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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of December 20, 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 $35,629,415 $35,629,415 1.51 $35,171,265
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,202,470 $34,202,470 1.45 $33,734,393
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,756,113 $31,756,113 1.35 $31,077,008
NOW Trust 2024-1 A 5.7166% 14-JUN-2032, 5.73%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 40,536,282 $25,436,107 $25,436,107 1.08 $25,408,282
Bank of America Corporation 1.319% 19-JUN-2026, 1.32%, 06/19/26 BAC 06051GJD2 - - 25,135,000 $24,701,164 $24,701,164 1.04 $24,697,480
Bank Australia Limited FRN 21-FEB-2028, 6.08%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,329,954 $24,329,954 1.03 $24,202,689
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,953,069 $23,953,069 1.01 $23,498,969
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $23,833,594 $23,833,594 1.00 $23,698,573
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,106,520 $23,106,520 0.97 $23,065,980
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAA9 - - 22,400,000 $22,998,078 $22,998,078 0.97 $22,597,927
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $22,825,099 $22,825,099 0.96 $22,712,052
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,247,602 $22,247,602 0.94 $22,127,353
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,169,285 $22,169,285 0.93 $21,683,149
Freddie Mac Multiclass Certificates, Series 5440 WF 5.88403% 25-AUG-2054, 5.88%, 08/25/54 FHR 5440 3137HDZQ6 - - 20,342,989 $20,530,128 $20,530,128 0.87 $20,434,046
AerCap Ireland Capital DAC 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,460,130 $20,460,130 0.86 $20,221,129
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,338,908 $20,338,908 0.86 $19,998,885
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 $20,107,362 $20,107,362 0.85 $20,028,834
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,662,959 $19,662,959 0.83 $19,467,024
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,391,482 $19,391,482 0.82 $19,234,216
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,344,649 $19,344,649 0.82 $19,129,819
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,272,576 $19,272,576 0.81 $18,791,835
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,517,705 $17,517,705 0.74 $17,431,232
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $17,508,336 $17,508,336 0.74 $17,467,899
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DH5 - - 16,850,000 $17,371,171 $17,371,171 0.73 $17,218,834
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,328,077 $17,328,077 0.73 $17,077,569
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,248,924 $17,248,924 0.73 $17,160,281
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,160,692 $17,160,692 0.72 $16,955,908
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 6.23403% 25-OCT-2041, 6.23%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,901,816 $17,087,467 $17,087,467 0.72 $17,005,515
Plenti PL & Green ABS Trust 2024-2 A1 5.495% 11-APR-2036, 5.50%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 27,242,715 $17,050,637 $17,050,637 0.72 $17,019,889
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,595,153 $16,595,153 0.70 $16,409,522
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,414,908 $16,414,908 0.69 $16,389,636
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,107,545 $16,107,545 0.68 $15,864,673
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,884,965 $15,884,965 0.67 $15,738,649
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $15,879,397 $15,879,397 0.67 $15,767,480
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $15,854,404 $15,854,404 0.67 $15,753,546
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,386,202 $15,386,202 0.65 $15,135,619
National Australia Bank Limited FRN 18-NOV-2030, 6.06%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,382,149 $15,382,149 0.65 $15,293,960
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,222,359 $15,222,359 0.64 $15,002,705
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,139,207 $15,139,207 0.64 $15,053,325
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,919,333 $14,919,333 0.63 $14,686,254
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $14,852,432 $14,852,432 0.63 $14,844,796
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,525,148 $14,525,148 0.61 $14,448,326
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,479,346 $14,479,346 0.61 $14,393,159
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,124,338 $14,124,338 0.60 $13,956,199
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,805,832 $13,805,832 0.58 $13,523,896
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,761,636 $13,761,636 0.58 $13,711,945
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,729,035 $13,729,035 0.58 $13,506,829
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,461,093 $13,461,093 0.57 $13,379,693
