Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - US Offshore
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To US Financial Professionals servicing non-US persons

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of June 8, 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 $44,602,973 $44,602,973 1.37 $43,733,147
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,200,413 $33,200,413 1.02 $32,676,673
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,412,328 $27,412,328 0.84 $27,332,373
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,597,951 $26,597,951 0.82 $25,977,100
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,588,787 $25,588,787 0.79 $25,457,877
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,288,377 $25,288,377 0.77 $24,827,067
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,158,952 $25,158,952 0.77 $25,011,738
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,064,581 $25,064,581 0.76 $25,004,750
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,636,518 $24,636,518 0.75 $24,097,215
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,039,630 $24,039,630 0.73 $23,964,610
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,839,238 $23,839,238 0.73 $23,402,528
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,380,570 $23,380,570 0.71 $23,275,353
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 $23,187,841 $23,187,841 0.71 $23,143,172
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,123,228 $23,123,228 0.70 $23,051,831
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,768,083 $22,768,083 0.69 $22,742,344
PayPal Holdings, Inc. 4.55% 01-JUN-2028, 4.55%, 06/01/28 PYPL 70450YAU7 - 22,062,000 $22,122,159 $22,122,159 0.67 $22,055,238
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $21,920,094 $21,920,094 0.67 $21,909,289
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,677,456 $21,677,456 0.66 $21,436,203
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,531,711 $21,531,711 0.66 $21,040,537
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.36%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,715,891 $20,715,891 0.63 $20,705,968
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,467,613 $20,467,613 0.62 $20,439,849
BX Trust 2025-ROIC A 4.77092% 15-FEB-2042, 4.77%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,297,636 $20,297,636 0.62 $20,230,109
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,103,376 $20,103,376 0.61 $19,913,581
Mizuho Bank, Ltd. 4.395% 16-APR-2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $20,043,263 $20,043,263 0.61 $19,913,855
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $19,989,201 $19,989,201 0.61 $19,908,701
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,956,183 $19,956,183 0.61 $19,876,397
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,694,113 $19,694,113 0.60 $19,509,663
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,400,689 $19,400,689 0.59 $19,193,440
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,142,929 $19,142,929 0.58 $18,967,712
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.9621% 25-APR-2042, 7.96%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,771,407 $18,771,407 0.57 $18,715,018
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,680,728 $18,680,728 0.57 $18,414,188
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,514,466 $18,514,466 0.56 $18,343,119
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,975,919 $17,975,919 0.55 $17,733,787
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,818,244 $17,818,244 0.54 $17,538,477
BX Trust 2026-CIP A 4.85% 15-MAY-2038, 4.85%, 05/15/38 BX 2026-CIP 123917AA4 - 17,712,000 $17,791,757 $17,791,757 0.54 $17,746,419
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,675,118 $17,675,118 0.54 $17,442,593
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,207,670 $17,207,670 0.52 $17,096,346
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,191,058 $17,191,058 0.52 $17,140,021
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,165,380 $17,165,380 0.52 $17,058,074
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,132,493 $17,132,493 0.52 $16,917,772
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,613,267 $16,613,267 0.51 $16,543,001
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,537,557 $16,537,557 0.50 $16,439,796
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,449,784 $16,449,784 0.50 $16,384,398
UBS AG Stamford Branch FRN 16-MAR-2029, 4.45%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,975,298 $15,975,298 0.49 $15,809,950
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,934,873 $15,934,873 0.48 $15,865,744
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,893,842 $15,893,842 0.48 $15,746,286
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,751,099 $15,751,099 0.48 $15,638,364
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,286,882 $15,286,882 0.47 $14,954,716
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,210,653 $15,210,653 0.46 $15,145,396
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,181,643 $15,181,643 0.46 $15,122,480
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,077,996 $15,077,996 0.46 $15,024,547
