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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 01/17/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,772,653 $35,772,653 1.54 $35,167,241
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,357,727 $34,357,727 1.48 $33,756,617
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,118,405 $31,118,405 1.34 $31,092,779
Bank of America Corp|4.979|01/24/2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $24,704,387 $24,704,387 1.06 $24,704,387
Bank Australia Limited FRN 21-FEB-2028, 6.08%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,341,759 $24,341,759 1.05 $24,104,189
NOW Trust 2024-1 A 5.729% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 38,920,413 $24,314,375 $24,314,375 1.05 $24,291,633
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,053,230 $24,053,230 1.04 $23,513,391
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $23,924,214 $23,924,214 1.03 $23,698,054
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,187,965 $23,187,965 1.00 $23,047,919
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $23,112,756 $23,112,756 1.00 $22,621,045
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $22,870,819 $22,870,819 0.98 $22,677,450
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,352,469 $22,352,469 0.96 $22,203,233
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $21,712,103 $21,712,103 0.94 $21,687,947
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $21,336,548 $21,336,548 0.92 $21,320,160
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,521,351 $20,521,351 0.88 $20,187,453
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,438,013 $20,438,013 0.88 $20,015,281
Freddie Mac Multiclass Certificates, Series 5440 WF 5.71879% 25-AUG-2054, 5.72%, 08/25/54 FHR 5440 3137HDZQ6 - - 20,342,989 $20,372,219 $20,372,219 0.88 $20,294,661
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - - 20,438,269 $20,132,354 $20,132,354 0.87 $19,978,102
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,745,175 $19,745,175 0.85 $19,462,516
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,447,625 $19,447,625 0.84 $19,174,205
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,327,571 $19,327,571 0.83 $19,308,591
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $18,754,335 $18,754,335 0.81 $18,733,725
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,725,428 $17,725,428 0.76 $17,407,515
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,576,758 $17,576,758 0.76 $17,421,614
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $17,504,456 $17,504,456 0.75 $17,429,975
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,477,325 $17,477,325 0.75 $17,245,890
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 17,275,000 $17,396,889 $17,396,889 0.75 $17,280,763
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,390,712 $17,390,712 0.75 $17,071,187
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,331,917 $17,331,917 0.75 $17,170,750
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,256,666 $17,256,666 0.74 $16,995,462
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 6.06879% 25-OCT-2041, 6.07%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,901,816 $17,047,256 $17,047,256 0.73 $16,978,874
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,662,960 $16,662,960 0.72 $16,402,521
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,472,412 $16,472,412 0.71 $16,414,648
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,173,529 $16,173,529 0.70 $15,865,731
Plenti PL & Green ABS Trust 2024-2 A1 5.4968% 11-APR-2036, 5.50%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 25,957,026 $16,163,781 $16,163,781 0.70 $16,146,761
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,951,172 $15,951,172 0.69 $15,740,093
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $15,909,424 $15,909,424 0.69 $15,760,474
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $15,866,819 $15,866,819 0.68 $15,715,878
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,457,292 $15,457,292 0.67 $15,145,757
National Australia Bank Limited FRN 18-NOV-2030, 6.06%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,370,155 $15,370,155 0.66 $15,212,114
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,284,503 $15,284,503 0.66 $15,005,542
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,200,180 $15,200,180 0.65 $15,062,770
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,989,451 $14,989,451 0.65 $14,694,065
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $14,923,195 $14,923,195 0.64 $14,864,016
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,596,617 $14,596,617 0.63 $14,497,492
Wells Fargo & Co|4.9|01/24/2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,576,730 $14,576,730 0.63 $14,576,730
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,539,428 $14,539,428 0.63 $14,380,521
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,415,357 $14,415,357 0.62 $14,212,796
BAE Systems Plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,186,767 $14,186,767 0.61 $13,966,446
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,863,810 $13,863,810 0.60 $13,531,461
