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 March 2, 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 $44,236,603 $44,236,603 1.45 $43,942,662
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,408,534 $34,408,534 1.13 $33,595,558
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,211,372 $33,211,372 1.08 $33,089,864
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,411,674 $27,411,674 0.89 $27,370,098
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,528,157 $26,528,157 0.86 $26,321,206
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,161,413 $26,161,413 0.85 $25,748,543
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,240,742 $25,240,742 0.82 $25,107,475
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.39%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,124,594 $25,124,594 0.82 $25,000,000
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,591,319 $24,591,319 0.80 $24,247,474
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,523,789 $24,523,789 0.80 $24,348,993
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,737,368 $23,737,368 0.77 $23,632,575
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,458,423 $23,458,423 0.76 $23,137,133
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 $23,264,124 $23,264,124 0.76 $23,238,599
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,129,241 $23,129,241 0.75 $23,127,094
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - - 21,800,000 $21,733,432 $21,733,432 0.71 $21,733,432
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,268,371 $21,268,371 0.69 $21,104,658
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.90%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,957,012 $20,957,012 0.68 $20,733,687
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,577,543 $20,577,543 0.67 $20,092,513
BX Trust 2025-ROIC A 4.80348% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,517,801 $20,533,281 $20,533,281 0.67 $20,489,291
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,494,339 $20,494,339 0.67 $20,351,364
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,446,346 $20,446,346 0.66 $20,140,446
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,859,579 $19,859,579 0.65 $19,492,849
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,601,119 $19,601,119 0.64 $19,209,457
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,373,601 $19,373,601 0.63 $19,368,218
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,306,826 $19,306,826 0.63 $19,302,596
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.01721% 25-APR-2042, 8.02%, 04/25/42 STACR 2022-DNA3 35564KVE6 - - 18,211,363 $18,875,950 $18,875,950 0.61 $18,851,616
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,770,249 $18,770,249 0.61 $18,764,809
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,783,139 $17,783,139 0.58 $17,718,447
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,672,330 $17,672,330 0.57 $17,636,724
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,604,185 $17,604,185 0.57 $17,246,778
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,502,144 $17,502,144 0.57 $17,225,473
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,501,047 $17,501,047 0.57 $17,441,564
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,455,365 $17,455,365 0.57 $17,152,110
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,447,520 $17,447,520 0.57 $17,096,461
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,426,854 $17,426,854 0.57 $16,997,412
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,221,668 $17,221,668 0.56 $17,112,156
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,969,883 $16,969,883 0.55 $16,754,139
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - - 12,500,000 $16,618,182 $16,618,182 0.54 $16,479,012
NOW Trust 2024-1 A 5.1973% 14-JUN-2032, 5.20%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 23,357,275 $16,581,893 $16,581,893 0.54 $16,546,682
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 12,385,000 $16,436,326 $16,436,326 0.53 $16,306,050
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,062,872 $16,062,872 0.52 $15,748,653
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,478,488 $15,478,488 0.50 $15,183,644
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,430,948 $15,430,948 0.50 $15,211,474
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,314,585 $15,314,585 0.50 $15,031,051
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,278,050 $15,278,050 0.50 $15,034,613
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,208,125 $15,208,125 0.49 $15,059,223
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,196,352 $15,196,352 0.49 $15,061,707
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,168,366 $15,168,366 0.49 $15,083,452
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,094,926 $15,094,926 0.49 $14,700,308
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,872,488 $14,872,488 0.48 $14,771,589