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,045,128 $15,045,128 0.46 $15,016,015
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,920,302 $14,920,302 0.45 $14,640,027
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,888,094 $14,888,094 0.45 $14,620,076
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,836,040 $14,836,040 0.45 $14,635,270
NOW Trust 2024-1 A 5.7069% 14-JUN-2032, 5.71%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 20,761,644 $14,766,840 $14,766,840 0.45 $14,707,266
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,761,164 $14,761,164 0.45 $14,701,599
Clover CLO 2021-1, LLC AB FLTG 37, 4.97%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,604,137 $14,604,137 0.44 $14,526,067
REGATTA FUNDING LTD 0% 37, 4.93%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,597,324 $14,597,324 0.44 $14,527,762
SIXTH STREET CLO XVI LT AB FLTG 37, 4.87%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,572,731 $14,572,731 0.44 $14,507,946
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,455,472 $14,455,472 0.44 $14,178,677
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,401,559 $14,401,559 0.44 $14,285,938
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,365,602 $14,365,602 0.44 $14,132,197
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,328,022 $14,328,022 0.44 $14,236,749
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,318,638 $14,318,638 0.44 $14,153,900
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,219,224 $14,219,224 0.43 $14,185,641
Truist Bank Auto Credit-Linked Notes Series 2026-1|5.067|06/26/2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 14,200,000 $14,177,782 $14,177,782 0.43 $14,175,783
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,133,425 $14,133,425 0.43 $13,992,343
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $14,054,215 $14,054,215 0.43 $13,904,234
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $14,021,545 $14,021,545 0.43 $13,874,174
UBS AG Stamford Branch FRN 17-MAY-2027, 4.16%, 05/17/27 UBS 90261AAE2 - 13,950,000 $13,988,780 $13,988,780 0.43 $13,953,976
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,916,905 $13,916,905 0.42 $13,806,217
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,817,665 $13,817,665 0.42 $13,561,869
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,785,133 $13,785,133 0.42 $13,509,198
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,692,776 $13,692,776 0.42 $13,625,313
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 13,605,833 $13,688,198 $13,688,198 0.42 $13,600,232
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,677,036 $13,677,036 0.42 $13,481,091
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,550,274 $13,550,274 0.41 $13,532,204
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1121% 25-OCT-2041, 5.11%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 13,368,049 $13,412,905 $13,412,905 0.41 $13,386,329
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,345,509 $13,345,509 0.41 $13,294,909
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,301,686 $13,301,686 0.40 $13,166,111
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,183,554 $13,183,554 0.40 $13,051,385
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,112,881 $13,112,881 0.40 $12,847,317
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,111,239 $13,111,239 0.40 $13,101,050
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,106,555 $13,106,555 0.40 $12,378,684
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $13,037,440 $13,037,440 0.40 $12,858,932
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $13,008,859 $13,008,859 0.40 $12,749,235
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,847,818 $12,847,818 0.39 $12,774,093
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,806,279 $12,806,279 0.39 $12,732,381
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,773,944 $12,773,944 0.39 $12,693,680
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,743,482 $12,743,482 0.39 $12,582,014
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,688,371 $12,688,371 0.39 $12,626,620
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 $12,676,314 $12,676,314 0.39 $12,653,317
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,443,630 $12,443,630 0.38 $12,401,358
JPMorgan Chase & Co. 4.408% 23-APR-2030, 4.41%, 04/23/30 JPM 46647PFL5 - 12,500,000 $12,440,862 $12,440,862 0.38 $12,370,457
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,339,463 $12,339,463 0.38 $12,119,243
Suncorp Group Limited FRN 01-JUN-2037, 6.76%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,301,889 $12,301,889 0.37 $12,283,893
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,267,225 $12,267,225 0.37 $12,038,567
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,247,152 $12,247,152 0.37 $12,021,533
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 12,248,000 $12,236,360 $12,236,360 0.37 $12,225,882
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1121% 25-MAR-2042, 7.11%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,073,319 $12,073,319 0.37 $12,040,597
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $12,055,466 $12,055,466 0.37 $11,885,066
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,011,497 $12,011,497 0.37 $11,932,201
