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 June 8, 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 $44,602,973 $44,602,973 1.37 $43,733,147
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,200,413 $33,200,413 1.02 $32,676,673
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,412,328 $27,412,328 0.84 $27,332,373
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,597,951 $26,597,951 0.82 $25,977,100
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,588,787 $25,588,787 0.79 $25,457,877
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,288,377 $25,288,377 0.77 $24,827,067
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,158,952 $25,158,952 0.77 $25,011,738
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,064,581 $25,064,581 0.76 $25,004,750
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,636,518 $24,636,518 0.75 $24,097,215
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,039,630 $24,039,630 0.73 $23,964,610
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,839,238 $23,839,238 0.73 $23,402,528
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,380,570 $23,380,570 0.71 $23,275,353
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 $23,187,841 $23,187,841 0.71 $23,143,172
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,123,228 $23,123,228 0.70 $23,051,831
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,768,083 $22,768,083 0.69 $22,742,344
PayPal Holdings, Inc. 4.55% 01-JUN-2028, 4.55%, 06/01/28 PYPL 70450YAU7 - 22,062,000 $22,122,159 $22,122,159 0.67 $22,055,238
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,920,094 $21,920,094 0.67 $21,909,289
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,677,456 $21,677,456 0.66 $21,436,203
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,531,711 $21,531,711 0.66 $21,040,537
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,715,891 $20,715,891 0.63 $20,705,968
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,467,613 $20,467,613 0.62 $20,439,849
BX Trust 2025-ROIC A 4.77092% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,297,636 $20,297,636 0.62 $20,230,109
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,103,376 $20,103,376 0.61 $19,913,581
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,043,263 $20,043,263 0.61 $19,913,855
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $19,989,201 $19,989,201 0.61 $19,908,701
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,956,183 $19,956,183 0.61 $19,876,397
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,694,113 $19,694,113 0.60 $19,509,663
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,400,689 $19,400,689 0.59 $19,193,440
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,142,929 $19,142,929 0.58 $18,967,712
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,771,407 $18,771,407 0.57 $18,715,018
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,680,728 $18,680,728 0.57 $18,414,188
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,514,466 $18,514,466 0.56 $18,343,119
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,975,919 $17,975,919 0.55 $17,733,787
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,818,244 $17,818,244 0.54 $17,538,477
BX Trust 2026-CIP A 4.85% 15-MAY-2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 17,712,000 $17,791,757 $17,791,757 0.54 $17,746,419
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,675,118 $17,675,118 0.54 $17,442,593
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,207,670 $17,207,670 0.52 $17,096,346
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,191,058 $17,191,058 0.52 $17,140,021
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,165,380 $17,165,380 0.52 $17,058,074
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,132,493 $17,132,493 0.52 $16,917,772
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,613,267 $16,613,267 0.51 $16,543,001
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,537,557 $16,537,557 0.50 $16,439,796
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,449,784 $16,449,784 0.50 $16,384,398
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,975,298 $15,975,298 0.49 $15,809,950
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,934,873 $15,934,873 0.48 $15,865,744
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,893,842 $15,893,842 0.48 $15,746,286
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,751,099 $15,751,099 0.48 $15,638,364
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,286,882 $15,286,882 0.47 $14,954,716
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,210,653 $15,210,653 0.46 $15,145,396
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,181,643 $15,181,643 0.46 $15,122,480
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,077,996 $15,077,996 0.46 $15,024,547
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,045,128 $15,045,128 0.46 $15,016,015
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,920,302 $14,920,302 0.45 $14,640,027
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,888,094 $14,888,094 0.45 $14,620,076
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,836,040 $14,836,040 0.45 $14,635,270
NOW Trust 2024-1 A 5.7069% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 20,761,644 $14,766,840 $14,766,840 0.45 $14,707,266
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,761,164 $14,761,164 0.45 $14,701,599
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,604,137 $14,604,137 0.44 $14,526,067