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,795,708 $14,795,708 0.48 $14,757,003
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,767,141 $14,767,141 0.48 $14,689,714
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,749,673 $14,749,673 0.48 $14,477,404
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,664,415 $14,664,415 0.48 $14,334,939
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,643,228 $14,643,228 0.48 $14,395,489
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,548,771 $14,548,771 0.47 $14,493,412
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,523,394 $14,523,394 0.47 $14,372,269
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.16721% 25-OCT-2041, 5.17%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 14,383,289 $14,449,458 $14,449,458 0.47 $14,437,071
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,420,956 $14,420,956 0.47 $14,380,713
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,374,779 $14,374,779 0.47 $14,071,354
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,239,597 $14,239,597 0.46 $13,994,160
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $14,005,890 $14,005,890 0.45 $13,866,667
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $14,002,754 $14,002,754 0.45 $13,865,927
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $13,981,446 $13,981,446 0.45 $13,960,432
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,842,895 $13,842,895 0.45 $13,719,200
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,822,596 $13,822,596 0.45 $13,614,798
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,737,403 $13,737,403 0.45 $13,660,851
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,606,375 $13,606,375 0.44 $13,303,325
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,599,553 $13,599,553 0.44 $13,364,153
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,585,839 $13,585,839 0.44 $13,583,819
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,545,851 $13,545,851 0.44 $13,531,352
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,271,206 $13,271,206 0.43 $12,744,468
NOW Trust 2025-1 A 4.9473% 14-FEB-2034, 4.95%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 18,573,393 $13,156,107 $13,156,107 0.43 $13,129,454
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,151,560 $13,151,560 0.43 $12,937,088
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,121,337 $13,121,337 0.43 $13,100,469
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,106,319 $13,106,319 0.43 $12,859,994
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,090,314 $13,090,314 0.43 $12,863,479
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,014,815 $13,014,815 0.42 $12,774,199
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,994,740 $12,994,740 0.42 $12,659,383
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,991,765 $12,991,765 0.42 $12,891,747
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 $12,948,160 $12,948,160 0.42 $12,935,018
Bank of New York Mellon Corporation PERP, 5.62%, 06/20/99 BK 064058AS9 - - 12,925,000 $12,936,083 $12,936,083 0.42 $12,936,083
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $12,927,120 $12,927,120 0.42 $12,923,477
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,876,621 $12,876,621 0.42 $12,811,715
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,807,006 $12,819,968 $12,819,968 0.42 $12,806,970
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,640,878 $12,640,878 0.41 $12,446,072
RAF ABS Series 2025-1 A 4.74% 09-DEC-2031, 4.74%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,742,077 $12,562,511 $12,562,511 0.41 $12,526,735
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,326,750 $12,326,750 0.40 $12,324,666
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,245,780 $12,245,780 0.40 $12,169,537
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,213,419 $12,213,419 0.40 $12,160,986
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,189,587 $12,189,587 0.40 $12,104,401
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19728% 25-MAR-2042, 7.17%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,139,653 $12,139,653 0.39 $12,125,521
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,114,724 $12,114,724 0.39 $11,857,009
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,980,506 $11,980,506 0.39 $11,923,706
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,769,119 $11,769,119 0.38 $11,753,788
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,735,624 $11,735,624 0.38 $11,529,167
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,730,337 $11,730,337 0.38 $11,685,433
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,689,020 $11,689,020 0.38 $11,625,560
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 11,611,615 $11,687,334 $11,687,334 0.38 $11,675,134
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,595,719 $11,595,719 0.38 $11,560,945
