Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - LatAm Mexico PA
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For professional investors in Mexico

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of May 12, 2026)

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 $44,463,003 $44,463,003 1.37 $43,749,146
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,170,195 $33,170,195 1.02 $32,755,394
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $28,346,081 $28,346,081 0.87 $27,997,456
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,514,908 $26,514,908 0.82 $26,006,155
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,546,119 $25,546,119 0.79 $25,502,482
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,260,309 $25,260,309 0.78 $24,887,843
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,047,700 $25,047,700 0.77 $24,981,250
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,966,503 $24,966,503 0.77 $24,516,961
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,534,102 $24,534,102 0.76 $23,971,448
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,818,946 $23,818,946 0.73 $23,481,835
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,549,177 $23,549,177 0.73 $23,019,645
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 $23,361,727 $23,361,727 0.72 $23,112,860
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,343,421 $23,343,421 0.72 $22,822,209
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,316,281 $23,316,281 0.72 $23,238,978
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,170,446 $22,170,446 0.68 $21,921,909
PayPal Holdings Inc|4.55|06/01/2028, 4.55%, 06/01/28 PYPL 70450YAU7 - 22,062,000 $22,055,694 $22,055,694 0.68 $22,055,694
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,970,989 $21,970,989 0.68 $21,560,290
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,680,582 $21,680,582 0.67 $21,504,668
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $21,125,781 $21,125,781 0.65 $20,878,366
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,873,506 $20,873,506 0.64 $20,700,859
BX Trust 2025-ROIC A 4.79854% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,572,739 $20,572,739 0.63 $20,495,878
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,062,951 $20,062,951 0.62 $19,964,539
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,058,516 $20,058,516 0.62 $19,992,591
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $20,020,123 $20,020,123 0.62 $20,005,163
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $19,939,285 $19,939,285 0.62 $19,928,551
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,627,808 $19,627,808 0.61 $19,499,778
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,349,650 $19,349,650 0.60 $19,197,386
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,111,323 $19,111,323 0.59 $19,003,101
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99516% 25-APR-2042, 8.00%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,820,647 $18,820,647 0.58 $18,755,934
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,694,072 $18,694,072 0.58 $18,498,246
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,475,304 $18,475,304 0.57 $18,365,832
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,923,816 $17,923,816 0.55 $17,729,741
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,763,240 $17,763,240 0.55 $17,549,600
BX Trust 2026-CIP|4.85|05/15/2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 17,712,000 $17,717,411 $17,717,411 0.55 $17,717,411
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,611,455 $17,611,455 0.54 $17,146,755
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,599,763 $17,599,763 0.54 $17,414,104
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,170,250 $17,170,250 0.53 $17,135,095
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,123,007 $17,123,007 0.53 $17,076,352
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,083,866 $17,083,866 0.53 $16,935,606
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,769,745 $16,769,745 0.52 $16,708,136
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,769,283 $16,769,283 0.52 $16,720,694
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,603,476 $16,603,476 0.51 $16,558,261
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,950,647 $15,950,647 0.49 $15,932,871
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,913,795 $15,913,795 0.49 $15,800,661
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,904,074 $15,904,074 0.49 $15,802,741
NOW Trust 2024-1 A 5.4875% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 21,621,963 $15,751,017 $15,751,017 0.49 $15,682,860
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,716,639 $15,716,639 0.48 $15,666,268
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,358,605 $15,358,605 0.47 $15,030,604
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,261,753 $15,261,753 0.47 $15,055,496