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,597,324 $14,597,324 0.44 $14,527,762
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,572,731 $14,572,731 0.44 $14,507,946
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,455,472 $14,455,472 0.44 $14,178,677
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,401,559 $14,401,559 0.44 $14,285,938
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,365,602 $14,365,602 0.44 $14,132,197
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,328,022 $14,328,022 0.44 $14,236,749
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,318,638 $14,318,638 0.44 $14,153,900
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,219,224 $14,219,224 0.43 $14,185,641
Truist Bank Auto Credit-Linked Notes Series 2026-1|5.067|06/26/2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 14,200,000 $14,177,782 $14,177,782 0.43 $14,175,783
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,133,425 $14,133,425 0.43 $13,992,343
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,054,215 $14,054,215 0.43 $13,904,234
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $14,021,545 $14,021,545 0.43 $13,874,174
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,988,780 $13,988,780 0.43 $13,953,976
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,916,905 $13,916,905 0.42 $13,806,217
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,817,665 $13,817,665 0.42 $13,561,869
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,785,133 $13,785,133 0.42 $13,509,198
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,692,776 $13,692,776 0.42 $13,625,313
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,688,198 $13,688,198 0.42 $13,600,232
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,677,036 $13,677,036 0.42 $13,481,091
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,550,274 $13,550,274 0.41 $13,532,204
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1121% 25-OCT-2041, 5.11%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,368,049 $13,412,905 $13,412,905 0.41 $13,386,329
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,345,509 $13,345,509 0.41 $13,294,909
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,301,686 $13,301,686 0.40 $13,166,111
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,183,554 $13,183,554 0.40 $13,051,385
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,112,881 $13,112,881 0.40 $12,847,317
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,111,239 $13,111,239 0.40 $13,101,050
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,106,555 $13,106,555 0.40 $12,378,684
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,037,440 $13,037,440 0.40 $12,858,932
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,008,859 $13,008,859 0.40 $12,749,235
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,847,818 $12,847,818 0.39 $12,774,093
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,806,279 $12,806,279 0.39 $12,732,381
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,773,944 $12,773,944 0.39 $12,693,680
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,743,482 $12,743,482 0.39 $12,582,014
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,688,371 $12,688,371 0.39 $12,626,620
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 $12,676,314 $12,676,314 0.39 $12,653,317
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,443,630 $12,443,630 0.38 $12,401,358
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,440,862 $12,440,862 0.38 $12,370,457
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,339,463 $12,339,463 0.38 $12,119,243
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,301,889 $12,301,889 0.37 $12,283,893
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,267,225 $12,267,225 0.37 $12,038,567
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,247,152 $12,247,152 0.37 $12,021,533
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,236,360 $12,236,360 0.37 $12,225,882
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1121% 25-MAR-2042, 7.11%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,073,319 $12,073,319 0.37 $12,040,597
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,055,466 $12,055,466 0.37 $11,885,066
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,011,497 $12,011,497 0.37 $11,932,201
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,933,939 $11,933,939 0.36 $11,803,566
NOW Trust 2025-1 A 5.4569% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,622,062 $11,782,879 $11,782,879 0.36 $11,737,273
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 11,750,000 $11,765,502 $11,765,502 0.36 $11,745,522
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,762,200 $11,762,200 0.36 $11,731,535
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,724,637 $11,724,637 0.36 $11,504,403
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,594,817 $11,594,817 0.35 $11,458,166
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,588,411 $11,588,411 0.35 $11,513,602
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,584,552 $11,584,552 0.35 $11,391,274
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,397,206 $11,397,206 0.35 $11,319,484
BX Commercial Mortgage Trust 2026-CSMO A 5.02709% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,078,375 $11,078,375 0.34 $11,039,904
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,951,455 $10,951,455 0.33 $10,832,134
