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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of April 23, 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 $44,319,767 $44,319,767 1.71 $43,719,887
Citigroup Inc. 5.61% 29-SEP-2026, 5.61%, 09/29/26 C 172967NX5 - - 35,000,000 $35,215,254 $35,215,254 1.37 $35,078,899
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $33,898,490 $33,898,490 1.32 $33,721,113
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,465,957 $25,465,957 0.99 $25,459,243
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,110,323 $25,110,323 0.98 $24,802,783
Bank Australia Limited FRN 21-FEB-2028, 5.84%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $24,895,103 $24,895,103 0.97 $24,651,996
Vistra Operations Co. LLC 5.125% 13-MAY-2025, 5.12%, 05/13/25 VST 92840VAL6 - - 23,711,000 $24,243,431 $24,243,431 0.94 $23,699,972
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,814,761 $23,814,761 0.93 $23,548,017
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,461,868 $23,461,868 0.91 $22,975,393
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,352,593 $23,352,593 0.91 $22,879,584
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 $23,143,122 $23,143,122 0.90 $22,954,876
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 22,400,000 $22,802,212 $22,802,212 0.89 $22,602,136
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $22,461,810 $22,461,810 0.87 $22,127,452
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $22,425,597 $22,425,597 0.87 $22,368,694
NOW Trust 2024-1 A 5.48% 14-JUN-2032, 5.48%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 34,377,486 $22,119,902 $22,119,902 0.86 $22,086,820
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,043,657 $22,043,657 0.86 $21,735,670
BX Trust 2025-ROIC A 5.46569% 15-FEB-2042, 5.47%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 21,022,000 $20,568,934 $20,568,934 0.80 $20,540,209
Amgen Inc. 5.507% 02-MAR-2026, 5.51%, 03/02/26 AMGN 031162DN7 - - 20,025,000 $20,187,915 $20,187,915 0.78 $20,028,625
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,165,319 $20,165,319 0.78 $20,133,687
Atlas Warehouse Lending Co. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 19,605,000 $19,976,100 $19,976,100 0.78 $19,534,607
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $19,694,824 $19,694,824 0.77 $19,388,379
Athene Global Funding 1.608% 29-JUN-2026, 1.61%, 06/29/26 ATH 04685A2Z3 - - 20,235,000 $19,583,871 $19,583,871 0.76 $19,479,931
JPMorgan Chase & Co. 6.07% 22-OCT-2027, 6.07%, 10/22/27 JPM 46647PDW3 - - 19,050,000 $19,426,852 $19,426,852 0.76 $19,420,428
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,319,899 $19,319,899 0.75 $19,233,099
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $18,979,740 $18,979,740 0.74 $18,920,475
NOW Trust 2025-1 A 5.309% 14-FEB-2034, 5.25%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 28,760,000 $18,462,883 $18,462,883 0.72 $18,401,948
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,416,238 $18,416,238 0.72 $18,220,995
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,794,367 $17,794,367 0.69 $17,287,553
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,636,820 $17,636,820 0.69 $17,471,503
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,593,615 $17,593,615 0.68 $17,434,658
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,579,816 $17,579,816 0.68 $17,166,153
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,260,465 $17,260,465 0.67 $17,109,053
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,110,082 $17,110,082 0.67 $17,028,586
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,095,935 $17,095,935 0.66 $16,996,243
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,040,069 $17,040,069 0.66 $17,037,736
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $16,690,365 $16,690,365 0.65 $16,519,479
Wells Fargo & Company 4.168% 28-APR-2026, 4.17%, 04/28/26 WFC 949746TH4 - - 22,600,000 $16,653,875 $16,653,875 0.65 $16,321,252
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.83969% 25-OCT-2041, 5.84%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 16,542,077 $16,579,568 $16,579,568 0.64 $16,499,068
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,506,734 $16,506,734 0.64 $16,472,079