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,240,084 $15,240,084 0.47 $14,957,552
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,164,956 $15,164,956 0.47 $15,121,176
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,151,709 $15,151,709 0.47 $15,142,166
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,021,515 $15,021,515 0.46 $14,932,911
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,893,067 $14,893,067 0.46 $14,661,373
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,845,005 $14,845,005 0.46 $14,628,605
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,772,021 $14,772,021 0.46 $14,631,251
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,597,100 $14,597,100 0.45 $14,581,200
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,568,290 $14,568,290 0.45 $14,544,268
Sixth Street CLO XI Ltd|0|04/25/2037, 0.00%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,528,928 $14,528,928 0.45 $14,528,928
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,527,307 $14,527,307 0.45 $14,278,230
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,450,435 $14,450,435 0.45 $14,233,612
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,372,499 $14,372,499 0.44 $14,305,365
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,371,242 $14,371,242 0.44 $14,190,152
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,321,561 $14,321,561 0.44 $14,207,814
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,319,166 $14,319,166 0.44 $14,276,324
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,091,087 $14,091,087 0.43 $13,955,574
BAE Systems Plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,089,741 $14,089,741 0.43 $13,998,907
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $14,005,119 $14,005,119 0.43 $13,814,506
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,987,289 $13,987,289 0.43 $13,884,678
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,959,521 $13,959,521 0.43 $13,858,691
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,920,559 $13,920,559 0.43 $13,554,655
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,912,025 $13,912,025 0.43 $13,843,046
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,787,858 $13,787,858 0.43 $13,580,607
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14516% 25-OCT-2041, 5.15%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,731,249 $13,781,970 $13,781,970 0.43 $13,750,570
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,772,934 $13,772,934 0.42 $13,538,230
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,695,854 $13,695,854 0.42 $13,306,454
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,644,683 $13,644,683 0.42 $13,501,260
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,622,004 $13,622,004 0.42 $13,580,714
Permanent TSB Group Holdings Plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,279,431 $13,279,431 0.41 $12,597,449
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,259,914 $13,259,914 0.41 $13,176,177
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,162,014 $13,162,014 0.41 $13,059,989
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,074,350 $13,074,350 0.40 $12,853,621
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $13,016,494 $13,016,494 0.40 $12,683,279
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,999,923 $12,999,923 0.40 $12,868,774
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,968,645 $12,968,645 0.40 $12,761,757
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,830,967 $12,830,967 0.40 $12,800,807
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,773,363 $12,773,363 0.39 $12,738,465
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,763,318 $12,763,318 0.39 $12,742,791
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,748,960 $12,748,960 0.39 $12,595,235
Hertz Vehicle Financing III, Series 2025-5 A 4.62% 25-MAY-2030, 4.62%, 05/25/30 HERTZ 2025-5A 42806MDL0 - 12,800,000 $12,748,750 $12,748,750 0.39 $12,719,182
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,703,984 $12,703,984 0.39 $12,596,338
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,669,478 $12,669,478 0.39 $12,663,089
NOW Trust 2025-1 A 5.2375% 14-FEB-2034, 5.24%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,223,356 $12,511,580 $12,511,580 0.39 $12,459,761
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,452,083 $12,452,083 0.38 $12,421,472
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,306,695 $12,306,695 0.38 $12,131,917
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,242,315 $12,242,315 0.38 $12,057,152
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,226,655 $12,226,655 0.38 $12,036,854
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $12,160,083 $12,160,083 0.38 $12,020,487
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14516% 25-MAR-2042, 7.15%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,112,317 $12,112,317 0.37 $12,074,747
