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 22, 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 $44,664,305 $44,664,305 1.36 $43,710,496
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,272,910 $27,272,910 0.84 $27,134,986
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,610,841 $26,610,841 0.82 $25,929,630
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,610,878 $25,610,878 0.79 $25,432,974
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,322,179 $25,322,179 0.78 $24,813,029
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,193,347 $25,193,347 0.77 $25,003,750
Wells Fargo & Company FRN 20-MAY-2029, 4.36%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,102,521 $25,102,521 0.77 $25,000,290
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,618,130 $24,618,130 0.76 $24,030,779
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,062,977 $24,062,977 0.74 $23,944,194
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,864,107 $23,864,107 0.72 $23,373,765
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,417,002 $23,417,002 0.71 $23,296,754
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 $23,229,229 $23,229,229 0.70 $23,139,892
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,123,318 $23,123,318 0.70 $23,010,271
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,762,782 $22,762,782 0.69 $22,692,000
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,934,108 $21,934,108 0.66 $21,901,690
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,704,738 $21,704,738 0.66 $21,428,302
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,426,328 $21,426,328 0.65 $20,892,033
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,742,877 $20,742,877 0.63 $20,698,054
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,365,006 $20,365,006 0.62 $20,318,128
BX Trust 2025-ROIC A 4.76922% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,224,453 $20,224,453 0.61 $20,202,968
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,129,760 $20,129,760 0.61 $19,890,759
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,032,860 $20,032,860 0.61 $19,914,793
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,992,544 $19,992,544 0.61 $19,877,851
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,725,980 $19,725,980 0.60 $19,511,150
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,377,491 $19,377,491 0.59 $19,140,635
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,158,435 $19,158,435 0.58 $18,947,143
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 $18,814,342 $18,814,342 0.57 $18,701,564
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,709,249 $18,709,249 0.57 $18,404,631
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,540,418 $18,540,418 0.56 $18,335,754
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $18,010,660 $18,010,660 0.55 $17,742,652
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,846,094 $17,846,094 0.54 $17,530,721
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,657,210 $17,657,210 0.53 $17,399,450
BX Trust 2026-CIP A 4.82709% 15-MAY-2038, 4.83%, 05/15/38 BX 2026-CIP 123917AA4 - 17,473,020 $17,536,599 $17,536,599 0.53 $17,517,862
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,227,289 $17,227,289 0.52 $17,074,952
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,198,455 $17,198,455 0.52 $17,109,813
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,192,756 $17,192,756 0.52 $17,052,792
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,159,039 $17,159,039 0.52 $16,908,531
Intesa Sanpaolo SpA|5|06/29/2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,678,791 $16,678,791 0.51 $16,678,791
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,541,628 $16,541,628 0.50 $16,460,286
NVIDIA Corporation 4.25% 15-JUN-2028, 4.25%, 06/15/28 NVDA 67066GAP9 - 16,500,000 $16,446,046 $16,446,046 0.50 $16,436,306
NVIDIA Corporation 4.35% 15-JUN-2029, 4.35%, 06/15/29 NVDA 67066GAQ7 - 16,500,000 $16,434,409 $16,434,409 0.50 $16,424,440
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,381,873 $16,381,873 0.50 $16,306,180
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,318,014 $16,318,014 0.49 $16,202,717
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,303,695 $16,303,695 0.49 $16,158,609
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,954,462 $15,954,462 0.48 $15,857,682
Honeywell Aerospace, Inc. (United States) 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,919,993 $15,919,993 0.48 $15,747,548
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,835,408 $15,835,408 0.48 $15,821,747
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,772,501 $15,772,501 0.48 $15,626,185
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,234,072 $15,234,072 0.46 $15,157,250
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,200,097 $15,200,097 0.46 $15,114,216
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,104,592 $15,104,592 0.46 $15,023,429
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,059,977 $15,059,977 0.46 $15,003,693
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $14,978,566 $14,978,566 0.45 $14,963,294
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,961,788 $14,961,788 0.45 $14,655,354
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,913,141 $14,913,141 0.45 $14,617,329