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,584,964 $11,584,964 0.38 $11,475,128
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,531,434 $11,531,434 0.37 $11,382,585
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,157,387 $11,157,387 0.36 $11,072,687
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,047,371 $11,047,371 0.36 $11,030,308
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,687,535 $10,687,535 0.35 $10,608,677
NRTH Commercial Mortgage Trust 2025-PARK A 5.05292% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,537,853 $10,537,853 0.34 $10,514,273
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,485,554 $10,485,554 0.34 $10,294,671
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,455,457 $10,455,457 0.34 $10,414,445
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,370,877 $10,370,877 0.34 $10,134,205
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,324,737 $10,324,737 0.34 $10,247,073
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,311,698 $10,311,698 0.33 $10,193,632
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,233,440 $10,233,440 0.33 $10,161,311
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,156,963 $10,156,963 0.33 $10,056,652
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,120,674 $10,120,674 0.33 $10,030,757
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,061,802 $10,061,802 0.33 $10,011,182
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,996,693 $9,996,693 0.32 $9,898,169
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,957,926 $9,957,926 0.32 $9,756,024
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,918,356 $9,918,356 0.32 $9,770,807
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 $9,803,810 $9,803,810 0.32 $9,775,153
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,774,882 $9,774,882 0.32 $9,728,041
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,755,612 $9,755,612 0.32 $9,616,537
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,636,082 $9,636,082 0.31 $9,614,252
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,602,583 $9,602,583 0.31 $9,512,022
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 9,483,434 $9,506,253 $9,506,253 0.31 $9,497,928
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,481,163 $9,481,163 0.31 $9,401,881
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,408,573 $9,408,573 0.31 $9,301,723
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,206,157 $9,206,157 0.30 $9,141,957
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,184,777 $9,184,777 0.30 $9,015,399
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,176,294 $9,176,294 0.30 $8,992,622
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,950,178 $8,950,178 0.29 $8,793,913
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,910,230 $8,910,230 0.29 $8,875,030
Plenti PL & Green ABS Trust 2024-2 A1 4.97% 11-APR-2036, 4.97%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 12,561,496 $8,908,558 $8,908,558 0.29 $8,884,414
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,897,753 $8,897,753 0.29 $8,778,541
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,846,833 $8,846,833 0.29 $8,789,908
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,681,954 $8,681,954 0.28 $8,621,222
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,676,825 $8,676,825 0.28 $8,652,443
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,607,028 $8,607,028 0.28 $8,589,359
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,580,381 $8,580,381 0.28 $8,512,264
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,339,253 $8,339,253 0.27 $8,191,317
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,227,573 $8,227,573 0.27 $8,056,932
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,077,009 $8,220,850 $8,220,850 0.27 $8,211,875
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,211,157 $8,211,157 0.27 $8,202,040
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,169,334 $8,169,334 0.27 $8,005,897
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,164,912 $8,164,912 0.27 $7,972,275
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,037,863 $8,037,863 0.26 $7,977,988
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 7,863,815 $7,977,197 $7,977,197 0.26 $7,961,743
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,972,191 $7,972,191 0.26 $7,957,191
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,953,079 $7,953,079 0.26 $7,790,934
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,878,070 $7,878,070 0.26 $7,703,023
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,816,856 $7,816,856 0.25 $7,685,507
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,763,825 $7,763,825 0.25 $7,683,436
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,621,574 $7,621,574 0.25 $7,581,858
United Airlines Holdings, Inc. 4.875% 01-MAR-2029, 4.88%, 03/01/29 UAL 910047AM1 - - 7,494,000 $7,532,926 $7,532,926 0.24 $7,505,526
