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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 11/22/2024)

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 $35,473,867 $35,473,867 1.56 $35,168,434
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,065,915 $34,065,915 1.49 $33,735,797
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,641,835 $31,641,835 1.39 $31,082,321
NOW Trust 2024-1 A 5.71% 14-JUN-2032, 5.72%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 42,287,674 $27,603,406 $27,603,406 1.21 $27,556,098
Bank Australia Limited FRN 21-FEB-2028, 6.08%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $25,191,354 $25,191,354 1.11 $25,174,819
Bank of America Corporation 1.319% 19-JUN-2026, 1.32%, 06/19/26 BAC 06051GJD2 - - 25,135,000 $24,752,895 $24,752,895 1.09 $24,609,232
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,844,447 $23,844,447 1.05 $23,479,263
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $23,735,082 $23,735,082 1.05 $23,694,575
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,649,560 $23,649,560 1.04 $23,048,837
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAA9 - - 22,400,000 $22,901,940 $22,901,940 1.01 $22,596,740
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $22,674,849 $22,674,849 1.00 $22,645,100
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,145,313 $22,145,313 0.98 $22,055,127
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,060,194 $22,060,194 0.97 $21,658,604
Freddie Mac Multiclass Certificates, Series 5440 WF 6.00682% 25-AUG-2054, 6.01%, 08/25/54 FHR 5440 3137HDZQ6 - - 20,994,957 $21,167,359 $21,167,359 0.93 $21,059,730
AerCap Ireland Capital DAC 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,380,753 $20,380,753 0.90 $20,240,164
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,279,454 $20,279,454 0.90 $20,025,203
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 $20,243,929 $20,243,929 0.89 $19,991,517
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,953,950 $19,953,950 0.88 $19,540,112
Plenti PL & Green ABS Trust 2024-2 A1 5.482% 11-APR-2036, 5.16%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 30,050,000 $19,579,141 $19,579,141 0.86 $19,512,987
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,554,271 $19,554,271 0.86 $19,448,274
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,288,193 $19,288,193 0.85 $19,156,234
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,081,614 $18,081,614 0.80 $18,075,246
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,466,105 $17,466,105 0.77 $17,450,845
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,262,135 $17,262,135 0.76 $17,083,201
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,201,256 $17,201,256 0.76 $17,187,825
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,082,430 $17,082,430 0.75 $16,936,156
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,515,809 $16,515,809 0.73 $16,307,616
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,515,659 $16,515,659 0.73 $16,407,605
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,230,516 $16,230,516 0.72 $16,178,680
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,038,123 $16,038,123 0.71 $15,862,582
National Australia Bank Limited FRN 18-NOV-2030, 6.06%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,933,905 $15,933,905 0.70 $15,915,573
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,810,935 $15,810,935 0.70 $15,731,780
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,324,687 $15,324,687 0.68 $15,137,314
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,156,555 $15,156,555 0.67 $14,998,404
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,094,109 $15,094,109 0.67 $15,061,665
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,861,248 $14,861,248 0.66 $14,692,786
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,440,387 $14,440,387 0.64 $14,386,695
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,404,798 $14,404,798 0.64 $14,394,024
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 22,125,591 $14,400,154 $14,400,154 0.64 $14,368,412
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,126,591 $14,126,591 0.62 $13,733,583
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,070,806 $14,070,806 0.62 $13,956,780
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,759,315 $13,759,315 0.61 $13,529,659
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,683,004 $13,683,004 0.60 $13,517,360
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,601,109 $13,601,109 0.60 $13,576,332
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,397,264 $13,397,264 0.59 $13,377,464
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $13,192,595 $13,192,595 0.58 $12,964,757
American Express Company FRN 04-MAR-2025, 6.30%, 03/04/25 AXP 025816CR8 - - 12,900,000 $13,095,586 $13,095,586 0.58 $12,915,018
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,072,328 $13,072,328 0.58 $12,830,906
