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 04/30/2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,604,287 $44,604,287 1.73 $43,962,415
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,294,457 $35,294,457 1.37 $35,119,924
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,011,746 $34,011,746 1.32 $33,799,879
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,689,489 $25,689,489 1.00 $25,659,279
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,366,254 $25,366,254 0.99 $25,034,794
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,892,860 $24,892,860 0.97 $24,622,770
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,257,488 $24,257,488 0.94 $23,690,400
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,955,694 $23,955,694 0.92 $23,666,721
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,542,776 $23,542,776 0.91 $23,048,942
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,541,622 $23,541,622 0.91 $23,029,349
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - - 23,251,403 $23,429,972 $23,429,972 0.90 $23,219,392
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $22,953,644 $22,953,644 0.89 $22,729,831
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,592,461 $22,592,461 0.87 $22,235,078
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,543,007 $22,543,007 0.87 $22,478,588
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,196,114 $22,196,114 0.86 $21,866,990
NOW Trust 2024-1 A 5.48% 14-JUN-2032, 5.48%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 34,377,486 $22,142,329 $22,142,329 0.85 $22,086,187
BX Trust 2025-ROIC A 5.46569% 15-FEB-2042, 5.47%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,653,037 $20,653,037 0.80 $20,601,971
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,280,344 $20,280,344 0.78 $20,224,108
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,210,157 $20,210,157 0.78 $20,029,424
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 19,605,000 $20,199,928 $20,199,928 0.78 $19,735,371
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,690,705 $19,690,705 0.76 $19,363,586
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,665,442 $19,665,442 0.76 $19,555,175
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,556,697 $19,556,697 0.75 $19,527,789
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,449,758 $19,449,758 0.75 $19,347,768
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,171,364 $19,171,364 0.74 $19,094,062
NOW Trust 2025-1 A 5.309% 14-FEB-2034, 5.25%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 28,760,000 $18,480,510 $18,480,510 0.71 $18,401,166
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,405,910 $18,405,910 0.71 $18,202,194
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,884,495 $17,884,495 0.69 $17,357,174
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,758,306 $17,758,306 0.69 $17,575,186
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,724,020 $17,724,020 0.68 $17,291,554
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,703,895 $17,703,895 0.68 $17,532,000
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,398,850 $17,398,850 0.67 $17,234,821
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,183,665 $17,183,665 0.66 $17,165,003
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,182,264 $17,182,264 0.66 $17,064,679
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,135,230 $17,135,230 0.66 $17,039,107
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,847,593 $16,847,593 0.65 $16,668,283
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,610,655 $16,610,655 0.64 $16,566,184
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,390,581 $16,390,581 0.63 $16,349,021
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.83969% 25-OCT-2041, 5.85%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,231,510 $16,220,811 $16,220,811 0.63 $16,204,975
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,207,899 $16,207,899 0.63 $16,184,202
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $15,960,426 $15,960,426 0.62 $15,842,597
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,872,849 $15,872,849 0.61 $15,851,262
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,778,003 $15,778,003 0.61 $15,598,179
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,587,299 $15,587,299 0.60 $15,257,133
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,308,099 $15,308,099 0.59 $15,056,111
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,265,062 $15,265,062 0.59 $15,131,870
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,153,888 $15,153,888 0.58 $15,094,149
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,124,539 $15,124,539 0.58 $15,019,105
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $14,937,078 $14,937,078 0.58 $14,869,739
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,875,671 $14,875,671 0.57 $14,683,095
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,841,045 $14,841,045 0.57 $14,727,967
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,764,048 $14,764,048 0.57 $14,333,114