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,933,939 $11,933,939 0.36 $11,803,566
NOW Trust 2025-1 A 5.4569% 14-FEB-2034, 5.46%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 16,622,062 $11,782,879 $11,782,879 0.36 $11,737,273
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 11,750,000 $11,765,502 $11,765,502 0.36 $11,745,522
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,762,200 $11,762,200 0.36 $11,731,535
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,724,637 $11,724,637 0.36 $11,504,403
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,594,817 $11,594,817 0.35 $11,458,166
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,455,550 $11,588,411 $11,588,411 0.35 $11,513,602
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,584,552 $11,584,552 0.35 $11,391,274
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,397,206 $11,397,206 0.35 $11,319,484
BX Commercial Mortgage Trust 2026-CSMO A 5.02709% 15-FEB-2043, 5.03%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,078,375 $11,078,375 0.34 $11,039,904
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,951,455 $10,951,455 0.33 $10,832,134
RAF ABS Series 2025-1 A 5.2439% 09-DEC-2031, 5.25%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 15,335,021 $10,874,432 $10,874,432 0.33 $10,827,589
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,870,355 $10,870,355 0.33 $10,789,694
Marex Group plc 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,641,387 $10,641,387 0.32 $10,560,685
NRTH Commercial Mortgage Trust 2025-PARK A 5.02036% 15-OCT-2040, 5.02%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,544,735 $10,544,735 0.32 $10,508,128
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.51%, 12/25/55 BVINV 2025-4 67647DAU3 - 10,494,400 $10,503,080 $10,503,080 0.32 $10,484,665
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,420,789 $10,420,789 0.32 $10,157,410
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,401,410 $10,401,410 0.32 $10,400,499
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,341,347 $10,341,347 0.31 $10,251,632
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,332,930 $10,332,930 0.31 $10,251,870
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,316,147 $10,316,147 0.31 $10,096,692
Connecticut Avenue Securities Trust 2022-R06 1M2 7.4621% 25-MAY-2042, 7.46%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,282,774 $10,282,774 0.31 $10,253,754
Sumisho Air Lease Corp. 5.3% 25-JUN-2026, 5.30%, 06/25/26 SUMIAL 00914AAW2 - 10,020,000 $10,265,247 $10,265,247 0.31 $10,023,320
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,204,627 $10,204,627 0.31 $10,154,827
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,088,094 $10,088,094 0.31 $9,887,510
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 10,078,744 $10,075,548 $10,075,548 0.31 $10,057,017
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,004,983 $10,004,983 0.30 $9,841,350
Hertz Vehicle Financing III LLC|5.09|11/25/2030, 5.09%, 11/25/30 HERTZ 2026-1A 42806MEF2 - 10,000,000 $10,004,827 $10,004,827 0.30 $9,989,274
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,918,638 $9,918,638 0.30 $9,896,744
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,833,491 $9,833,491 0.30 $9,769,686
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,816,061 $9,816,061 0.30 $9,777,536
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,798,066 $9,798,066 0.30 $9,717,211
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,737,101 $9,737,101 0.30 $9,681,404
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 $9,674,354 $9,674,354 0.29 $9,641,173
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,653,643 $9,653,643 0.29 $9,441,492
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 9,509,840 $9,579,783 $9,579,783 0.29 $9,527,685
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,560,169 $9,560,169 0.29 $9,358,127
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,518,447 $9,518,447 0.29 $9,507,005
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,716,040 $9,503,331 $9,503,331 0.29 $9,448,113
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,379,051 $9,379,051 0.29 $9,315,101
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,298,558 $9,298,558 0.28 $9,248,157
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,269,529 $9,269,529 0.28 $9,076,929
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,268,394 $9,268,394 0.28 $9,256,004
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,185,737 $9,185,737 0.28 $8,995,401
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $9,006,992 $9,006,992 0.27 $8,927,663
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 9,058,745 $8,964,697 $8,964,697 0.27 $8,943,168
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,918,973 $8,918,973 0.27 $8,771,133
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,848,918 $8,848,918 0.27 $8,787,771
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,794,055 $8,794,055 0.27 $8,637,771
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,774,537 $8,774,537 0.27 $8,766,169
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,740,556 $8,740,556 0.27 $8,565,506
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,702,755 $8,702,755 0.26 $8,552,604