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,508,482 $7,508,482 0.24 $7,454,948
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,487,514 $7,487,514 0.24 $7,440,642
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,385,124 $7,385,124 0.24 $7,200,402
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,374,582 $7,374,582 0.24 $7,353,284
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,288,258 $7,288,258 0.24 $7,260,010
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - - 7,246,000 $7,250,187 $7,250,187 0.24 $7,250,187
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,219,478 $7,219,478 0.23 $7,098,728
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,162,423 $7,162,423 0.23 $7,067,923
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,158,938 $7,158,938 0.23 $7,137,059
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,082,306 $7,150,692 $7,150,692 0.23 $7,138,015
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,075,163 $7,075,163 0.23 $7,006,172
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,070,855 $7,070,855 0.23 $6,917,677
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,061,582 $7,061,582 0.23 $6,999,962
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,047,728 $7,047,728 0.23 $6,902,207
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $7,007,510 $7,007,510 0.23 $6,975,147
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.24%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,853,109 $7,006,162 $7,006,162 0.23 $6,986,195
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $6,962,001 $6,962,001 0.23 $6,953,685
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,904,499 $6,904,499 0.22 $6,843,637
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,894,688 $6,894,688 0.22 $6,825,568
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,779,752 $6,779,752 0.22 $6,655,617
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,779,481 $6,779,481 0.22 $6,646,218
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 6,652,340 $6,768,215 $6,768,215 0.22 $6,753,434
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,753,614 $6,753,614 0.22 $6,619,926
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,659,831 $6,659,831 0.22 $6,527,866
Metro Finance 2024-1 Trust|5.04|09/17/2030, 5.04%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 8,995,284 $6,621,075 $6,621,075 0.22 $6,377,507
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,593,248 $6,593,248 0.21 $6,584,186
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,558,550 $6,558,550 0.21 $6,524,175
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,523,822 $6,523,822 0.21 $6,479,460
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,482,469 $6,482,469 0.21 $6,336,265
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,467,473 $6,467,473 0.21 $6,290,504
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89728% 25-MAY-2045, 4.87%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 6,454,650 $6,462,704 $6,462,704 0.21 $6,457,468
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,413,821 $6,413,821 0.21 $6,358,101
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,305,513 $6,305,513 0.20 $6,272,081
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,211,081 $6,211,081 0.20 $6,205,738
Insurance Australia Group Limited FRN 15-DEC-2036, 6.16%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,180,504 $6,180,504 0.20 $6,101,039
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,022,963 $6,022,963 0.20 $6,016,345
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,010,720 $6,010,720 0.20 $5,949,474
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,981,940 $5,981,940 0.19 $5,934,440
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,959,772 $5,959,772 0.19 $5,911,526
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,929,351 $5,929,351 0.19 $5,826,466
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 5,912,966 $5,920,304 $5,920,304 0.19 $5,915,557
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,912,632 $5,912,632 0.19 $5,831,607
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,858,218 $5,858,218 0.19 $5,786,279
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,769,579 $5,769,579 0.19 $5,735,641
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - - 4,195,000 $5,702,106 $5,702,106 0.19 $5,604,824
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.87%, 07/25/45 CAS 2025-R05 20753CAB6 - - 5,657,296 $5,664,856 $5,664,856 0.18 $5,660,267
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,537,875 $5,537,875 0.18 $5,509,007
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 5,461,495 $5,513,278 $5,513,278 0.18 $5,482,145
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,496,032 $5,496,032 0.18 $5,386,464
Connecticut Avenue Securities Trust 2024-R01 1M1 4.71721% 25-JAN-2044, 4.72%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 5,485,760 $5,490,071 $5,490,071 0.18 $5,485,758