Morgan Stanley 6.138% 16-OCT-2026, 6.14%, 10/16/26 MS 61747YEX9 - - 16,250,000 $16,347,985 $16,347,985 0.64 $16,325,820
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,196,507 $16,196,507 0.63 $16,187,890
DBS Group Holdings Ltd 5.479% 12-SEP-2025, 5.48%, 09/12/25 DBSSP 24023KAJ7 - - 15,800,000 $15,939,440 $15,939,440 0.62 $15,838,444
National Australia Bank Limited FRN 18-NOV-2030, 5.87%, 11/18/30 NAB BM3607918 - - 24,275,000 $15,788,783 $15,788,783 0.61 $15,626,162
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,740,274 $15,740,274 0.61 $15,735,477
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,446,636 $15,446,636 0.60 $15,129,829
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,250,647 $15,250,647 0.59 $15,133,257
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,177,676 $15,177,676 0.59 $14,939,051
Commonwealth Bank of Australia, New York Branch 5.316% 13-MAR-2026, 5.32%, 03/13/26 CBAAU 20271RAR1 - - 14,875,000 $15,074,166 $15,074,166 0.59 $14,984,108
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,026,417 $15,026,417 0.58 $14,980,167
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $14,792,246 $14,792,246 0.58 $14,737,311
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,787,400 $14,787,400 0.57 $14,690,476
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,770,936 $14,770,936 0.57 $14,592,257
Santander UK Group Holdings plc 6.833% 21-NOV-2026, 6.83%, 11/21/26 SANUK 80281LAS4 - - 14,190,000 $14,733,656 $14,733,656 0.57 $14,321,575
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $14,644,007 $14,644,007 0.57 $14,615,921
NatWest Group Plc 7.472% 10-NOV-2026, 7.47%, 11/10/26 NWG 639057AG3 - - 13,942,000 $14,595,170 $14,595,170 0.57 $14,120,597
Holcim Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 HOLNSW 43475RAB2 - - 14,284,000 $14,308,602 $14,308,602 0.56 $14,276,899
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,261,846 $14,261,846 0.55 $14,258,121
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,060,795 $14,060,795 0.55 $14,006,681
Plenti PL & Green ABS Trust 2024-2 A1 5.2577% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 21,846,719 $14,023,709 $14,023,709 0.55 $13,997,488
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,988,800 $13,988,800 0.54 $13,665,810
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,729,648 $13,729,648 0.53 $13,557,872
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,718,352 $13,718,352 0.53 $13,370,752
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,633,668 $13,633,668 0.53 $13,530,645
Newcastle Greater Mutual Group Ltd FRN 14-FEB-2029, 6.21%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,416,453 $13,416,453 0.52 $13,263,047
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,180,638 $13,180,638 0.51 $12,829,625
Wells Fargo & Company 2.188% 30-APR-2026, 2.19%, 04/30/26 WFC 95000U2N2 - - 13,000,000 $13,131,763 $13,131,763 0.51 $12,994,283
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,131,119 $13,131,119 0.51 $12,511,454
VMware LLC 1.4% 15-AUG-2026, 1.40%, 08/15/26 VMW 928563AJ4 - - 13,690,000 $13,122,212 $13,122,212 0.51 $13,085,477
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,103,939 $13,103,939 0.51 $12,754,725
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,060,030 $13,060,030 0.51 $12,872,065
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,014,562 $13,014,562 0.51 $12,918,022
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,937,131 $12,937,131 0.50 $12,768,781
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $12,921,795 $12,921,795 0.50 $12,861,880
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $12,895,255 $12,895,255 0.50 $12,815,258
Macquarie Bank Limited FRN 28-MAY-2030, 7.02%, 05/28/30 MQGAU BJ6318445 - - 19,800,000 $12,842,271 $12,842,271 0.50 $12,708,103
American Express Company 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $12,756,826 $12,756,826 0.50 $12,756,826
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,740,268 $12,740,268 0.50 $12,671,955
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,683,639 $12,683,639 0.49 $12,681,894
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 12,473,537 $12,519,080 $12,519,080 0.49 $12,511,538
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.67%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,467,630 $12,467,630 0.48 $12,337,789
