Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - US Advisor
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For Financial Professionals in the US

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of 03/06/2026)

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 $44,209,310 $44,209,310 1.44 $43,879,376
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,428,435 $34,428,435 1.11 $33,585,896
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,094,345 $33,094,345 1.07 $32,947,698
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,234,368 $27,234,368 0.88 $27,168,047
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,522,899 $26,522,899 0.86 $26,290,080
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,135,758 $26,135,758 0.84 $25,702,748
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,235,651 $25,235,651 0.82 $25,081,881
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.39%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,134,170 $25,134,170 0.81 $24,991,300
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,548,220 $24,548,220 0.79 $24,185,621
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,171,651 $24,171,651 0.78 $23,976,020
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,750,508 $23,750,508 0.77 $23,626,662
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,424,481 $23,424,481 0.76 $23,085,342
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 $23,227,062 $23,227,062 0.75 $23,182,393
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,124,674 $23,124,674 0.75 $23,116,084
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - - 21,800,000 $21,706,420 $21,706,420 0.70 $21,691,342
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,112,904 $21,112,904 0.68 $20,930,524
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,758,090 $20,758,090 0.67 $20,748,064
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,587,650 $20,587,650 0.67 $20,081,531
BX Trust 2025-ROIC A 4.80348% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,517,801 $20,494,765 $20,494,765 0.66 $20,434,278
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,357,728 $20,357,728 0.66 $20,035,728
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,322,434 $20,322,434 0.66 $20,172,266
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,870,353 $19,870,353 0.64 $19,490,603
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,589,179 $19,589,179 0.63 $19,182,057
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,294,881 $19,294,881 0.62 $19,277,963
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 $18,887,990 $18,887,990 0.61 $18,839,322
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,727,913 $18,727,913 0.61 $18,706,155
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,788,636 $17,788,636 0.57 $17,712,854
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,665,812 $17,665,812 0.57 $17,614,946
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,605,706 $17,605,706 0.57 $17,230,722
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,491,063 $17,491,063 0.57 $17,198,275
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,480,622 $17,480,622 0.57 $17,410,323
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,460,439 $17,460,439 0.56 $17,096,843
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,455,130 $17,455,130 0.56 $17,137,878
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,434,739 $17,434,739 0.56 $16,989,960
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,214,446 $17,214,446 0.56 $17,097,713
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,057,919 $17,057,919 0.55 $16,832,503
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - - 12,500,000 $16,607,917 $16,607,917 0.54 $16,463,906
NOW Trust 2024-1 A 5.1973% 14-JUN-2032, 5.20%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 23,357,275 $16,480,389 $16,480,389 0.53 $16,431,463
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 12,385,000 $16,420,179 $16,420,179 0.53 $16,285,399
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,063,682 $16,063,682 0.52 $15,735,070
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,470,051 $15,470,051 0.50 $15,163,645
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,445,000 $15,445,000 0.50 $15,214,075
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,309,377 $15,309,377 0.49 $15,015,211
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,266,225 $15,266,225 0.49 $15,013,178
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,208,541 $15,208,541 0.49 $15,068,940
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,207,982 $15,207,982 0.49 $15,047,626
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,152,317 $15,152,317 0.49 $15,055,555
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - - 15,125,000 $15,149,576 $15,149,576 0.49 $15,149,576
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,102,547 $15,102,547 0.49 $14,694,083
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,872,883 $14,872,883 0.48 $14,760,773
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,766,815 $14,766,815 0.48 $14,677,476
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,742,642 $14,742,642 0.48 $14,459,184