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,847,688 $14,847,688 0.45 $14,614,609
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,692,497 $14,692,497 0.45 $14,601,482
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,633,192 $14,633,192 0.44 $14,527,096
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,620,594 $14,620,594 0.44 $14,523,207
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,597,939 $14,597,939 0.44 $14,505,670
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,464,121 $14,464,121 0.44 $14,155,033
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,430,761 $14,430,761 0.44 $14,289,032
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,379,104 $14,379,104 0.44 $14,117,530
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,340,932 $14,340,932 0.43 $14,223,582
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,325,669 $14,325,669 0.43 $14,133,475
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,256,423 $14,256,423 0.43 $14,203,249
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 $14,183,841 $14,183,841 0.43 $14,159,857
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,143,146 $14,143,146 0.43 $13,975,006
NOW Trust 2024-1 A 5.7069% 14-JUN-2032, 5.70%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 19,957,566 $14,054,950 $14,054,950 0.43 $14,037,470
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,017,019 $14,017,019 0.42 $13,959,761
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.60%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,942,263 $13,942,263 0.42 $13,928,125
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,935,999 $13,935,999 0.42 $13,802,853
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,932,623 $13,932,623 0.42 $13,659,866
Wells Fargo & Company FRN 15-SEP-2029, 4.52%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,879,073 $13,879,073 0.42 $13,865,180
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,835,785 $13,835,785 0.42 $13,553,849
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,731,972 $13,731,972 0.42 $13,647,644
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,700,514 $13,700,514 0.41 $13,476,288
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,693,138 $13,693,138 0.41 $13,580,039
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,579,086 $13,579,086 0.41 $13,529,395
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,564,266 $13,564,266 0.41 $13,551,579
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 $13,435,403 $13,435,403 0.41 $13,382,250
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,356,108 $13,356,108 0.40 $13,274,708
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,325,288 $13,325,288 0.40 $13,161,801
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,188,856 $13,188,856 0.40 $13,040,456
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,146,646 $13,146,646 0.40 $13,112,683
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,124,099 $13,124,099 0.40 $12,834,392
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,050,481 $13,050,481 0.40 $12,846,472
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,034,528 $13,034,528 0.39 $12,283,372
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,032,705 $13,032,705 0.39 $12,744,684
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,861,100 $12,861,100 0.39 $12,763,917
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,822,678 $12,822,678 0.39 $12,720,043
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,783,604 $12,783,604 0.39 $12,678,911
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,763,461 $12,763,461 0.39 $12,573,011
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,704,411 $12,704,411 0.38 $12,612,849
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 $12,689,235 $12,689,235 0.38 $12,643,240
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,457,641 $12,457,641 0.38 $12,365,808
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,394,561 $12,394,561 0.38 $12,327,021
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,358,138 $12,358,138 0.37 $12,113,449
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,277,418 $12,277,418 0.37 $12,027,836
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,274,554 $12,274,554 0.37 $12,239,626
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,263,788 $12,263,788 0.37 $12,016,384
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,246,497 $12,246,497 0.37 $12,197,346
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1121% 25-MAR-2042, 7.11%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,106,995 $12,106,995 0.37 $12,041,551
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,078,192 $12,078,192 0.37 $11,891,225
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,032,012 $12,032,012 0.36 $11,942,978
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,956,117 $11,956,117 0.36 $11,804,520
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,747,624 $11,747,624 0.36 $11,500,343
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,703,458 $11,703,458 0.35 $11,649,315
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,585,506 $11,585,506 0.35 $11,483,843
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.77%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,539,020 $11,539,020 0.35 $11,378,891
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,436,078 $11,436,078 0.35 $11,224,686
