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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of May 4, 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 $44,431,597 $44,431,597 1.38 $43,765,731
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,109,082 $33,109,082 1.03 $32,727,799
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $28,149,193 $28,149,193 0.88 $27,836,895
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,473,848 $26,473,848 0.83 $25,999,587
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,533,129 $25,533,129 0.80 $25,516,345
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,224,260 $25,224,260 0.79 $24,879,131
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $24,991,673 $24,991,673 0.77 $24,949,297
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,855,859 $24,855,859 0.77 $24,439,255
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,558,560 $24,558,560 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 $23,827,700 $23,827,700 0.74 $23,521,236
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,517,655 $23,517,655 0.73 $23,011,921
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 $23,358,247 $23,358,247 0.72 $23,134,904
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,292,791 $23,292,791 0.72 $23,224,078
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,235,631 $23,235,631 0.72 $22,740,158
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,131,115 $22,131,115 0.68 $21,894,928
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,819,676 $21,819,676 0.67 $21,438,608
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,668,196 $21,668,196 0.67 $21,512,386
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,989,575 $20,989,575 0.65 $20,754,921
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,840,546 $20,840,546 0.64 $20,687,859
BX Trust 2025-ROIC A 4.79854% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,521,555 $20,521,555 0.63 $20,466,655
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,398,025 $20,398,025 0.63 $19,925,758
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,049,775 $20,049,775 0.62 $20,003,384
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,041,358 $20,041,358 0.62 $19,971,063
Otis Worldwide Corp|4.488|05/07/2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,018,565 $20,018,565 0.62 $20,018,565
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,607,591 $19,607,591 0.61 $19,496,921
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,331,527 $19,331,527 0.60 $19,196,181
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,105,264 $19,105,264 0.59 $19,017,656
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 $18,807,701 $18,807,701 0.58 $18,775,345
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,681,152 $18,681,152 0.58 $18,507,085
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,464,152 $18,464,152 0.57 $18,373,719
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,899,512 $17,899,512 0.55 $17,720,224
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,751,889 $17,751,889 0.55 $17,558,596
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,603,836 $17,603,836 0.54 $17,432,597
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,581,841 $17,581,841 0.54 $17,138,631
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,144,346 $17,144,346 0.53 $17,132,628
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,106,997 $17,106,997 0.53 $17,079,004
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,062,544 $17,062,544 0.53 $16,934,734
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,865,407 $16,865,407 0.52 $16,814,625
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,759,681 $16,759,681 0.52 $16,717,694
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,628,853 $16,628,853 0.51 $16,589,783
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,947,602 $15,947,602 0.49 $15,945,627
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,898,565 $15,898,565 0.49 $15,811,454
UBS AG Stamford Branch FRN 16-MAR-2029, 4.47%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,867,611 $15,867,611 0.49 $15,770,043
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,691,944 $15,691,944 0.49 $15,660,762
NOW Trust 2024-1 A 5.4875% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 21,621,963 $15,635,140 $15,635,140 0.48 $15,586,074
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,477,911 $15,477,911 0.48 $15,140,111
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,341,076 $15,341,076 0.47 $15,028,601
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,231,260 $15,231,260 0.47 $14,964,000
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,151,747 $15,151,747 0.47 $15,114,575
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,149,658 $15,149,658 0.47 $14,963,275
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,031,136 $15,031,136 0.46 $14,956,708
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,860,902 $14,860,902 0.46 $14,644,156
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,829,783 $14,829,783 0.46 $14,629,266
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,759,554 $14,759,554 0.46 $14,637,246
REGATTA FUNDING LTD 0% 37, 4.95%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,549,300 $14,549,300 0.45 $14,549,300
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,512,357 $14,512,357 0.45 $14,504,350
Sixth Street CLO XI Ltd|4.878|04/25/2037, 4.88%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,500,000 $14,500,000 0.45 $14,500,000
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,470,171 $14,470,171 0.45 $14,232,289
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,439,736 $14,439,736 0.45 $14,241,366