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,314,397 $5,374,742 $5,374,742 0.17 $5,361,550
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,329,405 $5,329,405 0.17 $5,214,613
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,207,200 $5,188,752 $5,188,752 0.17 $5,181,174
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.91721% 25-MAR-2044, 4.92%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 5,178,233 $5,187,765 $5,187,765 0.17 $5,183,521
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,151,606 $5,151,606 0.17 $5,045,176
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,148,642 $5,148,642 0.17 $5,060,142
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,145,987 $5,145,987 0.17 $5,092,362
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - - 5,170,000 $5,109,124 $5,109,124 0.17 $5,020,472
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,071,532 $5,071,532 0.16 $5,044,866
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,070,755 $5,070,755 0.16 $5,044,419
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 $5,019,018 $5,019,018 0.16 $5,015,249
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,992,253 $4,992,253 0.16 $4,938,117
RESIMAC Bastille Trust 2024-1NC A2 5.14% 13-SEP-2055, 5.14%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,907,283 $4,909,862 $4,909,862 0.16 $4,897,505
BX Commercial Mortgage Trust 2024-AIRC A 5.35124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,607 $4,870,850 $4,870,850 0.16 $4,859,300
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,852,919 $4,852,919 0.16 $4,761,033
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - - 4,500,000 $4,784,381 $4,784,381 0.16 $4,666,179
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,772,626 $4,772,626 0.16 $4,679,608
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,740,510 $4,740,510 0.15 $4,650,127
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,709,733 $4,709,733 0.15 $4,670,377
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,669,332 $4,669,332 0.15 $4,622,997
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,613,169 $4,613,169 0.15 $4,578,161
Plenti PL & Green ABS Trust 2025-1 A1G 4.99% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 6,454,261 $4,578,255 $4,578,255 0.15 $4,565,800
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29728% 25-MAR-2045, 5.27%, 03/25/45 CAS 2025-R03 20754VAB3 - - 4,438,857 $4,451,627 $4,451,627 0.14 $4,447,730
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,429,191 $4,429,191 0.14 $4,402,971
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.86721% 25-AUG-2044, 4.87%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 4,367,296 $4,375,830 $4,375,830 0.14 $4,372,288
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.71721% 25-JAN-2045, 4.72%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 4,346,154 $4,350,144 $4,350,144 0.14 $4,346,727
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,313,503 $4,333,421 $4,333,421 0.14 $4,329,670
Global Atlantic Financial Company 4.4% 15-OCT-2029, 4.40%, 10/15/29 GBLATL 37959GAA5 - - 4,278,000 $4,261,045 $4,261,045 0.14 $4,188,890
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 $4,230,664 $4,230,664 0.14 $4,225,764
Wendy's Funding, Series 2018-1 2018_A2II 3.884% 15-MAR-2048, 3.88%, 03/15/48 WEN 2018-1A 95058XAE8 - - 4,131,406 $4,115,539 $4,115,539 0.13 $4,080,772
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,098,915 $4,098,915 0.13 $4,088,377
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,092,292 $4,092,292 0.13 $4,025,526
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,921,450 $3,921,450 0.13 $3,917,092
Plenti PL & Green ABS Trust 2025-1 A1 4.99% 11-NOV-2036, 4.99%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 5,516,463 $3,914,216 $3,914,216 0.13 $3,903,570
Lloyds Banking Group plc FRN 06-MAR-2030, 5.37%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,803,942 $3,803,942 0.12 $3,757,682
Liberty Series 2024-1 Auto A 5.008% 25-MAY-2032, 5.00%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,330,345 $3,778,775 $3,778,775 0.12 $3,775,680
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,762,264 $3,762,264 0.12 $3,706,218
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,712,540 $3,712,540 0.12 $3,656,729
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,710,457 $3,710,457 0.12 $3,632,114
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,644,220 $3,644,220 0.12 $3,628,659
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,481,015 $3,481,015 0.11 $3,431,004
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,304,604 $3,304,604 0.11 $3,233,382
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,293,559 $3,293,559 0.11 $3,271,959
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,293,497 $3,293,497 0.11 $3,292,922
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,293,016 $3,293,016 0.11 $3,289,177
