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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of November 7, 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 $44,697,689 $44,697,689 1.61 $44,001,828
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $33,944,996 $33,944,996 1.23 $33,688,785
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 542,500 $27,439,650 $27,439,650 0.99 $27,439,650
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,929,691 $26,929,691 0.98 $26,433,872
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,741,209 $25,741,209 0.93 $25,707,643
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,504,719 $25,504,719 0.92 $25,142,505
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $25,427,023 $25,427,023 0.92 $25,137,601
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,997,456 $23,997,456 0.87 $23,679,904
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,644,544 $23,644,544 0.86 $23,123,936
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 $23,474,977 $23,474,977 0.84 $23,235,681
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,426,471 $23,426,471 0.84 $22,881,030
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $23,134,186 $23,134,186 0.83 $22,738,274
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,020,572 $23,020,572 0.83 $22,946,490
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,239,081 $22,239,081 0.80 $21,882,783
BX Trust 2025-ROIC A 5.176% 15-FEB-2042, 5.18%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,958,614 $20,958,614 0.75 $20,878,550
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.88%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,935,876 $20,935,876 0.75 $20,748,340
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,652,438 $20,652,438 0.74 $20,166,755
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,280,438 $20,280,438 0.73 $20,192,570
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,829,311 $19,829,311 0.71 $19,461,612
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,600,415 $19,600,415 0.70 $19,478,895
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,453,422 $19,453,422 0.70 $19,267,697
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,421,320 $19,421,320 0.70 $19,275,400
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,324,126 $19,324,126 0.69 $19,223,634
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,896,900 $18,896,900 0.68 $18,709,234
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,855,672 $18,855,672 0.68 $18,634,161
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,877,674 $17,877,674 0.64 $17,689,144
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,831,600 $17,831,600 0.64 $17,625,590
NOW Trust 2024-1 A 4.9025% 14-JUN-2032, 4.90%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 27,195,412 $17,795,494 $17,795,494 0.64 $17,731,654
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,743,250 $17,743,250 0.64 $17,286,609
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,578,835 $17,578,835 0.63 $17,398,583
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,327,919 $17,327,919 0.62 $17,301,553
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,238,029 $17,238,029 0.62 $17,198,372
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,212,384 $17,212,384 0.62 $17,097,455
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,196,205 $17,196,205 0.62 $17,055,614
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,147,043 $17,147,043 0.61 $16,956,902
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,462,647 $16,462,647 0.59 $16,419,561
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,385,962 $16,385,962 0.59 $16,330,042
National Australia Bank Limited FRN 18-NOV-2030, 5.29%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,908,891 $15,908,891 0.57 $15,717,594
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,864,174 $15,864,174 0.57 $15,820,999
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,600,884 $15,600,884 0.56 $15,253,542
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,362,928 $15,362,928 0.55 $15,086,123
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,263,230 $15,263,230 0.55 $15,109,720
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,261,745 $15,261,745 0.55 $15,184,662
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,071,088 $15,071,088 0.54 $14,987,800
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,992,866 $14,992,866 0.54 $14,951,564
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $14,986,814 $14,986,814 0.54 $14,924,353
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,921,237 $14,921,237 0.54 $14,710,793
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,876,225 $14,876,225 0.53 $14,742,378
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,654,577 $14,654,577 0.53 $14,199,402
NOW Trust 2025-1 A 4.6525% 14-FEB-2034, 4.65%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 22,287,541 $14,524,439 $14,524,439 0.52 $14,474,789
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAB2 - - 14,284,000 $14,508,869 $14,508,869 0.52 $14,447,328
