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 07/17/2025)

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 $43,907,871 $43,907,871 1.66 $43,883,876
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,648,773 $35,648,773 1.35 $35,054,269
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,300,201 $34,300,201 1.30 $33,708,945
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $25,928,849 $25,928,849 0.98 $25,915,915
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,756,083 $25,756,083 0.98 $25,467,409
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,559,228 $25,559,228 0.97 $24,964,650
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $25,223,176 $25,223,176 0.96 $24,993,323
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,141,232 $24,141,232 0.91 $23,607,744
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 $23,254,419 $23,254,419 0.87 $23,085,317
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $23,232,174 $23,232,174 0.87 $22,747,245
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,229,570 $23,229,570 0.87 $23,042,151
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,052,786 $23,052,786 0.86 $22,920,111
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,763,201 $22,763,201 0.85 $22,753,128
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,740,672 $22,740,672 0.85 $22,593,582
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $21,810,669 $21,810,669 0.82 $21,792,552
BX Trust 2025-ROIC A 5.45559% 15-FEB-2042, 5.49%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,856,853 $20,856,853 0.78 $20,847,280
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,515,361 $20,515,361 0.77 $20,188,492
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,445,534 $20,445,534 0.77 $20,028,929
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,250,489 $20,250,489 0.76 $20,065,339
NOW Trust 2024-1 A 5.135% 14-JUN-2032, 5.18%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 30,322,501 $19,760,843 $19,760,843 0.74 $19,749,681
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,611,537 $19,611,537 0.73 $19,342,457
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,579,946 $19,579,946 0.73 $19,564,613
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,346,457 $19,346,457 0.73 $19,070,747
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,283,786 $19,283,786 0.72 $18,994,061
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,631,259 $18,631,259 0.70 $18,556,091
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,948,753 $17,948,753 0.67 $17,569,796
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,892,098 $17,892,098 0.67 $17,577,881
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,598,758 $17,598,758 0.66 $17,295,935
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,514,535 $17,514,535 0.66 $17,288,959
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,378,899 $17,378,899 0.65 $17,223,104
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,378,504 $17,378,504 0.65 $17,064,091
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,327,980 $17,327,980 0.65 $17,129,698
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,323,182 $17,323,182 0.65 $17,066,157
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,809,272 $16,809,272 0.63 $16,753,914
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,751,951 $16,751,951 0.63 $16,598,442
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,555,587 $16,555,587 0.62 $16,300,690
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,530,156 $16,530,156 0.62 $16,340,581
NOW Trust 2025-1 A 4.885% 14-FEB-2034, 4.93%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 25,226,466 $16,379,856 $16,379,856 0.61 $16,371,018
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,117,038 $16,117,038 0.60 $15,814,049
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,990,828 $15,990,828 0.60 $15,784,547
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,920,752 $15,920,752 0.60 $15,766,508
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.80517% 25-OCT-2041, 5.81%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 15,526,432 $15,632,459 $15,632,459 0.59 $15,574,874
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,441,348 $15,441,348 0.58 $15,134,328
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,295,109 $15,295,109 0.57 $15,161,516
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,254,461 $15,254,461 0.57 $15,046,336
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,082,378 $15,082,378 0.57 $14,878,588
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,070,328 $15,070,328 0.56 $15,007,331