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,090,317 $3,090,317 0.10 $3,077,138
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,083,943 $3,083,943 0.10 $3,056,197
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,944,174 $2,944,174 0.10 $2,911,644
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,918,401 $2,918,401 0.09 $2,899,295
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,904,101 $2,904,101 0.09 $2,900,734
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,819,913 $2,819,913 0.09 $2,751,408
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.11721% 25-OCT-2044, 5.12%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 2,788,778 $2,792,014 $2,792,014 0.09 $2,789,636
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,727,772 $2,727,772 0.09 $2,726,286
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.76721% 25-DEC-2031, 4.77%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 2,623,509 $2,639,753 $2,639,753 0.09 $2,626,561
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,576,859 $2,616,366 $2,616,366 0.08 $2,610,039
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,584,759 $2,584,759 0.08 $2,563,310
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,361,874 $2,361,874 0.08 $2,355,928
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,237,651 $2,237,651 0.07 $2,195,678
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,221,011 $2,223,624 $2,223,624 0.07 $2,221,859
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,166,101 $2,206,958 $2,206,958 0.07 $2,200,647
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,166,101 $2,205,921 $2,205,921 0.07 $2,199,768
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,197,197 $2,197,197 0.07 $2,173,322
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.01721% 25-FEB-2044, 5.02%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,182,817 $2,185,988 $2,185,988 0.07 $2,184,163
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,088,054 $2,091,644 $2,091,644 0.07 $2,089,950
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,086,586 $2,086,586 0.07 $2,071,382
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.46721% 25-NOV-2041, 5.47%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,015,783 $2,015,783 0.07 $2,013,961
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $2,002,383 $2,002,383 0.07 $1,987,156
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.86721% 25-MAY-2044, 4.87%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 1,994,562 $1,998,904 $1,998,904 0.06 $1,997,286
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.41721% 25-SEP-2042, 9.42%, 09/25/42 STACR 2022-DNA6 35564KH77 - - 1,850,000 $1,979,135 $1,979,135 0.06 $1,976,232
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,972,563 $1,972,563 0.06 $1,967,869
Plenti Auto ABS Trust 2025-1 A 4.9% 12-AUG-2033, 4.90%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,704,767 $1,920,537 $1,920,537 0.06 $1,915,668
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,798,521 $1,820,566 $1,820,566 0.06 $1,816,097
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,747,358 $1,747,358 0.06 $1,709,038
Connecticut Avenue Securities Trust 2025-R02 1M1 4.81721% 25-FEB-2045, 4.85%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,731,035 $1,731,035 0.06 $1,729,638
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,618,338 $1,618,338 0.05 $1,592,902
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,487,099 $1,487,099 0.05 $1,470,230
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 $1,486,041 $1,486,041 0.05 $1,484,635
Connecticut Avenue Securities Trust 2024-R02 1M1 4.76721% 25-FEB-2044, 4.77%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,337,073 $1,338,135 $1,338,135 0.04 $1,337,073
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,298,172 $1,298,172 0.04 $1,280,901
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,277,285 $1,277,285 0.04 $1,270,084
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,183,372 $1,183,372 0.04 $1,179,607
Connecticut Avenue Securities Trust 2023-R06 1M1 5.36721% 25-JUL-2043, 5.37%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,170,917 $1,176,420 $1,176,420 0.04 $1,175,373
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.51721% 25-NOV-2043, 5.52%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,146,071 $1,152,852 $1,152,852 0.04 $1,151,799
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.99%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,571,369 $1,118,410 $1,118,410 0.04 $1,114,769
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.66721% 25-JUN-2043, 5.67%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 1,045,792 $1,048,429 $1,048,429 0.03 $1,047,441
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.82%, 03/25/44 CAS 207941AA3 - - 1,022,939 $1,023,938 $1,023,938 0.03 $1,023,116
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $1,000,088 $1,000,088 0.03 $978,972
