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 March 19, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Amazon.com, Inc. 4.0% 13-MAR-2029, 4.00%, 03/13/29 AMZN 023135DC7 - - 45,170,000 $44,980,079 $44,980,079 1.45 $44,944,946
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,171,771 $44,171,771 1.43 $43,775,850
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - - 33,151,000 $32,943,448 $32,943,448 1.07 $32,750,712
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $27,373,610 $27,373,610 0.88 $27,260,853
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $26,272,637 $26,272,637 0.84 $25,992,392
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $26,045,008 $26,045,008 0.83 $25,575,074
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,108,019 $25,108,019 0.80 $24,916,660
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - - 25,000,000 $25,088,983 $25,088,983 0.80 $24,912,500
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 24,331,000 $24,284,069 $24,284,069 0.78 $23,887,085
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $24,125,051 $24,125,051 0.77 $23,887,773
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,373,503 $23,373,503 0.75 $23,001,640
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,152,726 $23,152,726 0.74 $23,132,327
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 $23,140,430 $23,140,430 0.74 $23,060,665
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - - 21,800,000 $21,575,804 $21,575,804 0.69 $21,533,082
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $21,224,745 $21,224,745 0.68 $21,004,920
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $20,725,663 $20,725,663 0.66 $20,688,070
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,556,107 $20,556,107 0.66 $20,011,327
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $20,422,236 $20,422,236 0.65 $20,256,182
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,517,801 $20,418,847 $20,418,847 0.65 $20,405,159
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,275,625 $20,275,625 0.65 $19,924,108
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,490,572 $19,490,572 0.62 $19,477,552
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,477,996 $19,477,996 0.62 $19,042,530
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,190,450 $19,190,450 0.61 $19,150,270
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 $18,910,501 $18,910,501 0.61 $18,817,220
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,601,602 $18,601,602 0.60 $18,549,926
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,781,541 $17,781,541 0.57 $17,685,427
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,648,294 $17,648,294 0.57 $17,569,450
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,559,956 $17,559,956 0.56 $17,152,747
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,508,341 $17,508,341 0.56 $17,418,215
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,453,469 $17,453,469 0.56 $17,131,134
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,428,299 $17,428,299 0.56 $17,085,387
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,150,730 $17,150,730 0.55 $17,020,760
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $16,972,351 $16,972,351 0.54 $16,959,570
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,931,119 $16,931,119 0.54 $16,691,926
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - - 12,500,000 $16,458,373 $16,458,373 0.53 $16,455,062
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - - 12,385,000 $16,284,461 $16,284,461 0.52 $16,281,380
Barclays PLC 1.125% 22-MAR-2031, 1.12%, 03/22/31 BACR BO5828138 - - 13,933,000 $16,220,170 $16,220,170 0.52 $16,041,679
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $16,047,552 $16,047,552 0.51 $15,692,556
NOW Trust 2024-1 A 5.3291% 14-JUN-2032, 5.35%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 22,525,817 $15,909,442 $15,909,442 0.51 $15,900,150
UBS AG Stamford Branch FRN 16-MAR-2029, 4.48%, 03/16/29 UBS 90261AAF9 - - 15,750,000 $15,785,104 $15,785,104 0.51 $15,777,283
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - - 15,100,000 $15,410,988 $15,410,988 0.49 $15,159,070
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,248,787 $15,248,787 0.49 $14,935,128
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,217,593 $15,217,593 0.49 $15,068,905
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,152,724 $15,152,724 0.49 $14,971,369
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,147,658 $15,147,658 0.49 $14,876,994
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - - 15,125,000 $15,100,021 $15,100,021 0.48 $15,081,325
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 14,966,417 $15,050,225 $15,050,225 0.48 $14,931,741
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - - 14,948,000 $14,800,906 $14,800,906 0.47 $14,668,243
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,743,938 $14,743,938 0.47 $14,632,761
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $14,739,610 $14,739,610 0.47 $14,662,204
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,675,343 $14,675,343 0.47 $14,656,881
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - - 14,284,000 $14,673,707 $14,673,707 0.47 $14,369,735
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,558,471 $14,558,471 0.47 $14,279,066
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 $14,486,538 $14,486,538 0.46 $14,439,055
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 15,500,000 $14,439,303 $14,439,303 0.46 $14,264,390
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - - 13,900,000 $14,347,898 $14,347,898 0.46 $14,253,326