Schweizerischer Bankverein /SBC/ 7.5% 15-JUL-2025, 7.50%, 07/15/25 UBS 870836AC7 - - 12,150,000 $12,448,726 $12,448,726 0.48 $12,198,132
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,292,113 $12,292,113 0.48 $12,150,543
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $12,000,105 $12,000,105 0.47 $11,691,531
Fiserv, Inc. 5.15% 15-MAR-2027, 5.15%, 03/15/27 FI 337738BJ6 - - 11,838,000 $11,982,449 $11,982,449 0.47 $11,916,403
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,892,503 $11,892,503 0.46 $11,594,487
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,834,351 $11,834,351 0.46 $11,717,201
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,600,925 $11,784,258 $11,784,258 0.46 $11,621,087
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,751,023 $11,751,023 0.46 $11,617,723
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,671,370 $11,671,370 0.45 $11,407,884
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,510,176 $11,510,176 0.45 $11,279,787
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,400,457 $11,400,457 0.44 $11,343,849
Suncorp Group Limited FRN 01-JUN-2037, 6.42%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,313,093 $11,313,093 0.44 $11,212,334
NRTH 2024-PARK Mortgage Trust A 5.96316% 15-MAR-2039, 5.96%, 03/15/41 NRTH 2024-PARK 67021HAA4 - - 11,400,000 $11,301,905 $11,301,905 0.44 $11,284,910
AerCap Ireland Capital DAC / AerCap Global Aviation Trust|6.5|07/15/2025, 6.50%, 07/15/25 AER 00774MAN5 - - 11,000,000 $11,214,527 $11,214,527 0.44 $11,017,902
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,173,696 $11,173,696 0.43 $11,011,858
Kiwibank Limited FRN 23-SEP-2025, 4.82%, 09/23/25 KIWI Q5S26ZAL7 - - 17,230,000 $11,094,078 $11,094,078 0.43 $11,048,898
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.48969% 25-FEB-2045, 5.49%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 10,851,070 $10,869,026 $10,869,026 0.42 $10,819,385
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.74%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,736,864 $10,736,864 0.42 $10,634,797
Connecticut Avenue Securities Trust 2024-R06 1M2 5.93969% 25-SEP-2044, 5.94%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,703,231 $10,703,231 0.42 $10,650,402
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 16,594,374 $10,664,491 $10,664,491 0.41 $10,643,551
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,523,797 $10,523,797 0.41 $10,398,097
Teachers Mutual Bank Ltd. FRN 21-JUN-2027, 5.73%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,430,328 $10,430,328 0.41 $10,378,374
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,381,847 $10,381,847 0.40 $10,186,583
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,282,898 $10,282,898 0.40 $10,132,502
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,222,860 $10,222,860 0.40 $10,047,315
Holcim Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 HOLNSW 43475RAA4 - - 10,232,000 $10,205,666 $10,205,666 0.40 $10,183,440
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,199,988 $10,199,988 0.40 $10,162,863
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 10,106,132 $10,186,319 $10,186,319 0.40 $10,135,933
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $10,124,090 $10,124,090 0.39 $9,833,421
Connecticut Avenue Securities Trust 2024-R01 1M1 5.38969% 25-JAN-2044, 5.39%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 10,041,261 $10,037,546 $10,037,546 0.39 $9,992,446
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,825,886 $9,825,886 0.38 $9,732,849
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,839,340 $9,700,018 $9,700,018 0.38 $9,579,578
American Express Company 4.99% 01-MAY-2026, 4.99%, 05/01/26 AXP 025816DE6 - - 9,450,000 $9,675,859 $9,675,859 0.38 $9,449,251
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,626,799 $9,626,799 0.37 $9,607,857
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,495,526 $9,495,526 0.37 $9,351,027
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,140,119 $9,140,119 0.36 $9,007,706
Westpac Banking Corporation FRN 10-JUL-2034, 5.79%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,130,601 $9,130,601 0.36 $9,110,249
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 9,460,000 $9,103,595 $9,103,595 0.35 $9,048,609
