Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - US Investor
{{banner.link_text}}
For Individual Investors in the US

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of September 14, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, National Association 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,005,211 $44,005,211 1.27 $43,639,284
Bank Australia Limited FRN 21-FEB-2028, 6.14%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,625,315 $27,625,315 0.79 $27,510,687
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,106,567 $26,106,567 0.75 $25,847,879
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,763,572 $25,763,572 0.74 $25,310,422
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,175,973 $25,175,973 0.72 $25,006,496
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,103,681 $25,103,681 0.72 $25,024,750
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,874,789 $24,874,789 0.72 $24,700,516
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,245,591 $24,245,591 0.70 $24,016,584
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,235,357 $24,235,357 0.70 $23,860,255
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,323,536 $23,323,536 0.68 $22,966,548
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,279,190 $23,279,190 0.68 $23,164,266
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 $23,020,309 $23,020,309 0.67 $22,956,497
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,716,382 $22,716,382 0.66 $22,381,776
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,098,081 $22,098,081 0.64 $21,939,080
TR Finance LLC 5.1% 15-SEP-2028, 5.10%, 09/15/28 TRICN 87268LAF4 - 21,827,000 $21,810,613 $21,810,613 0.63 $21,798,244
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,247,193 $21,247,193 0.62 $21,217,036
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,925,362 $20,925,362 0.61 $20,759,987
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.37%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,716,772 $20,716,772 0.60 $20,699,284
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,325,918 $20,325,918 0.59 $19,798,711
BX Trust 2025-ROIC A 4.78303% 15-FEB-2042, 4.78%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,301,471 $20,301,471 0.59 $20,217,360
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,145,638 $20,145,638 0.59 $19,807,538
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,994,906 $19,994,906 0.58 $19,675,760
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,279,770 $19,279,770 0.56 $18,857,188
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,083,018 $19,083,018 0.55 $19,053,411
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99319% 25-APR-2042, 7.99%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,294,363 $18,727,735 $18,727,735 0.54 $18,642,434
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,660,228 $18,660,228 0.54 $18,260,418
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,224,177 $18,224,177 0.53 $18,186,100
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,557,641 $17,557,641 0.51 $17,491,515
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,541,827 $17,541,827 0.51 $17,460,714
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,384,308 $17,384,308 0.51 $16,991,747
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,372,335 $17,372,335 0.50 $17,063,431
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,347,554 $17,347,554 0.50 $17,016,306
Parker-Hannifin Corporation 4.75% 14-SEP-2028, 4.75%, 09/14/28 PH 701094AT1 - 17,200,000 $17,120,417 $17,120,417 0.50 $17,118,147
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,997,092 $16,997,092 0.49 $16,844,318
BX Trust 2026-CIP A 4.8392% 15-MAY-2038, 4.84%, 05/15/38 BX 2026-CIP 123917AA4 - 16,785,825 $16,865,744 $16,865,744 0.49 $16,795,796
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,831,515 $16,831,515 0.49 $16,689,350
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,824,590 $16,824,590 0.49 $16,474,623
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,698,082 $16,698,082 0.49 $16,465,023
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,630,920 $16,630,920 0.48 $16,454,642
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,523,852 $16,523,852 0.48 $16,257,369
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,976,377 $15,976,377 0.46 $15,798,894
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,957,250 $15,957,250 0.46 $15,698,511
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,912,584 $15,912,584 0.46 $15,569,581
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $15,899,546 $15,899,546 0.46 $15,581,324
GlaxoSmithKline Capital, Inc. 4.85% 14-SEP-2029, 4.85%, 09/14/29 GSK 377372AS6 - 15,954,000 $15,842,089 $15,842,089 0.46 $15,829,193
Dell International LLC 5.1% 15-SEP-2029, 5.10%, 09/15/29 DELL 24703DBY6 - 15,659,000 $15,562,837 $15,562,837 0.45 $15,562,837
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,387,262 $15,387,262 0.45 $15,242,704
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,304,288 $15,304,288 0.44 $15,061,912
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,236,611 $15,236,611 0.44 $14,993,122
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,188,854 $15,188,854 0.44 $14,973,421
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,049,866 $15,049,866 0.44 $14,878,056
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 6.36%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,895,037 $14,895,037 0.43 $14,813,990
Illinois Tool Works, Inc. 4.65% 13-AUG-2029, 4.65%, 08/13/29 ITW 452308BD0 - 14,868,000 $14,761,201 $14,761,201 0.43 $14,699,747
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,700,904 $14,700,904 0.43 $14,577,583
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,692,967 $14,692,967 0.43 $14,591,716
