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 May 1, 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 $44,440,045 $44,440,045 1.36 $43,780,178
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,143,529 $33,143,529 1.02 $32,766,436
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $28,257,342 $28,257,342 0.87 $27,948,087
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,496,241 $26,496,241 0.82 $26,026,291
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,553,044 $25,553,044 0.79 $25,539,617
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,245,513 $25,245,513 0.78 $24,903,802
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $24,988,610 $24,988,610 0.77 $24,949,266
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,919,806 $24,919,806 0.77 $24,505,324
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,555,434 $24,555,434 0.76 $24,020,912
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,854,465 $23,854,465 0.74 $23,551,832
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,548,259 $23,548,259 0.73 $23,045,500
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 $23,382,951 $23,382,951 0.72 $23,162,799
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,290,593 $23,290,593 0.72 $23,222,953
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,276,199 $23,276,199 0.72 $22,783,942
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,160,927 $22,160,927 0.69 $21,926,284
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,903,207 $21,903,207 0.68 $21,524,017
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,698,289 $21,698,289 0.67 $21,544,993
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $21,066,908 $21,066,908 0.65 $20,832,727
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,838,135 $20,838,135 0.64 $20,687,962
BX Trust 2025-ROIC A 4.79854% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,529,030 $20,529,030 0.63 $20,476,875
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,418,059 $20,418,059 0.63 $19,948,476
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,099,067 $20,099,067 0.62 $20,055,117
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,042,130 $20,042,130 0.62 $19,975,351
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,605,890 $19,605,890 0.61 $19,497,390
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,355,983 $19,355,983 0.60 $19,222,752
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,123,340 $19,123,340 0.59 $19,038,308
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,803,573 $18,803,573 0.58 $18,775,262
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,710,676 $18,710,676 0.58 $18,539,328
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,483,975 $18,483,975 0.57 $18,395,922
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,897,315 $17,897,315 0.55 $17,719,875
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,752,512 $17,752,512 0.55 $17,561,762
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,602,033 $17,602,033 0.54 $17,432,597
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,589,099 $17,589,099 0.54 $17,148,575
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,143,897 $17,143,897 0.53 $17,135,108
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,110,040 $17,110,040 0.53 $17,084,380
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,060,316 $17,060,316 0.53 $16,935,062
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,927,575 $16,927,575 0.52 $16,878,076
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,872,087 $16,872,087 0.52 $16,830,734
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,711,092 $16,711,092 0.52 $16,672,611
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,977,396 $15,977,396 0.49 $15,977,396
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,922,096 $15,922,096 0.49 $15,836,762
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,865,612 $15,865,612 0.49 $15,770,002
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,699,217 $15,699,217 0.49 $15,670,434
NOW Trust 2024-1 A 5.4875% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 21,621,963 $15,696,430 $15,696,430 0.49 $15,649,513
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,505,146 $15,505,146 0.48 $15,169,255
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,346,662 $15,346,662 0.47 $15,036,129
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,243,745 $15,243,745 0.47 $14,978,394
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,208,430 $15,208,430 0.47 $15,023,637
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,150,705 $15,150,705 0.47 $15,114,359
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,034,610 $15,034,610 0.46 $14,961,955
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,884,857 $14,884,857 0.46 $14,669,979
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,834,749 $14,834,749 0.46 $14,636,218
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,758,002 $14,758,002 0.46 $14,638,001
REGATTA FUNDING LTD 0% 37, 4.95%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,546,400 $14,546,400 0.45 $14,546,400
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,506,005 $14,506,005 0.45 $14,500,000
