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 April 15, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Amazon.com, Inc. 4.0% 13-MAR-2029, 4.00%, 03/13/29 AMZN 023135DC7 - 45,170,000 $45,216,116 $45,216,116 1.43 $45,050,492
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,366,569 $44,366,569 1.40 $43,814,680
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,245,976 $33,245,976 1.05 $32,944,302
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,951,577 $27,951,577 0.88 $27,721,692
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,465,605 $26,465,605 0.84 $26,073,262
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $26,150,537 $26,150,537 0.83 $25,593,331
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,248,974 $25,248,974 0.80 $24,968,770
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,230,683 $25,230,683 0.80 $24,972,300
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,701,813 $24,701,813 0.78 $24,358,655
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,564,188 $24,564,188 0.78 $24,085,932
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,859,335 $23,859,335 0.75 $23,625,656
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,498,356 $23,498,356 0.74 $23,049,145
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 $23,341,928 $23,341,928 0.74 $23,179,207
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,293,583 $23,293,583 0.74 $22,859,239
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,222,355 $23,222,355 0.73 $23,174,041
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,141,773 $22,141,773 0.70 $21,934,916
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,732,967 $21,732,967 0.69 $21,624,906
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,672,662 $21,672,662 0.69 $21,357,605
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,850,658 $20,850,658 0.66 $20,643,758
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,783,146 $20,783,146 0.66 $20,678,184
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,520,665 $20,520,665 0.65 $20,432,825
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,388,742 $20,388,742 0.64 $19,967,458
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,073,000 $20,073,000 0.63 $20,073,000
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,002,000 $20,002,000 0.63 $19,998,485
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,549,460 $19,549,460 0.62 $19,480,020
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,308,548 $19,308,548 0.61 $19,213,383
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,112,102 $19,112,102 0.60 $19,073,451
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,871,418 $18,871,418 0.60 $18,782,252
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,754,998 $18,754,998 0.59 $18,632,607
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,490,191 $18,490,191 0.58 $18,444,974
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,860,700 $17,860,700 0.56 $17,716,530
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,700,783 $17,700,783 0.56 $17,555,813
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,645,311 $17,645,311 0.56 $17,161,933
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,563,976 $17,563,976 0.56 $17,426,984
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,551,433 $17,551,433 0.55 $17,159,259
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,509,157 $17,509,157 0.55 $17,105,594
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,021,903 $17,021,903 0.54 $16,942,661
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,766,841 $16,766,841 0.53 $16,740,780
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,699,528 $16,699,528 0.53 $16,675,790
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,605,614 $16,605,614 0.52 $16,581,363
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $16,115,674 $16,115,674 0.51 $15,698,313
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,946,553 $15,946,553 0.50 $15,893,220
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,832,576 $15,832,576 0.50 $15,772,208
NOW Trust 2024-1 A 5.35% 14-JUN-2032, 5.49%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 21,621,963 $15,525,434 $15,525,434 0.49 $15,520,781
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,499,972 $15,499,972 0.49 $15,198,433
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,325,907 $15,325,907 0.48 $15,050,308
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,235,085 $15,235,085 0.48 $15,004,096
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 14,966,417 $15,173,610 $15,173,610 0.48 $15,003,783
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,112,100 $15,112,100 0.48 $15,090,623
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $15,042,777 $15,042,777 0.48 $14,901,330
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,028,035 $15,028,035 0.47 $14,987,277
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,868,778 $14,868,778 0.47 $14,687,533
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,812,799 $14,812,799 0.47 $14,650,003
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,734,777 $14,734,777 0.47 $14,656,315
