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 04/22/2025)

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 $44,339,150 $44,339,150 1.72 $43,745,269
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,191,494 $35,191,494 1.36 $35,060,594
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $33,859,063 $33,859,063 1.31 $33,686,614
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,455,511 $25,455,511 0.98 $25,452,154
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,116,553 $25,116,553 0.97 $24,812,430
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,820,004 $24,820,004 0.96 $24,581,565
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,250,647 $24,250,647 0.94 $23,710,563
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,837,842 $23,837,842 0.93 $23,574,274
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,462,204 $23,462,204 0.92 $22,979,415
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,357,351 $23,357,351 0.91 $22,887,316
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 $23,165,397 $23,165,397 0.90 $22,980,342
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $22,812,975 $22,812,975 0.89 $22,616,291
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,438,595 $22,438,595 0.88 $22,382,765
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,422,990 $22,422,990 0.87 $22,093,044
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,047,834 $22,047,834 0.86 $21,742,867
NOW Trust 2024-1 A 5.48% 14-JUN-2032, 5.48%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 34,377,486 $22,047,770 $22,047,770 0.86 $22,018,089
BX Trust 2025-ROIC A 5.46569% 15-FEB-2042, 5.47%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,486,925 $20,486,925 0.80 $20,461,392
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,160,476 $20,160,476 0.79 $20,004,249
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,154,300 $20,154,300 0.79 $20,126,182
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 19,605,000 $19,977,368 $19,977,368 0.78 $19,539,169
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,641,875 $19,641,875 0.77 $19,339,412
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,595,268 $19,595,268 0.76 $19,492,231
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,422,873 $19,422,873 0.76 $19,419,661
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,321,813 $19,321,813 0.75 $19,237,183
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $18,978,290 $18,978,290 0.74 $18,921,602
NOW Trust 2025-1 A 5.309% 14-FEB-2034, 5.25%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 28,760,000 $18,402,916 $18,402,916 0.72 $18,344,812
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,366,053 $18,366,053 0.72 $18,172,676
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,788,362 $17,788,362 0.69 $17,284,478
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,650,214 $17,650,214 0.69 $17,487,441
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,596,814 $17,596,814 0.69 $17,439,705
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,580,598 $17,580,598 0.69 $17,169,621
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,251,705 $17,251,705 0.67 $17,102,096
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,105,205 $17,105,205 0.67 $17,025,799
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,100,570 $17,100,570 0.67 $17,003,434
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,048,223 $17,048,223 0.66 $17,048,223
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,687,569 $16,687,569 0.65 $16,517,886
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,679,319 $16,679,319 0.65 $16,348,039
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.83969% 25-OCT-2041, 5.84%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,542,077 $16,564,048 $16,564,048 0.65 $16,486,231
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,546,363 $16,546,363 0.65 $16,513,042
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,349,720 $16,349,720 0.64 $16,330,326
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,113,678 $16,113,678 0.63 $16,107,215
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $15,939,200 $15,939,200 0.62 $15,840,609
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,752,249 $15,752,249 0.61 $15,749,850
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,738,353 $15,738,353 0.61 $15,578,734
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,460,120 $15,460,120 0.60 $15,145,222
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,233,965 $15,233,965 0.59 $15,118,833
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,193,260 $15,193,260 0.59 $14,956,544
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,072,857 $15,072,857 0.59 $14,984,995
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,041,652 $15,041,652 0.59 $14,997,330
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $14,797,686 $14,797,686 0.58 $14,744,523
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,792,982 $14,792,982 0.58 $14,698,366
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,772,078 $14,772,078 0.58 $14,595,384
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,730,419 $14,730,419 0.57 $14,321,031