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,499,873 $14,499,873 0.45 $14,263,390
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,437,738 $14,437,738 0.45 $14,241,675
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,386,366 $14,386,366 0.44 $14,336,015
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,375,836 $14,375,836 0.44 $14,212,855
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,322,440 $14,322,440 0.44 $14,296,362
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,313,320 $14,313,320 0.44 $14,217,223
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,079,446 $14,079,446 0.44 $14,006,005
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,078,572 $14,078,572 0.44 $13,957,533
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,962,406 $13,962,406 0.43 $13,794,386
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,925,401 $13,925,401 0.43 $13,838,686
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,923,918 $13,923,918 0.43 $13,838,708
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,911,783 $13,911,783 0.43 $13,857,241
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,909,312 $13,909,312 0.43 $13,563,736
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,781,756 $13,781,756 0.43 $13,591,309
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14516% 25-OCT-2041, 5.15%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,731,249 $13,770,853 $13,770,853 0.43 $13,757,115
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,764,307 $13,764,307 0.43 $13,543,876
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,681,277 $13,681,277 0.42 $13,311,677
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,648,253 $13,648,253 0.42 $13,623,120
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,639,470 $13,639,470 0.42 $13,514,227
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,320,542 $13,320,542 0.41 $12,656,113
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,254,132 $13,254,132 0.41 $13,188,339
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,163,776 $13,163,776 0.41 $13,072,185
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,129,040 $13,129,040 0.41 $12,757,500
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,067,248 $13,067,248 0.40 $12,862,039
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $13,046,327 $13,046,327 0.40 $12,675,820
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,992,567 $12,992,567 0.40 $12,877,811
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,978,141 $12,978,141 0.40 $12,662,459
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,952,301 $12,952,301 0.40 $12,763,668
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,834,392 $12,834,392 0.40 $12,819,312
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,772,515 $12,772,515 0.39 $12,753,321
Hertz Vehicle Financing III, Series 2025-5 A 4.62% 25-MAY-2030, 4.62%, 05/25/30 HERTZ 2025-5A 42806MDL0 - 12,800,000 $12,763,899 $12,763,899 0.39 $12,749,115
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,709,023 $12,709,023 0.39 $12,574,764
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,688,318 $12,688,318 0.39 $12,599,303
NOW Trust 2025-1 A 5.2375% 14-FEB-2034, 5.24%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,223,356 $12,469,642 $12,469,642 0.39 $12,433,971
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,464,873 $12,464,873 0.39 $12,448,037
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,293,723 $12,293,723 0.38 $12,134,675
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,236,389 $12,236,389 0.38 $12,065,230
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,221,288 $12,221,288 0.38 $12,044,938
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $12,123,085 $12,123,085 0.37 $11,999,424
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14516% 25-MAR-2042, 7.15%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,089,322 $12,089,322 0.37 $12,072,885
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,013,433 $12,013,433 0.37 $11,884,450
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $11,972,973 $11,972,973 0.37 $11,918,023
RAF ABS Series 2025-1 A 5.0135% 09-DEC-2031, 5.01%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 16,518,612 $11,947,083 $11,947,083 0.37 $11,906,148
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,894,893 $11,894,893 0.37 $11,817,578
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,837,788 $11,837,788 0.37 $11,695,543
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,817,617 $11,817,617 0.37 $11,501,648
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,798,046 $11,798,046 0.36 $11,722,818
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,677,019 $11,677,019 0.36 $11,524,400
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,543,851 $11,543,851 0.36 $11,536,159
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,332,220 $11,332,220 0.35 $11,278,360
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,224,119 $11,236,839 $11,236,839 0.35 $11,224,085
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,213,829 $11,213,829 0.35 $11,036,867
