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 May 22, 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 $44,603,259 $44,603,259 1.76 $43,829,414
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,378,937 $35,378,937 1.39 $35,084,412
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,008,125 $34,008,125 1.35 $33,687,862
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,429,392 $26,429,392 1.05 $25,726,624
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,503,253 $25,503,253 1.01 $25,399,197
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,312,501 $25,312,501 1.00 $24,905,865
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,729,423 $24,729,423 0.98 $24,721,574
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,903,731 $23,903,731 0.95 $23,544,897
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,547,661 $23,547,661 0.93 $22,954,309
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 $23,333,995 $23,333,995 0.92 $23,053,222
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $22,968,174 $22,968,174 0.91 $22,944,375
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $22,939,948 $22,939,948 0.91 $22,641,530
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,809,828 $22,809,828 0.90 $22,377,158
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,549,176 $22,549,176 0.89 $22,461,137
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,174,625 $22,174,625 0.88 $21,779,073
NOW Trust 2024-1 A 5.23% 14-JUN-2032, 5.23%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 33,043,802 $21,289,408 $21,289,408 0.84 $21,262,072
BX Trust 2025-ROIC A 5.47254% 15-FEB-2042, 5.47%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,932,986 $20,932,986 0.83 $20,907,420
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,291,945 $20,291,945 0.80 $20,158,386
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,278,232 $20,278,232 0.80 $20,030,107
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $19,963,505 $19,963,505 0.79 $19,925,938
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,781,346 $19,781,346 0.78 $19,386,576
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,435,154 $19,435,154 0.77 $19,285,424
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,068,336 $19,068,336 0.75 $18,934,347
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,285,436 $18,285,436 0.72 $18,281,651
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,764,829 $17,764,829 0.70 $17,525,755
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,712,711 $17,712,711 0.70 $17,500,153
NOW Trust 2025-1 A 4.98% 14-FEB-2034, 4.98%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 27,162,663 $17,427,512 $17,427,512 0.69 $17,406,115
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,380,582 $17,380,582 0.69 $17,176,898
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,368,517 $17,368,517 0.69 $17,304,067
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,250,699 $17,250,699 0.68 $17,242,641
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,236,499 $17,236,499 0.68 $17,062,678
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,166,403 $17,166,403 0.68 $17,024,307
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,147,971 $17,147,971 0.68 $17,077,989
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,750,122 $16,750,122 0.66 $16,544,336
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,541,400 $16,541,400 0.65 $16,466,682
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,423,919 $16,423,919 0.65 $16,321,406
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.85369% 25-OCT-2041, 5.85%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,231,510 $16,370,648 $16,370,648 0.65 $16,296,748
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,265,594 $16,265,594 0.64 $16,194,504
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $16,004,338 $16,004,338 0.63 $15,833,606
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,836,417 $15,836,417 0.63 $15,762,060
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,631,770 $15,631,770 0.62 $15,619,250
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,320,922 $15,320,922 0.61 $15,138,064
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,236,168 $15,236,168 0.60 $14,942,182
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,177,706 $15,177,706 0.60 $15,149,079
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,076,285 $15,076,285 0.60 $14,974,150
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $14,897,623 $14,897,623 0.59 $14,791,298
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,865,219 $14,865,219 0.59 $14,628,966
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,848,706 $14,848,706 0.59 $14,684,858
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,689,458 $14,689,458 0.58 $14,637,417
Holcim Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 HOLNSW 43475RAB2 - - 14,284,000 $14,378,020 $14,378,020 0.57 $14,292,236
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,323,587 $14,323,587 0.57 $14,318,200
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,322,050 $14,322,050 0.57 $14,264,306
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,139,031 $14,139,031 0.56 $14,101,413
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,123,264 $14,123,264 0.56 $14,013,104