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,462,873 $14,462,873 0.52 $13,942,000
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,455,371 $14,455,371 0.52 $14,418,117
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,441,405 $14,441,405 0.52 $14,333,541
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.68279% 25-OCT-2041, 5.68%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 14,144,048 $14,220,758 $14,220,758 0.51 $14,189,500
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,159,556 $14,159,556 0.51 $14,074,520
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,035,863 $14,035,863 0.50 $13,971,696
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,028,438 $14,028,438 0.50 $13,669,310
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.07%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,972,023 $13,972,023 0.50 $13,860,701
Wells Fargo & Company FRN 15-SEP-2029, 4.99%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,927,044 $13,927,044 0.50 $13,817,442
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,896,495 $13,896,495 0.50 $13,694,846
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 13,808,187 $13,854,277 $13,854,277 0.50 $13,827,074
Atlas Warehouse Lending Co LP|4.625|11/15/2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 13,831,000 $13,832,536 $13,832,536 0.50 $13,832,536
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,799,477 $13,799,477 0.49 $13,416,677
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,772,406 $13,772,406 0.49 $13,542,460
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,761,650 $13,761,650 0.49 $13,624,286
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.64%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,728,576 $13,728,576 0.49 $13,548,897
Royal Caribbean Group 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,347,580 $13,347,580 0.48 $13,269,824
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,231,194 $13,231,194 0.47 $12,847,911
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $13,165,594 $13,165,594 0.47 $13,094,267
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,146,769 $13,146,769 0.47 $13,048,222
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,128,082 $13,128,082 0.47 $12,912,527
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,076,384 $13,076,384 0.47 $12,950,700
RAF ABS Series 2025-1 A 4.4765% 09-DEC-2031, 4.48%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 20,105,146 $13,076,273 $13,076,273 0.47 $13,025,198
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,067,472 $13,067,472 0.47 $12,785,314
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,048,894 $13,048,894 0.47 $12,848,091
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,978,502 $12,978,502 0.47 $12,953,368
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $12,959,628 $12,959,628 0.46 $12,945,259
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,898,518 $12,898,518 0.46 $12,868,855
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,800,126 $12,800,126 0.46 $12,698,691
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.10%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,628,101 $12,628,101 0.45 $12,468,880
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,376,563 $12,376,563 0.44 $12,207,029
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,325,274 $12,325,274 0.44 $12,144,778
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,275,415 $12,275,415 0.44 $12,112,515
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,089,303 $12,089,303 0.43 $11,750,987
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $12,023,697 $12,023,697 0.43 $11,887,614
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $11,901,270 $11,901,270 0.43 $11,814,859
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,901,053 $11,901,053 0.43 $11,574,313
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,879,955 $11,879,955 0.43 $11,657,651
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,829,558 $11,829,558 0.42 $11,531,231
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,777,033 $11,777,033 0.42 $11,612,823
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,607,872 $11,607,872 0.42 $11,539,943
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,582,694 $11,582,694 0.42 $11,432,083
Suncorp Group Limited FRN 01-JUN-2037, 5.86%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,449,043 $11,449,043 0.41 $11,323,823
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,396,853 $11,396,853 0.41 $11,141,677
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,273,967 $11,273,967 0.40 $11,087,930
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.11%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,916,658 $10,916,658 0.39 $10,796,211
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.78%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,703,066 $10,703,066 0.38 $10,679,064
Teachers Mutual Bank Limited FRN 21-JUN-2027, 4.85%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,610,851 $10,610,851 0.38 $10,544,261
NRTH Commercial Mortgage Trust 2025-PARK A 5.54327% 15-OCT-2040, 5.54%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,543,105 $10,543,105 0.38 $10,501,068
