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 03/28/2025)

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 $36,156,538 $36,156,538 1.43 $35,163,879
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $33,859,156 $33,859,156 1.34 $33,795,104
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,586,368 $31,586,368 1.25 $31,257,494
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,180,298 $25,180,298 1.00 $24,951,352
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,499,490 $24,499,490 0.96 $24,353,069
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,149,927 $24,149,927 0.95 $23,684,105
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,827,384 $23,827,384 0.94 $23,636,853
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,407,855 $23,407,855 0.92 $23,006,144
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,350,062 $23,350,062 0.92 $22,945,475
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $22,836,534 $22,836,534 0.90 $22,714,454
NOW Trust 2024-1 A 5.4901% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 35,845,144 $22,754,063 $22,754,063 0.89 $22,696,333
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,439,377 $22,439,377 0.88 $22,407,168
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,025,734 $22,025,734 0.86 $21,787,195
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $21,992,666 $21,992,666 0.86 $21,743,752
BX Trust 2025-ROIC A 5.46301% 15-FEB-2042, 5.46%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,942,858 $20,942,858 0.82 $20,891,817
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,823,332 $20,823,332 0.82 $20,243,404
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 $20,471,023 $20,471,023 0.80 $20,370,058
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 19,605,000 $20,133,539 $20,133,539 0.79 $19,767,824
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,114,561 $20,114,561 0.79 $20,025,726
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,995,107 $19,995,107 0.78 $19,484,392
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,588,475 $19,588,475 0.77 $19,505,323
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,326,141 $19,326,141 0.76 $19,291,421
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,223,594 $19,223,594 0.75 $18,994,015
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $18,974,006 $18,974,006 0.74 $18,974,006
NOW Trust 2025-1|5.2462|02/14/2034, 5.25%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 28,760,000 $18,114,482 $18,114,482 0.71 $18,114,482
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $17,959,749 $17,959,749 0.71 $17,797,617
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,770,966 $17,770,966 0.70 $17,331,532
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,669,294 $17,669,294 0.69 $17,562,474
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,616,899 $17,616,899 0.69 $17,500,454
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,592,123 $17,592,123 0.69 $17,240,240
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,259,695 $17,259,695 0.68 $17,151,544
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,114,002 $17,114,002 0.67 $17,073,103
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,070,820 $17,070,820 0.67 $17,037,386
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,829,145 $16,829,145 0.66 $16,371,992
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,718,625 $16,718,625 0.66 $16,575,417
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.85201% 25-OCT-2041, 5.84%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,542,077 $16,568,635 $16,568,635 0.65 $16,552,535
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,279,119 $16,279,119 0.64 $16,034,853
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,183,097 $16,183,097 0.64 $15,801,715
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,115,318 $16,115,318 0.63 $15,836,298
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $15,913,468 $15,913,468 0.62 $15,870,184
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,468,534 $15,468,534 0.61 $15,367,735
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,446,858 $15,446,858 0.61 $15,173,947
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,213,045 $15,213,045 0.60 $15,147,577
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,165,624 $15,165,624 0.60 $14,970,906
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,051,585 $15,051,585 0.59 $15,012,047
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,013,943 $15,013,943 0.59 $15,013,943
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,794,733 $14,794,733 0.58 $14,661,717
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,790,814 $14,790,814 0.58 $14,746,967
Plenti PL & Green ABS Trust 2024-2 A1 5.2675% 11-APR-2036, 5.27%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 23,375,027 $14,783,604 $14,783,604 0.58 $14,741,109
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,716,273 $14,716,273 0.58 $14,366,139
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,642,865 $14,642,865 0.57 $14,633,779
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,578,855 $14,578,855 0.57 $14,170,838
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,037,577 $14,037,577 0.55 $14,029,846
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,998,035 $13,998,035 0.55 $13,726,995