Morgan Stanley Bank, N.A. FRN 16-JUL-2025, 5.14%, 07/16/25 MS 61690U7V6 - - 9,000,000 $9,015,331 $9,015,331 0.35 $9,005,118
Connecticut Avenue Securities Trust 2025-R03|5.93969|03/25/2045, 5.94%, 03/25/45 CAS 2025-R03 20754VAB3 - - 9,000,000 $9,011,534 $9,011,534 0.35 $9,008,564
RESIMAC Bastille Trust 2024-1NC A2 5.4375% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 13,914,062 $8,937,070 $8,937,070 0.35 $8,923,803
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $8,861,776 $8,861,776 0.34 $8,830,687
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.42%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,847,939 $8,847,939 0.34 $8,762,445
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.53969% 25-AUG-2044, 5.54%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 8,678,694 $8,689,334 $8,689,334 0.34 $8,649,270
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,655,906 $8,655,906 0.34 $8,515,416
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,652,665 $8,652,665 0.34 $8,642,473
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.38969% 25-JAN-2045, 5.39%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 8,616,070 $8,602,581 $8,602,581 0.33 $8,563,883
Volkswagen Financial Services Australia Pty Ltd. 1.4% 25-AUG-2025, 1.40%, 08/25/25 VW BR0344159 - - 13,370,000 $8,495,352 $8,495,352 0.33 $8,476,288
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,328,960 $8,328,960 0.32 $8,057,094
Metro Finance 2024-1 Trust|5.3175|09/17/2030, 5.32%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 12,912,488 $8,288,654 $8,288,654 0.32 $8,280,214
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 8,209,924 $8,283,775 $8,283,775 0.32 $8,278,162
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,129,736 $8,129,736 0.32 $8,062,502
Commonwealth Bank of Australia FRN 10-SEP-2030, 5.91%, 09/10/30 CBAAU AU3FN0055992 - - 12,500,000 $8,095,751 $8,095,751 0.31 $8,037,374
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,090,337 $8,090,337 0.31 $8,080,689
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,070,140 $8,070,140 0.31 $7,950,389
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $7,993,508 $7,993,508 0.31 $7,991,013
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $7,927,500 $7,927,500 0.31 $7,844,760
Macquarie Bank Limited FRN 01-MAR-2034, 6.07%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $7,905,170 $7,905,170 0.31 $7,837,656
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,866,220 $7,866,220 0.31 $7,808,720
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,841,311 $7,841,311 0.30 $7,699,730
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,781,614 $7,781,614 0.30 $7,754,415
Westpac Banking Corporation FRN 29-JAN-2031, 5.94%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,688,821 $7,688,821 0.30 $7,584,180
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,588,527 $7,588,527 0.30 $7,496,874
Cargill, Incorporated 4.875% 10-OCT-2025, 4.88%, 10/10/25 CARGIL 141781BY9 - - 7,375,000 $7,398,323 $7,398,323 0.29 $7,384,341
Taco Bell Funding Series 2016-1 A2III 4.97% 25-MAY-2046, 4.97%, 05/25/46 BELL 2016-1A 87342RAC8 - - 7,261,763 $7,302,200 $7,302,200 0.28 $7,243,051
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,292,256 $7,292,256 0.28 $7,210,614
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,197,504 $7,197,504 0.28 $7,023,204
Wells Fargo Bank, N.A. 5.45% 07-AUG-2026, 5.45%, 08/07/26 WFC 94988J6D4 - - 7,000,000 $7,155,572 $7,155,572 0.28 $7,073,974
Nordea Bank Abp FRN 06-JUN-2025, 5.37%, 06/06/25 NDAFH 65558RAB5 - - 6,925,000 $6,980,631 $6,980,631 0.27 $6,930,609
Connecticut Avenue Securities, Series 2021-R01 1M2 5.88969% 25-OCT-2041, 5.89%, 10/25/41 CAS 2021-R01 20754RAB2 - - 6,901,725 $6,933,442 $6,933,442 0.27 $6,899,568
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,878,834 $6,878,834 0.27 $6,850,719
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,843,278 $6,843,278 0.27 $6,667,250
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,837,281 $6,837,281 0.27 $6,807,638
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,739,501 $6,739,501 0.26 $6,716,240
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.90%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,720,320 $6,720,320 0.26 $6,630,581
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,650,960 $6,650,960 0.26 $6,595,677