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,716,154 $14,716,154 0.57 $14,682,286
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,629,926 $14,629,926 0.56 $14,135,096
Holcim Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 HOLNSW 43475RAB2 - - 14,284,000 $14,435,398 $14,435,398 0.56 $14,390,641
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,396,934 $14,396,934 0.56 $14,380,169
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,164,951 $14,164,951 0.55 $14,097,309
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,047,374 $14,047,374 0.54 $13,708,574
Plenti PL & Green ABS Trust 2024-2 A1 5.2577% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 21,846,719 $14,029,758 $14,029,758 0.54 $13,989,486
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,842,246 $13,842,246 0.53 $13,657,401
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,761,829 $13,761,829 0.53 $13,398,829
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,736,028 $13,736,028 0.53 $13,618,866
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,418,034 $13,418,034 0.52 $13,249,355
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,281,693 $13,281,693 0.51 $12,916,311
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,225,996 $13,225,996 0.51 $12,861,878
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,186,598 $13,186,598 0.51 $12,551,348
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,180,926 $13,180,926 0.51 $13,140,464
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,120,219 $13,120,219 0.51 $12,920,184
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,081,071 $13,081,071 0.50 $12,971,781
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,018,202 $13,018,202 0.50 $12,835,654
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,991,133 $12,991,133 0.50 $12,903,021
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,934,131 $12,934,131 0.50 $12,869,224
Macquarie Bank Limited FRN 28-MAY-2030, 7.02%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,883,456 $12,883,456 0.50 $12,732,472
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,877,629 $12,877,629 0.50 $12,867,575
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,812,282 $12,812,282 0.49 $12,798,323
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,802,347 $12,802,347 0.49 $12,719,543
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,473,537 $12,548,687 $12,548,687 0.48 $12,527,946
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,467,680 $12,467,680 0.48 $12,322,419
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,462,383 $12,462,383 0.48 $12,194,070
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,352,402 $12,352,402 0.48 $12,198,597
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,071,508 $12,071,508 0.47 $11,749,922
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,054,988 $12,054,988 0.47 $11,977,088
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,926,393 $11,926,393 0.46 $11,615,810
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,600,925 $11,918,628 $11,918,628 0.46 $11,741,860
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,914,947 $11,914,947 0.46 $11,789,514
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,794,683 $11,794,683 0.46 $11,647,860
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,715,985 $11,715,985 0.45 $11,441,289
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,595,038 $11,595,038 0.45 $11,352,822
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,426,894 $11,426,894 0.44 $11,365,333
NRTH 2024-PARK Mortgage Trust A 5.96316% 15-MAR-2039, 5.96%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,341,903 $11,341,903 0.44 $11,311,690
Suncorp Group Limited FRN 01-JUN-2037, 6.42%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,306,941 $11,306,941 0.44 $11,192,816
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,239,768 $11,239,768 0.43 $11,067,343
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,226,949 $11,226,949 0.43 $11,016,422
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,085,718 $11,085,718 0.43 $11,030,432
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,733,368 $10,733,368 0.41 $10,619,785
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 16,594,374 $10,673,367 $10,673,367 0.41 $10,641,207
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,668,496 $10,668,496 0.41 $10,657,906
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,595,286 $10,595,286 0.41 $10,462,821
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,502,006 $10,476,102 $10,476,102 0.40 $10,466,468
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,430,536 $10,430,536 0.40 $10,367,327
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,428,826 $10,428,826 0.40 $10,222,966
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,342,690 $10,342,690 0.40 $10,181,552
Holcim Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 HOLNSW 43475RAA4 - - 10,232,000 $10,299,310 $10,299,310 0.40 $10,267,932
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,261,650 $10,261,650 0.40 $10,075,779