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,017,546 $12,017,546 0.37 $11,877,913
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $11,980,457 $11,980,457 0.37 $11,919,246
RAF ABS Series 2025-1 A 5.0135% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,918,622 $11,945,426 $11,945,426 0.37 $11,508,325
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,901,310 $11,901,310 0.37 $11,810,351
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,831,886 $11,831,886 0.36 $11,740,367
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,723,544 $11,723,544 0.36 $11,568,781
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,687,536 $11,687,536 0.36 $11,517,530
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,504,128 $11,504,128 0.35 $11,479,192
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,346,707 $11,346,707 0.35 $11,286,711
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.55%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,224,119 $11,249,588 $11,249,588 0.35 $11,224,081
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,221,868 $11,221,868 0.35 $11,031,293
BX Commercial Mortgage Trust 2026-CSMO A 5.05471% 15-FEB-2043, 5.05%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,077,832 $11,077,832 0.34 $11,034,507
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,925,678 $10,925,678 0.34 $10,830,406
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,850,972 $10,850,972 0.33 $10,805,856
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,704,232 $10,704,232 0.33 $10,559,579
Marex Group Plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,652,075 $10,652,075 0.33 $10,615,087
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,570,552 $10,576,316 $10,576,316 0.33 $10,551,327
NRTH Commercial Mortgage Trust 2025-PARK A 5.04798% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,565,330 $10,565,330 0.33 $10,524,105
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,556,280 $10,556,280 0.33 $10,505,738
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,381,749 $10,381,749 0.32 $10,157,725
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,307,439 $10,307,439 0.32 $10,260,372
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49516% 25-MAY-2042, 7.50%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,303,922 $10,303,922 0.32 $10,270,610
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,303,689 $10,303,689 0.32 $10,124,135
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,235,561 $10,235,561 0.32 $10,031,988
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,215,100 $10,215,100 0.32 $10,203,382
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,088,091 $10,088,091 0.31 $9,917,480
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,053,897 $10,053,897 0.31 $9,891,515
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,014,712 $10,014,712 0.31 $9,881,686
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,954,828 $9,954,828 0.31 $9,832,869
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,932,242 $9,932,242 0.31 $9,876,137
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,817,631 $9,817,631 0.30 $9,810,408
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,817,232 $9,817,232 0.30 $9,634,238
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,809,955 $9,809,955 0.30 $9,772,070
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,720,844 $9,804,689 $9,804,689 0.30 $9,745,829
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,708,924 $9,708,924 0.30 $9,698,481
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 $9,679,004 $9,679,004 0.30 $9,665,430
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,515,428 $9,515,428 0.29 $9,497,022
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,514,408 $9,514,408 0.29 $9,345,613
Nvent Finance Sarl|4.55|04/15/2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,344,854 $9,344,854 0.29 $9,309,326
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,359,699 $9,286,608 $9,286,608 0.29 $9,259,681
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,271,241 $9,271,241 0.29 $9,238,312
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,239,625 $9,239,625 0.28 $9,081,800
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,152,566 $9,152,566 0.28 $9,000,892
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $9,080,116 $9,080,116 0.28 $8,978,682
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,989,853 $8,989,853 0.28 $8,938,397
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,895,819 $8,895,819 0.27 $8,778,485
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,830,405 $8,830,405 0.27 $8,798,699
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,822,029 $8,822,029 0.27 $8,703,722
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,790,552 $8,790,552 0.27 $8,661,178
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,713,179 $8,713,179 0.27 $8,569,090