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,077,532 $14,077,532 0.56 $13,689,041
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,823,102 $13,823,102 0.55 $13,597,180
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,745,438 $13,745,438 0.54 $13,583,834
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 5.64%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,370,701 $13,370,701 0.53 $13,352,489
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,363,867 $13,363,867 0.53 $13,348,467
Plenti PL & Green ABS Trust 2024-2 A1 5.0075% 11-APR-2036, 5.01%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 20,635,769 $13,266,673 $13,266,673 0.53 $13,246,696
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,160,321 $13,160,321 0.52 $12,484,431
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,107,647 $13,107,647 0.52 $12,869,674
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,058,754 $13,058,754 0.52 $12,909,390
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,018,010 $13,018,010 0.52 $12,790,839
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,997,516 $12,997,516 0.51 $12,883,897
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,968,825 $12,968,825 0.51 $12,888,226
Macquarie Bank Limited FRN 28-MAY-2030, 7.02%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,908,028 $12,908,028 0.51 $12,702,941
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $12,898,388 $12,898,388 0.51 $12,857,334
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,831,639 $12,831,639 0.51 $12,784,723
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,812,342 $12,812,342 0.51 $12,784,660
Freddie Mac STACR REMIC Trust 2025-DNA2|5.53128|05/25/2045, 5.53%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 12,788,000 $12,797,060 $12,797,060 0.51 $12,791,165
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,793,780 $12,793,780 0.51 $12,665,433
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,758,045 $12,758,045 0.51 $12,705,699
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,572,159 $12,572,159 0.50 $12,377,231
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,505,532 $12,505,532 0.50 $12,181,532
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,354,695 $12,354,695 0.49 $12,162,440
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $12,056,807 $12,056,807 0.48 $11,941,650
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 11,929,308 $11,989,872 $11,989,872 0.47 $11,984,462
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,885,478 $11,885,478 0.47 $11,734,011
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,782,334 $11,782,334 0.47 $11,593,010
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,720,190 $11,720,190 0.46 $11,692,307
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,571,850 $11,655,112 $11,655,112 0.46 $11,610,547
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,620,769 $11,620,769 0.46 $11,593,840
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,536,317 $11,536,317 0.46 $11,260,001
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,456,204 $11,456,204 0.45 $11,446,181
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,451,481 $11,451,481 0.45 $11,374,352
NRTH 2024-PARK Mortgage Trust A 5.97001% 15-MAR-2039, 5.97%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,423,453 $11,423,453 0.45 $11,408,329
Suncorp Group Limited FRN 01-JUN-2037, 6.42%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,319,955 $11,319,955 0.45 $11,162,870
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,263,088 $11,263,088 0.45 $11,008,866
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,221,227 $11,221,227 0.44 $11,015,527
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,149,270 $11,149,270 0.44 $11,061,752
Connecticut Avenue Securities Trust 2024-R06 1M2 5.95369% 25-SEP-2044, 5.95%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,753,773 $10,753,773 0.43 $10,704,350
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.11%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,665,915 $10,665,915 0.42 $10,664,423
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,560,775 $10,560,775 0.42 $10,408,729
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,502,006 $10,540,345 $10,540,345 0.42 $10,495,389
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,524,865 $10,524,865 0.42 $10,425,745
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,433,687 $10,433,687 0.41 $10,194,527
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,314,877 $10,314,877 0.41 $10,119,976
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,307,239 $10,307,239 0.41 $10,088,914
Holcim Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 HOLNSW 43475RAA4 - - 10,232,000 $10,276,965 $10,276,965 0.41 $10,216,823
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,246,232 $10,246,232 0.41 $10,164,247
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - - 10,031,000 $10,075,142 $10,075,142 0.40 $10,050,779
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.28%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 15,639,888 $10,066,586 $10,066,586 0.40 $10,050,629
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,865,379 $9,865,379 0.39 $9,837,530
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,861,751 $9,861,751 0.39 $9,724,482