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,230,982 $10,230,982 0.39 $10,183,028
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 10,106,132 $10,191,348 $10,191,348 0.39 $10,176,040
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,182,012 $10,182,012 0.39 $9,879,159
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,846,129 $9,846,129 0.38 $9,742,415
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,814,680 $9,786,419 $9,786,419 0.38 $9,631,286
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,714,198 $9,714,198 0.37 $9,688,277
Connecticut Avenue Securities Trust 2024-R01 1M1 5.40369% 25-JAN-2044, 5.40%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 9,742,787 $9,713,468 $9,713,468 0.37 $9,704,693
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,685,778 $9,685,778 0.37 $9,450,000
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,549,217 $9,549,217 0.37 $9,395,767
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,236,321 $9,236,321 0.36 $9,094,546
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 9,460,000 $9,164,920 $9,164,920 0.35 $9,103,824
Westpac Banking Corporation FRN 10-JUL-2034, 5.79%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,142,886 $9,142,886 0.35 $9,112,411
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.14%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,022,568 $9,022,568 0.35 $9,003,426
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,945,558 $8,945,558 0.35 $8,906,965
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 13,914,062 $8,938,830 $8,938,830 0.34 $8,916,314
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 8,833,798 $8,866,968 $8,866,968 0.34 $8,858,202
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,844,895 $8,844,895 0.34 $8,750,496
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,748,030 $8,748,030 0.34 $8,729,912
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,702,605 $8,702,605 0.34 $8,552,181
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,486,277 $8,486,277 0.33 $8,464,949
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.53969% 25-AUG-2044, 5.55%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 8,406,952 $8,393,188 $8,393,188 0.32 $8,385,407
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,209,924 $8,319,205 $8,319,205 0.32 $8,303,770
Metro Finance 2024-1 Trust|5.3175|09/17/2030, 5.32%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 12,912,488 $8,299,635 $8,299,635 0.32 $8,282,784
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.40369% 25-JAN-2045, 5.40%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 8,304,175 $8,271,266 $8,271,266 0.32 $8,263,787
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,200,004 $8,200,004 0.32 $8,124,794
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,173,635 $8,173,635 0.32 $8,156,483
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,117,491 $8,117,491 0.31 $7,989,522
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,097,967 $8,097,967 0.31 $8,094,860
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,090,482 $8,090,482 0.31 $8,023,140
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,055,831 $8,055,831 0.31 $8,044,602
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $7,976,067 $7,976,067 0.31 $7,885,326
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,916,605 $7,916,605 0.31 $7,853,272
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,901,104 $7,901,104 0.30 $7,824,634
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,874,987 $7,874,987 0.30 $7,725,007
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,839,246 $7,839,246 0.30 $7,804,724
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,663,346 $7,663,346 0.30 $7,564,565
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,567,468 $7,567,468 0.29 $7,565,011
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,405,499 $7,405,499 0.29 $7,384,527
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,359,372 $7,359,372 0.28 $7,269,447
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,323,691 $7,323,691 0.28 $7,257,524
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,252,709 $7,252,709 0.28 $7,071,059
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,189,118 $7,189,118 0.28 $7,100,101
Nordea Bank Abp FRN 06-JUN-2025, 5.37%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,986,852 $6,986,852 0.27 $6,929,688
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,928,281 $6,928,281 0.27 $6,897,941
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,921,909 $6,921,909 0.27 $6,887,008
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,898,453 $6,898,453 0.27 $6,862,522
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,863,791 $6,863,791 0.26 $6,680,641
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,706,682 $6,707,187 $6,707,187 0.26 $6,700,588
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,682,110 $6,682,110 0.26 $6,620,483
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,671,091 $6,671,091 0.26 $6,573,036
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,624,067 $6,624,067 0.26 $6,542,643