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,693,813 $14,693,813 0.47 $14,641,757
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,647,612 $14,647,612 0.47 $14,306,370
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,644,491 $14,644,491 0.47 $14,385,575
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,567,765 $14,567,765 0.47 $14,498,566
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,494,679 $14,494,679 0.47 $14,335,158
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 $14,459,636 $14,459,636 0.47 $14,434,862
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,390,246 $14,390,246 0.47 $14,337,931
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,373,564 $14,373,564 0.46 $14,058,544
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,224,157 $14,224,157 0.46 $13,969,095
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $14,016,337 $14,016,337 0.45 $13,866,404
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $13,995,001 $13,995,001 0.45 $13,964,301
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,993,869 $13,993,869 0.45 $13,846,515
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,838,126 $13,838,126 0.45 $13,616,776
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,828,209 $13,828,209 0.45 $13,694,999
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,730,899 $13,730,899 0.44 $13,643,144
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,602,639 $13,602,639 0.44 $13,354,039
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,593,807 $13,593,807 0.44 $13,278,795
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,584,590 $13,584,590 0.44 $13,570,450
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,453,571 $13,453,571 0.43 $13,424,789
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,136,988 $13,136,988 0.42 $12,912,463
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,115,715 $13,115,715 0.42 $13,087,890
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,111,160 $13,111,160 0.42 $12,852,519
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,102,290 $13,102,290 0.42 $12,567,396
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,077,838 $13,077,838 0.42 $12,840,534
NOW Trust 2025-1 A 4.9473% 14-FEB-2034, 4.95%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 18,573,393 $13,067,231 $13,067,231 0.42 $13,030,197
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,011,171 $13,011,171 0.42 $12,757,778
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,004,289 $13,004,289 0.42 $12,893,924
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $13,001,358 $13,001,358 0.42 $12,653,581
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $12,931,475 $12,931,475 0.42 $12,916,902
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 $12,920,387 $12,920,387 0.42 $12,897,389
Bank of New York Mellon Corporation 5.625% PERP, 5.62%, 06/20/99 BK 064058AS9 - - 12,925,000 $12,899,038 $12,899,038 0.42 $12,890,960
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,882,197 $12,882,197 0.42 $12,805,121
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,530,709 $12,552,920 $12,552,920 0.41 $12,530,664
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,532,732 $12,532,732 0.41 $12,328,445
RAF ABS Series 2025-1 A 4.74% 09-DEC-2031, 4.74%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,742,077 $12,478,015 $12,478,015 0.40 $12,432,823
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,245,150 $12,245,150 0.40 $12,230,669
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,238,476 $12,238,476 0.40 $12,152,896
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,216,665 $12,216,665 0.39 $12,153,745
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,175,064 $12,175,064 0.39 $12,080,911
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.17%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,135,389 $12,135,389 0.39 $12,107,125
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,116,124 $12,116,124 0.39 $11,849,313
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,973,547 $11,973,547 0.39 $11,909,647
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,775,370 $11,775,370 0.38 $11,720,869
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,741,173 $11,741,173 0.38 $11,523,944
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,688,443 $11,688,443 0.38 $11,663,083
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 $11,675,092 $11,675,092 0.38 $11,653,742
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,667,327 $11,667,327 0.38 $11,592,328
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,602,646 $11,602,646 0.38 $11,556,281
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,508,103 $11,508,103 0.37 $11,389,749
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,166,703 $11,166,703 0.36 $11,072,928
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/42 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,051,127 $11,051,127 0.36 $11,024,757
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,740,653 $10,740,653 0.35 $10,655,752
NRTH Commercial Mortgage Trust 2025-PARK A 5.05292% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,536,657 $10,536,657 0.34 $10,504,234