RAF ABS Series 2025-1 A 5.2439% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,874,432 $10,874,432 0.33 $10,827,589
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,870,355 $10,870,355 0.33 $10,789,694
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,641,387 $10,641,387 0.32 $10,560,685
NRTH Commercial Mortgage Trust 2025-PARK A 5.02036% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,544,735 $10,544,735 0.32 $10,508,128
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,494,400 $10,503,080 $10,503,080 0.32 $10,484,665
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,420,789 $10,420,789 0.32 $10,157,410
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,401,410 $10,401,410 0.32 $10,400,499
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,341,347 $10,341,347 0.31 $10,251,632
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,332,930 $10,332,930 0.31 $10,251,870
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,316,147 $10,316,147 0.31 $10,096,692
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,282,774 $10,282,774 0.31 $10,253,754
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,265,247 $10,265,247 0.31 $10,023,320
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,204,627 $10,204,627 0.31 $10,154,827
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,088,094 $10,088,094 0.31 $9,887,510
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,078,744 $10,075,548 $10,075,548 0.31 $10,057,017
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,004,983 $10,004,983 0.30 $9,841,350
Hertz Vehicle Financing III LLC|5.09|11/25/2030, 5.09%, 11/25/30 HERTZ 2026-1A 42806MEF2 - 10,000,000 $10,004,827 $10,004,827 0.30 $9,989,274
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,918,638 $9,918,638 0.30 $9,896,744
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,833,491 $9,833,491 0.30 $9,769,686
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,816,061 $9,816,061 0.30 $9,777,536
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,798,066 $9,798,066 0.30 $9,717,211
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,737,101 $9,737,101 0.30 $9,681,404
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 $9,674,354 $9,674,354 0.29 $9,641,173
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,653,643 $9,653,643 0.29 $9,441,492
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,509,840 $9,579,783 $9,579,783 0.29 $9,527,685
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,560,169 $9,560,169 0.29 $9,358,127
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,518,447 $9,518,447 0.29 $9,507,005
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,503,331 $9,503,331 0.29 $9,448,113
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,379,051 $9,379,051 0.29 $9,315,101
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,298,558 $9,298,558 0.28 $9,248,157
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,269,529 $9,269,529 0.28 $9,076,929
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,268,394 $9,268,394 0.28 $9,256,004
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,185,737 $9,185,737 0.28 $8,995,401
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,006,992 $9,006,992 0.27 $8,927,663
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,058,745 $8,964,697 $8,964,697 0.27 $8,943,168
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,918,973 $8,918,973 0.27 $8,771,133
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,848,918 $8,848,918 0.27 $8,787,771
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,794,055 $8,794,055 0.27 $8,637,771
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,774,537 $8,774,537 0.27 $8,766,169
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,740,556 $8,740,556 0.27 $8,565,506
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,702,755 $8,702,755 0.26 $8,552,604
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,652,717 $8,652,717 0.26 $8,448,367
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,587,891 $8,587,891 0.26 $8,576,412
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,583,061 $8,583,061 0.26 $8,471,155
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,567,809 $8,567,809 0.26 $8,392,792
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,224,712 $8,224,712 0.25 $8,106,200
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,152,734 $8,152,734 0.25 $8,152,734
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,145,314 $8,145,314 0.25 $8,087,426
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,137,455 $8,137,455 0.25 $7,932,661
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,105,466 $8,105,466 0.25 $7,932,884
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,086,782 $8,086,782 0.25 $7,999,477
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,044,885 $8,044,885 0.24 $7,949,885
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,034,506 $8,034,506 0.24 $7,968,006
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,007,612 $8,007,612 0.24 $7,948,974
Trafigura Securitisation Finance PLC|5.12|12/15/2029, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,000,235 $8,000,235 0.24 $7,999,097
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,989,372 $7,989,372 0.24 $7,936,737
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,957,751 $7,957,751 0.24 $7,895,610
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,883,720 $7,883,720 0.24 $7,834,316
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,845,742 $7,845,742 0.24 $7,650,168
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,835,249 $7,835,249 0.24 $7,760,976
