 $7,732,021 0.23 $7,612,588
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,669,717 $7,669,717 0.23 $7,599,909
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,655,070 $7,655,070 0.23 $7,495,188
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,548,391 $7,634,997 $7,634,997 0.23 $7,626,659
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,410,579 $7,410,579 0.22 $7,337,975
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,322,380 $7,322,380 0.22 $7,241,125
Plenti PL & Green ABS Trust 2024-2 A1 5.4863% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,459,019 $7,278,028 $7,278,028 0.22 $7,256,245
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,164,108 $7,164,108 0.22 $7,097,311
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,121,196 $7,121,196 0.22 $6,964,085
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,108,662 $7,108,662 0.21 $7,053,012
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,040,910 $7,040,910 0.21 $6,909,941
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,013,803 $7,013,803 0.21 $7,006,847
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,002,981 $7,002,981 0.21 $6,991,163
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,950,277 $6,950,277 0.21 $6,857,207
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,917,058 $6,917,058 0.21 $6,827,230
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,868,058 $6,868,058 0.21 $6,837,718
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,845,264 $6,845,264 0.21 $6,828,703
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,817,226 $6,817,226 0.21 $6,722,240
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,682,396 $6,682,396 0.20 $6,621,346
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,664,073 $6,664,073 0.20 $6,548,069
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,637,184 $6,637,184 0.20 $6,563,793
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,630,088 $6,630,088 0.20 $6,551,657
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,625,360 $6,625,360 0.20 $6,594,114
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,534,082 $6,534,082 0.20 $6,449,685
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,510,690 $6,510,690 0.20 $6,229,637
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,438,907 $6,477,360 $6,477,360 0.20 $6,466,653
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,398,289 $6,398,289 0.19 $6,392,724
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,382,411 $6,382,411 0.19 $6,291,819
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,366,994 $6,366,994 0.19 $6,249,732
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,312,124 $6,312,124 0.19 $6,305,314
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,310,090 $6,310,090 0.19 $6,309,205
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,280,746 $6,280,746 0.19 $6,134,600
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,215,317 $6,215,317 0.19 $6,210,014
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,044,801 $6,057,428 $6,057,428 0.18 $6,048,273
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $6,035,694 $6,035,694 0.18 $5,871,424
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,016,930 $6,016,930 0.18 $5,999,453
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,978,660 $5,978,660 0.18 $5,961,460
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,978,595 $5,978,595 0.18 $5,953,861
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,950,401 $5,950,401 0.18 $5,945,437
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,917,033 $5,917,033 0.18 $5,910,983
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,877,304 $5,877,304 0.18 $5,829,113
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,856,136 $5,856,136 0.18 $5,830,010
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,815,908 $5,815,908 0.18 $5,696,763
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,811,279 $5,811,279 0.18 $5,745,698
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 5,752,000 $5,765,644 $5,765,644 0.17 $5,759,943
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,730,670 $5,730,670 0.17 $5,714,484
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,591,734 $5,591,734 0.17 $5,544,240
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,530,656 $5,530,656 0.17 $5,409,725
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,437,253 $5,437,253 0.16 $5,377,407
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,785,044 $5,421,096 $5,421,096 0.16 $5,404,084
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,352,244 $5,404,384 $5,404,384 0.16 $5,394,321