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,370,253 $14,370,253 0.44 $14,318,037
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,355,118 $14,355,118 0.44 $14,190,125
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,306,638 $14,306,638 0.44 $14,278,697
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,289,754 $14,289,754 0.44 $14,191,696
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,078,656 $14,078,656 0.44 $13,955,998
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,078,411 $14,078,411 0.44 $14,003,038
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,927,151 $13,927,151 0.43 $13,838,660
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,925,756 $13,925,756 0.43 $13,838,800
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,908,544 $13,908,544 0.43 $13,738,739
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,908,353 $13,908,353 0.43 $13,560,519
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,893,235 $13,893,235 0.43 $13,837,089
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,774,055 $13,774,055 0.43 $13,581,741
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 $13,765,618 $13,765,618 0.43 $13,749,918
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,748,376 $13,748,376 0.43 $13,526,359
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,679,906 $13,679,906 0.42 $13,308,106
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,640,163 $13,640,163 0.42 $13,613,235
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,634,632 $13,634,632 0.42 $13,507,369
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,245,506 $13,245,506 0.41 $13,177,718
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,235,073 $13,235,073 0.41 $12,571,859
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,140,103 $13,140,103 0.41 $13,047,353
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,068,578 $13,068,578 0.40 $12,861,644
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $13,038,307 $13,038,307 0.40 $12,665,671
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,991,951 $12,991,951 0.40 $12,875,374
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,955,841 $12,955,841 0.40 $12,765,179
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,931,285 $12,931,285 0.40 $12,614,999
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,836,068 $12,836,068 0.40 $12,819,312
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,760,879 $12,760,879 0.39 $12,739,940
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,751,547 $12,751,547 0.39 $12,747,442
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 $12,745,471 $12,745,471 0.39 $12,729,044
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,690,159 $12,690,159 0.39 $12,599,074
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,659,712 $12,659,712 0.39 $12,523,870
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,447,111 $12,447,111 0.38 $12,428,744
NOW Trust 2025-1 A 5.2375% 14-FEB-2034, 5.24%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,223,356 $12,422,101 $12,422,101 0.38 $12,384,798
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,294,278 $12,294,278 0.38 $12,133,482
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,222,014 $12,222,014 0.38 $12,049,298
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,215,100 $12,215,100 0.38 $12,037,255
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14516% 25-MAR-2042, 7.15%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,087,969 $12,087,969 0.37 $12,069,184
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $12,076,231 $12,076,231 0.37 $11,951,332
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,005,377 $12,005,377 0.37 $11,875,210
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $11,970,730 $11,970,730 0.37 $11,915,084
RAF ABS Series 2025-1 A 5.0135% 09-DEC-2031, 5.01%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 16,518,612 $11,900,797 $11,900,797 0.37 $11,858,396
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,872,673 $11,872,673 0.37 $11,793,843
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,818,971 $11,818,971 0.37 $11,501,207
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,787,374 $11,787,374 0.36 $11,643,936
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,752,428 $11,752,428 0.36 $11,675,718
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,677,108 $11,677,108 0.36 $11,522,557
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,526,226 $11,526,226 0.36 $11,516,610
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,334,862 $11,334,862 0.35 $11,280,321
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,224,119 $11,238,254 $11,238,254 0.35 $11,224,083
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,210,059 $11,210,059 0.35 $11,031,584
BX Commercial Mortgage Trust 2026-CSMO A 5.05471% 15-FEB-2043, 5.05%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,055,661 $11,055,661 0.34 $11,024,715
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,838,161 $10,838,161 0.34 $10,803,982
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,767,360 $10,767,360 0.33 $10,629,107
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,641,001 $10,641,001 0.33 $10,617,463
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 $10,570,267 $10,570,267 0.33 $10,556,385
NRTH Commercial Mortgage Trust 2025-PARK A 5.04798% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,514,128 $10,514,128 0.33 $10,484,681
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,479,028 $10,479,028 0.32 $10,440,963
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,368,189 $10,368,189 0.32 $10,156,274
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,294,356 $10,294,356 0.32 $10,257,748