Connecticut Avenue Securities Trust 2024-R01 1M1 5.40369% 25-JAN-2044, 5.40%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 9,742,787 $9,774,357 $9,774,357 0.39 $9,733,409
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,712,343 $9,712,343 0.38 $9,664,489
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 9,749,271 $9,691,790 $9,691,790 0.38 $9,687,763
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,814,680 $9,590,634 $9,590,634 0.38 $9,557,739
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,546,440 $9,546,440 0.38 $9,364,857
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,494,955 $9,494,955 0.38 $9,477,875
Westpac Banking Corporation FRN 10-JUL-2034, 5.79%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,275,713 $9,275,713 0.37 $9,213,150
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,228,095 $9,228,095 0.37 $9,056,895
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 9,460,000 $9,139,064 $9,139,064 0.36 $9,055,566
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.14%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,050,976 $9,050,976 0.36 $9,003,732
Connecticut Avenue Securities Trust 2025-R03 2M1 5.95369% 25-MAR-2045, 5.95%, 03/25/45 CAS 2025-R03 20754VAB3 - - 8,833,798 $8,928,615 $8,928,615 0.35 $8,887,709
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,902,645 $8,902,645 0.35 $8,840,469
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,789,454 $8,789,454 0.35 $8,779,082
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,742,857 $8,742,857 0.35 $8,699,827
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,705,092 $8,705,092 0.34 $8,523,448
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.19%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 13,299,638 $8,573,504 $8,573,504 0.34 $8,561,371
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,537,785 $8,537,785 0.34 $8,509,164
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.55369% 25-AUG-2044, 5.55%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 8,406,952 $8,446,005 $8,446,005 0.33 $8,409,691
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.40369% 25-JAN-2045, 5.40%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 8,304,175 $8,326,432 $8,326,432 0.33 $8,291,530
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,181,532 $8,181,532 0.32 $8,081,252
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,148,236 $8,148,236 0.32 $8,107,500
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,135,740 $8,135,740 0.32 $8,039,661
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,105,007 $8,105,007 0.32 $7,951,209
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,102,147 $8,102,147 0.32 $8,064,862
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,059,301 $8,059,301 0.32 $7,942,667
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,050,945 $8,050,945 0.32 $8,012,269
Metro Finance 2024-1 Trust|5.0182|09/17/2030, 5.02%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 12,477,499 $8,029,348 $8,029,348 0.32 $8,024,946
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,989,402 $7,989,402 0.32 $7,884,147
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 7,834,601 $7,939,964 $7,939,964 0.31 $7,935,947
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,909,615 $7,909,615 0.31 $7,827,948
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,878,261 $7,878,261 0.31 $7,701,884
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,830,614 $7,830,614 0.31 $7,773,079
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,629,618 $7,629,618 0.30 $7,508,433
Westpac Banking Corporation FRN 29-JAN-2031, 5.44%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,621,904 $7,621,904 0.30 $7,594,814
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,422,894 $7,422,894 0.29 $7,379,950
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,355,427 $7,355,427 0.29 $7,239,471
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,333,448 $7,333,448 0.29 $7,245,226
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,071,680 $7,071,680 0.28 $7,055,930
Nordea Bank Abp FRN 06-JUN-2025, 5.37%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $7,005,768 $7,005,768 0.28 $6,926,129
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $6,989,648 $6,989,648 0.28 $6,976,523
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,923,012 $6,923,012 0.27 $6,866,782
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,875,393 $6,875,393 0.27 $6,819,700
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,845,999 $6,845,999 0.27 $6,823,749
Connecticut Avenue Securities, Series 2021-R01 1M2 5.90369% 25-OCT-2041, 5.90%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,706,682 $6,754,244 $6,754,244 0.27 $6,723,449
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,690,412 $6,690,412 0.26 $6,668,027
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,676,910 $6,676,910 0.26 $6,595,345
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,645,892 $6,645,892 0.26 $6,541,232
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,630,899 $6,630,899 0.26 $6,613,914
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,582,023 $6,582,023 0.26 $6,537,460
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,550,910 $6,550,910 0.26 $6,535,459