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,743,638 $13,743,638 0.54 $13,614,806
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,729,896 $13,729,896 0.54 $13,432,896
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,667,795 $13,667,795 0.54 $13,613,253
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,241,504 $13,241,504 0.52 $12,937,703
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,240,721 $13,240,721 0.52 $13,142,407
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 13,069,543 $13,150,173 $13,150,173 0.52 $13,128,440
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,148,910 $13,148,910 0.52 $12,848,672
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,125,577 $13,125,577 0.52 $13,101,087
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $13,090,033 $13,090,033 0.51 $12,971,516
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,024,234 $13,024,234 0.51 $12,875,932
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $12,982,054 $12,982,054 0.51 $12,927,408
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,975,157 $12,975,157 0.51 $12,853,458
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,900,081 $12,900,081 0.51 $12,857,285
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,891,246 $12,891,246 0.51 $12,837,915
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,760,606 $12,760,606 0.50 $12,739,905
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 12,600,000 $12,666,714 $12,666,714 0.50 $12,550,339
Macquarie Bank Limited FRN 28-MAY-2030, 7.02%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,583,126 $12,583,126 0.49 $12,508,814
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $12,562,009 $12,562,009 0.49 $12,018,864
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,411,046 $12,411,046 0.49 $12,218,671
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,313,193 $12,313,193 0.48 $12,211,822
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,260,838 $12,260,838 0.48 $12,186,043
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $12,177,999 $12,177,999 0.48 $11,971,929
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,019,138 $12,019,138 0.47 $11,753,318
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $11,980,736 $11,980,736 0.47 $11,953,640
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,875,708 $11,875,708 0.47 $11,618,983
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,600,925 $11,829,905 $11,829,905 0.46 $11,713,355
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,815,271 $11,815,271 0.46 $11,725,337
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,736,944 $11,736,944 0.46 $11,648,077
NRTH 2024-PARK Mortgage Trust A 5.96048% 15-MAR-2039, 5.96%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,441,450 $11,441,450 0.45 $11,411,250
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,383,630 $11,383,630 0.45 $11,343,297
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,379,302 $11,379,302 0.45 $11,159,740
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.54%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 17,780,292 $11,262,311 $11,262,311 0.44 $11,228,330
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,216,885 $11,216,885 0.44 $11,030,756
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,183,520 $11,183,520 0.44 $11,032,575
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,163,758 $11,163,758 0.44 $11,036,708
Suncorp Group Limited FRN 01-JUN-2037, 6.42%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,075,992 $11,075,992 0.43 $11,022,677
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $10,865,811 $10,865,811 0.43 $10,855,786
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48763% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,851,070 $10,840,674 $10,840,674 0.43 $10,830,745
Connecticut Avenue Securities Trust 2024-R06|5.93969|09/25/2044, 5.94%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,671,879 $10,671,879 0.42 $10,659,552
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,552,625 $10,552,625 0.41 $10,491,788
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 10,500,000 $10,540,370 $10,540,370 0.41 $10,523,020
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,494,873 $10,494,873 0.41 $10,216,435
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,372,958 $10,372,958 0.41 $10,212,509
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,281,415 $10,281,415 0.40 $10,167,850
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,254,986 $10,254,986 0.40 $10,242,223
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,234,025 $10,234,025 0.40 $10,092,409
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,220,669 $10,220,669 0.40 $10,120,153
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 10,250,000 $10,168,917 $10,168,917 0.40 $10,168,917
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,130,896 $10,130,896 0.40 $9,880,259
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 $10,030,178 $10,030,178 0.39 $10,021,158
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,830,239 $9,830,239 0.39 $9,654,775
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,815,312 $9,815,312 0.39 $9,757,354
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,839,340 $9,774,931 $9,774,931 0.38 $9,688,902