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,649,445 $14,649,445 0.43 $14,527,898
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,645,388 $14,645,388 0.43 $14,529,696
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,620,086 $14,620,086 0.42 $14,518,785
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,506,899 $14,506,899 0.42 $14,212,252
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,404,139 $14,404,139 0.42 $14,134,047
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,382,871 $14,382,871 0.42 $14,029,862
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,269,285 $14,269,285 0.41 $13,942,669
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,185,171 $14,185,171 0.41 $14,102,132
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,072,402 $14,072,402 0.41 $13,904,485
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.61%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,057,527 $14,057,527 0.41 $13,894,789
Wells Fargo & Company FRN 15-SEP-2029, 4.53%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $14,010,676 $14,010,676 0.41 $13,850,763
UBS AG Stamford Branch FRN 17-MAY-2027, 4.13%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,999,478 $13,999,478 0.41 $13,954,453
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,991,031 $13,991,031 0.41 $13,726,344
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,870,706 $13,870,706 0.40 $13,687,593
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,702,721 $13,702,721 0.40 $13,467,820
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,612,243 $13,612,243 0.40 $13,513,285
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,601,846 $13,601,846 0.40 $13,530,603
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,542,713 $13,542,713 0.39 $13,477,365
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,537,506 $13,537,506 0.39 $13,394,781
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,490,137 $13,490,137 0.39 $13,228,337
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,466,445 $13,466,445 0.39 $13,438,164
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,425,500 $13,425,500 0.39 $13,098,525
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,224,183 $13,224,183 0.38 $13,180,640
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,196,131 $13,196,131 0.38 $13,022,920
NOW Trust 2024-1 A 5.715% 14-JUN-2032, 5.80%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 17,624,282 $13,161,945 $13,161,945 0.38 $12,594,775
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,106,818 $13,106,818 0.38 $13,072,037
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.49%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,944,444 $12,944,444 0.38 $12,841,861
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,936,200 $12,936,200 0.38 $12,815,489
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,928,336 $12,928,336 0.38 $12,693,757
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,907,111 $12,907,111 0.38 $12,636,154
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,888,134 $12,888,134 0.37 $12,527,936
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,869,824 $12,869,824 0.37 $12,622,050
Aon North America Inc / Aon Global Holdings Plc|5.35|09/17/2029, 5.35%, 09/17/29 AON 036940AA2 - 12,864,000 $12,857,311 $12,857,311 0.37 $12,857,311
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,843,035 $12,843,035 0.37 $12,817,534
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,800,532 $12,800,532 0.37 $12,711,287
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,795,627 $12,795,627 0.37 $12,529,458
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,728,666 $12,728,666 0.37 $12,504,151
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 12,615,508 $12,546,102 $12,546,102 0.36 $12,510,590
Hyundai Capital America|5.4|09/17/2029, 5.40%, 09/17/29 HYNMTR 44891AER4 - 12,500,000 $12,486,456 $12,486,456 0.36 $12,486,456
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14319% 25-MAR-2042, 7.14%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,397,448 $12,397,448 0.36 $12,346,630
Suncorp Group Limited FRN 01-JUN-2037, 6.85%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,392,396 $12,392,396 0.36 $12,360,183
Volkswagen Group of America Finance LLC 5.35% 14-SEP-2029, 5.35%, 09/14/29 VW 928668DC3 - 12,416,000 $12,343,812 $12,343,812 0.36 $12,334,586
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,314,178 $12,314,178 0.36 $12,151,317
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,278,970 $12,278,970 0.36 $12,100,841
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,277,219 $12,277,219 0.36 $12,188,356
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,274,116 $12,274,116 0.36 $12,135,054
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14319% 25-OCT-2041, 5.14%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,173,393 $12,223,865 $12,223,865 0.36 $12,187,343
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,115,453 $12,115,453 0.35 $12,012,332
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,075,101 $12,075,101 0.35 $12,054,233
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,042,028 $12,042,028 0.35 $11,947,113
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,956,203 $11,956,203 0.35 $11,885,203
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,913,994 $11,913,994 0.35 $11,809,543
Aon Corporation 2.8% 15-MAY-2030, 2.80%, 05/15/30 AON 037389BE2 - 12,910,000 $11,905,871 $11,905,871 0.35 $11,785,377
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,795,155 $11,795,155 0.34 $11,792,123
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,705,886 $11,705,886 0.34 $11,553,250
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,692,755 $11,692,755 0.34 $11,616,135
Santander UK Group Holdings plc 5.314% 15-SEP-2030, 5.31%, 09/15/30 SANUK 80281LBA2 - 11,730,000 $11,639,357 $11,639,357 0.34 $11,639,357
