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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of April 29, 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 $44,565,815 $44,565,815 1.71 $43,929,943
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,271,619 $35,271,619 1.36 $35,102,540
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $33,993,435 $33,993,435 1.31 $33,786,496
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,652,745 $25,652,745 0.99 $25,625,892
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,337,827 $25,337,827 0.98 $25,009,784
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,814,870 $24,814,870 0.96 $24,549,484
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,251,694 $24,251,694 0.94 $23,687,981
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,942,953 $23,942,953 0.92 $23,657,157
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,517,955 $23,517,955 0.91 $23,009,367
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,517,848 $23,517,848 0.91 $23,026,989
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 $23,385,335 $23,385,335 0.90 $23,177,945
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $22,942,240 $22,942,240 0.89 $22,721,818
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,499,328 $22,499,328 0.87 $22,435,983
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,494,867 $22,494,867 0.87 $22,141,906
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,181,464 $22,181,464 0.86 $21,855,360
NOW Trust 2024-1 A 5.48% 14-JUN-2032, 5.48%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 34,377,486 $22,073,429 $22,073,429 0.85 $22,020,746
BX Trust 2025-ROIC A 5.46569% 15-FEB-2042, 5.47%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,654,988 $20,654,988 0.80 $20,607,113
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,258,251 $20,258,251 0.78 $20,205,531
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,206,863 $20,206,863 0.78 $20,029,194
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 19,605,000 $20,179,008 $20,179,008 0.78 $19,717,746
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,645,901 $19,645,901 0.76 $19,536,538
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,636,495 $19,636,495 0.76 $19,313,366
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,549,315 $19,549,315 0.75 $19,523,618
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,436,464 $19,436,464 0.75 $19,336,644
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,152,958 $19,152,958 0.74 $19,078,233
NOW Trust 2025-1 A 5.309% 14-FEB-2034, 5.25%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 28,760,000 $18,423,013 $18,423,013 0.71 $18,346,541
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,348,746 $18,348,746 0.71 $18,146,889
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,873,606 $17,873,606 0.69 $17,349,214
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,742,103 $17,742,103 0.69 $17,561,527
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,709,484 $17,709,484 0.68 $17,279,704
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,699,490 $17,699,490 0.68 $17,529,443
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,396,760 $17,396,760 0.67 $17,234,533
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,175,992 $17,175,992 0.66 $17,060,962
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,166,736 $17,166,736 0.66 $17,150,407
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,128,511 $17,128,511 0.66 $17,034,477
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,824,653 $16,824,653 0.65 $16,646,546
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,525,052 $16,525,052 0.64 $16,482,134
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,383,878 $16,383,878 0.63 $16,345,089
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,244,463 $16,244,463 0.63 $16,222,920
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 $16,218,101 $16,218,101 0.63 $16,204,905
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $15,954,143 $15,954,143 0.62 $15,838,719
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,857,792 $15,857,792 0.61 $15,838,603
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,729,018 $15,729,018 0.61 $15,552,217
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,566,818 $15,566,818 0.60 $15,238,561
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,291,311 $15,291,311 0.59 $15,041,232
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,260,414 $15,260,414 0.59 $15,129,480
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,137,289 $15,137,289 0.58 $15,079,477
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,128,888 $15,128,888 0.58 $15,025,650
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $14,931,652 $14,931,652 0.58 $14,866,085
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,865,485 $14,865,485 0.57 $14,674,894
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,834,753 $14,834,753 0.57 $14,723,983
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,761,627 $14,761,627 0.57 $14,333,386
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,707,914 $14,707,914 0.57 $14,674,872
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,624,947 $14,624,947 0.56 $14,133,012
Holcim Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 HOLNSW 43475RAB2 - - 14,284,000 $14,400,592 $14,400,592 0.56 $14,357,701
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,383,770 $14,383,770 0.56 $14,368,868
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,149,406 $14,149,406 0.55 $14,083,696
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,049,759 $14,049,759 0.54 $13,713,217
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 $13,986,151 $13,986,151 0.54 $13,948,006
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,826,794 $13,826,794 0.53 $13,643,816
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,752,181 $13,752,181 0.53 $13,391,381