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 21,414,614 $13,403,686 $13,403,686 0.56 $13,378,329
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,121,404 $13,121,404 0.55 $13,036,888
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,106,037 $13,106,037 0.55 $12,816,330
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,066,915 $13,066,915 0.55 $12,862,906
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,012,163 $13,012,163 0.55 $12,944,017
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $12,982,116 $12,982,116 0.55 $12,879,480
American Express Company FRN 04-MAR-2025, 5.84%, 03/04/25 AXP 025816CR8 - - 12,900,000 $12,947,461 $12,947,461 0.55 $12,911,880
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,914,394 $12,914,394 0.54 $12,723,944
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,910,157 $12,910,157 0.54 $12,868,281
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,867,268 $12,867,268 0.54 $12,775,706
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,843,974 $12,843,974 0.54 $12,695,574
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,838,413 $12,838,413 0.54 $12,736,415
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,710,675 $12,710,675 0.54 $12,310,737
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,517,351 $12,517,351 0.53 $12,455,776
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,421,774 $12,421,774 0.52 $12,177,085
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.90%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,162,360 $12,162,360 0.51 $12,099,188
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,097,138 $12,097,138 0.51 $11,931,176
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $12,017,614 $12,017,614 0.51 $11,925,639
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $11,986,159 $11,986,159 0.51 $11,874,514
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,886,006 $11,886,006 0.50 $11,638,725
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,630,000 $11,800,959 $11,800,959 0.50 $11,697,748
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,795,303 $11,795,303 0.50 $11,608,336
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,785,178 $11,785,178 0.50 $11,701,528
Connecticut Avenue Securities Trust 2024-R01 1M1 5.78403% 25-JAN-2044, 5.78%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 11,706,312 $11,768,324 $11,768,324 0.50 $11,715,660
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,673,718 $11,673,718 0.49 $11,592,930
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 11,575,000 $11,615,445 $11,615,445 0.49 $11,590,157
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 11,581,162 $11,594,320 $11,594,320 0.49 $11,589,067
NRTH 2024-PARK Mortgage Trust A 6.03839% 15-MAR-2039, 6.04%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,466,639 $11,466,639 0.48 $11,453,254
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,391,427 $11,391,427 0.48 $11,077,622
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,327,547 $11,327,547 0.48 $11,229,190
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,059,502 $11,059,502 0.47 $11,001,100
Suncorp Group Limited FRN 01-JUN-2037, 6.74%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,005,485 $11,005,485 0.46 $10,963,839
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 11,150,000 $11,003,266 $11,003,266 0.46 $10,839,392
Kiwibank Limited FRN 23-SEP-2025, 5.13%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $10,907,241 $10,907,241 0.46 $10,769,611
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $10,893,636 $10,893,636 0.46 $10,859,784
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,485,191 $10,485,191 0.44 $10,434,632
RESIMAC Bastille Trust 2024-1NC A2 5.6732% 13-SEP-2055, 5.67%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 16,703,151 $10,479,222 $10,479,222 0.44 $10,463,011
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,361,047 $10,361,047 0.44 $10,120,106
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,339,434 $10,339,434 0.44 $10,076,855
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,307,539 $10,307,539 0.43 $10,179,148
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,292,512 $10,292,512 0.43 $10,148,505
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,212,239 $10,212,239 0.43 $10,200,130
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $9,989,207 $9,989,207 0.42 $9,975,972
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,947,121 $9,947,121 0.42 $9,867,057
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,914,000 $9,914,000 0.42 $9,730,975
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,864,000 $9,675,603 $9,675,603 0.41 $9,599,421
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,628,840 $9,628,840 0.41 $9,552,747
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,622,562 $9,622,562 0.41 $9,544,799
BX Trust 2024-VLT4 A 6.100695% 15-JUN-2041, 6.10%, 07/15/29 BX 05612TAA3 - - 9,558,713 $9,614,740 $9,614,740 0.41 $9,603,401