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,646,988 $9,646,988 0.38 $9,450,507
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,479,947 $9,479,947 0.37 $9,364,860
RESIMAC Bastille Trust 2024-1NC A2 5.4375% 13-SEP-2055, 5.44%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 14,785,103 $9,391,183 $9,391,183 0.37 $9,366,211
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,176,627 $9,176,627 0.36 $9,074,977
Westpac Banking Corporation FRN 10-JUL-2034, 6.09%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,161,663 $9,161,663 0.36 $9,041,349
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.41%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,103,619 $9,103,619 0.36 $9,008,730
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,865,650 $8,865,650 0.35 $8,859,218
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,609,343 $8,729,928 $8,729,928 0.34 $8,713,742
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,677,584 $8,677,584 0.34 $8,624,121
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 $8,672,595 $8,672,595 0.34 $8,664,582
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,668,822 $8,668,822 0.34 $8,560,971
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.40201% 25-JAN-2045, 5.39%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 8,616,070 $8,599,737 $8,599,737 0.34 $8,591,997
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,482,005 $8,482,005 0.33 $8,400,836
Metro Finance 2024-1 Trust|5.3386|09/17/2030, 5.34%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 13,360,752 $8,456,353 $8,456,353 0.33 $8,439,121
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,334,278 $8,334,278 0.33 $8,098,143
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,312,916 $8,312,916 0.33 $8,301,934
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,241,197 $8,241,197 0.32 $8,042,827
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,182,301 $8,182,301 0.32 $8,095,469
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,159,015 $8,159,015 0.32 $8,117,992
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,071,006 $8,071,006 0.32 $7,978,258
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $7,931,308 $7,931,308 0.31 $7,904,537
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,859,551 $7,859,551 0.31 $7,821,218
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,845,198 $7,845,198 0.31 $7,731,213
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,796,591 $7,796,591 0.31 $7,760,867
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,784,368 $7,784,368 0.31 $7,781,230
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $7,762,085 $7,762,085 0.30 $7,708,262
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,593,779 $7,593,779 0.30 $7,525,549
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,554,904 $7,554,904 0.30 $7,384,126
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,546,974 $7,546,974 0.30 $7,473,180
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,346,505 $7,346,505 0.29 $7,292,077
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,287,662 $7,287,662 0.29 $7,251,571
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,222,910 $7,222,910 0.28 $7,072,760
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,150,915 $7,150,915 0.28 $7,093,690
BMW US Capital LLC FRN 01-APR-2025, 5.55%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,120,410 $7,120,410 0.28 $7,025,123
Nordea Bank Abp FRN 06-JUN-2025, 5.37%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,959,893 $6,959,893 0.27 $6,934,487
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90201% 25-OCT-2041, 5.89%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,901,725 $6,914,064 $6,914,064 0.27 $6,907,289
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,882,473 $6,882,473 0.27 $6,876,656
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,847,569 $6,847,569 0.27 $6,817,229
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,840,112 $6,840,112 0.27 $6,831,129
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,835,025 $6,835,025 0.27 $6,682,400
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,633,813 $6,633,813 0.26 $6,599,375
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,580,242 $6,580,242 0.26 $6,520,646
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,503,068 $6,503,068 0.26 $6,488,725
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,481,835 $6,481,835 0.25 $6,433,538
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,444,918 $6,444,918 0.25 $6,384,630
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,420,364 $6,420,364 0.25 $6,317,768
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,331,274 $6,331,274 0.25 $6,321,407
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,313,083 $6,313,083 0.25 $6,267,076
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,267,280 $6,267,280 0.25 $6,072,024
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,228,157 $6,228,157 0.24 $6,183,360
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,173,311 $6,173,311 0.24 $6,114,089
Westpac Banking Corporation FRN 03-APR-2034, 6.30%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,150,554 $6,150,554 0.24 $6,060,702
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,936,936 $5,936,936 0.23 $5,859,200
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,929,829 $5,929,829 0.23 $5,903,774
