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 July 6, 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 $44,760,915 $44,760,915 1.36 $43,723,123
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,038,862 $27,038,862 0.82 $26,844,470
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,743,410 $26,743,410 0.82 $26,001,838
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,703,084 $25,703,084 0.78 $25,478,188
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,412,304 $25,412,304 0.78 $24,855,315
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,266,444 $25,266,444 0.77 $25,034,429
Wells Fargo & Company FRN 20-MAY-2029, 4.37%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,154,257 $25,154,257 0.77 $25,009,605
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,464,026 $24,464,026 0.75 $23,831,613
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,205,768 $24,205,768 0.74 $24,043,224
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,976,141 $23,976,141 0.73 $23,432,168
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,469,020 $23,469,020 0.72 $23,333,740
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 $23,343,550 $23,343,550 0.71 $23,209,544
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,217,239 $23,217,239 0.71 $23,062,544
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,955,447 $22,955,447 0.69 $22,839,622
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,015,820 $22,015,820 0.66 $21,961,790
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,815,440 $21,815,440 0.66 $21,503,821
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,243,814 $21,243,814 0.64 $20,669,107
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,775,931 $20,775,931 0.63 $20,696,213
BX Trust 2025-ROIC A 4.76922% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,368,798 $20,368,798 0.61 $20,226,465
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,195,013 $20,195,013 0.61 $20,129,521
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,171,962 $20,171,962 0.61 $19,883,756
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,133,557 $20,133,557 0.61 $19,977,923
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,092,672 $20,092,672 0.61 $19,943,072
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,758,630 $19,758,630 0.60 $19,513,420
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,459,152 $19,459,152 0.59 $19,192,690
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,240,193 $19,240,193 0.58 $18,992,828
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,803,864 $18,803,864 0.57 $18,461,169
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.97776% 25-APR-2042, 7.98%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,733,884 $18,733,884 0.56 $18,685,456
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,631,233 $18,631,233 0.56 $18,393,251
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,875,829 $17,875,829 0.54 $17,524,849
BX Trust 2026-CIP A 4.82539% 15-MAY-2038, 4.83%, 05/15/38 BX 2026-CIP 123917AA4 - 17,587,539 $17,796,826 $17,796,826 0.54 $17,620,502
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,696,581 $17,696,581 0.53 $17,413,586
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,262,899 $17,262,899 0.52 $17,069,548
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,237,759 $17,237,759 0.52 $17,111,511
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,232,806 $17,232,806 0.52 $17,060,184
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,187,399 $17,187,399 0.52 $16,901,105
Intesa Sanpaolo S.p.A. 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,752,699 $16,752,699 0.50 $16,734,144
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,683,757 $16,683,757 0.50 $16,590,254
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,524,106 $16,524,106 0.50 $16,437,097
NVIDIA Corporation 4.25% 15-JUN-2028, 4.25%, 06/15/28 NVDA 67066GAP9 - 16,500,000 $16,516,753 $16,516,753 0.50 $16,479,742
NVIDIA Corporation 4.35% 15-JUN-2029, 4.35%, 06/15/29 NVDA 67066GAQ7 - 16,500,000 $16,504,403 $16,504,403 0.50 $16,466,522
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,356,874 $16,356,874 0.49 $16,191,062
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,269,777 $16,269,777 0.49 $16,136,170
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $16,052,406 $16,052,406 0.48 $15,927,974
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,997,980 $15,997,980 0.48 $15,800,647
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,850,910 $15,850,910 0.48 $15,810,047
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,813,279 $15,813,279 0.48 $15,633,382
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,260,749 $15,260,749 0.46 $15,172,363
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,245,936 $15,245,936 0.46 $15,133,336
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,143,834 $15,143,834 0.46 $15,034,957
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,100,309 $15,100,309 0.45 $15,016,853
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $15,059,991 $15,059,991 0.45 $14,727,398