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,519,428 $9,519,428 0.40 $9,451,315
Metro Finance 2024-1 Trust|5.5575|09/17/2030, 5.56%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 15,209,805 $9,517,000 $9,517,000 0.40 $9,509,766
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.93403% 25-AUG-2044, 5.93%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 9,451,496 $9,504,362 $9,504,362 0.40 $9,460,740
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,495,481 $9,495,481 0.40 $9,315,178
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,319,440 $9,319,440 0.39 $9,072,003
Westpac Banking Corporation FRN 10-JUL-2034, 6.09%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,111,856 $9,111,856 0.38 $9,001,467
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 6.03%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,111,786 $9,111,786 0.38 $9,018,540
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,813,675 $8,896,799 $8,896,799 0.37 $8,892,280
AerCap Ireland Capital DAC 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,784,703 $8,784,703 0.37 $8,560,486
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,776,763 $8,776,763 0.37 $8,682,426
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.59%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,616,564 $8,616,564 0.36 $8,567,123
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,520,571 $8,520,571 0.36 $8,346,960
New Zealand 4.5% 15-MAY-2035, 4.50%, 05/15/35 NZGB 9QW6UOXX3 - - 15,075,000 $8,441,089 $8,441,089 0.36 $8,401,326
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,181,509 $8,181,509 0.34 $8,143,167
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,138,222 $8,138,222 0.34 $7,949,204
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,065,904 $8,065,904 0.34 $7,989,799
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,924,936 $7,924,936 0.33 $7,712,564
Commonwealth Bank of Australia FRN 10-SEP-2030, 6.22%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $7,883,376 $7,883,376 0.33 $7,866,072
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,861,311 $7,861,311 0.33 $7,754,645
Connecticut Avenue Securities, Series 2021-R01 1M2 6.28403% 25-OCT-2041, 6.28%, 10/25/41 CAS 2021-R01 20754RAB2 - - 7,780,868 $7,856,748 $7,856,748 0.33 $7,818,719
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,828,378 $7,828,378 0.33 $7,739,460
Macquarie Bank Limited FRN 01-MAR-2034, 6.35%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,731,673 $7,731,673 0.33 $7,705,188
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,500,047 $7,500,047 0.32 $7,434,050
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,465,614 $7,465,614 0.31 $7,392,709
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,331,522 $7,331,522 0.31 $7,268,903
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,225,343 $7,225,343 0.30 $7,081,221
BMW US Capital LLC FRN 01-APR-2025, 5.70%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,125,063 $7,125,063 0.30 $7,032,744
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,105,173 $7,105,173 0.30 $7,057,923
Nordea Bank Abp FRN 06-JUN-2025, 5.84%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,963,443 $6,963,443 0.29 $6,945,220
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,928,033 $6,928,033 0.29 $6,842,719
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,805,868 $6,805,868 0.29 $6,783,618
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,724,097 $6,724,097 0.28 $6,671,187
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,669,332 $6,669,332 0.28 $6,560,579
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.08%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,557,650 $6,557,650 0.28 $6,504,336
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,487,499 $6,487,499 0.27 $6,354,146
Santander Bank Auto Credit-Linked Notes Series 2024-B|4.965|01/18/2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,486,100 $6,486,100 0.27 $6,481,618
Liberty Series 2024-1 Auto A 5.5254% 25-MAY-2032, 5.53%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 10,229,002 $6,423,170 $6,423,170 0.27 $6,396,083
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,400,853 $6,400,853 0.27 $6,279,395
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,384,106 $6,384,106 0.27 $6,300,689
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,346,036 $6,346,036 0.27 $6,341,486
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,313,938 $6,313,938 0.27 $6,297,134
Westpac Banking Corporation FRN 03-APR-2034, 6.30%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,120,900 $6,120,900 0.26 $6,037,922
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,099,159 $6,099,159 0.26 $6,095,806
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $5,997,500 $5,997,500 0.25 $5,889,619
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAC5 - - 5,790,000 $5,902,413 $5,902,413 0.25 $5,805,141
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,761,176 $5,761,176 0.24 $5,752,183
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,723,825 $5,723,825 0.24 $5,679,871