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,657,492 $14,657,492 0.46 $14,329,657
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,507,599 $14,507,599 0.46 $14,296,304
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,417,683 $14,417,683 0.46 $14,263,139
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,388,787 $14,388,787 0.45 $14,262,024
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,379,914 $14,379,914 0.45 $14,363,130
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,296,991 $14,296,991 0.45 $14,236,195
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1619% 25-OCT-2041, 5.16%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 14,083,260 $14,149,567 $14,149,567 0.45 $14,105,141
BAE Systems Plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,049,402 $14,049,402 0.44 $14,010,749
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,046,375 $14,046,375 0.44 $13,954,464
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,935,507 $13,935,507 0.44 $13,909,841
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,874,818 $13,874,818 0.44 $13,569,898
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,849,447 $13,849,447 0.44 $13,794,691
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,845,597 $13,845,597 0.44 $13,791,793
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,813,039 $13,813,039 0.44 $13,690,523
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,782,121 $13,782,121 0.44 $13,590,235
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,768,095 $13,768,095 0.44 $13,611,257
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,649,054 $13,649,054 0.43 $13,319,054
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,620,686 $13,620,686 0.43 $13,531,804
Permanent TSB Group Holdings Plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,337,678 $13,337,678 0.42 $12,710,486
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,248,753 $13,248,753 0.42 $13,218,847
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,161,303 $13,161,303 0.42 $13,090,581
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $13,150,164 $13,150,164 0.42 $12,863,643
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,121,389 $13,121,389 0.41 $12,786,797
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $13,083,161 $13,083,161 0.41 $12,781,296
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $13,045,956 $13,045,956 0.41 $12,713,778
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,028,026 $13,028,026 0.41 $12,853,857
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,962,249 $12,962,249 0.41 $12,880,281
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,920,255 $12,920,255 0.41 $12,768,131
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,854,687 $12,854,687 0.41 $12,575,171
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 $12,799,117 $12,799,117 0.40 $12,764,621
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,652,607 $12,652,607 0.40 $12,600,854
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - 12,556,000 $12,608,763 $12,608,763 0.40 $12,575,629
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,567,019 $12,567,019 0.40 $12,471,917
JPMorgan Chase & Co|4.408|04/23/2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,500,000 $12,500,000 0.40 $12,500,000
NOW Trust 2025-1 A 5.1% 14-FEB-2034, 5.24%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,223,356 $12,330,835 $12,330,835 0.39 $12,327,297
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,270,019 $12,270,019 0.39 $12,142,431
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,233,214 $12,233,214 0.39 $12,090,062
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,211,278 $12,211,278 0.39 $12,061,828
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1619% 25-MAR-2042, 7.16%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,139,108 $12,139,108 0.38 $12,087,328
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,994,983 $11,994,983 0.38 $11,903,440
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,993,718 $11,993,718 0.38 $11,886,034
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,912,313 $11,943,977 $11,943,977 0.38 $11,912,277
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $11,903,991 $11,903,991 0.38 $11,861,561
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,866,788 $11,866,788 0.38 $11,816,761
RAF ABS Series 2025-1 A 5.0135% 09-DEC-2031, 5.01%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 16,518,612 $11,829,631 $11,829,631 0.37 $11,818,264
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,790,587 $11,790,587 0.37 $11,506,933
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,735,853 $11,735,853 0.37 $11,589,702
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,685,209 $11,685,209 0.37 $11,572,544
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,671,543 $11,671,543 0.37 $11,628,913
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,649,147 $11,649,147 0.37 $11,531,303
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,186,935 $11,186,935 0.35 $11,037,197