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,395,261 $11,395,261 0.35 $11,307,995
NOW Trust 2025-1 A 5.4569% 14-FEB-2034, 5.45%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,054,454 $11,273,683 $11,273,683 0.34 $11,260,238
BX Commercial Mortgage Trust 2026-CSMO A 5.02539% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,057,954 $11,057,954 0.33 $11,045,648
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,969,746 $10,969,746 0.33 $10,837,475
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 $10,883,514 $10,883,514 0.33 $10,872,113
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,873,278 $10,873,278 0.33 $10,773,476
RAF ABS Series 2025-1 A 5.2612% 09-DEC-2031, 5.26%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,775,988 $10,775,988 0.33 $10,754,293
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,687,914 $10,687,914 0.32 $10,583,674
NRTH Commercial Mortgage Trust 2025-PARK A 5.01866% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,523,080 $10,523,080 0.32 $10,511,370
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,494,400 $10,522,893 $10,522,893 0.32 $10,486,064
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,343,277 $10,343,277 0.31 $10,102,337
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,341,177 $10,341,177 0.31 $10,241,813
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,305,330 $10,305,330 0.31 $10,247,291
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,298,030 $10,298,030 0.31 $10,188,135
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,283,048 $10,283,048 0.31 $10,020,468
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,262,962 $10,262,962 0.31 $10,249,488
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,197,842 $10,197,842 0.31 $10,171,477
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 $10,084,920 $10,084,920 0.31 $10,047,857
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,025,755 $10,025,755 0.30 $9,845,640
Hertz Vehicle Financing III, Series 2026-1 A 5.09% 25-NOV-2030, 5.09%, 11/25/30 HERTZ 2026-1A 42806MEF2 - 10,000,000 $10,018,078 $10,018,078 0.30 $9,982,730
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,934,761 $9,934,761 0.30 $9,900,095
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,897,547 $9,897,547 0.30 $9,888,324
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,844,652 $9,844,652 0.30 $9,766,889
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,834,243 $9,834,243 0.30 $9,778,864
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,748,966 $9,748,966 0.30 $9,668,901
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,669,166 $9,669,166 0.29 $9,576,396
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 $9,638,196 $9,638,196 0.29 $9,594,456
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,295,586 $9,586,160 $9,586,160 0.29 $9,301,294
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,561,121 $9,561,121 0.29 $9,341,176
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,523,422 $9,523,422 0.29 $9,448,383
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,521,222 $9,521,222 0.29 $9,489,756
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,405,099 $9,405,099 0.28 $9,401,402
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,400,238 $9,400,238 0.28 $9,319,708
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,315,058 $9,315,058 0.28 $9,255,249
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,287,648 $9,287,648 0.28 $9,076,323
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,279,792 $9,279,792 0.28 $9,250,057
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,210,191 $9,210,191 0.28 $8,999,037
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,012,291 $9,012,291 0.27 $8,917,953
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 $8,974,757 $8,974,757 0.27 $8,937,365
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,937,494 $8,937,494 0.27 $8,773,227
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,865,273 $8,865,273 0.27 $8,788,273
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,802,557 $8,802,557 0.27 $8,631,783
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,735,544 $8,735,544 0.26 $8,707,839
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,700,050 $8,700,050 0.26 $8,533,075
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,661,815 $8,661,815 0.26 $8,437,597
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,603,262 $8,603,262 0.26 $8,575,713
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,585,841 $8,585,841 0.26 $8,460,192
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,579,961 $8,579,961 0.26 $8,388,824
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,233,060 $8,233,060 0.25 $8,098,593
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,226,244 $8,226,244 0.25 $8,044,022
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,151,194 $8,151,194 0.25 $8,078,298
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,147,175 $8,147,175 0.25 $8,147,175
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,118,886 $8,118,886 0.25 $7,929,868
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,092,205 $8,092,205 0.25 $7,991,011
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,052,124 $8,052,124 0.24 $7,945,458
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,040,961 $8,040,961 0.24 $7,959,683
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,016,480 $8,016,480 0.24 $7,940,376