BX Commercial Mortgage Trust 2024-AIRC A 6.30024% 15-AUG-2041, 6.09%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,649,532 $5,649,532 0.24 $5,642,902
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.83403% 25-DEC-2031, 5.83%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 5,557,194 $5,598,294 $5,598,294 0.24 $5,573,078
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,578,000 $5,578,000 0.24 $5,517,232
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,477,380 $5,477,380 0.23 $5,426,810
Insurance Australia Group Limited FRN 15-DEC-2036, 6.87%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,466,420 $5,466,420 0.23 $5,458,381
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.73403% 25-JUN-2043, 6.73%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 5,402,619 $5,451,499 $5,451,499 0.23 $5,423,202
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,449,382 $5,449,382 0.23 $5,334,692
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,438,710 $5,438,710 0.23 $5,432,177
Athene Global Funding 1.716% 07-JAN-2025, 1.72%, 01/07/25 ATH 04685A3F6 - - 5,156,000 $5,189,791 $5,189,791 0.22 $5,148,993
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,148,681 $5,148,681 0.22 $5,124,606
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,123,795 $5,123,795 0.22 $5,092,656
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 4,940,000 $5,094,827 $5,094,827 0.21 $4,959,148
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 $4,889,330 $4,889,330 0.21 $4,879,638
Connecticut Avenue Securities Trust 2023-R01 1M1 7.13403% 25-DEC-2042, 7.13%, 12/25/42 CAS 2023-R01 207932AA2 - - 4,691,191 $4,842,833 $4,842,833 0.20 $4,816,834
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,727,981 $4,727,981 0.20 $4,652,709
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 6.08403% 25-FEB-2044, 6.08%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,686,527 $4,718,599 $4,718,599 0.20 $4,696,422
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,686,287 $4,686,287 0.20 $4,658,562
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,583,041 $4,583,041 0.19 $4,578,289
Macquarie Bank Limited FRN 17-JUN-2031, 5.97%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,389,410 $4,389,410 0.18 $4,385,132
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,362,061 $4,362,061 0.18 $4,352,514
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,243,042 $4,243,042 0.18 $4,133,647
Insurance Australia Group Limited FRN 15-JUN-2045, 6.69%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,234,998 $4,234,998 0.18 $4,228,829
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,124,150 $4,124,150 0.17 $4,053,154
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,085,737 $4,085,737 0.17 $4,048,413
Santander Bank Auto Credit-Linked Notes Series 2024-B|4.911|01/18/2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 4,000,000 $3,993,194 $3,993,194 0.17 $3,990,465
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,912,985 $3,959,584 $3,959,584 0.17 $3,954,644
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,912,985 $3,958,789 $3,958,789 0.17 $3,953,723
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 7.03403% 25-AUG-2042, 7.03%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,746,633 $3,848,056 $3,848,056 0.16 $3,827,558
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,731,906 $3,731,906 0.16 $3,650,510
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,624,317 $3,624,317 0.15 $3,599,512
Wells Fargo & Company FRN 25-APR-2026, 6.68%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,546,063 $3,546,063 0.15 $3,511,658
Connecticut Avenue Securities Trust 2024-R02 1M1 5.83403% 25-FEB-2044, 5.83%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,463,107 $3,478,614 $3,478,614 0.15 $3,462,900
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,534,175 $3,432,515 $3,432,515 0.14 $3,419,459
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.93403% 25-MAY-2044, 5.93%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,378,869 $3,406,161 $3,406,161 0.14 $3,390,567
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M1A 6.83403% 25-MAR-2043, 6.83%, 03/25/43 STACR 2023-DNA1 35564KP37 - - 3,254,537 $3,316,033 $3,316,033 0.14 $3,298,756
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,315,457 $3,315,457 0.14 $3,244,357
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,313,118 $3,313,118 0.14 $3,303,808
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.15%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,302,254 $3,302,254 0.14 $3,297,359
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,282,840 $3,282,840 0.14 $3,245,533
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 3,148,255 $3,152,071 $3,152,071 0.13 $3,148,594
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,046,084 $3,046,084 0.13 $2,998,387
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 2,960,740 $2,972,068 $2,972,068 0.13 $2,968,147
