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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of September 19, 2024)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight %
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $36,261,826 $36,261,826 1.63
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,025,470 $34,025,470 1.52
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 31,050,000 $31,826,534 $31,826,534 1.42
NOW Trust 2024-1 A 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 45,804,327 $31,300,118 $31,300,118 1.40
Macquarie Group Limited 6.207% 22-NOV-2024, 6.21%, 11/22/24 MQGAU 55608JBL1 - - 28,900,000 $29,528,141 $29,528,141 1.32
Bank Australia Limited FRN 21-FEB-2028, 6.08%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $26,392,626 $26,392,626 1.18
GE Healthcare Technologies Inc. 5.55% 15-NOV-2024, 5.55%, 11/15/24 GEHC 36267VAB9 - - 24,975,000 $25,461,661 $25,461,661 1.14
Bank of America Corporation 1.319% 19-JUN-2026, 1.32%, 06/19/26 BAC 06051GJD2 - - 25,135,000 $24,569,659 $24,569,659 1.10
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,075,001 $24,075,001 1.08
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,992,224 $23,992,224 1.07
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,548,916 $23,548,916 1.05
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,328,162 $23,328,162 1.04
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAA9 - - 22,400,000 $22,995,476 $22,995,476 1.03
Freddie Mac Multiclass Certificates, Series 5440 WF 25-AUG-2054, 6.50%, 08/25/54 FHR 5440 3137HDZQ6 - - 22,207,450 $22,426,359 $22,426,359 1.00
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,261,876 $22,261,876 1.00
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,216,105 $22,216,105 0.99
AerCap Ireland Capital DAC 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $21,133,436 $21,133,436 0.94
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $20,865,862 $20,865,862 0.93
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $20,261,103 $20,261,103 0.91
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,087,565 $20,087,565 0.90
Humana Inc. 5.7% 13-MAR-2026, 5.70%, 03/13/26 HUM 444859BW1 - - 20,000,000 $20,031,608 $20,031,608 0.90
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,347,542 $19,347,542 0.86
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $19,154,543 $19,154,543 0.86
DTE Energy Company 4.22% 01-NOV-2024, 4.22%, 11/01/24 DTE 233331BD8 - - 18,735,000 $19,013,726 $19,013,726 0.85
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,686,254 $17,686,254 0.79
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,301,601 $17,301,601 0.77
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,086,730 $17,086,730 0.76
Credabl ABS 2024-1 Trust|5.76312|05/11/2045, 5.76%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 24,975,000 $17,055,774 $17,055,774 0.76
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,948,111 $16,948,111 0.76
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,908,997 $16,908,997 0.76
National Australia Bank Limited FRN 18-NOV-2030, 6.06%, 11/18/30 NAB BM3607918 - - 24,275,000 $16,761,250 $16,761,250 0.75
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,369,221 $16,369,221 0.73
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,004,324 $16,004,324 0.72
Ausgrid Finance Pty Ltd. FRN 30-OCT-2024, 5.71%, 10/30/24 AUSGF AP6703965 - - 22,900,000 $15,728,405 $15,728,405 0.70
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,292,164 $15,292,164 0.68
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,179,460 $15,179,460 0.68
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,951,944 $14,951,944 0.67
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,823,763 $14,823,763 0.66
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,603,413 $14,603,413 0.65
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,503,087 $14,503,087 0.65
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,231,566 $14,231,566 0.64
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,177,144 $14,177,144 0.63
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,897,488 $13,897,488 0.62
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,876,619 $13,876,619 0.62
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,779,506 $13,779,506 0.62
Macquarie Bank Limited FRN 28-MAY-2030, 7.27%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $13,687,111 $13,687,111 0.61
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,403,274 $13,403,274 0.60
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,339,043 $13,339,043 0.60