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,034,673 $13,034,673 0.58 $12,881,666
VMware, Inc. 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $12,956,515 $12,956,515 0.57 $12,903,276
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $12,919,032 $12,919,032 0.57 $12,873,873
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,860,253 $12,860,253 0.57 $12,840,500
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,850,294 $12,850,294 0.57 $12,717,808
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,829,626 $12,829,626 0.57 $12,797,686
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,798,646 $12,798,646 0.56 $12,682,708
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.90%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,782,185 $12,782,185 0.56 $12,568,792
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,749,689 $12,749,689 0.56 $12,667,664
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,647,141 $12,647,141 0.56 $12,318,078
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,400,000 $12,407,310 $12,407,310 0.55 $12,371,695
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,367,600 $12,367,600 0.55 $12,171,849
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $12,274,988 $12,274,988 0.54 $12,189,439
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,045,607 $12,045,607 0.53 $11,927,063
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $11,967,332 $11,967,332 0.53 $11,907,956
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 16,925,000 $11,934,100 $11,934,100 0.53 $11,877,467
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,835,945 $11,835,945 0.52 $11,642,757
Connecticut Avenue Securities Trust 2024-R01 1M1 5.90682% 25-JAN-2044, 5.91%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 11,706,312 $11,771,791 $11,771,791 0.52 $11,710,106
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,743,696 $11,743,696 0.52 $11,589,862
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,630,000 $11,738,712 $11,738,712 0.52 $11,690,028
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,724,116 $11,724,116 0.52 $11,692,515
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,603,653 $11,603,653 0.51 $11,573,133
Suncorp Group Limited FRN 01-JUN-2037, 6.70%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,583,768 $11,583,768 0.51 $11,411,642
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,446,747 $11,446,747 0.51 $11,433,257
NRTH 2024-PARK Mortgage Trust A 6.25059% 15-MAR-2039, 6.25%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,431,704 $11,431,704 0.50 $11,411,910
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,349,544 $11,349,544 0.50 $11,091,350
BNP Paribas SA 5.283% 19-NOV-2030, 5.28%, 11/19/30 BNP 09659W2Z6 - - 11,375,000 $11,344,769 $11,344,769 0.50 $11,334,753
Kiwibank Limited FRN 23-SEP-2025, 5.13%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,294,171 $11,294,171 0.50 $11,195,137
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,260,890 $11,260,890 0.50 $11,182,347
RESIMAC Bastille Trust 2024-1NC A2 5.6572% 13-SEP-2055, 5.66%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 17,235,000 $11,239,524 $11,239,524 0.50 $11,218,699
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 11,150,000 $10,963,182 $10,963,182 0.48 $10,831,395
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.65%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,860,007 $10,860,007 0.48 $10,854,999
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,664,738 $10,664,738 0.47 $10,561,115
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,325,599 $10,325,599 0.46 $10,171,420
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,322,446 $10,322,446 0.46 $10,124,476
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,296,422 $10,296,422 0.45 $10,075,147
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,261,965 $10,261,965 0.45 $10,176,887
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,904,993 $9,904,993 0.44 $9,873,663
Metro Finance 2024-1 Trust|5.5575|09/17/2030, 5.56%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 15,209,805 $9,893,820 $9,893,820 0.44 $9,883,293
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,860,106 $9,860,106 0.44 $9,719,787
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,864,000 $9,656,433 $9,656,433 0.43 $9,620,498
BX Trust 2024-VLT4 A 6.100695% 15-JUN-2041, 6.10%, 07/15/29 BX 05612TAA3 - - 9,558,713 $9,607,203 $9,607,203 0.42 $9,591,005
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,603,073 $9,603,073 0.42 $9,553,225
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,587,418 $9,587,418 0.42 $9,527,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 6.05682% 25-AUG-2044, 6.06%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 9,451,496 $9,522,001 $9,522,001 0.42 $9,469,941
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,482,875 $9,482,875 0.42 $9,451,438
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,464,783 $9,464,783 0.42 $9,320,284