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,539,947 $6,539,947 0.26 $6,290,327
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,487,613 $6,487,613 0.26 $6,480,441
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,481,500 $6,481,500 0.26 $6,391,637
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,471,445 $6,471,445 0.26 $6,321,973
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,435,061 $6,435,061 0.25 $6,365,872
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,375,004 $6,375,004 0.25 $6,318,496
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,351,464 $6,351,464 0.25 $6,257,610
Connecticut Avenue Securities Trust 2025-R01 1M2 5.85369% 25-JAN-2045, 5.85%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,229,343 $6,229,343 0.25 $6,201,098
Westpac Banking Corporation FRN 03-APR-2034, 6.01%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,212,036 $6,212,036 0.25 $6,161,882
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,172,578 $6,172,578 0.24 $6,062,730
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,951,977 $5,951,977 0.24 $5,880,760
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,872,015 $5,872,015 0.23 $5,728,137
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,860,263 $5,860,263 0.23 $5,857,908
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,847,993 $5,847,993 0.23 $5,686,691
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,778,769 $5,778,769 0.23 $5,750,702
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,632,700 $5,632,700 0.22 $5,589,981
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,610,296 $5,610,296 0.22 $5,544,213
Gartner, Inc. 3.625% 15-JUN-2029, 3.62%, 06/15/29 IT 366651AG2 - - 5,844,000 $5,598,098 $5,598,098 0.22 $5,505,122
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,557,926 $5,557,926 0.22 $5,504,726
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,475,629 $5,475,629 0.22 $5,384,346
BX Commercial Mortgage Trust 2024-AIRC A 6.02024% 15-AUG-2041, 6.02%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,436,029 $5,462,016 $5,462,016 0.22 $5,454,743
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,447,036 $5,447,036 0.22 $5,421,751
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,318,911 $5,318,911 0.21 $5,243,898
Liberty Series 2024-1 Auto A 5.19% 25-MAY-2032, 5.19%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 8,210,724 $5,293,939 $5,293,939 0.21 $5,275,216
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 5,250,000 $5,165,992 $5,165,992 0.20 $5,119,508
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,148,491 $5,148,491 0.20 $5,055,158
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,128,231 $5,128,231 0.20 $5,019,606
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,086,605 $5,086,605 0.20 $5,080,050
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,024,680 $5,024,680 0.20 $4,986,958
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $5,012,287 $5,012,287 0.20 $4,916,305
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,143,450 $4,913,148 $4,913,148 0.19 $4,912,272
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,701,237 $4,701,237 0.19 $4,607,379
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,646,291 $4,646,291 0.18 $4,618,141
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,696,550 $4,617,512 $4,617,512 0.18 $4,612,885
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,595,806 $4,595,806 0.18 $4,486,122
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,576,920 $4,576,920 0.18 $4,492,527
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,533,480 $4,533,480 0.18 $4,486,929
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.45369% 25-DEC-2031, 5.45%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 4,471,513 $4,497,428 $4,497,428 0.18 $4,478,461
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,375,731 $4,375,731 0.17 $4,284,242
Insurance Australia Group Limited FRN 15-JUN-2045, 6.46%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,371,618 $4,371,618 0.17 $4,320,394
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.35369% 25-JUN-2043, 6.35%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 4,235,711 $4,286,083 $4,286,083 0.17 $4,265,151
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,126,263 $4,126,263 0.16 $4,071,353
Connecticut Avenue Securities Trust 2025-R01 1M1 5.45369% 25-JAN-2045, 5.45%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,068,256 $4,086,911 $4,086,911 0.16 $4,069,658
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.80369% 25-OCT-2044, 5.80%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,068,978 $4,068,978 0.16 $4,050,696
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,044,038 $4,044,038 0.16 $4,027,841
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $4,042,431 $4,042,431 0.16 $3,952,496
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.70369% 25-FEB-2044, 5.70%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 3,927,427 $3,955,377 $3,955,377 0.16 $3,937,955
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,709,822 $3,709,822 0.15 $3,646,381
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,634,938 $3,634,938 0.14 $3,623,421
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,592,254 $3,592,254 0.14 $3,564,132