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,466,487 $11,466,487 0.33 $11,380,388
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,420,892 $11,420,892 0.33 $11,400,438
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,368,367 $11,368,367 0.33 $11,303,642
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 11,500,000 $11,246,493 $11,246,493 0.33 $11,186,901
Parker-Hannifin Corporation 4.875% 14-SEP-2029, 4.88%, 09/14/29 PH 701094AU8 - 11,311,000 $11,218,317 $11,218,317 0.33 $11,216,785
BX Commercial Mortgage Trust 2026-CSMO A 5.0392% 15-FEB-2043, 5.04%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,091,718 $11,091,718 0.32 $11,043,899
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,946,312 $10,946,312 0.32 $10,734,404
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,903,309 $10,903,309 0.32 $10,861,686
NOW Trust 2025-1 A 5.465% 14-FEB-2034, 5.55%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,428,065 $10,690,144 $10,690,144 0.31 $10,287,969
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,642,964 $10,642,964 0.31 $10,400,860
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49319% 25-MAY-2042, 7.49%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,387,000 $10,615,547 $10,615,547 0.31 $10,570,145
NRTH Commercial Mortgage Trust 2025-PARK A 5.03247% 15-OCT-2040, 5.03%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,576,396 $10,576,396 0.31 $10,530,894
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,484,473 $10,484,473 0.30 $10,394,062
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,456,677 $10,456,677 0.30 $10,342,027
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,444,484 $10,444,484 0.30 $10,237,911
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,179,430 $10,179,430 0.30 $10,031,746
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,163,008 $10,163,008 0.30 $10,072,463
AGL CLO 17 AR 4.68373% 21-JAN-2035, 4.68%, 01/21/35 AGL 2022-17A 00120DAJ5 - 10,000,000 $10,074,877 $10,074,877 0.29 $10,002,019
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,064,353 $10,064,353 0.29 $10,016,515
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 10,087,621 $10,053,424 $10,053,424 0.29 $10,013,838
FS Commercial Mortgage Trust 2026-PALM A 5.0392% 15-JUL-2041, 5.04%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,052,322 $10,052,322 0.29 $10,008,929
Madison Park Funding XIV Ltd|0|10/22/2030, 0.00%, 10/22/30 MDPK 2014-14AR 55818RBW5 - 10,000,000 $10,000,050 $10,000,050 0.29 $10,000,050
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,994,536 $9,994,536 0.29 $9,885,066
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $9,944,563 $9,944,563 0.29 $9,929,916
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,935,974 $9,935,974 0.29 $9,776,461
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $9,913,949 $9,913,949 0.29 $9,872,616
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,902,269 $9,902,269 0.29 $9,798,519
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,894,247 $9,894,247 0.29 $9,719,903
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,844,773 $9,844,773 0.29 $9,621,985
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,826,210 $9,826,210 0.29 $9,672,113
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 $9,658,535 $9,658,535 0.28 $9,620,829
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,605,053 $9,605,053 0.28 $9,496,084
RAF ABS Series 2025-1 A 5.285% 09-DEC-2031, 5.32%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 13,448,495 $9,596,190 $9,596,190 0.28 $9,587,815
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,479,967 $9,479,967 0.28 $9,331,221
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,451,343 $9,451,343 0.27 $9,387,792
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,448,269 $9,448,269 0.27 $9,270,630
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,408,964 $9,408,964 0.27 $9,314,337
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,379,700 $9,379,700 0.27 $9,264,786
Mitsubishi UFJ Financial Group, Inc. 5.126% 18-SEP-2030, 5.13%, 09/18/30 MUFG 606822EJ9 - 9,368,000 $9,299,982 $9,299,982 0.27 $9,299,982
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,285,779 $9,285,779 0.27 $9,154,452
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,274,011 $9,274,011 0.27 $9,207,409
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,121,792 $9,121,792 0.27 $9,041,542
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,060,662 $9,060,662 0.26 $8,878,420
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,009,809 $9,009,809 0.26 $8,944,381
United Airlines, Inc. 4.625% 15-APR-2029, 4.62%, 04/15/29 UAL 90932LAH0 - 9,000,000 $8,942,140 $8,942,140 0.26 $8,768,703
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,888,605 $8,888,605 0.26 $8,718,752
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 8,878,998 $8,881,171 $8,881,171 0.26 $8,824,848
Macquarie Bank Limited FRN 01-MAR-2034, 6.50%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,857,505 $8,857,505 0.26 $8,835,841
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.54%, 12/25/55 BVINV 2025-4 67647DAU3 - 8,834,008 $8,846,148 $8,846,148 0.26 $8,823,851
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,748,357 $8,748,357 0.25 $8,699,077
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 8,687,265 $8,652,043 $8,652,043 0.25 $8,629,224
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,624,322 $8,624,322 0.25 $8,502,648
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,621,046 $8,621,046 0.25 $8,551,702
Commonwealth Bank of Australia 5.597% 21-AUG-2036, 5.60%, 08/21/36 CBAAU DO5046986 - 6,500,000 $8,587,825 $8,587,825 0.25 $8,554,247
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,581,223 $8,581,223 0.25 $8,537,890
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,493,497 $8,493,497 0.25 $8,408,351