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 11,126,901 $11,157,501 $11,157,501 0.35 $11,126,813
BX Commercial Mortgage Trust 2026-CSMO A 5.07251% 15-FEB-2043, 5.05%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,069,678 $11,069,678 0.35 $11,019,996
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,851,588 $10,851,588 0.34 $10,843,386
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,659,486 $10,659,486 0.34 $10,540,200
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,521,385 $10,521,385 0.33 $10,475,587
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,394,257 $10,394,257 0.33 $10,385,161
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,342,601 $10,342,601 0.33 $10,159,446
Connecticut Avenue Securities Trust 2022-R06 1M2 7.5119% 25-MAY-2042, 7.51%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,332,693 $10,332,693 0.33 $10,286,787
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,279,487 $10,279,487 0.32 $10,263,375
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,270,198 $10,270,198 0.32 $10,258,431
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,256,598 $10,256,598 0.32 $10,118,479
Sumisho Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - 10,020,000 $10,196,775 $10,196,775 0.32 $10,033,032
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,101,385 $10,101,385 0.32 $9,961,899
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 10,000,000 $10,053,059 $10,053,059 0.32 $10,029,992
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,047,597 $10,047,597 0.32 $9,909,847
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,032,227 $10,032,227 0.32 $9,930,986
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,998,981 $9,998,981 0.32 $9,722,236
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 10,000,000 $9,978,837 $9,978,837 0.32 $9,935,057
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,886,598 $9,886,598 0.31 $9,856,694
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,819,873 $9,819,873 0.31 $9,736,643
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,773,753 $9,773,753 0.31 $9,762,787
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 $9,740,555 $9,740,555 0.31 $9,679,471
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,698,059 $9,698,059 0.31 $9,550,887
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,740,700 $9,660,286 $9,660,286 0.31 $9,552,409
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,507,625 $9,507,625 0.30 $9,373,357
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,251,071 $9,251,071 0.29 $9,236,287
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,223,458 $9,223,458 0.29 $9,101,746
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,985,872 $8,985,872 0.28 $8,963,360
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,937,883 $8,937,883 0.28 $8,875,661
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,906,390 $8,906,390 0.28 $8,820,736
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,805,659 $8,805,659 0.28 $8,804,527
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,791,713 $8,791,713 0.28 $8,690,283
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,741,083 $8,741,083 0.28 $8,659,109
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,700,324 $8,700,324 0.27 $8,588,387
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 8,583,421 $8,618,488 $8,618,488 0.27 $8,590,887
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,600,716 $8,600,716 0.27 $8,471,578
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,599,529 $8,599,529 0.27 $8,539,649
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,214,136 $8,214,136 0.26 $8,156,019
Plenti PL & Green ABS Trust 2024-2 A1 5.235% 11-APR-2036, 5.26%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 11,463,844 $8,213,208 $8,213,208 0.26 $8,209,661
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,194,508 $8,194,508 0.26 $7,977,423
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,192,285 $8,192,285 0.26 $7,932,847
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,149,863 $8,149,863 0.26 $8,148,791
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,149,487 $8,149,487 0.26 $8,008,168
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,963,570 $8,098,681 $8,098,681 0.26 $8,066,260
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,049,634 $8,049,634 0.25 $7,939,275
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,046,957 $8,046,957 0.25 $8,012,234
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,045,431 $8,045,431 0.25 $8,034,876
Morgan Stanley|4.555|04/10/2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $8,003,419 $8,003,419 0.25 $8,003,419
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,001,083 $8,001,083 0.25 $7,950,249
Goldman Sachs Group, Inc. 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,912,749 $7,912,749 0.25 $7,912,749
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,794,597 $7,794,597 0.25 $7,662,615
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,792,978 $7,792,978 0.25 $7,774,148
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,703,742 $7,703,742 0.24 $7,665,732