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,015,288 $15,015,288 0.45 $14,973,290
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,946,984 $14,946,984 0.45 $14,623,377
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,871,032 $14,871,032 0.45 $14,605,646
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,657,190 $14,657,190 0.44 $14,523,070
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,639,219 $14,639,219 0.44 $14,514,007
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,628,942 $14,628,942 0.44 $14,509,189
NOW Trust 2024-1 A 5.7% 14-JUN-2032, 5.70%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,957,566 $14,570,306 $14,570,306 0.44 $13,892,844
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,566,921 $14,566,921 0.44 $14,445,330
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,509,658 $14,509,658 0.44 $14,168,277
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,480,748 $14,480,748 0.44 $14,312,911
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,446,854 $14,446,854 0.44 $14,157,110
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,409,871 $14,409,871 0.43 $14,337,107
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,405,059 $14,405,059 0.43 $14,185,409
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,398,959 $14,398,959 0.43 $14,255,531
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 14,200,000 $14,261,893 $14,261,893 0.43 $14,209,928
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,167,942 $14,167,942 0.43 $13,972,745
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,040,075 $14,040,075 0.42 $13,960,339
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $14,006,684 $14,006,684 0.42 $13,705,430
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $14,005,835 $14,005,835 0.42 $13,850,231
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,955,298 $13,955,298 0.42 $13,916,479
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,905,341 $13,905,341 0.42 $13,867,198
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,872,380 $13,872,380 0.42 $13,564,305
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,759,722 $13,759,722 0.41 $13,658,528
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,741,059 $13,741,059 0.41 $13,602,827
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,736,683 $13,736,683 0.41 $13,484,177
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,603,066 $13,603,066 0.41 $13,568,177
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,596,825 $13,596,825 0.41 $13,515,513
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,380,611 $13,380,611 0.40 $13,268,411
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 13,369,000 $13,372,969 $13,372,969 0.40 $13,351,114
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,369,348 $13,369,348 0.40 $13,177,948
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,234,029 $13,234,029 0.40 $13,069,397
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,209,650 $13,209,650 0.40 $13,151,913
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,073,501 $13,073,501 0.39 $12,843,991
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,049,195 $13,049,195 0.39 $12,732,779
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.12776% 25-OCT-2041, 5.13%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 12,961,291 $12,996,706 $12,996,706 0.39 $12,974,551
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,914,654 $12,914,654 0.39 $12,794,014
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,869,685 $12,869,685 0.39 $12,738,312
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.53%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,845,638 $12,845,638 0.39 $12,845,638
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,839,963 $12,839,963 0.39 $12,836,514
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,837,137 $12,837,137 0.39 $12,708,016
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,780,466 $12,780,466 0.39 $12,561,035
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,741,729 $12,741,729 0.38 $12,620,356
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,516,580 $12,516,580 0.38 $12,403,319
Connecticut Avenue Securities Trust 2022-R03 1M2 7.12776% 25-MAR-2042, 7.13%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,446,636 $12,446,636 0.37 $12,417,659
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,378,339 $12,378,339 0.37 $12,109,181
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,349,748 $12,349,748 0.37 $12,290,372
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,325,958 $12,325,958 0.37 $12,056,771
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,295,912 $12,295,912 0.37 $12,203,785
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,274,412 $12,274,412 0.37 $12,259,760
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,144,793 $12,144,793 0.37 $12,065,201
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,104,408 $12,104,408 0.36 $11,900,875
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,068,600 $12,068,600 0.36 $11,969,828
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,046,382 $12,046,382 0.36 $12,044,888