Westpac Banking Corporation FRN 10-JUL-2034, 6.09%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,428,258 $9,428,258 0.42 $9,356,936
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,289,447 $9,289,447 0.41 $9,079,459
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 6.03%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,087,092 $9,087,092 0.40 $9,031,684
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,963,874 $9,024,332 $9,024,332 0.40 $9,016,672
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.59%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,925,585 $8,925,585 0.39 $8,912,062
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,799,203 $8,799,203 0.39 $8,734,882
AerCap Ireland Capital DAC 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,749,818 $8,749,818 0.39 $8,565,336
New Zealand 4.5% 15-MAY-2035, 4.50%, 05/15/35 NZGB 9QW6UOXX3 - - 15,075,000 $8,664,175 $8,664,175 0.38 $8,653,378
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,507,247 $8,507,247 0.38 $8,365,201
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,462,421 $8,462,421 0.37 $8,431,869
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DH5 - - 8,200,000 $8,403,603 $8,403,603 0.37 $8,369,387
Commonwealth Bank of Australia FRN 10-SEP-2030, 6.22%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,292,478 $8,292,478 0.37 $8,187,338
Macquarie Bank Limited FRN 01-MAR-2034, 6.35%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,142,619 $8,142,619 0.36 $8,028,381
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,103,034 $8,103,034 0.36 $7,946,888
Connecticut Avenue Securities, Series 2021-R01 1M2 6.40682% 25-OCT-2041, 6.41%, 10/25/41 CAS 2021-R01 20754RAB2 - - 8,006,299 $8,077,033 $8,077,033 0.36 $8,032,862
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,037,951 $8,037,951 0.35 $7,996,779
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,890,549 $7,890,549 0.35 $7,711,773
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,775,172 $7,775,172 0.34 $7,715,544
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,768,191 $7,768,191 0.34 $7,734,517
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,427,823 $7,427,823 0.33 $7,382,882
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,304,257 $7,304,257 0.32 $7,256,372
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,194,910 $7,194,910 0.32 $7,080,460
BMW US Capital LLC FRN 01-APR-2025, 5.70%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,100,886 $7,100,886 0.31 $7,039,711
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,086,606 $7,086,606 0.31 $7,068,756
Nordea Bank Abp FRN 06-JUN-2025, 6.33%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $7,039,235 $7,039,235 0.31 $6,948,746
Liberty Series 2024-1 Auto A 5.5075% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 10,636,571 $6,945,394 $6,945,394 0.31 $6,913,086
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,900,040 $6,900,040 0.30 $6,841,871
BPR 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/29 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,812,826 $6,812,826 0.30 $6,788,554
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.08%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,789,956 $6,789,956 0.30 $6,769,805
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,694,511 $6,694,511 0.30 $6,670,091
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,662,087 $6,662,087 0.29 $6,552,662
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,649,341 $6,649,341 0.29 $6,565,964
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,416,933 $6,416,933 0.28 $6,325,933
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,372,381 $6,372,381 0.28 $6,276,687
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,356,866 $6,356,866 0.28 $6,298,564
Westpac Banking Corporation FRN 03-APR-2034, 6.30%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,319,153 $6,319,153 0.28 $6,262,721
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,297,629 $6,297,629 0.28 $6,297,629
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,283,286 $6,283,286 0.28 $6,213,061
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $5,949,955 $5,949,955 0.26 $5,865,411
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAC5 - - 5,790,000 $5,903,581 $5,903,581 0.26 $5,830,627
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,888,975 $5,888,975 0.26 $5,743,299
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.95682% 25-DEC-2031, 5.96%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 5,790,192 $5,837,450 $5,837,450 0.26 $5,807,749
Insurance Australia Group Limited FRN 15-DEC-2036, 6.87%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,749,180 $5,749,180 0.25 $5,675,035
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,707,259 $5,707,259 0.25 $5,678,133
BX Commercial Mortgage Trust 2024-AIRC A 6.30024% 15-AUG-2041, 6.30%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,624,693 $5,624,693 0.25 $5,614,892