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 8,800,000 $8,638,491 $8,638,491 0.27 $8,615,574
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,630,118 $8,630,118 0.27 $8,462,664
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,595,463 $8,595,463 0.27 $8,509,079
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,217,107 $8,217,107 0.25 $8,128,222
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,143,092 $8,143,092 0.25 $7,969,436
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,142,130 $8,142,130 0.25 $8,112,114
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,133,939 $8,133,939 0.25 $8,133,939
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,076,667 $8,076,667 0.25 $7,934,610
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,055,858 $8,055,858 0.25 $7,994,347
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,043,298 $8,043,298 0.25 $8,004,243
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,022,583 $8,022,583 0.25 $7,949,250
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,987,717 $7,987,717 0.25 $7,961,400
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $7,983,830 $7,983,830 0.25 $7,957,630
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64516% 25-JAN-2042, 6.65%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,846,606 $7,962,005 $7,962,005 0.25 $7,938,831
Plenti PL & Green ABS Trust 2024-2 A1 5.26% 11-APR-2036, 5.48%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,965,834 $7,937,678 $7,937,678 0.24 $7,935,298
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,935,657 $7,935,657 0.24 $7,913,908
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,895,791 $7,895,791 0.24 $7,872,601
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,820,381 $7,820,381 0.24 $7,656,003
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,815,005 $7,815,005 0.24 $7,767,930
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,695,127 $7,695,127 0.24 $7,630,110
HSBC Holdings PLC|6.75|11/18/2199, 6.75%, 11/18/99 HSBC 404280FR5 - 7,684,000 $7,692,578 $7,692,578 0.24 $7,692,578
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,680,935 $7,680,935 0.24 $7,596,037
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,622,088 $7,622,088 0.24 $7,511,087
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,616,554 $7,616,554 0.23 $7,590,835
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24516% 25-SEP-2044, 5.25%, 09/25/44 CAS 2024-R06 20755RAC9 - 7,553,496 $7,584,459 $7,584,459 0.23 $7,566,850
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,426,039 $7,426,039 0.23 $7,420,778
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,374,411 $7,374,411 0.23 $7,345,920
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,351,033 $7,351,033 0.23 $7,244,872
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,281,728 $7,281,728 0.22 $7,246,358
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,209,809 $7,209,809 0.22 $7,158,767
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,112,507 $7,183,288 $7,183,288 0.22 $7,158,559
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,169,010 $7,169,010 0.22 $7,013,260
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,076,541 $7,076,541 0.22 $7,071,291
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $7,057,310 $7,057,310 0.22 $7,015,328
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,040,950 $7,040,950 0.22 $6,989,882
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,034,507 $7,034,507 0.22 $6,990,029
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,991,777 $6,991,777 0.22 $6,910,701
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,904,492 $6,904,492 0.21 $6,857,957
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,887,299 $6,887,299 0.21 $6,840,589
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,879,282 $6,879,282 0.21 $6,867,146
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,867,949 $6,867,949 0.21 $6,815,545
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,645,609 $6,645,609 0.20 $6,633,399
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,635,489 $6,635,489 0.20 $6,562,987
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,605,212 $6,605,212 0.20 $6,578,173
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,594,262 $6,594,262 0.20 $6,558,612
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,590,489 $6,590,489 0.20 $6,347,989
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,584,449 $6,584,449 0.20 $6,518,817
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,547,820 $6,576,960 $6,576,960 0.20 $6,556,223
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,576,093 $6,576,093 0.20 $6,491,918
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,514,989 $6,514,989 0.20 $6,467,420
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,438,653 $6,438,653 0.20 $6,321,021