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $15,008,455 $15,008,455 0.56 $14,663,010
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,998,542 $14,998,542 0.56 $14,707,771
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,852,719 $14,852,719 0.56 $14,755,246
Holcim Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAB2 - - 14,284,000 $14,526,136 $14,526,136 0.54 $14,337,786
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,481,636 $14,481,636 0.54 $14,321,444
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,437,704 $14,437,704 0.54 $14,284,183
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,248,996 $14,248,996 0.53 $14,032,540
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,246,834 $14,246,834 0.53 $14,050,060
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,963,162 $13,963,162 0.52 $13,634,548
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,872,096 $13,872,096 0.52 $13,599,390
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,797,865 $13,797,865 0.52 $13,691,708
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 5.64%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,614,721 $13,614,721 0.51 $13,481,901
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,519,304 $13,519,304 0.51 $13,382,904
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,176,469 $13,176,469 0.49 $12,837,740
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,169,509 $13,169,509 0.49 $12,919,962
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,126,066 $13,126,066 0.49 $12,948,682
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $13,086,852 $13,086,852 0.49 $12,967,024
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,057,412 $13,057,412 0.49 $12,903,459
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,994,080 $12,994,080 0.49 $12,855,008
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,972,778 $12,972,778 0.49 $12,827,982
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,939,971 $12,939,971 0.48 $12,697,768
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $12,935,252 $12,935,252 0.48 $12,897,015
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,922,580 $12,922,580 0.48 $12,774,264
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,913,562 $12,913,562 0.48 $12,891,144
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,603,021 $12,603,021 0.47 $12,480,843
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,459,796 $12,459,796 0.47 $12,171,413
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,168,096 $12,168,096 0.46 $11,959,796
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,056,371 $12,056,371 0.45 $12,050,147
Morgan Stanley Private Bank NA|4.466|07/06/2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,052,497 $12,052,497 0.45 $12,052,497
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,907,263 $11,907,263 0.45 $11,611,685
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,845,995 $11,845,995 0.44 $11,715,874
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,571,850 $11,828,622 $11,828,622 0.44 $11,677,486
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,801,800 $11,801,800 0.44 $11,798,250
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,719,312 $11,719,312 0.44 $11,593,643
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,686,770 $11,686,770 0.44 $11,582,191
Plenti PL & Green ABS Trust 2024-2 A1 4.9725% 11-APR-2036, 4.97%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 17,905,092 $11,627,254 $11,627,254 0.44 $11,616,193
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,550,210 $11,550,210 0.43 $11,434,164
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 11,411,041 $11,519,440 $11,519,440 0.43 $11,471,141
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.50517% 25-MAY-2045, 5.51%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 11,443,699 $11,512,637 $11,512,637 0.43 $11,472,387
NRTH 2024-PARK Mortgage Trust A 5.95306% 15-MAR-2039, 5.98%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,461,574 $11,461,574 0.43 $11,399,331
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,401,841 $11,401,841 0.43 $11,326,091
Suncorp Group Limited FRN 01-JUN-2037, 6.00%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,354,702 $11,354,702 0.43 $11,270,379
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,202,856 $11,202,856 0.42 $11,166,032
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,058,822 $11,058,822 0.41 $11,042,184
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.11%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,872,245 $10,872,245 0.41 $10,786,360
Connecticut Avenue Securities Trust 2024-R06 1M2 5.90517% 25-SEP-2044, 5.91%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,753,375 $10,753,375 0.40 $10,713,108