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,293,913 $10,293,913 0.32 $10,277,257
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,285,917 $10,285,917 0.32 $10,118,640
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,263,486 $10,263,486 0.32 $10,219,544
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,225,339 $10,225,339 0.32 $10,033,567
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,078,036 $10,078,036 0.31 $9,916,647
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,034,161 $10,034,161 0.31 $9,879,077
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $10,013,338 $10,013,338 0.31 $9,703,523
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $9,997,402 $9,997,402 0.31 $9,873,794
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,991,911 $9,991,911 0.31 $9,943,186
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,886,290 $9,886,290 0.31 $9,776,204
Georgia-Pacific LLC|4.4|05/15/2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,830,591 $9,830,591 0.30 $9,830,591
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,720,844 $9,801,936 $9,801,936 0.30 $9,754,287
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,798,814 $9,798,814 0.30 $9,768,905
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,756,834 $9,756,834 0.30 $9,585,022
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 $9,668,049 $9,668,049 0.30 $9,660,507
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,509,111 $9,509,111 0.29 $9,350,546
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,504,262 $9,504,262 0.29 $9,497,182
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 $9,286,413 $9,286,413 0.29 $9,268,852
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,262,076 $9,262,076 0.29 $9,234,523
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,228,417 $9,228,417 0.29 $9,081,292
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $9,016,310 $9,016,310 0.28 $8,926,833
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,976,231 $8,976,231 0.28 $8,933,350
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,887,724 $8,887,724 0.27 $8,779,777
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,798,469 $8,798,469 0.27 $8,775,822
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,786,469 $8,786,469 0.27 $8,679,311
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,783,818 $8,783,818 0.27 $8,662,724
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,708,296 $8,708,296 0.27 $8,573,734
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 8,800,000 $8,629,443 $8,629,443 0.27 $8,612,637
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,621,131 $8,621,131 0.27 $8,465,030
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,583,308 $8,583,308 0.27 $8,504,777
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 $8,272,472 $8,272,472 0.26 $8,246,349
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,208,080 $8,208,080 0.25 $8,128,312
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,142,145 $8,142,145 0.25 $8,120,705
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,116,317 $8,116,317 0.25 $7,952,243
Morgan Stanley Bank NA|4.636978|05/10/2030, 4.64%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,107,290 $8,107,290 0.25 $8,107,290
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,080,470 $8,080,470 0.25 $7,947,805
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,057,316 $8,057,316 0.25 $8,003,742
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,035,304 $8,035,304 0.25 $8,004,693
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,012,428 $8,012,428 0.25 $7,945,761
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,978,645 $7,978,645 0.25 $7,960,425
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $7,976,118 $7,976,118 0.25 $7,959,899
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,846,606 $7,954,910 $7,954,910 0.25 $7,943,322
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,926,821 $7,926,821 0.25 $7,917,500
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,886,063 $7,886,063 0.24 $7,870,939
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,813,333 $7,813,333 0.24 $7,658,554
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,801,998 $7,801,998 0.24 $7,763,293
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,684,377 $7,684,377 0.24 $7,627,362
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,672,721 $7,672,721 0.24 $7,593,578
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,614,763 $7,614,763 0.24 $7,511,909
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,607,940 $7,607,940 0.24 $7,589,569
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 7,553,496 $7,571,742 $7,571,742 0.23 $7,562,938
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,490,211 $7,490,211 0.23 $7,379,070
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,372,917 $7,372,917 0.23 $7,351,779
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,305,457 $7,305,457 0.23 $7,209,301
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,274,547 $7,274,547 0.22 $7,246,825
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,253,794 $7,253,794 0.22 $7,067,944
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,181,228 $7,181,228 0.22 $7,139,909
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 $7,178,698 $7,178,698 0.22 $7,162,571
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,159,045 $7,159,045 0.22 $7,010,295
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,034,001 $7,034,001 0.22 $6,990,211
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,026,840 $7,026,840 0.22 $6,989,323
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $7,005,706 $7,005,706 0.22 $6,973,244