Metro Finance 2024-1 Trust|5.5525|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,760,114 $5,403,503 $5,403,503 0.16 $5,392,053
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,230,539 $5,230,539 0.16 $5,158,364
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,163,038 $5,163,038 0.16 $5,139,203
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,114,290 $5,114,290 0.15 $5,068,806
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,079,579 $5,079,579 0.15 $5,014,912
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,059,274 $5,059,274 0.15 $5,021,580
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,036,991 $5,036,991 0.15 $5,025,991
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,011,587 $5,011,587 0.15 $5,007,429
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,007,386 $5,007,386 0.15 $4,950,876
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,890,101 $4,890,101 0.15 $4,848,664
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,885,961 $4,885,961 0.15 $4,874,485
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,835,009 $4,835,009 0.15 $4,762,102
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,762,675 $4,762,675 0.14 $4,706,174
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,689,965 $4,689,965 0.14 $4,562,186
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,688,688 $4,688,688 0.14 $4,633,612
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,653,944 $4,653,944 0.14 $4,580,157
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,643,448 $4,643,448 0.14 $4,587,027
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,626,754 $4,626,754 0.14 $4,517,980
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,612,389 $4,612,389 0.14 $4,602,884
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,409,073 $4,433,559 $4,433,559 0.13 $4,423,830
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,428,592 $4,428,592 0.13 $4,336,544
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 $4,209,862 $4,209,862 0.13 $4,206,187
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,152,791 $4,152,791 0.13 $4,076,804
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.83%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,098,114 $4,103,061 $4,103,061 0.12 $4,099,763
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,092,634 $4,092,634 0.12 $3,967,454
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,876,703 $3,876,703 0.12 $3,873,435
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,701,112 $3,701,112 0.11 $3,687,625
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,691,643 $3,691,643 0.11 $3,605,459
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,668,489 $3,668,489 0.11 $3,640,140
RESIMAC Bastille Trust 2024-1NC A2 5.65% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,253,276 $3,658,151 $3,658,151 0.11 $3,649,137
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 $3,650,056 $3,650,056 0.11 $3,622,520
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,642,320 $3,642,320 0.11 $3,595,114
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,617,984 $3,617,984 0.11 $3,597,295
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,617,698 $3,617,698 0.11 $3,606,324
Plenti PL & Green ABS Trust 2025-1 A1G 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,111,923 $3,556,757 $3,556,757 0.11 $3,546,072
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.87776% 25-MAR-2044, 4.88%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,510,559 $3,510,559 0.11 $3,507,709
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,510,056 $3,510,056 0.11 $3,500,936
Connecticut Avenue Securities, Series 2021-R01 1M2 5.17776% 25-OCT-2041, 5.18%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,466,392 $3,471,517 $3,471,517 0.10 $3,468,528
Connecticut Avenue Securities Trust 2024-R01 1M1 4.67776% 25-JAN-2044, 4.68%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,354,953 $3,355,533 $3,355,533 0.10 $3,352,917
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,330,855 $3,330,855 0.10 $3,302,707
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,328,083 $3,328,083 0.10 $3,287,132
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,326,564 $3,326,564 0.10 $3,251,864
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,242,455 $3,247,137 $3,247,137 0.10 $3,244,555
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,243,833 $3,243,833 0.10 $3,240,953
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,237,050 $3,237,050 0.10 $3,218,824
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,120,924 $3,120,924 0.09 $3,070,716