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,345,059 $6,345,059 0.20 $6,297,520
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,326,794 $6,326,794 0.20 $6,248,892
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,296,274 $6,296,274 0.19 $6,231,208
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,256,919 $6,256,919 0.19 $6,156,623
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14516% 25-JAN-2045, 5.15%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,226,047 $6,226,047 0.19 $6,211,858
Metro Finance 2024-1 Trust|5.36|09/17/2030, 5.36%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,337,827 $6,071,193 $6,071,193 0.19 $6,048,176
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,964,778 $6,052,469 $6,052,469 0.19 $6,029,021
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,050,075 $6,050,075 0.19 $5,981,333
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,049,694 $6,049,694 0.19 $5,947,224
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,303,462 $6,029,109 $6,029,109 0.19 $6,027,219
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,972,576 $5,972,576 0.18 $5,957,684
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,964,877 $5,964,877 0.18 $5,848,106
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,945,787 $5,945,787 0.18 $5,911,437
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,859,510 $5,859,510 0.18 $5,724,624
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,848,225 $5,848,225 0.18 $5,825,454
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,789,199 $5,789,199 0.18 $5,752,498
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,785,754 $5,785,754 0.18 $5,701,269
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,756,191 $5,756,191 0.18 $5,725,695
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,565,064 $5,565,064 0.17 $5,555,545
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,506,608 $5,506,608 0.17 $5,423,126
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,203,842 $5,203,842 0.16 $5,155,460
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,197,615 $5,197,615 0.16 $5,158,435
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,182,799 $5,182,799 0.16 $5,036,938
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,140,724 $5,140,724 0.16 $5,038,974
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,098,708 $5,098,708 0.16 $5,049,553
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,097,325 $5,097,325 0.16 $5,083,030
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,103,475 $5,061,345 $5,061,345 0.16 $5,037,283
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,053,536 $5,053,536 0.16 $5,021,202
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,050,880 $5,050,880 0.16 $5,017,614
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,988,360 $4,988,360 0.15 $4,956,735
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.85%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,944,142 $4,961,074 $4,961,074 0.15 $4,950,427
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,854,016 $4,890,536 $4,890,536 0.15 $4,871,791
BX Commercial Mortgage Trust 2024-AIRC A 5.34624% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,889,242 $4,889,242 0.15 $4,869,048
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,850,027 $4,850,027 0.15 $4,828,885
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,802,694 $4,802,694 0.15 $4,707,334
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,740,602 $4,740,602 0.15 $4,711,495
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,696,871 $4,696,871 0.14 $4,608,953
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,662,399 $4,662,399 0.14 $4,636,697
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,638,935 $4,638,935 0.14 $4,599,534
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,627,033 $4,627,033 0.14 $4,596,905
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,604,619 $4,604,619 0.14 $4,525,851
Connecticut Avenue Securities Trust 2024-R01 1M1 4.69516% 25-JAN-2044, 4.70%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 4,517,749 $4,526,251 $4,526,251 0.14 $4,516,824
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,419,670 $4,419,670 0.14 $4,354,400
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 4,316,494 $4,326,751 $4,326,751 0.13 $4,317,552
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - 4,200,000 $4,219,193 $4,219,193 0.13 $4,208,168
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,130,595 $4,130,595 0.13 $4,081,231
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.84516% 25-MAY-2045, 4.85%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 4,119,214 $4,127,820 $4,127,820 0.13 $4,118,950
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,115,396 $4,115,396 0.13 $4,012,366
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,043,476 $4,058,780 $4,058,780 0.13 $4,049,975