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,982,745 $11,982,745 0.36 $11,809,924
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,764,476 $11,764,476 0.35 $11,490,149
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,620,664 $11,620,664 0.35 $11,492,147
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,601,920 $11,601,920 0.35 $11,524,899
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,434,519 $11,434,519 0.34 $11,337,708
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,410,406 $11,410,406 0.34 $11,179,201
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,283,711 $11,283,711 0.34 $11,258,944
NOW Trust 2025-1 A 5.45% 14-FEB-2034, 5.45%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,054,454 $11,179,520 $11,179,520 0.34 $11,142,934
BX Commercial Mortgage Trust 2026-CSMO A 5.02539% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,077,228 $11,077,228 0.33 $11,043,385
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,983,143 $10,983,143 0.33 $10,837,923
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,924,722 $10,924,722 0.33 $10,805,780
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 10,894,707 $10,923,336 $10,923,336 0.33 $10,891,984
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,789,430 $10,789,430 0.33 $10,661,652
RAF ABS Series 2025-1 A 5.2612% 09-DEC-2031, 5.26%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,685,192 $10,685,192 0.32 $10,642,255
NRTH Commercial Mortgage Trust 2025-PARK A 5.01866% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,554,016 $10,554,016 0.32 $10,521,813
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,363,025 $10,363,025 0.31 $10,245,357
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,350,609 $10,350,609 0.31 $10,088,183
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,282,278 $10,282,278 0.31 $10,235,407
Connecticut Avenue Securities Trust 2022-R06 1M2 7.47776% 25-MAY-2042, 7.48%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,269,526 $10,269,526 0.31 $10,244,600
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,229,641 $10,229,641 0.31 $10,203,723
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,209,981 $10,209,981 0.31 $10,080,655
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,100,711 $10,100,711 0.30 $10,046,882
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,077,366 $10,077,366 0.30 $9,880,770
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.53%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,018,128 $10,024,607 $10,024,607 0.30 $10,009,487
FS Commercial Mortgage Trust 2026-PALM A 5.05% 15-JUL-2041, 5.05%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,010,306 $10,010,306 0.30 $10,010,306
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,962,184 $9,962,184 0.30 $9,914,746
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,945,015 $9,945,015 0.30 $9,919,654
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,881,572 $9,881,572 0.30 $9,809,338
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,863,294 $9,863,294 0.30 $9,771,574
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,769,471 $9,769,471 0.29 $9,665,039
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 $9,752,240 $9,752,240 0.29 $9,697,943
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,637,071 $9,637,071 0.29 $9,531,718
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 9,623,033 $9,623,540 $9,623,540 0.29 $9,608,374
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,615,547 $9,615,547 0.29 $9,520,685
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,570,698 $9,570,698 0.29 $9,519,209
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,436,271 $9,436,271 0.28 $9,339,161
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,295,586 $9,364,701 $9,364,701 0.28 $9,316,457
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,357,444 $9,357,444 0.28 $9,288,227
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,355,192 $9,355,192 0.28 $9,347,520
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,336,449 $9,336,449 0.28 $9,315,720
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,322,534 $9,322,534 0.28 $9,275,454
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,309,341 $9,309,341 0.28 $9,079,291
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,223,991 $9,223,991 0.28 $8,992,019
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,049,369 $9,049,369 0.27 $8,940,024
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,975,697 $8,975,697 0.27 $8,795,004
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,896,452 $8,896,452 0.27 $8,803,599
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,842,134 $8,842,134 0.27 $8,656,870
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 8,783,245 $8,713,344 $8,713,344 0.26 $8,694,667
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,678,622 $8,678,622 0.26 $8,434,538
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,665,801 $8,665,801 0.26 $8,619,192
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,651,348 $8,651,348 0.26 $8,468,452
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,650,465 $8,650,465 0.26 $8,606,846
