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

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of March 10, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Amazon.com Inc|4|03/13/2029, 4.00%, 03/13/29 AMZN 023135DC7 - - 45,170,000 $45,165,031 $45,165,031 1.47 $45,165,031
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,226,599 $44,226,599 1.44 $43,884,667
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,433,509 $34,433,509 1.12 $33,581,115
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $33,140,339 $33,140,339 1.08 $32,985,312
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,797,308 $27,797,308 0.91 $27,721,105
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,494,644 $26,494,644 0.87 $26,253,202
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,143,303 $26,143,303 0.85 $25,703,580
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,224,305 $25,224,305 0.82 $25,063,701
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,149,083 $25,149,083 0.82 $25,000,000
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,611,944 $24,611,944 0.80 $24,404,772
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,531,933 $24,531,933 0.80 $24,163,081
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $23,755,336 $23,755,336 0.77 $23,625,139
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,455,390 $23,455,390 0.76 $23,110,301
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 $23,223,698 $23,223,698 0.75 $23,172,648
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,129,296 $23,129,296 0.75 $23,118,560
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - - 21,800,000 $21,688,191 $21,688,191 0.70 $21,668,086
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,553,504 $21,553,504 0.70 $21,360,620
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,735,531 $20,735,531 0.67 $20,579,475
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,712,305 $20,712,305 0.67 $20,697,253
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,590,908 $20,590,908 0.66 $20,077,760
BX Trust 2025-ROIC A 4.80348% 15-FEB-2042, 4.80%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,517,801 $20,467,303 $20,467,303 0.66 $20,401,317
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,374,411 $20,374,411 0.66 $20,047,044
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,880,284 $19,880,284 0.64 $19,496,194
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,578,403 $19,578,403 0.63 $19,166,127
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,292,413 $19,292,413 0.62 $19,271,265
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 $18,877,839 $18,877,839 0.61 $18,821,060
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,738,030 $18,738,030 0.60 $18,710,832
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,790,885 $17,790,885 0.57 $17,711,407
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,663,267 $17,663,267 0.57 $17,607,314
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,609,649 $17,609,649 0.57 $17,228,806
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,528,422 $17,528,422 0.57 $17,454,519
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,495,410 $17,495,410 0.56 $17,197,250
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,464,766 $17,464,766 0.56 $17,096,990
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,455,072 $17,455,072 0.56 $17,133,155
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,423,527 $17,423,527 0.56 $16,973,636
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,203,986 $17,203,986 0.56 $17,084,847
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $17,145,445 $17,145,445 0.55 $16,916,193
NOW Trust 2024-1 A 5.1973% 14-JUN-2032, 5.20%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 23,357,275 $16,826,759 $16,826,759 0.54 $16,772,076
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - - 12,500,000 $16,733,717 $16,733,717 0.54 $16,586,994
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 12,385,000 $16,542,393 $16,542,393 0.53 $16,405,084
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,064,101 $16,064,101 0.52 $15,730,692
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,466,181 $15,466,181 0.50 $15,155,921
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,445,575 $15,445,575 0.50 $15,210,833
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,305,268 $15,305,268 0.49 $15,007,558
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,262,938 $15,262,938 0.49 $15,006,688
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,208,963 $15,208,963 0.49 $15,067,710
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,188,826 $15,188,826 0.49 $15,024,652
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - - 15,125,000 $15,144,432 $15,144,432 0.49 $15,142,563
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,124,809 $15,124,809 0.49 $15,024,098
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $15,103,907 $15,103,907 0.49 $14,690,828
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,970,183 $14,970,183 0.48 $14,912,421
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,883,404 $14,883,404 0.48 $14,767,557