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,983,740 $6,983,740 0.22 $6,910,980
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,899,968 $6,899,968 0.21 $6,865,582
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,895,899 $6,895,899 0.21 $6,857,120
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,871,975 $6,871,975 0.21 $6,832,451
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,861,463 $6,861,463 0.21 $6,815,729
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,636,601 $6,636,601 0.21 $6,632,531
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,630,159 $6,630,159 0.20 $6,564,907
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,627,727 $6,627,727 0.20 $6,565,158
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,598,861 $6,598,861 0.20 $6,579,548
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,588,681 $6,588,681 0.20 $6,560,161
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,585,721 $6,585,721 0.20 $6,349,821
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 $6,573,221 $6,573,221 0.20 $6,559,697
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,570,231 $6,570,231 0.20 $6,490,606
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,516,405 $6,516,405 0.20 $6,474,974
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,444,580 $6,444,580 0.20 $6,334,024
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,340,300 $6,340,300 0.20 $6,299,937
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,747,983 $6,332,450 $6,332,450 0.20 $6,311,492
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,320,554 $6,320,554 0.20 $6,249,212
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,252,776 $6,252,776 0.19 $6,197,014
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,251,412 $6,251,412 0.19 $6,158,757
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,216,982 $6,216,982 0.19 $6,209,887
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,049,701 $6,049,701 0.19 $5,951,942
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 $6,047,668 $6,047,668 0.19 $6,032,375
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,043,262 $6,043,262 0.19 $5,977,627
Metro Finance 2024-1 Trust|5.36|09/17/2030, 5.36%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,337,827 $6,028,791 $6,028,791 0.19 $6,012,950
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,969,995 $5,969,995 0.18 $5,961,722
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,956,190 $5,956,190 0.18 $5,847,336
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,938,351 $5,938,351 0.18 $5,909,401
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,853,223 $5,853,223 0.18 $5,725,532
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,841,614 $5,841,614 0.18 $5,823,079
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,786,457 $5,786,457 0.18 $5,707,749
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,784,594 $5,784,594 0.18 $5,752,706
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,763,670 $5,763,670 0.18 $5,737,381
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,598,708 $5,598,708 0.17 $5,595,527
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,498,474 $5,498,474 0.17 $5,421,235
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,201,217 $5,201,217 0.16 $5,157,498
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,193,752 $5,193,752 0.16 $5,160,071
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,175,827 $5,175,827 0.16 $5,036,522
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,136,276 $5,136,276 0.16 $5,040,026
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,126,034 $5,126,034 0.16 $5,047,701
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,096,869 $5,096,869 0.16 $5,087,772
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,063,063 $5,063,063 0.16 $5,021,055
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 $5,055,476 $5,055,476 0.16 $5,033,733
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,048,835 $5,048,835 0.16 $5,021,890
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,045,419 $5,045,419 0.16 $5,017,696
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,984,392 $4,984,392 0.15 $4,956,915
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.85%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,944,142 $4,952,134 $4,952,134 0.15 $4,946,810
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,854,016 $4,886,920 $4,886,920 0.15 $4,873,532
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,880,947 $4,880,947 0.15 $4,866,523
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,844,499 $4,844,499 0.15 $4,826,741
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,778,417 $4,778,417 0.15 $4,689,783
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,736,817 $4,736,817 0.15 $4,712,276
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,692,246 $4,692,246 0.15 $4,609,081
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,658,019 $4,658,019 0.14 $4,637,212
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,636,632 $4,636,632 0.14 $4,602,963
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,620,412 $4,620,412 0.14 $4,594,666
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,598,321 $4,598,321 0.14 $4,524,554
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 $4,526,616 $4,526,616 0.14 $4,521,902
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,417,769 $4,417,769 0.14 $4,356,962
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 $4,320,361 $4,320,361 0.13 $4,315,762
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,917,910 $4,268,257 $4,268,257 0.13 $4,254,335
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 $4,204,783 $4,204,783 0.13 $4,198,658