BX Commercial Mortgage Trust 2026-CSMO A 5.05471% 15-FEB-2043, 5.05%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,053,881 $11,053,881 0.34 $11,024,483
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,851,668 $10,851,668 0.34 $10,818,856
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,808,930 $10,808,930 0.33 $10,671,256
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,669,705 $10,669,705 0.33 $10,647,849
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,570,552 $10,575,113 $10,575,113 0.33 $10,562,618
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,519,772 $10,519,772 0.33 $10,483,082
NRTH Commercial Mortgage Trust 2025-PARK A 5.04798% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,514,078 $10,514,078 0.33 $10,486,104
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,366,986 $10,366,986 0.32 $10,156,585
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,296,567 $10,296,567 0.32 $10,281,993
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,293,822 $10,293,822 0.32 $10,258,521
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,293,112 $10,293,112 0.32 $10,127,369
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,284,966 $10,284,966 0.32 $10,242,489
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,225,336 $10,225,336 0.32 $10,035,039
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,091,311 $10,091,311 0.31 $9,931,075
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,039,851 $10,039,851 0.31 $9,885,679
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $10,024,855 $10,024,855 0.31 $9,976,981
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,021,851 $10,021,851 0.31 $9,899,420
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $10,014,883 $10,014,883 0.31 $9,706,808
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,359,699 $9,986,383 $9,986,383 0.31 $9,279,658
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,924,870 $9,924,870 0.31 $9,815,739
Georgia-Pacific LLC|4.4|05/15/2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,846,450 $9,846,450 0.30 $9,846,450
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,720,844 $9,809,395 $9,809,395 0.30 $9,763,148
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,800,745 $9,800,745 0.30 $9,771,833
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,788,424 $9,788,424 0.30 $9,617,186
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 $9,680,070 $9,680,070 0.30 $9,673,283
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,524,586 $9,524,586 0.29 $9,518,923
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,513,602 $9,513,602 0.29 $9,356,315
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,269,108 $9,269,108 0.29 $9,242,228
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,233,243 $9,233,243 0.29 $9,087,456
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $9,051,344 $9,051,344 0.28 $8,962,933
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,981,714 $8,981,714 0.28 $8,939,906
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,893,544 $8,893,544 0.27 $8,786,771
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,808,796 $8,808,796 0.27 $8,702,518
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,799,488 $8,799,488 0.27 $8,777,973
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,793,047 $8,793,047 0.27 $8,672,988
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,713,195 $8,713,195 0.27 $8,579,823
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 8,800,000 $8,624,100 $8,624,100 0.27 $8,608,058
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,619,395 $8,619,395 0.27 $8,464,713
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,594,443 $8,594,443 0.27 $8,516,893
Plenti PL & Green ABS Trust 2024-2 A1 5.26% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 11,463,844 $8,304,821 $8,304,821 0.26 $8,279,785
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,211,940 $8,211,940 0.25 $8,133,311
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,149,570 $8,149,570 0.25 $8,129,202
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,133,850 $8,133,850 0.25 $7,970,973
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,080,877 $8,080,877 0.25 $7,949,386
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,056,324 $8,056,324 0.25 $8,003,742
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,039,733 $8,039,733 0.25 $8,010,177
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,011,828 $8,011,828 0.25 $7,945,994
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,991,529 $7,991,529 0.25 $7,974,322
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $7,977,446 $7,977,446 0.25 $7,962,475
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,846,606 $7,953,538 $7,953,538 0.25 $7,943,399
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,927,107 $7,927,107 0.25 $7,919,340
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,899,273 $7,899,273 0.24 $7,885,157
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,812,711 $7,812,711 0.24 $7,659,132
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,804,131 $7,804,131 0.24 $7,766,471