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,763,687 $14,763,687 0.48 $14,670,377
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,739,021 $14,739,021 0.48 $14,451,833
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,629,508 $14,629,508 0.47 $14,366,868
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,626,456 $14,626,456 0.47 $14,281,292
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,570,515 $14,570,515 0.47 $14,496,703
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,555,286 $14,555,286 0.47 $14,392,967
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 $14,466,566 $14,466,566 0.47 $14,437,663
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,391,361 $14,391,361 0.46 $14,335,022
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,369,982 $14,369,982 0.46 $14,051,096
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,218,058 $14,218,058 0.46 $13,959,787
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $14,019,901 $14,019,901 0.45 $13,866,334
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $14,000,777 $14,000,777 0.45 $13,849,851
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $13,998,324 $13,998,324 0.45 $13,964,341
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,838,334 $13,838,334 0.45 $13,612,467
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,812,226 $13,812,226 0.45 $13,675,845
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,732,460 $13,732,460 0.44 $13,698,194
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,726,836 $13,726,836 0.44 $13,635,347
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,599,122 $13,599,122 0.44 $13,346,122
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,586,970 $13,586,970 0.44 $13,568,789
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,578,224 $13,578,224 0.44 $13,259,224
NOW Trust 2025-1 A 4.9473% 14-FEB-2034, 4.95%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 18,573,393 $13,338,561 $13,338,561 0.43 $13,297,170
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,193,003 $13,193,003 0.43 $12,650,675
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,134,968 $13,134,968 0.42 $12,907,092
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,111,538 $13,111,538 0.42 $12,848,791
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,107,546 $13,107,546 0.42 $13,077,402
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $13,076,183 $13,076,183 0.42 $12,835,389
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $13,010,748 $13,010,748 0.42 $12,753,097
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,009,437 $13,009,437 0.42 $12,895,624
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,995,603 $12,995,603 0.42 $12,643,686
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $12,931,137 $12,931,137 0.42 $12,912,922
Bank of New York Mellon Corporation 5.625% PERP, 5.62%, 06/20/99 BK 064058AS9 - - 12,925,000 $12,923,823 $12,923,823 0.42 $12,911,705
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 $12,913,204 $12,913,204 0.42 $12,886,921
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,882,319 $12,882,319 0.42 $12,801,186
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,791,837 $12,791,837 0.41 $12,579,642
RAF ABS Series 2025-1 A 4.74% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,193,258 $12,736,350 $12,736,350 0.41 $12,294,644
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,530,709 $12,556,099 $12,556,099 0.41 $12,530,664
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,495,943 $12,495,943 0.40 $12,476,944
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,229,116 $12,229,116 0.39 $12,140,424
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,215,721 $12,215,721 0.39 $12,149,306
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,181,743 $12,181,743 0.39 $12,084,600
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.17%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,137,561 $12,137,561 0.39 $12,104,586
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $12,108,331 $12,108,331 0.39 $11,838,488
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,970,923 $11,970,923 0.39 $11,904,656
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,930,769 $11,930,769 0.39 $11,901,439
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,827,131 $11,827,131 0.38 $11,769,259
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,744,864 $11,744,864 0.38 $11,620,906
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,744,227 $11,744,227 0.38 $11,523,408
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 $11,670,423 $11,670,423 0.38 $11,646,023
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,666,586 $11,666,586 0.38 $11,587,741
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,604,200 $11,604,200 0.37 $11,553,971
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,164,272 $11,164,272 0.36 $11,067,472
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,049,850 $11,049,850 0.36 $11,020,378
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,789,683 $10,789,683 0.35 $10,702,529