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,649,563 $14,649,563 0.57 $14,622,304
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,595,896 $14,595,896 0.57 $14,124,217
Holcim Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 HOLNSW 43475RAB2 - - 14,284,000 $14,305,635 $14,305,635 0.56 $14,275,797
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,259,727 $14,259,727 0.56 $14,257,864
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,055,748 $14,055,748 0.55 $14,003,567
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,994,127 $13,994,127 0.55 $13,673,396
Plenti PL & Green ABS Trust 2024-2 A1 5.2577% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 21,846,719 $13,977,627 $13,977,627 0.55 $13,953,498
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,727,358 $13,727,358 0.54 $13,557,450
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,725,258 $13,725,258 0.54 $13,379,858
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,643,151 $13,643,151 0.53 $13,542,148
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,372,578 $13,372,578 0.52 $13,221,867
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,274,315 $13,274,315 0.52 $12,649,768
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,194,652 $13,194,652 0.51 $12,845,691
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,136,742 $13,136,742 0.51 $13,100,540
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $13,129,667 $13,129,667 0.51 $12,992,978
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,107,068 $13,107,068 0.51 $12,759,983
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,063,966 $13,063,966 0.51 $12,877,726
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,024,047 $13,024,047 0.51 $12,929,329
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,936,880 $12,936,880 0.50 $12,770,559
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,911,196 $12,911,196 0.50 $12,851,995
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,903,920 $12,903,920 0.50 $12,825,083
Macquarie Bank Limited FRN 28-MAY-2030, 7.02%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,805,913 $12,805,913 0.50 $12,674,596
American Express Co|4.731|04/25/2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,750,253 $12,750,253 0.50 $12,750,253
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,745,318 $12,745,318 0.50 $12,679,075
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,681,517 $12,681,517 0.49 $12,681,517
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,473,537 $12,526,525 $12,526,525 0.49 $12,520,868
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,446,961 $12,446,961 0.49 $12,198,898
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,426,199 $12,426,199 0.48 $12,298,996
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,299,051 $12,299,051 0.48 $12,159,228
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,011,208 $12,011,208 0.47 $11,704,493
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $11,990,362 $11,990,362 0.47 $11,926,010
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,890,766 $11,890,766 0.46 $11,594,545
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,841,969 $11,841,969 0.46 $11,726,002
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,600,925 $11,796,947 $11,796,947 0.46 $11,635,718
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,749,825 $11,749,825 0.46 $11,618,457
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,640,437 $11,640,437 0.45 $11,379,437
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,544,445 $11,544,445 0.45 $11,315,293
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,400,757 $11,400,757 0.44 $11,344,857
NRTH 2024-PARK Mortgage Trust A 5.96316% 15-MAR-2039, 5.96%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,291,916 $11,291,916 0.44 $11,276,809
Suncorp Group Limited FRN 01-JUN-2037, 6.42%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,277,133 $11,277,133 0.44 $11,178,621
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,215,749 $11,215,749 0.44 $11,021,110
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,182,985 $11,182,985 0.44 $11,022,660
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,058,512 $11,058,512 0.43 $11,014,927
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,851,070 $10,865,147 $10,865,147 0.42 $10,817,160
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,701,543 $10,701,543 0.42 $10,601,463
Connecticut Avenue Securities Trust 2024-R06 1M2 5.93969% 25-SEP-2044, 5.94%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,701,008 $10,701,008 0.42 $10,649,941
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 16,594,374 $10,629,756 $10,629,756 0.41 $10,610,487
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,550,844 $10,550,844 0.41 $10,425,863
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,394,573 $10,394,573 0.41 $10,344,401
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,387,563 $10,387,563 0.41 $10,193,812
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,286,484 $10,286,484 0.40 $10,137,623
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,226,638 $10,226,638 0.40 $10,052,568
