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 02/21/2025)

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 $35,987,555 $35,987,555 1.53 $35,196,700
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,560,011 $34,560,011 1.47 $33,791,378
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,340,867 $31,340,867 1.33 $31,170,023
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $24,930,085 $24,930,085 1.06 $24,827,571
Bank Australia Limited FRN 21-FEB-2028, 6.08%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,692,914 $24,692,914 1.05 $24,680,740
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,056,480 $24,056,480 1.02 $23,715,553
NOW Trust 2024-1 A 5.575% 14-JUN-2032, 5.58%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 37,278,884 $23,910,596 $23,910,596 1.03 $23,874,297
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,639,831 $23,639,831 1.01 $23,563,619
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $23,292,511 $23,292,511 1.00 $22,685,502
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,290,607 $23,290,607 1.00 $23,025,257
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,091,698 $23,091,698 0.99 $22,797,182
SWCH Commercial Mortgage Trust 2025-DATA A 5.75023% 15-MAR-2042, 5.75%, 03/15/42 SWCH 2025-DATA 78489CAA7 - - 23,000,000 $22,959,213 $22,959,213 0.98 $22,937,171
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,491,145 $22,491,145 0.96 $22,305,405
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,090,647 $22,090,647 0.95 $21,956,280
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $21,863,514 $21,863,514 0.94 $21,736,696
BX Trust 2025-ROIC A 5.44381% 15-MAR-2027, 5.44%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,982,556 $20,982,556 0.90 $20,982,556
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,654,059 $20,654,059 0.89 $20,200,661
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,554,374 $20,554,374 0.88 $20,027,492
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 $20,481,362 $20,481,362 0.88 $20,231,754
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,872,472 $19,872,472 0.85 $19,480,603
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,594,178 $19,594,178 0.84 $19,246,978
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,449,073 $19,449,073 0.83 $19,399,362
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,333,959 $19,333,959 0.83 $19,207,213
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,050,295 $18,050,295 0.77 $17,930,077
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,612,948 $17,612,948 0.76 $17,281,908
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 17,275,000 $17,586,430 $17,586,430 0.75 $17,371,596
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,516,840 $17,516,840 0.75 $17,468,783
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,507,424 $17,507,424 0.75 $17,494,707
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,493,075 $17,493,075 0.75 $17,086,639
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,479,262 $17,479,262 0.75 $17,226,766
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,363,237 $17,363,237 0.74 $17,030,986
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.85098% 25-OCT-2041, 5.85%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,901,816 $17,063,241 $17,063,241 0.73 $16,986,325
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,752,071 $16,752,071 0.72 $16,397,431
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,589,639 $16,589,639 0.71 $16,490,958
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,266,293 $16,266,293 0.70 $16,067,963
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,258,116 $16,258,116 0.70 $15,868,560
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,146,206 $16,146,206 0.69 $15,929,392
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,053,016 $16,053,016 0.69 $15,760,383
Plenti PL & Green ABS Trust 2024-2 A1 5.375% 11-APR-2036, 5.38%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 24,704,817 $15,790,554 $15,790,554 0.68 $15,760,403
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,594,366 $15,594,366 0.67 $15,579,436
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,544,184 $15,544,184 0.67 $15,155,894
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,365,399 $15,365,399 0.66 $15,011,756
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,281,900 $15,281,900 0.66 $15,079,602
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,100,867 $15,100,867 0.65 $14,727,019
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,020,298 $15,020,298 0.64 $14,896,213
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,697,574 $14,697,574 0.63 $14,570,364
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,680,440 $14,680,440 0.63 $14,620,881
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,633,776 $14,633,776 0.63 $14,383,295
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,502,444 $14,502,444 0.62 $14,201,495
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,274,642 $14,274,642 0.61 $13,988,611