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,817,412 $13,817,412 0.60 $13,706,737
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,805,196 $13,805,196 0.59 $13,528,449
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,529,178 $13,529,178 0.58 $13,388,378
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,134,379 $13,134,379 0.57 $12,881,189
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,118,195 $13,118,195 0.56 $12,973,640
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,072,851 $13,072,851 0.56 $12,990,331
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,022,703 $13,022,703 0.56 $12,864,644
American Express Company FRN 04-MAR-2025, 5.84%, 03/04/25 AXP 025816CR8 - - 12,900,000 $12,997,538 $12,997,538 0.56 $12,903,353
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,966,345 $12,966,345 0.56 $12,903,136
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,962,312 $12,962,312 0.56 $12,715,970
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,914,019 $12,914,019 0.56 $12,764,964
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,897,073 $12,897,073 0.56 $12,717,370
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,895,253 $12,895,253 0.56 $12,773,998
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,866,114 $12,866,114 0.55 $12,840,247
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.77%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 20,203,491 $12,577,941 $12,577,941 0.54 $12,564,043
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,518,819 $12,518,819 0.54 $12,388,855
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,470,528 $12,470,528 0.54 $12,178,649
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,293,466 $12,293,466 0.53 $12,280,810
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.90%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,159,338 $12,159,338 0.52 $12,033,551
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,135,115 $12,135,115 0.52 $11,923,428
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $12,065,040 $12,065,040 0.52 $11,941,631
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $11,995,876 $11,995,876 0.52 $11,856,081
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,934,589 $11,934,589 0.51 $11,635,148
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,630,000 $11,908,193 $11,908,193 0.51 $11,752,403
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,837,937 $11,837,937 0.51 $11,704,098
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,729,836 $11,729,836 0.51 $11,600,576
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 11,581,162 $11,674,948 $11,674,948 0.50 $11,622,427
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,631,260 $11,631,260 0.50 $11,625,344
NRTH 2024-PARK Mortgage Trust A 6.03839% 15-MAR-2039, 5.95%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,454,999 $11,454,999 0.49 $11,445,582
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,385,900 $11,385,900 0.49 $11,268,438
Connecticut Avenue Securities Trust 2024-R01 1M1 5.61879% 25-JAN-2044, 5.62%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 11,091,167 $11,138,157 $11,138,157 0.48 $11,096,611
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,081,163 $11,081,163 0.48 $11,071,232
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,061,910 $11,061,910 0.48 $10,958,455
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 11,150,000 $11,041,958 $11,041,958 0.48 $10,847,143
Suncorp Group Limited FRN 01-JUN-2037, 6.74%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,012,943 $11,012,943 0.47 $10,916,199
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,011,777 $11,011,777 0.47 $10,992,114
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $10,933,590 $10,933,590 0.47 $10,856,750
Kiwibank Limited FRN 23-SEP-2025, 5.13%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $10,766,168 $10,766,168 0.46 $10,724,006
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,482,520 $10,482,520 0.45 $10,386,719
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,356,807 $10,356,807 0.45 $10,186,651
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,259,824 $10,259,824 0.44 $10,206,845
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,150,538 $10,150,538 0.44 $10,106,424
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,116,732 $10,116,732 0.44 $10,110,594
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,108,728 $10,108,728 0.44 $10,071,849
RESIMAC Bastille Trust 2024-1NC A2 5.6714% 13-SEP-2055, 5.67%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 16,083,279 $10,052,697 $10,052,697 0.43 $10,041,825
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,011,047 $10,011,047 0.43 $9,973,149
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,983,338 $9,983,338 0.43 $9,856,279
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,966,762 $9,966,762 0.43 $9,742,557
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,864,000 $9,771,581 $9,771,581 0.42 $9,656,589
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,667,567 $9,667,567 0.42 $9,562,887
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,665,411 $9,665,411 0.42 $9,573,753