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,469,311 $10,469,311 0.38 $10,329,312
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,423,976 $10,423,976 0.37 $10,204,493
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,352,102 $10,352,102 0.37 $10,177,152
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAA4 - - 10,232,000 $10,340,856 $10,340,856 0.37 $10,297,711
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,280,736 $10,280,736 0.37 $10,081,589
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,231,833 $10,231,833 0.37 $10,169,958
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,837,901 $9,837,901 0.35 $9,617,089
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,825,754 $9,825,754 0.35 $9,820,532
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,811,537 $9,811,537 0.35 $9,694,096
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,788,448 $9,788,448 0.35 $9,753,554
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,765,360 $9,740,635 $9,740,635 0.35 $9,726,405
Domino's Pizza Master Issuer Series 2021-1 2021-A2I 2.662% 25-APR-2051, 2.66%, 04/25/51 DPABS 2021-1A 25755TAN0 - - 10,198,608 $9,642,104 $9,642,104 0.35 $9,630,792
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 9,472,550 $9,594,066 $9,594,066 0.34 $9,565,427
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,576,716 $9,576,716 0.34 $9,411,757
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,471,265 $9,471,265 0.34 $9,429,940
Plenti PL & Green ABS Trust 2024-2 A1 4.6875% 11-APR-2036, 4.69%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 14,459,682 $9,419,804 $9,419,804 0.34 $9,384,316
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.38279% 25-MAY-2045, 5.38%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 9,292,758 $9,318,636 $9,318,636 0.33 $9,299,183
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,310,313 $9,310,313 0.33 $9,156,500
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,291,969 $9,291,969 0.33 $9,261,056
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,033,692 $9,033,692 0.32 $8,985,451
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $8,970,060 $8,970,060 0.32 $8,807,364
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,940,600 $8,940,600 0.32 $8,838,486
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $8,856,315 $8,856,315 0.32 $8,810,434
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,839,548 $8,839,548 0.32 $8,811,239
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,706,822 $8,706,822 0.31 $8,543,626
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,653,938 $8,653,938 0.31 $8,570,499
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 8,589,942 $8,609,937 $8,609,937 0.31 $8,592,123
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 8,527,249 $8,582,737 $8,582,737 0.31 $8,565,328
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,291,691 $8,291,691 0.30 $8,206,225
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 8,193,964 $8,257,837 $8,257,837 0.30 $8,235,272
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,114,611 $8,256,280 $8,256,280 0.30 $8,228,541
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,209,320 $8,209,320 0.29 $8,182,520
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,165,181 $8,165,181 0.29 $8,060,987
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,150,101 $8,150,101 0.29 $8,069,065
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,131,230 $8,131,230 0.29 $7,992,695
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,106,458 $8,106,458 0.29 $8,047,924
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.43%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 8,079,062 $8,100,554 $8,100,554 0.29 $8,083,485
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,061,154 $8,061,154 0.29 $8,038,697
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,047,736 $8,047,736 0.29 $8,030,647
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,995,383 $7,995,383 0.29 $7,924,550
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,870,516 $7,870,516 0.28 $7,709,738
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,849,792 $7,849,792 0.28 $7,805,856
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,835,970 $7,835,970 0.28 $7,773,954
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,700,457 $7,700,457 0.28 $7,592,511
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,680,848 $7,680,848 0.28 $7,653,293
Westpac Banking Corporation FRN 29-JAN-2031, 5.11%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,665,014 $7,665,014 0.27 $7,652,188
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,599,261 $7,599,261 0.27 $7,447,750
Connecticut Avenue Securities Trust 2024-R01 1M1 5.23279% 25-JAN-2044, 5.23%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 7,574,618 $7,586,772 $7,586,772 0.27 $7,571,358
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,445,210 $7,445,210 0.27 $7,344,636
CREDABL ABS 2024-1 TRUST FL 2045 A, 4.96%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 11,272,960 $7,362,988 $7,362,988 0.26 $7,333,931
