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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of November 15, 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 $35,468,328 $35,468,328 1.55 $35,201,074
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,064,065 $34,064,065 1.49 $33,768,437
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,644,438 $31,644,438 1.39 $31,114,822
Macquarie Group Limited 6.207% 22-NOV-2024, 6.21%, 11/22/24 MQGAU 55608JBL1 - - 28,900,000 $29,780,877 $29,780,877 1.30 $28,903,897
NOW Trust 2024-1 A 5.7025% 14-JUN-2032, 5.72%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 42,287,674 $27,433,107 $27,433,107 1.21 $27,415,992
Bank Australia Limited FRN 21-FEB-2028, 6.08%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $25,410,373 $25,410,373 1.12 $25,044,351
Bank of America Corporation 1.319% 19-JUN-2026, 1.32%, 06/19/26 BAC 06051GJD2 - - 25,135,000 $24,739,562 $24,739,562 1.09 $24,602,346
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,853,155 $23,853,155 1.05 $23,510,198
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $23,701,473 $23,701,473 1.04 $23,684,595
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,663,501 $23,663,501 1.04 $23,088,576
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAA9 - - 22,400,000 $22,913,938 $22,913,938 1.01 $22,632,476
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $22,649,504 $22,649,504 1.00 $22,640,580
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,135,640 $22,135,640 0.98 $22,052,969
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,056,131 $22,056,131 0.97 $21,675,677
Freddie Mac Multiclass Certificates, Series 5440 WF 6.00682% 25-AUG-2054, 6.01%, 08/25/54 FHR 5440 3137HDZQ6 - - 21,501,396 $21,625,446 $21,625,446 0.95 $21,542,931
AerCap Ireland Capital DAC 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,401,455 $20,401,455 0.90 $20,285,469
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,258,181 $20,258,181 0.89 $20,025,372
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 $20,239,159 $20,239,159 0.89 $20,006,378
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,809,014 $19,809,014 0.87 $19,418,630
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,572,325 $19,572,325 0.86 $19,488,812
Plenti PL & Green ABS Trust 2024-2 A1 5.482% 11-APR-2036, 5.16%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 30,050,000 $19,460,396 $19,460,396 0.86 $19,413,775
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,273,726 $19,273,726 0.85 $19,148,093
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,184,620 $18,184,620 0.80 $17,954,004
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,684,645 $17,684,645 0.78 $17,206,515
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,456,778 $17,456,778 0.77 $17,456,778
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,263,191 $17,263,191 0.76 $17,102,150
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,091,458 $17,091,458 0.75 $16,959,811
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,517,124 $16,517,124 0.73 $16,317,356
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,506,764 $16,506,764 0.73 $16,418,104
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,103,969 $16,103,969 0.71 $16,065,368
National Australia Bank Limited FRN 18-NOV-2030, 6.06%, 11/18/30 NAB BM3607918 - - 24,275,000 $16,077,179 $16,077,179 0.71 $15,837,474
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,029,296 $16,029,296 0.71 $15,870,587
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,808,332 $15,808,332 0.70 $15,745,968
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,315,469 $15,315,469 0.68 $15,143,899
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,153,711 $15,153,711 0.67 $15,010,935
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,084,193 $15,084,193 0.67 $15,065,108
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,881,441 $14,881,441 0.66 $14,404,719
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,872,062 $14,872,062 0.66 $14,719,754
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,443,790 $14,443,790 0.64 $14,395,880
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 22,125,591 $14,310,121 $14,310,121 0.63 $14,294,331
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,109,275 $14,109,275 0.62 $13,732,078
BAE Systems Plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,067,271 $14,067,271 0.62 $13,966,774
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,797,605 $13,797,605 0.61 $13,397,205
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,772,266 $13,772,266 0.61 $13,555,680
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,675,149 $13,675,149 0.60 $13,523,645
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,517,587 $13,517,587 0.60 $13,508,623
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $13,111,400 $13,111,400 0.58 $12,902,549