BX Trust 2024-VLT4 A 5.888495% 15-JUN-2041, 5.80%, 07/15/29 BX 05612TAA3 - - 9,558,713 $9,614,821 $9,614,821 0.41 $9,607,124
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,554,599 $9,554,599 0.41 $9,451,119
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,344,789 $9,344,789 0.40 $9,320,492
Freddie Mac STACR REMIC Trust 2025-DNA1|5.43548|01/25/2045, 5.44%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 9,323,912 $9,328,976 $9,328,976 0.40 $9,328,976
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.76879% 25-AUG-2044, 5.77%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 9,144,917 $9,192,835 $9,192,835 0.40 $9,156,200
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,073,644 $9,073,644 0.39 $9,066,956
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.41%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,031,079 $9,031,079 0.39 $9,026,019
Westpac Banking Corporation FRN 10-JUL-2034, 6.09%, 07/10/34 WSTP YW1615916 - - 14,300,000 $8,958,445 $8,958,445 0.39 $8,943,593
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,813,675 $8,899,056 $8,899,056 0.38 $8,853,863
Metro Finance 2024-1 Trust|5.565|09/17/2030, 5.57%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 14,262,413 $8,883,884 $8,883,884 0.38 $8,879,826
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,848,922 $8,848,922 0.38 $8,725,641
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.59%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,613,027 $8,613,027 0.37 $8,527,535
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,562,544 $8,562,544 0.37 $8,358,495
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,550,640 $8,550,640 0.37 $8,543,544
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,179,850 $8,179,850 0.35 $8,132,754
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,100,568 $8,100,568 0.35 $7,990,778
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,044,742 $8,044,742 0.35 $8,034,022
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $7,967,434 $7,967,434 0.34 $7,958,041
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,888,052 $7,888,052 0.34 $7,758,885
Commonwealth Bank of Australia FRN 10-SEP-2030, 6.22%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $7,881,098 $7,881,098 0.34 $7,826,767
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,852,332 $7,852,332 0.34 $7,735,169
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,742,972 $7,742,972 0.33 $7,714,176
Macquarie Bank Limited FRN 01-MAR-2034, 6.35%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,731,430 $7,731,430 0.33 $7,668,148
Connecticut Avenue Securities, Series 2021-R01 1M2 6.11879% 25-OCT-2041, 6.12%, 10/25/41 CAS 2021-R01 20754RAB2 - - 7,535,835 $7,599,545 $7,599,545 0.33 $7,568,804
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,493,937 $7,493,937 0.32 $7,394,780
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,488,130 $7,488,130 0.32 $7,388,261
JPMorgan Chase & Co|4.915|01/24/2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,448,634 $7,448,634 0.32 $7,448,634
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,360,961 $7,360,961 0.32 $7,284,135
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,255,497 $7,255,497 0.31 $7,082,763
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,134,203 $7,134,203 0.31 $7,058,603
BMW US Capital LLC FRN 01-APR-2025, 5.55%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,052,002 $7,052,002 0.30 $7,032,511
Nordea Bank Abp FRN 06-JUN-2025, 5.84%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,990,140 $6,990,140 0.30 $6,943,303
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,953,616 $6,953,616 0.30 $6,842,126
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,818,120 $6,818,120 0.29 $6,798,904
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,749,638 $6,749,638 0.29 $6,669,255
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,698,210 $6,698,210 0.29 $6,564,987
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.08%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,562,363 $6,562,363 0.28 $6,475,506
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,487,254 $6,487,254 0.28 $6,326,537
Santander Bank Auto Credit-Linked Notes Series 2024-B|4.965|01/18/2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,482,396 $6,482,396 0.28 $6,477,914
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,420,449 $6,420,449 0.28 $6,274,147
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,414,388 $6,414,388 0.28 $6,306,753
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,376,602 $6,376,602 0.27 $6,356,696
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,342,006 $6,342,006 0.27 $6,301,322
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,116,511 $6,116,511 0.26 $6,101,436
Liberty Series 2024-1 Auto A 5.5225% 25-MAY-2032, 5.52%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 9,790,576 $6,113,897 $6,113,897 0.26 $6,092,705
Westpac Banking Corporation FRN 03-APR-2034, 6.30%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,012,362 $6,012,362 0.26 $5,995,024
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,948,523 $5,948,523 0.26 $5,827,802