Liberty Series 2024-1 Auto A 5.5062% 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,471,491 $3,108,636 $3,108,636 0.09 $3,105,832
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,060,179 $3,060,179 0.09 $3,029,954
Plenti PL & Green ABS Trust 2025-1 A1 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,369,165 $3,041,488 $3,041,488 0.09 $3,032,355
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,037,721 $3,037,721 0.09 $3,034,550
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.67776% 25-JAN-2045, 4.68%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,004,734 $3,005,986 $3,005,986 0.09 $3,003,644
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,947,784 $2,947,784 0.09 $2,881,707
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,896,113 $2,896,113 0.09 $2,893,588
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.82776% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,777,907 $2,780,500 $2,780,500 0.08 $2,778,265
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,748,372 $2,753,564 $2,753,564 0.08 $2,751,320
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,724,380 $2,724,380 0.08 $2,717,690
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 $2,701,954 $2,701,954 0.08 $2,683,142
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,617,024 $2,617,024 0.08 $2,590,606
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,541,186 $2,541,186 0.08 $2,529,490
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.42776% 25-NOV-2041, 5.43%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,472,598 $2,472,598 0.07 $2,470,368
Connecticut Avenue Securities Trust 2025-R03 2M1 5.22776% 25-MAR-2045, 5.23%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,415,173 $2,419,535 $2,419,535 0.07 $2,417,431
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,326,748 $2,326,748 0.07 $2,310,860
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.82776% 25-AUG-2044, 4.83%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,295,970 $2,295,970 0.07 $2,294,124
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-DEC-2032, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,245,239 $2,257,489 $2,257,489 0.07 $2,252,589
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,094,510 $2,094,510 0.06 $2,085,198
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.72776% 25-DEC-2031, 4.73%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,015,411 $2,019,367 $2,019,367 0.06 $2,017,779
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,995,044 $1,995,044 0.06 $1,957,765
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.37776% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,953,726 $1,953,726 0.06 $1,950,834
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,902,502 $1,902,502 0.06 $1,879,463
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,780,961 $1,803,333 $1,803,333 0.05 $1,798,721
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,780,961 $1,801,873 $1,801,873 0.05 $1,797,376
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,730,215 $1,730,215 0.05 $1,705,549
Plenti Auto ABS Trust 2025-1 A 5.3988% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,303,743 $1,603,760 $1,603,760 0.05 $1,599,275
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,566,292 $1,566,292 0.05 $1,557,502
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,517,222 $1,517,222 0.05 $1,488,374
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,505,874 $1,505,874 0.05 $1,488,102
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,492,003 $1,500,578 $1,500,578 0.05 $1,497,282
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 $1,473,231 $1,473,231 0.04 $1,468,809
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,459,795 $1,459,795 0.04 $1,449,434
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.82776% 25-MAY-2044, 4.83%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,449,464 $1,451,439 $1,451,439 0.04 $1,450,273
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,415,597 $1,415,597 0.04 $1,371,764
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,399,262 $1,401,228 $1,401,228 0.04 $1,400,102
Connecticut Avenue Securities Trust 2022-R01 1M2 5.52776% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,304,400 $1,304,400 0.04 $1,303,205
Connecticut Avenue Securities Trust 2022-R04 1M2 6.72776% 25-MAR-2042, 6.73%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,277,837 $1,277,837 0.04 $1,276,424
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,274,877 $1,274,877 0.04 $1,268,645
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.97776% 25-FEB-2044, 4.98%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,266,285 $1,268,133 $1,268,133 0.04 $1,267,082