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,652,717 $8,652,717 0.26 $8,448,367
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,587,891 $8,587,891 0.26 $8,576,412
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,583,061 $8,583,061 0.26 $8,471,155
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,567,809 $8,567,809 0.26 $8,392,792
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,224,712 $8,224,712 0.25 $8,106,200
Morgan Stanley Bank, N.A. FRN 10-MAY-2030, 0.00%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,152,734 $8,152,734 0.25 $8,152,734
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,145,314 $8,145,314 0.25 $8,087,426
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,137,455 $8,137,455 0.25 $7,932,661
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,105,466 $8,105,466 0.25 $7,932,884
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,086,782 $8,086,782 0.25 $7,999,477
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,044,885 $8,044,885 0.24 $7,949,885
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,034,506 $8,034,506 0.24 $7,968,006
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,007,612 $8,007,612 0.24 $7,948,974
Trafigura Securitisation Finance PLC|5.12|12/15/2029, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $8,000,235 $8,000,235 0.24 $7,999,097
Morgan Stanley 4.555% 10-APR-2030, 4.55%, 04/10/30 MS 61748UAV4 - 8,000,000 $7,989,372 $7,989,372 0.24 $7,936,737
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $7,957,751 $7,957,751 0.24 $7,895,610
Goldman Sachs Group, Inc. 4.594% 20-APR-2030, 4.59%, 04/20/30 GS 38141GE83 - 7,901,000 $7,883,720 $7,883,720 0.24 $7,834,316
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,845,742 $7,845,742 0.24 $7,650,168
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,835,249 $7,835,249 0.24 $7,760,976
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6121% 25-JAN-2042, 6.61%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,708,041 $7,813,721 $7,813,721 0.24 $7,793,901
Plenti PL & Green ABS Trust 2024-2 A1 5.4771% 11-APR-2036, 5.48%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 10,965,834 $7,782,845 $7,782,845 0.24 $7,749,162
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,721,712 $7,721,712 0.23 $7,630,688
Blue Owl Capital Corporation 3.4% 15-JUL-2026, 3.40%, 07/15/26 OBDC 69121KAE4 - 7,618,000 $7,707,626 $7,707,626 0.23 $7,604,021
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,630,584 $7,630,584 0.23 $7,493,106
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,630,089 $7,630,089 0.23 $7,580,488
Dominion Energy Inc|6.15|12/15/2056, 6.15%, 12/15/56 D 25746UEC9 - 7,491,000 $7,504,100 $7,504,100 0.23 $7,504,100
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,371,946 $7,371,946 0.22 $7,319,560
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,284,298 $7,284,298 0.22 $7,224,074
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,275,483 $7,275,483 0.22 $7,235,677
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,217,596 $7,217,596 0.22 $7,082,860
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,097,998 $7,097,998 0.22 $7,065,448
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,070,786 $7,070,786 0.22 $6,995,300
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,067,789 $7,067,789 0.22 $6,999,961
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $7,019,843 $7,019,843 0.21 $6,911,741
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,927,887 $6,927,887 0.21 $6,856,146
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,917,390 $6,917,390 0.21 $6,845,662
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.39%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,899,742 $6,899,742 0.21 $6,825,112
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,889,884 $6,889,884 0.21 $6,819,818
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,838,723 $6,838,723 0.21 $6,830,632
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 6,759,393 $6,820,743 $6,820,743 0.21 $6,801,329
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,666,839 $6,666,839 0.20 $6,628,174
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,648,944 $6,648,944 0.20 $6,552,878
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,617,313 $6,617,313 0.20 $6,565,167
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,614,717 $6,614,717 0.20 $6,555,894
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,597,576 $6,597,576 0.20 $6,498,614
Blue Owl Technology Finance Corp. 6.5% 15-OCT-2029, 6.50%, 10/15/29 OTF 095924AD8 - 6,656,000 $6,583,568 $6,583,568 0.20 $6,578,761
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,528,396 $6,528,396 0.20 $6,265,265
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,516,827 $6,516,827 0.20 $6,449,309
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,489,979 $6,489,979 0.20 $6,413,744
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,452,752 $6,452,752 0.20 $6,312,125
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2121% 25-SEP-2044, 5.21%, 09/25/44 CAS 2024-R06 20755RAC9 - 6,386,863 $6,405,391 $6,405,391 0.19 $6,392,445
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,360,616 $6,360,616 0.19 $6,289,757