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $5,854,402 $5,854,402 0.25 $5,726,844
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,784,851 $5,784,851 0.25 $5,751,579
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,751,359 $5,751,359 0.25 $5,693,107
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,705,371 $5,705,371 0.25 $5,665,787
BX Commercial Mortgage Trust 2024-AIRC A 6.08824% 15-AUG-2041, 6.00%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,646,610 $5,646,610 0.24 $5,641,945
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,593,692 $5,593,692 0.24 $5,516,679
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,499,523 $5,499,523 0.24 $5,426,197
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,469,621 $5,469,621 0.24 $5,454,688
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,468,358 $5,468,358 0.24 $5,332,603
Insurance Australia Group Limited FRN 15-DEC-2036, 6.87%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,463,391 $5,463,391 0.24 $5,427,377
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.66879% 25-DEC-2031, 5.67%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 5,341,671 $5,376,794 $5,376,794 0.23 $5,356,607
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.56879% 25-JUN-2043, 6.57%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 5,144,419 $5,200,044 $5,200,044 0.22 $5,177,516
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,145,703 $5,145,703 0.22 $5,098,591
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,144,834 $5,144,834 0.22 $5,091,570
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,170,100 $4,896,532 $4,896,532 0.21 $4,878,911
Connecticut Avenue Securities Trust 2023-R01 1M1 6.96879% 25-DEC-2042, 6.96%, 12/25/42 CAS 2023-R01 207932AA2 - - 4,609,984 $4,750,872 $4,750,872 0.20 $4,729,481
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,745,334 $4,745,334 0.20 $4,651,753
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,702,271 $4,702,271 0.20 $4,662,273
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,590,945 $4,590,945 0.20 $4,570,154
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.91879% 25-FEB-2044, 5.92%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,514,464 $4,541,319 $4,541,319 0.20 $4,523,505
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,499,124 $4,499,124 0.19 $4,491,622
Macquarie Bank Limited FRN 17-JUN-2031, 5.97%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,392,821 $4,392,821 0.19 $4,368,687
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,368,555 $4,368,555 0.19 $4,341,216
Insurance Australia Group Limited FRN 15-JUN-2045, 6.69%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,235,251 $4,235,251 0.18 $4,207,610
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,147,249 $4,147,249 0.18 $4,061,278
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,135,536 $4,135,536 0.18 $4,128,866
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,101,366 $4,101,366 0.18 $4,045,028
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $3,978,280 $3,978,280 0.17 $3,964,635
Santander Bank Auto Credit-Linked Notes Series 2024-B|4.911|01/18/2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,892,776 $3,894,557 $3,894,557 0.17 $3,891,902
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,767,936 $3,816,770 $3,816,770 0.16 $3,813,721
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,767,936 $3,815,956 $3,815,956 0.16 $3,812,983
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.86879% 25-AUG-2042, 6.87%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,683,047 $3,776,673 $3,776,673 0.16 $3,759,807
Lloyds Banking Group Plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,746,923 $3,746,923 0.16 $3,649,367
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,638,818 $3,638,818 0.16 $3,602,053
Wells Fargo & Company FRN 25-APR-2026, 6.68%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,558,864 $3,558,864 0.15 $3,508,939
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,534,175 $3,426,406 $3,426,406 0.15 $3,402,668
Lloyds Banking Group Plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,313,860 $3,313,860 0.14 $3,289,325
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.76879% 25-MAY-2044, 5.77%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,288,770 $3,312,267 $3,312,267 0.14 $3,299,092
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.15%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,305,365 $3,305,365 0.14 $3,281,000
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,296,414 $3,296,414 0.14 $3,246,026
Connecticut Avenue Securities Trust 2024-R02 1M1 5.66879% 25-FEB-2044, 5.67%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,238,976 $3,253,772 $3,253,772 0.14 $3,241,531
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,247,455 $3,247,455 0.14 $3,245,205
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M1A 6.66879% 25-MAR-2043, 6.66%, 03/25/43 STACR 2023-DNA1 35564KP37 - - 3,184,219 $3,246,867 $3,246,867 0.14 $3,232,729
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,053,878 $3,053,878 0.13 $2,997,708
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 3,036,965 $3,043,638 $3,043,638 0.13 $3,041,542