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,851,261 $5,851,261 0.23 $5,754,144
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,837,611 $5,837,611 0.23 $5,742,288
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,834,343 $5,834,343 0.23 $5,724,499
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,627,451 $5,627,451 0.22 $5,616,621
BX Commercial Mortgage Trust 2024-AIRC A 6.01024% 15-AUG-2041, 6.01%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,618,872 $5,618,872 0.22 $5,603,913
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,567,435 $5,567,435 0.22 $5,434,268
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,519,277 $5,519,277 0.22 $5,482,255
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,492,854 $5,492,854 0.22 $5,479,296
Liberty Series 2024-1 Auto A 5.2925% 25-MAY-2032, 5.30%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 8,613,082 $5,441,350 $5,441,350 0.21 $5,436,627
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,436,019 $5,436,019 0.21 $5,385,306
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,209,054 $5,209,054 0.20 $5,097,610
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,185,618 $5,185,618 0.20 $5,156,325
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $4,999,276 $4,999,276 0.20 $4,996,581
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 $4,940,314 $4,940,314 0.19 $4,928,303
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $4,793,423 $4,793,423 0.19 $4,720,828
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,743,726 $4,743,726 0.19 $4,671,458
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 $4,705,159 $4,705,159 0.18 $4,700,904
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 $4,690,806 $4,690,806 0.18 $4,664,135
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,662,257 $4,662,257 0.18 $4,599,289
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,645,189 $4,645,189 0.18 $4,645,189
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,563,207 $4,563,207 0.18 $4,511,321
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 $4,502,581 $4,502,581 0.18 $4,497,846
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,445,435 $4,445,435 0.17 $4,372,925
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,424,939 $4,424,939 0.17 $4,415,388
Insurance Australia Group Limited FRN 15-JUN-2045, 6.46%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,259,275 $4,259,275 0.17 $4,248,766
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,244,634 $4,244,634 0.17 $4,190,602
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45201% 25-JAN-2045, 5.44%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,163,011 $4,158,049 $4,158,049 0.16 $4,154,278
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,144,130 $4,144,130 0.16 $4,038,497
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,105,913 $4,105,913 0.16 $4,079,844
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 $4,089,523 $4,089,523 0.16 $4,085,647
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 $4,052,713 $4,052,713 0.16 $4,048,805
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $4,018,622 $4,018,622 0.16 $3,960,940
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,673,839 $3,698,062 $3,698,062 0.15 $3,690,043
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,695,798 $3,695,798 0.15 $3,627,584
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,690,858 $3,690,858 0.14 $3,658,539
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,581,818 $3,581,818 0.14 $3,579,809
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.65201% 25-AUG-2042, 6.64%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,495,641 $3,556,054 $3,556,054 0.14 $3,552,830
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,488,847 $3,546,596 $3,546,596 0.14 $3,537,787
Wells Fargo & Company FRN 25-APR-2026, 5.88%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,545,544 $3,545,544 0.14 $3,509,695
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,488,847 $3,533,145 $3,533,145 0.14 $3,524,110
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,460,000 $3,460,000 0.14 $3,443,823
Connecticut Avenue Securities Trust 2025-R02 1M1 5.50201% 25-FEB-2045, 5.49%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,378,154 $3,376,048 $3,376,048 0.13 $3,372,959
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,346,692 $3,346,692 0.13 $3,332,889
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,331,613 $3,331,613 0.13 $3,322,034
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,326,234 $3,326,234 0.13 $3,241,447
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,291,143 $3,291,143 0.13 $3,256,943
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 $3,089,198 $3,089,198 0.12 $3,086,346
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,041,599 $3,041,599 0.12 $3,019,633
Suncorp Group Limited FRN 01-DEC-2038, 6.77%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,938,684 $2,938,684 0.12 $2,923,974
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45201% 25-FEB-2044, 5.44%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,885,543 $2,884,190 $2,884,190 0.11 $2,881,574
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,824,756 $2,847,713 $2,847,713 0.11 $2,841,473