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,998,990 $7,998,990 0.24 $7,932,183
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,976,902 $7,976,902 0.24 $7,962,110
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,971,569 $7,971,569 0.24 $7,887,679
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,921,231 $7,921,231 0.24 $7,915,243
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,902,420 $7,902,420 0.24 $7,838,900
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,858,258 $7,858,258 0.24 $7,645,887
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,838,959 $7,838,959 0.24 $7,750,041
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,708,041 $7,833,530 $7,833,530 0.24 $7,793,890
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,728,230 $7,728,230 0.23 $7,623,202
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,723,879 $7,723,879 0.23 $7,610,201
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,644,141 $7,644,141 0.23 $7,581,681
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,635,976 $7,635,976 0.23 $7,484,240
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,386,270 $7,386,270 0.22 $7,321,018
Plenti PL & Green ABS Trust 2024-2 A1 5.4771% 11-APR-2036, 5.49%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,459,019 $7,355,316 $7,355,316 0.22 $7,342,090
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,297,138 $7,297,138 0.22 $7,223,531
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,242,390 $7,242,390 0.22 $7,185,000
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,193,010 $7,193,010 0.22 $7,043,178
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,105,065 $7,105,065 0.22 $7,057,815
UBS Group AG FRN 23-DEC-2029, 4.48%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,087,510 $7,087,510 0.21 $7,007,431
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,029,705 $7,029,705 0.21 $6,907,052
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.71%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $6,999,908 $6,999,908 0.21 $6,995,364
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,938,109 $6,938,109 0.21 $6,852,794
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,894,896 $6,894,896 0.21 $6,812,255
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,891,310 $6,891,310 0.21 $6,804,239
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,849,331 $6,849,331 0.21 $6,827,081
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,831,861 $6,831,861 0.21 $6,821,939
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 $6,818,413 $6,818,413 0.21 $6,784,694
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,676,900 $6,676,900 0.20 $6,623,990
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,655,689 $6,655,689 0.20 $6,546,936
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,625,032 $6,625,032 0.20 $6,559,366
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,624,079 $6,624,079 0.20 $6,552,779
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,599,308 $6,599,308 0.20 $6,577,676
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,520,856 $6,520,856 0.20 $6,442,597
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,499,460 $6,499,460 0.20 $6,225,641
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,463,893 $6,463,893 0.20 $6,310,883
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,418,112 $6,418,112 0.19 $6,392,220
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,378,433 $6,378,433 0.19 $6,295,016
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,358,940 $6,358,940 0.19 $6,248,237
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,323,215 $6,323,215 0.19 $6,319,801
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 $6,307,407 $6,307,407 0.19 $6,278,859
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,256,700 $6,256,700 0.19 $6,118,195
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,233,081 $6,233,081 0.19 $6,208,410
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,042,427 $6,042,427 0.18 $6,033,725
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,009,318 $6,009,318 0.18 $5,994,948
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $6,002,180 $6,002,180 0.18 $5,845,826
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,972,173 $5,972,173 0.18 $5,952,150
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,958,440 $5,958,440 0.18 $5,935,274
Export-Import Bank of Korea FRN 22-SEP-2028, 4.09%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,911,905 $5,911,905 0.18 $5,911,231
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,867,566 $5,867,566 0.18 $5,823,612
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,828,845 $5,828,845 0.18 $5,809,251
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,805,110 $5,805,110 0.18 $5,691,741
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,784,158 $5,784,158 0.18 $5,723,390
First-Citizens Bank & Trust Company 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 5,752,000 $5,748,160 $5,748,160 0.17 $5,748,160
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 $5,725,106 $5,725,106 0.17 $5,693,279
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,719,909 $5,719,909 0.17 $5,710,917
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,573,297 $5,573,297 0.17 $5,532,063
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,512,258 $5,512,258 0.17 $5,397,569