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,343,099 $14,343,099 0.46 $14,006,819
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - - 14,000,000 $14,296,398 $14,296,398 0.46 $14,221,950
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,138,511 $14,138,511 0.45 $14,128,705
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,133,798 $14,133,798 0.45 $13,861,090
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $14,006,304 $14,006,304 0.45 $13,957,796
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $13,817,811 $13,817,811 0.44 $13,571,616
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $13,813,826 $13,813,826 0.44 $13,806,733
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,805,011 $13,805,011 0.44 $13,798,041
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,694,799 $13,694,799 0.44 $13,586,506
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,693,622 $13,693,622 0.44 $13,542,967
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,615,081 $13,615,081 0.44 $13,342,281
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,560,235 $13,560,235 0.43 $13,523,874
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,533,787 $13,533,787 0.43 $13,196,844
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $13,527,248 $13,527,248 0.43 $13,471,839
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,083,487 $13,083,487 0.42 $13,042,909
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,081,201 $13,081,201 0.42 $12,838,245
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $13,068,984 $13,068,984 0.42 $12,787,763
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,994,311 $12,994,311 0.42 $12,737,813
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,994,116 $12,994,116 0.42 $12,623,567
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $12,981,181 $12,981,181 0.42 $12,851,847
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,962,896 $12,962,896 0.42 $12,686,081
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $12,952,277 $12,952,277 0.42 $12,397,172
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $12,914,704 $12,914,704 0.41 $12,880,096
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $12,878,159 $12,878,159 0.41 $12,778,772
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 $12,822,096 $12,822,096 0.41 $12,781,029
NOW Trust 2025-1 A 5.0791% 14-FEB-2034, 5.10%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 17,886,414 $12,601,008 $12,601,008 0.40 $12,593,974
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $12,581,850 $12,581,850 0.40 $12,356,506
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.57%, 12/25/55 BVINV 2025-4 67647DAU3 - - 12,530,709 $12,570,427 $12,570,427 0.40 $12,530,684
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - - 12,556,000 $12,565,174 $12,565,174 0.40 $12,565,174
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $12,303,198 $12,303,198 0.39 $12,265,798
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,222,868 $12,222,868 0.39 $12,140,723
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,157,143 $12,157,143 0.39 $12,054,447
Connecticut Avenue Securities Trust 2022-R03 1M2 7.16721% 25-MAR-2042, 7.17%, 03/25/42 CAS 2022-R03 20753XAB0 - - 11,830,738 $12,145,953 $12,145,953 0.39 $12,091,779
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,145,269 $12,145,269 0.39 $12,034,677
RAF ABS Series 2025-1 A 4.805% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 17,193,258 $12,108,420 $12,108,420 0.39 $12,092,494
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $11,943,436 $11,943,436 0.38 $11,866,519
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $11,837,454 $11,837,454 0.38 $11,826,842
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,751,050 $11,751,050 0.38 $11,514,073
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $11,748,340 $11,748,340 0.38 $11,704,188
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 $11,657,147 $11,657,147 0.37 $11,619,023
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,646,846 $11,646,846 0.37 $11,575,728
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,484,625 $11,629,930 $11,629,930 0.37 $11,533,778
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,609,025 $11,609,025 0.37 $11,541,410
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.03%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $11,572,039 $11,572,039 0.37 $11,435,954
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,144,497 $11,144,497 0.36 $11,034,085
BX Commercial Mortgage Trust 2026-CSMO A 5.05965% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - - 11,020,000 $11,055,102 $11,055,102 0.35 $11,011,662
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,643,608 $10,643,608 0.34 $10,549,124
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,506,411 $10,506,411 0.34 $10,499,023
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - - 10,232,000 $10,472,529 $10,472,529 0.34 $10,259,419
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,391,129 $10,391,129 0.33 $10,128,160
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,314,517 $10,314,517 0.33 $10,170,717
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - - 14,300,000 $10,314,171 $10,314,171 0.33 $10,211,411
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - - 10,454,000 $10,275,056 $10,275,056 0.33 $10,253,085
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,245,657 $10,245,657 0.33 $10,147,439
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,165,555 $10,165,555 0.33 $10,040,166
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - - 10,000,000 $10,039,530 $10,039,530 0.32 $9,930,016