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,629,046 $8,629,046 0.26 $8,489,654
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,599,606 $8,599,606 0.26 $8,392,350
Enel Finance International NV|4.625|07/13/2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,275,930 $8,275,930 0.25 $8,275,930
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,263,103 $8,263,103 0.25 $8,112,682
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,254,863 $8,254,863 0.25 $8,056,696
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,181,611 $8,181,611 0.25 $8,093,707
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,144,117 $8,144,117 0.25 $8,144,117
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,130,701 $8,130,701 0.24 $7,925,246
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,118,088 $8,118,088 0.24 $8,003,004
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,083,495 $8,083,495 0.24 $7,987,440
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,068,648 $8,068,648 0.24 $7,950,314
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,038,727 $8,038,727 0.24 $7,957,749
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,036,562 $8,036,562 0.24 $7,942,991
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,018,270 $8,018,270 0.24 $7,987,550
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,988,254 $7,988,254 0.24 $7,882,615
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,960,826 $7,960,826 0.24 $7,938,072
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,941,193 $7,941,193 0.24 $7,863,558
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,852,115 $7,852,115 0.24 $7,748,552
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,788,961 $7,788,961 0.23 $7,669,930
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,740,333 $7,740,333 0.23 $7,616,583
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,672,948 $7,672,948 0.23 $7,597,628
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,664,870 $7,664,870 0.23 $7,498,877
Connecticut Avenue Securities Trust 2022-R02 2M2 6.62776% 25-JAN-2042, 6.63%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,548,391 $7,644,551 $7,644,551 0.23 $7,627,875
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,429,083 $7,429,083 0.22 $7,350,964
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,337,370 $7,337,370 0.22 $7,250,380
Plenti PL & Green ABS Trust 2024-2 A1 5.4863% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,459,019 $7,294,822 $7,294,822 0.22 $7,266,465
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,179,093 $7,179,093 0.22 $7,104,631
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,137,006 $7,137,006 0.22 $6,972,888
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,115,681 $7,115,681 0.21 $7,053,731
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,045,893 $7,045,893 0.21 $6,908,687
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,018,972 $7,018,972 0.21 $7,006,803
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,008,240 $7,008,240 0.21 $6,990,972
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,958,564 $6,958,564 0.21 $6,859,677
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,926,418 $6,926,418 0.21 $6,831,201
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,877,738 $6,877,738 0.21 $6,841,329
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,857,417 $6,857,417 0.21 $6,835,904
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,736,411 $6,736,411 0.20 $6,731,935
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,684,865 $6,684,865 0.20 $6,617,710
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,669,365 $6,669,365 0.20 $6,547,923
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,649,753 $6,649,753 0.20 $6,570,568
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,647,291 $6,647,291 0.20 $6,608,834
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,640,141 $6,640,141 0.20 $6,556,363
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,556,806 $6,556,806 0.20 $6,268,670
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,543,066 $6,543,066 0.20 $6,454,066
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,438,907 $6,487,659 $6,487,659 0.20 $6,471,112
American Honda Finance Corp|4.8|07/06/2029, 4.80%, 07/06/29 HNDA 02665WHA2 - 6,423,000 $6,419,780 $6,419,780 0.19 $6,419,780
Connecticut Avenue Securities Trust 2024-R06 1M2 5.22776% 25-SEP-2044, 5.23%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,407,198 $6,407,198 0.19 $6,396,068
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,387,545 $6,387,545 0.19 $6,291,570
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,375,989 $6,375,989 0.19 $6,253,806
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,320,630 $6,320,630 0.19 $6,314,439
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,299,167 $6,299,167 0.19 $6,289,827
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,290,181 $6,290,181 0.19 $6,138,303
Connecticut Avenue Securities Trust 2025-R01 1M2 5.12776% 25-JAN-2045, 5.13%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,221,815 $6,221,815 0.19 $6,211,209