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,708,041 $7,813,721 $7,813,721 0.24 $7,793,901
Plenti PL & Green ABS Trust 2024-2 A1 5.4771% 11-APR-2036, 5.48%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,965,834 $7,782,845 $7,782,845 0.24 $7,749,162
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,721,712 $7,721,712 0.23 $7,630,688
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,707,626 $7,707,626 0.23 $7,604,021
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,630,584 $7,630,584 0.23 $7,493,106
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,630,089 $7,630,089 0.23 $7,580,488
Dominion Energy Inc|6.15|12/15/2056, 6.15%, 12/15/56 D 25746UEC9 - 7,491,000 $7,504,100 $7,504,100 0.23 $7,504,100
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,371,946 $7,371,946 0.22 $7,319,560
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,284,298 $7,284,298 0.22 $7,224,074
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,275,483 $7,275,483 0.22 $7,235,677
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,217,596 $7,217,596 0.22 $7,082,860
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,097,998 $7,097,998 0.22 $7,065,448
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,070,786 $7,070,786 0.22 $6,995,300
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,067,789 $7,067,789 0.22 $6,999,961
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,019,843 $7,019,843 0.21 $6,911,741
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,927,887 $6,927,887 0.21 $6,856,146
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,917,390 $6,917,390 0.21 $6,845,662
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,899,742 $6,899,742 0.21 $6,825,112
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,889,884 $6,889,884 0.21 $6,819,818
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,838,723 $6,838,723 0.21 $6,830,632
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,759,393 $6,820,743 $6,820,743 0.21 $6,801,329
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,666,839 $6,666,839 0.20 $6,628,174
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,648,944 $6,648,944 0.20 $6,552,878
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,617,313 $6,617,313 0.20 $6,565,167
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,614,717 $6,614,717 0.20 $6,555,894
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,597,576 $6,597,576 0.20 $6,498,614
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,583,568 $6,583,568 0.20 $6,578,761
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,528,396 $6,528,396 0.20 $6,265,265
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,516,827 $6,516,827 0.20 $6,449,309
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,489,979 $6,489,979 0.20 $6,413,744
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,452,752 $6,452,752 0.20 $6,312,125
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,405,391 $6,405,391 0.19 $6,392,445
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,360,616 $6,360,616 0.19 $6,289,757
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,348,818 $6,348,818 0.19 $6,249,596
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,282,719 $6,304,163 $6,304,163 0.19 $6,287,726
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,245,245 $6,245,245 0.19 $6,120,113
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,223,479 $6,223,479 0.19 $6,211,143
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,171,389 $6,171,389 0.19 $6,078,295
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $5,997,396 $5,997,396 0.18 $5,988,463
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,972,292 $5,972,292 0.18 $5,829,792
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,964,567 $5,964,567 0.18 $5,952,789
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,963,424 $5,963,424 0.18 $5,911,089
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,953,569 $5,953,569 0.18 $5,941,986
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,303,462 $5,903,952 $5,903,952 0.18 $5,877,189
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,874,361 $5,874,361 0.18 $5,716,095
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,862,192 $5,862,192 0.18 $5,825,652
Global Mobility 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,823,775 $5,823,775 0.18 $5,815,611
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,796,902 $5,796,902 0.18 $5,693,642
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,786,849 $5,786,849 0.18 $5,742,684
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,784,851 $5,784,851 0.18 $5,732,506
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,642,821 $5,718,063 $5,718,063 0.17 $5,699,738
Metro Finance 2024-1 Trust|5.5475|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,031,784 $5,705,777 $5,705,777 0.17 $5,686,821
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,572,665 $5,572,665 0.17 $5,542,138
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,524,886 $5,524,886 0.17 $5,480,409
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,504,229 $5,504,229 0.17 $5,400,463
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,206,338 $5,206,338 0.16 $5,149,285
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,150,527 $5,150,527 0.16 $5,139,482
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,146,373 $5,146,373 0.16 $5,026,748
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,091,461 $5,091,461 0.15 $5,060,272