Blue Owl Capital Corp|3.4|07/15/2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,647,922 $7,647,922 0.24 $7,581,730
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,627,652 $7,627,652 0.24 $7,626,734
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,621,117 $7,621,117 0.24 $7,537,611
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,511,740 $7,596,389 $7,596,389 0.24 $7,566,865
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,433,366 $7,433,366 0.23 $7,347,441
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,391,815 $7,391,815 0.23 $7,388,139
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - 7,295,000 $7,324,600 $7,324,600 0.23 $7,292,137
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 7,488,000 $7,320,955 $7,320,955 0.23 $7,293,993
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,291,341 $7,291,341 0.23 $7,281,781
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,258,546 $7,258,546 0.23 $7,184,989
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,237,447 $7,237,447 0.23 $7,071,547
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,174,000 $7,174,000 0.23 $7,155,771
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,165,873 $7,165,873 0.23 $7,033,748
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,007,388 $7,007,388 0.22 $6,980,989
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,006,732 $7,006,732 0.22 $6,985,848
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,977,373 $6,977,373 0.22 $6,924,362
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,949,666 $6,949,666 0.22 $6,939,277
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,922,470 $6,922,470 0.22 $6,907,300
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,892,928 $6,892,928 0.22 $6,872,569
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,883,646 $6,883,646 0.22 $6,861,189
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,832,497 $6,873,127 $6,873,127 0.22 $6,848,666
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,847,302 $6,847,302 0.22 $6,817,387
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,802,913 $6,802,913 0.22 $6,635,025
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,616,974 $6,616,974 0.21 $6,568,941
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,610,043 $6,610,043 0.21 $6,609,078
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,602,615 $6,602,615 0.21 $6,591,029
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,593,957 $6,593,957 0.21 $6,374,858
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,554,185 $6,554,185 0.21 $6,485,366
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,553,933 $6,553,933 0.21 $6,500,342
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,512,123 $6,512,123 0.21 $6,485,269
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,421,034 $6,421,034 0.20 $6,327,282
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,321,062 $6,419,486 $6,419,486 0.20 $6,391,396
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,324,688 $6,324,688 0.20 $6,301,367
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.53%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,747,983 $6,288,582 $6,288,582 0.20 $6,285,737
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,277,423 $6,277,423 0.20 $6,202,916
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,682,940 $6,259,189 $6,259,189 0.20 $6,232,618
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,223,107 $6,223,107 0.20 $6,203,534
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,208,366 $6,208,366 0.20 $6,173,943
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,030,823 $6,030,823 0.19 $5,944,254
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $6,000,202 $6,000,202 0.19 $5,982,828
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,987,396 $5,987,396 0.19 $5,897,344
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,927,403 $5,927,403 0.19 $5,911,266
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,859,078 $5,859,078 0.19 $5,748,472
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,829,669 $5,829,669 0.18 $5,821,196
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,804,848 $5,804,848 0.18 $5,784,391
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,777,893 $5,777,893 0.18 $5,712,904
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,768,991 $5,768,991 0.18 $5,634,665
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,734,050 $5,734,050 0.18 $5,717,751
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,522,611 $5,522,611 0.17 $5,460,195
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - 5,375,000 $5,522,419 $5,522,419 0.17 $5,376,610
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8619% 25-MAY-2045, 4.86%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 5,373,551 $5,389,180 $5,389,180 0.17 $5,373,214
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.86%, 07/25/45 CAS 2025-R05 20753CAB6 - 5,337,892 $5,354,145 $5,354,145 0.17 $5,338,285
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 5,181,529 $5,201,085 $5,201,085 0.16 $5,185,848