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,575,484 $5,575,484 0.25 $5,531,563
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.85682% 25-JUN-2043, 6.86%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 5,402,619 $5,488,874 $5,488,874 0.24 $5,454,160
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,454,469 $5,454,469 0.24 $5,400,647
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,451,919 $5,451,919 0.24 $5,424,949
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,430,975 $5,430,975 0.24 $5,338,132
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,408,356 $5,408,356 0.24 $5,329,835
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 5,110,000 $5,250,771 $5,250,771 0.23 $5,128,926
Athene Global Funding 1.716% 07-JAN-2025, 1.72%, 01/07/25 ATH 04685A3F6 - - 5,156,000 $5,170,565 $5,170,565 0.23 $5,136,649
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,102,850 $5,102,850 0.23 $5,094,656
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 4,940,000 $5,075,663 $5,075,663 0.22 $4,961,693
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 6.35682% 25-OCT-2041, 6.36%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 4,826,816 $4,874,148 $4,874,148 0.22 $4,847,726
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 $4,850,247 $4,850,247 0.21 $4,848,778
Connecticut Avenue Securities Trust 2023-R01 1M1 7.25682% 25-DEC-2042, 7.26%, 12/25/42 CAS 2023-R01 207932AA2 - - 4,691,191 $4,847,491 $4,847,491 0.21 $4,817,696
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 6.20682% 25-FEB-2044, 6.21%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,686,527 $4,722,130 $4,722,130 0.21 $4,695,677
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,709,858 $4,709,858 0.21 $4,653,573
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,664,006 $4,664,006 0.21 $4,649,007
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,659,069 $4,659,069 0.21 $4,564,023
Macquarie Bank Limited FRN 17-JUN-2031, 5.97%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,611,701 $4,611,701 0.20 $4,560,569
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,576,016 $4,576,016 0.20 $4,464,793
Insurance Australia Group Limited FRN 15-JUN-2045, 6.69%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,457,326 $4,457,326 0.20 $4,400,415
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,384,144 $4,384,144 0.19 $4,289,620
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,106,032 $4,106,032 0.18 $4,050,567
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 4,058,240 $4,098,198 $4,098,198 0.18 $4,091,794
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 4,058,240 $4,094,685 $4,094,685 0.18 $4,088,116
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,069,188 $4,069,188 0.18 $4,051,583
Ferguson Finance Plc 4.5% 24-OCT-2028, 4.50%, 10/24/28 FERGLN 314890AA2 - - 4,063,000 $3,983,018 $3,983,018 0.18 $3,967,274
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 7.15682% 25-AUG-2042, 7.16%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,819,221 $3,932,159 $3,932,159 0.17 $3,908,621
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,716,102 $3,716,102 0.16 $3,651,464
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 3,692,851 $3,707,932 $3,707,932 0.16 $3,701,818
Connecticut Avenue Securities Trust 2024-R02 1M1 5.95682% 25-FEB-2044, 5.96%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,601,292 $3,620,235 $3,620,235 0.16 $3,601,762
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,613,422 $3,613,422 0.16 $3,601,019
Wells Fargo & Company FRN 25-APR-2026, 6.68%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,532,444 $3,532,444 0.16 $3,514,210
Lloyds Banking Group plc FRN 06-MAR-2030, 6.03%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,483,468 $3,483,468 0.15 $3,438,529
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.15%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,473,744 $3,473,744 0.15 $3,422,871
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,543,650 $3,416,521 $3,416,521 0.15 $3,414,538
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 6.05682% 25-MAY-2044, 6.06%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,378,869 $3,407,843 $3,407,843 0.15 $3,389,428
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 3,375,000 $3,377,421 $3,377,421 0.15 $3,369,500
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M1A 6.95682% 25-MAR-2043, 6.96%, 03/25/43 STACR 2023-DNA1 35564KP37 - - 3,254,537 $3,320,849 $3,320,849 0.15 $3,300,916
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,301,220 $3,301,220 0.15 $3,242,720
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,271,083 $3,271,083 0.14 $3,247,343
Suncorp Group Limited FRN 01-DEC-2038, 7.05%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,075,595 $3,075,595 0.14 $3,028,208
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,033,919 $3,033,919 0.13 $2,995,008