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,068,594 $5,068,594 0.15 $5,018,746
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,049,638 $5,049,638 0.15 $5,029,971
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,090,150 $5,039,965 $5,039,965 0.15 $5,034,471
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,022,990 $5,022,990 0.15 $5,013,980
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,998,053 $4,998,053 0.15 $4,927,331
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,984,613 $4,984,613 0.15 $4,939,509
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,893,501 $4,893,501 0.15 $4,875,564
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,869,349 $4,869,349 0.15 $4,837,214
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,834,226 $4,834,226 0.15 $4,779,141
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,740,572 $4,740,572 0.14 $4,696,626
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,731,662 $4,731,662 0.14 $4,618,128
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,711,090 $4,711,090 0.14 $4,607,727
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,671,223 $4,671,223 0.14 $4,629,609
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,625,952 $4,660,778 $4,660,778 0.14 $4,645,466
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,632,494 $4,632,494 0.14 $4,574,468
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,628,581 $4,628,581 0.14 $4,584,211
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,612,082 $4,612,082 0.14 $4,517,061
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.81%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,430,298 $4,438,344 $4,438,344 0.14 $4,430,054
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,415,029 $4,415,029 0.13 $4,335,255
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 $4,219,266 $4,219,266 0.13 $4,210,691
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,142,596 $4,142,596 0.13 $4,078,811
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,094,903 $4,094,903 0.12 $3,979,911
RESIMAC Bastille Trust 2024-1NC A2 5.6538% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,537,209 $3,936,195 $3,936,195 0.12 $3,919,849
Connecticut Avenue Securities Trust 2024-R01 1M1 4.6621% 25-JAN-2044, 4.66%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,881,160 $3,885,771 $3,885,771 0.12 $3,878,734
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,880,969 $3,880,969 0.12 $3,873,343
Plenti PL & Green ABS Trust 2025-1 A1G 5.4971% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,387,885 $3,825,697 $3,825,697 0.12 $3,809,087
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,813,486 $3,813,486 0.12 $3,758,133
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,742,477 $3,742,477 0.11 $3,676,810
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,698,559 $3,710,846 $3,710,846 0.11 $3,703,421
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,695,752 $3,703,774 $3,703,774 0.11 $3,696,929
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,681,359 $3,681,359 0.11 $3,608,342
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,657,170 $3,657,170 0.11 $3,638,566
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 $3,640,285 $3,640,285 0.11 $3,621,928
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,628,764 $3,628,764 0.11 $3,592,606
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,608,352 $3,608,352 0.11 $3,597,558
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.8621% 25-MAR-2044, 4.86%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,512,817 $3,512,817 0.11 $3,506,187
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 3,377,356 $3,391,012 $3,391,012 0.10 $3,385,036
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.6621% 25-JAN-2045, 4.66%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,323,664 $3,327,348 $3,327,348 0.10 $3,321,322
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,324,629 $3,324,629 0.10 $3,308,166
Liberty Series 2024-1 Auto A 5.5062% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,686,692 $3,323,578 $3,323,578 0.10 $3,316,092
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8121% 25-MAY-2045, 4.81%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 3,314,634 $3,322,758 $3,322,758 0.10 $3,316,555
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,317,199 $3,317,199 0.10 $3,281,426
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,317,134 $3,317,134 0.10 $3,252,334
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,285,115 $3,285,115 0.10 $3,280,163
Plenti PL & Green ABS Trust 2025-1 A1 5.4971% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,605,030 $3,269,077 $3,269,077 0.10 $3,254,881
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,242,546 $3,242,546 0.10 $3,235,827
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,109,628 $3,109,628 0.09 $3,066,324
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,098,476 $3,098,476 0.09 $3,032,679
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,045,840 $3,045,840 0.09 $3,023,004
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2121% 25-MAR-2045, 5.21%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,965,419 $2,975,511 $2,975,511 0.09 $2,969,501
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,938,860 $2,938,860 0.09 $2,881,540
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,902,797 $2,902,797 0.09 $2,896,906
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8121% 25-AUG-2044, 4.81%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,728,768 $2,733,278 $2,733,278 0.08 $2,728,172