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,196,525 $5,196,525 0.16 $5,175,904
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,190,531 $5,190,531 0.16 $5,157,888
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,164,147 $5,164,147 0.16 $5,040,411
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,854,016 $5,145,991 $5,145,991 0.16 $4,878,957
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,140,630 $5,140,630 0.16 $5,057,443
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,109,687 $5,109,687 0.16 $5,109,687
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,102,455 $5,102,455 0.16 $5,039,955
Connecticut Avenue Securities Trust 2024-R01 1M1 4.7119% 25-JAN-2044, 4.71%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 5,042,979 $5,061,362 $5,061,362 0.16 $5,046,840
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 $5,045,838 $5,045,838 0.16 $5,029,604
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,036,798 $5,036,798 0.16 $5,022,244
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,036,770 $5,036,770 0.16 $5,022,624
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $5,027,043 $5,027,043 0.16 $5,001,435
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $5,001,844 $5,001,844 0.16 $4,984,217
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,607 $4,884,966 $4,884,966 0.15 $4,862,537
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,787,527 $4,812,548 $4,812,548 0.15 $4,798,863
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,750,240 $4,750,240 0.15 $4,676,569
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,744,711 $4,744,711 0.15 $4,731,014
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,689,043 $4,689,043 0.15 $4,617,165
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,661,962 $4,661,962 0.15 $4,652,783
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,655,739 $4,655,739 0.15 $4,635,681
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,622,078 $4,622,078 0.15 $4,606,740
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,598,106 $4,598,106 0.15 $4,536,217
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2619% 25-MAR-2045, 5.26%, 03/25/45 CAS 2025-R03 20754VAB3 - 4,438,857 $4,463,581 $4,463,581 0.14 $4,449,307
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.9119% 25-MAR-2044, 4.91%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 4,430,304 $4,442,921 $4,442,921 0.14 $4,429,622
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,421,720 $4,421,720 0.14 $4,371,512
RESIMAC Bastille Trust 2024-1NC A2 5.3007% 13-SEP-2055, 5.43%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,917,910 $4,236,202 $4,236,202 0.13 $4,234,311
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 $4,208,048 $4,208,048 0.13 $4,195,185
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,143,785 $4,143,785 0.13 $4,053,948
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.21%, 10/25/41 CAS 2021-R01 20754RAB2 - 4,125,036 $4,142,636 $4,142,636 0.13 $4,129,497
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,115,306 $4,115,306 0.13 $4,080,918
Plenti PL & Green ABS Trust 2025-1 A1G 5.2659% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,694,239 $4,082,233 $4,082,233 0.13 $4,080,465
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,909,062 $3,909,062 0.12 $3,897,623
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8619% 25-AUG-2044, 4.86%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,862,928 $3,877,420 $3,877,420 0.12 $3,865,942
Lloyds Banking Group Plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,829,993 $3,829,993 0.12 $3,805,772
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.7119% 25-JAN-2045, 4.71%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,782,976 $3,782,976 0.12 $3,772,108
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,770,461 $3,770,461 0.12 $3,746,179
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,721,133 $3,721,133 0.12 $3,646,274
Liberty Series 2024-1 Auto A 5.25% 25-MAY-2032, 5.25%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 5,123,507 $3,685,491 $3,685,491 0.12 $3,673,888
Lloyds Banking Group Plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,658,736 $3,658,736 0.12 $3,617,440
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 $3,656,795 $3,656,795 0.12 $3,623,002
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,617,726 $3,617,726 0.11 $3,608,184
Plenti PL & Green ABS Trust 2025-1 A1 5.2659% 11-NOV-2036, 5.28%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,866,871 $3,485,318 $3,485,318 0.11 $3,483,806
Marex Group Plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,399,848 $3,399,848 0.11 $3,315,936
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,356,644 $3,356,644 0.11 $3,330,373
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,299,034 $3,299,034 0.10 $3,258,084
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,272,835 $3,272,835 0.10 $3,262,757
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,098,447 $3,098,447 0.10 $3,053,658
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,093,033 $3,093,033 0.10 $3,066,360