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,603,009 $6,603,009 0.25 $6,578,054
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,518,861 $6,518,861 0.25 $6,504,518
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,483,947 $6,483,947 0.25 $6,255,021
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,465,651 $6,465,651 0.25 $6,388,301
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,462,220 $6,462,220 0.25 $6,332,206
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,455,185 $6,455,185 0.25 $6,395,311
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,381,896 $6,381,896 0.25 $6,345,120
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,337,132 $6,337,132 0.24 $6,263,521
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,212,198 $6,212,198 0.24 $6,123,363
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,196,995 $6,196,995 0.24 $6,159,740
Westpac Banking Corporation FRN 03-APR-2034, 6.01%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,138,609 $6,138,609 0.24 $6,110,595
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,962,979 $5,962,979 0.23 $5,867,577
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,957,285 $5,957,285 0.23 $5,905,175
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,883,902 $5,883,902 0.23 $5,759,807
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,852,616 $5,852,616 0.23 $5,713,085
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,775,623 $5,775,623 0.22 $5,759,207
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,657,785 $5,657,785 0.22 $5,628,303
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,566,728 $5,566,728 0.21 $5,522,457
Gartner, Inc. 3.625% 15-JUN-2029, 3.62%, 06/15/29 IT 366651AG2 - - 5,844,000 $5,560,901 $5,560,901 0.21 $5,480,871
Liberty Series 2024-1 Auto A 5.2962% 25-MAY-2032, 5.30%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 8,210,724 $5,547,190 $5,547,190 0.21 $5,260,266
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,542,921 $5,542,921 0.21 $5,496,565
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,480,239 $5,480,239 0.21 $5,406,120
BX Commercial Mortgage Trust 2024-AIRC A 6.01324% 15-AUG-2041, 6.01%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,436,029 $5,448,859 $5,448,859 0.21 $5,434,332
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,438,094 $5,438,094 0.21 $5,431,352
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,286,264 $5,286,264 0.20 $5,230,149
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,231,194 $5,231,194 0.20 $5,095,167
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 5,250,000 $5,172,874 $5,172,874 0.20 $5,146,442
Enable Midstream Partners, LP 4.95% 15-MAY-2028, 4.95%, 05/15/28 ET 292480AL4 - - 5,000,000 $5,156,503 $5,156,503 0.20 $5,042,378
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,138,811 $5,138,811 0.20 $5,045,311
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,028,811 $5,028,811 0.19 $5,005,908
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $4,967,677 $4,967,677 0.19 $4,880,715
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 $4,957,047 $4,957,047 0.19 $4,936,249
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.45369% 25-DEC-2031, 5.45%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 4,471,513 $4,726,360 $4,726,360 0.18 $4,478,855
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,697,753 $4,697,753 0.18 $4,616,964
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 $4,694,984 $4,694,984 0.18 $4,650,919
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,652,550 $4,652,550 0.18 $4,637,863
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,609,080 $4,609,080 0.18 $4,513,522
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,583,468 $4,583,468 0.18 $4,512,827
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,502,777 $4,502,777 0.17 $4,471,591
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,348,009 $4,348,009 0.17 $4,271,849
Insurance Australia Group Limited FRN 15-JUN-2045, 6.46%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,345,362 $4,345,362 0.17 $4,311,046
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.33969% 25-JUN-2043, 6.35%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 4,235,711 $4,261,565 $4,261,565 0.16 $4,257,080
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,068,256 $4,166,799 $4,166,799 0.16 $4,048,846
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,122,191 $4,122,191 0.16 $4,079,482
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,036,385 $4,036,385 0.16 $4,035,681
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,035,343 $4,035,343 0.16 $4,031,425
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $4,033,094 $4,033,094 0.16 $3,956,804
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.68969% 25-FEB-2044, 5.70%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 3,927,427 $3,926,986 $3,926,986 0.15 $3,923,252
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,706,545 $3,706,545 0.14 $3,656,271
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,639,760 $3,639,760 0.14 $3,637,988