NRTH Commercial Mortgage Trust 2025-PARK A 5.05292% 15-OCT-2040, 5.05%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,535,707 $10,535,707 0.34 $10,500,337
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,485,773 $10,485,773 0.34 $10,284,430
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,471,203 $10,471,203 0.34 $10,380,429
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,381,176 $10,381,176 0.34 $10,132,129
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,352,522 $10,352,522 0.33 $10,343,734
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,315,763 $10,315,763 0.33 $10,185,587
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,226,451 $10,226,451 0.33 $10,142,045
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,162,917 $10,162,917 0.33 $10,050,804
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,116,418 $10,116,418 0.33 $10,017,279
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $10,038,476 $10,038,476 0.32 $9,978,438
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,998,377 $9,998,377 0.32 $9,892,556
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 $9,993,301 $9,993,301 0.32 $9,992,050
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,963,074 $9,963,074 0.32 $9,747,248
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,911,949 $9,911,949 0.32 $9,756,424
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 $9,781,093 $9,781,093 0.32 $9,746,403
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,767,644 $9,767,644 0.32 $9,734,438
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,747,714 $9,747,714 0.31 $9,598,879
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,688,744 $9,688,744 0.31 $9,630,547
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,674,114 $9,674,114 0.31 $9,572,339
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 9,483,434 $9,515,162 $9,515,162 0.31 $9,495,737
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,471,947 $9,471,947 0.31 $9,382,435
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,398,759 $9,398,759 0.30 $9,286,533
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,274,902 $9,274,902 0.30 $9,079,603
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,200,295 $9,200,295 0.30 $9,125,395
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,172,007 $9,172,007 0.30 $8,994,052
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,975,381 $8,975,381 0.29 $8,810,057
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,896,364 $8,896,364 0.29 $8,885,632
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,887,471 $8,887,471 0.29 $8,842,885
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,817,641 $8,817,641 0.28 $8,752,437
Fidelity National Information Services, Inc. 4.55% 10-MAR-2029, 4.55%, 03/10/29 FIS 31620MCD6 - - 8,788,000 $8,787,232 $8,787,232 0.28 $8,786,122
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,707,230 $8,707,230 0.28 $8,672,138
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,676,370 $8,676,370 0.28 $8,606,112
Plenti PL & Green ABS Trust 2024-2 A1 4.97% 11-APR-2036, 4.97%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 12,013,075 $8,637,175 $8,637,175 0.28 $8,602,939
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,596,202 $8,596,202 0.28 $8,570,680
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,580,378 $8,580,378 0.28 $8,500,908
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,326,317 $8,326,317 0.27 $8,169,805
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,219,132 $8,219,132 0.27 $8,040,554
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,077,009 $8,206,633 $8,206,633 0.26 $8,185,691
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,200,852 $8,200,852 0.26 $8,182,619
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,168,036 $8,168,036 0.26 $7,994,617
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,163,083 $8,163,083 0.26 $7,958,019
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,036,164 $8,036,164 0.26 $7,966,897
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,970,865 $7,970,865 0.26 $7,949,198
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 $7,969,966 $7,969,966 0.26 $7,945,003
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,958,575 $7,958,575 0.26 $7,788,062
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,813,239 $7,813,239 0.25 $7,674,542
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,765,192 $7,765,192 0.25 $7,675,204
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,700,380 $7,700,380 0.25 $7,697,379
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,616,171 $7,616,171 0.25 $7,568,308
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,478,665 $7,478,665 0.24 $7,424,441
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,393,573 $7,393,573 0.24 $7,199,129
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,389,984 $7,389,984 0.24 $7,350,971
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,361,340 $7,361,340 0.24 $7,330,577
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,230,983 $7,230,983 0.23 $7,199,494
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,217,958 $7,217,958 0.23 $7,088,808