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 2,834,859 $2,846,438 $2,846,438 0.13 $2,841,469
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,715,952 $2,786,373 $2,786,373 0.12 $2,768,644
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,596,146 $2,596,146 0.11 $2,579,422
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.86%, 07/25/44 CAS 2024-R05 20754XAB9 - - 2,543,992 $2,556,826 $2,556,826 0.11 $2,543,996
Connecticut Avenue Securities Trust 2023-R06 1M1 6.55682% 25-JUL-2043, 6.56%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,455,207 $2,483,253 $2,483,253 0.11 $2,469,391
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 7.82039% 25-APR-2043, 7.36%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,381,578 $2,443,683 $2,443,683 0.11 $2,428,133
Barclays Bank PLC 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 3,730,000 $2,435,617 $2,435,617 0.11 $2,435,617
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 6.10682% 25-MAR-2044, 6.11%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,396,648 $2,413,140 $2,413,140 0.11 $2,399,798
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,267,693 $2,267,693 0.10 $2,261,888
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.71%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,160,913 $2,196,505 $2,196,505 0.10 $2,183,651
Westpac Banking Corporation FRN 11-NOV-2027, 5.60%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,178,476 $2,178,476 0.10 $2,174,529
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.87%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,165,061 $2,165,061 0.10 $2,137,410
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,036,446 $2,036,446 0.09 $2,010,894
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,018,987 $2,018,987 0.09 $2,007,242
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,984,558 $1,984,558 0.09 $1,957,220
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $1,979,829 $1,979,829 0.09 $1,973,970
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,902,568 $1,902,568 0.08 $1,892,523
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 1,858,372 $1,867,587 $1,867,587 0.08 $1,862,810
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.85682% 25-MAY-2043, 6.86%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,730,467 $1,762,316 $1,762,316 0.08 $1,751,780
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,710,004 $1,710,004 0.08 $1,693,266
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 6.02688% 25-OCT-2044, 6.03%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,642,250 $1,657,170 $1,657,170 0.07 $1,642,250
Great Southern Bank (Australia) FRN 01-DEC-2025, 5.92%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,559,912 $1,559,912 0.07 $1,538,884
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 1,471,974 $1,478,565 $1,478,565 0.07 $1,476,247
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 $1,420,336 $1,420,336 0.06 $1,419,788
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,385,206 $1,385,206 0.06 $1,382,908
Credabl ABS 2024-1 Trust|6.51|05/11/2045, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,340,848 $1,340,848 0.06 $1,337,508
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,297,052 $1,297,052 0.06 $1,290,880
Exeter Automobile Receivables Trust 2021-4 C 1.46% 15-OCT-2027, 1.46%, 10/15/27 EART 2021-4A 30165JAE6 - - 1,290,672 $1,288,508 $1,288,508 0.06 $1,287,984
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,270,539 $1,270,539 0.06 $1,261,086
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,260,471 $1,260,471 0.06 $1,260,471
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,120,486 $1,120,486 0.05 $1,106,680
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,095,400 $1,095,400 0.05 $1,078,440
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,007,273 $1,007,273 0.04 $1,003,600
Westpac Banking Corporation FRN 10-AUG-2026, 5.13%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $914,535 $914,535 0.04 $912,618
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $774,750 $774,750 0.03 $774,455
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.17%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $657,726 $657,726 0.03 $652,571
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $654,931 $654,931 0.03 $644,237
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.75%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $654,787 $654,787 0.03 $646,377
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $638,703 $638,703 0.03 $633,929
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $628,164 $628,164 0.03 $625,208
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $525,150 $525,150 0.02 $521,626
Vicinity Centres Trust|5.8614|06/27/2025, 5.86%, 06/27/25 VCXAU AZ2072983 - - 610,000 $400,491 $400,491 0.02 $396,738
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $392,766 $392,766 0.02 $388,340
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $351,245 $351,245 0.02 $350,039