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,922,795 $13,922,795 0.60 $13,577,367
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,908,865 $13,908,865 0.60 $13,721,396
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,629,019 $13,629,019 0.58 $13,569,271
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,623,661 $13,623,661 0.58 $13,408,061
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,338,041 $13,338,041 0.57 $13,315,928
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,163,138 $13,245,364 $13,245,364 0.57 $13,237,405
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,215,342 $13,215,342 0.57 $12,900,221
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,126,626 $13,126,626 0.56 $12,898,775
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,052,685 $13,052,685 0.56 $13,047,894
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $13,043,028 $13,043,028 0.56 $12,726,302
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $13,029,307 $13,029,307 0.56 $12,939,235
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,017,657 $13,017,657 0.56 $12,796,204
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,946,782 $12,946,782 0.56 $12,862,284
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,910,924 $12,910,924 0.55 $12,689,757
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,833,547 $12,833,547 0.55 $12,816,429
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,790,063 $12,790,063 0.55 $12,779,629
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.90%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,531,356 $12,531,356 0.54 $12,321,858
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,360,805 $12,360,805 0.53 $12,262,086
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.64%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 19,188,734 $12,267,873 $12,267,873 0.53 $12,243,278
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,231,887 $12,231,887 0.52 $12,195,183
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,217,641 $12,217,641 0.52 $11,948,376
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $12,203,945 $12,203,945 0.52 $12,026,167
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $12,137,606 $12,137,606 0.52 $11,680,195
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $12,123,011 $12,123,011 0.52 $11,960,017
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,923,369 $11,923,369 0.51 $11,726,328
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,799,555 $11,799,555 0.51 $11,609,255
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,600,925 $11,767,196 $11,767,196 0.50 $11,720,576
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,716,488 $11,716,488 0.50 $11,670,338
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,666,872 $11,666,872 0.50 $11,649,485
Freddie Mac Stacr Remic Trust 2025-Hqa1|5.48763|02/25/2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 11,446,000 $11,464,795 $11,464,795 0.49 $11,454,326
NRTH 2024-PARK Mortgage Trust A 5.95316% 15-MAR-2039, 5.95%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,436,812 $11,436,812 0.49 $11,425,501
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,429,665 $11,429,665 0.49 $11,265,535
Suncorp Group Limited FRN 01-JUN-2037, 6.74%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,355,029 $11,355,029 0.49 $11,185,049
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,322,465 $11,322,465 0.49 $11,308,313
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,190,961 $11,190,961 0.48 $11,058,420
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,136,784 $11,136,784 0.48 $11,059,326
Kiwibank Limited FRN 23-SEP-2025, 5.13%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,088,474 $11,088,474 0.48 $10,991,247
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,087,335 $11,087,335 0.48 $11,016,247
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 11,150,000 $10,901,905 $10,901,905 0.47 $10,874,402
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,804,318 $10,804,318 0.46 $10,647,883
Connecticut Avenue Securities Trust 2024-R01 1M1 5.40098% 25-JAN-2044, 5.40%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 10,693,797 $10,764,027 $10,764,027 0.46 $10,719,105
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,487,272 $10,487,272 0.45 $10,385,541
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,432,526 $10,432,526 0.45 $10,209,776
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,320,800 $10,320,800 0.44 $10,216,357
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,216,639 $10,216,639 0.44 $10,146,886
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,216,594 $10,216,594 0.44 $10,158,277
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,175,699 $10,175,699 0.44 $10,088,665
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,055,064 $10,055,064 0.43 $9,868,827
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $10,041,571 $10,041,571 0.43 $9,765,509
RESIMAC Bastille Trust 2024-1NC A2 5.5407% 13-SEP-2055, 5.54%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 15,384,779 $9,872,698 $9,872,698 0.42 $9,856,321