American Express Company FRN 04-MAR-2025, 6.30%, 03/04/25 AXP 025816CR8 - - 12,900,000 $13,081,376 $13,081,376 0.58 $12,916,608
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,076,043 $13,076,043 0.58 $12,846,692
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,045,392 $13,045,392 0.58 $12,905,135
VMware, Inc. 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $12,956,456 $12,956,456 0.57 $12,906,944
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $12,921,069 $12,921,069 0.57 $12,890,279
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,855,531 $12,855,531 0.57 $12,737,535
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,850,100 $12,850,100 0.57 $12,835,878
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,837,867 $12,837,867 0.57 $12,820,832
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,812,771 $12,812,771 0.56 $12,704,949
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,740,377 $12,740,377 0.56 $12,663,344
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.90%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,706,416 $12,706,416 0.56 $12,510,440
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,637,712 $12,637,712 0.56 $12,326,369
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,400,000 $12,406,238 $12,406,238 0.55 $12,383,744
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,370,699 $12,370,699 0.55 $12,187,182
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $12,182,245 $12,182,245 0.54 $12,104,556
Connecticut Avenue Securities Trust 2024-R01 1M1 5.90682% 25-JAN-2044, 5.91%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 12,127,276 $12,176,759 $12,176,759 0.54 $12,129,003
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,037,958 $12,037,958 0.53 $11,931,268
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $11,965,017 $11,965,017 0.53 $11,913,791
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 16,925,000 $11,897,604 $11,897,604 0.52 $11,848,402
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,828,934 $11,828,934 0.52 $11,649,269
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,744,953 $11,744,953 0.52 $11,599,403
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,729,389 $11,729,389 0.52 $11,710,801
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,630,000 $11,718,291 $11,718,291 0.52 $11,683,238
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,667,632 $11,667,632 0.51 $11,357,274
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,602,990 $11,602,990 0.51 $11,585,037
Suncorp Group Limited FRN 01-JUN-2037, 6.70%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,496,600 $11,496,600 0.51 $11,339,619
NRTH 2024-PARK Mortgage Trust A 6.44526% 15-MAR-2039, 6.25%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,405,980 $11,405,980 0.50 $11,400,042
BNP Paribas SA 5.283% 19-NOV-2030, 5.28%, 11/19/30 BNP 09659W2Z6 - - 11,375,000 $11,344,440 $11,344,440 0.50 $11,344,440
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,332,305 $11,332,305 0.50 $11,088,014
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,254,309 $11,254,309 0.50 $11,180,718
Kiwibank Limited FRN 23-SEP-2025, 5.13%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,226,133 $11,226,133 0.49 $11,138,550
RESIMAC Bastille Trust 2024-1NC A2 5.6525% 13-SEP-2055, 5.66%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 17,235,000 $11,170,672 $11,170,672 0.49 $11,162,039
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.65%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,947,578 $10,947,578 0.48 $10,801,416
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 11,150,000 $10,938,789 $10,938,789 0.48 $10,815,024
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,599,684 $10,599,684 0.47 $10,508,043
Metro Finance 2024-1 Trust|5.60633|09/17/2030, 5.61%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 16,060,000 $10,462,601 $10,462,601 0.46 $10,378,137
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,322,120 $10,322,120 0.46 $10,134,893
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,298,797 $10,298,797 0.45 $10,087,849
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,296,935 $10,296,935 0.45 $10,150,154
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,256,715 $10,256,715 0.45 $10,182,465
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 6.05682% 25-AUG-2044, 6.06%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 9,981,685 $10,038,220 $10,038,220 0.44 $9,997,915
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,911,015 $9,911,015 0.44 $9,891,869
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,850,629 $9,850,629 0.43 $9,720,986
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,864,000 $9,648,694 $9,648,694 0.43 $9,622,820
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,609,506 $9,609,506 0.42 $9,566,637
BX Trust 2024-VLT4 A 6.295365% 15-JUN-2041, 6.30%, 07/15/29 BX 05612TAA3 - - 9,558,713 $9,581,066 $9,581,066 0.42 $9,576,052
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,579,134 $9,579,134 0.42 $9,523,217