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,693,055 $7,693,055 0.24 $7,637,040
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,672,558 $7,672,558 0.24 $7,594,135
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,618,722 $7,618,722 0.24 $7,516,886
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,617,296 $7,617,296 0.24 $7,599,844
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 7,553,496 $7,570,642 $7,570,642 0.23 $7,562,938
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,519,402 $7,519,402 0.23 $7,409,126
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,384,647 $7,384,647 0.23 $7,364,428
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,331,585 $7,331,585 0.23 $7,236,218
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,287,401 $7,287,401 0.23 $7,260,634
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,254,827 $7,254,827 0.22 $7,070,027
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,190,702 $7,190,702 0.22 $7,150,598
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,112,507 $7,181,636 $7,181,636 0.22 $7,166,583
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,167,481 $7,167,481 0.22 $7,019,606
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,033,076 $7,033,076 0.22 $6,990,202
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $7,032,803 $7,032,803 0.22 $7,001,375
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,026,001 $7,026,001 0.22 $6,989,360
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,983,375 $6,983,375 0.22 $6,911,654
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,911,527 $6,911,527 0.21 $6,878,152
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,900,757 $6,900,757 0.21 $6,862,948
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,877,913 $6,877,913 0.21 $6,839,287
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,860,627 $6,860,627 0.21 $6,815,729
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,646,286 $6,646,286 0.21 $6,584,001
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,636,022 $6,636,022 0.21 $6,632,969
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,632,885 $6,632,885 0.21 $6,396,704
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,627,735 $6,627,735 0.20 $6,563,389
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,604,640 $6,604,640 0.20 $6,586,292
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,593,676 $6,593,676 0.20 $6,566,047
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,547,820 $6,576,395 $6,576,395 0.20 $6,563,772
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,569,197 $6,569,197 0.20 $6,490,140
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,512,258 $6,512,258 0.20 $6,471,594
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,434,287 $6,434,287 0.20 $6,324,615
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,747,983 $6,357,044 $6,357,044 0.20 $6,336,959
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,341,838 $6,341,838 0.20 $6,302,372
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,317,986 $6,317,986 0.20 $6,247,464
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,277,188 $6,277,188 0.19 $6,222,321
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,262,682 $6,262,682 0.19 $6,170,982
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,216,048 $6,216,048 0.19 $6,209,840
Metro Finance 2024-1 Trust|5.36|09/17/2030, 5.36%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,337,827 $6,052,123 $6,052,123 0.19 $6,037,102
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,051,341 $6,051,341 0.19 $5,954,172
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,964,778 $6,048,780 $6,048,780 0.19 $6,034,507
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,044,093 $6,044,093 0.19 $5,978,846
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,975,947 $5,975,947 0.18 $5,968,501
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,968,464 $5,968,464 0.18 $5,860,599
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,941,050 $5,941,050 0.18 $5,912,777
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,855,803 $5,855,803 0.18 $5,729,011
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,843,050 $5,843,050 0.18 $5,825,045
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,794,244 $5,794,244 0.18 $5,762,957
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,785,735 $5,785,735 0.18 $5,707,749
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,760,556 $5,760,556 0.18 $5,734,793
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,619,979 $5,619,979 0.17 $5,617,582
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,507,868 $5,507,868 0.17 $5,431,408
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,204,498 $5,204,498 0.16 $5,161,362
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,199,592 $5,199,592 0.16 $5,166,597
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,177,332 $5,177,332 0.16 $5,038,846
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,141,232 $5,141,232 0.16 $5,045,669
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,125,157 $5,125,157 0.16 $5,047,657
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,106,068 $5,106,068 0.16 $5,097,621