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.20%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $100,176 $100,176 0.00 $98,670
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $99,692 $99,692 0.00 $99,286
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $94,953 $94,953 0.00 $94,633
Santander Drive Auto Receivables Trust 2023-3 A2 6.08% 15-AUG-2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 38,736 $38,824 $38,824 0.00 $38,759
AUST 3YR BOND FUT Dec24 DEC 24 YMZ4 AU03Y 27Z - -1,333 $-91,206,734 $0 0.00 $0
CAN 10YR BOND FUT Dec24 DEC 24 CNZ4 FUTURES_CAD - -184.00 $-15,779,891 $0 0.00 $0
CAN 2YR BOND FUT Dec24 DEC 24 CVZ4 FUTURES_CAD - 5,453 $406,522,252 $0 0.00 $0
US 10YR NOTE (CBT)Dec24 DEC 24 TYZ4 FUTURES_USD - -691.00 $-75,761,672 $0 0.00 $0
US 5YR NOTE (CBT) Dec24 DEC 24 FVZ4 FUTURES_USD - -400.00 $-42,615,625 $0 0.00 $0
US 2YR NOTE (CBT) Dec24 DEC 24 TUZ4 FUTURES_USD - -1,969 $-403,752,681 $0 0.00 $0
EURO-SCHATZ FUT Dec24 DEC 24 DUZ4 FUTURES_EUR - 2,900 $322,993,723 $0 0.00 $0
AUTONATION INC 0% 11/26/2024, 0.00%, 11/26/24 AUTONA 05330LLS0 - - 69,500,000 $69,460,345 $69,460,345 3.07 $69,460,345
GLOBAL PAYMENTS INC 0% 11/25/2024, 0.00%, 11/25/24 GPN 37961CLR1 - - 67,700,000 $67,670,550 $67,670,550 2.99 $67,670,550
JABIL INC 0% 11/25/2024, 0.00%, 11/25/24 JBLPP 46652LLR6 - - 66,350,000 $66,320,608 $66,320,608 2.93 $66,320,608
AUTONATION INC 0% 11/25/2024, 0.00%, 11/25/24 AUTONA 05330LLR2 - - 64,700,000 $64,673,137 $64,673,137 2.85 $64,673,137
TARGA RESOURCES CORP 0% 11/25/2024, 0.00%, 11/25/24 TRGP 87613ELR4 - - 24,250,000 $24,239,800 $24,239,800 1.07 $24,239,800
SEGREGATED CASH SEGCASH - $0.00 11,381,730 $11,381,730 $11,381,730 0.50 $11,381,730
AUSTRALIAN DOLLARS AUD - - 8,033,730 $5,216,708 $5,216,708 0.23 $5,216,708
NEW ZEALAND DOLLAR NZD - - 3,379,064 $1,968,475 $1,968,475 0.09 $1,968,475
EURO EUR - - 626,132 $651,806 $651,806 0.03 $651,806
BRITISH POUND GBP - - 253,146 $317,079 $317,079 0.01 $317,079
CANADIAN DOLLAR CAD - - -1,971,843 $-1,410,626 $-1,410,626 -0.06 $-1,410,626
US DOLLARS USD MD_142224 - - -77,399,525 $-77,399,525 $-77,399,525 -3.42 $-77,399,525
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.50 $79,400,000
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.50 $-79,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $19,010,189 $19,010,189 0.84 $19,010,189
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,010,189 $-19,010,189 -0.84 $-19,010,189
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,010,189 $19,010,189 0.84 $19,010,189
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,010,189 $-19,010,189 -0.84 $-19,010,189
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $36,965,729 $36,965,729 1.63 $36,965,729
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-36,965,729 $-36,965,729 -1.63 $-36,965,729
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,621,220 $18,621,220 0.82 $18,621,220
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,621,220 $-18,621,220 -0.82 $-18,621,220
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,923,499 $47,923,499 2.12 $47,923,499
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,923,499 $-47,923,499 -2.12 $-47,923,499
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $6,798,944 $6,798,944 0.30 $6,798,944
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-6,798,944 $-6,798,944 -0.30 $-6,798,944
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $28,544,964 $28,544,964 1.26 $28,544,964
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-28,544,964 $-28,544,964 -1.26 $-28,544,964
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - 15,690,000 $9,140,214 $9,140,214 0.40 $9,140,214
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - -15,690,000 $-9,140,214 $-9,140,214 -0.40 $-9,140,214
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,906,815 $43,906,815 1.94 $43,906,815
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,906,815 $-43,906,815 -1.94 $-43,906,815
FX Forward|CAD|01/24/2025 +CAD0 - - -86,857,000 $-62,283,002 $-62,283,002 -2.75 $-62,283,002
FX Forward|USD|01/24/2025 +CAD0 - - 62,939,668 $62,939,668 $62,939,668 2.78 $62,939,668
FX Forward|NZD|01/24/2025 +NZD2 - - -15,872,000 $-9,254,197 $-9,254,197 -0.41 $-9,254,197
FX Forward|USD|01/24/2025 +NZD2 - - 9,535,263 $9,535,263 $9,535,263 0.42 $9,535,263
FX Forward|GBP|01/24/2025 +GBP1 - - -5,613,000 $-7,029,238 $-7,029,238 -0.31 $-7,029,238
FX Forward|USD|01/24/2025 +GBP1 - - 7,259,719 $7,259,719 $7,259,719 0.32 $7,259,719
FX Forward|AUD|01/24/2025 +AUD1 - - -640,530,000 $-416,138,442 $-416,138,442 -18.37 $-416,138,442
FX Forward|USD|01/24/2025 +AUD1 - - 424,498,447 $424,498,447 $424,498,447 18.74 $424,498,447
FX Forward|AUD|01/24/2025 +AUD0 - - 25,600,000 $16,631,765 $16,631,765 0.73 $16,631,765
FX Forward|USD|01/24/2025 +AUD0 - - -16,553,226 $-16,553,226 $-16,553,226 -0.73 $-16,553,226
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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