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $13,273,702 $13,273,702 0.59
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.90%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,180,310 $13,180,310 0.59
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,158,961 $13,158,961 0.59
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,152,592 $13,152,592 0.59
VMware, Inc. 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $12,999,173 $12,999,173 0.58
Connecticut Avenue Securities Trust 2024-R01 1M1 25-JAN-2044, 6.40%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 12,894,236 $12,957,602 $12,957,602 0.58
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,953,256 $12,953,256 0.58
American Express Company FRN 04-MAR-2025, 6.30%, 03/04/25 AXP 025816CR8 - - 12,900,000 $12,947,071 $12,947,071 0.58
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $12,894,737 $12,894,737 0.58
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,700,371 $12,700,371 0.57
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,562,749 $12,562,749 0.56
McDonald's Corporation 3.125% 04-MAR-2025, 3.12%, 03/04/25 MCD 580135CD1 - - 17,080,000 $12,542,390 $12,542,390 0.56
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 16,925,000 $12,525,376 $12,525,376 0.56
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,419,100 $12,419,100 0.56
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,163,458 $12,163,458 0.54
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,630,000 $12,151,352 $12,151,352 0.54
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,127,517 $12,127,517 0.54
Corebridge Financial, Inc. 3.5% 04-APR-2025, 3.50%, 04/04/25 CRBG 21871XAB5 - - 11,975,000 $12,074,199 $12,074,199 0.54
Suncorp Group Limited FRN 01-JUN-2037, 6.70%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,971,903 $11,971,903 0.54
Ausgrid Finance Pty Ltd. 3.75% 30-OCT-2024, 3.75%, 10/30/24 AUSGF AP3049594 - - 17,320,000 $11,943,794 $11,943,794 0.53
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,931,189 $11,931,189 0.53
Kiwibank Limited FRN 23-SEP-2025, 5.05%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,875,529 $11,875,529 0.53
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,861,083 $11,861,083 0.53
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,843,116 $11,843,116 0.53
RESIMAC Bastille Trust 2024-1NC A2 13-SEP-2055, 5.66%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 17,235,000 $11,758,725 $11,758,725 0.53
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.65%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,396,445 $11,396,445 0.51
NRTH 2024-PARK Mortgage Trust A 15-MAR-2039, 6.74%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,370,324 $11,370,324 0.51
Taco Bell Funding Series 2018-1 2018-A2II 4.94% 25-NOV-2048, 4.94%, 11/25/48 BELL 2018-1A 87342RAE4 - - 11,175,206 $11,270,513 $11,270,513 0.50
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,254,480 $11,254,480 0.50
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 0.00%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,031,197 $11,031,197 0.49
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 11,150,000 $10,982,349 $10,982,349 0.49
Metro Finance 2024-1 Trust|5.55|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 16,060,000 $10,929,631 $10,929,631 0.49
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,659,739 $10,659,739 0.48
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 15,100,000 $10,592,404 $10,592,404 0.47
Freddie Mac STACR REMIC Trust 2024-HQA2|6.54207|08/25/2044, 6.54%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 10,533,000 $10,557,940 $10,557,940 0.47
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,548,092 $10,548,092 0.47
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,342,872 $10,342,872 0.46
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 10,933,000 $10,331,645 $10,331,645 0.46
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,322,641 $10,322,641 0.46
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,258,804 $10,258,804 0.46
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 10,056,844 $10,236,459 $10,236,459 0.46
Subway Funding LLC|5.246|07/30/2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,864,000 $9,908,667 $9,908,667 0.44
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,853,640 $9,853,640 0.44
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,852,853 $9,852,853 0.44
Westpac Banking Corporation FRN 10-JUL-2034, 0.00%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,736,048 $9,736,048 0.44
New Zealand 4.5% 15-MAY-2035, 4.50%, 05/15/35 NZGB 9QW6UOXX3 - - 15,075,000 $9,724,248 $9,724,248 0.43