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,044,801 $6,066,615 $6,066,615 0.18 $6,052,465
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $6,042,488 $6,042,488 0.18 $5,872,280
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,021,842 $6,021,842 0.18 $6,002,034
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,992,085 $5,992,085 0.18 $5,968,403
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,983,897 $5,983,897 0.18 $5,955,630
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,960,094 $5,960,094 0.18 $5,950,166
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,919,789 $5,919,789 0.18 $5,909,732
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,876,989 $5,876,989 0.18 $5,825,621
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,869,761 $5,869,761 0.18 $5,838,737
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,826,773 $5,826,773 0.18 $5,757,582
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,820,648 $5,820,648 0.18 $5,697,170
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 5,752,000 $5,773,278 $5,773,278 0.17 $5,762,691
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,739,898 $5,739,898 0.17 $5,718,316
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,633,788 $5,633,788 0.17 $5,581,292
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,541,226 $5,541,226 0.17 $5,415,614
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,448,633 $5,448,633 0.16 $5,384,095
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,785,044 $5,430,439 $5,430,439 0.16 $5,408,293
Metro Finance 2024-1 Trust|5.5525|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,760,114 $5,414,780 $5,414,780 0.16 $5,398,400
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,352,244 $5,410,442 $5,410,442 0.16 $5,394,891
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,236,536 $5,236,536 0.16 $5,160,237
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,169,968 $5,169,968 0.16 $5,142,646
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,123,938 $5,123,938 0.15 $5,074,556
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,082,031 $5,082,031 0.15 $5,013,322
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,064,620 $5,064,620 0.15 $5,022,009
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,050,381 $5,050,381 0.15 $5,035,256
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,020,736 $5,020,736 0.15 $4,961,116
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,019,562 $5,019,562 0.15 $5,011,245
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,893,926 $4,893,926 0.15 $4,849,951
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,889,790 $4,889,790 0.15 $4,874,011
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,843,003 $4,843,003 0.15 $4,765,236
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,773,799 $4,773,799 0.14 $4,713,873
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,697,534 $4,697,534 0.14 $4,565,115
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,697,100 $4,697,100 0.14 $4,638,352
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,660,177 $4,660,177 0.14 $4,582,092
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,651,529 $4,651,529 0.14 $4,591,821
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,632,719 $4,632,719 0.14 $4,520,194
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,617,110 $4,617,110 0.14 $4,604,041
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,409,073 $4,439,205 $4,439,205 0.13 $4,425,827
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,435,153 $4,435,153 0.13 $4,339,758
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 $4,214,095 $4,214,095 0.13 $4,206,745
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,156,144 $4,156,144 0.13 $4,076,828
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,124,383 $4,124,383 0.12 $3,995,447
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.83%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,098,114 $4,108,176 $4,108,176 0.12 $4,101,581
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,882,613 $3,882,613 0.12 $3,876,077
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,709,479 $3,709,479 0.11 $3,692,291
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,694,088 $3,694,088 0.11 $3,604,313
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,672,643 $3,672,643 0.11 $3,641,637
RESIMAC Bastille Trust 2024-1NC A2 5.65% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,253,276 $3,666,459 $3,666,459 0.11 $3,654,048
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 $3,654,995 $3,654,995 0.11 $3,624,956
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,647,859 $3,647,859 0.11 $3,597,640
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,625,729 $3,625,729 0.11 $3,609,783
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,624,268 $3,624,268 0.11 $3,600,881
Plenti PL & Green ABS Trust 2025-1 A1G 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,111,923 $3,564,789 $3,564,789 0.11 $3,550,879
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.87776% 25-MAR-2044, 4.88%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,512,698 $3,512,698 0.11 $3,506,997