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,627,399 $6,627,399 0.26 $6,553,154
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,526,998 $6,526,998 0.25 $6,508,281
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 6,500,000 $6,492,654 $6,492,654 0.25 $6,484,586
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,443,959 $6,443,959 0.25 $6,370,591
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,435,204 $6,435,204 0.25 $6,311,381
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,429,401 $6,429,401 0.25 $6,208,045
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,409,899 $6,409,899 0.25 $6,353,231
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,339,710 $6,339,710 0.25 $6,309,213
BMW US Capital LLC 5.3% 11-AUG-2025, 5.30%, 08/11/25 BMW 05565ECC7 - - 6,250,000 $6,325,862 $6,325,862 0.25 $6,258,692
Connecticut Avenue Securities Trust 2025-R01 1M2 5.83969% 25-JAN-2045, 5.84%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,181,571 $6,181,571 0.24 $6,151,396
Westpac Banking Corporation FRN 03-APR-2034, 6.01%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,128,903 $6,128,903 0.24 $6,107,856
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,123,699 $6,123,699 0.24 $6,041,551
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,939,490 $5,939,490 0.23 $5,848,210
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 5,790,000 $5,891,936 $5,891,936 0.23 $5,845,906
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,843,416 $5,843,416 0.23 $5,725,616
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,741,342 $5,741,342 0.22 $5,728,632
Atlas Warehouse Lending Co. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,737,128 $5,737,128 0.22 $5,604,524
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,583,524 $5,583,524 0.22 $5,558,254
Insurance Australia Group Limited FRN 15-DEC-2036, 6.56%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,567,400 $5,567,400 0.22 $5,529,951
Liberty Series 2024-1 Auto A 5.2962% 25-MAY-2032, 5.30%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 8,613,082 $5,546,507 $5,546,507 0.22 $5,522,476
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,528,006 $5,528,006 0.21 $5,483,828
BX Commercial Mortgage Trust 2024-AIRC A 6.01324% 15-AUG-2041, 6.01%, 08/15/39 BX 2024-AIRC 12433CAA3 - - 5,436,029 $5,429,592 $5,429,592 0.21 $5,421,420
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,417,350 $5,417,350 0.21 $5,416,507
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,395,337 $5,395,337 0.21 $5,326,680
Bank Australia Limited FRN 24-NOV-2025, 5.95%, 11/24/25 BAAUST Q1R6798R5 - - 8,150,000 $5,289,051 $5,289,051 0.21 $5,238,801
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,210,347 $5,210,347 0.20 $5,080,055
Enable Midstream Partners, LP 4.95% 15-MAY-2028, 4.95%, 05/15/28 ET 292480AL4 - - 5,000,000 $5,113,637 $5,113,637 0.20 $5,004,324
MSD Investment Corp. 6.25% 31-MAY-2030, 6.25%, 05/31/30 MSINTM 55354LAA7 - - 5,250,000 $5,111,029 $5,111,029 0.20 $5,090,977
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,096,080 $5,096,080 0.20 $5,007,393
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $4,995,152 $4,995,152 0.19 $4,976,964
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,156,775 $4,934,827 $4,934,827 0.19 $4,916,079
NatWest Group Plc 2.875% 19-SEP-2026, 2.88%, 09/19/26 NWG AR7574981 - - 3,690,000 $4,930,143 $4,930,143 0.19 $4,846,422
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.43969% 25-DEC-2031, 5.44%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 4,692,995 $4,721,756 $4,721,756 0.18 $4,700,482
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,708,440 $4,674,822 $4,674,822 0.18 $4,634,816
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,659,279 $4,659,279 0.18 $4,582,648
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,615,291 $4,615,291 0.18 $4,604,888
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,590,541 $4,590,541 0.18 $4,499,863
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,544,442 $4,544,442 0.18 $4,478,177
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.33969% 25-JUN-2043, 6.34%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 4,481,000 $4,515,765 $4,515,765 0.18 $4,492,092
Macquarie Bank Limited FRN 17-JUN-2031, 5.66%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,505,546 $4,505,546 0.18 $4,479,167