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,746,819 $9,746,819 0.42 $9,608,242
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,839,340 $9,680,775 $9,680,775 0.42 $9,646,363
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,601,398 $9,601,398 0.41 $9,453,383
BX Trust 2024-VLT4 A 5.797645% 15-JUN-2041, 5.80%, 07/15/29 BX 05612TAA3 - - 9,558,713 $9,569,813 $9,569,813 0.41 $9,559,037
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,416,189 $9,416,189 0.40 $9,348,415
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.43548% 25-JAN-2045, 5.44%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 9,323,912 $9,380,482 $9,380,482 0.40 $9,332,618
Westpac Banking Corporation FRN 10-JUL-2034, 6.09%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,264,227 $9,264,227 0.40 $9,195,729
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,138,770 $9,138,770 0.39 $9,086,608
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,971,347 $9,100,006 $9,100,006 0.39 $9,093,873
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.41%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,065,476 $9,065,476 0.39 $9,015,538
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,961,202 $8,961,202 0.38 $8,801,472
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.55098% 25-AUG-2044, 5.55%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 8,887,820 $8,934,911 $8,934,911 0.38 $8,896,538
Metro Finance 2024-1 Trust|5.415|09/17/2030, 5.42%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 13,821,999 $8,841,124 $8,841,124 0.38 $8,831,974
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,747,931 $8,747,931 0.38 $8,738,912
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,609,528 $8,609,528 0.37 $8,554,184
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,435,107 $8,435,107 0.36 $8,375,396
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,410,629 $8,410,629 0.36 $8,371,172
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,169,228 $8,169,228 0.35 $8,017,019
Commonwealth Bank of Australia FRN 10-SEP-2030, 6.22%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,117,221 $8,117,221 0.35 $8,013,999
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,111,358 $8,111,358 0.35 $8,064,190
Barclays PLC|5.086|02/25/2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,083,413 $8,083,413 0.35 $8,083,413
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,024,950 $8,024,950 0.34 $7,975,641
Macquarie Bank Limited FRN 01-MAR-2034, 6.35%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,014,131 $8,014,131 0.34 $7,901,978
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,906,716 $7,906,716 0.34 $7,753,986
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,808,798 $7,808,798 0.33 $7,801,298
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $7,794,063 $7,794,063 0.33 $7,780,154
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,793,990 $7,793,990 0.33 $7,724,400
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,610,290 $7,610,290 0.33 $7,578,455
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,526,249 $7,526,249 0.32 $7,392,423
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,517,868 $7,517,868 0.32 $7,487,317
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,394,718 $7,394,718 0.32 $7,300,000
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90098% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 7,312,759 $7,376,255 $7,376,255 0.32 $7,342,692
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,175,326 $7,175,326 0.31 $7,064,026
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,109,460 $7,109,460 0.30 $7,091,445
BMW US Capital LLC FRN 01-APR-2025, 5.55%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,086,288 $7,086,288 0.30 $7,028,899
Nordea Bank Abp FRN 06-JUN-2025, 5.84%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $7,021,532 $7,021,532 0.30 $6,938,842
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,004,853 $7,004,853 0.30 $6,860,400
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,824,731 $6,824,731 0.29 $6,801,470
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,796,771 $6,796,771 0.29 $6,681,793
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,741,293 $6,741,293 0.29 $6,577,257
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,642,501 $6,642,501 0.28 $6,624,379
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,507,416 $6,507,416 0.28 $6,499,347
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,498,905 $6,498,905 0.28 $6,486,424
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,454,275 $6,454,275 0.28 $6,316,143
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,415,458 $6,415,458 0.28 $6,376,214
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,387,357 $6,387,357 0.27 $6,316,601
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,284,978 $6,284,978 0.27 $6,273,016
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,234,132 $6,234,132 0.27 $6,203,965