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,478,785 $9,478,785 0.42 $9,456,517
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,469,771 $9,469,771 0.42 $9,334,224
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,331,561 $9,453,236 $9,453,236 0.42 $9,408,578
Westpac Banking Corporation FRN 10-JUL-2034, 6.09%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,369,615 $9,369,615 0.41 $9,309,454
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,288,184 $9,288,184 0.41 $9,087,559
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 6.03%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,062,319 $9,062,319 0.40 $9,016,290
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.59%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,871,665 $8,871,665 0.39 $8,867,628
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,795,381 $8,795,381 0.39 $8,738,565
AerCap Ireland Capital DAC 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,744,646 $8,744,646 0.39 $8,570,097
New Zealand 4.5% 15-MAY-2035, 4.50%, 05/15/35 NZGB 9QW6UOXX3 - - 15,075,000 $8,635,080 $8,635,080 0.38 $8,631,820
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,511,849 $8,511,849 0.38 $8,377,695
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,408,617 $8,408,617 0.37 $8,380,533
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DH5 - - 8,200,000 $8,399,552 $8,399,552 0.37 $8,375,316
Commonwealth Bank of Australia FRN 10-SEP-2030, 6.22%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,240,520 $8,240,520 0.36 $8,145,548
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,099,988 $8,099,988 0.36 $7,952,060
Macquarie Bank Limited FRN 01-MAR-2034, 6.35%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,088,877 $8,088,877 0.36 $7,984,806
Connecticut Avenue Securities, Series 2021-R01 1M2 6.40682% 25-OCT-2041, 6.41%, 10/25/41 CAS 2021-R01 20754RAB2 - - 8,006,299 $8,060,480 $8,060,480 0.36 $8,026,284
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,042,602 $8,042,602 0.35 $8,010,164
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,890,770 $7,890,770 0.35 $7,720,393
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,778,672 $7,778,672 0.34 $7,726,368
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,710,632 $7,710,632 0.34 $7,685,815
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,430,760 $7,430,760 0.33 $7,392,810
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,295,307 $7,295,307 0.32 $7,251,106
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,194,753 $7,194,753 0.32 $7,087,721
BMW US Capital LLC FRN 01-APR-2025, 6.17%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,098,307 $7,098,307 0.31 $7,040,529
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,083,273 $7,083,273 0.31 $7,072,773
Nordea Bank Abp FRN 06-JUN-2025, 6.33%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $7,032,802 $7,032,802 0.31 $6,949,810
Liberty Series 2024-1 Auto A 5.5075% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 10,636,571 $6,902,859 $6,902,859 0.30 $6,877,974
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,898,695 $6,898,695 0.30 $6,847,312
BPR 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/29 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,808,906 $6,808,906 0.30 $6,791,713
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.08%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,748,212 $6,748,212 0.30 $6,736,935
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,694,127 $6,694,127 0.30 $6,676,829
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,646,898 $6,646,898 0.29 $6,569,864
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,608,294 $6,608,294 0.29 $6,506,683
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,414,946 $6,414,946 0.28 $6,327,927
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,368,626 $6,368,626 0.28 $6,279,373
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,350,587 $6,350,587 0.28 $6,298,563
Westpac Banking Corporation FRN 03-APR-2034, 6.30%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,282,677 $6,282,677 0.28 $6,233,947
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,261,564 $6,261,564 0.28 $6,194,833
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $5,993,935 $5,993,935 0.26 $5,914,542
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.85682% 25-JUN-2043, 6.86%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 5,879,267 $5,929,382 $5,929,382 0.26 $5,902,507
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAC5 - - 5,790,000 $5,903,179 $5,903,179 0.26 $5,836,304
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,886,171 $5,886,171 0.26 $5,746,789
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.95682% 25-DEC-2031, 5.96%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 5,790,192 $5,830,283 $5,830,283 0.26 $5,807,289