Teachers Mutual Bank Limited FRN 21-JUN-2027, 4.96%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,572,045 $10,572,045 0.40 $10,536,497
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,537,305 $10,537,305 0.39 $10,500,338
Holcim Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAA4 - - 10,232,000 $10,362,852 $10,362,852 0.39 $10,230,803
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,346,880 $10,346,880 0.39 $10,179,818
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,261,596 $10,261,596 0.38 $10,211,645
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - - 10,031,000 $10,237,618 $10,237,618 0.38 $10,123,925
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,166,580 $10,166,580 0.38 $10,163,511
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,110,981 $10,110,981 0.38 $10,077,052
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 9,831,937 $9,996,131 $9,996,131 0.37 $9,949,079
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,956,040 $9,956,040 0.37 $9,832,462
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,940,005 $9,940,005 0.37 $9,718,850
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,790,520 $9,790,520 0.37 $9,687,833
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,814,680 $9,779,996 $9,779,996 0.37 $9,668,439
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 9,663,505 $9,706,158 $9,706,158 0.36 $9,672,478
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,619,582 $9,619,582 0.36 $9,535,405
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 9,415,775 $9,454,740 $9,454,740 0.35 $9,418,438
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,401,412 $9,401,412 0.35 $9,379,673
Westpac Banking Corporation FRN 10-JUL-2034, 5.79%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,369,760 $9,369,760 0.35 $9,358,006
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,105,567 $9,105,567 0.34 $9,101,554
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,027,249 $9,027,249 0.34 $8,906,112
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.24%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 13,821,206 $9,004,605 $9,004,605 0.34 $8,995,603
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,941,246 $8,941,246 0.34 $8,857,457
Connecticut Avenue Securities Trust 2024-R01 1M1 5.35517% 25-JAN-2044, 5.36%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 8,848,315 $8,874,759 $8,874,759 0.33 $8,844,486
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,864,676 $8,864,676 0.33 $8,759,367
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,682,761 $8,682,761 0.33 $8,635,255
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,542,169 $8,542,169 0.32 $8,537,912
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,320,840 $8,320,840 0.31 $8,157,885
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,251,257 $8,251,257 0.31 $8,067,520
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,228,292 $8,228,292 0.31 $8,128,596
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,186,942 $8,186,942 0.31 $8,064,214
Connecticut Avenue Securities Trust 2025-R03 2M1 5.90517% 25-MAR-2045, 5.91%, 03/25/45 CAS 2025-R03 20754VAB3 - - 8,111,749 $8,183,221 $8,183,221 0.31 $8,152,618
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,155,887 $8,155,887 0.31 $8,106,064
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,133,656 $8,133,656 0.30 $8,026,361
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,045,971 $8,045,971 0.30 $7,986,922
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,993,585 $7,993,585 0.30 $7,866,085
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $7,978,419 $7,978,419 0.30 $7,971,375
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,892,590 $7,892,590 0.30 $7,777,519
Metro Finance 2024-1 Trust|4.971|09/17/2030, 4.97%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 12,037,865 $7,865,224 $7,865,224 0.29 $7,832,301
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.50517% 25-AUG-2044, 5.51%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 7,730,236 $7,768,398 $7,768,398 0.29 $7,741,209
Westpac Banking Corporation FRN 29-JAN-2031, 5.44%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,758,063 $7,758,063 0.29 $7,666,877
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,736,514 $7,736,514 0.29 $7,710,118
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,713,345 $7,713,345 0.29 $7,536,150
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.35517% 25-JAN-2045, 5.36%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 7,627,466 $7,650,003 $7,650,003 0.29 $7,623,907