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,508,062 $3,508,062 0.11 $3,495,310
Connecticut Avenue Securities, Series 2021-R01 1M2 5.17776% 25-OCT-2041, 5.18%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,466,392 $3,474,539 $3,474,539 0.10 $3,468,558
Connecticut Avenue Securities Trust 2024-R01 1M1 4.67776% 25-JAN-2044, 4.68%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,354,953 $3,358,088 $3,358,088 0.10 $3,352,856
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,337,539 $3,337,539 0.10 $3,306,205
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,329,760 $3,329,760 0.10 $3,287,397
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,326,588 $3,326,588 0.10 $3,249,188
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,250,528 $3,250,528 0.10 $3,244,769
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,242,455 $3,249,512 $3,249,512 0.10 $3,244,348
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,244,085 $3,244,085 0.10 $3,222,184
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,121,988 $3,121,988 0.09 $3,069,897
Liberty Series 2024-1 Auto A 5.505% 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,471,491 $3,115,374 $3,115,374 0.09 $3,109,760
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,061,926 $3,061,926 0.09 $3,029,686
Plenti PL & Green ABS Trust 2025-1 A1 5.5063% 11-NOV-2036, 5.51%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,369,165 $3,047,790 $3,047,790 0.09 $3,035,901
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,042,046 $3,042,046 0.09 $3,036,497
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.67776% 25-JAN-2045, 4.68%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,004,734 $3,008,323 $3,008,323 0.09 $3,003,638
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,949,966 $2,949,966 0.09 $2,881,501
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,899,605 $2,899,605 0.09 $2,894,555
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.82776% 25-MAY-2045, 4.83%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 2,777,907 $2,782,753 $2,782,753 0.08 $2,778,283
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 2,748,372 $2,756,302 $2,756,302 0.08 $2,751,813
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,728,202 $2,728,202 0.08 $2,720,398
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 $2,705,854 $2,705,854 0.08 $2,685,332
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,622,884 $2,622,884 0.08 $2,595,064
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,546,591 $2,546,591 0.08 $2,533,966
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.42776% 25-NOV-2041, 5.43%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,474,345 $2,474,345 0.07 $2,469,885
Connecticut Avenue Securities Trust 2025-R03 2M1 5.22776% 25-MAR-2045, 5.23%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,415,173 $2,421,220 $2,421,220 0.07 $2,417,011
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,331,136 $2,331,136 0.07 $2,313,278
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.82776% 25-AUG-2044, 4.83%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,298,007 $2,298,007 0.07 $2,294,316
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-DEC-2032, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,245,239 $2,260,666 $2,260,666 0.07 $2,253,927
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,096,249 $2,096,249 0.06 $2,086,367
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.72776% 25-DEC-2031, 4.73%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,015,411 $2,020,893 $2,020,893 0.06 $2,017,717
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,997,079 $1,997,079 0.06 $1,958,143
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.37776% 25-SEP-2042, 9.38%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,955,799 $1,955,799 0.06 $1,950,016
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,905,070 $1,905,070 0.06 $1,880,212
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,780,961 $1,805,517 $1,805,517 0.05 $1,799,175
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,780,961 $1,804,105 $1,804,105 0.05 $1,797,922
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,731,597 $1,731,597 0.05 $1,705,610
Plenti Auto ABS Trust 2025-1 A 5.3988% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,303,743 $1,607,239 $1,607,239 0.05 $1,601,329
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,568,868 $1,568,868 0.05 $1,558,512
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,518,916 $1,518,916 0.05 $1,488,914
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,509,075 $1,509,075 0.05 $1,489,909
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,492,003 $1,502,539 $1,502,539 0.05 $1,498,008
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,557,605 $1,474,581 $1,474,581 0.04 $1,469,512
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,461,560 $1,461,560 0.04 $1,450,574
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.82776% 25-MAY-2044, 4.83%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,449,464 $1,452,895 $1,452,895 0.04 $1,450,562