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $992,337 $992,337 0.03 $989,831
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.66721% 25-MAY-2043, 5.67%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 964,483 $971,944 $971,944 0.03 $971,033
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $887,888 $887,888 0.03 $887,495
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $863,858 $863,858 0.03 $863,272
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $734,294 $734,294 0.02 $728,239
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $722,678 $722,678 0.02 $718,753
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $716,879 $716,879 0.02 $707,777
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $713,639 $713,639 0.02 $701,397
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $713,632 $713,632 0.02 $701,891
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $711,432 $711,432 0.02 $705,956
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - - 800,000 $570,575 $570,575 0.02 $566,702
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $399,458 $399,458 0.01 $395,713
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $106,441 $106,441 0.00 $104,955
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 63,502 $63,551 $63,551 0.00 $63,501
Eurex 2 Year Euro SCHATZ Future JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,227,095 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -417.00 $-32,192,917 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,762,094 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-95,055,898 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,717 $-358,544,476 $0 0.00 $0
AIR LEASE CORP 0% 03/03/2026, 0.00%, 03/03/26 AL 00913XC35 - - 61,650,000 $61,643,169 $61,643,169 2.00 $61,643,169
AIR LEASE CORP 0% 03/04/2026, 0.00%, 03/04/26 AL 00913XC43 - - 59,200,000 $59,186,864 $59,186,864 1.92 $59,186,864
AUTONATION INC 0% 03/04/2026, 0.00%, 03/04/26 AUTONA 05330NC49 - - 49,000,000 $48,994,624 $48,994,624 1.59 $48,994,624
CONAGRA BRANDS INC 0% 03/03/2026, 0.00%, 03/03/26 CAGPP 20600HC36 - - 46,000,000 $45,995,064 $45,995,064 1.49 $45,995,064
ENBRIDGE INC 0% 03/20/2026, 0.00%, 03/20/26 ENB 292976QM2 - - 49,780,000 $36,279,729 $36,279,729 1.18 $36,279,729
GLOBAL PAYMENTS INC 0% 03/04/2026, 0.00%, 03/04/26 GPN 37961DC40 - - 33,600,000 $33,592,521 $33,592,521 1.09 $33,592,521
DARDEN RESTAURANTS INC 0% 03/03/2026, 0.00%, 03/03/26 DRI 23719KC31 - - 29,500,000 $29,496,917 $29,496,917 0.96 $29,496,917
GLOBAL PAYMENTS INC 0% 03/03/2026, 0.00%, 03/03/26 GPN 37961DC32 - - 24,800,000 $24,797,240 $24,797,240 0.81 $24,797,240
HCA INC 0% 03/03/2026, 0.00%, 03/03/26 HCA 40412DC31 - - 24,350,000 $24,347,304 $24,347,304 0.79 $24,347,304
LIBERTY UTILITIES CO 0% 03/03/2026, 0.00%, 03/03/26 LIUTIL 53154MC36 - - 21,900,000 $21,897,703 $21,897,703 0.71 $21,897,703
AUTONATION INC 0% 03/03/2026, 0.00%, 03/03/26 AUTONA 05330NC31 - - 17,350,000 $17,348,060 $17,348,060 0.56 $17,348,060
UNION ELECTRIC CO 0% 03/03/2026, 0.00%, 03/03/26 UECCP 90655KC36 - - 17,050,000 $17,048,235 $17,048,235 0.55 $17,048,235
ENBRIDGE INC 0% 03/19/2026, 0.00%, 03/19/26 ENB 292976QL4 - - 23,122,000 $16,852,525 $16,852,525 0.55 $16,852,525
HCA INC 0% 03/04/2026, 0.00%, 03/04/26 HCA 40412DC49 - - 12,000,000 $11,998,683 $11,998,683 0.39 $11,998,683
SEGREGATED CASH SEGCASH - $0.00 9,812,635 $9,812,635 $9,812,635 0.32 $9,812,635
ENBRIDGE INC 0% 03/25/2026, 0.00%, 03/25/26 ENB 292976QS9 - - 7,610,000 $5,544,123 $5,544,123 0.18 $5,544,123
NEW ZEALAND DOLLAR NZD - - 6,755,692 $4,004,109 $4,004,109 0.13 $4,004,109
BRITISH POUND GBP - - 1,711,952 $2,289,135 $2,289,135 0.07 $2,289,135
CANADIAN DOLLAR CAD - - 2,233,290 $1,629,841 $1,629,841 0.05 $1,629,841
EURO EUR - - 1,247,408 $1,456,981 $1,456,981 0.05 $1,456,981
AUSTRALIAN DOLLARS AUD - - 1,357,648 $958,230 $958,230 0.03 $958,230
REALTY INCOME CORP 0% 03/03/2026, 0.00%, 03/03/26 REAINC 75611NC34 - - 350,000 $349,963 $349,963 0.01 $349,963
US DOLLARS USD MD_142224 - - -173,620,752 $-173,620,752 $-173,620,752 -5.64 $-173,620,752
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.77 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.77 $-54,400,000
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - 11,533,500 $0 $11,533,500 0.37 $11,533,500
Buy Protection, 5.00%, 12/20/30 2I65BRAD7 2I65BRAD7 - -11,533,500 $-11,533,500 $-11,533,500 -0.37 $-11,533,500
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,758,587 $48,758,587 1.58 $48,758,587
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,758,587 $-48,758,587 -1.58 $-48,758,587
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,671,910 $44,671,910 1.45 $44,671,910
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,671,910 $-44,671,910 -1.45 $-44,671,910
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,152,342 $63,152,342 2.05 $63,152,342
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,152,342 $-63,152,342 -2.05 $-63,152,342