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 6,281,000 $6,348,818 $6,348,818 0.19 $6,249,596
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,282,719 $6,304,163 $6,304,163 0.19 $6,287,726
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,245,245 $6,245,245 0.19 $6,120,113
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1121% 25-JAN-2045, 5.11%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,223,479 $6,223,479 0.19 $6,211,143
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,171,389 $6,171,389 0.19 $6,078,295
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $5,997,396 $5,997,396 0.18 $5,988,463
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,972,292 $5,972,292 0.18 $5,829,792
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $5,964,567 $5,964,567 0.18 $5,952,789
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,963,424 $5,963,424 0.18 $5,911,089
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,953,569 $5,953,569 0.18 $5,941,986
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 8,303,462 $5,903,952 $5,903,952 0.18 $5,877,189
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,874,361 $5,874,361 0.18 $5,716,095
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,862,192 $5,862,192 0.18 $5,825,652
Global Mobility 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,823,775 $5,823,775 0.18 $5,815,611
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,796,902 $5,796,902 0.18 $5,693,642
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 5,824,000 $5,786,849 $5,786,849 0.18 $5,742,684
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,784,851 $5,784,851 0.18 $5,732,506
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 5,642,821 $5,718,063 $5,718,063 0.17 $5,699,738
Metro Finance 2024-1 Trust|5.5475|09/17/2030, 5.55%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,031,784 $5,705,777 $5,705,777 0.17 $5,686,821
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,572,665 $5,572,665 0.17 $5,542,138
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,524,886 $5,524,886 0.17 $5,480,409
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,504,229 $5,504,229 0.17 $5,400,463
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,206,338 $5,206,338 0.16 $5,149,285
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,193,050 $5,150,527 $5,150,527 0.16 $5,139,482
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,146,373 $5,146,373 0.16 $5,026,748
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,091,461 $5,091,461 0.15 $5,060,272
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,068,594 $5,068,594 0.15 $5,018,746
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,049,638 $5,049,638 0.15 $5,029,971
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - 5,090,150 $5,039,965 $5,039,965 0.15 $5,034,471
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,022,990 $5,022,990 0.15 $5,013,980
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,998,053 $4,998,053 0.15 $4,927,331
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,984,613 $4,984,613 0.15 $4,939,509
BX Commercial Mortgage Trust 2024-AIRC A 5.31824% 15-AUG-2041, 5.32%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,606 $4,893,501 $4,893,501 0.15 $4,875,564
Blue Owl Credit Income Corp. 3.125% 23-SEP-2026, 3.12%, 09/23/26 OCINCC 69120VAM3 - 4,871,000 $4,869,349 $4,869,349 0.15 $4,837,214
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,834,226 $4,834,226 0.15 $4,779,141
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,740,572 $4,740,572 0.14 $4,696,626
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,731,662 $4,731,662 0.14 $4,618,128
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,711,090 $4,711,090 0.14 $4,607,727
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,671,223 $4,671,223 0.14 $4,629,609
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 4,625,952 $4,660,778 $4,660,778 0.14 $4,645,466
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,632,494 $4,632,494 0.14 $4,574,468
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,628,581 $4,628,581 0.14 $4,584,211
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,612,082 $4,612,082 0.14 $4,517,061
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.81%, 07/25/45 CAS 2025-R05 20753CAB6 - 4,430,298 $4,438,344 $4,438,344 0.14 $4,430,054
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,415,029 $4,415,029 0.13 $4,335,255
Compass Datacenters Issuer II, Series 2024-1 A1_2401 5.25% 25-FEB-2049, 5.25%, 02/25/49 CMPDC 2024-1A 20469AAA7 - 4,200,000 $4,219,266 $4,219,266 0.13 $4,210,691
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,142,596 $4,142,596 0.13 $4,078,811
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,094,903 $4,094,903 0.12 $3,979,911
RESIMAC Bastille Trust 2024-1NC A2 5.6538% 13-SEP-2055, 5.65%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 5,537,209 $3,936,195 $3,936,195 0.12 $3,919,849
Connecticut Avenue Securities Trust 2024-R01 1M1 4.6621% 25-JAN-2044, 4.66%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 3,881,160 $3,885,771 $3,885,771 0.12 $3,878,734
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,880,969 $3,880,969 0.12 $3,873,343
Plenti PL & Green ABS Trust 2025-1 A1G 5.4971% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 5,387,885 $3,825,697 $3,825,697 0.12 $3,809,087