Connecticut Avenue Securities Trust 2025-R05|5.51926|07/25/2045, 5.52%, 07/25/45 CAS 2025-R05 20753CAB6 - - 7,641,000 $7,647,566 $7,647,566 0.29 $7,647,566
RESIMAC Bastille Trust 2024-1NC A2 5.0976% 13-SEP-2055, 5.13%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 11,700,584 $7,625,331 $7,625,331 0.29 $7,621,065
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,503,841 $7,503,841 0.28 $7,322,808
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,472,682 $7,472,682 0.28 $7,374,810
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,413,466 $7,413,466 0.28 $7,375,083
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,304,240 $7,304,240 0.27 $7,251,106
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,170,547 $7,170,547 0.27 $7,097,047
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,080,315 $7,080,315 0.27 $7,019,065
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,995,053 $6,995,053 0.26 $6,885,502
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,956,206 $6,956,206 0.26 $6,851,107
Plenti PL & Green ABS Trust 2025-1 A1G 4.9925% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 10,595,345 $6,883,698 $6,883,698 0.26 $6,877,126
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,849,316 $6,849,316 0.26 $6,832,123
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,805,908 $6,805,908 0.26 $6,641,035
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,773,890 $6,773,890 0.25 $6,688,130
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,752,574 $6,752,574 0.25 $6,674,227
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,727,217 $6,727,217 0.25 $6,595,807
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,675,762 $6,675,762 0.25 $6,582,180
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,655,437 $6,655,437 0.25 $6,586,874
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,598,267 $6,598,267 0.25 $6,299,226
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,501,842 $6,501,842 0.24 $6,499,153
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,447,149 $6,447,149 0.24 $6,432,662
Domino's Pizza Master Issuer Series 2021-1 2021-A2I 2.662% 25-APR-2051, 2.66%, 04/25/51 DPABS 2021-1A 25755TAN0 - - 6,900,860 $6,441,992 $6,441,992 0.24 $6,399,639
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,438,791 $6,438,791 0.24 $6,332,950
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,431,916 $6,431,916 0.24 $6,413,147
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,395,449 $6,395,449 0.24 $6,250,987
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,332,055 $6,332,055 0.24 $6,316,135
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,283,688 $6,283,688 0.24 $6,121,303
Connecticut Avenue Securities, Series 2021-R01 1M2 5.85517% 25-OCT-2041, 5.86%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,236,298 $6,280,275 $6,280,275 0.24 $6,256,946
Westpac Banking Corporation FRN 03-APR-2034, 6.01%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,271,437 $6,271,437 0.24 $6,256,243
Connecticut Avenue Securities Trust 2025-R01 1M2 5.80517% 25-JAN-2045, 5.81%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,234,399 $6,234,399 0.23 $6,211,381
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $6,069,096 $6,069,096 0.23 $5,950,112
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,920,581 $5,920,581 0.22 $5,885,836
Plenti PL & Green ABS Trust 2025-1 A1 4.9925% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 9,055,850 $5,883,502 $5,883,502 0.22 $5,877,885
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,826,622 $5,826,622 0.22 $5,769,429
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,780,746 $5,780,746 0.22 $5,749,273
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,732,328 $5,732,328 0.21 $5,729,359
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,730,996 $5,730,996 0.21 $5,655,186
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,702,444 $5,702,444 0.21 $5,701,000
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,626,212 $5,626,212 0.21 $5,593,344
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,577,072 $5,577,072 0.21 $5,442,877
Gartner, Inc. 3.625% 15-JUN-2029, 3.62%, 06/15/29 IT 366651AG2 - - 5,844,000 $5,554,667 $5,554,667 0.21 $5,535,247
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,539,241 $5,539,241 0.21 $5,524,929
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,488,751 $5,488,751 0.21 $5,417,111
Bank Australia Limited FRN 24-NOV-2025, 5.07%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,331,238 $5,331,238 0.20 $5,290,803
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 5,250,000 $5,322,053 $5,322,053 0.20 $5,225,438