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,605,003 $3,605,003 0.14 $3,587,928
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,556,132 $3,587,846 $3,587,846 0.14 $3,580,084
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.65369% 25-AUG-2042, 6.65%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,427,035 $3,569,332 $3,569,332 0.14 $3,476,939
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,487,430 $3,487,430 0.13 $3,459,416
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,346,922 $3,406,464 $3,406,464 0.13 $3,398,013
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,346,922 $3,400,122 $3,400,122 0.13 $3,391,454
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,393,905 $3,393,905 0.13 $3,362,496
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,385,915 $3,385,915 0.13 $3,354,639
Connecticut Avenue Securities Trust 2025-R02 1M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,297,203 $3,384,589 $3,384,589 0.13 $3,284,644
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,309,779 $3,309,779 0.13 $3,262,079
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,248,716 $3,248,716 0.13 $3,236,603
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,055,671 $3,055,671 0.12 $3,024,291
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.53969% 25-MAY-2044, 5.55%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,004,587 $3,005,270 $3,005,270 0.12 $3,002,489
Suncorp Group Limited FRN 01-DEC-2038, 6.77%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,951,663 $2,951,663 0.11 $2,920,176
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,793,747 $2,788,079 $2,788,079 0.11 $2,785,539
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,718,350 $2,742,637 $2,742,637 0.11 $2,736,633
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,647,424 $2,647,424 0.10 $2,635,160
Plenti Auto ABS Trust 2025-1 A 5.18% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,142,648 $2,643,809 $2,643,809 0.10 $2,637,414
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,373,050 $2,409,082 $2,409,082 0.09 $2,402,886
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,298,184 $2,298,184 0.09 $2,295,945
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,160,473 $2,160,473 0.08 $2,136,310
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,019,249 $2,019,249 0.08 $2,015,713
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,010,340 $2,010,340 0.08 $1,991,841
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.58969% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,005,995 $2,005,149 $2,005,149 0.08 $2,003,275
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $1,996,518 $1,996,518 0.08 $1,991,660
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,995,426 $1,995,426 0.08 $1,974,716
Connecticut Avenue Securities Trust 2023-R06 1M1 6.05369% 25-JUL-2043, 6.05%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,982,467 $1,989,794 $1,989,794 0.08 $1,987,794
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,944,613 $1,944,613 0.08 $1,937,558
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.18969% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,865,040 $1,874,833 $1,874,833 0.07 $1,872,905
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,716,646 $1,716,646 0.07 $1,705,194
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35369% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,639,621 $1,639,289 $1,639,289 0.06 $1,637,826
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,525,288 $1,525,288 0.06 $1,510,170
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.33969% 25-MAY-2043, 6.35%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,491,092 $1,503,201 $1,503,201 0.06 $1,501,622
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,499,728 $1,499,728 0.06 $1,462,348
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 $1,463,702 $1,463,702 0.06 $1,455,943
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,327,033 $1,327,033 0.05 $1,323,186
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,326,802 $1,326,802 0.05 $1,322,268
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,302,906 $1,302,906 0.05 $1,275,309
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,259,864 $1,259,864 0.05 $1,255,452
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.35369% 25-OCT-2044, 5.35%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,189,963 $1,188,645 $1,188,645 0.05 $1,187,583
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,153,048 $1,153,048 0.04 $1,141,586
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,086,842 $1,086,842 0.04 $1,074,274
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,009,620 $1,009,620 0.04 $1,007,028
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $982,324 $982,324 0.04 $979,876
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $907,976 $907,976 0.04 $898,251
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $844,386 $844,386 0.03 $841,145
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 666,710 $669,126 $669,126 0.03 $667,446