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,707,809 $13,707,809 0.53 $13,592,666
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,376,017 $13,376,017 0.52 $13,210,052
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,259,332 $13,259,332 0.51 $12,896,003
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,217,338 $13,217,338 0.51 $12,855,348
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,201,602 $13,201,602 0.51 $12,567,548
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,175,542 $13,175,542 0.51 $13,135,613
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $13,142,220 $13,142,220 0.51 $13,000,000
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,102,989 $13,102,989 0.51 $12,904,678
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,068,598 $13,068,598 0.50 $12,961,129
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,005,354 $13,005,354 0.50 $12,824,834
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,976,621 $12,976,621 0.50 $12,889,667
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,934,202 $12,934,202 0.50 $12,870,008
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,858,245 $12,858,245 0.50 $12,849,867
Macquarie Bank Limited FRN 28-MAY-2030, 7.02%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,845,714 $12,845,714 0.50 $12,697,606
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,798,662 $12,798,662 0.49 $12,786,448
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,790,320 $12,790,320 0.49 $12,709,586
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 $12,535,793 $12,535,793 0.48 $12,516,937
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,460,463 $12,460,463 0.48 $12,194,682
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,429,929 $12,429,929 0.48 $12,287,327
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,343,221 $12,343,221 0.48 $12,191,164
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,060,700 $12,060,700 0.47 $11,740,972
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,042,590 $12,042,590 0.46 $11,966,382
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,919,122 $11,919,122 0.46 $11,610,335
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,900,154 $11,900,154 0.46 $11,775,904
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,600,925 $11,894,050 $11,894,050 0.46 $11,719,224
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,790,604 $11,790,604 0.46 $11,645,713
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,679,793 $11,679,793 0.45 $11,407,574
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,532,136 $11,532,136 0.45 $11,292,436
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,422,254 $11,422,254 0.44 $11,361,400
NRTH 2024-PARK Mortgage Trust A 5.96316% 15-MAR-2039, 5.96%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,339,922 $11,339,922 0.44 $11,311,597
Suncorp Group Limited FRN 01-JUN-2037, 6.42%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,271,690 $11,271,690 0.44 $11,159,832
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,228,577 $11,228,577 0.43 $11,057,664
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,224,517 $11,224,517 0.43 $11,015,975
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,051,272 $11,051,272 0.43 $10,997,601
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,699,651 $10,699,651 0.41 $10,588,070
Connecticut Avenue Securities Trust 2024-R06 1M2 5.93969% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,666,591 $10,666,591 0.41 $10,657,765
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 16,594,374 $10,640,141 $10,640,141 0.41 $10,609,680
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,539,925 $10,539,925 0.41 $10,408,878
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 $10,483,180 $10,483,180 0.40 $10,475,152
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,419,173 $10,419,173 0.40 $10,214,827
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,395,816 $10,395,816 0.40 $10,334,411
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,327,304 $10,327,304 0.40 $10,167,700
Holcim Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 HOLNSW 43475RAA4 - - 10,232,000 $10,292,363 $10,292,363 0.40 $10,262,292
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,256,255 $10,256,255 0.40 $10,071,859
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,225,632 $10,225,632 0.39 $10,179,226
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 $10,180,369 $10,180,369 0.39 $10,166,454
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,172,360 $10,172,360 0.39 $9,871,248
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,840,105 $9,840,105 0.38 $9,737,916
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,839,340 $9,765,518 $9,765,518 0.38 $9,636,475
Connecticut Avenue Securities Trust 2024-R01 1M1 5.38969% 25-JAN-2044, 5.40%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 9,742,787 $9,712,724 $9,712,724 0.38 $9,705,412
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,699,065 $9,699,065 0.37 $9,674,141
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,684,374 $9,684,374 0.37 $9,449,906
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,542,070 $9,542,070 0.37 $9,389,898
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,231,155 $9,231,155 0.36 $9,090,717
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 9,460,000 $9,142,873 $9,142,873 0.35 $9,082,796
Westpac Banking Corporation FRN 10-JUL-2034, 5.79%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,114,043 $9,114,043 0.35 $9,085,105
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.14%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,021,359 $9,021,359 0.35 $9,003,504
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,932,558 $8,932,558 0.34 $8,895,038
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 13,914,062 $8,911,506 $8,911,506 0.34 $8,890,378