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,923,326 $2,923,326 0.09 $2,887,103
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,907,840 $2,907,840 0.09 $2,899,002
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 $2,713,927 $2,713,927 0.09 $2,690,840
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,707,366 $2,707,366 0.09 $2,697,890
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,589,964 $2,589,964 0.08 $2,589,808
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,408,717 $2,529,488 $2,529,488 0.08 $2,429,238
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4619% 25-NOV-2041, 5.46%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,482,248 $2,482,248 0.08 $2,474,020
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7619% 25-DEC-2031, 4.76%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,471,549 $2,481,363 $2,481,363 0.08 $2,474,170
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,408,627 $2,408,627 0.08 $2,387,861
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,199,052 $2,199,052 0.07 $2,193,167
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 $2,105,639 $2,105,639 0.07 $1,994,189
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 $2,104,952 $2,104,952 0.07 $1,993,243
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.1119% 25-OCT-2044, 5.11%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 2,095,518 $2,102,392 $2,102,392 0.07 $2,095,846
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,077,057 $2,077,057 0.07 $2,074,871
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7619% 25-JAN-2045, 4.76%, 01/25/45 CAS 2025-R01 20755JAB9 - 2,014,218 $2,020,244 $2,020,244 0.06 $2,014,382
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,943,869 $2,009,699 $2,009,699 0.06 $1,980,831
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,979,877 $1,979,877 0.06 $1,963,308
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,978,194 $1,978,194 0.06 $1,967,554
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.0119% 25-FEB-2044, 5.01%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,960,013 $1,966,297 $1,966,297 0.06 $1,960,294
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.86%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,942,573 $1,947,598 $1,947,598 0.06 $1,941,826
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8619% 25-MAY-2044, 4.86%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,860,093 $1,865,940 $1,865,940 0.06 $1,860,414
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.18%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,493,478 $1,787,752 $1,787,752 0.06 $1,786,992
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,722,041 $1,740,264 $1,740,264 0.06 $1,732,894
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,714,532 $1,714,532 0.05 $1,706,383
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,624,843 $1,624,843 0.05 $1,587,107
Connecticut Avenue Securities Trust 2025-R02 1M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,511,814 $1,516,275 $1,516,275 0.05 $1,511,829
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,483,533 $1,483,533 0.05 $1,480,804
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 $1,471,052 $1,471,052 0.05 $1,464,995
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,400,926 $1,400,926 0.04 $1,376,897
Lloyds Banking Group Plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,298,861 $1,298,861 0.04 $1,273,935
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,290,044 $1,290,044 0.04 $1,278,623
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,203,447 $1,203,447 0.04 $1,191,993
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7619% 25-FEB-2044, 4.76%, 02/25/44 CAS 2024-R02 20754GAA8 - 1,161,994 $1,165,025 $1,165,025 0.04 $1,161,643
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3619% 25-JUL-2043, 5.36%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,100,107 $1,106,419 $1,106,419 0.03 $1,102,815
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.5119% 25-NOV-2043, 5.51%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,086,467 $1,095,474 $1,095,474 0.03 $1,091,815
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6619% 25-JUN-2043, 5.66%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,050,897 $1,050,897 0.03 $1,047,278
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $1,010,937 $1,010,937 0.03 $1,003,073
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.28%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,395,124 $1,002,925 $1,002,925 0.03 $1,002,410
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $974,968 $974,968 0.03 $974,815
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6619% 25-MAY-2043, 5.66%, 05/25/43 STACR 2023-HQA1 35564KX79 - 914,497 $922,390 $922,390 0.03 $919,226
Connecticut Avenue Securities Trust 2024-R03 2M1 4.8119% 25-MAR-2044, 4.81%, 03/25/44 CAS 207941AA3 - 917,339 $920,119 $920,119 0.03 $917,422
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $890,429 $890,429 0.03 $887,924
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $878,435 $878,435 0.03 $875,828
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $745,164 $745,164 0.02 $736,119