Insurance Australia Group Limited FRN 15-DEC-2036, 6.87%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,709,968 $5,709,968 0.25 $5,643,474
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,707,103 $5,707,103 0.25 $5,681,684
BX Commercial Mortgage Trust 2024-AIRC A 6.49524% 15-AUG-2041, 6.30%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,615,620 $5,615,620 0.25 $5,612,680
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,573,046 $5,573,046 0.25 $5,533,336
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,454,668 $5,454,668 0.24 $5,433,597
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,451,702 $5,451,702 0.24 $5,400,058
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,432,812 $5,432,812 0.24 $5,345,430
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,375,585 $5,375,585 0.24 $5,303,473
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 5,110,000 $5,252,699 $5,252,699 0.23 $5,136,184
Athene Global Funding 1.716% 07-JAN-2025, 1.72%, 01/07/25 ATH 04685A3F6 - - 5,156,000 $5,165,890 $5,165,890 0.23 $5,133,694
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,105,137 $5,105,137 0.23 $5,102,679
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 4,940,000 $5,069,790 $5,069,790 0.22 $4,961,247
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 6.20682% 25-FEB-2044, 6.21%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,949,371 $4,977,165 $4,977,165 0.22 $4,956,685
Connecticut Avenue Securities Trust 2023-R01 1M1 7.25682% 25-DEC-2042, 7.26%, 12/25/42 CAS 2023-R01 207932AA2 - - 4,768,017 $4,923,157 $4,923,157 0.22 $4,900,090
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,183,425 $4,892,484 $4,892,484 0.22 $4,866,573
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 6.35682% 25-OCT-2041, 6.36%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 4,826,816 $4,861,769 $4,861,769 0.21 $4,841,314
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,706,089 $4,706,089 0.21 $4,654,552
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,665,811 $4,665,811 0.21 $4,574,923
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,659,270 $4,659,270 0.21 $4,647,452
Macquarie Bank Limited FRN 17-JUN-2031, 5.97%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,583,499 $4,583,499 0.20 $4,537,787
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,545,783 $4,545,783 0.20 $4,439,897
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 4,496,030 $4,510,192 $4,510,192 0.20 $4,507,959
Insurance Australia Group Limited FRN 15-JUN-2045, 6.69%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,429,950 $4,429,950 0.20 $4,378,911
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,344,485 $4,344,485 0.19 $4,255,212
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,107,495 $4,107,495 0.18 $4,055,912
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 4,058,240 $4,098,492 $4,098,492 0.18 $4,096,571
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 4,058,240 $4,095,685 $4,095,685 0.18 $4,093,715
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,067,108 $4,067,108 0.18 $4,054,432
Ferguson Finance Plc 4.5% 24-OCT-2028, 4.50%, 10/24/28 FERGLN 314890AA2 - - 4,063,000 $3,977,792 $3,977,792 0.18 $3,965,602
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 7.15682% 25-AUG-2042, 7.16%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,819,221 $3,917,007 $3,917,007 0.17 $3,898,785
Lloyds Banking Group Plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,719,328 $3,719,328 0.16 $3,658,879
Connecticut Avenue Securities Trust 2024-R02 1M1 5.95682% 25-FEB-2044, 5.96%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,601,292 $3,615,595 $3,615,595 0.16 $3,601,294
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,612,101 $3,612,101 0.16 $3,602,799
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 6.05682% 25-MAY-2044, 6.06%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,530,926 $3,553,948 $3,553,948 0.16 $3,539,691
Wells Fargo & Company FRN 25-APR-2026, 6.68%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,528,817 $3,528,817 0.16 $3,514,592
Lloyds Banking Group Plc FRN 06-MAR-2030, 6.03%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,460,625 $3,460,625 0.15 $3,419,827
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,543,650 $3,454,488 $3,454,488 0.15 $3,419,579
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.15%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,451,700 $3,451,700 0.15 $3,406,147
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 3,395,997 $3,408,334 $3,408,334 0.15 $3,406,548
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 3,375,000 $3,375,928 $3,375,928 0.15 $3,371,268
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M1A 6.95682% 25-MAR-2043, 6.96%, 03/25/43 STACR 2023-DNA1 35564KP37 - - 3,327,381 $3,374,894 $3,374,894 0.15 $3,359,462
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,300,243 $3,300,243 0.15 $3,244,893
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,271,541 $3,271,541 0.14 $3,251,192