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,082,576 $5,082,576 0.16 $5,041,259
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,103,475 $5,056,476 $5,056,476 0.16 $5,035,023
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,050,113 $5,050,113 0.16 $5,023,842
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,048,146 $5,048,146 0.16 $5,021,117
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,992,707 $4,992,707 0.15 $4,965,748
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.85%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,944,142 $4,951,911 $4,951,911 0.15 $4,947,253
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,854,016 $4,888,443 $4,888,443 0.15 $4,875,723
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,873,377 $4,873,377 0.15 $4,859,674
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,843,864 $4,843,864 0.15 $4,826,528
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,791,525 $4,791,525 0.15 $4,703,307
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,742,232 $4,742,232 0.15 $4,718,262
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,691,856 $4,691,856 0.15 $4,609,285
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,661,090 $4,661,090 0.14 $4,640,895
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,645,654 $4,645,654 0.14 $4,612,701
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,626,358 $4,626,358 0.14 $4,601,160
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,602,211 $4,602,211 0.14 $4,529,070
Connecticut Avenue Securities Trust 2024-R01 1M1 4.69516% 25-JAN-2044, 4.70%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 4,517,749 $4,526,054 $4,526,054 0.14 $4,521,929
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,422,430 $4,422,430 0.14 $4,362,180
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 4,316,494 $4,320,517 $4,320,517 0.13 $4,316,492
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,917,910 $4,285,110 $4,285,110 0.13 $4,271,768
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 $4,204,544 $4,204,544 0.13 $4,199,031
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,147,363 $4,147,363 0.13 $4,048,106
Plenti PL & Green ABS Trust 2025-1 A1G 5.28% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,694,239 $4,129,594 $4,129,594 0.13 $4,117,111
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,124,990 $4,124,990 0.13 $4,080,618
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.84516% 25-MAY-2045, 4.85%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 4,119,214 $4,123,094 $4,123,094 0.13 $4,119,213
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,043,476 $4,074,779 $4,074,779 0.13 $4,050,277
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,932,509 $3,943,144 $3,943,144 0.12 $3,939,172
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,903,177 $3,903,177 0.12 $3,898,275
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,871,849 $3,871,849 0.12 $3,836,702
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,807,691 $3,807,691 0.12 $3,768,988
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24516% 25-MAR-2045, 5.25%, 03/25/45 CAS 2025-R03 20754VAB3 - 3,781,383 $3,792,159 $3,792,159 0.12 $3,788,302
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69516% 25-JAN-2045, 4.70%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,776,353 $3,776,353 0.12 $3,772,907
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,664,890 $3,664,890 0.11 $3,612,820
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,645,700 $3,645,700 0.11 $3,642,600
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 $3,622,701 $3,622,701 0.11 $3,618,946
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,620,399 $3,620,399 0.11 $3,601,818
Liberty Series 2024-1 Auto A 5.357% 25-MAY-2032, 5.38%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,906,746 $3,551,972 $3,551,972 0.11 $3,548,842
Plenti PL & Green ABS Trust 2025-1 A1 5.28% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,866,871 $3,522,856 $3,522,856 0.11 $3,512,187
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89516% 25-MAR-2044, 4.90%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,509,475 $3,509,475 0.11 $3,506,137
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,404,930 $3,404,930 0.11 $3,311,458
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,396,265 $3,396,265 0.10 $3,359,177
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,306,105 $3,306,105 0.10 $3,257,055
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,302,343 $3,302,343 0.10 $3,274,807
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,257,160 $3,257,160 0.10 $3,252,841
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.84516% 25-AUG-2044, 4.85%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,237,596 $3,241,341 $3,241,341 0.10 $3,238,290
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,096,864 $3,096,864 0.10 $3,044,940
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,094,536 $3,094,536 0.10 $3,062,215
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,926,166 $2,926,166 0.09 $2,882,778