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $725,593 $725,593 0.02 $709,074
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $720,863 $720,863 0.02 $716,867
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $714,486 $714,486 0.02 $711,848
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $574,447 $574,447 0.02 $574,284
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $401,811 $401,811 0.01 $401,484
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $108,080 $108,080 0.00 $106,056
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,817 $-377,169,455 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,248,124 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -279.00 $-30,236,625 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-89,546,540 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 239.00 $18,297,690 $0 0.00 $0
AUSTRALIAN DOLLARS AUD - 516,538,656 $369,661,179 $369,661,179 11.68 $369,661,179
CANADIAN DOLLAR CAD - 80,325,057 $58,428,847 $58,428,847 1.85 $58,428,847
BRITISH POUND GBP - 39,374,367 $53,428,817 $53,428,817 1.69 $53,428,817
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 04/27/2026, 0.00%, 04/27/26 FISPP 31622GDT1 - 50,000,000 $49,933,740 $49,933,740 1.58 $49,933,740
HCA INC 0% 04/16/2026, 0.00%, 04/16/26 HCA 40412DDG1 - 48,350,000 $48,344,474 $48,344,474 1.53 $48,344,474
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/20/2026, 0.00%, 04/20/26 STLACP 85855KDL3 - 40,000,000 $39,976,944 $39,976,944 1.26 $39,976,944
AUTONATION INC 0% 04/16/2026, 0.00%, 04/16/26 AUTONA 05330NDG1 - 36,450,000 $36,445,797 $36,445,797 1.15 $36,445,797
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - 45,000,000 $32,715,548 $32,715,548 1.03 $32,715,548
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - 44,122,000 $32,074,664 $32,074,664 1.01 $32,074,664
GLOBAL PAYMENTS INC 0% 04/21/2026, 0.00%, 04/21/26 GPN 37961DDM9 - 30,000,000 $29,979,249 $29,979,249 0.95 $29,979,249
JABIL INC 0% 04/17/2026, 0.00%, 04/17/26 JBLPP 46652MDH5 - 23,450,000 $23,444,142 $23,444,142 0.74 $23,444,142
JABIL INC 0% 04/16/2026, 0.00%, 04/16/26 JBLPP 46652MDG7 - 23,400,000 $23,397,073 $23,397,073 0.74 $23,397,073
GLOBAL PAYMENTS INC 0% 04/16/2026, 0.00%, 04/16/26 GPN 37961DDG2 - 21,250,000 $21,247,550 $21,247,550 0.67 $21,247,550
EURO EUR - 13,992,144 $16,507,177 $16,507,177 0.52 $16,507,177
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/16/2026, 0.00%, 04/16/26 STLACP 85855KDG4 - 16,500,000 $16,498,098 $16,498,098 0.52 $16,498,098
NEW ZEALAND DOLLAR NZD - 11,602,634 $6,850,183 $6,850,183 0.22 $6,850,183
SEGREGATED CASH SEGCASH $0.00 6,346,902 $6,346,902 $6,346,902 0.20 $6,346,902
US DOLLARS USD MD_142224 - -569,531,514 $-569,531,514 $-569,531,514 -18.00 $-569,531,514
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.72 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.72 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 82,265,000 $48,569,168 $48,569,168 1.54 $48,569,168
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 -82,265,000 $-48,569,168 $-48,569,168 -1.54 $-48,569,168
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $44,498,368 $44,498,368 1.41 $44,498,368
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-44,498,368 $-44,498,368 -1.41 $-44,498,368
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $62,907,006 $62,907,006 1.99 $62,907,006
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-62,907,006 $-62,907,006 -1.99 $-62,907,006
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - 109,400,000 $148,449,691 $148,449,691 4.69 $148,449,691
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - -109,400,000 $-148,449,691 $-148,449,691 -4.69 $-148,449,691
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - 55,600,000 $75,446,095 $75,446,095 2.38 $75,446,095
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - -55,600,000 $-75,446,095 $-75,446,095 -2.38 $-75,446,095
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 4.58 $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 -4.58 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - 6,200,000 $8,413,054 $8,413,054 0.27 $8,413,054
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - -6,200,000 $-8,413,054 $-8,413,054 -0.27 $-8,413,054
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - 59,400,000 $80,602,483 $80,602,483 2.55 $80,602,483
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - -59,400,000 $-80,602,483 $-80,602,483 -2.55 $-80,602,483
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - 25,600,000 $34,737,771 $34,737,771 1.10 $34,737,771
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - -25,600,000 $-34,737,771 $-34,737,771 -1.10 $-34,737,771
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - 122,000,000 $165,547,188 $165,547,188 5.23 $165,547,188
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - -122,000,000 $-165,547,188 $-165,547,188 -5.23 $-165,547,188
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $600,572,000 $0 0.00 $0
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 840.00 $594,767,049 $0 0.00 $0