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,158,505 $7,158,505 0.23 $7,057,005
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 $7,141,983 $7,141,983 0.23 $7,121,504
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.16%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,069,794 $7,069,794 0.23 $6,993,411
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,067,740 $7,067,740 0.23 $6,906,806
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,058,839 $7,058,839 0.23 $6,990,145
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,031,229 $7,031,229 0.23 $6,878,522
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $7,005,147 $7,005,147 0.23 $6,935,138
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $6,960,326 $6,960,326 0.22 $6,943,695
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,939,009 $6,939,009 0.22 $6,928,895
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,901,237 $6,901,237 0.22 $6,825,371
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,787,491 $6,787,491 0.22 $6,655,216
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,771,618 $6,771,618 0.22 $6,630,630
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 $6,766,648 $6,766,648 0.22 $6,742,771
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,748,659 $6,748,659 0.22 $6,607,840
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,652,216 $6,652,216 0.21 $6,514,113
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,624,694 $6,624,694 0.21 $6,586,409
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.24%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,177,351 $6,617,822 $6,617,822 0.21 $6,589,509
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,595,625 $6,595,625 0.21 $6,579,312
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,530,608 $6,530,608 0.21 $6,481,695
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,511,215 $6,511,215 0.21 $6,325,999
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,478,391 $6,478,391 0.21 $6,325,011
Metro Finance 2024-1 Trust|5.04|09/17/2030, 5.04%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 8,995,284 $6,475,692 $6,475,692 0.21 $6,456,158
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 $6,468,868 $6,468,868 0.21 $6,456,651
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,409,125 $6,409,125 0.21 $6,346,329
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,289,647 $6,289,647 0.20 $6,248,573
Insurance Australia Group Limited FRN 15-DEC-2036, 6.16%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,265,514 $6,265,514 0.20 $6,176,776
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,211,652 $6,211,652 0.20 $6,199,183
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,018,312 $6,018,312 0.19 $5,952,355
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,017,168 $6,017,168 0.19 $6,003,931
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,997,130 $5,997,130 0.19 $5,941,713
Export-Import Bank of Korea FRN 22-SEP-2028, 4.56%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,965,989 $5,965,989 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 $5,924,043 $5,924,043 0.19 $5,912,966
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,917,348 $5,917,348 0.19 $5,832,087
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,913,573 $5,913,573 0.19 $5,805,875
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,852,129 $5,852,129 0.19 $5,772,997
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,766,964 $5,766,964 0.19 $5,727,249
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - - 4,195,000 $5,737,180 $5,737,180 0.19 $5,632,861
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.87%, 07/25/45 CAS 2025-R05 20753CAB6 - - 5,657,296 $5,669,765 $5,669,765 0.18 $5,659,057
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,524,489 $5,524,489 0.18 $5,489,380
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,499,552 $5,499,552 0.18 $5,383,242
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 $5,494,920 $5,494,920 0.18 $5,484,856
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 5,461,495 $5,487,559 $5,487,559 0.18 $5,475,665
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,314,397 $5,378,166 $5,378,166 0.17 $5,359,110
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,321,503 $5,321,503 0.17 $5,201,211
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 $5,193,120 $5,193,120 0.17 $5,183,218
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,207,200 $5,185,712 $5,185,712 0.17 $5,173,470
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,151,655 $5,151,655 0.17 $5,056,600
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,147,627 $5,147,627 0.17 $5,035,808
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,142,033 $5,142,033 0.17 $5,082,908
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - - 5,170,000 $5,095,529 $5,095,529 0.16 $5,002,729
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,084,271 $5,084,271 0.16 $5,050,938
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $5,061,399 $5,061,399 0.16 $5,000,797
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,034,831 $5,034,831 0.16 $5,023,743