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 $3,507,706 $3,507,706 0.14 $3,489,971
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,466,846 $3,466,846 0.14 $3,465,662
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,443,909 $3,456,293 $3,456,293 0.14 $3,452,535
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,433,080 $3,433,080 0.14 $3,389,218
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,429,068 $3,429,068 0.14 $3,382,381
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,313,152 $3,313,152 0.13 $3,255,552
Connecticut Avenue Securities Trust 2025-R02 1M1 5.50369% 25-FEB-2045, 5.50%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,297,203 $3,310,260 $3,310,260 0.13 $3,296,148
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,262,451 $3,262,451 0.13 $3,239,679
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,208,846 $3,252,402 $3,252,402 0.13 $3,248,351
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,208,846 $3,241,466 $3,241,466 0.13 $3,237,311
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,058,135 $3,058,135 0.12 $3,019,851
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.55369% 25-MAY-2044, 5.55%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,004,587 $3,021,472 $3,021,472 0.12 $3,008,493
Suncorp Group Limited FRN 01-DEC-2038, 6.77%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,997,489 $2,997,489 0.12 $2,954,149
Connecticut Avenue Securities Trust 2024-R02 1M1 5.45369% 25-FEB-2044, 5.45%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,793,747 $2,804,358 $2,804,358 0.11 $2,792,508
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,629,807 $2,629,807 0.10 $2,613,455
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,612,318 $2,623,349 $2,623,349 0.10 $2,620,464
Plenti Auto ABS Trust 2025-1 A 4.9275% 12-AUG-2033, 4.93%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,004,047 $2,565,983 $2,565,983 0.10 $2,562,169
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,373,050 $2,420,875 $2,420,875 0.10 $2,406,159
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,308,756 $2,308,756 0.09 $2,303,426
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,148,458 $2,148,458 0.09 $2,145,312
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,020,421 $2,020,421 0.08 $1,996,361
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,018,805 $2,018,805 0.08 $2,013,167
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.60369% 25-MAR-2044, 5.60%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,005,995 $2,015,755 $2,015,755 0.08 $2,007,012
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,007,359 $2,007,359 0.08 $1,996,537
Connecticut Avenue Securities Trust 2023-R06 1M1 6.05369% 25-JUL-2043, 6.05%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,982,467 $2,004,754 $2,004,754 0.08 $1,995,419
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,992,153 $1,992,153 0.08 $1,965,368
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,946,874 $1,946,874 0.08 $1,937,163
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.20369% 25-NOV-2043, 6.20%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,865,040 $1,885,440 $1,885,440 0.07 $1,876,441
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,716,212 $1,716,212 0.07 $1,699,915
Connecticut Avenue Securities Trust 2024-R05 2M1 5.35369% 25-JUL-2044, 5.35%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,639,621 $1,644,884 $1,644,884 0.07 $1,638,057
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,535,260 $1,535,260 0.06 $1,514,637
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.35369% 25-MAY-2043, 6.35%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,491,092 $1,515,358 $1,515,358 0.06 $1,507,989
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,506,145 $1,506,145 0.06 $1,463,315
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,573,915 $1,436,987 $1,436,987 0.06 $1,436,660
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.03%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,327,624 $1,327,624 0.05 $1,325,223
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,326,874 $1,326,874 0.05 $1,320,948
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,300,683 $1,300,683 0.05 $1,269,169
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,263,592 $1,263,592 0.05 $1,254,559
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.35369% 25-OCT-2044, 5.35%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,189,963 $1,193,776 $1,193,776 0.05 $1,188,821
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,162,522 $1,162,522 0.05 $1,149,185
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,092,789 $1,092,789 0.04 $1,076,766
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,015,538 $1,015,538 0.04 $1,011,986
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $984,600 $984,600 0.04 $978,786
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $902,862 $902,862 0.04 $901,277
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $845,933 $845,933 0.03 $845,707
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $667,640 $667,640 0.03 $657,348
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $649,089 $649,089 0.03 $644,109
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $643,305 $643,305 0.03 $635,635