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,639,795 $9,639,795 0.43
BX Trust 2024-VLT4 A 15-JUN-2041, 6.83%, 07/15/29 BX 05612TAA3 - - 9,558,713 $9,566,286 $9,566,286 0.43
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,532,595 $9,532,595 0.43
Wells Fargo & Company 2.164% 11-FEB-2026, 2.16%, 02/11/26 WFC 95000U2K8 - - 9,590,000 $9,502,382 $9,502,382 0.42
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.59%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,382,766 $9,382,766 0.42
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,364,531 $9,364,531 0.42
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 6.14%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,105,886 $9,105,886 0.41
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,806,098 $8,806,098 0.39
AerCap Ireland Capital DAC 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,777,240 $8,777,240 0.39
Commonwealth Bank of Australia FRN 10-SEP-2030, 6.22%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,598,019 $8,598,019 0.38
Connecticut Avenue Securities, Series 2021-R01 1M2 25-OCT-2041, 6.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 8,523,153 $8,585,276 $8,585,276 0.38
Royal Bank of Canada 4.875% 19-JAN-2027, 4.88%, 01/19/27 RY 78016HZT0 - - 8,325,000 $8,560,258 $8,560,258 0.38
Macquarie Bank Limited FRN 01-MAR-2034, 6.35%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,361,988 $8,361,988 0.37
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,327,337 $8,327,337 0.37
Westpac Banking Corporation 5.35% 18-OCT-2024, 5.35%, 10/18/24 WSTP 961214FH1 - - 8,000,000 $8,182,843 $8,182,843 0.37
Westpac Banking Corporation FRN 29-JAN-2031, 5.91%, 01/29/31 WSTP BN6416885 - - 11,800,000 $8,166,416 $8,166,416 0.37
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,142,030 $8,142,030 0.36
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $8,037,062 $8,037,062 0.36
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,903,309 $7,903,309 0.35
Liberty Series 2024-1 Auto A 25-MAY-2032, 5.50%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 11,479,626 $7,851,145 $7,851,145 0.35
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,576,910 $7,576,910 0.34
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,420,819 $7,420,819 0.33
JPMorgan Chase & Co. 2.595% 24-FEB-2026, 2.60%, 02/24/26 JPM 46647PCV6 - - 7,300,000 $7,239,574 $7,239,574 0.32
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,224,835 $7,224,835 0.32
BMW US Capital LLC FRN 01-APR-2025, 6.19%, 04/01/25 BMW 05565EBY0 - - 7,025,000 $7,143,787 $7,143,787 0.32
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.08%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,131,658 $7,131,658 0.32
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,061,787 $7,061,787 0.32
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,015,102 $7,015,102 0.31
Nordea Bank Abp FRN 06-JUN-2025, 6.33%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,967,130 $6,967,130 0.31
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,904,246 $6,904,246 0.31
Macquarie Group Limited 1.201% 14-OCT-2025, 1.20%, 10/14/25 MQGAU 55608JBA5 - - 6,725,000 $6,740,102 $6,740,102 0.30
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,702,359 $6,702,359 0.30
Westpac Banking Corporation FRN 03-APR-2034, 6.23%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,613,112 $6,613,112 0.30
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,556,525 $6,556,525 0.29
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,473,473 $6,473,473 0.29
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 25-JUN-2043, 7.35%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 6,385,461 $6,462,897 $6,462,897 0.29
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,424,703 $6,424,703 0.29
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,334,703 $6,334,703 0.28
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 25-DEC-2031, 6.45%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 6,255,616 $6,301,983 $6,301,983 0.28
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,248,213 $6,248,213 0.28
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAC5 - - 5,790,000 $5,982,238 $5,982,238 0.27
Insurance Australia Group Limited FRN 15-DEC-2036, 6.79%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,947,765 $5,947,765 0.27
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,945,091 $5,945,091 0.27
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,860,589 $5,860,589 0.26
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,649,960 $5,649,960 0.25