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 $5,023,739 $5,023,739 0.16 $5,017,651
RESIMAC Bastille Trust 2024-1NC A2 5.14% 13-SEP-2055, 5.14%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,907,283 $4,978,291 $4,978,291 0.16 $4,960,212
BX Commercial Mortgage Trust 2024-AIRC A 5.35124% 15-AUG-2041, 5.35%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,607 $4,875,592 $4,875,592 0.16 $4,858,267
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,845,082 $4,845,082 0.16 $4,748,630
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - - 4,500,000 $4,770,401 $4,770,401 0.15 $4,646,468
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,768,576 $4,768,576 0.15 $4,670,663
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,732,076 $4,732,076 0.15 $4,686,083
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,726,200 $4,726,200 0.15 $4,631,435
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,669,914 $4,669,914 0.15 $4,618,827
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 $4,642,490 $4,642,490 0.15 $4,624,828
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,599,091 $4,599,091 0.15 $4,559,082
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.27%, 03/25/45 CAS 2025-R03 20754VAB3 - - 4,438,857 $4,456,169 $4,456,169 0.14 $4,447,076
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,420,383 $4,420,383 0.14 $4,389,700
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 $4,380,238 $4,380,238 0.14 $4,371,972
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 $4,353,456 $4,353,456 0.14 $4,345,483
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,313,503 $4,336,773 $4,336,773 0.14 $4,328,022
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - - 4,200,000 $4,230,523 $4,230,523 0.14 $4,220,723
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 $4,107,464 $4,107,464 0.13 $4,069,131
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,104,771 $4,104,771 0.13 $4,033,599
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,101,728 $4,101,728 0.13 $4,086,752
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 $3,968,390 $3,968,390 0.13 $3,953,295
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,918,500 $3,918,500 0.13 $3,909,784
Liberty Series 2024-1 Auto A 5.005% 25-MAY-2032, 5.00%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,330,345 $3,831,149 $3,831,149 0.12 $3,823,834
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,814,405 $3,814,405 0.12 $3,751,743
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,806,388 $3,806,388 0.12 $3,803,438
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,711,345 $3,711,345 0.12 $3,651,990
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,703,777 $3,703,777 0.12 $3,621,417
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,645,077 $3,645,077 0.12 $3,624,728
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - - 3,600,000 $3,600,209 $3,600,209 0.12 $3,599,259
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,475,973 $3,475,973 0.11 $3,422,188
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,337,826 $3,337,826 0.11 $3,332,578
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,306,140 $3,306,140 0.11 $3,231,042
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,293,880 $3,293,880 0.11 $3,268,680
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,284,990 $3,284,990 0.11 $3,277,312
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,088,442 $3,088,442 0.10 $3,057,526
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,087,844 $3,087,844 0.10 $3,072,154
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,946,526 $2,946,526 0.10 $2,910,526
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,913,919 $2,913,919 0.09 $2,891,628
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,907,448 $2,907,448 0.09 $2,900,714
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,822,988 $2,822,988 0.09 $2,750,877
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 $2,795,001 $2,795,001 0.09 $2,789,451
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,719,184 $2,719,184 0.09 $2,716,211
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 $2,631,338 $2,631,338 0.08 $2,626,474
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,576,859 $2,613,368 $2,613,368 0.08 $2,604,229
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,609,351 $2,609,351 0.08 $2,586,376
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 $2,481,163 $2,481,163 0.08 $2,475,922
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,395,076 $2,395,076 0.08 $2,386,378
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,268,493 $2,268,493 0.07 $2,223,569
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,221,011 $2,225,129 $2,225,129 0.07 $2,221,011
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 $2,208,381 $2,208,381 0.07 $2,199,265
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 $2,205,842 $2,205,842 0.07 $2,196,954
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,192,048 $2,192,048 0.07 $2,190,979
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 $2,188,434 $2,188,434 0.07 $2,184,175