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - - 10,105,000 $9,968,612 $9,968,612 0.32 $9,854,580
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - - 10,000,000 $9,967,139 $9,967,139 0.32 $9,896,506
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - - 10,000,000 $9,963,810 $9,963,810 0.32 $9,952,553
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,958,418 $9,958,418 0.32 $9,726,927
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,901,836 $9,901,836 0.32 $9,737,338
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 $9,731,729 $9,731,729 0.31 $9,690,252
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,699,375 $9,699,375 0.31 $9,539,560
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,740,700 $9,648,256 $9,648,256 0.31 $9,577,284
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $9,621,886 $9,621,886 0.31 $9,576,916
Connecticut Avenue Securities Trust 2024-R06 1M2 5.26721% 25-SEP-2044, 5.27%, 09/25/44 CAS 2024-R06 20755RAC9 - - 9,483,434 $9,522,530 $9,522,530 0.31 $9,490,617
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,502,053 $9,502,053 0.30 $9,390,750
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,453,650 $9,453,650 0.30 $9,352,629
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,326,948 $9,326,948 0.30 $9,208,673
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $9,173,890 $9,173,890 0.29 $8,969,988
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,167,428 $9,167,428 0.29 $9,080,491
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,136,017 $9,136,017 0.29 $8,948,415
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,955,872 $8,955,872 0.29 $8,780,357
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - - 8,800,000 $8,863,267 $8,863,267 0.28 $8,808,120
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - - 8,767,000 $8,757,766 $8,757,766 0.28 $8,683,246
Macquarie Bank Limited FRN 01-MAR-2034, 5.62%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,754,672 $8,754,672 0.28 $8,732,224
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 8,489,000 $8,652,974 $8,652,974 0.28 $8,571,998
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,560,977 $8,560,977 0.27 $8,468,736
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,558,130 $8,558,130 0.27 $8,523,773
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,535,222 $8,535,222 0.27 $8,489,169
Plenti PL & Green ABS Trust 2024-2 A1 5.1091% 11-APR-2036, 5.11%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 12,013,075 $8,476,013 $8,476,013 0.27 $8,465,364
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,280,910 $8,280,910 0.27 $8,114,750
Connecticut Avenue Securities Trust 2022-R02 2M2 6.66721% 25-JAN-2042, 6.67%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,077,009 $8,210,479 $8,210,479 0.26 $8,176,074
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,158,507 $8,158,507 0.26 $8,130,018
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,156,775 $8,156,775 0.26 $7,937,729
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,152,049 $8,152,049 0.26 $7,967,402
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,029,871 $8,029,871 0.26 $7,950,037
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,007,928 $8,007,928 0.26 $7,998,999
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $7,972,547 $7,972,547 0.26 $7,943,380
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 $7,965,811 $7,965,811 0.26 $7,930,149
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,948,228 $7,948,228 0.25 $7,768,300
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,769,687 $7,769,687 0.25 $7,668,900
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,753,927 $7,753,927 0.25 $7,606,963
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,674,187 $7,674,187 0.25 $7,662,183
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,586,640 $7,586,640 0.24 $7,529,612
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - - 7,435,000 $7,420,537 $7,420,537 0.24 $7,358,042
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - - 7,000,000 $7,341,833 $7,341,833 0.24 $7,136,451
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,328,745 $7,328,745 0.23 $7,287,332
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $7,277,450 $7,277,450 0.23 $7,227,531
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,206,759 $7,206,759 0.23 $7,068,159
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 $7,134,117 $7,134,117 0.23 $7,104,861
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,120,265 $7,120,265 0.23 $7,010,890
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $7,106,676 $7,106,676 0.23 $7,065,350
UBS Group AG FRN 23-DEC-2029, 4.91%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,060,775 $7,060,775 0.23 $6,984,162
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $7,036,225 $7,036,225 0.23 $6,866,566
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $7,003,737 $7,003,737 0.22 $6,842,945
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,000,208 $7,000,208 0.22 $6,998,373
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $6,951,968 $6,951,968 0.22 $6,925,982
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,907,179 $6,907,179 0.22 $6,887,964
Westpac Banking Corporation FRN 03-APR-2034, 5.62%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,899,273 $6,899,273 0.22 $6,821,102
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,815,806 $6,815,806 0.22 $6,808,322
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,783,444 $6,783,444 0.22 $6,642,012
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 $6,771,956 $6,771,956 0.22 $6,737,846
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,741,220 $6,741,220 0.22 $6,591,540