Suncorp Group Limited FRN 01-DEC-2038, 7.09%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,925,573 $2,925,573 0.13 $2,898,947
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 2,699,000 $2,792,467 $2,792,467 0.12 $2,719,612
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,715,952 $2,752,505 $2,752,505 0.12 $2,750,289
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,570,990 $2,570,990 0.11 $2,560,770
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 7.82039% 25-APR-2043, 7.07%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,298,496 $2,351,549 $2,351,549 0.10 $2,340,718
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.81879% 25-MAR-2044, 5.82%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,311,086 $2,327,709 $2,327,709 0.10 $2,318,744
Connecticut Avenue Securities Trust 2023-R06 1M1 6.26879% 25-JUL-2043, 6.27%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,277,087 $2,297,155 $2,297,155 0.10 $2,287,639
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 2,273,324 $2,279,843 $2,279,843 0.10 $2,277,961
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,199,748 $2,199,748 0.09 $2,186,586
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.42%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,101,690 $2,122,113 $2,122,113 0.09 $2,113,119
Westpac Banking Corporation FRN 11-NOV-2027, 5.60%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,101,999 $2,101,999 0.09 $2,080,573
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.87%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,057,104 $2,057,104 0.09 $2,044,053
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.57%, 07/25/44 CAS 2024-R05 20754XAB9 - - 2,045,538 $2,052,735 $2,052,735 0.09 $2,045,140
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,002,541 $2,002,541 0.09 $1,960,015
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $1,998,168 $1,998,168 0.09 $1,987,112
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $1,967,124 $1,967,124 0.08 $1,929,064
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $1,950,891 $1,950,891 0.08 $1,924,976
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,844,547 $1,844,547 0.08 $1,828,427
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 1,800,491 $1,805,416 $1,805,416 0.08 $1,803,838
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,727,294 $1,727,294 0.07 $1,698,444
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.56879% 25-MAY-2043, 6.57%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,683,120 $1,710,618 $1,710,618 0.07 $1,703,247
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,484,047 $1,484,047 0.06 $1,472,002
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.56879% 25-OCT-2044, 5.57%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,473,427 $1,479,004 $1,479,004 0.06 $1,473,534
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,582,070 $1,424,125 $1,424,125 0.06 $1,417,552
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,410,424 $1,410,424 0.06 $1,397,918
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,396,803 $1,396,803 0.06 $1,389,825
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.52%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,282,873 $1,282,873 0.06 $1,281,271
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,281,551 $1,281,551 0.06 $1,260,544
Lloyds Banking Group Plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,268,833 $1,268,833 0.05 $1,259,218
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,257,254 $1,257,254 0.05 $1,246,243
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 1,207,790 $1,212,402 $1,212,402 0.05 $1,210,332
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 1,156,363 $1,160,609 $1,160,609 0.05 $1,159,698
US BOND FUTR OPTN Apr25C 113 113 USJ5C USM5 COMDTY $113.00 535.00 $6,033,796,875 $1,145,234 0.05 $1,145,234
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,071,128 $1,071,128 0.05 $1,068,203
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,059,748 $1,059,748 0.05 $1,035,071
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $973,759 $973,759 0.04 $967,893
Westpac Banking Corporation FRN 10-AUG-2026, 5.13%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $882,495 $882,495 0.04 $873,803
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $761,462 $761,462 0.03 $758,872
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $629,160 $629,160 0.03 $626,239
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $626,381 $626,381 0.03 $624,593
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.75%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $622,737 $622,737 0.03 $618,708
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $617,331 $617,331 0.03 $609,472
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $614,349 $614,349 0.03 $606,984
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $499,912 $499,912 0.02 $499,430
Vicinity Centres Trust|5.8614|06/27/2025, 5.86%, 06/27/25 VCXAU AZ2072983 - - 610,000 $381,067 $381,067 0.02 $379,787
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $379,075 $379,075 0.02 $372,434
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $339,873 $339,873 0.01 $337,497