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,088,054 $2,092,903 $2,092,903 0.07 $2,088,950
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,087,357 $2,087,357 0.07 $2,071,393
United Air Lines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $2,008,913 $2,008,913 0.06 $1,991,148
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 $2,000,752 $2,000,752 0.06 $1,996,976
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 $1,980,269 $1,980,269 0.06 $1,973,494
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,973,293 $1,973,293 0.06 $1,966,390
Plenti Auto ABS Trust 2025-1 A 4.9% 12-AUG-2033, 4.90%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,704,767 $1,946,570 $1,946,570 0.06 $1,939,561
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 $1,820,179 $1,820,179 0.06 $1,813,723
Connecticut Avenue Securities Trust 2025-R02 1M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,732,417 $1,732,417 0.06 $1,729,178
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,707,728 $1,707,728 0.06 $1,707,288
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,620,602 $1,620,602 0.05 $1,592,670
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,496,663 $1,496,663 0.05 $1,478,739
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 $1,475,169 $1,475,169 0.05 $1,472,898
Connecticut Avenue Securities Trust 2024-R02 1M1 4.76721% 25-FEB-2044, 4.77%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,337,073 $1,339,552 $1,339,552 0.04 $1,337,073
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,296,899 $1,296,899 0.04 $1,278,204
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,284,715 $1,284,715 0.04 $1,276,673
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,197,906 $1,197,906 0.04 $1,192,705
Connecticut Avenue Securities Trust 2023-R06 1M1 5.36721% 25-JUL-2043, 5.37%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,170,917 $1,177,538 $1,177,538 0.04 $1,175,094
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 $1,154,976 $1,154,976 0.04 $1,152,517
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.99%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,463,600 $1,056,732 $1,056,732 0.03 $1,051,570
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 $1,049,731 $1,049,731 0.03 $1,047,426
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.82%, 03/25/44 CAS 207941AA3 - - 1,022,939 $1,024,856 $1,024,856 0.03 $1,022,939
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $1,005,829 $1,005,829 0.03 $1,002,325
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $999,896 $999,896 0.03 $977,556
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 $972,033 $972,033 0.03 $969,908
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $887,970 $887,970 0.03 $887,184
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $868,693 $868,693 0.03 $867,740
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $741,057 $741,057 0.02 $734,396
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $726,695 $726,695 0.02 $716,518
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $721,506 $721,506 0.02 $708,362
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $721,193 $721,193 0.02 $714,931
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $720,509 $720,509 0.02 $716,182
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $710,716 $710,716 0.02 $710,514
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - - 800,000 $578,460 $578,460 0.02 $573,884
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $404,573 $404,573 0.01 $400,580
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $107,573 $107,573 0.00 $105,974
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 63,502 $63,617 $63,617 0.00 $63,501
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,659 $-345,784,852 $0 0.00 $0
AUST 3YR BOND FUT Mar26 MAR 26 YMH6 AU03Y 29H - -1,205 $-89,777,251 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - -246.00 $-19,133,233 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,632,156 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,147,684 $0 0.00 $0
AIR LEASE CORP 0% 03/11/2026, 0.00%, 03/11/26 AL 00913XCB7 - - 92,800,000 $92,789,718 $92,789,718 3.00 $92,789,718
JABIL INC 0% 03/11/2026, 0.00%, 03/11/26 JBLPP 46652MCB9 - - 75,200,000 $75,190,871 $75,190,871 2.43 $75,190,871
JABIL INC 0% 03/12/2026, 0.00%, 03/12/26 JBLPP 46652MCC7 - - 72,800,000 $72,791,992 $72,791,992 2.35 $72,791,992
HCA INC 0% 03/11/2026, 0.00%, 03/11/26 HCA 40412DCB3 - - 57,450,000 $57,443,640 $57,443,640 1.85 $57,443,640
AIR LEASE CORP 0% 03/12/2026, 0.00%, 03/12/26 AL 00913XCC5 - - 49,425,000 $49,414,033 $49,414,033 1.60 $49,414,033
ENBRIDGE INC 0% 03/20/2026, 0.00%, 03/20/26 ENB 292976QM2 - - 49,780,000 $36,669,493 $36,669,493 1.18 $36,669,493
HCA INC 0% 03/12/2026, 0.00%, 03/12/26 HCA 40412DCC1 - - 28,200,000 $28,196,906 $28,196,906 0.91 $28,196,906
GLOBAL PAYMENTS INC 0% 03/17/2026, 0.00%, 03/17/26 GPN 37961DCH1 - - 21,200,000 $21,183,511 $21,183,511 0.68 $21,183,511
AUTONATION INC 0% 03/11/2026, 0.00%, 03/11/26 AUTONA 05330NCB3 - - 20,400,000 $20,397,719 $20,397,719 0.66 $20,397,719
ENBRIDGE INC 0% 03/19/2026, 0.00%, 03/19/26 ENB 292976QL4 - - 23,122,000 $17,033,746 $17,033,746 0.55 $17,033,746