RESIMAC Bastille Trust 2024-1NC A2 5.43% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,537,209 $4,034,652 $4,034,652 0.12 $4,015,556
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19516% 25-OCT-2041, 5.20%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,932,509 $3,947,108 $3,947,108 0.12 $3,938,028
Plenti PL & Green ABS Trust 2025-1 A1G 5.28% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,387,885 $3,902,397 $3,902,397 0.12 $3,901,224
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,897,027 $3,897,027 0.12 $3,887,222
Lloyds Banking Group Plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,887,019 $3,887,019 0.12 $3,846,435
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,817,931 $3,817,931 0.12 $3,772,034
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24516% 25-MAR-2045, 5.25%, 03/25/45 CAS 2025-R03 20754VAB3 - 3,781,383 $3,795,608 $3,795,608 0.12 $3,786,793
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69516% 25-JAN-2045, 4.70%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,780,298 $3,780,298 0.12 $3,772,422
Lloyds Banking Group Plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,669,367 $3,669,367 0.11 $3,611,911
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,648,646 $3,648,646 0.11 $3,641,559
Domino's Pizza Master Issuer Series 2017-1 2017-A2III 4.118% 25-JUL-2047, 4.12%, 07/25/47 DPABS 2017-1A 25755TAH3 - 3,647,200 $3,626,782 $3,626,782 0.11 $3,619,272
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,622,139 $3,622,139 0.11 $3,599,038
Liberty Series 2024-1 Auto A 5.3775% 25-MAY-2032, 5.38%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,906,746 $3,563,778 $3,563,778 0.11 $3,555,939
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89516% 25-MAR-2044, 4.90%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,513,914 $3,513,914 0.11 $3,506,285
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,405,468 $3,405,468 0.11 $3,363,003
Plenti PL & Green ABS Trust 2025-1 A1 5.28% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,605,030 $3,332,227 $3,332,227 0.10 $3,331,224
Marex Group Plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,313,681 $3,313,681 0.10 $3,311,025
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,308,822 $3,308,822 0.10 $3,255,722
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,305,719 $3,305,719 0.10 $3,276,064
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,267,683 $3,267,683 0.10 $3,259,045
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.84516% 25-AUG-2044, 4.85%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,237,596 $3,244,568 $3,244,568 0.10 $3,237,596
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,100,079 $3,100,079 0.10 $3,044,588
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,097,672 $3,097,672 0.10 $3,062,526
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,039,484 $3,039,484 0.09 $3,025,379
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,927,201 $2,927,201 0.09 $2,880,230
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,904,606 $2,904,606 0.09 $2,897,031
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,714,531 $2,714,531 0.08 $2,700,037
Domino's Pizza Master Issuer Series 2019-1 2019-A2 3.668% 25-OCT-2049, 3.67%, 10/25/49 DPABS 2019-1A 25755TAL4 - 2,797,440 $2,685,947 $2,685,947 0.08 $2,680,816
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,622,923 $2,622,923 0.08 $2,618,484
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.74516% 25-DEC-2031, 4.75%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,306,744 $2,490,041 $2,490,041 0.08 $2,309,604
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.44516% 25-NOV-2041, 5.45%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,481,100 $2,481,100 0.08 $2,475,134
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,442,778 $2,442,778 0.08 $2,412,663
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,408,717 $2,433,415 $2,433,415 0.08 $2,424,214
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,226,743 $2,226,743 0.07 $2,217,150
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,082,527 $2,082,527 0.06 $2,077,776
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,969,000 $2,000,000 $2,000,000 0.06 $1,991,300
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,969,000 $1,998,329 $1,998,329 0.06 $1,989,406
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,984,053 $1,984,053 0.06 $1,960,029
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39516% 25-SEP-2042, 9.40%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,972,856 $1,972,856 0.06 $1,965,131
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,898,989 $1,898,989 0.06 $1,890,501
Plenti Auto ABS Trust 2025-1 A 5.155% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,402,060 $1,812,908 $1,812,908 0.06 $1,739,137
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.85%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,749,639 $1,754,514 $1,754,514 0.05 $1,750,747