Connecticut Avenue Securities Trust 2025-R03|5.95369|03/25/2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 8,833,798 $8,865,750 $8,865,750 0.34 $8,858,445
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,817,454 $8,817,454 0.34 $8,724,625
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,736,909 $8,736,909 0.34 $8,719,924
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,697,462 $8,697,462 0.34 $8,548,457
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,460,264 $8,460,264 0.33 $8,439,326
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 $8,392,821 $8,392,821 0.32 $8,386,336
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 $8,313,911 $8,313,911 0.32 $8,299,879
Metro Finance 2024-1 Trust|5.3175|09/17/2030, 5.32%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 12,912,488 $8,273,872 $8,273,872 0.32 $8,258,271
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.38969% 25-JAN-2045, 5.40%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 8,304,175 $8,271,773 $8,271,773 0.32 $8,265,540
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,193,768 $8,193,768 0.32 $8,119,698
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,158,573 $8,158,573 0.32 $8,142,493
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,108,089 $8,108,089 0.31 $7,981,294
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,093,351 $8,093,351 0.31 $8,091,798
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,065,350 $8,065,350 0.31 $7,999,499
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,050,173 $8,050,173 0.31 $8,040,192
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $7,937,750 $7,937,750 0.31 $7,848,438
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,917,002 $7,917,002 0.31 $7,854,502
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,879,018 $7,879,018 0.30 $7,804,067
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,866,827 $7,866,827 0.30 $7,718,047
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,832,150 $7,832,150 0.30 $7,798,675
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,654,817 $7,654,817 0.30 $7,557,055
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,543,870 $7,543,870 0.29 $7,542,644
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,402,208 $7,402,208 0.29 $7,382,234
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,349,076 $7,349,076 0.28 $7,260,334
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,319,391 $7,319,391 0.28 $7,254,227
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,248,311 $7,248,311 0.28 $7,067,711
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,184,286 $7,184,286 0.28 $7,096,329
Nordea Bank Abp FRN 06-JUN-2025, 5.37%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,985,955 $6,985,955 0.27 $6,929,820
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,914,953 $6,914,953 0.27 $6,881,021
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,905,516 $6,905,516 0.27 $6,876,187
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,897,044 $6,897,044 0.27 $6,862,011
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,866,084 $6,866,084 0.27 $6,683,952
Connecticut Avenue Securities, Series 2021-R01 1M2 5.88969% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,706,682 $6,687,031 $6,687,031 0.26 $6,681,532
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,681,365 $6,681,365 0.26 $6,620,644
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,650,541 $6,650,541 0.26 $6,553,983
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,600,761 $6,600,761 0.25 $6,520,619
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,594,874 $6,594,874 0.25 $6,570,810
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,513,175 $6,513,175 0.25 $6,499,728
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,496,049 $6,496,049 0.25 $6,267,450
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,467,389 $6,467,389 0.25 $6,390,607
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,466,140 $6,466,140 0.25 $6,337,010
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,422,941 $6,422,941 0.25 $6,363,729
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,377,203 $6,377,203 0.25 $6,341,325
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,335,735 $6,335,735 0.24 $6,263,044
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,194,865 $6,194,865 0.24 $6,106,986
Connecticut Avenue Securities Trust 2025-R01 1M2 5.83969% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,162,691 $6,162,691 0.24 $6,157,647
Westpac Banking Corporation FRN 03-APR-2034, 6.01%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,117,159 $6,117,159 0.24 $6,090,225
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,960,065 $5,960,065 0.23 $5,865,251
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,950,046 $5,950,046 0.23 $5,898,805
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,874,239 $5,874,239 0.23 $5,751,044
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,841,057 $5,841,057 0.23 $5,702,515
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,767,792 $5,767,792 0.22 $5,751,905
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,648,536 $5,648,536 0.22 $5,619,656
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,549,288 $5,549,288 0.21 $5,506,130
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,535,657 $5,535,657 0.21 $5,489,612
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,470,111 $5,470,111 0.21 $5,396,773
BX Commercial Mortgage Trust 2024-AIRC A 6.01324% 15-AUG-2041, 6.01%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,436,029 $5,447,951 $5,447,951 0.21 $5,434,331
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,436,278 $5,436,278 0.21 $5,430,378
Liberty Series 2024-1 Auto A 5.2962% 25-MAY-2032, 5.30%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 8,210,724 $5,273,164 $5,273,164 0.20 $5,244,648
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,269,787 $5,269,787 0.20 $5,214,686