Holcim Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 HOLNSW 43475RAA4 - - 10,232,000 $10,225,023 $10,225,023 0.40 $10,204,104
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,214,048 $10,214,048 0.40 $10,178,470
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 10,106,132 $10,188,786 $10,188,786 0.40 $10,139,792
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,128,019 $10,128,019 0.40 $9,839,090
Connecticut Avenue Securities Trust 2024-R01 1M1 5.38969% 25-JAN-2044, 5.39%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 10,041,261 $10,033,601 $10,033,601 0.39 $9,990,004
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,821,505 $9,821,505 0.38 $9,729,993
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,839,340 $9,707,025 $9,707,025 0.38 $9,588,019
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,674,984 $9,674,984 0.38 $9,449,685
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,635,065 $9,635,065 0.38 $9,617,120
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,499,335 $9,499,335 0.37 $9,356,115
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,135,427 $9,135,427 0.36 $9,004,352
Westpac Banking Corporation FRN 10-JUL-2034, 5.79%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,093,771 $9,093,771 0.35 $9,074,931
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.14%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,014,157 $9,014,157 0.35 $9,005,220
Connecticut Avenue Securities Trust 2025-R03|5.93969|03/25/2045, 5.94%, 03/25/45 CAS 2025-R03 20754VAB3 - - 9,000,000 $9,009,929 $9,009,929 0.35 $9,008,444
RESIMAC Bastille Trust 2024-1NC A2 5.4375% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 13,914,062 $8,909,352 $8,909,352 0.35 $8,897,449
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,864,309 $8,864,309 0.35 $8,834,292
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,817,786 $8,817,786 0.34 $8,733,851
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.53969% 25-AUG-2044, 5.54%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 8,678,694 $8,686,673 $8,686,673 0.34 $8,647,944
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,664,294 $8,664,294 0.34 $8,655,235
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,658,564 $8,658,564 0.34 $8,519,493
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.38969% 25-JAN-2045, 5.39%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 8,616,070 $8,598,346 $8,598,346 0.34 $8,560,938
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,465,576 $8,465,576 0.33 $8,446,899
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,332,674 $8,332,674 0.32 $8,062,362
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,209,924 $8,291,158 $8,291,158 0.32 $8,286,948
Metro Finance 2024-1 Trust|5.3175|09/17/2030, 5.32%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 12,912,488 $8,267,817 $8,267,817 0.32 $8,260,605
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,131,970 $8,131,970 0.32 $8,065,876
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,090,869 $8,090,869 0.32 $8,082,293
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,072,233 $8,072,233 0.31 $7,953,656
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,070,041 $8,070,041 0.31 $8,013,140
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,003,001 $8,003,001 0.31 $8,001,753
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $7,912,729 $7,912,729 0.31 $7,831,409
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,868,146 $7,868,146 0.31 $7,811,479
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,863,209 $7,863,209 0.31 $7,797,201
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,843,087 $7,843,087 0.31 $7,702,705
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,783,746 $7,783,746 0.30 $7,757,593
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,664,022 $7,664,022 0.30 $7,560,936
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,593,437 $7,593,437 0.30 $7,502,803
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,399,145 $7,399,145 0.29 $7,386,161
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,304,450 $7,304,450 0.28 $7,246,303
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,298,399 $7,298,399 0.28 $7,217,939
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,187,052 $7,187,052 0.28 $7,013,802
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,159,583 $7,159,583 0.28 $7,079,044
Nordea Bank Abp FRN 06-JUN-2025, 5.37%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,980,791 $6,980,791 0.27 $6,931,789
Connecticut Avenue Securities, Series 2021-R01 1M2 5.88969% 25-OCT-2041, 5.89%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,901,725 $6,930,157 $6,930,157 0.27 $6,897,411
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,881,565 $6,881,565 0.27 $6,854,420
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,846,649 $6,846,649 0.27 $6,671,639
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,838,174 $6,838,174 0.27 $6,809,429
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,712,517 $6,712,517 0.26 $6,690,267
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,699,264 $6,699,264 0.26 $6,611,014
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,658,672 $6,658,672 0.26 $6,604,296