BX Commercial Mortgage Trust 2024-AIRC A 15-AUG-2041, 6.99%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,600,000 $5,616,865 $5,616,865 0.25
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,609,901 $5,609,901 0.25
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,605,253 $5,605,253 0.25
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,439,941 $5,439,941 0.24
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 25-FEB-2044, 6.70%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 5,266,337 $5,301,788 $5,301,788 0.24
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,274,753 $5,274,753 0.24
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 5,242,998 $5,262,030 $5,262,030 0.24
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 5,110,000 $5,256,315 $5,256,315 0.23
Athene Global Funding 1.716% 07-JAN-2025, 1.72%, 01/07/25 ATH 04685A3F6 - - 5,156,000 $5,118,365 $5,118,365 0.23
Connecticut Avenue Securities Trust 2023-R01 1M1 25-DEC-2042, 7.75%, 12/25/42 CAS 2023-R01 207932AA2 - - 4,943,728 $5,100,659 $5,100,659 0.23
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 4,940,000 $5,040,651 $5,040,651 0.23
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 25-OCT-2041, 6.85%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 4,826,816 $4,876,838 $4,876,838 0.22
Macquarie Bank Limited FRN 17-JUN-2031, 5.90%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,774,062 $4,774,062 0.21
Cargill, Incorporated 3.5% 22-APR-2025, 3.50%, 04/22/25 CARGIL 141781BU7 - - 4,675,000 $4,708,830 $4,708,830 0.21
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 4,959,750 $4,700,579 $4,700,579 0.21
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,699,410 $4,699,410 0.21
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,672,048 $4,672,048 0.21
Amgen Inc. 5.25% 02-MAR-2025, 5.25%, 03/02/25 AMGN 031162DM9 - - 4,650,000 $4,670,057 $4,670,057 0.21
Insurance Australia Group Limited FRN 15-JUN-2045, 6.69%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,616,591 $4,616,591 0.21
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,615,886 $4,615,886 0.21
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 4,358,843 $4,443,430 $4,443,430 0.20
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 4,358,843 $4,437,611 $4,437,611 0.20
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,180,121 $4,180,121 0.19
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,127,664 $4,127,664 0.18
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 25-AUG-2042, 7.65%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,969,440 $4,078,478 $4,078,478 0.18
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 3,955,749 $3,973,870 $3,973,870 0.18
Exeter Automobile Receivables Trust 2021-4 C 1.46% 15-OCT-2027, 1.46%, 10/15/27 EART 2021-4A 30165JAE6 - - 3,931,506 $3,909,967 $3,909,967 0.17
Connecticut Avenue Securities Trust 2024-R02 1M1 25-FEB-2044, 6.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 3,836,545 $3,853,376 $3,853,376 0.17
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 25-MAY-2044, 6.55%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,715,648 $3,732,547 $3,732,547 0.17
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,726,445 $3,726,445 0.17
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,719,355 $3,719,355 0.17
Lloyds Banking Group plc FRN 06-MAR-2030, 6.03%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,595,185 $3,595,185 0.16
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.15%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,562,963 $3,562,963 0.16
Wells Fargo & Company FRN 25-APR-2026, 6.68%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,555,378 $3,555,378 0.16
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-DNA1 M1A 25-MAR-2043, 7.45%, 03/25/43 STACR 2023-DNA1 35564KP37 - - 3,471,316 $3,539,160 $3,539,160 0.16
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,353,339 $3,353,339 0.15
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,321,030 $3,321,030 0.15
Suncorp Group Limited FRN 01-DEC-2038, 7.05%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,175,955 $3,175,955 0.14
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 3,002,587 $3,104,869 $3,104,869 0.14
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,060,281 $3,060,281 0.14
Connecticut Avenue Securities Trust 2024-R05 25-JUL-2044, 6.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 2,733,495 $2,744,327 $2,744,327 0.12
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 25-MAR-2044, 6.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,702,339 $2,718,073 $2,718,073 0.12
CONNECTICUT AVENUE SECURITIES TRUST 2023-R03 7.82039% 25-APR-2043, 7.85%, 04/25/43 CAS 2023-R03 20753ACJ1 - - 2,637,692 $2,698,034 $2,698,034 0.12