SEGREGATED CASH SEGCASH - $0.00 6,391,808 $6,391,808 $6,391,808 0.21 $6,391,808
ENBRIDGE INC 0% 03/25/2026, 0.00%, 03/25/26 ENB 292976QS9 - - 7,610,000 $5,603,630 $5,603,630 0.18 $5,603,630
AVIATION CAPITAL GROUP LLC 0% 03/11/2026, 0.00%, 03/11/26 AVTNCP 05369CCB1 - - 5,550,000 $5,549,418 $5,549,418 0.18 $5,549,418
NEW ZEALAND DOLLAR NZD - - 6,580,821 $3,918,882 $3,918,882 0.13 $3,918,882
AUSTRALIAN DOLLARS AUD - - 3,048,630 $2,179,321 $2,179,321 0.07 $2,179,321
EURO EUR - - 1,283,448 $1,494,833 $1,494,833 0.05 $1,494,833
GLOBAL PAYMENTS INC 0% 03/11/2026, 0.00%, 03/11/26 GPN 37961DCB4 - - 1,450,000 $1,449,839 $1,449,839 0.05 $1,449,839
CANADIAN DOLLAR CAD - - 988,812 $728,944 $728,944 0.02 $728,944
BRITISH POUND GBP - - 315,902 $425,090 $425,090 0.01 $425,090
US DOLLARS USD MD_142224 - - -199,400,531 $-199,400,531 $-199,400,531 -6.44 $-199,400,531
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 $48,988,840 $48,988,840 1.58 $48,988,840
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-48,988,840 $-48,988,840 -1.58 $-48,988,840
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $44,882,865 $44,882,865 1.45 $44,882,865
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-44,882,865 $-44,882,865 -1.45 $-44,882,865
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $63,450,568 $63,450,568 2.05 $63,450,568
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-63,450,568 $-63,450,568 -2.05 $-63,450,568
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $147,213,177 $147,213,177 4.75 $147,213,177
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-147,213,177 $-147,213,177 -4.75 $-147,213,177
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,817,666 $74,817,666 2.42 $74,817,666
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,817,666 $-74,817,666 -2.42 $-74,817,666
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 $8,342,977 $8,342,977 0.27 $8,342,977
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,342,977 $-8,342,977 -0.27 $-8,342,977
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - 59,400,000 $79,931,103 $79,931,103 2.58 $79,931,103
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - -59,400,000 $-79,931,103 $-79,931,103 -2.58 $-79,931,103
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - 59,400,000 $79,931,103 $79,931,103 2.58 $79,931,103
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - -59,400,000 $-79,931,103 $-79,931,103 -2.58 $-79,931,103
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - 122,000,000 $164,168,259 $164,168,259 5.30 $164,168,259
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - -122,000,000 $-164,168,259 $-164,168,259 -5.30 $-164,168,259
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 $397,748 0.01 $397,748
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 $-138,261 0.00 $-138,261
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,655,544 $-14,655,544 -0.47 $-14,655,544
FX Forward|USD|04/17/2026 +EURU - - 14,700,822 $14,700,822 $14,700,822 0.47 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - - -10,940,000 $-14,721,318 $-14,721,318 -0.48 $-14,721,318
FX Forward|USD|04/17/2026 +GBP0 - - 14,702,321 $14,702,321 $14,702,321 0.47 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - - -93,310,000 $-68,906,404 $-68,906,404 -2.22 $-68,906,404
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 $-396,147,549 $-396,147,549 -12.79 $-396,147,549
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 11.95 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-3,041,310 $-3,041,310 -0.10 $-3,041,310
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 $5,002,404 $5,002,404 0.16 $5,002,404
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 $-8,361,722 $-8,361,722 -0.27 $-8,361,722
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 $8,932,865 $8,932,865 0.29 $8,932,865
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 $2,501,202 $2,501,202 0.08 $2,501,202
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 $-17,051,333 $-17,051,333 -0.55 $-17,051,333
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 $-22,124,630 $-22,124,630 -0.71 $-22,124,630
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 $2,715,591 $2,715,591 0.09 $2,715,591
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 $-14,587,506 $-14,587,506 -0.47 $-14,587,506
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 $-3,326,905 $-3,326,905 -0.11 $-3,326,905
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 $-2,286,786 $-2,286,786 -0.07 $-2,286,786
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 $2,143,888 $2,143,888 0.07 $2,143,888
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 $-5,786,258 $-5,786,258 -0.19 $-5,786,258
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 $-24,221,546 $-24,221,546 -0.78 $-24,221,546
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 $1,786,573 $1,786,573 0.06 $1,786,573
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 $12,387,054 $12,387,054 0.40 $12,387,054
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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