BX Commercial Mortgage Trust 2024-AIRC A 6.00324% 15-AUG-2041, 6.03%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,256,987 $5,256,987 0.20 $5,254,352
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,208,216 $5,208,216 0.20 $5,069,049
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,133,889 $5,133,889 0.19 $5,082,264
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,087,381 $5,087,381 0.19 $5,012,610
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,074,532 $5,074,532 0.19 $5,051,844
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $5,048,109 $5,048,109 0.19 $4,930,405
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,143,450 $4,956,487 $4,956,487 0.19 $4,939,540
Liberty Series 2024-1 Auto A 4.8725% 25-MAY-2032, 4.87%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 7,417,265 $4,837,402 $4,837,402 0.18 $4,822,649
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,720,346 $4,720,346 0.18 $4,658,538
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,696,550 $4,676,355 $4,676,355 0.18 $4,639,920
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.55517% 25-MAR-2044, 5.56%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 4,614,999 $4,636,612 $4,636,612 0.17 $4,620,232
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,633,560 $4,633,560 0.17 $4,613,957
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,553,512 $4,553,512 0.17 $4,531,762
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,536,064 $4,536,064 0.17 $4,509,397
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,532,336 $4,532,336 0.17 $4,525,459
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,375,489 $4,375,489 0.16 $4,370,022
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,360,780 $4,360,780 0.16 $4,359,664
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,159,047 $4,159,047 0.16 $4,073,630
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,075,073 $4,075,073 0.15 $4,020,144
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.40517% 25-DEC-2031, 5.41%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 4,054,823 $4,074,830 $4,074,830 0.15 $4,060,828
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.75517% 25-OCT-2044, 5.76%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,072,296 $4,072,296 0.15 $4,057,404
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,743,728 $3,743,728 0.14 $3,647,369
Connecticut Avenue Securities Trust 2025-R01 1M1 5.40517% 25-JAN-2045, 5.41%, 01/25/45 CAS 2025-R01 20755JAB9 - - 3,718,357 $3,730,429 $3,730,429 0.14 $3,717,586
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,671,621 $3,671,621 0.14 $3,635,743
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.30517% 25-JUN-2043, 6.31%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 3,631,059 $3,665,502 $3,665,502 0.14 $3,650,875
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,651,462 $3,651,462 0.14 $3,595,719
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.65517% 25-FEB-2044, 5.66%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 3,560,377 $3,582,195 $3,582,195 0.13 $3,569,332
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,515,225 $3,451,841 $3,451,841 0.13 $3,429,017
Lloyds Banking Group plc FRN 06-MAR-2030, 5.39%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,439,846 $3,439,846 0.13 $3,418,802
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,433,993 $3,433,993 0.13 $3,411,476
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.60517% 25-AUG-2042, 6.61%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,268,144 $3,342,838 $3,342,838 0.13 $3,329,046
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,292,415 $3,292,415 0.12 $3,242,996
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,265,529 $3,265,529 0.12 $3,264,179
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,224,756 $3,258,722 $3,258,722 0.12 $3,244,214
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.51%, 05/25/45 CAS 2025-R04 20755TAB7 - - 3,153,108 $3,168,216 $3,168,216 0.12 $3,157,126
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,097,388 $3,097,388 0.12 $3,041,846
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,058,765 $3,058,765 0.11 $3,048,856
Connecticut Avenue Securities Trust 2025-R02 1M1 5.45517% 25-FEB-2045, 5.46%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,003,105 $3,015,602 $3,015,602 0.11 $3,005,133
Suncorp Group Limited FRN 01-DEC-2038, 6.36%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,007,703 $3,007,703 0.11 $2,984,356
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,953,396 $2,996,708 $2,996,708 0.11 $2,995,310
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,953,396 $2,985,964 $2,985,964 0.11 $2,984,530