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74516% 25-JAN-2045, 4.75%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,745,000 $1,749,086 $1,749,086 0.05 $1,745,406
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,719,855 $1,719,855 0.05 $1,705,761
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.99516% 25-FEB-2044, 5.00%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,692,264 $1,696,889 $1,696,889 0.05 $1,693,132
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.84516% 25-MAY-2044, 4.85%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,691,670 $1,695,524 $1,695,524 0.05 $1,691,881
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,639,300 $1,655,129 $1,655,129 0.05 $1,648,793
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,646,882 $1,646,882 0.05 $1,601,354
Constellation Energy Generation LLC|4.625|02/01/2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,503,699 $1,503,699 0.05 $1,483,890
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,501,545 $1,501,545 0.05 $1,495,927
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,561,682 $1,478,991 $1,478,991 0.05 $1,470,015
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,407,595 $1,407,595 0.04 $1,376,436
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.09516% 25-OCT-2044, 5.10%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 1,378,333 $1,381,547 $1,381,547 0.04 $1,378,426
Connecticut Avenue Securities Trust 2022-R01 1M2 6.25603% 25-DEC-2041, 5.97%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,307,918 $1,307,918 0.04 $1,304,467
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,305,381 $1,305,381 0.04 $1,291,290
Lloyds Banking Group Plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,300,163 $1,300,163 0.04 $1,270,430
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74516% 25-MAR-2042, 6.75%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,284,019 $1,284,019 0.04 $1,280,242
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79516% 25-FEB-2045, 4.80%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,233,100 $1,236,553 $1,236,553 0.04 $1,233,925
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,220,041 $1,220,041 0.04 $1,203,736
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64516% 25-JUN-2043, 5.65%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,698 $1,049,698 0.03 $1,047,074
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34516% 25-JUL-2043, 5.35%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,021,161 $1,026,022 $1,026,022 0.03 $1,023,596
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49516% 25-NOV-2043, 5.50%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,022,277 $1,022,277 0.03 $1,019,799
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,013,718 $1,013,718 0.03 $1,013,351
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74516% 25-FEB-2044, 4.75%, 02/25/44 CAS 2024-R02 20754GAA8 - 974,935 $977,049 $977,049 0.03 $974,993
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $975,161 $975,161 0.03 $970,877
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.50%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,324,232 $960,183 $960,183 0.03 $959,842
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $893,129 $893,129 0.03 $889,297
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $879,138 $879,138 0.03 $875,310
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.64516% 25-MAY-2043, 5.65%, 05/25/43 STACR 2023-HQA1 35564KX79 - 863,875 $870,495 $870,495 0.03 $868,327
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79516% 25-MAR-2044, 4.80%, 03/25/44 CAS 207941AA3 - 787,099 $788,710 $788,710 0.02 $787,032
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $754,964 $754,964 0.02 $744,025
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $731,165 $731,165 0.02 $723,612
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $724,092 $724,092 0.02 $719,582
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $718,088 $718,088 0.02 $716,014
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $582,068 $582,068 0.02 $579,671
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $407,347 $407,347 0.01 $406,331
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $107,339 $107,339 0.00 $107,137
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-90,206,873 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -371.00 $-39,839,023 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -368.00 $-28,192,888 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,142,398 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -2,527 $-522,398,024 $-0 0.00 $-0
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/28/2026, 0.00%, 05/28/26 STLACP 85855KEU2 - 41,500,000 $41,422,270 $41,422,270 1.28 $41,422,270
HCA INC 0% 06/10/2026, 0.00%, 06/10/26 HCA 40412DFA2 - 40,000,000 $39,870,728 $39,870,728 1.23 $39,870,728