Suncorp Group Limited FRN 01-DEC-2038, 7.09%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,932,312 $2,932,312 0.12 $2,920,850
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,715,952 $2,798,387 $2,798,387 0.12 $2,768,248
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 2,699,000 $2,783,062 $2,783,062 0.12 $2,721,847
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,570,957 $2,570,957 0.11 $2,565,754
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 7.82039% 25-APR-2043, 7.23%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,381,578 $2,442,838 $2,442,838 0.10 $2,429,439
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.98403% 25-MAR-2044, 5.98%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,396,648 $2,411,136 $2,411,136 0.10 $2,399,981
Connecticut Avenue Securities Trust 2023-R06 1M1 6.43403% 25-JUL-2043, 6.43%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,369,552 $2,391,204 $2,391,204 0.10 $2,379,346
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.73%, 07/25/44 CAS 2024-R05 20754XAB9 - - 2,368,992 $2,381,066 $2,381,066 0.10 $2,370,500
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 2,329,005 $2,338,054 $2,338,054 0.10 $2,334,789
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,198,060 $2,198,060 0.09 $2,188,661
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.58%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,160,913 $2,186,833 $2,186,833 0.09 $2,175,767
Westpac Banking Corporation FRN 11-NOV-2027, 5.60%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,103,012 $2,103,012 0.09 $2,090,353
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.87%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,056,986 $2,056,986 0.09 $2,054,672
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,992,275 $1,992,275 0.08 $1,957,205
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $1,988,527 $1,988,527 0.08 $1,980,022
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $1,968,687 $1,968,687 0.08 $1,937,287
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $1,952,576 $1,952,576 0.08 $1,933,919
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,843,923 $1,843,923 0.08 $1,830,999
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.73403% 25-MAY-2043, 6.73%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,730,467 $1,757,985 $1,757,985 0.07 $1,748,922
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,720,692 $1,720,692 0.07 $1,697,788
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.73403% 25-OCT-2044, 5.73%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,642,250 $1,649,351 $1,649,351 0.07 $1,642,027
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 1,535,469 $1,542,765 $1,542,765 0.07 $1,539,344
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,484,364 $1,484,364 0.06 $1,479,042
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 $1,430,091 $1,430,091 0.06 $1,426,476
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,408,146 $1,408,146 0.06 $1,402,221
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,390,875 $1,390,875 0.06 $1,386,195
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 1,314,368 $1,320,226 $1,320,226 0.06 $1,318,570
Credabl ABS 2024-1 Trust|6.515|05/11/2045, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,289,886 $1,289,886 0.05 $1,287,129
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,275,979 $1,275,979 0.05 $1,260,644
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,264,740 $1,264,740 0.05 $1,259,932
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,257,103 $1,257,103 0.05 $1,248,607
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,070,469 $1,070,469 0.05 $1,069,817
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,059,373 $1,059,373 0.04 $1,038,825
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $973,409 $973,409 0.04 $968,698
Westpac Banking Corporation FRN 10-AUG-2026, 5.13%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $882,921 $882,921 0.04 $877,633
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $780,297 $780,297 0.03 $778,818
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.17%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $634,870 $634,870 0.03 $627,430
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $628,740 $628,740 0.03 $627,418
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.75%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $622,404 $622,404 0.03 $621,595
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $617,585 $617,585 0.03 $611,343
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $611,026 $611,026 0.03 $605,908
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $507,365 $507,365 0.02 $501,714
Vicinity Centres Trust|5.8614|06/27/2025, 5.86%, 06/27/25 VCXAU AZ2072983 - - 610,000 $386,875 $386,875 0.02 $381,551
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $379,383 $379,383 0.02 $373,920
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $339,705 $339,705 0.01 $337,932
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $100,099 $100,099 0.00 $99,452