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,613,381 $6,613,381 0.26 $6,540,410
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,524,288 $6,524,288 0.25 $6,506,463
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,495,295 $6,495,295 0.25 $6,488,124
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,479,745 $6,479,745 0.25 $6,257,500
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,448,554 $6,448,554 0.25 $6,375,754
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,427,995 $6,427,995 0.25 $6,305,057
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,425,040 $6,425,040 0.25 $6,368,719
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,340,238 $6,340,238 0.25 $6,310,638
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,324,625 $6,324,625 0.25 $6,258,375
Connecticut Avenue Securities Trust 2025-R01 1M2 5.83969% 25-JAN-2045, 5.84%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,153,527 $6,153,527 0.24 $6,124,357
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,116,265 $6,116,265 0.24 $6,035,072
Westpac Banking Corporation FRN 03-APR-2034, 6.01%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,104,627 $6,104,627 0.24 $6,084,645
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,943,526 $5,943,526 0.23 $5,852,834
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,886,864 $5,886,864 0.23 $5,841,702
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,850,661 $5,850,661 0.23 $5,733,761
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,745,914 $5,745,914 0.22 $5,733,734
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,732,922 $5,732,922 0.22 $5,601,307
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,581,006 $5,581,006 0.22 $5,556,338
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,566,531 $5,566,531 0.22 $5,414,822
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,549,459 $5,549,459 0.22 $5,513,110
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,535,367 $5,535,367 0.22 $5,491,501
Liberty Series 2024-1 Auto A 5.2962% 25-MAY-2032, 5.30%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 8,613,082 $5,528,353 $5,528,353 0.22 $5,505,195
BX Commercial Mortgage Trust 2024-AIRC A 6.01324% 15-AUG-2041, 6.01%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,436,029 $5,428,677 $5,428,677 0.21 $5,421,413
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,385,642 $5,385,642 0.21 $5,317,764
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,271,885 $5,271,885 0.21 $5,222,641
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,209,620 $5,209,620 0.20 $5,080,148
Enable Midstream Partners, LP 4.95% 15-MAY-2028, 4.95%, 05/15/28 ET 292480AL4 - - 5,000,000 $5,116,800 $5,116,800 0.20 $5,008,175
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,098,392 $5,098,392 0.20 $5,010,392
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 5,250,000 $5,092,713 $5,092,713 0.20 $5,073,572
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $4,995,544 $4,995,544 0.19 $4,978,030
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $4,969,367 $4,969,367 0.19 $4,885,364
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,156,775 $4,937,078 $4,937,078 0.19 $4,918,624
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.43969% 25-DEC-2031, 5.44%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 4,692,995 $4,721,065 $4,721,065 0.18 $4,700,500
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,708,440 $4,679,216 $4,679,216 0.18 $4,639,790
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,662,105 $4,662,105 0.18 $4,586,068
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,619,288 $4,619,288 0.18 $4,609,496
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,598,250 $4,598,250 0.18 $4,508,091
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,541,925 $4,541,925 0.18 $4,476,286
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.33969% 25-JUN-2043, 6.34%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 4,481,000 $4,513,879 $4,513,879 0.18 $4,490,995
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,490,911 $4,490,911 0.18 $4,465,305
Insurance Australia Group Limited FRN 15-JUN-2045, 6.46%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,333,420 $4,333,420 0.17 $4,305,244
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,329,065 $4,329,065 0.17 $4,258,493
Connecticut Avenue Securities Trust 2025-R01 1M1 5.43969% 25-JAN-2045, 5.44%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,163,011 $4,155,842 $4,155,842 0.16 $4,137,613
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,152,368 $4,152,368 0.16 $4,030,537
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,103,267 $4,103,267 0.16 $4,064,995
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.68969% 25-FEB-2044, 5.69%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,086,603 $4,094,751 $4,094,751 0.16 $4,076,020
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.78969% 25-OCT-2044, 5.79%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,043,040 $4,043,040 0.16 $4,024,152
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $4,028,804 $4,028,804 0.16 $3,957,476
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,694,426 $3,694,426 0.14 $3,616,467