Alphabet Inc. 5.2% 27-AUG-2029, 5.20%, 08/27/29 GOOGL DO6481927 - 12,000,000 $8,480,124 $8,480,124 0.25 $8,456,977
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,457,210 $8,457,210 0.25 $8,378,913
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,453,474 $8,453,474 0.25 $8,424,025
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,333,214 $8,333,214 0.24 $8,239,483
DAE AirFinance Holdings Limited 5.15% 17-MAR-2030, 5.15%, 03/17/30 MCAIRH 55609NAE8 - 8,250,000 $8,292,754 $8,292,754 0.24 $8,082,677
Humana Inc. 5.75% 01-DEC-2028, 5.75%, 12/01/28 HUM 444859BZ4 - 8,000,000 $8,216,125 $8,216,125 0.24 $8,083,236
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,203,583 $8,203,583 0.24 $8,137,471
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,168,027 $8,168,027 0.24 $8,130,699
Humana Inc. 4.875% 01-APR-2030, 4.88%, 04/01/30 HUM 444859BN1 - 8,100,000 $8,124,482 $8,124,482 0.24 $7,944,595
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 8,216,663 $8,089,163 $8,089,163 0.24 $8,063,468
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,088,217 $8,088,217 0.24 $7,909,808
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,079,275 $8,079,275 0.23 $8,056,484
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,069,265 $8,069,265 0.23 $7,998,654
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,056,526 $8,056,526 0.23 $7,845,248
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,045,066 $8,045,066 0.23 $7,877,233
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64319% 25-JAN-2042, 6.64%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,948,485 $8,027,029 $8,027,029 0.23 $7,996,227
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,005,377 $8,005,377 0.23 $8,001,408
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,989,133 $7,989,133 0.23 $7,964,133
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $7,989,001 $7,989,001 0.23 $7,915,038
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $7,972,902 $7,972,902 0.23 $7,923,863
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,954,378 $7,954,378 0.23 $7,922,520
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,908,212 $7,908,212 0.23 $7,733,515
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,884,067 $7,884,067 0.23 $7,779,873
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 7,782,077 $7,762,818 $7,762,818 0.23 $7,741,469
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,668,276 $7,668,276 0.22 $7,530,496
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,610,095 $7,610,095 0.22 $7,603,093
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,506,271 $7,506,271 0.22 $7,454,335
Invesco CLO 2021-3 Ltd. AB, 4.67%, 04/15/34 INVCO 2021-1AR 46090XAN1 - 7,500,000 $7,505,874 $7,505,874 0.22 $7,500,038
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,321,377 $7,321,377 0.21 $7,270,738
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,297,304 $7,297,304 0.21 $7,145,310
UBS AG Stamford Branch FRN 07-AUG-2029, 4.27%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,178,016 $7,178,016 0.21 $7,144,964
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,167,102 $7,167,102 0.21 $7,128,218
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,162,279 $7,162,279 0.21 $7,028,929
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,072,150 $7,072,150 0.21 $6,998,886
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,068,346 $7,068,346 0.21 $6,987,201
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,997,113 $6,997,113 0.20 $6,832,301
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,988,400 $6,988,400 0.20 $6,903,343
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,935,938 $6,935,938 0.20 $6,779,637
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,906,599 $6,906,599 0.20 $6,885,811
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 7,000,000 $6,838,305 $6,838,305 0.20 $6,756,123
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,825,260 $6,825,260 0.20 $6,771,826
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.40%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,824,474 $6,824,474 0.20 $6,821,148
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,738,700 $6,738,700 0.20 $6,602,355
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,734,056 $6,734,056 0.20 $6,719,897
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,662,756 $6,662,756 0.19 $6,517,905
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,658,649 $6,658,649 0.19 $6,514,266
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,552,846 $6,552,846 0.19 $6,532,907
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,470,321 $6,470,321 0.19 $6,430,409
Plenti PL & Green ABS Trust 2024-2 A1 5.4942% 11-APR-2036, 5.57%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 9,015,343 $6,439,886 $6,439,886 0.19 $6,435,968
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,434,792 $6,434,792 0.19 $6,277,824
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,396,890 $6,396,890 0.19 $6,393,821
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,383,023 $6,383,023 0.19 $6,316,689
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.14%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,231,787 $6,231,787 0.18 $6,213,171
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,215,603 $6,215,603 0.18 $6,113,880
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,069,061 $6,069,061 0.18 $6,022,845
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,065,412 $6,065,412 0.18 $6,020,517
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,029,234 $6,029,234 0.18 $5,960,921
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,968,050 $5,968,050 0.17 $5,910,794
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,926,211 $5,926,211 0.17 $5,909,664
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,916,389 $5,916,389 0.17 $5,829,010