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,694,186 $2,694,186 0.08 $2,691,585
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 $2,685,579 $2,685,579 0.08 $2,673,037
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,608,030 $2,608,030 0.08 $2,586,756
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,576,348 $2,576,348 0.08 $2,567,836
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4121% 25-NOV-2041, 5.41%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,476,932 $2,476,932 0.08 $2,471,744
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,364,036 $2,364,036 0.07 $2,355,116
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,325,046 $2,344,855 $2,344,855 0.07 $2,337,243
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7121% 25-DEC-2031, 4.71%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,154,027 $2,169,052 $2,169,052 0.07 $2,156,591
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,088,514 $2,088,514 0.06 $2,081,292
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,990,696 $1,990,696 0.06 $1,959,492
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,964,524 $1,964,524 0.06 $1,957,789
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,872,975 $1,900,556 $1,900,556 0.06 $1,893,463
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,872,975 $1,900,321 $1,900,321 0.06 $1,893,045
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,899,402 $1,899,402 0.06 $1,883,032
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,725,810 $1,725,810 0.05 $1,705,990
Plenti Auto ABS Trust 2025-1 A 5.3953% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,402,060 $1,706,295 $1,706,295 0.05 $1,699,278
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,563,652 $1,577,425 $1,577,425 0.05 $1,572,244
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,576,232 $1,576,232 0.05 $1,573,071
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8121% 25-MAY-2044, 4.81%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,557,807 $1,561,439 $1,561,439 0.05 $1,558,524
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,538,799 $1,542,546 $1,542,546 0.05 $1,539,667
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,530,090 $1,530,090 0.05 $1,516,858
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,510,482 $1,510,482 0.05 $1,485,865
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,476,142 $1,476,142 0.04 $1,467,862
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.9621% 25-FEB-2044, 4.96%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,471,594 $1,475,074 $1,475,074 0.04 $1,472,234
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 $1,459,179 $1,459,179 0.04 $1,457,129
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,425,758 $1,428,564 $1,428,564 0.04 $1,425,951
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,410,769 $1,410,769 0.04 $1,372,745
Connecticut Avenue Securities Trust 2022-R01 1M2 5.5121% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,306,243 $1,306,243 0.04 $1,303,456
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,284,162 $1,284,162 0.04 $1,267,912
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,281,823 $1,281,823 0.04 $1,278,534
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,270,343 $1,270,343 0.04 $1,268,028
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,197,177 $1,197,177 0.04 $1,176,637
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.61%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,178 $1,049,178 0.03 $1,046,895
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,020,662 $1,020,662 0.03 $1,018,507
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $993,222 $993,222 0.03 $989,026
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $977,230 $977,230 0.03 $968,968
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.50%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,324,232 $941,795 $941,795 0.03 $936,970
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3121% 25-JUL-2043, 5.31%, 07/25/43 CAS 2023-R06 20754EAA3 - 936,885 $941,019 $941,019 0.03 $939,084
Connecticut Avenue Securities Trust 2025-R02 1M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 CAS 2025-R02 20754TAC6 - 936,245 $938,125 $938,125 0.03 $936,391
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $891,928 $891,928 0.03 $891,240
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $866,576 $866,576 0.03 $865,587
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.06%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 855,079 $856,762 $856,762 0.03 $855,079
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6121% 25-MAY-2043, 5.61%, 05/25/43 STACR 2023-HQA1 35564KX79 - 807,275 $813,180 $813,180 0.02 $811,418
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $729,636 $729,636 0.02 $728,985
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7121% 25-FEB-2044, 4.71%, 02/25/44 CAS 2024-R02 20754GAA8 - 722,280 $723,634 $723,634 0.02 $722,311
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $717,426 $717,426 0.02 $706,620
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $709,552 $709,552 0.02 $703,348
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $705,082 $705,082 0.02 $700,571
Connecticut Avenue Securities Trust 2024-R03 2M1 4.7621% 25-MAR-2044, 4.76%, 03/25/44 CAS 207941AA3 - 618,258 $619,433 $619,433 0.02 $618,288
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $399,402 $399,402 0.01 $397,740