Suncorp Group Limited FRN 01-DEC-2038, 7.05%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,056,319 $3,056,319 0.13 $3,013,102
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,037,512 $3,037,512 0.13 $3,000,797
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,715,952 $2,784,749 $2,784,749 0.12 $2,770,122
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,589,019 $2,589,019 0.11 $2,573,596
Exeter Automobile Receivables Trust 2021-4 C 1.46% 15-OCT-2027, 1.46%, 10/15/27 EART 2021-4A 30165JAE6 - - 2,593,272 $2,586,400 $2,586,400 0.11 $2,586,084
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 5.86%, 07/25/44 CAS 2024-R05 20754XAB9 - - 2,543,992 $2,554,810 $2,554,810 0.11 $2,544,877
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 6.10682% 25-MAR-2044, 6.11%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,537,290 $2,552,782 $2,552,782 0.11 $2,542,452
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 7.82039% 25-APR-2043, 7.36%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,454,476 $2,510,305 $2,510,305 0.11 $2,498,267
Connecticut Avenue Securities Trust 2023-R06 1M1 6.55682% 25-JUL-2043, 6.56%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,455,207 $2,474,787 $2,474,787 0.11 $2,464,055
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 6.71%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,225,703 $2,258,591 $2,258,591 0.10 $2,248,640
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,248,991 $2,248,991 0.10 $2,244,201
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 6.02688% 25-OCT-2044, 6.03%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 2,228,000 $2,241,073 $2,241,073 0.10 $2,228,764
Westpac Banking Corporation FRN 11-NOV-2027, 5.60%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,165,812 $2,165,812 0.10 $2,164,176
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.87%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,151,771 $2,151,771 0.09 $2,127,051
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,023,709 $2,023,709 0.09 $2,000,048
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,005,011 $2,005,011 0.09 $1,995,229
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,986,963 $1,986,963 0.09 $1,961,558
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $1,978,474 $1,978,474 0.09 $1,973,277
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,886,622 $1,886,622 0.08 $1,877,471
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 1,858,372 $1,866,314 $1,866,314 0.08 $1,863,766
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.85682% 25-MAY-2043, 6.86%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,784,487 $1,817,238 $1,817,238 0.08 $1,809,081
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,710,872 $1,710,872 0.08 $1,695,676
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 1,656,752 $1,662,486 $1,662,486 0.07 $1,661,704
Great Southern Bank (Australia) FRN 01-DEC-2025, 5.92%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,550,486 $1,550,486 0.07 $1,531,287
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,586,148 $1,434,876 $1,434,876 0.06 $1,425,210
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,384,174 $1,384,174 0.06 $1,382,472
Credabl ABS 2024-1 Trust|6.51|05/11/2045, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,332,284 $1,332,284 0.06 $1,330,622
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,285,618 $1,285,618 0.06 $1,280,139
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,268,712 $1,268,712 0.06 $1,260,729
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,110,259 $1,110,259 0.05 $1,097,113
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,087,011 $1,087,011 0.05 $1,071,231
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,000,573 $1,000,573 0.04 $997,223
Westpac Banking Corporation FRN 10-AUG-2026, 5.13%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $909,167 $909,167 0.04 $908,150
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $783,845 $783,845 0.03 $779,930
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.17%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $653,786 $653,786 0.03 $649,299
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.75%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $650,712 $650,712 0.03 $643,181
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $649,436 $649,436 0.03 $639,213
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $634,163 $634,163 0.03 $629,840
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $623,632 $623,632 0.03 $621,280
Exeter Automobile Receivables Trust 2023-5 A2 6.2% 15-APR-2026, 6.20%, 04/15/26 EART 2023-5A 30168DAB2 - - 605,127 $605,440 $605,440 0.03 $605,127
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.89%, 10/14/31 BENAU BR8160425 - - 800,000 $521,911 $521,911 0.02 $518,989
Vicinity Centres Trust|5.8614|06/27/2025, 5.86%, 06/27/25 VCXAU AZ2072983 - - 610,000 $398,051 $398,051 0.02 $394,760