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 5,811,244 $5,846,008 $5,846,008 0.17 $5,824,046
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,838,055 $5,838,055 0.17 $5,778,680
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,823,726 $5,823,726 0.17 $5,737,186
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,758,036 $5,758,036 0.17 $5,675,306
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,725,246 $5,725,246 0.17 $5,682,643
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,665,636 $5,665,636 0.16 $5,665,034
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,603,327 $5,603,327 0.16 $5,495,029
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,581,648 $5,581,648 0.16 $5,524,977
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,556,333 $5,555,291 $5,555,291 0.16 $5,536,164
Banco Santander, S.A. 5.005% 25-AUG-2030, 5.00%, 08/25/30 SANTAN 05971KAZ2 - 5,600,000 $5,541,566 $5,541,566 0.16 $5,525,994
ANZ Bank New Zealand Limited. 5.548% 11-AUG-2032, 5.55%, 08/11/32 ANZNZ 00182YAA3 - 5,363,000 $5,394,735 $5,394,735 0.16 $5,366,634
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,366,463 $5,366,463 0.16 $5,328,233
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.24%, 09/25/44 CAS 2024-R06 20755RAC9 - 5,280,209 $5,305,073 $5,305,073 0.15 $5,288,923
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,232,925 $5,232,925 0.15 $5,109,883
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99319% 25-JAN-2043, 6.99%, 01/25/43 CAS 2023-R02 20755AAC6 - 5,000,000 $5,161,035 $5,161,035 0.15 $5,140,638
Metro Finance 2024-1 Trust|5.5625|09/17/2030, 5.56%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,156,521 $5,137,453 $5,137,453 0.15 $5,114,915
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,178,900 $5,125,987 $5,125,987 0.15 $5,111,493
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,118,300 $5,118,300 0.15 $5,003,786
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,104,230 $5,104,230 0.15 $5,005,896
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,099,097 $5,099,097 0.15 $5,005,531
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,050,815 $5,050,815 0.15 $5,029,599
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,050,654 $5,050,654 0.15 $4,988,779
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,012,131 $5,012,131 0.15 $4,998,270
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,941,670 $4,941,670 0.14 $4,868,944
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,881,889 $4,881,889 0.14 $4,881,371
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,847,644 $4,847,644 0.14 $4,714,792
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 4,832,589 $4,835,256 $4,835,256 0.14 $4,813,348
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 4,769,041 $4,814,965 $4,814,965 0.14 $4,794,587
BX Commercial Mortgage Trust 2024-AIRC A 5.33024% 15-AUG-2041, 5.33%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,764,173 $4,799,774 $4,799,774 0.14 $4,777,906
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,760,302 $4,760,302 0.14 $4,661,567
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.83%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,595,299 $4,715,284 $4,715,284 0.14 $4,712,279
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,704,980 $4,704,980 0.14 $4,604,619
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,663,185 $4,663,185 0.14 $4,612,823
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,648,314 $4,648,314 0.14 $4,594,851
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,645,520 $4,645,520 0.14 $4,548,564
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,634,362 $4,634,362 0.13 $4,507,563
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,538,778 $4,538,778 0.13 $4,496,268
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,337,913 $4,337,913 0.13 $4,304,999
Southern Company Gas Capital Corp. 5.0% 01-OCT-2029, 5.00%, 10/01/29 SO 8426EPAM0 - 4,270,000 $4,244,973 $4,244,973 0.12 $4,244,380
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 $4,151,547 $4,151,547 0.12 $4,139,297
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,136,076 $4,136,076 0.12 $3,971,104
Santander Bank Auto Credit-Linked Notes, Series 2024-B B 4.965% 15-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 3,984,485 $3,999,207 $3,999,207 0.12 $3,982,721
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,816,770 $3,816,770 0.11 $3,805,876
Lloyds Banking Group plc FRN 06-MAR-2030, 6.29%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,794,915 $3,794,915 0.11 $3,789,778
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,758,777 $3,758,777 0.11 $3,687,802
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,696,131 $3,696,131 0.11 $3,635,004
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.84%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,647,808 $3,658,115 $3,658,115 0.11 $3,647,809
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,655,617 $3,655,617 0.11 $3,571,248
Connecticut Avenue Securities Trust 2023-R04 1M2 7.19319% 25-MAY-2043, 7.19%, 05/25/43 CAS 2023-R04 20754QAB4 - 3,495,000 $3,640,997 $3,640,997 0.11 $3,626,331
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 $3,636,705 $3,636,705 0.11 $3,615,845
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,623,314 $3,623,314 0.11 $3,569,344
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,552,916 $3,552,916 0.10 $3,497,080
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89319% 25-MAR-2044, 4.89%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,516,416 $3,516,416 0.10 $3,506,408
RESIMAC Bastille Trust 2024-1NC A2 5.6651% 13-SEP-2055, 5.75%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,700,674 $3,484,702 $3,484,702 0.10 $3,359,506
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,352,277 $3,352,277 0.10 $3,284,829