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,690,322 $3,690,322 0.14 $3,644,836
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,576,463 $3,576,463 0.14 $3,563,406
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,556,132 $3,573,935 $3,573,935 0.14 $3,570,054
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.63969% 25-AUG-2042, 6.64%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,495,641 $3,553,299 $3,553,299 0.14 $3,534,602
Wells Fargo & Company FRN 25-APR-2026, 5.88%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,548,695 $3,548,695 0.14 $3,500,069
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,465,734 $3,465,734 0.14 $3,440,876
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,346,922 $3,396,158 $3,396,158 0.13 $3,391,933
Connecticut Avenue Securities Trust 2025-R02 1M1 5.48969% 25-FEB-2045, 5.49%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,378,154 $3,392,732 $3,392,732 0.13 $3,377,804
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,346,922 $3,389,877 $3,389,877 0.13 $3,385,543
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,377,556 $3,377,556 0.13 $3,350,671
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,368,689 $3,368,689 0.13 $3,343,009
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,294,067 $3,294,067 0.13 $3,249,967
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,242,198 $3,242,198 0.13 $3,233,961
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.53969% 25-MAY-2044, 5.54%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,089,568 $3,087,602 $3,087,602 0.12 $3,073,814
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,031,790 $3,031,790 0.12 $3,002,920
Suncorp Group Limited FRN 01-DEC-2038, 6.77%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,940,605 $2,940,605 0.11 $2,913,426
Connecticut Avenue Securities Trust 2024-R02 1M1 5.43969% 25-FEB-2044, 5.44%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,885,543 $2,886,524 $2,886,524 0.11 $2,873,880
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,718,350 $2,733,200 $2,733,200 0.11 $2,730,197
Plenti Auto ABS Trust 2025-1 A 5.18% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,142,648 $2,637,087 $2,637,087 0.10 $2,633,706
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,623,728 $2,623,728 0.10 $2,612,951
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,544,501 $2,601,395 $2,601,395 0.10 $2,560,700
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,292,961 $2,292,961 0.09 $2,291,844
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,153,621 $2,153,621 0.08 $2,132,000
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.58969% 25-MAR-2044, 5.59%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,094,925 $2,101,327 $2,101,327 0.08 $2,091,894
Connecticut Avenue Securities Trust 2023-R06 1M1 6.03969% 25-JUL-2043, 6.04%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,052,443 $2,064,223 $2,064,223 0.08 $2,054,237
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,009,225 $2,009,225 0.08 $2,006,454
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,005,992 $2,005,992 0.08 $1,989,517
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $1,991,416 $1,991,416 0.08 $1,988,721
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,981,420 $1,981,420 0.08 $1,962,918
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.18969% 25-NOV-2043, 6.19%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,933,223 $1,950,370 $1,950,370 0.08 $1,940,731
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,940,381 $1,940,381 0.08 $1,934,291
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,711,950 $1,711,950 0.07 $1,702,260
Connecticut Avenue Securities Trust 2024-R05 2M1 5.33969% 25-JUL-2044, 5.34%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,702,804 $1,706,456 $1,706,456 0.07 $1,699,131
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.33969% 25-MAY-2043, 6.34%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,540,960 $1,557,615 $1,557,615 0.06 $1,549,746
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,521,074 $1,521,074 0.06 $1,507,957
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,488,086 $1,488,086 0.06 $1,452,698
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,577,992 $1,454,008 $1,454,008 0.06 $1,447,124
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,414,292 $1,414,292 0.06 $1,399,402
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,323,478 $1,323,478 0.05 $1,320,386
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,320,883 $1,320,883 0.05 $1,318,166
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,291,839 $1,291,839 0.05 $1,265,666
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,257,637 $1,257,637 0.05 $1,254,906
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.33969% 25-OCT-2044, 5.34%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,189,963 $1,191,212 $1,191,212 0.05 $1,186,094
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,151,806 $1,151,806 0.04 $1,141,029
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,084,395 $1,084,395 0.04 $1,073,084
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,007,058 $1,007,058 0.04 $1,004,815