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $390,353 $390,353 0.02 $386,261
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $348,620 $348,620 0.02 $347,578
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.20%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $99,579 $99,579 0.00 $98,196
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $99,570 $99,570 0.00 $99,225
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $94,302 $94,302 0.00 $94,058
Santander Drive Auto Receivables Trust 2023-3 A2 6.08% 15-AUG-2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 38,736 $38,788 $38,788 0.00 $38,769
AUST 3YR BOND FUT Dec24 DEC 24 YMZ4 AU03Y 27Z - -1,262 $-85,698,171 $0 0.00 $0
CAN 2YR BOND FUT Dec24 DEC 24 CVZ4 FUTURES_CAD - 4,525 $336,180,967 $0 0.00 $0
US 10YR NOTE (CBT)Dec24 DEC 24 TYZ4 FUTURES_USD - -691.00 $-75,686,094 $0 0.00 $0
US 5YR NOTE (CBT) Dec24 DEC 24 FVZ4 FUTURES_USD - -400.00 $-42,634,375 $0 0.00 $0
US 2YR NOTE (CBT) Dec24 DEC 24 TUZ4 FUTURES_USD - -1,969 $-404,244,931 $0 0.00 $0
EURO-SCHATZ FUT Dec24 DEC 24 DUZ4 FUTURES_EUR - 2,900 $326,319,504 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 11/18/2024, 0.00%, 11/18/24 GPN 37961CLJ9 - - 74,350,000 $74,317,658 $74,317,658 3.28 $74,317,658
JABIL INC 0% 11/18/2024, 0.00%, 11/18/24 JBLPP 46652LLJ4 - - 65,400,000 $65,371,029 $65,371,029 2.88 $65,371,029
AUTONATION INC 0% 11/18/2024, 0.00%, 11/18/24 AUTONA 05330LLJ0 - - 52,100,000 $52,077,535 $52,077,535 2.30 $52,077,535
AUTONATION INC 0% 11/19/2024, 0.00%, 11/19/24 AUTONA 05330LLK7 - - 50,000,000 $49,993,125 $49,993,125 2.20 $49,993,125
SEGREGATED CASH SEGCASH - $0.00 12,250,135 $12,250,135 $12,250,135 0.54 $12,250,135
AUSTRALIAN DOLLARS AUD - - 9,083,228 $5,868,211 $5,868,211 0.26 $5,868,211
NEW ZEALAND DOLLAR NZD - - 3,005,314 $1,761,862 $1,761,862 0.08 $1,761,862
BRITISH POUND GBP - - 250,080 $315,825 $315,825 0.01 $315,825
EURO EUR - - 104,132 $109,702 $109,702 0.00 $109,702
CANADIAN DOLLAR CAD - - -214,556 $-152,400 $-152,400 -0.01 $-152,400
US DOLLARS USD MD_142224 - - -55,780,894 $-55,780,894 $-55,780,894 -2.46 $-55,780,894
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.50 $79,400,000
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.50 $-79,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $19,130,886 $19,130,886 0.84 $19,130,886
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,130,886 $-19,130,886 -0.84 $-19,130,886
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,130,886 $19,130,886 0.84 $19,130,886
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,130,886 $-19,130,886 -0.84 $-19,130,886
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $37,200,427 $37,200,427 1.64 $37,200,427
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-37,200,427 $-37,200,427 -1.64 $-37,200,427
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,739,448 $18,739,448 0.83 $18,739,448
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,739,448 $-18,739,448 -0.83 $-18,739,448
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,227,769 $48,227,769 2.13 $48,227,769
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,227,769 $-48,227,769 -2.13 $-48,227,769
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $6,842,111 $6,842,111 0.30 $6,842,111
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-6,842,111 $-6,842,111 -0.30 $-6,842,111
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $28,726,198 $28,726,198 1.27 $28,726,198
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-28,726,198 $-28,726,198 -1.27 $-28,726,198
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - 15,690,000 $9,198,246 $9,198,246 0.41 $9,198,246
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - -15,690,000 $-9,198,246 $-9,198,246 -0.41 $-9,198,246
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,185,583 $44,185,583 1.95 $44,185,583
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,185,583 $-44,185,583 -1.95 $-44,185,583
FX Forward|CAD|01/24/2025 +CAD0 - - -86,857,000 $-61,853,012 $-61,853,012 -2.73 $-61,853,012
FX Forward|USD|01/24/2025 +CAD0 - - 62,939,668 $62,939,668 $62,939,668 2.78 $62,939,668
FX Forward|NZD|01/24/2025 +NZD2 - - -15,872,000 $-9,312,133 $-9,312,133 -0.41 $-9,312,133
FX Forward|USD|01/24/2025 +NZD2 - - 9,535,263 $9,535,263 $9,535,263 0.42 $9,535,263
FX Forward|GBP|01/24/2025 +GBP1 - - -5,613,000 $-7,087,063 $-7,087,063 -0.31 $-7,087,063
FX Forward|USD|01/24/2025 +GBP1 - - 7,259,719 $7,259,719 $7,259,719 0.32 $7,259,719
FX Forward|AUD|01/24/2025 +AUD1 - - -640,530,000 $-414,006,871 $-414,006,871 -18.25 $-414,006,871
FX Forward|USD|01/24/2025 +AUD1 - - 424,498,447 $424,498,447 $424,498,447 18.72 $424,498,447
FX Forward|AUD|01/24/2025 - - - 25,600,000 $16,546,572 $16,546,572 0.73 $16,546,572
FX Forward|USD|01/24/2025 - - - -16,553,226 $-16,553,226 $-16,553,226 -0.73 $-16,553,226
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

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