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,307,633 $7,307,633 0.26 $7,116,533
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,224,499 $7,224,499 0.26 $7,065,249
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.38%, 07/25/45 CAS 2025-R05 20753CAB6 - - 7,142,056 $7,166,127 $7,166,127 0.26 $7,151,176
Connecticut Avenue Securities Trust 2025-R03 2M1 5.78279% 25-MAR-2045, 5.78%, 03/25/45 CAS 2025-R03 20754VAB3 - - 7,050,741 $7,080,774 $7,080,774 0.25 $7,064,918
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.15%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,054,762 $7,054,762 0.25 $7,000,820
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 7,500,000 $7,047,582 $7,047,582 0.25 $6,929,093
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,041,231 $7,041,231 0.25 $6,963,273
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,030,870 $7,030,870 0.25 $6,983,961
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,961,165 $6,961,165 0.25 $6,917,538
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,941,903 $6,941,903 0.25 $6,932,800
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,937,890 $6,937,890 0.25 $6,893,874
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.90%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,875,739 $6,875,739 0.25 $6,819,040
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,796,951 $6,796,951 0.24 $6,692,041
Metro Finance 2024-1 Trust|4.72|09/17/2030, 4.72%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 10,373,154 $6,766,095 $6,766,095 0.24 $6,745,256
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,712,263 $6,712,263 0.24 $6,618,767
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,687,601 $6,687,601 0.24 $6,678,444
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,678,942 $6,678,942 0.24 $6,609,159
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,678,180 $6,678,180 0.24 $6,654,038
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,655,474 $6,655,474 0.24 $6,622,498
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,552,201 $6,552,201 0.23 $6,506,934
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,536,653 $6,536,653 0.23 $6,454,184
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.23279% 25-JAN-2045, 5.23%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 6,487,872 $6,500,237 $6,500,237 0.23 $6,487,035
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,465,709 $6,465,709 0.23 $6,350,730
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,407,406 $6,407,406 0.23 $6,343,905
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,389,242 $6,389,242 0.23 $6,344,394
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,332,224 $6,332,224 0.23 $6,297,237
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,329,619 $6,329,619 0.23 $6,232,188
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.55603% 25-AUG-2044, 5.38%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 6,302,478 $6,327,621 $6,327,621 0.23 $6,314,428
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,253,276 $6,314,963 $6,314,963 0.23 $6,293,402
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,270,392 $6,270,392 0.22 $6,194,666
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.68%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,208,216 $6,208,216 0.22 $6,194,503
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,112,349 $6,112,349 0.22 $5,998,547
RESIMAC Bastille Trust 2024-1NC A2 4.8575% 13-SEP-2055, 4.86%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 9,333,102 $6,099,451 $6,099,451 0.22 $6,076,939
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,030,170 $6,030,170 0.22 $5,929,467
Export-Import Bank of Korea FRN 22-SEP-2028, 4.55%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,946,993 $5,946,993 0.21 $5,909,515
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,922,403 $5,922,403 0.21 $5,790,216
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,834,871 $5,834,871 0.21 $5,813,688
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,817,916 $5,817,916 0.21 $5,783,019
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,817,471 $5,817,471 0.21 $5,735,153
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,664,701 $5,664,701 0.20 $5,613,497
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,635,299 $5,635,299 0.20 $5,586,144
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,582,795 $5,582,795 0.20 $5,501,654
Gildan Activewear Inc. 4.7% 07-OCT-2030, 4.70%, 10/07/30 GILCN 375916AF0 - - 5,556,000 $5,547,429 $5,547,429 0.20 $5,523,492
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,425,297 $5,425,297 0.19 $5,410,969
Bank Australia Limited FRN 24-NOV-2025, 5.15%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,334,575 $5,334,575 0.19 $5,276,440
BX Commercial Mortgage Trust 2024-AIRC A 5.72324% 15-AUG-2041, 5.72%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,269,678 $5,269,678 0.19 $5,248,007
Plenti PL & Green ABS Trust 2025-1 A1G 4.7075% 11-NOV-2036, 4.71%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 8,068,303 $5,262,957 $5,262,957 0.19 $5,242,489