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,418,666 $1,418,666 0.04 $1,373,249
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.83%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,399,262 $1,402,308 $1,402,308 0.04 $1,400,056
Connecticut Avenue Securities Trust 2022-R01 1M2 5.52776% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,305,439 $1,305,439 0.04 $1,303,050
Connecticut Avenue Securities Trust 2022-R04 1M2 6.72776% 25-MAR-2042, 6.73%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,281,166 $1,281,166 0.04 $1,278,340
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,276,546 $1,276,546 0.04 $1,269,246
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.97776% 25-FEB-2044, 4.98%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,266,285 $1,269,467 $1,269,467 0.04 $1,267,366
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,255,926 $1,255,926 0.04 $1,253,930
Connecticut Avenue Securities Trust 2025-R01 1M1 4.72776% 25-JAN-2045, 4.73%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,224,231 $1,226,428 $1,226,428 0.04 $1,224,499
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,182,396 $1,182,396 0.04 $1,157,498
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.62776% 25-JUN-2043, 5.63%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,139 $1,049,139 0.03 $1,047,178
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.47776% 25-NOV-2043, 5.48%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,020,262 $1,020,262 0.03 $1,018,410
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $981,838 $981,838 0.03 $969,290
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $979,672 $979,672 0.03 $971,688
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $895,210 $895,210 0.03 $893,147
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $871,286 $871,286 0.03 $869,036
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,241,555 $867,309 $867,309 0.03 $863,317
Connecticut Avenue Securities Trust 2023-R06 1M1 5.32776% 25-JUL-2043, 5.33%, 07/25/43 CAS 2023-R06 20754EAA3 - 849,276 $852,556 $852,556 0.03 $851,048
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.62776% 25-MAY-2043, 5.63%, 05/25/43 STACR 2023-HQA1 35564KX79 - 745,123 $750,250 $750,250 0.02 $748,852
Connecticut Avenue Securities Trust 2025-R02 1M1 4.77776% 25-FEB-2045, 4.78%, 02/25/45 CAS 2025-R02 20754TAC6 - 741,308 $742,592 $742,592 0.02 $741,411
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $722,164 $722,164 0.02 $719,732
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $699,999 $699,999 0.02 $692,065
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $696,985 $696,985 0.02 $694,361
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $696,603 $696,603 0.02 $689,637
Connecticut Avenue Securities Trust 2024-R02 1M1 4.72776% 25-FEB-2044, 4.73%, 02/25/44 CAS 2024-R02 20754GAA8 - 514,517 $515,328 $515,328 0.02 $514,517
Connecticut Avenue Securities Trust 2024-R03 2M1 4.77776% 25-MAR-2044, 4.78%, 03/25/44 CAS 207941AA3 - 490,070 $490,944 $490,944 0.01 $490,164
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.07776% 25-OCT-2044, 5.08%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 489,781 $490,610 $490,610 0.01 $489,781
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $394,127 $394,127 0.01 $391,812
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $220,414 $220,414 0.01 $219,385
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $103,951 $103,951 0.00 $103,130
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -2,174 $-448,302,579 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -410.00 $-43,863,594 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,371,548 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-76,852,802 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-23,843,258 $0 0.00 $0
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 07/15/2026, 0.00%, 07/15/26 FISPP 31622GGF8 - 52,950,000 $52,898,019 $52,898,019 1.59 $52,898,019
GLOBAL PAYMENTS INC 0% 07/07/2026, 0.00%, 07/07/26 GPN 37961DG79 - 46,150,000 $46,144,730 $46,144,730 1.39 $46,144,730
GLENCORE FUNDING LLC 0% 07/24/2026, 0.00%, 07/24/26 GLENPP 37790BGQ8 - 35,000,000 $34,931,526 $34,931,526 1.05 $34,931,526
HCA INC 0% 07/07/2026, 0.00%, 07/07/26 HCA 40412DG78 - 33,000,000 $32,996,264 $32,996,264 0.99 $32,996,264
JABIL INC 0% 07/22/2026, 0.00%, 07/22/26 JBLPP 46652MGN9 - 33,000,000 $32,938,759 $32,938,759 0.99 $32,938,759
ANTERO RESOURCES CORP 0% 07/07/2026, 0.00%, 07/07/26 ARUSCP 03675WG76 - 32,650,000 $32,646,100 $32,646,100 0.98 $32,646,100
STELLANTIS FINANCIAL SERVICES US CORP 0% 08/05/2026, 0.00%, 08/05/26 STLACP 85855KH54 - 17,000,000 $16,940,018 $16,940,018 0.51 $16,940,018
ENBRIDGE INC 0% 07/29/2026, 0.00%, 07/29/26 ENB 292976UW5 - 23,000,000 $16,141,395 $16,141,395 0.49 $16,141,395
AUTONATION INC 0% 07/07/2026, 0.00%, 07/07/26 AUTONA 05330NG78 - 10,700,000 $10,698,796 $10,698,796 0.32 $10,698,796
ENBRIDGE INC 0% 07/30/2026, 0.00%, 07/30/26 ENB 292976UX3 - 15,000,000 $10,526,258 $10,526,258 0.32 $10,526,258