PlentiAutoABS Tr.25.1 N25.33.A, 5.19%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,308,173 $2,723,004 $2,723,004 0.11 $2,715,673
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,619,264 $2,619,264 0.10 $2,612,574
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,544,501 $2,613,871 $2,613,871 0.10 $2,582,312
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,259,340 $2,259,340 0.09 $2,236,373
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,121,937 $2,121,937 0.08 $2,107,728
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 $2,095,802 $2,095,802 0.08 $2,093,851
Connecticut Avenue Securities Trust 2023-R06 1M1 6.05201% 25-JUL-2043, 6.04%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,052,443 $2,060,532 $2,060,532 0.08 $2,058,466
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,009,276 $2,009,276 0.08 $2,008,702
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,001,398 $2,001,398 0.08 $1,956,561
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,985,232 $1,985,232 0.08 $1,972,806
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $1,967,392 $1,967,392 0.08 $1,956,811
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 $1,942,946 $1,942,946 0.08 $1,940,951
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,890,310 $1,890,310 0.07 $1,887,014
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,707,688 $1,707,688 0.07 $1,702,843
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.34%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,702,804 $1,701,392 $1,701,392 0.07 $1,699,876
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.35201% 25-MAY-2043, 6.34%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,540,960 $1,555,427 $1,555,427 0.06 $1,553,799
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,495,770 $1,495,770 0.06 $1,488,451
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 $1,453,870 $1,453,870 0.06 $1,449,390
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,453,295 $1,453,295 0.06 $1,423,906
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,410,140 $1,410,140 0.06 $1,397,122
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.29%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,305,831 $1,305,831 0.05 $1,301,361
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,293,114 $1,293,114 0.05 $1,257,192
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,292,950 $1,292,950 0.05 $1,270,694
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,280,735 $1,280,735 0.05 $1,279,812
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 $1,188,715 $1,188,715 0.05 $1,187,656
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,120,028 $1,120,028 0.04 $1,111,299
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,060,475 $1,060,475 0.04 $1,052,838
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $1,004,114 $1,004,114 0.04 $978,867
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $988,564 $988,564 0.04 $987,331
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $890,863 $890,863 0.03 $884,999
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 886,761 $889,517 $889,517 0.03 $887,168
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 836,724 $840,165 $840,165 0.03 $838,056
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 824,536 $827,328 $827,328 0.03 $825,016
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $812,640 $812,640 0.03 $810,852
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $646,298 $646,298 0.03 $639,272
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $640,567 $640,567 0.03 $632,420
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $633,516 $633,516 0.02 $620,308
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $627,487 $627,487 0.02 $625,913
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $623,056 $623,056 0.02 $621,687
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 536,842 $538,900 $538,900 0.02 $536,968
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $511,450 $511,450 0.02 $505,266
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $379,382 $379,382 0.01 $377,599
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $348,732 $348,732 0.01 $344,776
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $101,446 $101,446 0.00 $99,953
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $95,754 $95,754 0.00 $95,245
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $94,776 $94,776 0.00 $93,162
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -5,139 $-1,064,696,417 $0 0.00 $0
CAN 10YR BOND FUT Jun25 JUN 25 CNM5 FUTURES_CAD - -186.00 $-16,151,775 $0 0.00 $0
CAN 2YR BOND FUT Jun25 JUN 25 CVM5 FUTURES_CAD - 2,634 $195,166,436 $0 0.00 $0
EURO-SCHATZ FUT Jun25 JUN 25 DUM5 FUTURES_EUR - 1,112 $128,752,067 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - -382.00 $-41,327,625 $0 0.00 $0
AUST 3YR BOND FUT Jun25 JUN 25 YMM5 AU03Y 28M - -284.00 $-19,014,500 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 03/31/2025, 0.00%, 03/31/25 GPN 37961CQX3 - - 76,950,000 $76,918,335 $76,918,335 3.02 $76,918,335
JABIL INC 0% 03/31/2025, 0.00%, 03/31/25 JBLPP 46652LQX8 - - 43,750,000 $43,731,279 $43,731,279 1.72 $43,731,279
CROWN CASTLE INC 0% 04/01/2025, 0.00%, 04/01/25 CRWNCI 22823PR13 - - 35,000,000 $34,981,222 $34,981,222 1.37 $34,981,222
CONAGRA BRANDS INC 0% 04/01/2025, 0.00%, 04/01/25 CAGPP 20600GR16 - - 34,900,000 $34,881,835 $34,881,835 1.37 $34,881,835