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,901,573 $2,901,573 0.09 $2,897,785
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,716,186 $2,716,186 0.08 $2,703,365
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 $2,683,899 $2,683,899 0.08 $2,681,334
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,615,655 $2,615,655 0.08 $2,612,649
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.44516% 25-NOV-2041, 5.45%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,479,168 $2,479,168 0.08 $2,476,558
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,434,928 $2,434,928 0.08 $2,407,909
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,408,717 $2,432,845 $2,432,845 0.08 $2,426,602
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.74516% 25-DEC-2031, 4.75%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,306,744 $2,322,622 $2,322,622 0.07 $2,309,705
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,219,967 $2,219,967 0.07 $2,211,606
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,080,703 $2,080,703 0.06 $2,076,807
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,969,000 $1,998,619 $1,998,619 0.06 $1,992,715
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,969,000 $1,997,296 $1,997,296 0.06 $1,991,241
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,982,943 $1,982,943 0.06 $1,961,404
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,969,809 $1,969,809 0.06 $1,966,429
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,896,288 $1,896,288 0.06 $1,890,528
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,493,478 $1,805,521 $1,805,521 0.06 $1,800,158
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,749,639 $1,752,948 $1,752,948 0.05 $1,751,300
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,745,000 $1,746,609 $1,746,609 0.05 $1,744,999
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,718,062 $1,718,062 0.05 $1,705,950
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.99516% 25-FEB-2044, 5.00%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,692,264 $1,694,652 $1,694,652 0.05 $1,693,008
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.84516% 25-MAY-2044, 4.85%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,691,670 $1,693,484 $1,693,484 0.05 $1,691,891
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,639,300 $1,654,583 $1,654,583 0.05 $1,650,283
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,641,545 $1,641,545 0.05 $1,598,566
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,496,848 $1,496,848 0.05 $1,492,192
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,561,682 $1,479,444 $1,479,444 0.05 $1,471,441
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,404,294 $1,404,294 0.04 $1,375,512
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.09516% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 1,378,333 $1,379,923 $1,379,923 0.04 $1,378,557
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,301,335 $1,301,335 0.04 $1,288,120
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,299,077 $1,299,077 0.04 $1,270,946
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,233,100 $1,234,674 $1,234,674 0.04 $1,233,524
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,216,001 $1,216,001 0.04 $1,201,302
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64516% 25-JUN-2043, 5.65%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,048,363 $1,048,363 0.03 $1,047,215
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34516% 25-JUL-2043, 5.35%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,021,161 $1,024,329 $1,024,329 0.03 $1,023,268
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,021,550 $1,021,550 0.03 $1,011,424
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.50%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,020,883 $1,020,883 0.03 $1,019,799
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,395,124 $1,013,792 $1,013,792 0.03 $1,010,155
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74516% 25-FEB-2044, 4.75%, 02/25/44 CAS 2024-R02 20754GAA8 - 974,935 $975,825 $975,825 0.03 $974,925
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $974,809 $974,809 0.03 $971,901
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $892,372 $892,372 0.03 $888,982
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $884,330 $884,330 0.03 $880,887
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.64516% 25-MAY-2043, 5.65%, 05/25/43 STACR 2023-HQA1 35564KX79 - 863,875 $870,197 $870,197 0.03 $869,248
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79516% 25-MAR-2044, 4.80%, 03/25/44 CAS 207941AA3 - 787,099 $787,879 $787,879 0.02 $787,145
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $752,557 $752,557 0.02 $742,238
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $728,901 $728,901 0.02 $722,532
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $721,923 $721,923 0.02 $718,035
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $715,774 $715,774 0.02 $714,551
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $580,374 $580,374 0.02 $578,724
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $406,101 $406,101 0.01 $405,315