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,485,562 $10,485,562 0.34 $10,286,833
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,377,404 $10,377,404 0.34 $10,131,451
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,353,577 $10,353,577 0.33 $10,347,718
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,312,892 $10,312,892 0.33 $10,185,743
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,265,124 $10,265,124 0.33 $10,179,140
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,225,581 $10,225,581 0.33 $10,144,245
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,161,834 $10,161,834 0.33 $10,052,672
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,117,932 $10,117,932 0.33 $10,021,098
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,040,388 $10,040,388 0.32 $9,982,704
Huntington Bank Auto Credit-Linked Notes Series 2026-1|4.503|02/20/2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - - 10,000,000 $10,001,137 $10,001,137 0.32 $9,999,886
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $10,000,964 $10,000,964 0.32 $9,896,966
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,962,881 $9,962,881 0.32 $9,750,536
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,909,621 $9,909,621 0.32 $9,756,090
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 $9,786,036 $9,786,036 0.32 $9,752,854
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,747,056 $9,747,056 0.32 $9,600,661
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,703,411 $9,703,411 0.31 $9,648,053
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,570,161 $9,570,161 0.31 $9,540,340
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 9,483,434 $9,513,517 $9,513,517 0.31 $9,496,867
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,494,642 $9,494,642 0.31 $9,397,373
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,475,354 $9,475,354 0.31 $9,388,399
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,403,449 $9,403,449 0.30 $9,292,566
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,232,283 $9,232,283 0.30 $9,040,281
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,202,192 $9,202,192 0.30 $9,129,967
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,180,011 $9,180,011 0.30 $9,004,200
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,974,393 $8,974,393 0.29 $8,811,334
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,891,474 $8,891,474 0.29 $8,849,234
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 $8,847,233 $8,847,233 0.29 $8,816,081
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,826,729 $8,826,729 0.29 $8,763,595
Fidelity National Information Services, Inc. 4.55% 10-MAR-2029, 4.55%, 03/10/29 FIS 31620MCD6 - - 8,788,000 $8,789,006 $8,789,006 0.28 $8,789,006
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,722,557 $8,722,557 0.28 $8,714,669
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,677,662 $8,677,662 0.28 $8,609,785
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,598,448 $8,598,448 0.28 $8,574,889
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,583,524 $8,583,524 0.28 $8,506,893
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,555,033 $8,555,033 0.28 $8,523,192
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,329,038 $8,329,038 0.27 $8,174,670
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,077,009 $8,227,543 $8,227,543 0.27 $8,209,593
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,222,326 $8,222,326 0.27 $8,045,732
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,202,746 $8,202,746 0.27 $8,186,792
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,169,651 $8,169,651 0.26 $7,998,728
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,163,140 $8,163,140 0.26 $7,961,182
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,039,970 $8,039,970 0.26 $7,973,050
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 $7,972,476 $7,972,476 0.26 $7,949,890
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,971,103 $7,971,103 0.26 $7,951,103
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,955,748 $7,955,748 0.26 $7,787,327
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,883,807 $7,883,807 0.25 $7,702,759
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,812,270 $7,812,270 0.25 $7,675,410
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,765,878 $7,765,878 0.25 $7,678,289
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,616,032 $7,616,032 0.25 $7,570,206
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,485,452 $7,485,452 0.24 $7,433,066
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,414,993 $7,414,993 0.24 $7,222,979
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,366,339 $7,366,339 0.24 $7,337,942
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,241,664 $7,241,664 0.23 $7,205,982
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,219,015 $7,219,015 0.23 $7,091,965
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,160,153 $7,160,153 0.23 $7,060,403
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 $7,144,691 $7,144,691 0.23 $7,126,162
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,092,352 $7,092,352 0.23 $7,063,781