Westpac Banking Corporation FRN 03-APR-2034, 6.30%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,215,854 $6,215,854 0.27 $6,161,498
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,109,187 $6,109,187 0.26 $6,084,352
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,106,962 $6,106,962 0.26 $5,945,535
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $6,012,899 $6,012,899 0.26 $5,862,648
Liberty Series 2024-1 Auto A 5.4985% 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 9,364,842 $6,004,194 $6,004,194 0.26 $5,979,912
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,819,206 $5,819,206 0.25 $5,755,360
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,790,897 $5,790,897 0.25 $5,717,668
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,787,846 $5,787,846 0.25 $5,711,588
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,669,428 $5,669,428 0.24 $5,571,958
Insurance Australia Group Limited FRN 15-DEC-2036, 6.87%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,637,659 $5,637,659 0.24 $5,564,861
BX Commercial Mortgage Trust 2024-AIRC A 6.00324% 15-AUG-2041, 6.00%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,637,477 $5,637,477 0.24 $5,630,946
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,535,890 $5,535,890 0.24 $5,433,908
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,497,369 $5,497,369 0.24 $5,471,858
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,411,007 $5,411,007 0.23 $5,389,161
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,302,439 $5,302,439 0.23 $5,224,504
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,176,294 $5,176,294 0.22 $5,095,169
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.45098% 25-DEC-2031, 5.45%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 5,114,114 $5,150,712 $5,150,712 0.22 $5,129,030
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.35098% 25-JUN-2043, 6.35%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 4,878,630 $4,940,739 $4,940,739 0.21 $4,916,640
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 $4,881,306 $4,881,306 0.21 $4,880,134
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,767,830 $4,767,830 0.20 $4,651,193
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,722,390 $4,722,390 0.20 $4,666,940
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 $4,651,625 $4,651,625 0.20 $4,646,407
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,631,408 $4,631,408 0.20 $4,590,420
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,542,228 $4,542,228 0.19 $4,513,471
Macquarie Bank Limited FRN 17-JUN-2031, 5.97%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,530,378 $4,530,378 0.19 $4,480,179
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,448,586 $4,448,586 0.19 $4,398,268
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45098% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,400,000 $4,419,097 $4,419,097 0.19 $4,401,775
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.70098% 25-FEB-2044, 5.70%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,363,819 $4,402,805 $4,402,805 0.19 $4,383,456
Insurance Australia Group Limited FRN 15-JUN-2045, 6.69%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,364,732 $4,364,732 0.19 $4,308,860
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,258,168 $4,258,168 0.18 $4,227,405
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,124,616 $4,124,616 0.18 $4,044,334
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,076,260 $4,076,260 0.17 $4,070,713
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $3,998,675 $3,998,675 0.17 $3,963,941
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,781,462 $3,790,064 $3,790,064 0.16 $3,786,969
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.65098% 25-AUG-2042, 6.65%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,616,841 $3,709,609 $3,709,609 0.16 $3,690,899
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,623,528 $3,673,576 $3,673,576 0.16 $3,670,145
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,623,528 $3,672,433 $3,672,433 0.16 $3,668,914
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,667,822 $3,667,822 0.16 $3,657,648
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,664,324 $3,664,324 0.16 $3,612,499
Wells Fargo & Company FRN 25-APR-2026, 5.88%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,521,535 $3,521,535 0.15 $3,504,987
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,437,576 $3,437,576 0.15 $3,435,998
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,428,627 $3,428,627 0.15 $3,383,921
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.15%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,420,052 $3,420,052 0.15 $3,370,108
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,315,993 $3,315,993 0.14 $3,249,132
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,268,824 $3,268,824 0.14 $3,251,274
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.55098% 25-MAY-2044, 5.55%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,214,958 $3,239,438 $3,239,438 0.14 $3,225,558