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,496,456 $5,496,456 0.17 $5,442,109
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 7,785,044 $5,479,520 $5,479,520 0.17 $5,469,191
Metro Finance 2024-1 Trust|5.5525|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 7,760,114 $5,460,983 $5,460,983 0.17 $5,456,018
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,207,193 $5,207,193 0.16 $5,140,517
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,148,915 $5,148,915 0.16 $5,129,731
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,099,692 $5,099,692 0.15 $5,059,406
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,070,684 $5,070,684 0.15 $5,011,407
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,057,854 $5,057,854 0.15 $5,026,716
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,026,428 $5,026,428 0.15 $5,020,928
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,023,195 $5,023,195 0.15 $5,004,482
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,984,016 $4,984,016 0.15 $4,931,654
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,885,159 $4,885,159 0.15 $4,847,104
BX Commercial Mortgage Trust 2024-AIRC A 5.31624% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,863,093 $4,863,093 0.15 $4,857,355
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,824,290 $4,824,290 0.15 $4,757,864
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,746,559 $4,746,559 0.14 $4,694,624
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,728,101 $4,728,101 0.14 $4,604,814
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,676,202 $4,676,202 0.14 $4,626,021
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,636,251 $4,636,251 0.14 $4,568,195
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,631,705 $4,631,705 0.14 $4,579,667
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,618,119 $4,618,119 0.14 $4,514,346
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,610,595 $4,610,595 0.14 $4,605,843
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.81%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,430,298 $4,447,763 $4,447,763 0.13 $4,431,182
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,409,073 $4,427,148 $4,427,148 0.13 $4,422,284
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,415,562 $4,415,562 0.13 $4,327,977
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 $4,223,534 $4,223,534 0.13 $4,206,384
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,148,883 $4,148,883 0.13 $4,077,333
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,087,969 $4,087,969 0.12 $3,966,809
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 $3,893,265 $3,893,265 0.12 $3,879,192
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,876,241 $3,876,241 0.12 $3,860,988
Lloyds Banking Group plc FRN 06-MAR-2030, 6.16%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,740,637 $3,740,637 0.11 $3,731,952
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,698,559 $3,716,028 $3,716,028 0.11 $3,701,178
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 $3,709,111 $3,709,111 0.11 $3,695,422
RESIMAC Bastille Trust 2024-1NC A2 5.6538% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,253,276 $3,696,960 $3,696,960 0.11 $3,692,400
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,687,454 $3,687,454 0.11 $3,606,058
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,663,389 $3,663,389 0.11 $3,638,584
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,655,598 $3,655,598 0.11 $3,650,227
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 $3,642,890 $3,642,890 0.11 $3,618,693
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,633,101 $3,633,101 0.11 $3,589,912
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,610,183 $3,610,183 0.11 $3,593,092
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 $3,594,819 $3,594,819 0.11 $3,588,331
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 $3,519,668 $3,519,668 0.11 $3,506,408
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 3,377,356 $3,393,617 $3,393,617 0.10 $3,381,205
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 $3,334,036 $3,334,036 0.10 $3,321,985
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 $3,327,042 $3,327,042 0.10 $3,314,636
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,324,927 $3,324,927 0.10 $3,301,028
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,323,524 $3,323,524 0.10 $3,284,455
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,322,290 $3,322,290 0.10 $3,251,190
Liberty Series 2024-1 Auto A 5.5062% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,686,692 $3,308,185 $3,308,185 0.10 $3,293,811
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,270,751 $3,270,751 0.10 $3,257,226
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,238,222 $3,238,222 0.10 $3,224,785
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,115,182 $3,115,182 0.09 $3,067,484
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,099,047 $3,099,047 0.09 $3,027,701
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 $3,072,804 $3,072,804 0.09 $3,067,259
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,053,942 $3,053,942 0.09 $3,026,404
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2121% 25-MAR-2045, 5.21%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,965,419 $2,979,728 $2,979,728 0.09 $2,967,707