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $666,781 $666,781 0.03 $657,814
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $644,993 $644,993 0.02 $642,050
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $638,908 $638,908 0.02 $633,770
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $637,292 $637,292 0.02 $634,026
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $634,995 $634,995 0.02 $634,160
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.53%, 10/14/31 BENAU BR8160425 - - 800,000 $512,623 $512,623 0.02 $511,305
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $386,984 $386,984 0.01 $383,803
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $353,621 $353,621 0.01 $352,992
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 315,423 $316,308 $316,308 0.01 $315,423
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 205,883 $206,681 $206,681 0.01 $205,940
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 164,213 $164,704 $164,704 0.01 $164,269
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $97,457 $97,457 0.00 $96,452
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $95,356 $95,356 0.00 $95,304
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -5,084 $-1,058,226,659 $0 0.00 $0
AUST 3YR BOND FUT Jun25 JUN 25 YMM5 AU03Y 28M - -1,633 $-112,482,695 $0 0.00 $0
CAN 2YR BOND FUT Jun25 JUN 25 CVM5 FUTURES_CAD - 768.00 $58,849,605 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - -382.00 $-41,712,610 $0 0.00 $0
EURO-SCHATZ FUT Jun25 JUN 25 DUM5 FUTURES_EUR - 2,248 $274,886,166 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 05/01/2025, 0.00%, 05/01/25 GPN 37961CS11 - - 76,000,000 $75,989,656 $75,989,656 2.93 $75,989,656
AUTONATION INC 0% 05/01/2025, 0.00%, 05/01/25 AUTONA 05330LS12 - - 23,350,000 $23,346,757 $23,346,757 0.90 $23,346,757
CANADIAN DOLLAR CAD - - 25,262,007 $18,288,574 $18,288,574 0.71 $18,288,574
AUTONATION INC 0% 05/02/2025, 0.00%, 05/02/25 AUTONA 05330LS20 - - 17,750,000 $17,747,609 $17,747,609 0.68 $17,747,609
SEGREGATED CASH SEGCASH - $0.00 11,776,730 $11,776,730 $11,776,730 0.45 $11,776,730
AUSTRALIAN DOLLARS AUD - - 8,017,307 $5,129,862 $5,129,862 0.20 $5,129,862
NEW ZEALAND DOLLAR NZD - - 6,414,619 $3,806,760 $3,806,760 0.15 $3,806,760
BRITISH POUND GBP - - 1,994,022 $2,663,419 $2,663,419 0.10 $2,663,419
EURO EUR - - 1,812,585 $2,060,458 $2,060,458 0.08 $2,060,458
US DOLLARS USD MD_142224 - - -13,768,442 $-13,768,442 $-13,768,442 -0.53 $-13,768,442
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 2.10 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -2.10 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $19,365,898 $19,365,898 0.75 $19,365,898
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,365,898 $-19,365,898 -0.75 $-19,365,898
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,365,898 $19,365,898 0.75 $19,365,898
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,365,898 $-19,365,898 -0.75 $-19,365,898
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $37,657,413 $37,657,413 1.45 $37,657,413
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-37,657,413 $-37,657,413 -1.45 $-37,657,413
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,969,651 $18,969,651 0.73 $18,969,651
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,969,651 $-18,969,651 -0.73 $-18,969,651
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,820,220 $48,820,220 1.88 $48,820,220
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,820,220 $-48,820,220 -1.88 $-48,820,220
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,728,378 $44,728,378 1.73 $44,728,378
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,728,378 $-44,728,378 -1.73 $-44,728,378
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,232,170 $63,232,170 2.44 $63,232,170
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,232,170 $-63,232,170 -2.44 $-63,232,170
FX Forward|NZD|07/11/2025 +NZD0 - - -6,264,000 $-3,725,635 $-3,725,635 -0.14 $-3,725,635
FX Forward|USD|07/11/2025 +NZD0 - - 3,485,195 $3,485,195 $3,485,195 0.13 $3,485,195
FX Forward|CAD|07/11/2025 +CAD0 - - -93,519,000 $-67,953,006 $-67,953,006 -2.62 $-67,953,006
FX Forward|USD|07/11/2025 +CAD0 - - 66,040,341 $66,040,341 $66,040,341 2.55 $66,040,341
FX Forward|EUR|07/11/2025 +EUR1 - - -12,720,000 $-14,525,843 $-14,525,843 -0.56 $-14,525,843
FX Forward|USD|07/11/2025 +EUR1 - - 14,004,833 $14,004,833 $14,004,833 0.54 $14,004,833
FX Forward|GBP|07/11/2025 +GBP0 - - -11,170,000 $-14,923,765 $-14,923,765 -0.58 $-14,923,765
FX Forward|USD|07/11/2025 +GBP0 - - 14,290,794 $14,290,794 $14,290,794 0.55 $14,290,794
FX Forward|AUD|07/11/2025 +AUD1 - - -673,000,000 $-430,964,006 $-430,964,006 -16.63 $-430,964,006
FX Forward|USD|07/11/2025 +AUD1 - - 402,289,115 $402,289,115 $402,289,115 15.53 $402,289,115
FX Forward|AUD|07/11/2025 +AUD2 - - 3,863,000 $2,473,721 $2,473,721 0.10 $2,473,721
FX Forward|USD|07/11/2025 +AUD2 - - -2,461,795 $-2,461,795 $-2,461,795 -0.10 $-2,461,795
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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