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $977,134 $977,134 0.04 $975,910
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $905,335 $905,335 0.04 $896,595
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $844,166 $844,166 0.03 $841,280
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 666,710 $668,365 $668,365 0.03 $667,525
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $665,796 $665,796 0.03 $657,313
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $643,198 $643,198 0.03 $640,994
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $636,906 $636,906 0.02 $632,687
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $635,842 $635,842 0.02 $633,064
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $635,793 $635,793 0.02 $635,627
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $511,468 $511,468 0.02 $510,725
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $386,040 $386,040 0.02 $383,217
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $353,076 $353,076 0.01 $352,627
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 315,423 $315,866 $315,866 0.01 $315,423
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 205,883 $206,453 $206,453 0.01 $205,995
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 164,213 $164,519 $164,519 0.01 $164,302
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $97,204 $97,204 0.00 $96,326
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $97,119 $97,119 0.00 $95,240
AUST 3YR BOND FUT Jun25 JUN 25 YMM5 AU03Y 28M - -1,633 $-112,479,338 $0 0.00 $0
CAN 2YR BOND FUT Jun25 JUN 25 CVM5 FUTURES_CAD - 1,745 $133,407,026 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - -382.00 $-41,354,485 $0 0.00 $0
EURO-SCHATZ FUT Jun25 JUN 25 DUM5 FUTURES_EUR - 1,678 $207,373,782 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -4,678 $-970,867,732 $-0 0.00 $-0
GLOBAL PAYMENTS INC 0% 04/23/2025, 0.00%, 04/23/25 GPN 37961CRP9 - - 74,250,000 $74,239,947 $74,239,947 2.90 $74,239,947
JABIL INC 0% 04/23/2025, 0.00%, 04/23/25 JBLPP 46652LRP4 - - 38,200,000 $38,194,564 $38,194,564 1.49 $38,194,564
CONAGRA BRANDS INC 0% 04/23/2025, 0.00%, 04/23/25 CAGPP 20600GRP3 - - 13,650,000 $13,648,231 $13,648,231 0.53 $13,648,231
SEGREGATED CASH SEGCASH - $0.00 12,231,175 $12,231,175 $12,231,175 0.48 $12,231,175
AUSTRALIAN DOLLARS AUD - - 11,459,191 $7,321,839 $7,321,839 0.29 $7,321,839
BRITISH POUND GBP - - 1,994,022 $2,668,088 $2,668,088 0.10 $2,668,088
NEW ZEALAND DOLLAR NZD - - 4,399,619 $2,638,231 $2,638,231 0.10 $2,638,231
EURO EUR - - 1,994,955 $2,289,814 $2,289,814 0.09 $2,289,814
CANADIAN DOLLAR CAD - - 2,136,430 $1,545,171 $1,545,171 0.06 $1,545,171
US DOLLARS USD MD_142224 - - -46,818,867 $-46,818,867 $-46,818,867 -1.83 $-46,818,867
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 2.12 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -2.12 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $19,568,192 $19,568,192 0.76 $19,568,192
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,568,192 $-19,568,192 -0.76 $-19,568,192
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,568,192 $19,568,192 0.76 $19,568,192
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,568,192 $-19,568,192 -0.76 $-19,568,192
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $38,050,778 $38,050,778 1.48 $38,050,778
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-38,050,778 $-38,050,778 -1.48 $-38,050,778
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $19,167,806 $19,167,806 0.75 $19,167,806
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-19,167,806 $-19,167,806 -0.75 $-19,167,806
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,330,191 $49,330,191 1.92 $49,330,191
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,330,191 $-49,330,191 -1.92 $-49,330,191
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,195,606 $45,195,606 1.76 $45,195,606
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,195,606 $-45,195,606 -1.76 $-45,195,606
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,892,687 $63,892,687 2.49 $63,892,687
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,892,687 $-63,892,687 -2.49 $-63,892,687
FX Forward|NZD|07/11/2025 +NZD0 - - -6,264,000 $-3,765,195 $-3,765,195 -0.15 $-3,765,195
FX Forward|USD|07/11/2025 +NZD0 - - 3,485,195 $3,485,195 $3,485,195 0.14 $3,485,195
FX Forward|CAD|07/11/2025 +CAD0 - - -93,519,000 $-67,913,220 $-67,913,220 -2.65 $-67,913,220
FX Forward|USD|07/11/2025 +CAD0 - - 66,040,341 $66,040,341 $66,040,341 2.58 $66,040,341
FX Forward|EUR|07/11/2025 +EUR1 - - -12,720,000 $-14,671,566 $-14,671,566 -0.57 $-14,671,566
FX Forward|USD|07/11/2025 +EUR1 - - 14,004,833 $14,004,833 $14,004,833 0.55 $14,004,833
FX Forward|GBP|07/11/2025 +GBP0 - - -11,170,000 $-14,948,688 $-14,948,688 -0.58 $-14,948,688
FX Forward|USD|07/11/2025 +GBP0 - - 14,290,794 $14,290,794 $14,290,794 0.56 $14,290,794
FX Forward|AUD|07/11/2025 +AUD1 - - -673,000,000 $-430,381,868 $-430,381,868 -16.79 $-430,381,868
FX Forward|USD|07/11/2025 +AUD1 - - 402,289,115 $402,289,115 $402,289,115 15.69 $402,289,115
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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