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,073,278 $7,073,278 0.23 $6,998,767
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,071,804 $7,071,804 0.23 $7,004,902
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,066,667 $7,066,667 0.23 $6,907,673
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,041,997 $7,041,997 0.23 $6,891,086
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $6,967,930 $6,967,930 0.23 $6,953,378
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.24%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,853,109 $6,958,922 $6,958,922 0.22 $6,933,159
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,947,207 $6,947,207 0.22 $6,939,116
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,899,607 $6,899,607 0.22 $6,825,454
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,872,508 $6,872,508 0.22 $6,805,954
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,787,215 $6,787,215 0.22 $6,656,975
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,775,266 $6,775,266 0.22 $6,636,209
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 $6,767,813 $6,767,813 0.22 $6,746,210
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,749,838 $6,749,838 0.22 $6,610,802
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,656,139 $6,656,139 0.22 $6,519,569
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,596,822 $6,596,822 0.21 $6,582,322
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,594,919 $6,594,919 0.21 $6,557,690
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,528,117 $6,528,117 0.21 $6,480,342
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,479,864 $6,479,864 0.21 $6,328,278
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.86721% 25-MAY-2045, 4.87%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 6,454,650 $6,467,134 $6,467,134 0.21 $6,456,662
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,462,673 $6,462,673 0.21 $6,280,558
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,407,230 $6,407,230 0.21 $6,346,203
Metro Finance 2024-1 Trust|5.04|09/17/2030, 5.04%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 8,995,284 $6,344,730 $6,344,730 0.21 $6,327,328
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,284,640 $6,284,640 0.20 $6,245,477
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,213,239 $6,213,239 0.20 $6,202,552
Insurance Australia Group Limited FRN 15-DEC-2036, 6.16%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,139,081 $6,139,081 0.20 $6,054,146
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,017,609 $6,017,609 0.19 $5,952,829
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 04/25/40 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,017,397 $6,017,397 0.19 $6,005,815
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,000,908 $6,000,908 0.19 $5,947,470
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,964,589 $5,964,589 0.19 $5,912,264
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 $5,922,460 $5,922,460 0.19 $5,912,966
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,916,852 $5,916,852 0.19 $5,810,357
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,915,283 $5,915,283 0.19 $5,831,081
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,855,893 $5,855,893 0.19 $5,778,558
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,767,586 $5,767,586 0.19 $5,729,315
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.87%, 07/25/45 CAS 2025-R05 20753CAB6 - - 5,657,296 $5,669,067 $5,669,067 0.18 $5,659,889
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - - 4,195,000 $5,668,318 $5,668,318 0.18 $5,566,343
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,526,884 $5,526,884 0.18 $5,493,336
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,499,616 $5,499,616 0.18 $5,384,991
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 $5,493,539 $5,493,539 0.18 $5,484,913
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 5,461,495 $5,487,329 $5,487,329 0.18 $5,476,922
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,314,397 $5,378,278 $5,378,278 0.17 $5,360,688
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,323,174 $5,323,174 0.17 $5,204,256
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 $5,191,468 $5,191,468 0.17 $5,182,980
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,207,200 $5,187,379 $5,187,379 0.17 $5,176,304
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,151,595 $5,151,595 0.17 $5,058,178
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,148,526 $5,148,526 0.17 $5,038,054
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,144,064 $5,144,064 0.17 $5,086,314
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - - 5,170,000 $5,098,354 $5,098,354 0.16 $5,006,591
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,077,942 $5,077,942 0.16 $5,046,276
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,036,561 $5,036,561 0.16 $5,026,858
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 $5,023,562 $5,023,562 0.16 $5,018,054
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,958,713 $4,958,713 0.16 $4,900,742