Insurance Australia Group Limited FRN 15-JUN-2045, 6.46%, 06/15/45 IAGAU AX5655888 - - 6,730,000 $4,347,766 $4,347,766 0.17 $4,318,738
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,335,196 $4,335,196 0.17 $4,263,716
Connecticut Avenue Securities Trust 2025-R01 1M1 5.43969% 25-JAN-2045, 5.44%, 01/25/45 CAS 2025-R01 20755JAB9 - - 4,163,011 $4,157,616 $4,157,616 0.16 $4,138,758
American Express Company 6.338% 30-OCT-2026, 6.34%, 10/30/26 AXP 025816DL0 - - 4,000,000 $4,152,538 $4,152,538 0.16 $4,030,003
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,104,168 $4,104,168 0.16 $4,065,342
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.68969% 25-FEB-2044, 5.69%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 4,086,603 $4,096,514 $4,096,514 0.16 $4,077,137
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.78969% 25-OCT-2044, 5.79%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,048,441 $4,048,441 0.16 $4,028,901
Nasdaq, Inc. 5.65% 28-JUN-2025, 5.65%, 06/28/25 NDAQ 63111XAG6 - - 3,952,000 $4,029,441 $4,029,441 0.16 $3,957,492
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,694,584 $3,694,584 0.14 $3,616,182
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,692,118 $3,692,118 0.14 $3,646,033
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,577,249 $3,577,249 0.14 $3,563,689
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 3,556,132 $3,572,045 $3,572,045 0.14 $3,567,679
Structured Agency Credit Risk (STACR) Debt Notes, Series 2022-HQA3 M1A 6.63969% 25-AUG-2042, 6.64%, 08/25/42 STACR 2022-HQA3 35564KE39 - - 3,495,641 $3,556,080 $3,556,080 0.14 $3,536,739
Wells Fargo & Company FRN 25-APR-2026, 5.68%, 04/25/26 WFC 95000U2Y8 - - 3,500,000 $3,549,213 $3,549,213 0.14 $3,500,035
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 3,524,700 $3,463,259 $3,463,259 0.13 $3,438,006
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 3,346,922 $3,395,083 $3,395,083 0.13 $3,390,330
Connecticut Avenue Securities Trust 2025-R02 1M1 5.48969% 25-FEB-2045, 5.49%, 02/25/45 CAS 2025-R02 20754TAC6 - - 3,378,154 $3,393,229 $3,393,229 0.13 $3,377,786
Lloyds Banking Group plc FRN 06-MAR-2030, 6.11%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,392,129 $3,392,129 0.13 $3,364,599
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 3,346,922 $3,388,659 $3,388,659 0.13 $3,383,784
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.91%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,380,939 $3,380,939 0.13 $3,354,482
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,292,667 $3,292,667 0.13 $3,248,117
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,245,356 $3,245,356 0.13 $3,236,635
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.53969% 25-MAY-2044, 5.54%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 3,089,568 $3,088,413 $3,088,413 0.12 $3,074,150
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,030,363 $3,030,363 0.12 $3,001,180
Suncorp Group Limited FRN 01-DEC-2038, 6.77%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $2,951,251 $2,951,251 0.11 $2,923,451
Connecticut Avenue Securities Trust 2024-R02 1M1 5.43969% 25-FEB-2044, 5.44%, 02/25/44 CAS 2024-R02 20754GAA8 - - 2,885,543 $2,887,378 $2,887,378 0.11 $2,874,297
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,718,350 $2,728,571 $2,728,571 0.11 $2,725,194
Plenti Auto ABS Trust 2025-1 A 5.18% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 4,142,648 $2,645,729 $2,645,729 0.10 $2,641,961
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,620,711 $2,620,711 0.10 $2,609,748
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,544,501 $2,565,768 $2,565,768 0.10 $2,562,030
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,298,145 $2,298,145 0.09 $2,296,884
Westpac Banking Corporation FRN 11-NOV-2027, 5.42%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,161,067 $2,161,067 0.08 $2,139,063
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.58969% 25-MAR-2044, 5.59%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 2,094,925 $2,101,705 $2,101,705 0.08 $2,091,946
Connecticut Avenue Securities Trust 2023-R06 1M1 6.03969% 25-JUL-2043, 6.04%, 07/25/43 CAS 2023-R06 20754EAA3 - - 2,052,443 $2,065,082 $2,065,082 0.08 $2,054,752
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,011,775 $2,011,775 0.08 $1,994,997