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $146,284,064 $146,284,064 4.75 $146,284,064
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-146,284,064 $-146,284,064 -4.75 $-146,284,064
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,345,466 $74,345,466 2.41 $74,345,466
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,345,466 $-74,345,466 -2.41 $-74,345,466
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 4.71 $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 -4.71 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,290,322 $8,290,322 0.27 $8,290,322
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,290,322 $-8,290,322 -0.27 $-8,290,322
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - 59,400,000 $79,426,631 $79,426,631 2.58 $79,426,631
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - -59,400,000 $-79,426,631 $-79,426,631 -2.58 $-79,426,631
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - 59,400,000 $79,426,631 $79,426,631 2.58 $79,426,631
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - -59,400,000 $-79,426,631 $-79,426,631 -2.58 $-79,426,631
PARENT IRS SWAPTION 5M X 2y 01Jan00 RECEIVE FIXED 2.78% 2.78% PAY UNITED STATES SOFR SECURED OVERNI, 2.78%, 07/14/26 - UCAXXD9SQ $2.78 414,900,000 $414,900,000 $445,076 0.01 $445,076
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 816.00 $581,666,119 $0 0.00 $0
PARENT IRS SWAPTION 5M X 2Y 01Jan00 RECEIVE FIXED 2.28% 2.28% PAY UNITED STATES SOFR SECURED OVERNI, 2.28%, 07/14/26 - UCAXXD9SH $2.28 -414,900,000 $-414,900,000 $-150,675 0.00 $-150,675
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,703,397 $-14,703,397 -0.48 $-14,703,397
FX Forward|USD|04/17/2026 +EURU - - 14,700,822 $14,700,822 $14,700,822 0.48 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - - -10,940,000 $-14,629,633 $-14,629,633 -0.48 $-14,629,633
FX Forward|USD|04/17/2026 +GBP0 - - 14,702,321 $14,702,321 $14,702,321 0.48 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - - -93,310,000 $-68,233,664 $-68,233,664 -2.22 $-68,233,664
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.19 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-391,170,198 $-391,170,198 -12.71 $-391,170,198
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 12.03 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,027,905 $-3,027,905 -0.10 $-3,027,905
FX Forward|USD|04/17/2026 +NZD1 - - 2,937,661 $2,937,661 $2,937,661 0.10 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - - 7,000,000 $4,939,552 $4,939,552 0.16 $4,939,552
FX Forward|USD|04/17/2026 +AUD1 - - -4,713,150 $-4,713,150 $-4,713,150 -0.15 $-4,713,150
FX Forward|GBP|04/17/2026 +GBPU - - -6,213,930 $-8,309,646 $-8,309,646 -0.27 $-8,309,646
FX Forward|USD|04/17/2026 +GBPU - - 8,348,546 $8,348,546 $8,348,546 0.27 $8,348,546
FX Forward|AUD|04/17/2026 +AUDU - - 12,500,000 $8,820,629 $8,820,629 0.29 $8,820,629
FX Forward|USD|04/17/2026 +AUDU - - -8,762,599 $-8,762,599 $-8,762,599 -0.28 $-8,762,599
FX Forward|AUD|04/17/2026 +AUD1 - - 3,500,000 $2,469,776 $2,469,776 0.08 $2,469,776
FX Forward|USD|04/17/2026 +AUD1 - - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|CAD|03/19/2026 +CADU - - -23,122,000 $-16,886,921 $-16,886,921 -0.55 $-16,886,921
FX Forward|USD|03/19/2026 +CADU - - 17,056,005 $17,056,005 $17,056,005 0.55 $17,056,005
FX Forward|CAD|03/20/2026 +CADU - - -30,000,000 $-21,911,292 $-21,911,292 -0.71 $-21,911,292
FX Forward|USD|03/20/2026 +CADU - - 22,052,568 $22,052,568 $22,052,568 0.72 $22,052,568
FX Forward|AUD|04/17/2026 +AUDU - - 3,800,000 $2,681,471 $2,681,471 0.09 $2,681,471
FX Forward|USD|04/17/2026 +AUDU - - -2,684,658 $-2,684,658 $-2,684,658 -0.09 $-2,684,658
FX Forward|CAD|03/20/2026 +CADU - - -19,780,000 $-14,446,845 $-14,446,845 -0.47 $-14,446,845
FX Forward|USD|03/20/2026 +CADU - - 14,471,138 $14,471,138 $14,471,138 0.47 $14,471,138
FX Forward|CAD|03/25/2026 +CADU - - -4,510,000 $-3,294,820 $-3,294,820 -0.11 $-3,294,820
FX Forward|USD|03/25/2026 +CADU - - 3,300,081 $3,300,081 $3,300,081 0.11 $3,300,081
FX Forward|CAD|03/25/2026 +CAD0 - - -3,100,000 $-2,264,732 $-2,264,732 -0.07 $-2,264,732
FX Forward|USD|03/25/2026 +CAD0 - - 2,268,349 $2,268,349 $2,268,349 0.07 $2,268,349
FX Forward|AUD|04/17/2026 +AUDU - - 3,000,000 $2,116,951 $2,116,951 0.07 $2,116,951
FX Forward|USD|04/17/2026 +AUDU - - -2,115,093 $-2,115,093 $-2,115,093 -0.07 $-2,115,093
FX Forward|GBP|04/17/2026 +GBPU - - -4,300,000 $-5,750,222 $-5,750,222 -0.19 $-5,750,222
FX Forward|USD|04/17/2026 +GBPU - - 5,783,711 $5,783,711 $5,783,711 0.19 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - - -18,000,000 $-24,070,695 $-24,070,695 -0.78 $-24,070,695
FX Forward|USD|04/17/2026 +GBPU - - 24,316,938 $24,316,938 $24,316,938 0.79 $24,316,938
FX Forward|AUD|04/17/2026 +AUD0 - - 2,500,000 $1,764,126 $1,764,126 0.06 $1,764,126
FX Forward|USD|04/17/2026 +AUD0 - - -1,777,843 $-1,777,843 $-1,777,843 -0.06 $-1,777,843

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