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $100,485 $100,485 0.00 $99,605
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.20%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $95,206 $95,206 0.00 $94,335
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $92,169 $92,169 0.00 $91,291
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - -5,676 $-1,166,240,625 $0 0.00 $0
AUST 3YR BOND FUT Mar25 MAR 25 YMH5 AU03Y 27H - -360.00 $-23,678,670 $0 0.00 $0
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - -400.00 $-42,465,625 $0 0.00 $0
CAN 2YR BOND FUT Mar25 MAR 25 CVH5 FUTURES_CAD - 5,700 $415,819,186 $0 0.00 $0
EURO-SCHATZ FUT Mar25 MAR 25 DUH5 FUTURES_EUR - 3,100 $340,534,416 $0 0.00 $0
CAN 10YR BOND FUT Mar25 MAR 25 CNH5 FUTURES_CAD - -184.00 $-15,575,766 $0 0.00 $0
JABIL INC 0% 01/21/2025, 0.00%, 01/21/25 JBLPP 46652LNM5 - - 67,800,000 $67,761,655 $67,761,655 2.92 $67,761,655
CVS HEALTH CORP 0% 01/22/2025, 0.00%, 01/22/25 CVS 12665JNN5 - - 39,350,000 $39,344,862 $39,344,862 1.69 $39,344,862
AUTONATION INC 0% 01/21/2025, 0.00%, 01/21/25 AUTONA 05330LNM1 - - 26,250,000 $26,235,542 $26,235,542 1.13 $26,235,542
CVS HEALTH CORP 0% 01/21/2025, 0.00%, 01/21/25 CVS 12665JNM7 - - 25,350,000 $25,336,721 $25,336,721 1.09 $25,336,721
SEGREGATED CASH SEGCASH - $0.00 13,783,144 $13,783,144 $13,783,144 0.59 $13,783,144
AUSTRALIAN DOLLARS AUD - - 8,349,657 $5,193,477 $5,193,477 0.22 $5,193,477
NEW ZEALAND DOLLAR NZD - - 7,747,431 $4,341,660 $4,341,660 0.19 $4,341,660
CANADIAN DOLLAR CAD - - 3,918,618 $2,720,979 $2,720,979 0.12 $2,720,979
BRITISH POUND GBP - - 253,439 $309,196 $309,196 0.01 $309,196
EURO EUR - - -2,249,708 $-2,317,423 $-2,317,423 -0.10 $-2,317,423
US DOLLARS USD MD_142224 - - -77,269,776 $-77,269,776 $-77,269,776 -3.33 $-77,269,776
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.42 $79,400,000
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.42 $-79,400,000
Buy Protection, 5.00%, 12/20/29 2I65BRAD3 2I65BRAD3 - 21,125,000 $0 $21,125,000 0.91 $21,125,000
Buy Protection, 5.00%, 12/20/29 2I65BRAD3 2I65BRAD3 - -21,125,000 $-21,125,000 $-21,125,000 -0.91 $-21,125,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $18,287,362 $18,287,362 0.79 $18,287,362
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-18,287,362 $-18,287,362 -0.79 $-18,287,362
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $18,287,362 $18,287,362 0.79 $18,287,362
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-18,287,362 $-18,287,362 -0.79 $-18,287,362
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $35,560,176 $35,560,176 1.53 $35,560,176
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-35,560,176 $-35,560,176 -1.53 $-35,560,176
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $17,913,183 $17,913,183 0.77 $17,913,183
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-17,913,183 $-17,913,183 -0.77 $-17,913,183
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $46,101,298 $46,101,298 1.99 $46,101,298
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-46,101,298 $-46,101,298 -1.99 $-46,101,298
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $6,540,427 $6,540,427 0.28 $6,540,427
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-6,540,427 $-6,540,427 -0.28 $-6,540,427
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $27,459,595 $27,459,595 1.18 $27,459,595
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-27,459,595 $-27,459,595 -1.18 $-27,459,595
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $42,237,341 $42,237,341 1.82 $42,237,341
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-42,237,341 $-42,237,341 -1.82 $-42,237,341
FX Forward|CAD|01/24/2025 +CAD0 - - -86,857,000 $-60,316,322 $-60,316,322 -2.60 $-60,316,322
FX Forward|USD|01/24/2025 +CAD0 - - 62,939,668 $62,939,668 $62,939,668 2.71 $62,939,668
FX Forward|NZD|01/24/2025 +NZD2 - - -15,872,000 $-8,894,796 $-8,894,796 -0.38 $-8,894,796
FX Forward|USD|01/24/2025 +NZD2 - - 9,535,263 $9,535,263 $9,535,263 0.41 $9,535,263
FX Forward|GBP|01/24/2025 +GBP1 - - -5,613,000 $-6,847,760 $-6,847,760 -0.29 $-6,847,760
FX Forward|USD|01/24/2025 +GBP1 - - 7,259,719 $7,259,719 $7,259,719 0.31 $7,259,719
FX Forward|AUD|01/24/2025 +AUD1 - - -640,530,000 $-398,409,111 $-398,409,111 -17.16 $-398,409,111
FX Forward|USD|01/24/2025 +AUD1 - - 424,498,447 $424,498,447 $424,498,447 18.28 $424,498,447
FX Forward|AUD|01/24/2025 +AUD0 - - 25,600,000 $15,923,178 $15,923,178 0.69 $15,923,178
FX Forward|USD|01/24/2025 +AUD0 - - -16,553,226 $-16,553,226 $-16,553,226 -0.71 $-16,553,226
FX Forward|CAD|01/24/2025 +CAD0 - - -21,678,000 $-15,053,907 $-15,053,907 -0.65 $-15,053,907
FX Forward|USD|01/24/2025 +CAD0 - - 15,446,825 $15,446,825 $15,446,825 0.67 $15,446,825
FX Forward|AUD|01/24/2025 +AUD1 - - -17,497,000 $-10,883,119 $-10,883,119 -0.47 $-10,883,119
FX Forward|USD|01/24/2025 +AUD1 - - 10,772,313 $10,772,313 $10,772,313 0.46 $10,772,313
FX Forward|NZD|01/24/2025 +NZD0 - - 10,603,000 $5,942,006 $5,942,006 0.26 $5,942,006
FX Forward|USD|01/24/2025 +NZD0 - - -5,890,497 $-5,890,497 $-5,890,497 -0.25 $-5,890,497
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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