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.50517% 25-MAY-2044, 5.51%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,907,448 $2,925,461 $2,925,461 0.11 $2,915,235
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,900,116 $2,900,116 0.11 $2,881,010
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,865,808 $2,865,808 0.11 $2,852,796
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,813,087 $2,813,087 0.11 $2,764,863
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,649,201 $2,649,201 0.10 $2,639,352
Connecticut Avenue Securities Trust 2024-R02 1M1 5.40517% 25-FEB-2044, 5.41%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,515,891 $2,524,581 $2,524,581 0.09 $2,515,893
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,373,050 $2,447,639 $2,447,639 0.09 $2,411,623
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,415,323 $2,430,525 $2,430,525 0.09 $2,429,525
Plenti Auto ABS Trust 2025-1 A 4.8525% 12-AUG-2033, 4.88%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 3,673,696 $2,382,925 $2,382,925 0.09 $2,381,651
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,350,118 $2,350,118 0.09 $2,336,805
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,187,883 $2,187,883 0.08 $2,166,915
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,053,894 $2,053,894 0.08 $2,015,425
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,044,569 $2,044,569 0.08 $2,018,340
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,037,419 $2,037,419 0.08 $2,026,526
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,011,103 $2,011,103 0.08 $1,969,129
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,985,313 $1,985,313 0.07 $1,968,728
Connecticut Avenue Securities Trust 2023-R06 1M1 6.00517% 25-JUL-2043, 6.01%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,888,633 $1,906,476 $1,906,476 0.07 $1,899,230
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,732,329 $1,732,329 0.06 $1,703,919
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.15517% 25-NOV-2043, 6.16%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,709,714 $1,729,905 $1,729,905 0.06 $1,723,182
Great Southern Bank (Australia) FRN 01-DEC-2025, 5.29%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,537,832 $1,537,832 0.06 $1,527,472
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,500,358 $1,500,358 0.06 $1,488,029
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,573,915 $1,453,724 $1,453,724 0.05 $1,447,402
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.30517% 25-MAY-2043, 6.31%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,379,494 $1,399,471 $1,399,471 0.05 $1,393,914
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,357,965 $1,357,965 0.05 $1,346,662
Connecticut Avenue Securities Trust 2024-R05 2M1 5.30517% 25-JUL-2044, 5.31%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,347,604 $1,351,581 $1,351,581 0.05 $1,347,014
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.99%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,343,325 $1,343,325 0.05 $1,341,791
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,282,234 $1,282,234 0.05 $1,272,976
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,274,177 $1,274,177 0.05 $1,253,590
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,169,068 $1,169,068 0.04 $1,166,272
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,114,362 $1,114,362 0.04 $1,089,385
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,032,637 $1,032,637 0.04 $1,026,601
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $995,381 $995,381 0.04 $981,151
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $918,611 $918,611 0.03 $910,119
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.30517% 25-OCT-2044, 5.31%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 911,907 $914,717 $914,717 0.03 $911,626
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $853,418 $853,418 0.03 $850,661
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $671,078 $671,078 0.03 $668,150
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $652,395 $652,395 0.02 $644,961
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $652,124 $652,124 0.02 $644,041
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $651,204 $651,204 0.02 $649,787
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $647,009 $647,009 0.02 $643,309
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.53%, 10/14/31 BENAU BR8160425 - - 800,000 $517,972 $517,972 0.02 $517,658
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $395,423 $395,423 0.01 $388,714
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $362,261 $362,261 0.01 $359,848