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $223,343 $223,343 0.01 $223,306
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $105,280 $105,280 0.00 $104,769
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,060 $-77,756,271 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -3,477 $-716,180,506 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,266,349 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,456,521 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -351.00 $-37,422,633 $-0 0.00 $-0
HCA INC 0% 06/10/2026, 0.00%, 06/10/26 HCA 40412DFA2 - 40,000,000 $39,990,908 $39,990,908 1.22 $39,990,908
AUTONATION INC 0% 06/09/2026, 0.00%, 06/09/26 AUTONA 05330NF95 - 38,200,000 $38,195,660 $38,195,660 1.16 $38,195,660
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/22/2026, 0.00%, 06/22/26 STLACP 85855KFN7 - 33,000,000 $32,943,946 $32,943,946 1.00 $32,943,946
ENBRIDGE INC 0% 06/24/2026, 0.00%, 06/24/26 ENB 292976TR8 - 45,000,000 $32,238,030 $32,238,030 0.98 $32,238,030
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/25/2026, 0.00%, 06/25/26 STLACP 85855KFR8 - 17,250,000 $17,214,218 $17,214,218 0.52 $17,214,218
GLOBAL PAYMENTS INC 0% 06/09/2026, 0.00%, 06/09/26 GPN 37961DF96 - 15,750,000 $15,748,201 $15,748,201 0.48 $15,748,201
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/09/2026, 0.00%, 06/09/26 STLACP 85855KF98 - 14,450,000 $14,448,291 $14,448,291 0.44 $14,448,291
SEGREGATED CASH SEGCASH $0.00 6,838,316 $6,838,316 $6,838,316 0.21 $6,838,316
NEW ZEALAND DOLLAR NZD - 6,923,427 $4,030,122 $4,030,122 0.12 $4,030,122
ENBRIDGE INC 0% 06/25/2026, 0.00%, 06/25/26 ENB 292976TS6 - 4,500,000 $3,223,545 $3,223,545 0.10 $3,223,545
EURO EUR - 1,457,746 $1,682,532 $1,682,532 0.05 $1,682,532
AUSTRALIAN DOLLARS AUD - 2,101,556 $1,483,385 $1,483,385 0.05 $1,483,385
CANADIAN DOLLAR CAD - 1,370,482 $983,024 $983,024 0.03 $983,024
BRITISH POUND GBP - -373,669 $-498,605 $-498,605 -0.02 $-498,605
US DOLLARS USD MD_142224 - -32,510,333 $-32,510,333 $-32,510,333 -0.99 $-32,510,333
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,872,823 $43,872,823 1.34 $43,872,823
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,872,823 $-43,872,823 -1.34 $-43,872,823
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $62,022,679 $62,022,679 1.89 $62,022,679
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-62,022,679 $-62,022,679 -1.89 $-62,022,679
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $78,117,724 $78,117,724 2.38 $78,117,724
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-78,117,724 $-78,117,724 -2.38 $-78,117,724
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $78,117,724 $78,117,724 2.38 $78,117,724
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-78,117,724 $-78,117,724 -2.38 $-78,117,724
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $80,504,331 $80,504,331 2.45 $80,504,331
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-80,504,331 $-80,504,331 -2.45 $-80,504,331
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 $221,853 0.01 $221,853
3 MONTH SOFR FUT Mar28 MAR 28 SFRH8 FUTURES_USD - -649.00 $-155,808,675 $0 0.00 $0
3 MONTH SOFR FUT Mar27 MAR 27 SFRH7 FUTURES_USD - 649.00 $155,646,425 $0 0.00 $0
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 $-103,947 0.00 $-103,947
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-781,181 $-781,181 -0.02 $-781,181
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 $-364,548,352 $-364,548,352 -11.09 $-364,548,352
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.20 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-56,349,441 $-56,349,441 -1.71 $-56,349,441
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.74 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-52,954,683 $-52,954,683 -1.61 $-52,954,683
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.64 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,581,140 $-14,581,140 -0.44 $-14,581,140
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 $2,820,763 $2,820,763 0.09 $2,820,763
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 $718,651 $718,651 0.02 $718,651
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 $846,229 $846,229 0.03 $846,229
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 $1,410,381 $1,410,381 0.04 $1,410,381
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 $9,872,670 $9,872,670 0.30 $9,872,670
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 $2,115,572 $2,115,572 0.06 $2,115,572
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 $14,103,815 $14,103,815 0.43 $14,103,815
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|CAD|06/24/2026 +CADU - -45,000,000 $-32,297,875 $-32,297,875 -0.98 $-32,297,875
FX Forward|USD|06/24/2026 +CADU - 32,663,485 $32,663,485 $32,663,485 0.99 $32,663,485
FX Forward|CAD|06/25/2026 +CADU - -4,500,000 $-3,229,932 $-3,229,932 -0.10 $-3,229,932
FX Forward|USD|06/25/2026 +CADU - 3,263,544 $3,263,544 $3,263,544 0.10 $3,263,544
FX Forward|AUD|07/24/2026 +AUDU - 1,500,000 $1,057,786 $1,057,786 0.03 $1,057,786
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 $-6,708,084 $-6,708,084 -0.20 $-6,708,084
FX Forward|USD|07/24/2026 +AUD0 - 6,785,630 $6,785,630 $6,785,630 0.21 $6,785,630
FX Forward|AUD|07/24/2026 - - 4,000,000 $2,820,763 $2,820,763 0.09 $2,820,763
FX Forward|USD|07/24/2026 - - -2,821,744 $-2,821,744 $-2,821,744 -0.09 $-2,821,744
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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