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,813,486 $3,813,486 0.12 $3,758,133
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,742,477 $3,742,477 0.11 $3,676,810
Connecticut Avenue Securities, Series 2021-R01 1M2 5.1621% 25-OCT-2041, 5.16%, 10/25/41 CAS 2021-R01 20754RAB2 - 3,698,559 $3,710,846 $3,710,846 0.11 $3,703,421
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 3,695,752 $3,703,774 $3,703,774 0.11 $3,696,929
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,681,359 $3,681,359 0.11 $3,608,342
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,657,170 $3,657,170 0.11 $3,638,566
Domino's Pizza Master Issuer Series 2017-1 2017-A2III 4.118% 25-JUL-2047, 4.12%, 07/25/47 DPABS 2017-1A 25755TAH3 - 3,647,200 $3,640,285 $3,640,285 0.11 $3,621,928
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,628,764 $3,628,764 0.11 $3,592,606
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,608,352 $3,608,352 0.11 $3,597,558
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.8621% 25-MAR-2044, 4.86%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,512,817 $3,512,817 0.11 $3,506,187
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 3,377,356 $3,391,012 $3,391,012 0.10 $3,385,036
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.6621% 25-JAN-2045, 4.66%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,323,664 $3,327,348 $3,327,348 0.10 $3,321,322
Marex Group plc 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,324,629 $3,324,629 0.10 $3,308,166
Liberty Series 2024-1 Auto A 5.5062% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 4,686,692 $3,323,578 $3,323,578 0.10 $3,316,092
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8121% 25-MAY-2045, 4.81%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 3,314,634 $3,322,758 $3,322,758 0.10 $3,316,555
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,317,199 $3,317,199 0.10 $3,281,426
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,317,134 $3,317,134 0.10 $3,252,334
Suncorp Group Limited FRN 01-DEC-2038, 7.11%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,285,115 $3,285,115 0.10 $3,280,163
Plenti PL & Green ABS Trust 2025-1 A1 5.4971% 11-NOV-2036, 5.50%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 4,605,030 $3,269,077 $3,269,077 0.10 $3,254,881
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,242,546 $3,242,546 0.10 $3,235,827
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,109,628 $3,109,628 0.09 $3,066,324
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,098,476 $3,098,476 0.09 $3,032,679
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,045,840 $3,045,840 0.09 $3,023,004
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2121% 25-MAR-2045, 5.21%, 03/25/45 CAS 2025-R03 20754VAB3 - 2,965,419 $2,975,511 $2,975,511 0.09 $2,969,501
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,938,860 $2,938,860 0.09 $2,881,540
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,902,797 $2,902,797 0.09 $2,896,906
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8121% 25-AUG-2044, 4.81%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,728,768 $2,733,278 $2,733,278 0.08 $2,728,172
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,694,186 $2,694,186 0.08 $2,691,585
Domino's Pizza Master Issuer Series 2019-1 2019-A2 3.668% 25-OCT-2049, 3.67%, 10/25/49 DPABS 2019-1A 25755TAL4 - 2,797,440 $2,685,579 $2,685,579 0.08 $2,673,037
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,608,030 $2,608,030 0.08 $2,586,756
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,576,348 $2,576,348 0.08 $2,567,836
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4121% 25-NOV-2041, 5.41%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,476,932 $2,476,932 0.08 $2,471,744
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,364,036 $2,364,036 0.07 $2,355,116
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,325,046 $2,344,855 $2,344,855 0.07 $2,337,243
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7121% 25-DEC-2031, 4.71%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,154,027 $2,169,052 $2,169,052 0.07 $2,156,591
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,088,514 $2,088,514 0.06 $2,081,292
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,990,696 $1,990,696 0.06 $1,959,492
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.3621% 25-SEP-2042, 9.36%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,964,524 $1,964,524 0.06 $1,957,789
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,872,975 $1,900,556 $1,900,556 0.06 $1,893,463
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,872,975 $1,900,321 $1,900,321 0.06 $1,893,045
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,857,590 $1,899,402 $1,899,402 0.06 $1,883,032
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,725,810 $1,725,810 0.05 $1,705,990
Plenti Auto ABS Trust 2025-1 A 5.3953% 12-AUG-2033, 5.40%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,402,060 $1,706,295 $1,706,295 0.05 $1,699,278
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,563,652 $1,577,425 $1,577,425 0.05 $1,572,244
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,576,232 $1,576,232 0.05 $1,573,071