RESIMAC Bastille Trust 2024-1NC A2 5.14% 13-SEP-2055, 5.14%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,907,283 $4,877,252 $4,877,252 0.16 $4,860,899
BX Commercial Mortgage Trust 2024-AIRC A 5.35124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,607 $4,867,167 $4,867,167 0.16 $4,851,286
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,847,012 $4,847,012 0.16 $4,751,702
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - - 4,500,000 $4,777,771 $4,777,771 0.15 $4,655,271
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,772,657 $4,772,657 0.15 $4,675,967
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,733,927 $4,733,927 0.15 $4,640,257
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,671,090 $4,671,090 0.15 $4,621,191
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,648,730 $4,648,730 0.15 $4,605,163
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,601,179 $4,601,179 0.15 $4,562,420
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 $4,547,492 $4,547,492 0.15 $4,531,421
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.27%, 03/25/45 CAS 2025-R03 20754VAB3 - - 4,438,857 $4,455,606 $4,455,606 0.14 $4,447,812
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,423,128 $4,423,128 0.14 $4,393,561
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 $4,379,003 $4,379,003 0.14 $4,371,918
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 $4,352,987 $4,352,987 0.14 $4,346,153
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,313,503 $4,335,638 $4,335,638 0.14 $4,328,136
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 $4,231,897 $4,231,897 0.14 $4,223,322
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 $4,108,328 $4,108,328 0.13 $4,070,886
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,101,546 $4,101,546 0.13 $4,087,680
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,067,729 $4,067,729 0.13 $3,998,058
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,915,226 $3,915,226 0.13 $3,907,600
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 $3,887,855 $3,887,855 0.13 $3,874,120
Liberty Series 2024-1 Auto A 5.005% 25-MAY-2032, 5.00%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,330,345 $3,752,724 $3,752,724 0.12 $3,746,580
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,736,662 $3,736,662 0.12 $3,676,702
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,732,557 $3,732,557 0.12 $3,730,823
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,710,925 $3,710,925 0.12 $3,652,456
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,707,049 $3,707,049 0.12 $3,625,694
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,644,638 $3,644,638 0.12 $3,625,486
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - - 3,600,000 $3,599,109 $3,599,109 0.12 $3,599,109
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,478,902 $3,478,902 0.11 $3,426,060
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,306,841 $3,306,841 0.11 $3,232,713
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,294,410 $3,294,410 0.11 $3,270,110
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,285,233 $3,285,233 0.11 $3,278,514
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,272,383 $3,272,383 0.11 $3,268,383
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,088,677 $3,088,677 0.10 $3,058,553
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,088,060 $3,088,060 0.10 $3,072,998
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,941,251 $2,941,251 0.10 $2,906,119
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,916,269 $2,916,269 0.09 $2,894,774
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,906,305 $2,906,305 0.09 $2,900,413
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,822,223 $2,822,223 0.09 $2,751,013
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 $2,794,372 $2,794,372 0.09 $2,789,615
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,720,254 $2,720,254 0.09 $2,717,653
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 $2,630,664 $2,630,664 0.09 $2,626,495
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,576,859 $2,613,948 $2,613,948 0.08 $2,605,511
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,559,906 $2,559,906 0.08 $2,537,699
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 - - 2,465,000 $2,480,827 $2,480,827 0.08 $2,476,335
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,346,336 $2,346,336 0.08 $2,338,468
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,221,011 $2,224,540 $2,224,540 0.07 $2,221,011
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,222,315 $2,222,315 0.07 $2,178,884
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 $2,208,572 $2,208,572 0.07 $2,200,157
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 $2,205,994 $2,205,994 0.07 $2,197,791
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 $2,188,178 $2,188,178 0.07 $2,184,527
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,151,213 $2,151,213 0.07 $2,150,428
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,088,054 $2,092,363 $2,092,363 0.07 $2,088,976
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,087,109 $2,087,109 0.07 $2,071,335