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 184,552 $184,789 $184,789 0.01 $184,702
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $98,479 $98,479 0.00 $97,637
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $97,852 $97,852 0.00 $96,969
US 5YR NOTE (CBT) Sep25 SEP 25 FVU5 FUTURES_USD - -365.00 $-39,431,406 $0 0.00 $0
CAN 2YR BOND FUT Sep25 SEP 25 CVU5 FUTURES_CAD - -627.00 $-47,970,252 $0 0.00 $0
US 2YR NOTE (CBT) Sep25 SEP 25 TUU5 FUTURES_USD - -2,689 $-557,148,194 $0 0.00 $0
AUST 3YR BOND FUT Sep25 SEP 25 YMU5 AU03Y 28U - -284.00 $-19,739,958 $0 0.00 $0
EURO-SCHATZ FUT Sep25 SEP 25 DUU5 FUTURES_EUR - 940.00 $116,846,466 $0 0.00 $0
AUTONATION INC 0% 07/18/2025, 0.00%, 07/18/25 AUTONA 05330LUJ0 - - 74,900,000 $74,889,948 $74,889,948 2.81 $74,889,948
GLOBAL PAYMENTS INC 0% 07/18/2025, 0.00%, 07/18/25 GPN 37961CUJ9 - - 73,150,000 $73,140,044 $73,140,044 2.74 $73,140,044
TARGA RESOURCES CORP 0% 07/21/2025, 0.00%, 07/21/25 TRGP 87613EUM5 - - 58,250,000 $58,228,108 $58,228,108 2.18 $58,228,108
JABIL INC 0% 07/21/2025, 0.00%, 07/21/25 JBLPP 46652LUM7 - - 31,900,000 $31,887,187 $31,887,187 1.20 $31,887,187
ENERGY TRANSFER LP 0% 07/18/2025, 0.00%, 07/18/25 ENGTRN 29277EUJ1 - - 30,450,000 $30,446,166 $30,446,166 1.14 $30,446,166
TARGA RESOURCES CORP 0% 07/18/2025, 0.00%, 07/18/25 TRGP 87613EUJ2 - - 11,000,000 $10,998,513 $10,998,513 0.41 $10,998,513
AUSTRALIAN DOLLARS AUD - - 11,512,393 $7,457,711 $7,457,711 0.28 $7,457,711
SEGREGATED CASH SEGCASH - $0.00 6,716,246 $6,716,246 $6,716,246 0.25 $6,716,246
NEW ZEALAND DOLLAR NZD - - 5,695,809 $3,372,776 $3,372,776 0.13 $3,372,776
BRITISH POUND GBP - - 1,929,937 $2,587,949 $2,587,949 0.10 $2,587,949
CANADIAN DOLLAR CAD - - 1,807,474 $1,314,001 $1,314,001 0.05 $1,314,001
EURO EUR - - 986,486 $1,143,089 $1,143,089 0.04 $1,143,089
US DOLLARS USD MD_142224 - - -93,326,868 $-93,326,868 $-93,326,868 -3.50 $-93,326,868
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 2.04 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -2.04 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,323,468 $19,323,468 0.72 $19,323,468
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,323,468 $-19,323,468 -0.72 $-19,323,468
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $37,574,907 $37,574,907 1.41 $37,574,907
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-37,574,907 $-37,574,907 -1.41 $-37,574,907
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,928,089 $18,928,089 0.71 $18,928,089
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,928,089 $-18,928,089 -0.71 $-18,928,089
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,713,257 $48,713,257 1.83 $48,713,257
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,713,257 $-48,713,257 -1.83 $-48,713,257
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,630,380 $44,630,380 1.67 $44,630,380
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,630,380 $-44,630,380 -1.67 $-44,630,380
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,093,631 $63,093,631 2.36 $63,093,631
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,093,631 $-63,093,631 -2.36 $-63,093,631
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 15Oct25 65 PAYER CITI_US_SW @20.2C 65, 1.00%, 10/15/25 - XXCZ6E UCAXXCZ6E $65.00 520,000,000 $-520,000,000 $543,561 0.02 $543,561
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 15Oct25 75 PAYER CITI_US_SW @18.4C 75, 1.00%, 10/15/25 - UCAXXCZ6D $75.00 -260,000,000 $260,000,000 $-172,463 -0.01 $-172,463
FX Forward|AUD|10/10/2025 +AUDU - - -323,064,500 $-209,599,356 $-209,599,356 -7.86 $-209,599,356
FX Forward|USD|10/10/2025 +AUDU - - 210,783,433 $210,783,433 $210,783,433 7.90 $210,783,433
FX Forward|EUR|10/10/2025 +EUR1 - - -12,260,000 $-14,287,385 $-14,287,385 -0.54 $-14,287,385
FX Forward|USD|10/10/2025 +EUR1 - - 14,423,657 $14,423,657 $14,423,657 0.54 $14,423,657
FX Forward|NZD|10/10/2025 +NZD2 - - -2,180,000 $-1,294,551 $-1,294,551 -0.05 $-1,294,551
FX Forward|USD|10/10/2025 +NZD2 - - 1,308,286 $1,308,286 $1,308,286 0.05 $1,308,286
FX Forward|CAD|10/10/2025 +CADU - - -70,172,000 $-51,233,135 $-51,233,135 -1.92 $-51,233,135
FX Forward|USD|10/10/2025 +CADU - - 51,513,917 $51,513,917 $51,513,917 1.93 $51,513,917
FX Forward|AUD|10/10/2025 +AUD1 - - -323,284,000 $-209,741,764 $-209,741,764 -7.86 $-209,741,764
FX Forward|USD|10/10/2025 +AUD1 - - 210,883,972 $210,883,972 $210,883,972 7.90 $210,883,972
FX Forward|GBP|10/10/2025 +GBPU - - -11,241,000 $-15,084,298 $-15,084,298 -0.57 $-15,084,298
FX Forward|USD|10/10/2025 +GBPU - - 15,236,389 $15,236,389 $15,236,389 0.57 $15,236,389
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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