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8121% 25-MAY-2044, 4.81%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,557,807 $1,561,439 $1,561,439 0.05 $1,558,524
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.81%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,538,799 $1,542,546 $1,542,546 0.05 $1,539,667
Commonwealth Bank of Australia FRN 14-APR-2032, 5.64%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,530,090 $1,530,090 0.05 $1,516,858
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AG5 - 1,497,000 $1,510,482 $1,510,482 0.05 $1,485,865
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,476,142 $1,476,142 0.04 $1,467,862
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.9621% 25-FEB-2044, 4.96%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,471,594 $1,475,074 $1,475,074 0.04 $1,472,234
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,557,605 $1,459,179 $1,459,179 0.04 $1,457,129
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7121% 25-JAN-2045, 4.71%, 01/25/45 CAS 2025-R01 20755JAB9 - 1,425,758 $1,428,564 $1,428,564 0.04 $1,425,951
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,410,769 $1,410,769 0.04 $1,372,745
Connecticut Avenue Securities Trust 2022-R01 1M2 5.5121% 25-DEC-2041, 5.51%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,300,000 $1,306,243 $1,306,243 0.04 $1,303,456
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,284,162 $1,284,162 0.04 $1,267,912
Connecticut Avenue Securities Trust 2022-R04 1M2 6.7121% 25-MAR-2042, 6.71%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,281,823 $1,281,823 0.04 $1,278,534
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,270,343 $1,270,343 0.04 $1,268,028
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,197,177 $1,197,177 0.04 $1,176,637
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6121% 25-JUN-2043, 5.61%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,178 $1,049,178 0.03 $1,046,895
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.4621% 25-NOV-2043, 5.46%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,020,662 $1,020,662 0.03 $1,018,507
Westpac Banking Corporation FRN 10-AUG-2026, 5.18%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $993,222 $993,222 0.03 $989,026
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $977,230 $977,230 0.03 $968,968
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.50%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,324,232 $941,795 $941,795 0.03 $936,970
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3121% 25-JUL-2043, 5.31%, 07/25/43 CAS 2023-R06 20754EAA3 - 936,885 $941,019 $941,019 0.03 $939,084
Connecticut Avenue Securities Trust 2025-R02 1M1 4.7621% 25-FEB-2045, 4.76%, 02/25/45 CAS 2025-R02 20754TAC6 - 936,245 $938,125 $938,125 0.03 $936,391
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $891,928 $891,928 0.03 $891,240
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $866,576 $866,576 0.03 $865,587
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.0621% 25-OCT-2044, 5.06%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 855,079 $856,762 $856,762 0.03 $855,079
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6121% 25-MAY-2043, 5.61%, 05/25/43 STACR 2023-HQA1 35564KX79 - 807,275 $813,180 $813,180 0.02 $811,418
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $729,636 $729,636 0.02 $728,985
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7121% 25-FEB-2044, 4.71%, 02/25/44 CAS 2024-R02 20754GAA8 - 722,280 $723,634 $723,634 0.02 $722,311
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $717,426 $717,426 0.02 $706,620
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $709,552 $709,552 0.02 $703,348
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $705,082 $705,082 0.02 $700,571
Connecticut Avenue Securities Trust 2024-R03 2M1 4.7621% 25-MAR-2044, 4.76%, 03/25/44 CAS 207941AA3 - 618,258 $619,433 $619,433 0.02 $618,288
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $399,402 $399,402 0.01 $397,740
National Australia Bank Limited FRN 09-MAR-2033, 6.24%, 03/09/33 NAB AU3FN0075966 - 310,000 $223,343 $223,343 0.01 $223,306
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $105,280 $105,280 0.00 $104,769
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,060 $-77,756,271 $0 0.00 $0
US 2YR NOTE (CBT) Sep26 SEP 26 TUU6 FUTURES_USD - -3,477 $-716,180,506 $0 0.00 $0
CAN 2YR BOND FUT Sep26 SEP 26 CVU6 FUTURES_CAD - -322.00 $-24,266,349 $0 0.00 $0
EURO-SCHATZ FUT Sep26 SEP 26 DUU6 FUTURES_EUR - -94.00 $-11,456,521 $0 0.00 $0
US 5YR NOTE (CBT) Sep26 SEP 26 FVU6 FUTURES_USD - -351.00 $-37,422,633 $-0 0.00 $-0
HCA INC 0% 06/10/2026, 0.00%, 06/10/26 HCA 40412DFA2 - 40,000,000 $39,990,908 $39,990,908 1.22 $39,990,908
AUTONATION INC 0% 06/09/2026, 0.00%, 06/09/26 AUTONA 05330NF95 - 38,200,000 $38,195,660 $38,195,660 1.16 $38,195,660
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/22/2026, 0.00%, 06/22/26 STLACP 85855KFN7 - 33,000,000 $32,943,946 $32,943,946 1.00 $32,943,946
ENBRIDGE INC 0% 06/24/2026, 0.00%, 06/24/26 ENB 292976TR8 - 45,000,000 $32,238,030 $32,238,030 0.98 $32,238,030
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/25/2026, 0.00%, 06/25/26 STLACP 85855KFR8 - 17,250,000 $17,214,218 $17,214,218 0.52 $17,214,218