AUTONATION INC 0% 03/31/2025, 0.00%, 03/31/25 AUTONA 05330LQX4 - - 22,050,000 $22,040,807 $22,040,807 0.87 $22,040,807
BROOKFIELD BRP HOLDINGS CANADA INC 0% 04/09/2025, 0.00%, 04/09/25 BRPCP 11284WR96 - - 21,750,000 $21,717,064 $21,717,064 0.85 $21,717,064
ENTERGY CORP 0% 04/01/2025, 0.00%, 04/01/25 ETRCP 29366ER16 - - 17,900,000 $17,890,991 $17,890,991 0.70 $17,890,991
AIR LEASE CORP 0% 04/02/2025, 0.00%, 04/02/25 AL 00913WR23 - - 14,000,000 $13,990,770 $13,990,770 0.55 $13,990,770
ENBRIDGE US INC 0% 03/31/2025, 0.00%, 03/31/25 ENBUS 29251UQX9 - - 13,550,000 $13,544,898 $13,544,898 0.53 $13,544,898
CONSTELLATION BRANDS INC 0% 04/03/2025, 0.00%, 04/03/25 STZ 21037CR32 - - 12,000,000 $11,990,377 $11,990,377 0.47 $11,990,377
SEGREGATED CASH SEGCASH - $0.00 11,367,860 $11,367,860 $11,367,860 0.45 $11,367,860
BROOKFIELD BRP HOLDINGS CANADA INC 0% 04/08/2025, 0.00%, 04/08/25 BRPCP 11284WR88 - - 9,250,000 $9,237,167 $9,237,167 0.36 $9,237,167
AUSTRALIAN DOLLARS AUD - - 13,359,484 $8,414,469 $8,414,469 0.33 $8,414,469
CANADIAN DOLLAR CAD - - 9,203,971 $6,444,004 $6,444,004 0.25 $6,444,004
NEW ZEALAND DOLLAR NZD - - 7,506,188 $4,299,914 $4,299,914 0.17 $4,299,914
BRITISH POUND GBP - - 256,828 $332,373 $332,373 0.01 $332,373
EURO EUR - - -42,966 $-46,502 $-46,502 0.00 $-46,502
US DOLLARS USD MD_142224 - - -130,044,796 $-130,044,796 $-130,044,796 -5.11 $-130,044,796
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.12 $79,400,000
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.12 $-79,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $18,693,617 $18,693,617 0.73 $18,693,617
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-18,693,617 $-18,693,617 -0.73 $-18,693,617
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $18,693,617 $18,693,617 0.73 $18,693,617
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-18,693,617 $-18,693,617 -0.73 $-18,693,617
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $36,350,148 $36,350,148 1.43 $36,350,148
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-36,350,148 $-36,350,148 -1.43 $-36,350,148
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,311,126 $18,311,126 0.72 $18,311,126
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,311,126 $-18,311,126 -0.72 $-18,311,126
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,125,443 $47,125,443 1.85 $47,125,443
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,125,443 $-47,125,443 -1.85 $-47,125,443
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $6,685,723 $6,685,723 0.26 $6,685,723
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-6,685,723 $-6,685,723 -0.26 $-6,685,723
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $28,069,613 $28,069,613 1.10 $28,069,613
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-28,069,613 $-28,069,613 -1.10 $-28,069,613
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,175,647 $43,175,647 1.69 $43,175,647
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,175,647 $-43,175,647 -1.69 $-43,175,647
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $61,037,086 $61,037,086 2.40 $61,037,086
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-61,037,086 $-61,037,086 -2.40 $-61,037,086
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 1,909 $1,843,712,200 $0 0.00 $0
Three-Month SOFR Futures DEC 25 SFRZ5 FUTURES_USD - -1,909 $-1,839,798,750 $0 0.00 $0
FX Forward|CAD|04/11/2025 +CADU - - -109,666,000 $-76,823,200 $-76,823,200 -3.02 $-76,823,200
FX Forward|USD|04/11/2025 +CADU - - 76,560,215 $76,560,215 $76,560,215 3.01 $76,560,215
FX Forward|GBP|04/11/2025 +GBPU - - -5,681,000 $-7,351,800 $-7,351,800 -0.29 $-7,351,800
FX Forward|USD|04/11/2025 +GBPU - - 7,001,605 $7,001,605 $7,001,605 0.27 $7,001,605
FX Forward|AUD|04/11/2025 +AUD2 - - -643,194,000 $-405,149,665 $-405,149,665 -15.90 $-405,149,665
FX Forward|USD|04/11/2025 +AUD2 - - 403,824,207 $403,824,207 $403,824,207 15.85 $403,824,207
FX Forward|AUD|04/11/2025 +AUD2 - - -15,780,000 $-9,939,865 $-9,939,865 -0.39 $-9,939,865
FX Forward|USD|04/11/2025 +AUD2 - - 9,916,859 $9,916,859 $9,916,859 0.39 $9,916,859
FX Forward|EUR|04/11/2025 +EUR0 - - -11,616,738 $-12,580,588 $-12,580,588 -0.49 $-12,580,588
FX Forward|USD|04/11/2025 +EUR0 - - 12,017,882 $12,017,882 $12,017,882 0.47 $12,017,882
FX Forward|CAD|04/11/2025 +CADU - - 10,110,000 $7,082,255 $7,082,255 0.28 $7,082,255
FX Forward|USD|04/11/2025 +CADU - - -7,017,764 $-7,017,764 $-7,017,764 -0.28 $-7,017,764
FX Forward|AUD|04/11/2025 +AUDU - - 17,500,000 $11,023,298 $11,023,298 0.43 $11,023,298
FX Forward|USD|04/11/2025 +AUDU - - -11,003,708 $-11,003,708 $-11,003,708 -0.43 $-11,003,708
FX Forward|GBP|04/11/2025 +GBPU - - -3,701,950 $-4,790,705 $-4,790,705 -0.19 $-4,790,705
FX Forward|USD|04/11/2025 +GBPU - - 4,808,785 $4,808,785 $4,808,785 0.19 $4,808,785
FX Forward|EUR|04/22/2025 +EUR0 - - -18,672,427 $-20,235,531 $-20,235,531 -0.79 $-20,235,531
FX Forward|USD|04/22/2025 +EUR0 - - 20,445,000 $20,445,000 $20,445,000 0.80 $20,445,000
FX Forward|AUD|04/11/2025 +AUD2 - - -28,760,000 $-18,116,003 $-18,116,003 -0.71 $-18,116,003
FX Forward|USD|04/11/2025 +AUD2 - - 18,133,772 $18,133,772 $18,133,772 0.71 $18,133,772
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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