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,126,780 $4,126,780 0.13 $4,027,516
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,125,380 $4,125,380 0.13 $4,080,453
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 $4,123,649 $4,123,649 0.13 $4,119,214
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 $4,113,535 $4,113,535 0.13 $4,100,510
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,043,476 $4,074,936 $4,074,936 0.13 $4,049,884
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,932,509 $3,943,656 $3,943,656 0.12 $3,939,116
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,897,312 $3,897,312 0.12 $3,891,865
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,856,848 $3,856,848 0.12 $3,821,249
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,793,251 $3,793,251 0.12 $3,753,917
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24516% 25-MAR-2045, 5.25%, 03/25/45 CAS 2025-R03 20754VAB3 - 3,781,383 $3,792,673 $3,792,673 0.12 $3,788,265
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 $3,776,540 $3,776,540 0.12 $3,772,602
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,664,887 $3,664,887 0.11 $3,612,219
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,645,049 $3,645,049 0.11 $3,641,505
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 $3,621,237 $3,621,237 0.11 $3,617,065
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,618,311 $3,618,311 0.11 $3,599,228
Liberty Series 2024-1 Auto A 5.357% 25-MAY-2032, 5.38%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,906,746 $3,536,044 $3,536,044 0.11 $3,532,407
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 $3,509,982 $3,509,982 0.11 $3,506,168
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 $3,509,207 $3,509,207 0.11 $3,498,075
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,402,188 $3,402,188 0.11 $3,308,186
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,383,141 $3,383,141 0.10 $3,345,616
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,305,959 $3,305,959 0.10 $3,256,459
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,302,259 $3,302,259 0.10 $3,274,487
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,246,482 $3,246,482 0.10 $3,241,683
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 $3,241,143 $3,241,143 0.10 $3,237,657
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,094,011 $3,094,011 0.10 $3,041,690
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,092,899 $3,092,899 0.10 $3,060,264
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,924,786 $2,924,786 0.09 $2,881,000
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,900,928 $2,900,928 0.09 $2,896,720
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,711,868 $2,711,868 0.08 $2,698,860
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 $2,678,661 $2,678,661 0.08 $2,675,811
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,606,642 $2,606,642 0.08 $2,603,490
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 $2,479,337 $2,479,337 0.08 $2,476,355
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,408,717 $2,431,739 $2,431,739 0.08 $2,425,168
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,425,458 $2,425,458 0.07 $2,398,210
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 $2,322,915 $2,322,915 0.07 $2,309,694
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,212,569 $2,212,569 0.07 $2,204,106
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,080,299 $2,080,299 0.06 $2,076,308
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 $1,998,314 $1,998,314 0.06 $1,992,099
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 $1,996,825 $1,996,825 0.06 $1,990,451
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,982,304 $1,982,304 0.06 $1,960,489
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 $1,970,071 $1,970,071 0.06 $1,966,209
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,895,237 $1,895,237 0.06 $1,889,174
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,493,478 $1,798,224 $1,798,224 0.06 $1,792,629
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,749,639 $1,753,137 $1,753,137 0.05 $1,751,254
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,745,000 $1,746,839 $1,746,839 0.05 $1,744,999
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,718,709 $1,718,709 0.05 $1,706,376
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 $1,694,854 $1,694,854 0.05 $1,692,976
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 $1,693,719 $1,693,719 0.05 $1,691,898
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 $1,654,070 $1,654,070 0.05 $1,649,544
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,637,498 $1,637,498 0.05 $1,594,419
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,492,398 $1,492,398 0.05 $1,487,655
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 $1,477,351 $1,477,351 0.05 $1,469,240
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,405,917 $1,405,917 0.04 $1,376,871
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 $1,380,123 $1,380,123 0.04 $1,378,563
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,298,211 $1,298,211 0.04 $1,269,902
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,297,574 $1,297,574 0.04 $1,284,318
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,233,100 $1,234,353 $1,234,353 0.04 $1,233,039
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,211,710 $1,211,710 0.04 $1,196,895
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 $1,048,538 $1,048,538 0.03 $1,047,226
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34516% 25-JUL-2043, 5.35%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,021,161 $1,024,448 $1,024,448 0.03 $1,023,235