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,008,971 $2,008,971 0.08 $2,006,105
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $1,997,011 $1,997,011 0.08 $1,994,037
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,982,271 $1,982,271 0.08 $1,963,493
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.18969% 25-NOV-2043, 6.19%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,933,223 $1,951,320 $1,951,320 0.08 $1,941,349
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $1,943,606 $1,943,606 0.08 $1,937,377
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,710,874 $1,710,874 0.07 $1,700,964
Connecticut Avenue Securities Trust 2024-R05 2M1 5.33969% 25-JUL-2044, 5.34%, 07/25/44 CAS 2024-R05 20754XAB9 - - 1,702,804 $1,706,510 $1,706,510 0.07 $1,698,933
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.33969% 25-MAY-2043, 6.34%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,540,960 $1,557,740 $1,557,740 0.06 $1,549,599
Great Southern Bank (Australia) FRN 01-DEC-2025, 6.02%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,526,044 $1,526,044 0.06 $1,512,638
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,489,491 $1,489,491 0.06 $1,453,749
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,577,992 $1,452,270 $1,452,270 0.06 $1,445,277
Morgan Stanley 2.188% 28-APR-2026, 2.19%, 04/28/26 MS 6174468Q5 - - 1,400,000 $1,414,487 $1,414,487 0.06 $1,399,512
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,325,419 $1,325,419 0.05 $1,322,223
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 2,060,000 $1,325,220 $1,325,220 0.05 $1,322,268
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,292,393 $1,292,393 0.05 $1,266,043
General Motors Financial Company, Inc. 6.05% 10-OCT-2025, 6.05%, 10/10/25 GM 37045XDZ6 - - 1,250,000 $1,257,966 $1,257,966 0.05 $1,255,025
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.33969% 25-OCT-2044, 5.34%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 1,189,963 $1,191,819 $1,191,819 0.05 $1,186,524
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,153,793 $1,153,793 0.04 $1,142,898
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,086,954 $1,086,954 0.04 $1,075,452
General Motors Financial Company, Inc. 1.55% 02-SEP-2025, 1.55%, 09/02/25 GM BR1269116 - - 1,590,000 $1,010,462 $1,010,462 0.04 $1,008,168
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $978,378 $978,378 0.04 $977,001
Westpac Banking Corporation FRN 10-AUG-2026, 4.95%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $908,384 $908,384 0.04 $899,495
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $837,625 $837,625 0.03 $834,717
Bayview Opportunity Master Fund VII Trust 2024-SN1 A2 5.67% 15-APR-2027, 5.67%, 04/15/27 BVABS 2024-SN1A 072926AB4 - - 666,710 $668,456 $668,456 0.03 $667,511
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $667,242 $667,242 0.03 $658,674
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 5.25%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $645,325 $645,325 0.03 $643,022
Australian Central Credit Union Ltd. FRN 16-SEP-2031, 6.51%, 09/16/31 ACDAU BR2989365 - - 1,000,000 $639,043 $639,043 0.02 $634,696
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $637,447 $637,447 0.02 $634,600
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $636,998 $636,998 0.02 $636,747
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.53%, 10/14/31 BENAU BR8160425 - - 800,000 $513,097 $513,097 0.02 $512,320
Commonwealth Bank of Australia 4.2% 18-AUG-2025, 4.20%, 08/18/25 CBAAU BY3652421 - - 600,000 $387,297 $387,297 0.02 $384,420
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $353,978 $353,978 0.01 $353,505
Santander Drive Auto Receivables Trust 2023-5 A2 6.31% 15-JUL-2027, 6.31%, 07/15/27 SDART 2023-5 80286PAB7 - - 315,423 $315,921 $315,921 0.01 $315,423
United Auto Credit Securitization Trust 2024-1 A 6.17% 10-AUG-2026, 6.17%, 08/10/26 UACST 2024-1 90945DAA8 - - 205,883 $206,483 $206,483 0.01 $205,989
Westlake Automobile Receivables Trust 2023-3 A2A 5.96% 15-OCT-2026, 5.96%, 10/15/26 WLAKE 2023-3A 96041CAC6 - - 164,213 $164,543 $164,543 0.01 $164,298
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.97%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $97,517 $97,517 0.00 $96,622
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $97,318 $97,318 0.00 $95,424