ENBRIDGE INC 0% 05/21/2026, 0.00%, 05/21/26 ENB 292976SN8 - 51,700,000 $37,685,056 $37,685,056 1.16 $37,685,056
JABIL INC 0% 05/13/2026, 0.00%, 05/13/26 JBLPP 46652MED3 - 31,500,000 $31,496,094 $31,496,094 0.97 $31,496,094
AUTONATION INC 0% 05/13/2026, 0.00%, 05/13/26 AUTONA 05330NED7 - 24,150,000 $24,147,283 $24,147,283 0.74 $24,147,283
STELLANTIS FINANCIAL SERVICES US CORP 0% 05/22/2026, 0.00%, 05/22/26 STLACP 85855KEN8 - 23,250,000 $23,224,254 $23,224,254 0.72 $23,224,254
GLOBAL PAYMENTS INC 0% 05/13/2026, 0.00%, 05/13/26 GPN 37961DED8 - 21,650,000 $21,647,528 $21,647,528 0.67 $21,647,528
ENBRIDGE INC 0% 05/22/2026, 0.00%, 05/22/26 ENB 292976SP3 - 24,625,000 $17,948,166 $17,948,166 0.55 $17,948,166
AUTONATION INC 0% 05/14/2026, 0.00%, 05/14/26 AUTONA 05330NEE5 - 14,550,000 $14,548,363 $14,548,363 0.45 $14,548,363
UNION ELECTRIC CO 0% 05/13/2026, 0.00%, 05/13/26 UECCP 90655KED2 - 11,800,000 $11,798,746 $11,798,746 0.36 $11,798,746
ENBRIDGE INC 0% 05/26/2026, 0.00%, 05/26/26 ENB 292976ST5 - 14,775,000 $10,765,559 $10,765,559 0.33 $10,765,559
HCA INC 0% 05/13/2026, 0.00%, 05/13/26 HCA 40412DED7 - 6,450,000 $6,449,270 $6,449,270 0.20 $6,449,270
SEGREGATED CASH SEGCASH $0.00 5,804,223 $5,804,223 $5,804,223 0.18 $5,804,223
NEW ZEALAND DOLLAR NZD - 6,389,571 $3,798,929 $3,798,929 0.12 $3,798,929
AUSTRALIAN DOLLARS AUD - 2,779,954 $2,009,901 $2,009,901 0.06 $2,009,901
EURO EUR - 1,463,152 $1,717,073 $1,717,073 0.05 $1,717,073
CANADIAN DOLLAR CAD - 1,182,355 $862,435 $862,435 0.03 $862,435
BRITISH POUND GBP - -367,087 $-496,393 $-496,393 -0.02 $-496,393
US DOLLARS USD MD_142224 - -65,114,006 $-65,114,006 $-65,114,006 -2.01 $-65,114,006
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $44,811,349 $44,811,349 1.38 $44,811,349
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-44,811,349 $-44,811,349 -1.38 $-44,811,349
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $63,349,465 $63,349,465 1.95 $63,349,465
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-63,349,465 $-63,349,465 -1.95 $-63,349,465
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - 144,900,000 $144,900,000 $144,900,000 4.47 $144,900,000
PARENT OIS PAY FIX USD 3.365% REC SOFRRATE 21Nov27 CME_US, 3.36%, 11/21/27 - - -144,900,000 $-144,900,000 $-144,900,000 -4.47 $-144,900,000
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $79,788,815 $79,788,815 2.46 $79,788,815
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-79,788,815 $-79,788,815 -2.46 $-79,788,815
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $79,788,815 $79,788,815 2.46 $79,788,815
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-79,788,815 $-79,788,815 -2.46 $-79,788,815
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 60 PAYER GS_US_SW @14.81C 60, 1.00%, 07/15/26 - XXDC3I UCAXXDC3I $60.00 476,100,000 $-476,100,000 $539,669 0.02 $539,669
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 70 PAYER GS_US_SW @8.25C 70, 1.00%, 07/15/26 - UCAXXDC3J $70.00 -476,100,000 $476,100,000 $-271,515 -0.01 $-271,515
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-798,453 $-798,453 -0.02 $-798,453
FX Forward|USD|07/24/2026 +NZD0 - 794,053 $794,053 $794,053 0.02 $794,053
FX Forward|AUD|07/24/2026 +AUD1 - -516,950,000 $-373,189,549 $-373,189,549 -11.51 $-373,189,549
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.35 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-57,368,906 $-57,368,906 -1.77 $-57,368,906
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.77 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-53,656,719 $-53,656,719 -1.65 $-53,656,719
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.66 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,844,812 $-14,844,812 -0.46 $-14,844,812
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.46 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,887,626 $2,887,626 0.09 $2,887,626
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|05/21/2026 +CADU - -51,700,000 $-37,723,908 $-37,723,908 -1.16 $-37,723,908
FX Forward|USD|05/21/2026 +CADU - 37,907,256 $37,907,256 $37,907,256 1.17 $37,907,256
FX Forward|CAD|05/22/2026 +CADU - -24,625,000 $-17,968,983 $-17,968,983 -0.55 $-17,968,983
FX Forward|USD|05/22/2026 +CADU - 18,028,239 $18,028,239 $18,028,239 0.56 $18,028,239
FX Forward|CAD|05/26/2026 +CADU - -14,775,000 $-10,783,487 $-10,783,487 -0.33 $-10,783,487
FX Forward|USD|05/26/2026 +CADU - 10,809,840 $10,809,840 $10,809,840 0.33 $10,809,840
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $731,653 $731,653 0.02 $731,653
FX Forward|USD|07/24/2026 +CADU - -737,673 $-737,673 $-737,673 -0.02 $-737,673
FX Forward|AUD|07/24/2026 +AUD1 - 1,200,000 $866,288 $866,288 0.03 $866,288
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 +AUD0 - 2,000,000 $1,443,813 $1,443,813 0.04 $1,443,813
FX Forward|USD|07/24/2026 +AUD0 - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521

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