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,943,347 $2,943,347 0.09 $2,880,454
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,905,085 $2,905,085 0.09 $2,893,301
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 $2,740,131 $2,740,131 0.08 $2,729,918
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,694,696 $2,694,696 0.08 $2,689,493
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 $2,689,104 $2,689,104 0.08 $2,672,572
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,617,190 $2,617,190 0.08 $2,592,642
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,566,787 $2,566,787 0.08 $2,556,182
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 $2,480,987 $2,480,987 0.08 $2,470,611
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,352,392 $2,352,392 0.07 $2,338,939
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 $2,253,354 $2,253,354 0.07 $2,250,904
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 $2,164,346 $2,164,346 0.07 $2,156,451
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,092,083 $2,092,083 0.06 $2,083,531
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,992,366 $1,992,366 0.06 $1,957,296
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 $1,967,580 $1,967,580 0.06 $1,954,109
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,899,332 $1,899,332 0.06 $1,878,718
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 $1,809,745 $1,809,745 0.05 $1,798,344
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 $1,799,185 $1,799,185 0.05 $1,796,937
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,729,107 $1,729,107 0.05 $1,706,204
Plenti Auto ABS Trust 2025-1 A 5.4122% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,303,743 $1,620,897 $1,620,897 0.05 $1,618,270
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,577,774 $1,577,774 0.05 $1,570,973
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 $1,564,123 $1,564,123 0.05 $1,558,293
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,538,799 $1,545,253 $1,545,253 0.05 $1,539,494
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,522,294 $1,522,294 0.05 $1,506,155
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,515,422 $1,515,422 0.05 $1,488,112
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 $1,498,377 $1,498,377 0.05 $1,496,729
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 $1,478,034 $1,478,034 0.04 $1,472,354
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,472,499 $1,472,499 0.04 $1,462,836
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 $1,460,214 $1,460,214 0.04 $1,456,655
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,425,758 $1,431,000 $1,431,000 0.04 $1,425,774
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,414,279 $1,414,279 0.04 $1,372,558
Connecticut Avenue Securities Trust 2022-R01 1M2 5.5121% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,308,784 $1,308,784 0.04 $1,303,211
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,283,505 $1,283,505 0.04 $1,276,927
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,272,362 $1,272,362 0.04 $1,267,555
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,264,367 $1,264,367 0.04 $1,263,634
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,192,060 $1,192,060 0.04 $1,169,280
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 $1,051,124 $1,051,124 0.03 $1,046,559
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 $1,022,503 $1,022,503 0.03 $1,018,194
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $988,235 $988,235 0.03 $982,117
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $980,010 $980,010 0.03 $969,605
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3121% 25-JUL-2043, 5.31%, 07/25/43 CAS 2023-R06 20754EAA3 - 936,885 $942,810 $942,810 0.03 $938,939
Connecticut Avenue Securities Trust 2025-R02 1M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 CAS 2025-R02 20754TAC6 - 936,245 $940,020 $940,020 0.03 $936,553
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $893,293 $893,293 0.03 $891,917
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,241,555 $874,028 $874,028 0.03 $872,166
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $863,463 $863,463 0.03 $861,854
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 $858,446 $858,446 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 $814,978 $814,978 0.02 $811,454
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $727,800 $727,800 0.02 $726,248
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7121% 25-FEB-2044, 4.71%, 02/25/44 CAS 2024-R02 20754GAA8 - 722,280 $724,927 $724,927 0.02 $722,280
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $706,015 $706,015 0.02 $698,925
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $702,608 $702,608 0.02 $701,724
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $702,303 $702,303 0.02 $696,543
Connecticut Avenue Securities Trust 2024-R03 2M1 4.7621% 25-MAR-2044, 4.76%, 03/25/44 CAS 207941AA3 - 618,258 $620,548 $620,548 0.02 $618,258
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $397,506 $397,506 0.01 $395,511
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $222,364 $222,364 0.01 $221,844
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $104,806 $104,806 0.00 $104,138