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.73%, 10/25/41 CAS 2021-R01 20754RAB2 - - 5,217,980 $5,247,036 $5,247,036 0.19 $5,235,403
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,223,652 $5,223,652 0.19 $5,080,249
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,235,500 $5,216,696 $5,216,696 0.19 $5,169,810
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,202,998 $5,202,998 0.19 $5,165,879
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,175,939 $5,175,939 0.19 $5,076,252
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,145,802 $5,145,802 0.18 $5,063,302
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,068,842 $5,068,842 0.18 $5,038,529
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,046,225 $5,046,225 0.18 $5,037,215
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,130,125 $5,027,785 $5,027,785 0.18 $5,004,471
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,777,172 $4,777,172 0.17 $4,749,778
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,684,660 $4,722,731 $4,722,731 0.17 $4,673,698
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,715,250 $4,715,250 0.17 $4,629,114
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,708,406 $4,708,406 0.17 $4,684,540
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,661,240 $4,661,240 0.17 $4,632,755
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,640,986 $4,640,986 0.17 $4,564,094
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,570,725 $4,570,725 0.16 $4,536,584
Plenti PL & Green ABS Trust 2025-1 A1 4.7075% 11-NOV-2036, 4.71%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 6,895,985 $4,496,120 $4,496,120 0.16 $4,478,626
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,481,036 $4,481,036 0.16 $4,380,042
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,460,657 $4,460,657 0.16 $4,397,060
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,440,542 $4,440,542 0.16 $4,356,558
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,136,891 $4,136,891 0.15 $4,089,191
Liberty Series 2024-1 Auto A 4.6425% 25-MAY-2032, 4.64%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 6,231,348 $4,058,670 $4,058,670 0.15 $4,051,487
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.63279% 25-OCT-2044, 5.63%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,057,407 $4,057,407 0.15 $4,048,535
LSEGA Financing Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $3,981,489 $3,981,489 0.14 $3,970,786
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,701,467 $3,701,467 0.13 $3,645,807
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,662,489 $3,662,489 0.13 $3,656,731
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,655,528 $3,655,528 0.13 $3,633,934
Lloyds Banking Group plc FRN 06-MAR-2030, 5.39%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,473,878 $3,473,878 0.12 $3,441,336
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,452,305 $3,452,305 0.12 $3,416,340
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,410,658 $3,410,658 0.12 $3,410,658
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,321,453 $3,321,453 0.12 $3,269,703
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.28279% 25-DEC-2031, 5.28%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 3,289,818 $3,300,674 $3,300,674 0.12 $3,293,915
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,261,223 $3,261,223 0.12 $3,244,750
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.28%, 01/25/45 CAS 2025-R01 20755JAB9 - - 3,214,516 $3,221,432 $3,221,432 0.12 $3,214,828
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,117,354 $3,117,354 0.11 $3,063,051
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,100,717 $3,100,717 0.11 $3,066,513
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.53279% 25-FEB-2044, 5.53%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 3,069,009 $3,080,388 $3,080,388 0.11 $3,073,785
Suncorp Group Limited FRN 01-DEC-2038, 6.21%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,055,922 $3,055,922 0.11 $3,021,206
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,967,159 $2,967,159 0.11 $2,905,569
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,963,918 $2,963,918 0.11 $2,900,229
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,915,473 $2,953,890 $2,953,890 0.11 $2,943,947
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,908,317 $2,908,317 0.10 $2,902,004
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.38%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,808,246 $2,817,831 $2,817,831 0.10 $2,811,953
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,776,861 $2,776,861 0.10 $2,759,284
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,719,996 $2,719,996 0.10 $2,706,060
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,590,236 $2,636,644 $2,636,644 0.09 $2,626,162
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,590,236 $2,636,107 $2,636,107 0.09 $2,625,888
Connecticut Avenue Securities Trust 2025-R02 1M1 5.33279% 25-FEB-2045, 5.33%, 02/25/45 CAS 2025-R02 20754TAC6 - - 2,541,789 $2,547,963 $2,547,963 0.09 $2,542,692