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $2,009,190 $2,009,190 0.06 $1,992,059
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 $2,000,287 $2,000,287 0.06 $1,997,051
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 $1,980,780 $1,980,780 0.06 $1,974,972
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,973,306 $1,973,306 0.06 $1,966,955
Plenti Auto ABS Trust 2025-1 A 4.9% 12-AUG-2033, 4.90%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,704,767 $1,907,557 $1,907,557 0.06 $1,901,198
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 $1,820,357 $1,820,357 0.06 $1,814,398
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,747,416 $1,747,416 0.06 $1,707,774
Connecticut Avenue Securities Trust 2025-R02 1M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,731,927 $1,731,927 0.06 $1,729,151
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,594,704 $1,594,704 0.05 $1,567,866
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 $1,475,416 $1,475,416 0.05 $1,473,362
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,468,612 $1,468,612 0.05 $1,451,253
Connecticut Avenue Securities Trust 2024-R02 1M1 4.76721% 25-FEB-2044, 4.77%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,337,073 $1,339,198 $1,339,198 0.04 $1,337,073
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,297,345 $1,297,345 0.04 $1,279,006
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,261,321 $1,261,321 0.04 $1,253,625
Connecticut Avenue Securities Trust 2023-R06 1M1 5.36721% 25-JUL-2043, 5.37%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,170,917 $1,177,243 $1,177,243 0.04 $1,175,148
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,173,961 $1,173,961 0.04 $1,169,205
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 $1,154,264 $1,154,264 0.04 $1,152,157
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.99%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,571,369 $1,110,969 $1,110,969 0.04 $1,106,273
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 $1,049,404 $1,049,404 0.03 $1,047,428
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.82%, 03/25/44 CAS 207941AA3 - - 1,022,939 $1,024,702 $1,024,702 0.03 $1,023,060
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $999,764 $999,764 0.03 $977,730
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $985,517 $985,517 0.03 $982,319
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 $972,606 $972,606 0.03 $970,784
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $887,999 $887,999 0.03 $887,311
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $862,642 $862,642 0.03 $861,787
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $727,092 $727,092 0.02 $720,694
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $721,118 $721,118 0.02 $716,892
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $712,137 $712,137 0.02 $702,399
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $708,424 $708,424 0.02 $696,373
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $707,217 $707,217 0.02 $694,519
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $706,567 $706,567 0.02 $700,606
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - - 800,000 $566,703 $566,703 0.02 $562,379
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $396,542 $396,542 0.01 $392,677
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $105,457 $105,457 0.00 $103,914
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 63,502 $63,600 $63,600 0.00 $63,501
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -246.00 $-19,051,888 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,053,782 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,629,750 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,282 $-93,724,523 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,717 $-357,981,087 $0 0.00 $0
AIR LEASE CORP 0% 03/10/2026, 0.00%, 03/10/26 AL 00913XCA9 - - 92,850,000 $92,808,645 $92,808,645 3.00 $92,808,645
JABIL INC 0% 03/09/2026, 0.00%, 03/09/26 JBLPP 46652MC94 - - 92,300,000 $92,266,357 $92,266,357 2.98 $92,266,357
AUTONATION INC 0% 03/09/2026, 0.00%, 03/09/26 AUTONA 05330NC98 - - 78,200,000 $78,173,717 $78,173,717 2.53 $78,173,717
HCA INC 0% 03/10/2026, 0.00%, 03/10/26 HCA 40412DCA5 - - 53,050,000 $53,026,260 $53,026,260 1.71 $53,026,260
ENERGY TRANSFER LP 0% 03/09/2026, 0.00%, 03/09/26 ENGTRN 29277FC90 - - 38,250,000 $38,237,829 $38,237,829 1.24 $38,237,829
ENBRIDGE INC 0% 03/20/2026, 0.00%, 03/20/26 ENB 292976QM2 - - 49,780,000 $36,496,078 $36,496,078 1.18 $36,496,078
GLOBAL PAYMENTS INC 0% 03/10/2026, 0.00%, 03/10/26 GPN 37961DCA6 - - 30,050,000 $30,036,631 $30,036,631 0.97 $30,036,631
HCA INC 0% 03/09/2026, 0.00%, 03/09/26 HCA 40412DC98 - - 22,300,000 $22,292,543 $22,292,543 0.72 $22,292,543
AVIATION CAPITAL GROUP LLC 0% 03/09/2026, 0.00%, 03/09/26 AVTNCP 05369CC96 - - 17,600,000 $17,594,445 $17,594,445 0.57 $17,594,445
ENBRIDGE INC 0% 03/19/2026, 0.00%, 03/19/26 ENB 292976QL4 - - 23,122,000 $16,953,022 $16,953,022 0.55 $16,953,022
JABIL INC 0% 03/10/2026, 0.00%, 03/10/26 JBLPP 46652MCA1 - - 13,550,000 $13,548,510 $13,548,510 0.44 $13,548,510
CONAGRA BRANDS INC 0% 03/09/2026, 0.00%, 03/09/26 CAGPP 20600HC93 - - 9,300,000 $9,296,999 $9,296,999 0.30 $9,296,999