Connecticut Avenue Securities Trust 2023-R06 1M1 25-JUL-2043, 7.05%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,640,880 $2,663,747 $2,663,747 0.12
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,631,508 $2,631,508 0.12
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 2,615,552 $2,626,601 $2,626,601 0.12
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,404,819 $2,404,819 0.11
Fhlmc Stacr Remic Trust 2023-Hqa3 7.17039% 25-NOV-2043, 7.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 2,358,867 $2,384,881 $2,384,881 0.11
Westpac Banking Corporation FRN 11-NOV-2027, 5.60%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,292,175 $2,292,175 0.10
Liberty Financial Pty Ltd. FRN 17-MAR-2025, 6.80%, 03/17/25 LBRFI BO4794208 - - 3,280,000 $2,238,207 $2,238,207 0.10
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,155,283 $2,155,283 0.10
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,125,377 $2,125,377 0.09
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,009,933 $2,009,933 0.09
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,003,768 $2,003,768 0.09
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,000,113 $2,000,113 0.09
AerCap Ireland Capital DAC 1.65% 29-OCT-2024, 1.65%, 10/29/24 AER 00774MAU9 - - 1,951,000 $1,956,031 $1,956,031 0.09
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 25-MAY-2043, 7.35%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,886,784 $1,916,028 $1,916,028 0.09
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 1,832,481 $1,839,262 $1,839,262 0.08
Exeter Automobile Receivables Trust 2023-5 A2 6.2% 15-APR-2026, 6.20%, 04/15/26 EART 2023-5A 30168DAB2 - - 1,778,300 $1,781,544 $1,781,544 0.08
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,717,301 $1,717,301 0.08
Great Southern Bank (Australia) FRN 01-DEC-2025, 5.92%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,616,629 $1,616,629 0.07
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,586,148 $1,453,693 $1,453,693 0.06
Credabl ABS 2024-1 Trust|6.51312|05/11/2045, 6.51%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,407,436 $1,407,436 0.06
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,392,817 $1,392,817 0.06
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,389,037 $1,389,037 0.06
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,300,461 $1,300,461 0.06
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,192,342 $1,192,342 0.05
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,148,875 $1,148,875 0.05
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,045,654 $1,045,654 0.05
Westpac Banking Corporation FRN 10-AUG-2026, 5.13%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $961,816 $961,816 0.04
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $820,894 $820,894 0.04
Santander Drive Auto Receivables Trust 2023-3 A2 6.08% 15-AUG-2026, 6.08%, 08/17/26 SDART 2023-3 80285XAB1 - - 758,342 $759,681 $759,681 0.03
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $692,533 $692,533 0.03
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.17%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $692,047 $692,047 0.03
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.75%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $675,133 $675,133 0.03
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $673,784 $673,784 0.03
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $669,471 $669,471 0.03
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.83%, 10/14/31 BENAU BR8160425 - - 800,000 $550,059 $550,059 0.02
Vicinity Centres Trust|5.7636|06/27/2025, 5.76%, 06/27/25 VCXAU AZ2072983 - - 610,000 $421,337 $421,337 0.02
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $408,953 $408,953 0.02
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $371,377 $371,377 0.02
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 6.20%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $103,775 $103,775 0.00
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $101,871 $101,871 0.00
Citigroup Inc. 3.106% 08-APR-2026, 3.11%, 04/08/26 C 172967MQ1 - - 100,000 $100,376 $100,376 0.00
AUST 3YR BOND FUT Dec24 DEC 24 YMZ4 AU03Y 27Z - -1,021 $-74,513,461 $0 0.00
CAN 2YR BOND FUT Dec24 DEC 24 CVZ4 FUTURES_CAD - 3,125 $242,219,430 $0 0.00
EURO-SCHATZ FUT Dec24 DEC 24 DUZ4 FUTURES_EUR - 1,900 $226,137,110 $0 0.00
US 5YR NOTE (CBT) Dec24 DEC 24 FVZ4 FUTURES_USD - -400.00 $-44,100,000 $0 0.00
US 2YR NOTE (CBT) Dec24 DEC 24 TUZ4 FUTURES_USD - -3,800 $-792,715,629 $0 0.00