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,310,397 $3,310,397 0.10 $3,294,393
Suncorp Group Limited FRN 01-DEC-2038, 7.20%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,307,820 $3,307,820 0.10 $3,298,961
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,271,577 $3,271,577 0.10 $3,244,577
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39319% 25-SEP-2042, 9.39%, 09/25/42 STACR 2022-DNA6 35564KH77 - 3,050,000 $3,206,520 $3,206,520 0.09 $3,189,808
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,186,589 $3,186,589 0.09 $3,176,991
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19319% 25-OCT-2041, 5.19%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,168,793 $3,180,776 $3,180,776 0.09 $3,171,176
Plenti PL & Green ABS Trust 2025-1 A1G 5.5175% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,382,968 $3,132,570 $3,132,570 0.09 $3,130,658
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,085,134 $3,085,134 0.09 $3,068,189
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,052,832 $3,052,832 0.09 $2,997,755
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,045,713 $3,045,713 0.09 $3,013,211
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,897,834 $2,897,834 0.08 $2,889,417
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,895,762 $2,895,762 0.08 $2,871,879
Liberty Series 2024-1 Auto A 5.5075% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,042,564 $2,895,611 $2,895,611 0.08 $2,886,483
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,703,870 $2,703,870 0.08 $2,700,153
Plenti PL & Green ABS Trust 2025-1 A1 5.5175% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 3,746,127 $2,675,650 $2,675,650 0.08 $2,674,016
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 $2,660,623 $2,660,623 0.08 $2,646,371
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,628,781 $2,628,781 0.08 $2,604,876
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,601,118 $2,601,118 0.08 $2,599,482
Banco Bilbao Vizcaya Argentaria, S.A. 4.977% 03-SEP-2029, 4.98%, 09/03/29 BBVASM 05946KAY7 - 2,600,000 $2,574,275 $2,574,275 0.07 $2,569,962
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79319% 25-FEB-2045, 4.79%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,543,360 $2,553,071 $2,553,071 0.07 $2,545,960
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69319% 25-JAN-2045, 4.69%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,489,638 $2,494,869 $2,494,869 0.07 $2,488,053
Connecticut Avenue Securities Trust 2024-R01 1M1 4.69319% 25-JAN-2044, 4.69%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,484,530 $2,491,898 $2,491,898 0.07 $2,485,096
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,384,173 $2,384,173 0.07 $2,372,136
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.44319% 25-NOV-2041, 5.44%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,349,829 $2,361,609 $2,361,609 0.07 $2,354,148
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.84319% 25-AUG-2044, 4.84%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,300,399 $2,300,399 0.07 $2,293,919
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39319% 25-JUN-2042, 10.39%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 2,125,000 $2,228,041 $2,228,041 0.06 $2,215,157
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,114,824 $2,114,824 0.06 $2,098,479
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,088,270 $2,092,511 $2,092,511 0.06 $2,083,964
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.99319% 25-DEC-2041, 5.99%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 2,052,524 $2,066,194 $2,066,194 0.06 $2,059,018
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,961,125 $1,961,125 0.06 $1,953,117
Australia and New Zealand Banking Group Limited FRN 16-JAN-2034, 5.68%, 01/16/34 ANZ AU3FN0084026 - 2,600,000 $1,906,766 $1,906,766 0.06 $1,889,188
Nationwide Building Society 4.125% 18-OCT-2032, 4.12%, 10/18/32 NWIDE 63859WAF6 - 1,900,000 $1,902,590 $1,902,590 0.06 $1,871,022
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.84319% 25-MAY-2045, 4.84%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 1,858,571 $1,863,822 $1,863,822 0.05 $1,858,571
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,800,517 $1,800,517 0.05 $1,783,173
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.74319% 25-DEC-2031, 4.74%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,738,075 $1,744,552 $1,744,552 0.05 $1,739,743
National Australia Bank Limited FRN 09-FEB-2034, 6.45%, 02/09/34 NAB AU3FN0084828 - 2,340,000 $1,711,552 $1,711,552 0.05 $1,700,936
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24319% 25-MAR-2045, 5.24%, 03/25/45 CAS 2025-R03 20754VAB3 - 1,666,269 $1,672,406 $1,672,406 0.05 $1,667,310
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,605,167 $1,623,215 $1,623,215 0.05 $1,615,420
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,605,167 $1,623,073 $1,623,073 0.05 $1,615,474
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,597,994 $1,597,994 0.05 $1,568,744
Connecticut Avenue Securities Trust 2023-R01 1M2 7.39319% 25-DEC-2042, 7.39%, 12/25/42 CAS 2023-R01 207932AB0 - 1,515,000 $1,569,178 $1,569,178 0.05 $1,562,644
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,543,972 $1,543,972 0.04 $1,527,296
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 1,530,643 $1,536,088 $1,536,088 0.04 $1,531,921
Plenti Auto ABS Trust 2025-1 A 5.4182% 12-AUG-2033, 5.42%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,032,557 $1,518,883 $1,518,883 0.04 $1,450,761
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,501,897 $1,501,897 0.04 $1,483,298
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,483,009 $1,483,009 0.04 $1,474,547
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,553,528 $1,460,386 $1,460,386 0.04 $1,457,696