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,253,686 $1,253,686 0.04 $1,252,236
Connecticut Avenue Securities Trust 2025-R01 1M1 4.72776% 25-JAN-2045, 4.73%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,224,231 $1,225,763 $1,225,763 0.04 $1,224,799
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,179,720 $1,179,720 0.04 $1,155,864
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,048,284 $1,048,284 0.03 $1,047,303
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,019,244 $1,019,244 0.03 $1,018,318
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $981,504 $981,504 0.03 $969,875
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $977,587 $977,587 0.03 $970,440
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $894,242 $894,242 0.03 $892,473
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,241,555 $865,135 $865,135 0.03 $862,069
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $864,260 $864,260 0.03 $862,292
Connecticut Avenue Securities Trust 2023-R06 1M1 5.32776% 25-JUL-2043, 5.33%, 07/25/43 CAS 2023-R06 20754EAA3 - 849,276 $851,745 $851,745 0.03 $850,991
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.62776% 25-MAY-2043, 5.63%, 05/25/43 STACR 2023-HQA1 35564KX79 - 745,123 $749,478 $749,478 0.02 $748,779
Connecticut Avenue Securities Trust 2025-R02 1M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 CAS 2025-R02 20754TAC6 - 741,308 $741,898 $741,898 0.02 $741,307
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $720,642 $720,642 0.02 $718,597
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $698,515 $698,515 0.02 $690,984
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $695,350 $695,350 0.02 $693,478
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $695,244 $695,244 0.02 $688,829
Connecticut Avenue Securities Trust 2024-R02 1M1 4.72776% 25-FEB-2044, 4.73%, 02/25/44 CAS 2024-R02 20754GAA8 - 514,517 $514,922 $514,922 0.02 $514,517
Connecticut Avenue Securities Trust 2024-R03 2M1 4.77776% 25-MAR-2044, 4.78%, 03/25/44 CAS 207941AA3 - 490,070 $490,393 $490,393 0.01 $490,002
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.07776% 25-OCT-2044, 5.08%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 489,781 $490,195 $490,195 0.01 $489,781
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $393,295 $393,295 0.01 $391,128
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $219,969 $219,969 0.01 $219,162
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $103,738 $103,738 0.00 $102,987
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - $8,674 $8,674 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -410.00 $-43,889,219 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-76,810,388 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,387,556 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-23,901,195 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,174 $-448,132,733 $-0 0.00 $-0
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 07/15/2026, 0.00%, 07/15/26 FISPP 31622GGF8 - 52,950,000 $52,862,903 $52,862,903 1.60 $52,862,903
HCA INC 0% 07/02/2026, 0.00%, 07/02/26 HCA 40412DG29 - 49,250,000 $49,244,596 $49,244,596 1.49 $49,244,596
HCA INC 0% 07/01/2026, 0.00%, 07/01/26 HCA 40412DG11 - 43,450,000 $43,445,081 $43,445,081 1.31 $43,445,081
CONAGRA BRANDS INC 0% 07/01/2026, 0.00%, 07/01/26 CAGPP 20600HG16 - 40,800,000 $40,795,504 $40,795,504 1.23 $40,795,504
JABIL INC 0% 07/22/2026, 0.00%, 07/22/26 JBLPP 46652MGN9 - 33,000,000 $32,914,583 $32,914,583 0.99 $32,914,583
GLOBAL PAYMENTS INC 0% 07/02/2026, 0.00%, 07/02/26 GPN 37961DG20 - 32,000,000 $31,992,675 $31,992,675 0.97 $31,992,675
AUTONATION INC 0% 07/01/2026, 0.00%, 07/01/26 AUTONA 05330NG11 - 21,950,000 $21,947,506 $21,947,506 0.66 $21,947,506
ENBRIDGE INC 0% 07/29/2026, 0.00%, 07/29/26 ENB 292976UW5 - 23,000,000 $16,175,789 $16,175,789 0.49 $16,175,789
ENBRIDGE INC 0% 07/30/2026, 0.00%, 07/30/26 ENB 292976UX3 - 15,000,000 $10,548,687 $10,548,687 0.32 $10,548,687
SEGREGATED CASH SEGCASH $0.00 5,506,035 $5,506,035 $5,506,035 0.17 $5,506,035
NEW ZEALAND DOLLAR NZD - 7,529,707 $4,283,281 $4,283,281 0.13 $4,283,281
EURO EUR - 2,205,166 $2,521,170 $2,521,170 0.08 $2,521,170
AUSTRALIAN DOLLARS AUD - 2,140,045 $1,482,621 $1,482,621 0.04 $1,482,621
CANADIAN DOLLAR CAD - 1,401,800 $988,053 $988,053 0.03 $988,053
BRITISH POUND GBP - -373,669 $-495,951 $-495,951 -0.01 $-495,951
US DOLLARS USD MD_142224 - -55,669,331 $-55,669,331 $-55,669,331 -1.68 $-55,669,331
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,874,290 $42,874,290 1.30 $42,874,290