FX Forward|EUR|04/17/2026 +EURU - -12,560,000 $-14,817,611 $-14,817,611 -0.47 $-14,817,611
FX Forward|USD|04/17/2026 +EURU - 14,700,822 $14,700,822 $14,700,822 0.46 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - -10,940,000 $-14,844,969 $-14,844,969 -0.47 $-14,844,969
FX Forward|USD|04/17/2026 +GBP0 - 14,702,321 $14,702,321 $14,702,321 0.46 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - -93,310,000 $-67,874,159 $-67,874,159 -2.15 $-67,874,159
FX Forward|USD|04/17/2026 +CADU - 67,442,225 $67,442,225 $67,442,225 2.13 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - -554,340,000 $-396,713,733 $-396,713,733 -12.54 $-396,713,733
FX Forward|USD|04/17/2026 +AUDU - 370,252,001 $370,252,001 $370,252,001 11.70 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - -5,100,000 $-3,011,035 $-3,011,035 -0.10 $-3,011,035
FX Forward|USD|04/17/2026 +NZD1 - 2,937,661 $2,937,661 $2,937,661 0.09 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - 7,000,000 $5,009,554 $5,009,554 0.16 $5,009,554
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 $-8,431,957 $-8,431,957 -0.27 $-8,431,957
FX Forward|USD|04/17/2026 +GBPU - 8,348,546 $8,348,546 $8,348,546 0.26 $8,348,546
FX Forward|AUD|04/17/2026 +AUDU - 12,500,000 $8,945,632 $8,945,632 0.28 $8,945,632
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 $2,504,777 $2,504,777 0.08 $2,504,777
FX Forward|USD|04/17/2026 +AUD1 - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|AUD|04/17/2026 +AUDU - 3,800,000 $2,719,472 $2,719,472 0.09 $2,719,472
FX Forward|USD|04/17/2026 +AUDU - -2,684,658 $-2,684,658 $-2,684,658 -0.08 $-2,684,658
FX Forward|AUD|04/17/2026 +AUDU - 3,000,000 $2,146,952 $2,146,952 0.07 $2,146,952
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 $-5,834,860 $-5,834,860 -0.18 $-5,834,860
FX Forward|USD|04/17/2026 +GBPU - 5,783,711 $5,783,711 $5,783,711 0.18 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - -18,000,000 $-24,424,995 $-24,424,995 -0.77 $-24,424,995
FX Forward|USD|04/17/2026 +GBPU - 24,316,938 $24,316,938 $24,316,938 0.77 $24,316,938
FX Forward|AUD|04/17/2026 +AUD0 - 2,500,000 $1,789,126 $1,789,126 0.06 $1,789,126
FX Forward|USD|04/17/2026 +AUD0 - -1,777,843 $-1,777,843 $-1,777,843 -0.06 $-1,777,843
FX Forward|CAD|04/17/2026 +CADU - 16,774,000 $12,201,491 $12,201,491 0.39 $12,201,491
FX Forward|USD|04/17/2026 +CADU - -12,292,951 $-12,292,951 $-12,292,951 -0.39 $-12,292,951
FX Forward|AUD|04/17/2026 +AUDU - 2,000,000 $1,431,301 $1,431,301 0.05 $1,431,301
FX Forward|USD|04/17/2026 +AUDU - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,431,301 $1,431,301 0.05 $1,431,301
FX Forward|USD|04/17/2026 +AUD0 - -1,422,643 $-1,422,643 $-1,422,643 -0.04 $-1,422,643
FX Forward|CAD|04/23/2026 +CADU - -29,122,000 $-21,189,958 $-21,189,958 -0.67 $-21,189,958
FX Forward|USD|04/23/2026 +CADU - 21,257,300 $21,257,300 $21,257,300 0.67 $21,257,300
FX Forward|CAD|04/23/2026 +CADU - -15,000,000 $-10,914,408 $-10,914,408 -0.34 $-10,914,408
FX Forward|USD|04/23/2026 +CADU - 10,942,340 $10,942,340 $10,942,340 0.35 $10,942,340
FX Forward|CAD|04/22/2026 +CADU - -45,000,000 $-32,741,556 $-32,741,556 -1.03 $-32,741,556
FX Forward|USD|04/22/2026 +CADU - 32,824,313 $32,824,313 $32,824,313 1.04 $32,824,313
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,431,301 $1,431,301 0.05 $1,431,301
FX Forward|USD|04/17/2026 +AUD0 - -1,410,737 $-1,410,737 $-1,410,737 -0.04 $-1,410,737
FX Forward|CAD|04/17/2026 +CADU - -13,544,369 $-9,852,241 $-9,852,241 -0.31 $-9,852,241
FX Forward|USD|04/17/2026 +CADU - 9,771,035 $9,771,035 $9,771,035 0.31 $9,771,035
FX Forward|CAD|04/17/2026 +CADU - 12,601,000 $9,166,030 $9,166,030 0.29 $9,166,030
FX Forward|USD|04/17/2026 +CADU - -9,053,581 $-9,053,581 $-9,053,581 -0.29 $-9,053,581
FX Forward|AUD|04/17/2026 +AUDU - 1,000,000 $715,651 $715,651 0.02 $715,651
FX Forward|USD|04/17/2026 +AUDU - -689,350 $-689,350 $-689,350 -0.02 $-689,350
FX Forward|AUD|04/17/2026 +AUDU - 1,000,000 $715,651 $715,651 0.02 $715,651
FX Forward|USD|04/17/2026 +AUDU - -705,752 $-705,752 $-705,752 -0.02 $-705,752
FX Forward|AUD|04/17/2026 +AUD0 - 4,500,000 $3,220,428 $3,220,428 0.10 $3,220,428
FX Forward|USD|04/17/2026 +AUD0 - -3,174,124 $-3,174,124 $-3,174,124 -0.10 $-3,174,124
FX Forward|NZD|07/24/2026 - - -1,340,000 $-793,739 $-793,739 -0.03 $-793,739
FX Forward|USD|07/24/2026 - - 794,053 $794,053 $794,053 0.03 $794,053
FX Forward|AUD|07/24/2026 - - -516,950,000 $-369,326,417 $-369,326,417 -11.67 $-369,326,417
FX Forward|USD|07/24/2026 - - 367,993,442 $367,993,442 $367,993,442 11.63 $367,993,442
FX Forward|CAD|07/24/2026 - - -78,410,000 $-57,281,661 $-57,281,661 -1.81 $-57,281,661
FX Forward|USD|07/24/2026 - - 57,229,274 $57,229,274 $57,229,274 1.81 $57,229,274
FX Forward|GBP|07/24/2026 - - -39,690,000 $-53,837,715 $-53,837,715 -1.70 $-53,837,715
FX Forward|USD|07/24/2026 - - 53,832,539 $53,832,539 $53,832,539 1.70 $53,832,539
FX Forward|EUR|07/24/2026 - - -12,610,000 $-14,942,486 $-14,942,486 -0.47 $-14,942,486
FX Forward|USD|07/24/2026 - - 14,938,370 $14,938,370 $14,938,370 0.47 $14,938,370

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