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,382,486 $1,382,486 0.04 $1,366,643
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,352,740 $1,359,623 $1,359,623 0.04 $1,354,020
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,288,008 $1,288,008 0.04 $1,279,432
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,281,753 $1,281,753 0.04 $1,262,346
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74319% 25-MAR-2042, 6.74%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,277,882 $1,277,882 0.04 $1,272,926
Connecticut Avenue Securities Trust 2022-R01 1M2 5.54319% 25-DEC-2041, 5.54%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,270,531 $1,276,378 $1,276,378 0.04 $1,272,270
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.84319% 25-MAY-2044, 4.84%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,230,541 $1,234,018 $1,234,018 0.04 $1,230,541
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.84%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,210,919 $1,215,002 $1,215,002 0.04 $1,211,581
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,193,462 $1,193,462 0.03 $1,187,068
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24319% 25-JUL-2042, 7.24%, 07/25/42 CAS 2022-R08 20755DAB2 - 1,070,000 $1,097,213 $1,097,213 0.03 $1,092,692
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64319% 25-JUN-2043, 5.64%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,052,967 $1,052,967 0.03 $1,049,524
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49319% 25-NOV-2043, 5.49%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,022,435 $1,022,435 0.03 $1,019,184
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $989,149 $989,149 0.03 $966,196
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74319% 25-JAN-2045, 4.74%, 01/25/45 CAS 2025-R01 20755JAB9 - 960,572 $962,915 $962,915 0.03 $960,258
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.99319% 25-FEB-2044, 4.99%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 905,396 $908,316 $908,316 0.03 $905,679
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $898,162 $898,162 0.03 $897,179
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 801,597 $806,162 $806,162 0.02 $803,757
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29319% 25-DEC-2041, 5.29%, 12/25/41 CAS 2021-R03 20754AAB9 - 761,790 $764,845 $764,845 0.02 $762,493
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.59%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,051,815 $751,465 $751,465 0.02 $750,924
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $745,023 $745,023 0.02 $737,923
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34319% 25-JUL-2043, 5.34%, 07/25/43 CAS 2023-R06 20754EAA3 - 734,476 $738,158 $738,158 0.02 $735,868
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $724,280 $724,280 0.02 $712,601
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $720,896 $720,896 0.02 $707,235
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.64319% 25-MAY-2043, 5.64%, 05/25/43 STACR 2023-HQA1 35564KX79 - 619,782 $624,254 $624,254 0.02 $622,213
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79319% 25-FEB-2045, 4.79%, 02/25/45 CAS 2025-R02 20754TAC6 - 512,300 $513,771 $513,771 0.01 $512,338
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $408,356 $408,356 0.01 $404,225
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79319% 25-MAR-2044, 4.79%, 03/25/44 CAS 207941AA3 - 272,816 $273,628 $273,628 0.01 $272,865
National Australia Bank Limited FRN 09-MAR-2033, 6.79%, 03/09/33 NAB AU3FN0075966 - 310,000 $225,032 $225,032 0.01 $224,785
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74319% 25-FEB-2044, 4.74%, 02/25/44 CAS 2024-R02 20754GAA8 - 195,654 $196,190 $196,190 0.01 $195,648
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $107,502 $107,502 0.00 $105,838
Connecticut Avenue Securities Trust 2022-R05 2M2 6.64319% 25-APR-2042, 6.64%, 04/25/42 CAS 2022-R05 20754DAB3 - 60,095 $60,917 $60,917 0.00 $60,684
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M1B 6.54319% 25-APR-2042, 6.54%, 04/25/42 STACR 2022-DNA3 35564KUX5 - 10,000 $10,148 $10,148 0.00 $10,110
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.29%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 4,803 $4,828 $4,828 0.00 $4,813
AUST 3YR BOND FUT Dec26 DEC 26 YMZ6 AU03Y 29Z - -1,009 $-73,911,847 $0 0.00 $0
CAN 2YR BOND FUT Dec26 DEC 26 CVZ6 FUTURES_CAD - -375.00 $-28,038,793 $0 0.00 $0
EURO-SCHATZ FUT Dec26 DEC 26 DUZ6 FUTURES_EUR - -83.00 $-10,003,686 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -328.00 $-34,283,688 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - -3,255 $-664,554,022 $-0 0.00 $-0
STELLANTIS FINANCIAL SERVICES US CORP 0% 09/23/2026, 0.00%, 09/23/26 STLACP 85855KJP8 - 63,600,000 $63,530,059 $63,530,059 1.85 $63,530,059
HCA INC 0% 09/15/2026, 0.00%, 09/15/26 HCA 40412DJF7 - 53,800,000 $53,801,450 $53,801,450 1.56 $53,801,450
ANTERO RESOURCES CORP 0% 09/15/2026, 0.00%, 09/15/26 ARUSCP 03675WJF5 - 50,250,000 $50,244,207 $50,244,207 1.46 $50,244,207
JABIL INC 0% 09/16/2026, 0.00%, 09/16/26 JBLPP 46652MJG1 - 35,050,000 $35,046,057 $35,046,057 1.02 $35,046,057
ARES CAPITAL CORP 0% 09/21/2026, 0.00%, 09/21/26 ARCCCP 04022DJM0 - 31,250,000 $31,224,175 $31,224,175 0.91 $31,224,175
AUTONATION INC 0% 09/15/2026, 0.00%, 09/15/26 AUTONA 05330NJF7 - 27,700,000 $27,696,851 $27,696,851 0.80 $27,696,851
ANTERO RESOURCES CORP 0% 09/25/2026, 0.00%, 09/25/26 ARUSCP 03675WJR9 - 25,000,000 $24,967,843 $24,967,843 0.73 $24,967,843
ENBRIDGE INC 0% 09/15/2026, 0.00%, 09/15/26 ENB 292976WG8 - 30,400,000 $21,837,552 $21,837,552 0.63 $21,837,552
ENBRIDGE INC 0% 09/17/2026, 0.00%, 09/17/26 ENB 292976WJ2 - 23,600,000 $16,950,463 $16,950,463 0.49 $16,950,463
STELLANTIS FINANCIAL SERVICES US CORP 0% 10/05/2026, 0.00%, 10/05/26 STLACP 85855KK50 - 15,000,000 $14,961,056 $14,961,056 0.43 $14,961,056