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,874,290 $-42,874,290 -1.30 $-42,874,290
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $60,611,060 $60,611,060 1.83 $60,611,060
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-60,611,060 $-60,611,060 -1.83 $-60,611,060
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $76,339,786 $76,339,786 2.31 $76,339,786
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-76,339,786 $-76,339,786 -2.31 $-76,339,786
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $76,339,786 $76,339,786 2.31 $76,339,786
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-76,339,786 $-76,339,786 -2.31 $-76,339,786
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $78,672,075 $78,672,075 2.38 $78,672,075
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-78,672,075 $-78,672,075 -2.38 $-78,672,075
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 60 PAYER GS_US_SW @14.81C 60, 1.00%, 07/15/26 - XXDC3I UCAXXDC3I $60.00 476,100,000 $-476,100,000 $33,389 0.00 $33,389
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 70 PAYER GS_US_SW @8.25C 70, 1.00%, 07/15/26 - UCAXXDC3J $70.00 -476,100,000 $476,100,000 $-11,117 0.00 $-11,117
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-762,894 $-762,894 -0.02 $-762,894
FX Forward|USD|07/24/2026 +NZD0 - 794,053 $794,053 $794,053 0.02 $794,053
FX Forward|AUD|07/24/2026 +AUD1 - -516,950,000 $-357,974,887 $-357,974,887 -10.81 $-357,974,887
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.12 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-55,326,391 $-55,326,391 -1.67 $-55,326,391
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.73 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-52,676,734 $-52,676,734 -1.59 $-52,676,734
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.63 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,431,421 $-14,431,421 -0.44 $-14,431,421
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.45 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,769,900 $2,769,900 0.08 $2,769,900
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $705,604 $705,604 0.02 $705,604
FX Forward|USD|07/24/2026 +CADU - -737,673 $-737,673 $-737,673 -0.02 $-737,673
FX Forward|AUD|07/24/2026 +AUD1 - 1,200,000 $830,970 $830,970 0.03 $830,970
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 +AUD0 - 2,000,000 $1,384,950 $1,384,950 0.04 $1,384,950
FX Forward|USD|07/24/2026 +AUD0 - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521
FX Forward|AUD|07/24/2026 +AUD1 - 14,000,000 $9,694,648 $9,694,648 0.29 $9,694,648
FX Forward|USD|07/24/2026 +AUD1 - -10,146,966 $-10,146,966 $-10,146,966 -0.31 $-10,146,966
FX Forward|AUD|07/24/2026 +AUD2 - 3,000,000 $2,077,425 $2,077,425 0.06 $2,077,425
FX Forward|USD|07/24/2026 +AUD2 - -2,128,928 $-2,128,928 $-2,128,928 -0.06 $-2,128,928
FX Forward|AUD|07/24/2026 +AUD0 - 20,000,000 $13,849,498 $13,849,498 0.42 $13,849,498
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|AUD|07/24/2026 +AUDU - 1,500,000 $1,038,712 $1,038,712 0.03 $1,038,712
FX Forward|USD|07/24/2026 +AUDU - -1,074,915 $-1,074,915 $-1,074,915 -0.03 $-1,074,915
FX Forward|AUD|07/24/2026 +AUD0 - -9,512,439 $-6,587,125 $-6,587,125 -0.20 $-6,587,125
FX Forward|USD|07/24/2026 +AUD0 - 6,785,630 $6,785,630 $6,785,630 0.20 $6,785,630
FX Forward|AUD|07/24/2026 +AUD0 - 4,000,000 $2,769,900 $2,769,900 0.08 $2,769,900
FX Forward|USD|07/24/2026 +AUD0 - -2,821,744 $-2,821,744 $-2,821,744 -0.09 $-2,821,744
FX Forward|AUD|07/24/2026 +AUDU - 2,000,000 $1,384,950 $1,384,950 0.04 $1,384,950
FX Forward|USD|07/24/2026 +AUDU - -1,396,524 $-1,396,524 $-1,396,524 -0.04 $-1,396,524
FX Forward|AUD|07/24/2026 +AUD1 - 2,000,000 $1,384,950 $1,384,950 0.04 $1,384,950
FX Forward|USD|07/24/2026 +AUD1 - -1,413,415 $-1,413,415 $-1,413,415 -0.04 $-1,413,415
FX Forward|AUD|07/24/2026 +AUD0 - 8,000,000 $5,539,799 $5,539,799 0.17 $5,539,799
FX Forward|USD|07/24/2026 +AUD0 - -5,612,281 $-5,612,281 $-5,612,281 -0.17 $-5,612,281
FX Forward|EUR|07/24/2026 +EUR2 - -3,071,617 $-3,515,290 $-3,515,290 -0.11 $-3,515,290
FX Forward|USD|07/24/2026 +EUR2 - 3,500,196 $3,500,196 $3,500,196 0.11 $3,500,196
FX Forward|CAD|07/29/2026 +CAD0 - -23,000,000 $-16,233,736 $-16,233,736 -0.49 $-16,233,736
FX Forward|USD|07/29/2026 +CAD0 - 16,174,493 $16,174,493 $16,174,493 0.49 $16,174,493
FX Forward|CAD|07/30/2026 +CADU - -15,000,000 $-10,587,852 $-10,587,852 -0.32 $-10,587,852
FX Forward|USD|07/30/2026 +CADU - 10,573,798 $10,573,798 $10,573,798 0.32 $10,573,798
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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