GLOBAL PAYMENTS INC 0% 06/09/2026, 0.00%, 06/09/26 GPN 37961DF96 - 15,750,000 $15,748,201 $15,748,201 0.48 $15,748,201
STELLANTIS FINANCIAL SERVICES US CORP 0% 06/09/2026, 0.00%, 06/09/26 STLACP 85855KF98 - 14,450,000 $14,448,291 $14,448,291 0.44 $14,448,291
SEGREGATED CASH SEGCASH $0.00 6,838,316 $6,838,316 $6,838,316 0.21 $6,838,316
NEW ZEALAND DOLLAR NZD - 6,923,427 $4,030,122 $4,030,122 0.12 $4,030,122
ENBRIDGE INC 0% 06/25/2026, 0.00%, 06/25/26 ENB 292976TS6 - 4,500,000 $3,223,545 $3,223,545 0.10 $3,223,545
EURO EUR - 1,457,746 $1,682,532 $1,682,532 0.05 $1,682,532
AUSTRALIAN DOLLARS AUD - 2,101,556 $1,483,385 $1,483,385 0.05 $1,483,385
CANADIAN DOLLAR CAD - 1,370,482 $983,024 $983,024 0.03 $983,024
BRITISH POUND GBP - -373,669 $-498,605 $-498,605 -0.02 $-498,605
US DOLLARS USD MD_142224 - -32,510,333 $-32,510,333 $-32,510,333 -0.99 $-32,510,333
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $43,872,823 $43,872,823 1.34 $43,872,823
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-43,872,823 $-43,872,823 -1.34 $-43,872,823
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $62,022,679 $62,022,679 1.89 $62,022,679
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-62,022,679 $-62,022,679 -1.89 $-62,022,679
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $78,117,724 $78,117,724 2.38 $78,117,724
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-78,117,724 $-78,117,724 -2.38 $-78,117,724
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $78,117,724 $78,117,724 2.38 $78,117,724
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-78,117,724 $-78,117,724 -2.38 $-78,117,724
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $80,504,331 $80,504,331 2.45 $80,504,331
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-80,504,331 $-80,504,331 -2.45 $-80,504,331
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 60 PAYER GS_US_SW @14.81C 60, 1.00%, 07/15/26 - XXDC3I UCAXXDC3I $60.00 476,100,000 $-476,100,000 $221,853 0.01 $221,853
3 MONTH SOFR FUT Mar28 MAR 28 SFRH8 FUTURES_USD - -649.00 $-155,808,675 $0 0.00 $0
3 MONTH SOFR FUT Mar27 MAR 27 SFRH7 FUTURES_USD - 649.00 $155,646,425 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS46V1-5Y 15Jul26 70 PAYER GS_US_SW @8.25C 70, 1.00%, 07/15/26 - UCAXXDC3J $70.00 -476,100,000 $476,100,000 $-103,947 0.00 $-103,947
FX Forward|NZD|07/24/2026 +NZD0 - -1,340,000 $-781,181 $-781,181 -0.02 $-781,181
FX Forward|USD|07/24/2026 +NZD0 - 794,053 $794,053 $794,053 0.02 $794,053
FX Forward|AUD|07/24/2026 +AUD1 - -516,950,000 $-364,548,352 $-364,548,352 -11.09 $-364,548,352
FX Forward|USD|07/24/2026 +AUD1 - 367,993,442 $367,993,442 $367,993,442 11.20 $367,993,442
FX Forward|CAD|07/24/2026 +CADU - -78,410,000 $-56,349,441 $-56,349,441 -1.71 $-56,349,441
FX Forward|USD|07/24/2026 +CADU - 57,229,274 $57,229,274 $57,229,274 1.74 $57,229,274
FX Forward|GBP|07/24/2026 +GBP1 - -39,690,000 $-52,954,683 $-52,954,683 -1.61 $-52,954,683
FX Forward|USD|07/24/2026 +GBP1 - 53,832,539 $53,832,539 $53,832,539 1.64 $53,832,539
FX Forward|EUR|07/24/2026 +EUR0 - -12,610,000 $-14,581,140 $-14,581,140 -0.44 $-14,581,140
FX Forward|USD|07/24/2026 +EUR0 - 14,938,370 $14,938,370 $14,938,370 0.45 $14,938,370
FX Forward|AUD|07/24/2026 +AUDU - 4,000,000 $2,820,763 $2,820,763 0.09 $2,820,763
FX Forward|USD|07/24/2026 +AUDU - -2,865,010 $-2,865,010 $-2,865,010 -0.09 $-2,865,010
FX Forward|CAD|07/24/2026 +CADU - 1,000,000 $718,651 $718,651 0.02 $718,651
FX Forward|USD|07/24/2026 +CADU - -737,673 $-737,673 $-737,673 -0.02 $-737,673
FX Forward|AUD|07/24/2026 +AUD1 - 1,200,000 $846,229 $846,229 0.03 $846,229
FX Forward|USD|07/24/2026 +AUD1 - -861,278 $-861,278 $-861,278 -0.03 $-861,278
FX Forward|AUD|07/24/2026 +AUD0 - 2,000,000 $1,410,381 $1,410,381 0.04 $1,410,381
FX Forward|USD|07/24/2026 +AUD0 - -1,446,521 $-1,446,521 $-1,446,521 -0.04 $-1,446,521
FX Forward|AUD|07/24/2026 +AUD1 - 14,000,000 $9,872,670 $9,872,670 0.30 $9,872,670
FX Forward|USD|07/24/2026 +AUD1 - -10,146,966 $-10,146,966 $-10,146,966 -0.31 $-10,146,966
FX Forward|AUD|07/24/2026 +AUD2 - 3,000,000 $2,115,572 $2,115,572 0.06 $2,115,572
FX Forward|USD|07/24/2026 +AUD2 - -2,128,928 $-2,128,928 $-2,128,928 -0.06 $-2,128,928
FX Forward|AUD|07/24/2026 +AUD0 - 20,000,000 $14,103,815 $14,103,815 0.43 $14,103,815
FX Forward|USD|07/24/2026 +AUD0 - -14,239,152 $-14,239,152 $-14,239,152 -0.43 $-14,239,152
FX Forward|CAD|06/24/2026 +CADU - -45,000,000 $-32,297,875 $-32,297,875 -0.98 $-32,297,875
FX Forward|USD|06/24/2026 +CADU - 32,663,485 $32,663,485 $32,663,485 0.99 $32,663,485
FX Forward|CAD|06/25/2026 +CADU - -4,500,000 $-3,229,932 $-3,229,932 -0.10 $-3,229,932
FX Forward|USD|06/25/2026 +CADU - 3,263,544 $3,263,544 $3,263,544 0.10 $3,263,544
FX Forward|AUD|07/24/2026 +AUDU - 1,500,000 $1,057,786 $1,057,786 0.03 $1,057,786
FX Forward|USD|07/24/2026 +AUDU - -1,074,915 $-1,074,915 $-1,074,915 -0.03 $-1,074,915
FX Forward|AUD|07/24/2026 +AUD0 - -9,512,439 $-6,708,084 $-6,708,084 -0.20 $-6,708,084
FX Forward|USD|07/24/2026 +AUD0 - 6,785,630 $6,785,630 $6,785,630 0.21 $6,785,630
FX Forward|AUD|07/24/2026 - - 4,000,000 $2,820,763 $2,820,763 0.09 $2,820,763
FX Forward|USD|07/24/2026 - - -2,821,744 $-2,821,744 $-2,821,744 -0.09 $-2,821,744

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