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.38279% 25-MAY-2044, 5.38%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,525,861 $2,534,571 $2,534,571 0.09 $2,529,284
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.18279% 25-JUN-2043, 6.18%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 2,509,660 $2,523,732 $2,523,732 0.09 $2,517,697
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,359,740 $2,359,740 0.08 $2,356,060
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,190,298 $2,190,298 0.08 $2,164,840
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,130,193 $2,153,739 $2,153,739 0.08 $2,146,387
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,030,148 $2,087,751 $2,087,751 0.07 $2,079,469
Plenti Auto ABS Trust 2025-1 A 4.6075% 12-AUG-2033, 4.61%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 3,185,695 $2,077,631 $2,077,631 0.07 $2,070,342
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,057,512 $2,057,512 0.07 $2,053,046
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,031,508 $2,031,508 0.07 $2,009,759
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,022,900 $2,022,900 0.07 $2,015,255
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.98%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,021,106 $2,021,106 0.07 $2,016,452
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,998,236 $1,998,236 0.07 $1,975,040
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,996,223 $1,996,223 0.07 $1,987,997
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.28%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,961,183 $1,965,373 $1,965,373 0.07 $1,961,344
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,722,975 $1,722,975 0.06 $1,709,541
Great Southern Bank (Australia) FRN 01-DEC-2025, 5.29%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,537,560 $1,537,560 0.06 $1,522,142
Connecticut Avenue Securities Trust 2023-R06 1M1 5.88279% 25-JUL-2043, 5.88%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,520,413 $1,529,747 $1,529,747 0.05 $1,526,268
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,526,244 $1,526,244 0.05 $1,486,147
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,569,838 $1,489,822 $1,489,822 0.05 $1,481,125
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.03279% 25-NOV-2043, 6.03%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,397,258 $1,407,792 $1,407,792 0.05 $1,404,514
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,355,451 $1,355,451 0.05 $1,350,705
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,310,885 $1,310,885 0.05 $1,281,685
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,185,162 $1,185,162 0.04 $1,172,632
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.71%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,797,807 $1,176,380 $1,176,380 0.04 $1,171,045
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.18279% 25-MAY-2043, 6.18%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,155,358 $1,168,184 $1,168,184 0.04 $1,165,406
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,102,031 $1,102,031 0.04 $1,087,433
Connecticut Avenue Securities Trust 2024-R05 2M1 5.18279% 25-JUL-2044, 5.18%, 07/25/44 CAS 2024-R05 20754XAB9 - - 995,167 $996,873 $996,873 0.04 $994,867
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $986,800 $986,800 0.04 $982,975
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $918,901 $918,901 0.03 $908,829
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $846,369 $846,369 0.03 $842,646
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $679,555 $679,555 0.02 $669,761
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $655,657 $655,657 0.02 $649,843
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $651,760 $651,760 0.02 $648,536
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $648,748 $648,748 0.02 $647,060
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $648,274 $648,274 0.02 $644,419
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $521,919 $521,919 0.02 $519,989
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.18279% 25-OCT-2044, 5.18%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 480,449 $481,415 $481,415 0.02 $480,446
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $362,472 $362,472 0.01 $361,607
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $98,517 $98,517 0.00 $97,426
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $96,975 $96,975 0.00 $96,815
US 2YR NOTE (CBT) Dec25 DEC 25 TUZ5 FUTURES_USD - -3,816 $-795,337,879 $0 0.00 $0
CAN 2YR BOND FUT Dec25 DEC 25 CVZ5 FUTURES_CAD - -546.00 $-41,082,383 $0 0.00 $0
AUST 3YR BOND FUT Dec25 DEC 25 YMZ5 AU03Y 28Z - -1,282 $-88,465,767 $0 0.00 $0
US 5YR NOTE (CBT) Dec25 DEC 25 FVZ5 FUTURES_USD - -345.00 $-37,731,680 $0 0.00 $0
EURO-SCHATZ FUT Dec25 DEC 25 DUZ5 FUTURES_EUR - -137.00 $-16,972,799 $0 0.00 $0
TARGA RESOURCES CORP 0% 11/10/2025, 0.00%, 11/10/25 TRGP 87613EYA7 - - 53,950,000 $53,931,366 $53,931,366 1.93 $53,931,366
JABIL INC 0% 11/12/2025, 0.00%, 11/12/25 JBLPP 46652LYC5 - - 49,050,000 $49,018,353 $49,018,353 1.76 $49,018,353
HCA INC 0% 11/10/2025, 0.00%, 11/10/25 HCA 40412BYA5 - - 32,750,000 $32,738,285 $32,738,285 1.17 $32,738,285