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $640,654 $640,654 0.03 $636,046
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $639,384 $639,384 0.03 $636,707
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.53%, 10/14/31 BENAU BR8160425 - - 800,000 $515,737 $515,737 0.02 $512,706
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 496,965 $498,186 $498,186 0.02 $497,560
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $389,216 $389,216 0.02 $385,053
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $355,099 $355,099 0.01 $353,972
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $98,092 $98,092 0.00 $96,739
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $95,806 $95,806 0.00 $95,521
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -4,203 $-868,379,207 $0 0.00 $0
AUST 3YR BOND FUT Jun25 JUN 25 YMM5 AU03Y 28M - -1,633 $-112,184,685 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - -382.00 $-41,079,922 $0 0.00 $0
EURO-SCHATZ FUT Jun25 JUN 25 DUM5 FUTURES_EUR - 2,248 $272,011,955 $0 0.00 $0
CAN 2YR BOND FUT Jun25 JUN 25 CVM5 FUTURES_CAD - 768.00 $58,368,775 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 05/23/2025, 0.00%, 05/23/25 GPN 37961CSP8 - - 73,050,000 $73,040,057 $73,040,057 2.89 $73,040,057
JABIL INC 0% 05/27/2025, 0.00%, 05/27/25 JBLPP 46652LST5 - - 19,200,000 $19,186,424 $19,186,424 0.76 $19,186,424
ENERGY TRANSFER LP 0% 05/23/2025, 0.00%, 05/23/25 ENGTRN 29277ESP0 - - 17,200,000 $17,197,821 $17,197,821 0.68 $17,197,821
SEGREGATED CASH SEGCASH - $0.00 10,511,056 $10,511,056 $10,511,056 0.42 $10,511,056
AUSTRALIAN DOLLARS AUD - - 11,608,788 $7,447,021 $7,447,021 0.29 $7,447,021
AUTONATION INC 0% 05/23/2025, 0.00%, 05/23/25 AUTONA 05330LSP9 - - 5,600,000 $5,599,222 $5,599,222 0.22 $5,599,222
JABIL INC 0% 05/23/2025, 0.00%, 05/23/25 JBLPP 46652LSP3 - - 5,300,000 $5,299,247 $5,299,247 0.21 $5,299,247
AUTONATION INC 0% 05/27/2025, 0.00%, 05/27/25 AUTONA 05330LST1 - - 4,950,000 $4,946,558 $4,946,558 0.20 $4,946,558
NEW ZEALAND DOLLAR NZD - - 5,917,076 $3,493,745 $3,493,745 0.14 $3,493,745
BRITISH POUND GBP - - 1,997,823 $2,681,893 $2,681,893 0.11 $2,681,893
CANADIAN DOLLAR CAD - - 3,503,839 $2,525,562 $2,525,562 0.10 $2,525,562
EURO EUR - - 1,172,129 $1,321,990 $1,321,990 0.05 $1,321,990
US DOLLARS USD MD_142224 - - -20,893,295 $-20,893,295 $-20,893,295 -0.83 $-20,893,295
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 2.15 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -2.15 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $19,268,018 $19,268,018 0.76 $19,268,018
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,268,018 $-19,268,018 -0.76 $-19,268,018
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,268,018 $19,268,018 0.76 $19,268,018
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,268,018 $-19,268,018 -0.76 $-19,268,018
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $37,467,082 $37,467,082 1.48 $37,467,082
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-37,467,082 $-37,467,082 -1.48 $-37,467,082
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $18,873,773 $18,873,773 0.75 $18,873,773
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-18,873,773 $-18,873,773 -0.75 $-18,873,773
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,573,470 $48,573,470 1.92 $48,573,470
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,573,470 $-48,573,470 -1.92 $-48,573,470
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,502,309 $44,502,309 1.76 $44,502,309
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,502,309 $-44,502,309 -1.76 $-44,502,309
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $62,912,578 $62,912,578 2.49 $62,912,578
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-62,912,578 $-62,912,578 -2.49 $-62,912,578
FX Forward|NZD|07/11/2025 +NZD0 - - -6,264,000 $-3,704,921 $-3,704,921 -0.15 $-3,704,921
FX Forward|USD|07/11/2025 +NZD0 - - 3,485,195 $3,485,195 $3,485,195 0.14 $3,485,195
FX Forward|CAD|07/11/2025 +CAD0 - - -93,519,000 $-67,576,004 $-67,576,004 -2.67 $-67,576,004
FX Forward|USD|07/11/2025 +CAD0 - - 66,040,341 $66,040,341 $66,040,341 2.61 $66,040,341
FX Forward|EUR|07/11/2025 +EUR1 - - -12,720,000 $-14,393,306 $-14,393,306 -0.57 $-14,393,306
FX Forward|USD|07/11/2025 +EUR1 - - 14,004,833 $14,004,833 $14,004,833 0.55 $14,004,833
FX Forward|GBP|07/11/2025 +GBP0 - - -11,170,000 $-14,997,960 $-14,997,960 -0.59 $-14,997,960
FX Forward|USD|07/11/2025 +GBP0 - - 14,290,794 $14,290,794 $14,290,794 0.57 $14,290,794
FX Forward|AUD|07/11/2025 +AUD1 - - -673,000,000 $-432,038,737 $-432,038,737 -17.10 $-432,038,737
FX Forward|USD|07/11/2025 +AUD1 - - 402,289,115 $402,289,115 $402,289,115 15.92 $402,289,115
FX Forward|AUD|07/11/2025 +AUD2 - - 3,863,000 $2,479,890 $2,479,890 0.10 $2,479,890
FX Forward|USD|07/11/2025 +AUD2 - - -2,461,795 $-2,461,795 $-2,461,795 -0.10 $-2,461,795
FX Forward|AUD|07/11/2025 +AUD0 - - 7,370,000 $4,731,241 $4,731,241 0.19 $4,731,241
FX Forward|USD|07/11/2025 +AUD0 - - -4,728,302 $-4,728,302 $-4,728,302 -0.19 $-4,728,302
FX Forward|CAD|07/11/2025 +CAD0 - - 21,290,000 $15,383,966 $15,383,966 0.61 $15,383,966
FX Forward|USD|07/11/2025 +CAD0 - - -15,287,554 $-15,287,554 $-15,287,554 -0.61 $-15,287,554
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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