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,952 $106,952 0.00 $106,857
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-90,026,625 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -279.00 $-30,088,406 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,190,751 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -368.00 $-28,492,990 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,817 $-376,331,930 $-0 0.00 $-0
AUTONATION INC 0% 05/04/2026, 0.00%, 05/04/26 AUTONA 05330NE47 - 96,350,000 $96,316,682 $96,316,682 2.98 $96,316,682
AUTONATION INC 0% 05/05/2026, 0.00%, 05/05/26 AUTONA 05330NE54 - 89,350,000 $89,308,801 $89,308,801 2.76 $89,308,801
GLOBAL PAYMENTS INC 0% 05/04/2026, 0.00%, 05/04/26 GPN 37961DE48 - 42,000,000 $41,985,476 $41,985,476 1.30 $41,985,476
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/28/2026, 0.00%, 05/28/26 STLACP 85855KEU2 - 41,500,000 $41,365,212 $41,365,212 1.28 $41,365,212
ENBRIDGE INC 0% 05/21/2026, 0.00%, 05/21/26 ENB 292976SN8 - 51,700,000 $38,035,218 $38,035,218 1.18 $38,035,218
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/08/2026, 0.00%, 05/08/26 STLACP 85855KE81 - 37,565,000 $37,534,689 $37,534,689 1.16 $37,534,689
UNION ELECTRIC CO 0% 05/04/2026, 0.00%, 05/04/26 UECCP 90655KE42 - 30,050,000 $30,040,231 $30,040,231 0.93 $30,040,231
GLOBAL PAYMENTS INC 0% 05/07/2026, 0.00%, 05/07/26 GPN 37961DE71 - 21,900,000 $21,884,852 $21,884,852 0.68 $21,884,852
ENBRIDGE INC 0% 05/22/2026, 0.00%, 05/22/26 ENB 292976SP3 - 24,625,000 $18,114,755 $18,114,755 0.56 $18,114,755
ENBRIDGE INC 0% 05/26/2026, 0.00%, 05/26/26 ENB 292976ST5 - 14,775,000 $10,865,152 $10,865,152 0.34 $10,865,152
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/04/2026, 0.00%, 05/04/26 STLACP 85855KE40 - 8,000,000 $7,997,234 $7,997,234 0.25 $7,997,234
HCA INC 0% 05/13/2026, 0.00%, 05/13/26 HCA 40412DED7 - 6,450,000 $6,441,016 $6,441,016 0.20 $6,441,016
SEGREGATED CASH SEGCASH $0.00 5,716,931 $5,716,931 $5,716,931 0.18 $5,716,931
NEW ZEALAND DOLLAR NZD - 6,600,721 $3,904,666 $3,904,666 0.12 $3,904,666
AUSTRALIAN DOLLARS AUD - 2,827,742 $2,040,645 $2,040,645 0.06 $2,040,645
EURO EUR - 1,452,552 $1,709,287 $1,709,287 0.05 $1,709,287
CANADIAN DOLLAR CAD - 1,603,082 $1,181,038 $1,181,038 0.04 $1,181,038
BRITISH POUND GBP - -364,963 $-497,170 $-497,170 -0.02 $-497,170
US DOLLARS USD MD_142224 - -123,980,938 $-123,980,938 $-123,980,938 -3.83 $-123,980,938
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $44,585,234 $44,585,234 1.38 $44,585,234
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-44,585,234 $-44,585,234 -1.38 $-44,585,234
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $63,029,808 $63,029,808 1.95 $63,029,808
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-63,029,808 $-63,029,808 -1.95 $-63,029,808
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - 144,900,000 $144,900,000 $144,900,000 4.48 $144,900,000
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - -144,900,000 $-144,900,000 $-144,900,000 -4.48 $-144,900,000
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $79,386,206 $79,386,206 2.45 $79,386,206
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-79,386,206 $-79,386,206 -2.45 $-79,386,206
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $79,386,206 $79,386,206 2.45 $79,386,206
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-79,386,206 $-79,386,206 -2.45 $-79,386,206
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $599,917,850 $0 0.00 $0
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-794,776 $-794,776 -0.02 $-794,776
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 $-372,453,015 $-372,453,015 -11.51 $-372,453,015
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.38 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-57,966,465 $-57,966,465 -1.79 $-57,966,465
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.77 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-54,052,615 $-54,052,615 -1.67 $-54,052,615
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.66 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,892,533 $-14,892,533 -0.46 $-14,892,533
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.46 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,881,927 $2,881,927 0.09 $2,881,927
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|05/21/2026 +CADU - -51,700,000 $-38,118,746 $-38,118,746 -1.18 $-38,118,746
FX Forward|USD|05/21/2026 +CADU - 37,907,256 $37,907,256 $37,907,256 1.17 $37,907,256
FX Forward|CAD|05/22/2026 +CADU - -24,625,000 $-18,157,061 $-18,157,061 -0.56 $-18,157,061
FX Forward|USD|05/22/2026 +CADU - 18,028,239 $18,028,239 $18,028,239 0.56 $18,028,239
FX Forward|CAD|05/26/2026 +CADU - -14,775,000 $-10,896,369 $-10,896,369 -0.34 $-10,896,369
FX Forward|USD|05/26/2026 +CADU - 10,809,840 $10,809,840 $10,809,840 0.33 $10,809,840
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $739,274 $739,274 0.02 $739,274
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 $864,578 $864,578 0.03 $864,578
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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