CONAGRA BRANDS INC 0% 11/12/2025, 0.00%, 11/12/25 CAGPP 20600GYC4 - - 19,650,000 $19,645,415 $19,645,415 0.70 $19,645,415
AUTONATION INC 0% 11/10/2025, 0.00%, 11/10/25 AUTONA 05330LYA5 - - 17,300,000 $17,293,514 $17,293,514 0.62 $17,293,514
JABIL INC 0% 11/10/2025, 0.00%, 11/10/25 JBLPP 46652LYA9 - - 15,450,000 $15,444,012 $15,444,012 0.55 $15,444,012
CONAGRA BRANDS INC 0% 11/10/2025, 0.00%, 11/10/25 CAGPP 20600GYA8 - - 12,700,000 $12,695,564 $12,695,564 0.46 $12,695,564
SEGREGATED CASH SEGCASH - $0.00 9,160,463 $9,160,463 $9,160,463 0.33 $9,160,463
AUSTRALIAN DOLLARS AUD - - 12,583,541 $8,145,320 $8,145,320 0.29 $8,145,320
NEW ZEALAND DOLLAR NZD - - 8,880,396 $4,985,010 $4,985,010 0.18 $4,985,010
BRITISH POUND GBP - - 2,157,434 $2,837,796 $2,837,796 0.10 $2,837,796
HCA INC 0% 11/12/2025, 0.00%, 11/12/25 HCA 40412BYC1 - - 2,800,000 $2,799,347 $2,799,347 0.10 $2,799,347
EURO EUR - - 1,184,723 $1,371,017 $1,371,017 0.05 $1,371,017
CANADIAN DOLLAR CAD - - 1,686,557 $1,198,307 $1,198,307 0.04 $1,198,307
US DOLLARS USD MD_142224 - - -72,007,179 $-72,007,179 $-72,007,179 -2.58 $-72,007,179
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.95 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.95 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $46,179,452 $46,179,452 1.66 $46,179,452
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-46,179,452 $-46,179,452 -1.66 $-46,179,452
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $42,308,945 $42,308,945 1.52 $42,308,945
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-42,308,945 $-42,308,945 -1.52 $-42,308,945
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $59,811,836 $59,811,836 2.14 $59,811,836
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-59,811,836 $-59,811,836 -2.14 $-59,811,836
Pay NZD BANK BILL 3MO Receive Fixed 3.03%, 3.03%, 08/08/27 - - - 94,000,000 $52,766,894 $52,766,894 1.89 $52,766,894
Pay NZD BANK BILL 3MO Receive Fixed 3.03%, 3.03%, 08/08/27 - - - -94,000,000 $-52,766,894 $-52,766,894 -1.89 $-52,766,894
Pay NZD BANK BILL 3MO Receive Fixed 2.923%, 2.92%, 08/25/27 - - - 32,900,000 $18,468,413 $18,468,413 0.66 $18,468,413
Pay NZD BANK BILL 3MO Receive Fixed 2.923%, 2.92%, 08/25/27 - - - -32,900,000 $-18,468,413 $-18,468,413 -0.66 $-18,468,413
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - 143,000,000 $143,000,000 $143,000,000 5.13 $143,000,000
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - -143,000,000 $-143,000,000 $-143,000,000 -5.13 $-143,000,000
Pay NZD BANK BILL 3MO Receive Fixed 2.665%, 2.67%, 09/25/27 - - - 9,800,000 $5,501,229 $5,501,229 0.20 $5,501,229
Pay NZD BANK BILL 3MO Receive Fixed 2.665%, 2.67%, 09/25/27 - - - -9,800,000 $-5,501,229 $-5,501,229 -0.20 $-5,501,229
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $143,900,033 $143,900,033 5.16 $143,900,033
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-143,900,033 $-143,900,033 -5.16 $-143,900,033
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $73,133,838 $73,133,838 2.62 $73,133,838
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-73,133,838 $-73,133,838 -2.62 $-73,133,838
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @25.95C 1, 1.00%, 01/21/26 - XXCZU6 UCAXXCZU6 $1.00 524,900,000 $-524,900,000 $521,877 0.02 $521,877
PARENT CDS SWAPTION CDX-NAIGS45V1-5Y 19Nov25 60 PAYER CITI_US_SW @8.75C 60, 1.00%, 11/19/25 - UCAXXD8HR $60.00 155,000,000 $-155,000,000 $46,419 0.00 $46,419
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $134,320,550 $0 0.00 $0
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-134,842,738 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS45V1-5Y 19Nov25 70 PAYER CITI_US_SW @4.25C 1, 1.00%, 11/19/25 - UCAXXD8HV $1.00 -155,000,000 $155,000,000 $-14,536 0.00 $-14,536
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @19.6C 1, 1.00%, 01/21/26 - UCAXXCZU8 $1.00 -262,450,000 $262,450,000 $-170,679 -0.01 $-170,679
FX Forward|AUD|01/16/2026 +AUD2 - - -307,605,000 $-199,220,523 $-199,220,523 -7.14 $-199,220,523
FX Forward|USD|01/16/2026 +AUD2 - - 202,961,778 $202,961,778 $202,961,778 7.28 $202,961,778
FX Forward|AUD|01/16/2026 +AUD0 - - -307,645,000 $-199,246,429 $-199,246,429 -7.14 $-199,246,429
FX Forward|USD|01/16/2026 +AUD0 - - 202,800,507 $202,800,507 $202,800,507 7.27 $202,800,507
FX Forward|CAD|01/16/2026 +CADU - - -99,540,000 $-70,975,332 $-70,975,332 -2.55 $-70,975,332
FX Forward|USD|01/16/2026 +CADU - - 71,662,551 $71,662,551 $71,662,551 2.57 $71,662,551
FX Forward|EUR|01/16/2026 +EUR0 - - -12,410,000 $-14,416,030 $-14,416,030 -0.52 $-14,416,030
FX Forward|USD|01/16/2026 +EUR0 - - 14,478,933 $14,478,933 $14,478,933 0.52 $14,478,933
FX Forward|GBP|01/16/2026 +GBP1 - - -10,460,000 $-13,756,905 $-13,756,905 -0.49 $-13,756,905
FX Forward|USD|01/16/2026 +GBP1 - - 14,005,187 $14,005,187 $14,005,187 0.50 $14,005,187
FX Forward|NZD|01/16/2026 +NZD2 - - -2,400,000 $-1,351,329 $-1,351,329 -0.05 $-1,351,329
FX Forward|USD|01/16/2026 +NZD2 - - 1,391,889 $1,391,889 $1,391,889 0.05 $1,391,889
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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