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,230,793 $5,230,793 0.20 $5,095,585
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 5,250,000 $5,178,774 $5,178,774 0.20 $5,153,253
Enable Midstream Partners, LP 4.95% 15-MAY-2028, 4.95%, 05/15/28 ET 292480AL4 - - 5,000,000 $5,152,797 $5,152,797 0.20 $5,039,360
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,134,783 $5,134,783 0.20 $5,041,971
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,021,827 $5,021,827 0.19 $4,999,598
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $4,978,583 $4,978,583 0.19 $4,891,798
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 $4,952,631 $4,952,631 0.19 $4,932,125
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,693,033 $4,693,033 0.18 $4,612,838
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 $4,688,489 $4,688,489 0.18 $4,645,005
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,645,984 $4,645,984 0.18 $4,631,909
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,589,547 $4,589,547 0.18 $4,495,012
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,575,555 $4,575,555 0.18 $4,505,539
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,488,728 $4,488,728 0.17 $4,458,326
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.43969% 25-DEC-2031, 5.45%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 4,471,513 $4,482,259 $4,482,259 0.17 $4,478,872
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,332,934 $4,332,934 0.17 $4,257,684
Insurance Australia Group Limited FRN 15-JUN-2045, 6.46%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,331,969 $4,331,969 0.17 $4,298,515
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 $4,261,018 $4,261,018 0.16 $4,257,280
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,161,533 $4,161,533 0.16 $4,034,773
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,119,898 $4,119,898 0.16 $4,077,745
Connecticut Avenue Securities Trust 2025-R01 1M1 5.43969% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,068,256 $4,052,497 $4,052,497 0.16 $4,049,416
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.78969% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,039,826 $4,039,826 0.16 $4,036,561
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $4,032,923 $4,032,923 0.16 $3,957,253
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 $3,926,442 $3,926,442 0.15 $3,923,330
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,705,430 $3,705,430 0.14 $3,655,754
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,636,061 $3,636,061 0.14 $3,634,732
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,602,640 $3,602,640 0.14 $3,586,068
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,556,132 $3,583,860 $3,583,860 0.14 $3,576,583
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 $3,498,725 $3,498,725 0.14 $3,475,534
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,482,685 $3,482,685 0.13 $3,455,065
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 $3,403,503 $3,403,503 0.13 $3,395,580
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 $3,397,508 $3,397,508 0.13 $3,389,382
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,382,108 $3,382,108 0.13 $3,351,351
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,374,411 $3,374,411 0.13 $3,343,921
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,306,925 $3,306,925 0.13 $3,259,675
Connecticut Avenue Securities Trust 2025-R02 1M1 5.48969% 25-FEB-2045, 5.50%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,297,203 $3,286,823 $3,286,823 0.13 $3,284,303
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,248,803 $3,248,803 0.13 $3,237,175
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,052,156 $3,052,156 0.12 $3,021,090
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 $3,004,785 $3,004,785 0.12 $3,002,468
Suncorp Group Limited FRN 01-DEC-2038, 6.77%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,942,404 $2,942,404 0.11 $2,911,542
Connecticut Avenue Securities Trust 2024-R02 1M1 5.43969% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,793,747 $2,787,695 $2,787,695 0.11 $2,785,579
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 $2,740,334 $2,740,334 0.11 $2,734,705
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,642,152 $2,642,152 0.10 $2,630,074
Plenti Auto ABS Trust 2025-1 A 5.18% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,142,648 $2,635,591 $2,635,591 0.10 $2,629,590
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,544,501 $2,584,412 $2,584,412 0.10 $2,578,183
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,287,566 $2,287,566 0.09 $2,285,474
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,153,772 $2,153,772 0.08 $2,129,994
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,017,628 $2,017,628 0.08 $2,014,188
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 $2,004,873 $2,004,873 0.08 $2,003,312
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,004,344 $2,004,344 0.08 $1,986,150
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,993,337 $1,993,337 0.08 $1,972,903
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $1,990,028 $1,990,028 0.08 $1,985,454
Connecticut Avenue Securities Trust 2023-R06 1M1 6.03969% 25-JUL-2043, 6.05%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,982,467 $1,989,086 $1,989,086 0.08 $1,987,419
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,937,619 $1,937,619 0.07 $1,930,704
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 $1,874,125 $1,874,125 0.07 $1,872,518
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,714,788 $1,714,788 0.07 $1,703,557
Connecticut Avenue Securities Trust 2024-R05 2M1 5.33969% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,639,621 $1,639,044 $1,639,044 0.06 $1,637,825
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,520,621 $1,520,621 0.06 $1,505,795
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 $1,502,895 $1,502,895 0.06 $1,501,579