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.20%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $95,236 $95,236 0.00 $94,806
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $91,995 $91,995 0.00 $91,401
Exeter Automobile Receivables Trust 2021-4 C 1.46% 15-OCT-2027, 1.46%, 10/15/27 EART 2021-4A 30165JAE6 - - 72,648 $72,672 $72,672 0.00 $72,648
CAN 2YR BOND FUT Mar25 MAR 25 CVH5 FUTURES_CAD - 5,700 $416,040,296 $0 0.00 $0
AUST 3YR BOND FUT Mar25 MAR 25 YMH5 AU03Y 27H - 150.00 $9,907,036 $0 0.00 $0
EURO-SCHATZ FUT Mar25 MAR 25 DUH5 FUTURES_EUR - 3,100 $345,255,698 $0 0.00 $0
US 5YR NOTE (CBT) Mar25 MAR 25 FVH5 FUTURES_USD - -400.00 $-42,531,250 $0 0.00 $0
US 2YR NOTE (CBT) Mar25 MAR 25 TUH5 FUTURES_USD - -4,002 $-822,035,812 $0 0.00 $0
CAN 10YR BOND FUT Mar25 MAR 25 CNH5 FUTURES_CAD - -184.00 $-15,628,187 $0 0.00 $0
JAPANESE YEN JPY CASHJPY - - 12,770,000,000 $81,592,231 $81,592,231 3.44 $81,592,231
AUTONATION INC 0% 12/23/2024, 0.00%, 12/23/24 AUTONA 05330LMP5 - - 70,800,000 $70,770,778 $70,770,778 2.98 $70,770,778
ENERGY TRANSFER LP 0% 12/23/2024, 0.00%, 12/23/24 ENGTRN 29277EMP6 - - 61,700,000 $61,677,156 $61,677,156 2.60 $61,677,156
AUTONATION INC 0% 12/24/2024, 0.00%, 12/24/24 AUTONA 05330LMQ3 - - 60,000,000 $59,992,166 $59,992,166 2.53 $59,992,166
SEGREGATED CASH SEGCASH - $0.00 12,398,809 $12,398,809 $12,398,809 0.52 $12,398,809
AUSTRALIAN DOLLARS AUD - - 16,891,502 $10,552,968 $10,552,968 0.44 $10,552,968
NEW ZEALAND DOLLAR NZD - - 3,669,069 $2,071,376 $2,071,376 0.09 $2,071,376
CANADIAN DOLLAR CAD - - 2,840,181 $1,976,672 $1,976,672 0.08 $1,976,672
BRITISH POUND GBP - - 253,290 $317,637 $317,637 0.01 $317,637
EURO EUR - - -808,244 $-840,450 $-840,450 -0.04 $-840,450
US DOLLARS USD MD_142224 - - -47,409,543 $-47,409,543 $-47,409,543 -2.00 $-47,409,543
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.35 $79,400,000
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.35 $-79,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $18,422,815 $18,422,815 0.78 $18,422,815
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-18,422,815 $-18,422,815 -0.78 $-18,422,815
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $18,422,815 $18,422,815 0.78 $18,422,815
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-18,422,815 $-18,422,815 -0.78 $-18,422,815
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $35,823,567 $35,823,567 1.51 $35,823,567
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-35,823,567 $-35,823,567 -1.51 $-35,823,567
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,045,864 $18,045,864 0.76 $18,045,864
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,045,864 $-18,045,864 -0.76 $-18,045,864
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $46,442,766 $46,442,766 1.96 $46,442,766
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-46,442,766 $-46,442,766 -1.96 $-46,442,766
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $6,588,872 $6,588,872 0.28 $6,588,872
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-6,588,872 $-6,588,872 -0.28 $-6,588,872
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $27,662,986 $27,662,986 1.17 $27,662,986
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-27,662,986 $-27,662,986 -1.17 $-27,662,986
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - 15,690,000 $8,857,801 $8,857,801 0.37 $8,857,801
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - -15,690,000 $-8,857,801 $-8,857,801 -0.37 $-8,857,801
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $42,550,189 $42,550,189 1.79 $42,550,189
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-42,550,189 $-42,550,189 -1.79 $-42,550,189
FX Forward|CAD|01/24/2025 +CAD0 - - -86,857,000 $-60,530,542 $-60,530,542 -2.55 $-60,530,542
FX Forward|USD|01/24/2025 +CAD0 - - 62,939,668 $62,939,668 $62,939,668 2.65 $62,939,668
FX Forward|NZD|01/24/2025 +NZD2 - - -15,872,000 $-8,962,163 $-8,962,163 -0.38 $-8,962,163
FX Forward|USD|01/24/2025 +NZD2 - - 9,535,263 $9,535,263 $9,535,263 0.40 $9,535,263
FX Forward|GBP|01/24/2025 +GBP1 - - -5,613,000 $-7,036,762 $-7,036,762 -0.30 $-7,036,762
FX Forward|USD|01/24/2025 +GBP1 - - 7,259,719 $7,259,719 $7,259,719 0.31 $7,259,719
FX Forward|AUD|01/24/2025 +AUD1 - - -640,530,000 $-400,171,182 $-400,171,182 -16.87 $-400,171,182
FX Forward|USD|01/24/2025 +AUD1 - - 424,498,447 $424,498,447 $424,498,447 17.89 $424,498,447
FX Forward|AUD|01/24/2025 +AUD0 - - 25,600,000 $15,993,603 $15,993,603 0.67 $15,993,603
FX Forward|USD|01/24/2025 +AUD0 - - -16,553,226 $-16,553,226 $-16,553,226 -0.70 $-16,553,226
FX Forward|CAD|01/24/2025 +CAD0 - - -21,678,000 $-15,107,373 $-15,107,373 -0.64 $-15,107,373
FX Forward|USD|01/24/2025 +CAD0 - - 15,446,825 $15,446,825 $15,446,825 0.65 $15,446,825
FX Forward|JPY|01/06/2025 +JPY0 - - -12,770,000,000 $-81,734,010 $-81,734,010 -3.44 $-81,734,010
FX Forward|USD|01/06/2025 +JPY0 - - 83,078,887 $83,078,887 $83,078,887 3.50 $83,078,887
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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