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - $8,674 $8,674 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-23,924,746 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,385,952 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -273.00 $-29,097,961 $0 0.00 $0
AUST 3YR BOND FUT Sep26 SEP 26 YMU6 AU03Y 29U - -1,060 $-77,534,174 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -3,177 $-653,667,750 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 06/23/2026, 0.00%, 06/23/26 GPN 37961DFP0 - 52,600,000 $52,593,993 $52,593,993 1.59 $52,593,993
JABIL INC 0% 07/22/2026, 0.00%, 07/22/26 JBLPP 46652MGN9 - 33,000,000 $32,882,299 $32,882,299 1.00 $32,882,299
GLOBAL PAYMENTS INC 0% 07/02/2026, 0.00%, 07/02/26 GPN 37961DG20 - 32,000,000 $31,962,883 $31,962,883 0.97 $31,962,883
ENBRIDGE INC 0% 06/24/2026, 0.00%, 06/24/26 ENB 292976TR8 - 45,000,000 $31,792,856 $31,792,856 0.96 $31,792,856
HCA INC 0% 06/24/2026, 0.00%, 06/24/26 HCA 40412DFQ7 - 26,200,000 $26,197,052 $26,197,052 0.79 $26,197,052
AUTONATION INC 0% 06/23/2026, 0.00%, 06/23/26 AUTONA 05330NFP9 - 24,700,000 $24,697,221 $24,697,221 0.75 $24,697,221
HCA INC 0% 06/23/2026, 0.00%, 06/23/26 HCA 40412DFP9 - 19,650,000 $19,647,776 $19,647,776 0.60 $19,647,776
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/25/2026, 0.00%, 06/25/26 STLACP 85855KFR8 - 17,250,000 $17,243,854 $17,243,854 0.52 $17,243,854
SEGREGATED CASH SEGCASH $0.00 6,732,178 $6,732,178 $6,732,178 0.20 $6,732,178
JABIL INC 0% 06/23/2026, 0.00%, 06/23/26 JBLPP 46652MFP5 - 6,000,000 $5,999,302 $5,999,302 0.18 $5,999,302
NEW ZEALAND DOLLAR NZD - 7,574,066 $4,342,579 $4,342,579 0.13 $4,342,579
ENBRIDGE INC 0% 06/25/2026, 0.00%, 06/25/26 ENB 292976TS6 - 4,500,000 $3,179,031 $3,179,031 0.10 $3,179,031
EURO EUR - 1,548,259 $1,772,052 $1,772,052 0.05 $1,772,052
AUSTRALIAN DOLLARS AUD - 1,957,635 $1,372,402 $1,372,402 0.04 $1,372,402
CANADIAN DOLLAR CAD - 1,453,320 $1,026,936 $1,026,936 0.03 $1,026,936
BRITISH POUND GBP - -373,669 $-495,576 $-495,576 -0.02 $-495,576
US DOLLARS USD MD_142224 - -35,893,437 $-35,893,437 $-35,893,437 -1.09 $-35,893,437
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,213,274 $43,213,274 1.31 $43,213,274
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,213,274 $-43,213,274 -1.31 $-43,213,274
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $61,090,279 $61,090,279 1.85 $61,090,279
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-61,090,279 $-61,090,279 -1.85 $-61,090,279
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $76,943,365 $76,943,365 2.33 $76,943,365
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-76,943,365 $-76,943,365 -2.33 $-76,943,365
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $76,943,365 $76,943,365 2.33 $76,943,365
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-76,943,365 $-76,943,365 -2.33 $-76,943,365
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $79,294,093 $79,294,093 2.40 $79,294,093
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-79,294,093 $-79,294,093 -2.40 $-79,294,093
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 $64,878 0.00 $64,878
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 $-27,181 0.00 $-27,181
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-769,134 $-769,134 -0.02 $-769,134
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 $-362,179,811 $-362,179,811 -10.97 $-362,179,811
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.15 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-55,482,763 $-55,482,763 -1.68 $-55,482,763
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.73 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-52,635,767 $-52,635,767 -1.59 $-52,635,767
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.63 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,451,352 $-14,451,352 -0.44 $-14,451,352
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 $2,802,436 $2,802,436 0.08 $2,802,436
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 $707,598 $707,598 0.02 $707,598
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 $840,731 $840,731 0.03 $840,731
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 $1,401,218 $1,401,218 0.04 $1,401,218
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 $9,808,526 $9,808,526 0.30 $9,808,526
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 $2,101,827 $2,101,827 0.06 $2,101,827
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 $14,012,180 $14,012,180 0.42 $14,012,180
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 $-31,797,626 $-31,797,626 -0.96 $-31,797,626
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 $-3,179,911 $-3,179,911 -0.10 $-3,179,911
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 $1,050,913 $1,050,913 0.03 $1,050,913
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 $-6,664,500 $-6,664,500 -0.20 $-6,664,500
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 +AUD0 - 4,000,000 $2,802,436 $2,802,436 0.08 $2,802,436
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 $1,401,218 $1,401,218 0.04 $1,401,218
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 $1,401,218 $1,401,218 0.04 $1,401,218
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 $5,604,872 $5,604,872 0.17 $5,604,872
FX Forward|USD|07/24/2026 +AUD0 - -5,612,281 $-5,612,281 $-5,612,281 -0.17 $-5,612,281
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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