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 $1,021,021 $1,021,021 0.03 $1,019,782
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,017,567 $1,017,567 0.03 $1,007,360
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,395,124 $1,009,869 $1,009,869 0.03 $1,006,074
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74516% 25-FEB-2044, 4.75%, 02/25/44 CAS 2024-R02 20754GAA8 - 974,935 $975,787 $975,787 0.03 $974,759
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $974,311 $974,311 0.03 $971,251
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $892,238 $892,238 0.03 $888,799
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $879,810 $879,810 0.03 $876,338
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 $869,278 $869,278 0.03 $868,194
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79516% 25-MAR-2044, 4.80%, 03/25/44 CAS 207941AA3 - 787,099 $787,796 $787,796 0.02 $786,958
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $750,092 $750,092 0.02 $739,748
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $726,123 $726,123 0.02 $719,651
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $719,249 $719,249 0.02 $715,309
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $713,272 $713,272 0.02 $711,960
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $578,136 $578,136 0.02 $576,411
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $404,552 $404,552 0.01 $403,744
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,632 $106,632 0.00 $106,526
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -279.00 $-29,999,039 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,111,003 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -368.00 $-28,354,808 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-89,775,142 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,982 $-409,948,828 $-0 0.00 $-0
AUTONATION INC 0% 05/05/2026, 0.00%, 05/05/26 AUTONA 05330NE54 - 96,950,000 $96,938,822 $96,938,822 3.00 $96,938,822
JABIL INC 0% 05/05/2026, 0.00%, 05/05/26 JBLPP 46652ME50 - 72,450,000 $72,440,937 $72,440,937 2.24 $72,440,937
GLOBAL PAYMENTS INC 0% 05/11/2026, 0.00%, 05/11/26 GPN 37961DEB2 - 65,800,000 $65,753,721 $65,753,721 2.03 $65,753,721
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/28/2026, 0.00%, 05/28/26 STLACP 85855KEU2 - 41,500,000 $41,381,094 $41,381,094 1.28 $41,381,094
ENBRIDGE INC 0% 05/21/2026, 0.00%, 05/21/26 ENB 292976SN8 - 51,700,000 $37,941,953 $37,941,953 1.17 $37,941,953
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/08/2026, 0.00%, 05/08/26 STLACP 85855KE81 - 37,565,000 $37,547,679 $37,547,679 1.16 $37,547,679
GLOBAL PAYMENTS INC 0% 05/07/2026, 0.00%, 05/07/26 GPN 37961DE71 - 21,900,000 $21,892,427 $21,892,427 0.68 $21,892,427
ENBRIDGE INC 0% 05/22/2026, 0.00%, 05/22/26 ENB 292976SP3 - 24,625,000 $18,070,518 $18,070,518 0.56 $18,070,518
JABIL INC 0% 05/06/2026, 0.00%, 05/06/26 JBLPP 46652ME68 - 16,250,000 $16,248,172 $16,248,172 0.50 $16,248,172
ENBRIDGE INC 0% 05/26/2026, 0.00%, 05/26/26 ENB 292976ST5 - 14,775,000 $10,838,945 $10,838,945 0.34 $10,838,945
CONAGRA BRANDS INC 0% 05/05/2026, 0.00%, 05/05/26 CAGPP 20600HE59 - 8,250,000 $8,249,077 $8,249,077 0.26 $8,249,077
HCA INC 0% 05/13/2026, 0.00%, 05/13/26 HCA 40412DED7 - 6,450,000 $6,443,290 $6,443,290 0.20 $6,443,290
SEGREGATED CASH SEGCASH $0.00 5,429,671 $5,429,671 $5,429,671 0.17 $5,429,671
NEW ZEALAND DOLLAR NZD - 6,727,255 $3,961,333 $3,961,333 0.12 $3,961,333
AUSTRALIAN DOLLARS AUD - 2,675,950 $1,923,345 $1,923,345 0.06 $1,923,345
EURO EUR - 1,463,682 $1,713,672 $1,713,672 0.05 $1,713,672
CANADIAN DOLLAR CAD - 1,691,314 $1,242,837 $1,242,837 0.04 $1,242,837
BRITISH POUND GBP - -375,399 $-508,836 $-508,836 -0.02 $-508,836
US DOLLARS USD MD_142224 - -158,501,214 $-158,501,214 $-158,501,214 -4.90 $-158,501,214
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $44,381,503 $44,381,503 1.37 $44,381,503
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-44,381,503 $-44,381,503 -1.37 $-44,381,503
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $62,741,796 $62,741,796 1.94 $62,741,796
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-62,741,796 $-62,741,796 -1.94 $-62,741,796
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 $79,023,454 $79,023,454 2.44 $79,023,454
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-79,023,454 $-79,023,454 -2.44 $-79,023,454
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $79,023,454 $79,023,454 2.44 $79,023,454
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-79,023,454 $-79,023,454 -2.44 $-79,023,454
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-791,042 $-791,042 -0.02 $-791,042
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 $-370,978,706 $-370,978,706 -11.47 $-370,978,706
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 $-57,811,219 $-57,811,219 -1.79 $-57,811,219
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 $-53,783,177 $-53,783,177 -1.66 $-53,783,177
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 $-14,814,998 $-14,814,998 -0.46 $-14,814,998
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 $2,870,519 $2,870,519 0.09 $2,870,519
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 $-38,016,826 $-38,016,826 -1.18 $-38,016,826
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 $-18,108,450 $-18,108,450 -0.56 $-18,108,450
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 $-10,867,043 $-10,867,043 -0.34 $-10,867,043
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 $737,294 $737,294 0.02 $737,294
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 $861,156 $861,156 0.03 $861,156
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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