JABIL INC 0% 09/23/2024, 0.00%, 09/23/20 JBLPP 46652LJP3 - - 67,900,000 $67,870,011 $67,870,011 3.03
JABIL INC 0% 09/20/2024, 0.00%, 09/20/24 JBLPP 46652LJL2 - - 67,300,000 $67,289,574 $67,289,574 3.01
CREDIT INDUSTRIEL ET COMMERCIAL/NEW YORK 0% 09/20/2024, 0.00%, 09/20/24 CICNCP 22536LJL5 - - 40,300,000 $40,294,595 $40,294,595 1.80
AUTONATION INC 0% 09/20/2024, 0.00%, 09/20/24 AUTONA 05330LJL8 - - 22,600,000 $22,596,736 $22,596,736 1.01
CONAGRA BRANDS INC 0% 09/20/2024, 0.00%, 09/20/24 CAGPP 20600GJL1 - - 17,800,000 $17,797,457 $17,797,457 0.80
DARDEN RESTAURANTS INC 0% 09/20/2024, 0.00%, 09/20/24 DRI 23719JJL7 - - 13,450,000 $13,448,157 $13,448,157 0.60
SEGREGATED CASH SEGCASH - $0.00 11,403,322 $11,403,322 $11,403,322 0.51
AUSTRALIAN DOLLARS AUD - - 16,552,475 $11,264,785 $11,264,785 0.50
GLOBAL PAYMENTS INC 0% 09/20/2024, 0.00%, 09/20/24 GPN 37961CJL7 - - 5,700,000 $5,699,135 $5,699,135 0.25
NEW ZEALAND DOLLAR NZD - - 4,818,895 $3,003,849 $3,003,849 0.13
CANADIAN DOLLAR CAD - - 2,063,048 $1,519,237 $1,519,237 0.07
EURO EUR - - 563,111 $626,689 $626,689 0.03
BRITISH POUND GBP - - 244,784 $324,377 $324,377 0.01
US DOLLARS USD MD_142224 - - -76,295,290 $-76,295,290 $-76,295,290 -3.41
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - 79,400,000 $0 $79,400,000 3.55
Buy Protection, 1.00%, 12/20/28 2I65BYED3 2I65BYED3 - -79,400,000 $-79,400,000 $-79,400,000 -3.55
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $20,341,532 $20,341,532 0.91
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-20,341,532 $-20,341,532 -0.91
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $20,341,532 $20,341,532 0.91
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-20,341,532 $-20,341,532 -0.91
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $39,554,555 $39,554,555 1.77
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-39,554,555 $-39,554,555 -1.77
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $19,925,323 $19,925,323 0.89
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-19,925,323 $-19,925,323 -0.89
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $51,279,734 $51,279,734 2.29
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-51,279,734 $-51,279,734 -2.29
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - 11,671,000 $7,275,096 $7,275,096 0.33
Pay Fixed 4.495% Receive NZD BANK BILL 3MO, 4.50%, 05/21/34 - - - -11,671,000 $-7,275,096 $-7,275,096 -0.33
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - 49,000,000 $30,544,058 $30,544,058 1.37
Pay NZD BANK BILL 3MO Receive Fixed 4.9275%, 4.93%, 05/21/26 - - - -49,000,000 $-30,544,058 $-30,544,058 -1.37
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - 15,690,000 $9,780,332 $9,780,332 0.44
Pay Fixed 3.99% Receive NZD BANK BILL 3MO, 3.99%, 08/08/34 - - - -15,690,000 $-9,780,332 $-9,780,332 -0.44
PARENT OIS PAY FIX AUD 4.107% REC RBACOR 19Feb25 CME_US, 4.11%, 02/19/25 - - - 1,849,700,000 $1,258,813,121 $1,258,813,121 56.26
PARENT OIS PAY FIX AUD 4.107% REC RBACOR 19Feb25 CME_US, 4.11%, 02/19/25 - - - -1,849,700,000 $-1,258,813,121 $-1,258,813,121 -56.26
Three-Month SOFR Futures JUN 25 SFRM5 FUTURES_USD - -349.00 $-338,198,450 $0 0.00
FX Forward|GBP|10/25/2024 +GBP2 - - -5,700,000 $-7,553,088 $-7,553,088 -0.34
FX Forward|USD|10/25/2024 +GBP2 - - 7,370,535 $7,370,535 $7,370,535 0.33
FX Forward|CAD|10/25/2024 +CADU - - -63,285,000 $-46,640,857 $-46,640,857 -2.08
FX Forward|USD|10/25/2024 +CADU - - 46,014,324 $46,014,324 $46,014,324 2.06
FX Forward|AUD|10/25/2024 +AUD0 - - -726,400,000 $-494,568,007 $-494,568,007 -22.10
FX Forward|USD|10/25/2024 +AUD0 - - 479,248,139 $479,248,139 $479,248,139 21.42
FX Forward|AUD|10/25/2024 +AUD1 - - 31,700,000 $21,582,882 $21,582,882 0.96
FX Forward|USD|10/25/2024 +AUD1 - - -20,781,398 $-20,781,398 $-20,781,398 -0.93
FX Forward|NZD|10/25/2024 +NZDU - - -15,500,000 $-9,661,348 $-9,661,348 -0.43
FX Forward|USD|10/25/2024 +NZDU - - 9,227,940 $9,227,940 $9,227,940 0.41
FX Forward|AUD|10/25/2024 +AUD0 - - 47,000,000 $31,999,857 $31,999,857 1.43
FX Forward|USD|10/25/2024 +AUD0 - - -30,692,499 $-30,692,499 $-30,692,499 -1.37
FX Forward|CAD|10/25/2024 +CADU - - -23,000,000 $-16,950,932 $-16,950,932 -0.76
FX Forward|USD|10/25/2024 +CADU - - 16,783,237 $16,783,237 $16,783,237 0.75
FX Forward|AUD|10/25/2024 +AUD0 - - -27,035,000 $-18,406,726 $-18,406,726 -0.82
FX Forward|USD|10/25/2024 +AUD0 - - 18,157,074 $18,157,074 $18,157,074 0.81
FX Forward|AUD|10/25/2024 +AUD1 - - 36,000,000 $24,510,529 $24,510,529 1.10
FX Forward|USD|10/25/2024 +AUD1 - - -24,540,203 $-24,540,203 $-24,540,203 -1.10
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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