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,493,628 $1,493,628 0.06 $1,456,602
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 $1,462,905 $1,462,905 0.06 $1,455,256
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,322,645 $1,322,645 0.05 $1,318,350
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,321,694 $1,321,694 0.05 $1,317,952
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,301,319 $1,301,319 0.05 $1,273,900
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,259,115 $1,259,115 0.05 $1,254,914
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.33969% 25-OCT-2044, 5.35%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,189,963 $1,188,303 $1,188,303 0.05 $1,187,418
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,148,706 $1,148,706 0.04 $1,137,362
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,083,677 $1,083,677 0.04 $1,071,301
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,006,283 $1,006,283 0.04 $1,003,741
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $982,554 $982,554 0.04 $980,259
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $905,170 $905,170 0.03 $895,596
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $845,992 $845,992 0.03 $842,789
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 $669,051 $669,051 0.03 $667,476
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $664,396 $664,396 0.03 $655,514
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $642,987 $642,987 0.02 $640,145
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $636,886 $636,886 0.02 $631,877
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $635,028 $635,028 0.02 $631,832
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $632,671 $632,671 0.02 $631,922
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.53%, 10/14/31 BENAU BR8160425 - - 800,000 $511,020 $511,020 0.02 $509,784
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $385,781 $385,781 0.01 $382,654
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $352,604 $352,604 0.01 $351,999
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 315,423 $316,253 $316,253 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 $206,650 $206,650 0.01 $205,944
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 164,213 $164,682 $164,682 0.01 $164,274
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $97,153 $97,153 0.00 $96,167
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $95,069 $95,069 0.00 $95,027
CAN 2YR BOND FUT Jun25 JUN 25 CVM5 FUTURES_CAD - 768.00 $58,563,081 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - -382.00 $-41,673,812 $0 0.00 $0
AUST 3YR BOND FUT Jun25 JUN 25 YMM5 AU03Y 28M - -1,633 $-112,149,019 $0 0.00 $0
EURO-SCHATZ FUT Jun25 JUN 25 DUM5 FUTURES_EUR - 2,248 $275,133,438 $0 0.00 $0
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -5,084 $-1,057,511,716 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 04/30/2025, 0.00%, 04/30/25 GPN 37961CRW4 - - 76,050,000 $76,039,650 $76,039,650 2.94 $76,039,650
AUTONATION INC 0% 05/01/2025, 0.00%, 05/01/25 AUTONA 05330LS12 - - 23,350,000 $23,346,854 $23,346,854 0.90 $23,346,854
AUTONATION INC 0% 04/30/2025, 0.00%, 04/30/25 AUTONA 05330LRW5 - - 20,150,000 $20,147,201 $20,147,201 0.78 $20,147,201
CANADIAN DOLLAR CAD - - 25,173,687 $18,155,629 $18,155,629 0.70 $18,155,629
SEGREGATED CASH SEGCASH - $0.00 11,789,254 $11,789,254 $11,789,254 0.46 $11,789,254
AUSTRALIAN DOLLARS AUD - - 8,419,665 $5,371,329 $5,371,329 0.21 $5,371,329
NEW ZEALAND DOLLAR NZD - - 6,335,159 $3,758,957 $3,758,957 0.15 $3,758,957
GENERAL MOTORS FINANCIAL CO INC 0% 04/30/2025, 0.00%, 04/30/25 GMFPP 37046TRW6 - - 2,950,000 $2,949,623 $2,949,623 0.11 $2,949,623
BRITISH POUND GBP - - 1,994,022 $2,669,910 $2,669,910 0.10 $2,669,910
EURO EUR - - 1,688,660 $1,922,296 $1,922,296 0.07 $1,922,296
US DOLLARS USD MD_142224 - - -25,747,675 $-25,747,675 $-25,747,675 -0.99 $-25,747,675
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 $19,362,566 $19,362,566 0.75 $19,362,566
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,362,566 $-19,362,566 -0.75 $-19,362,566
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,362,566 $19,362,566 0.75 $19,362,566
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,362,566 $-19,362,566 -0.75 $-19,362,566
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $37,650,933 $37,650,933 1.45 $37,650,933
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-37,650,933 $-37,650,933 -1.45 $-37,650,933
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,966,387 $18,966,387 0.73 $18,966,387
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,966,387 $-18,966,387 -0.73 $-18,966,387
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,811,820 $48,811,820 1.88 $48,811,820
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,811,820 $-48,811,820 -1.88 $-48,811,820
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,720,681 $44,720,681 1.73 $44,720,681
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,720,681 $-44,720,681 -1.73 $-44,720,681
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,221,289 $63,221,289 2.44 $63,221,289
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,221,289 $-63,221,289 -2.44 $-63,221,289
FX Forward|NZD|07/11/2025 +NZD0 - - -6,264,000 $-3,724,918 $-3,724,918 -0.14 $-3,724,918
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 $-67,692,883 $-67,692,883 -2.61 $-67,692,883
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 $-14,545,105 $-14,545,105 -0.56 $-14,545,105
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 $-14,959,485 $-14,959,485 -0.58 $-14,959,485
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 $-429,697,450 $-429,697,450 -16.59 $-429,697,450
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 $2,466,451 $2,466,451 0.10 $2,466,451
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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