SEGREGATED CASH SEGCASH - $0.00 8,895,586 $8,895,586 $8,895,586 0.29 $8,895,586
ENBRIDGE INC 0% 03/25/2026, 0.00%, 03/25/26 ENB 292976QS9 - - 7,610,000 $5,577,129 $5,577,129 0.18 $5,577,129
NEW ZEALAND DOLLAR NZD - - 6,653,954 $3,917,524 $3,917,524 0.13 $3,917,524
AUSTRALIAN DOLLARS AUD - - 2,841,082 $1,990,180 $1,990,180 0.06 $1,990,180
EURO EUR - - 1,297,758 $1,502,609 $1,502,609 0.05 $1,502,609
BRITISH POUND GBP - - 599,928 $801,475 $801,475 0.03 $801,475
CANADIAN DOLLAR CAD - - 1,057,773 $776,318 $776,318 0.03 $776,318
US DOLLARS USD MD_142224 - - -185,150,857 $-185,150,857 $-185,150,857 -5.98 $-185,150,857
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.76 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.76 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $48,433,627 $48,433,627 1.57 $48,433,627
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,433,627 $-48,433,627 -1.57 $-48,433,627
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,374,187 $44,374,187 1.43 $44,374,187
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,374,187 $-44,374,187 -1.43 $-44,374,187
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $62,731,453 $62,731,453 2.03 $62,731,453
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-62,731,453 $-62,731,453 -2.03 $-62,731,453
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $146,153,127 $146,153,127 4.72 $146,153,127
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-146,153,127 $-146,153,127 -4.72 $-146,153,127
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,278,920 $74,278,920 2.40 $74,278,920
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,278,920 $-74,278,920 -2.40 $-74,278,920
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 4.68 $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 -4.68 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,282,901 $8,282,901 0.27 $8,282,901
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,282,901 $-8,282,901 -0.27 $-8,282,901
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - 59,400,000 $79,355,537 $79,355,537 2.56 $79,355,537
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - -59,400,000 $-79,355,537 $-79,355,537 -2.56 $-79,355,537
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - 59,400,000 $79,355,537 $79,355,537 2.56 $79,355,537
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - -59,400,000 $-79,355,537 $-79,355,537 -2.56 $-79,355,537
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - 122,000,000 $162,986,119 $162,986,119 5.27 $162,986,119
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - -122,000,000 $-162,986,119 $-162,986,119 -5.27 $-162,986,119
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 $501,328 0.02 $501,328
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 816.00 $584,054,897 $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 $-193,692 -0.01 $-193,692
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,571,407 $-14,571,407 -0.47 $-14,571,407
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 $-14,614,983 $-14,614,983 -0.47 $-14,614,983
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 $-68,609,209 $-68,609,209 -2.22 $-68,609,209
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.18 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-388,205,329 $-388,205,329 -12.55 $-388,205,329
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 11.97 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,007,271 $-3,007,271 -0.10 $-3,007,271
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 $4,902,113 $4,902,113 0.16 $4,902,113
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 $-8,301,324 $-8,301,324 -0.27 $-8,301,324
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 $8,753,773 $8,753,773 0.28 $8,753,773
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 $2,451,056 $2,451,056 0.08 $2,451,056
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 $-16,977,344 $-16,977,344 -0.55 $-16,977,344
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 $-22,028,630 $-22,028,630 -0.71 $-22,028,630
FX Forward|USD|03/20/2026 +CADU - - 22,052,568 $22,052,568 $22,052,568 0.71 $22,052,568
FX Forward|AUD|04/17/2026 +AUDU - - 3,800,000 $2,661,147 $2,661,147 0.09 $2,661,147
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 $-14,524,210 $-14,524,210 -0.47 $-14,524,210
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 $-3,312,472 $-3,312,472 -0.11 $-3,312,472
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 $-2,276,865 $-2,276,865 -0.07 $-2,276,865
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 $2,100,906 $2,100,906 0.07 $2,100,906
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 $-5,744,463 $-5,744,463 -0.19 $-5,744,463
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 $-24,046,590 $-24,046,590 -0.78 $-24,046,590
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 $1,750,755 $1,750,755 0.06 $1,750,755
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 $12,333,629 $12,333,629 0.40 $12,333,629
FX Forward|USD|04/17/2026 +CADU - - -12,292,951 $-12,292,951 $-12,292,951 -0.40 $-12,292,951

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