HCA INC 0% 07/08/2026, 0.00%, 07/08/26 HCA 40412DG86 - 9,700,000 $9,698,944 $9,698,944 0.29 $9,698,944
SEGREGATED CASH SEGCASH $0.00 5,279,161 $5,279,161 $5,279,161 0.16 $5,279,161
NEW ZEALAND DOLLAR NZD - 7,611,285 $4,326,634 $4,326,634 0.13 $4,326,634
EURO EUR - 1,990,665 $2,272,838 $2,272,838 0.07 $2,272,838
AUSTRALIAN DOLLARS AUD - 1,468,325 $1,018,651 $1,018,651 0.03 $1,018,651
CANADIAN DOLLAR CAD - 1,396,882 $982,060 $982,060 0.03 $982,060
BRITISH POUND GBP - -382,421 $-510,781 $-510,781 -0.02 $-510,781
US DOLLARS USD MD_142224 - -70,937,475 $-70,937,475 $-70,937,475 -2.14 $-70,937,475
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,844,069 $42,844,069 1.29 $42,844,069
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,844,069 $-42,844,069 -1.29 $-42,844,069
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $60,568,336 $60,568,336 1.82 $60,568,336
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-60,568,336 $-60,568,336 -1.82 $-60,568,336
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $76,285,976 $76,285,976 2.30 $76,285,976
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-76,285,976 $-76,285,976 -2.30 $-76,285,976
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $76,285,976 $76,285,976 2.30 $76,285,976
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-76,285,976 $-76,285,976 -2.30 $-76,285,976
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $78,616,620 $78,616,620 2.37 $78,616,620
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-78,616,620 $-78,616,620 -2.37 $-78,616,620
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 60 PAYER GS_US_SW @14.81C 60, 1.00%, 07/15/26 - XXDC3I UCAXXDC3I $60.00 476,100,000 $-476,100,000 $5,951 0.00 $5,951
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 70 PAYER GS_US_SW @8.25C 70, 1.00%, 07/15/26 - UCAXXDC3J $70.00 -476,100,000 $476,100,000 $-1,576 0.00 $-1,576
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-762,167 $-762,167 -0.02 $-762,167
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 $-358,519,151 $-358,519,151 -10.80 $-358,519,151
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.09 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-55,166,717 $-55,166,717 -1.66 $-55,166,717
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.72 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-53,011,497 $-53,011,497 -1.60 $-53,011,497
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.62 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,407,971 $-14,407,971 -0.43 $-14,407,971
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.45 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,774,111 $2,774,111 0.08 $2,774,111
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $703,567 $703,567 0.02 $703,567
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 $832,233 $832,233 0.03 $832,233
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 +AUD0 - 2,000,000 $1,387,055 $1,387,055 0.04 $1,387,055
FX Forward|USD|07/24/2026 +AUD0 - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521
FX Forward|AUD|07/24/2026 +AUD1 - 14,000,000 $9,709,388 $9,709,388 0.29 $9,709,388
FX Forward|USD|07/24/2026 +AUD1 - -10,146,966 $-10,146,966 $-10,146,966 -0.31 $-10,146,966
FX Forward|AUD|07/24/2026 +AUD2 - 3,000,000 $2,080,583 $2,080,583 0.06 $2,080,583
FX Forward|USD|07/24/2026 +AUD2 - -2,128,928 $-2,128,928 $-2,128,928 -0.06 $-2,128,928
FX Forward|AUD|07/24/2026 +AUD0 - 20,000,000 $13,870,554 $13,870,554 0.42 $13,870,554
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|AUD|07/24/2026 +AUDU - 1,500,000 $1,040,292 $1,040,292 0.03 $1,040,292
FX Forward|USD|07/24/2026 +AUDU - -1,074,915 $-1,074,915 $-1,074,915 -0.03 $-1,074,915
FX Forward|AUD|07/24/2026 +AUD0 - -9,512,439 $-6,597,140 $-6,597,140 -0.20 $-6,597,140
FX Forward|USD|07/24/2026 +AUD0 - 6,785,630 $6,785,630 $6,785,630 0.20 $6,785,630
FX Forward|AUD|07/24/2026 +AUD0 - 4,000,000 $2,774,111 $2,774,111 0.08 $2,774,111
FX Forward|USD|07/24/2026 +AUD0 - -2,821,744 $-2,821,744 $-2,821,744 -0.09 $-2,821,744
FX Forward|AUD|07/24/2026 +AUDU - 2,000,000 $1,387,055 $1,387,055 0.04 $1,387,055
FX Forward|USD|07/24/2026 +AUDU - -1,396,524 $-1,396,524 $-1,396,524 -0.04 $-1,396,524
FX Forward|AUD|07/24/2026 +AUD1 - 2,000,000 $1,387,055 $1,387,055 0.04 $1,387,055
FX Forward|USD|07/24/2026 +AUD1 - -1,413,415 $-1,413,415 $-1,413,415 -0.04 $-1,413,415
FX Forward|AUD|07/24/2026 +AUD0 - 8,000,000 $5,548,222 $5,548,222 0.17 $5,548,222
FX Forward|USD|07/24/2026 +AUD0 - -5,612,281 $-5,612,281 $-5,612,281 -0.17 $-5,612,281
FX Forward|EUR|07/24/2026 +EUR2 - -3,071,617 $-3,509,578 $-3,509,578 -0.11 $-3,509,578
FX Forward|USD|07/24/2026 +EUR2 - 3,500,196 $3,500,196 $3,500,196 0.11 $3,500,196
FX Forward|CAD|07/29/2026 +CAD0 - -23,000,000 $-16,185,864 $-16,185,864 -0.49 $-16,185,864
FX Forward|USD|07/29/2026 +CAD0 - 16,174,493 $16,174,493 $16,174,493 0.49 $16,174,493
FX Forward|CAD|07/30/2026 +CADU - -15,000,000 $-10,556,496 $-10,556,496 -0.32 $-10,556,496
FX Forward|USD|07/30/2026 +CADU - 10,573,798 $10,573,798 $10,573,798 0.32 $10,573,798
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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