US 2YR NOTE (CBT) Jun25 JUN 25 TUM5 FUTURES_USD - -5,131 $-1,063,439,833 $0 0.00 $0
AUST 3YR BOND FUT Jun25 JUN 25 YMM5 AU03Y 28M - -1,633 $-112,614,608 $0 0.00 $0
US 5YR NOTE (CBT) Jun25 JUN 25 FVM5 FUTURES_USD - -382.00 $-41,285,844 $0 0.00 $0
EURO-SCHATZ FUT Jun25 JUN 25 DUM5 FUTURES_EUR - 1,678 $204,688,727 $0 0.00 $0
CAN 2YR BOND FUT Jun25 JUN 25 CVM5 FUTURES_CAD - 1,745 $133,031,285 $0 0.00 $0
GLOBAL PAYMENTS INC 0% 04/24/2025, 0.00%, 04/24/25 GPN 37961CRQ7 - - 74,700,000 $74,689,886 $74,689,886 2.90 $74,689,886
CONAGRA BRANDS INC 0% 04/24/2025, 0.00%, 04/24/25 CAGPP 20600GRQ1 - - 18,400,000 $18,397,615 $18,397,615 0.72 $18,397,615
SEGREGATED CASH SEGCASH - $0.00 12,200,335 $12,200,335 $12,200,335 0.47 $12,200,335
AUSTRALIAN DOLLARS AUD - - 7,935,114 $5,086,025 $5,086,025 0.20 $5,086,025
BRITISH POUND GBP - - 1,994,022 $2,646,873 $2,646,873 0.10 $2,646,873
NEW ZEALAND DOLLAR NZD - - 3,758,386 $2,248,834 $2,248,834 0.09 $2,248,834
EURO EUR - - 1,667,745 $1,892,885 $1,892,885 0.07 $1,892,885
CANADIAN DOLLAR CAD - - 1,909,580 $1,378,907 $1,378,907 0.05 $1,378,907
US DOLLARS USD MD_142224 - - -11,599,391 $-11,599,391 $-11,599,391 -0.45 $-11,599,391
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 2.12 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -2.12 $-54,400,000
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - 32,632,700 $19,525,807 $19,525,807 0.76 $19,525,807
Pay NZD BANK BILL 3MO Receive Fixed 5.615%, 5.62%, 07/13/25 - - - -32,632,700 $-19,525,807 $-19,525,807 -0.76 $-19,525,807
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - 32,632,700 $19,525,807 $19,525,807 0.76 $19,525,807
Pay NZD BANK BILL 3MO Receive Fixed 5.3775%, 5.38%, 07/19/25 - - - -32,632,700 $-19,525,807 $-19,525,807 -0.76 $-19,525,807
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - 63,455,000 $37,968,359 $37,968,359 1.48 $37,968,359
Pay NZD BANK BILL 3MO Receive Fixed 5.44%, 5.44%, 07/27/25 - - - -63,455,000 $-37,968,359 $-37,968,359 -1.48 $-37,968,359
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - 31,965,000 $19,126,288 $19,126,288 0.74 $19,126,288
Pay NZD BANK BILL 3MO Receive Fixed 5.51%, 5.51%, 08/16/25 - - - -31,965,000 $-19,126,288 $-19,126,288 -0.74 $-19,126,288
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $49,223,340 $49,223,340 1.91 $49,223,340
Pay NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-49,223,340 $-49,223,340 -1.91 $-49,223,340
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $45,097,711 $45,097,711 1.75 $45,097,711
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-45,097,711 $-45,097,711 -1.75 $-45,097,711
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,754,293 $63,754,293 2.48 $63,754,293
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,754,293 $-63,754,293 -2.48 $-63,754,293
FX Forward|NZD|07/11/2025 +NZD0 - - -6,264,000 $-3,757,076 $-3,757,076 -0.15 $-3,757,076
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 $-67,800,004 $-67,800,004 -2.64 $-67,800,004
FX Forward|USD|07/11/2025 +CAD0 - - 66,040,341 $66,040,341 $66,040,341 2.57 $66,040,341
FX Forward|EUR|07/11/2025 +EUR1 - - -12,720,000 $-14,506,505 $-14,506,505 -0.56 $-14,506,505
FX Forward|USD|07/11/2025 +EUR1 - - 14,004,833 $14,004,833 $14,004,833 0.54 $14,004,833
FX Forward|GBP|07/11/2025 +GBP0 - - -11,170,000 $-14,830,413 $-14,830,413 -0.58 $-14,830,413
FX Forward|USD|07/11/2025 +GBP0 - - 14,290,794 $14,290,794 $14,290,794 0.56 $14,290,794
FX Forward|AUD|07/11/2025 +AUD1 - - -673,000,000 $-431,729,072 $-431,729,072 -16.79 $-431,729,072
FX Forward|USD|07/11/2025 +AUD1 - - 402,289,115 $402,289,115 $402,289,115 15.64 $402,289,115
FX Forward|AUD|07/11/2025 - - - 3,863,000 $2,478,112 $2,478,112 0.10 $2,478,112
FX Forward|USD|07/11/2025 - - - -2,461,795 $-2,461,795 $-2,461,795 -0.10 $-2,461,795
Janus Henderson publishes this listing of identities and quantities of each position held by the fund on each business day, before commencement of trading. Securities are reported at market value.
The portfolio data and its presentation here is based on the investment book of record and may differ from the accounting book of record and complete schedules of investments in regulatory filings due to differing accounting and reporting standards.

Choose region

Country

Language

What type of investor are you?