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45098% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,105,069 $3,123,705 $3,123,705 0.13 $3,110,540
Suncorp Group Limited FRN 01-DEC-2038, 7.09%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,024,482 $3,024,482 0.13 $2,977,700
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,016,488 $3,016,488 0.13 $3,006,132
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,926,080 $2,938,124 $2,938,124 0.13 $2,935,700
Plenti Auto ABS 2025-1|5.2907|08/12/2033, 5.29%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,600,000 $2,937,171 $2,937,171 0.13 $2,932,495
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 2,699,000 $2,738,807 $2,738,807 0.12 $2,728,891
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,606,513 $2,606,513 0.11 $2,589,976
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,544,501 $2,597,129 $2,597,129 0.11 $2,580,934
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,267,680 $2,267,680 0.10 $2,249,312
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60098% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,232,317 $2,248,320 $2,248,320 0.10 $2,238,595
Connecticut Avenue Securities Trust 2023-R06 1M1 6.05098% 25-JUL-2043, 6.05%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,199,898 $2,220,331 $2,220,331 0.10 $2,209,977
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,138,847 $2,138,847 0.09 $2,135,408
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.87%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,119,837 $2,119,837 0.09 $2,092,690
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,042,849 $2,063,552 $2,063,552 0.09 $2,053,699
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,011,787 $2,011,787 0.09 $1,997,518
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,010,959 $2,010,959 0.09 $1,974,989
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $1,981,184 $1,981,184 0.08 $1,979,191
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,968,944 $1,968,944 0.08 $1,966,735
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,902,771 $1,902,771 0.08 $1,882,080
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,889,832 $1,898,117 $1,898,117 0.08 $1,890,252
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,737,032 $1,737,032 0.07 $1,700,694
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.35098% 25-MAY-2043, 6.35%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,634,853 $1,661,150 $1,661,150 0.07 $1,653,074
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 1,563,055 $1,566,710 $1,566,710 0.07 $1,565,157
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,529,147 $1,529,147 0.07 $1,508,160
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,462,792 $1,462,792 0.06 $1,441,511
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 $1,439,631 $1,439,631 0.06 $1,439,194
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,403,848 $1,403,848 0.06 $1,393,977
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.35098% 25-OCT-2044, 5.35%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,346,199 $1,351,657 $1,351,657 0.06 $1,346,054
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.39%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,318,367 $1,318,367 0.06 $1,315,376
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 1,305,045 $1,308,793 $1,308,793 0.06 $1,306,735
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,296,775 $1,296,775 0.06 $1,282,218
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,287,608 $1,287,608 0.06 $1,259,459
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,279,908 $1,279,908 0.05 $1,264,240
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,122,652 $1,122,652 0.05 $1,116,736
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,065,814 $1,065,814 0.05 $1,063,495
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,003,393 $1,003,393 0.04 $995,875
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 991,001 $994,755 $994,755 0.04 $993,350
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $897,693 $897,693 0.04 $895,997
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 864,545 $867,767 $867,767 0.04 $865,693
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $791,082 $791,082 0.03 $790,827
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $648,562 $648,562 0.03 $643,509
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $645,484 $645,484 0.03 $640,444
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.75%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $642,958 $642,958 0.03 $634,700
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $637,585 $637,585 0.03 $627,420
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $635,189 $635,189 0.03 $624,730
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $515,273 $515,273 0.02 $511,896
Vicinity Centres Trust|5.8614|06/27/2025, 5.86%, 06/27/25 VCXAU AZ2072983 - - 610,000 $392,760 $392,760 0.02 $389,263
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $382,355 $382,355 0.02 $382,091
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $350,341 $350,341 0.02 $347,121