GLENCORE FUNDING LLC 0% 10/01/2026, 0.00%, 10/01/26 GLENPP 37790BK18 - 10,000,000 $9,980,884 $9,980,884 0.29 $9,980,884
GLOBAL PAYMENTS INC 0% 09/15/2026, 0.00%, 09/15/26 GPN 37961DJF8 - 9,300,000 $9,298,943 $9,298,943 0.27 $9,298,943
SEGREGATED CASH SEGCASH $0.00 8,916,557 $8,916,557 $8,916,557 0.26 $8,916,557
AUTONATION INC 0% 09/16/2026, 0.00%, 09/16/26 AUTONA 05330NJG5 - 8,700,000 $8,699,048 $8,699,048 0.25 $8,699,048
STELLANTIS FINANCIAL SERVICES US CORP 0% 09/17/2026, 0.00%, 09/17/26 STLACP 85855KJH6 - 8,000,000 $7,997,130 $7,997,130 0.23 $7,997,130
NEW ZEALAND DOLLAR NZD - 8,110,076 $4,675,042 $4,675,042 0.14 $4,675,042
AUSTRALIAN DOLLARS AUD - 4,367,729 $3,112,448 $3,112,448 0.09 $3,112,448
CANADIAN DOLLAR CAD - 897,087 $644,459 $644,459 0.02 $644,459
EURO EUR - 343,239 $396,011 $396,011 0.01 $396,011
BRITISH POUND GBP - 228,562 $307,997 $307,997 0.01 $307,997
US DOLLARS USD MD_142224 - -145,129,071 $-145,129,071 $-145,129,071 -4.22 $-145,129,071
Buy Protection, 5.00%, 06/20/31 2I65BRAI0 2I65BRAI0 - 20,237,000 $0 $20,237,000 0.59 $20,237,000
Buy Protection, 5.00%, 06/20/31 2I65BRAI0 2I65BRAI0 - -20,237,000 $-20,237,000 $-20,237,000 -0.59 $-20,237,000
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,446,932 $43,446,932 1.26 $43,446,932
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,446,932 $-43,446,932 -1.26 $-43,446,932
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $61,420,600 $61,420,600 1.78 $61,420,600
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-61,420,600 $-61,420,600 -1.78 $-61,420,600
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $77,359,404 $77,359,404 2.25 $77,359,404
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-77,359,404 $-77,359,404 -2.25 $-77,359,404
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $77,359,404 $77,359,404 2.25 $77,359,404
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-77,359,404 $-77,359,404 -2.25 $-77,359,404
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $79,722,844 $79,722,844 2.32 $79,722,844
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-79,722,844 $-79,722,844 -2.32 $-79,722,844
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - 148,300,000 $85,487,330 $85,487,330 2.48 $85,487,330
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - -148,300,000 $-85,487,330 $-85,487,330 -2.48 $-85,487,330
3M CORRA Futures Sep27 SEP 27 CORU7 FUTURES_CAD - 955.00 $661,502,155 $0 0.00 $0
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $326,030,701 $0 0.00 $0
3MO EURO EURIBOR Dec27 DEC 27 ERZ7 FUTURES_EUR - 467.00 $519,592,323 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-819,527 $-819,527 -0.02 $-819,527
FX Forward|USD|10/23/2026 +NZD0 - 830,344 $830,344 $830,344 0.02 $830,344
FX Forward|AUD|10/23/2026 +AUD1 - -435,610,000 $-310,247,261 $-310,247,261 -9.02 $-310,247,261
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 8.86 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-56,823,561 $-56,823,561 -1.65 $-56,823,561
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.63 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,609,780 $-17,609,780 -0.51 $-17,609,780
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.51 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-54,218,063 $-54,218,063 -1.58 $-54,218,063
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.56 $53,792,499
FX Forward|AUD|10/23/2026 +AUD2 - 3,000,000 $2,136,640 $2,136,640 0.06 $2,136,640
FX Forward|USD|10/23/2026 +AUD2 - -2,116,395 $-2,116,395 $-2,116,395 -0.06 $-2,116,395
FX Forward|CAD|10/23/2026 +CADU - -22,435,854 $-16,148,007 $-16,148,007 -0.47 $-16,148,007
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.47 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,424,427 $1,424,427 0.04 $1,424,427
FX Forward|USD|10/23/2026 +AUDU - -1,414,380 $-1,414,380 $-1,414,380 -0.04 $-1,414,380
FX Forward|AUD|10/23/2026 +AUD2 - 2,000,000 $1,424,427 $1,424,427 0.04 $1,424,427
FX Forward|USD|10/23/2026 +AUD2 - -1,416,612 $-1,416,612 $-1,416,612 -0.04 $-1,416,612
FX Forward|GBP|10/23/2026 +GBP0 - -2,257,593 $-3,042,564 $-3,042,564 -0.09 $-3,042,564
FX Forward|USD|10/23/2026 +GBP0 - 3,061,570 $3,061,570 $3,061,570 0.09 $3,061,570
FX Forward|GBP|10/23/2026 +GBP1 - -4,217,974 $-5,684,573 $-5,684,573 -0.17 $-5,684,573
FX Forward|USD|10/23/2026 +GBP1 - 5,716,432 $5,716,432 $5,716,432 0.17 $5,716,432
FX Forward|NZD|10/23/2026 +NZDU - -1,500,000 $-865,698 $-865,698 -0.03 $-865,698
FX Forward|USD|10/23/2026 +NZDU - 884,372 $884,372 $884,372 0.03 $884,372
FX Forward|GBP|10/23/2026 +GBPU - 5,000,000 $6,738,511 $6,738,511 0.20 $6,738,511
FX Forward|USD|10/23/2026 +GBPU - -6,765,101 $-6,765,101 $-6,765,101 -0.20 $-6,765,101
FX Forward|AUD|10/23/2026 +AUDU - -12,000,000 $-8,546,560 $-8,546,560 -0.25 $-8,546,560
FX Forward|USD|10/23/2026 +AUDU - 8,523,610 $8,523,610 $8,523,610 0.25 $8,523,610
FX Forward|AUD|10/23/2026 +AUD2 - 13,000,000 $9,258,774 $9,258,774 0.27 $9,258,774
FX Forward|USD|10/23/2026 +AUD2 - -9,305,387 $-9,305,387 $-9,305,387 -0.27 $-9,305,387
FX Forward|CAD|09/15/2026 +CAD0 - -30,400,000 $-21,839,080 $-21,839,080 -0.63 $-21,839,080
FX Forward|USD|09/15/2026 +CAD0 - 21,902,293 $21,902,293 $21,902,293 0.64 $21,902,293
FX Forward|CAD|09/17/2026 +CADU - -23,600,000 $-16,954,907 $-16,954,907 -0.49 $-16,954,907
FX Forward|USD|09/17/2026 +CADU - 17,040,858 $17,040,858 $17,040,858 0.50 $17,040,858
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,424,427 $1,424,427 0.04 $1,424,427
FX Forward|USD|10/23/2026 +AUDU - -1,440,984 $-1,440,984 $-1,440,984 -0.04 $-1,440,984
FX Forward|AUD|10/23/2026 +AUD1 - 1,400,000 $997,099 $997,099 0.03 $997,099
FX Forward|USD|10/23/2026 +AUD1 - -1,002,915 $-1,002,915 $-1,002,915 -0.03 $-1,002,915
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.

Choose region

Country

Language

What type of investor are you?