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $100,982 $100,982 0.00 $99,808
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.20%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $98,094 $98,094 0.00 $96,632
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $95,001 $95,001 0.00 $93,735
CAN 10YR BOND FUT Mar25 MAR 25 CNH5 FUTURES_CAD - -184.00 $-16,042,919 $0 0.00 $0
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - -5,064 $-1,042,036,690 $0 0.00 $0
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - -400.00 $-42,728,125 $0 0.00 $0
EURO-SCHATZ FUT Mar25 MAR 25 DUH5 FUTURES_EUR - 3,100 $346,127,990 $0 0.00 $0
CAN 2YR BOND FUT Mar25 MAR 25 CVH5 FUTURES_CAD - 2,874 $213,159,806 $0 0.00 $0
AUST 3YR BOND FUT Mar25 MAR 25 YMH5 AU03Y 27H - -360.00 $-24,282,057 $0 0.00 $0
JABIL INC 0% 02/24/2025, 0.00%, 02/24/25 JBLPP 46652LPQ4 - - 39,050,000 $39,033,436 $39,033,436 1.67 $39,033,436
GLOBAL PAYMENTS INC 0% 02/24/2025, 0.00%, 02/24/25 GPN 37961CPQ9 - - 29,600,000 $29,587,822 $29,587,822 1.27 $29,587,822
SEGREGATED CASH SEGCASH - $0.00 13,801,846 $13,801,846 $13,801,846 0.59 $13,801,846
AUSTRALIAN DOLLARS AUD - - 17,057,542 $10,874,165 $10,874,165 0.47 $10,874,165
AUTONATION INC 0% 02/24/2025, 0.00%, 02/24/25 AUTONA 05330LPQ0 - - 7,000,000 $6,997,258 $6,997,258 0.30 $6,997,258
NEW ZEALAND DOLLAR NZD - - 6,474,313 $3,723,052 $3,723,052 0.16 $3,723,052
CANADIAN DOLLAR CAD - - 3,043,414 $2,142,721 $2,142,721 0.09 $2,142,721
BRITISH POUND GBP - - 256,654 $324,398 $324,398 0.01 $324,398
EURO EUR - - -1,769,200 $-1,849,698 $-1,849,698 -0.08 $-1,849,698
US DOLLARS USD MD_142224 - - -10,555,106 $-10,555,106 $-10,555,106 -0.45 $-10,555,106
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.40 $79,400,000
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.40 $-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 $18,765,426 $18,765,426 0.80 $18,765,426
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-18,765,426 $-18,765,426 -0.80 $-18,765,426
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $18,765,426 $18,765,426 0.80 $18,765,426
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-18,765,426 $-18,765,426 -0.80 $-18,765,426
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $36,489,781 $36,489,781 1.56 $36,489,781
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-36,489,781 $-36,489,781 -1.56 $-36,489,781
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,381,465 $18,381,465 0.79 $18,381,465
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,381,465 $-18,381,465 -0.79 $-18,381,465
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,306,467 $47,306,467 2.03 $47,306,467
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,306,467 $-47,306,467 -2.03 $-47,306,467
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $6,711,406 $6,711,406 0.29 $6,711,406
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-6,711,406 $-6,711,406 -0.29 $-6,711,406
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $28,177,437 $28,177,437 1.21 $28,177,437
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-28,177,437 $-28,177,437 -1.21 $-28,177,437
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,341,499 $43,341,499 1.86 $43,341,499
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,341,499 $-43,341,499 -1.86 $-43,341,499
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $61,271,550 $61,271,550 2.63 $61,271,550
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-61,271,550 $-61,271,550 -2.63 $-61,271,550
FX Forward|CAD|04/11/2025 +CADU - - -109,666,000 $-77,373,747 $-77,373,747 -3.32 $-77,373,747
FX Forward|USD|04/11/2025 +CADU - - 76,560,215 $76,560,215 $76,560,215 3.28 $76,560,215
FX Forward|GBP|04/11/2025 +GBPU - - -5,681,000 $-7,179,362 $-7,179,362 -0.31 $-7,179,362
FX Forward|USD|04/11/2025 +GBPU - - 7,001,605 $7,001,605 $7,001,605 0.30 $7,001,605
FX Forward|AUD|04/11/2025 +AUD2 - - -643,194,000 $-410,183,800 $-410,183,800 -17.58 $-410,183,800
FX Forward|USD|04/11/2025 +AUD2 - - 403,824,207 $403,824,207 $403,824,207 17.31 $403,824,207
FX Forward|JPY|02/28/2025 +JPY1 - - 18,980,000 $126,956 $126,956 0.01 $126,956
FX Forward|USD|02/28/2025 +JPY1 - - -123,281 $-123,281 $-123,281 -0.01 $-123,281
FX Forward|AUD|04/11/2025 +AUD2 - - -15,780,000 $-10,063,372 $-10,063,372 -0.43 $-10,063,372
FX Forward|USD|04/11/2025 +AUD2 - - 9,916,859 $9,916,859 $9,916,859 0.43 $9,916,859
FX Forward|EUR|04/11/2025 +EUR0 - - -11,616,738 $-12,174,880 $-12,174,880 -0.52 $-12,174,880
FX Forward|USD|04/11/2025 +EUR0 - - 12,017,882 $12,017,882 $12,017,882 0.52 $12,017,882
FX Forward|JPY|02/28/2025 +JPY2 - - 1,448,403,964 $9,688,254 $9,688,254 0.42 $9,688,254
FX Forward|USD|02/28/2025 +JPY2 - - -9,397,958 $-9,397,958 $-9,397,958 -0.40 $-9,397,958
FX Forward|JPY|02/28/2025 +JPY2 - - 284,209,046 $1,901,051 $1,901,051 0.08 $1,901,051
FX Forward|USD|02/28/2025 +JPY2 - - -1,879,592 $-1,879,592 $-1,879,592 -0.08 $-1,879,592
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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