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,714,787 $6,714,787 0.22 $6,565,948
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,592,993 $6,592,993 0.21 $6,568,524
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,548,943 $6,548,943 0.21 $6,507,140
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,527,047 $6,527,047 0.21 $6,473,016
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.38%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 9,177,351 $6,492,665 $6,492,665 0.21 $6,484,101
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 $6,473,679 $6,473,679 0.21 $6,453,608
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,472,938 $6,472,938 0.21 $6,466,033
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,465,653 $6,465,653 0.21 $6,304,201
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,463,203 $6,463,203 0.21 $6,271,379
Bank of New York Mellon Corp Preferred Shs Depositoty Receipt Repr 1/100th Pfd Shs Series M, 5.62%, 06/20/99 BK 064058AS9 - - 6,514,000 $6,460,907 $6,460,907 0.21 $6,445,640
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,402,093 $6,402,093 0.21 $6,331,337
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,251,768 $6,251,768 0.20 $6,202,097
Connecticut Avenue Securities Trust 2025-R01 1M2 5.16721% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,215,573 $6,215,573 0.20 $6,195,089
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 8,682,940 $6,132,032 $6,132,032 0.20 $6,129,420
Insurance Australia Group Limited FRN 15-DEC-2036, 6.16%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $6,079,400 $6,079,400 0.19 $6,074,322
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $6,015,039 $6,015,039 0.19 $5,943,782
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - - 6,000,000 $6,000,222 $6,000,222 0.19 $5,979,539
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,970,632 $5,970,632 0.19 $5,910,794
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $5,944,295 $5,944,295 0.19 $5,879,972
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 $5,929,321 $5,929,321 0.19 $5,911,123
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,905,011 $5,905,011 0.19 $5,814,984
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,828,187 $5,828,187 0.19 $5,740,961
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,766,825 $5,766,825 0.18 $5,762,012
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,750,244 $5,750,244 0.18 $5,704,030
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.87%, 07/25/45 CAS 2025-R05 20753CAB6 - - 5,657,296 $5,674,877 $5,674,877 0.18 $5,657,286
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - - 4,195,000 $5,589,715 $5,589,715 0.18 $5,478,986
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,503,793 $5,503,793 0.18 $5,379,897
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 $5,498,899 $5,498,899 0.18 $5,482,366
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 5,461,495 $5,490,960 $5,490,960 0.18 $5,472,376
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,472,778 $5,472,778 0.18 $5,430,647
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 $5,195,040 $5,195,040 0.17 $5,178,772
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,207,200 $5,178,414 $5,178,414 0.17 $5,160,926
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,171,986 $5,171,986 0.17 $5,169,237
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,146,751 $5,146,751 0.16 $5,044,320
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,137,830 $5,137,830 0.16 $5,019,948
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,099,282 $5,136,716 $5,136,716 0.16 $5,133,200
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,111,732 $5,111,732 0.16 $5,046,420
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,080,873 $5,080,873 0.16 $5,040,040
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,026,094 $5,026,094 0.16 $5,008,768
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 $5,025,883 $5,025,883 0.16 $5,017,186
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - - 5,170,000 $4,969,081 $4,969,081 0.16 $4,964,933
Macquarie Bank Limited FRN 17-JUN-2031, 5.28%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,921,467 $4,921,467 0.16 $4,919,337
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 4,856,607 $4,848,791 $4,848,791 0.16 $4,845,173
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,815,398 $4,815,398 0.15 $4,713,810
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,745,540 $4,745,540 0.15 $4,642,119
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,658,596 $4,658,596 0.15 $4,602,162
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,642,251 $4,642,251 0.15 $4,590,191
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - - 4,500,000 $4,618,623 $4,618,623 0.15 $4,617,190
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,605,729 $4,605,729 0.15 $4,604,634
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,576,831 $4,576,831 0.15 $4,531,196
Connecticut Avenue Securities Trust 2025-R03 2M1 5.26721% 25-MAR-2045, 5.27%, 03/25/45 CAS 2025-R03 20754VAB3 - - 4,438,857 $4,458,719 $4,458,719 0.14 $4,443,781
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,398,996 $4,398,996 0.14 $4,363,292
RESIMAC Bastille Trust 2024-1NC A2 5.3% 13-SEP-2055, 5.30%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 6,217,262 $4,396,369 $4,396,369 0.14 $4,391,922
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 $4,381,158 $4,381,158 0.14 $4,367,578
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 $4,354,497 $4,354,497 0.14 $4,341,398
Connecticut Avenue Securities, Series 2021-R01 1M2 5.21721% 25-OCT-2041, 5.22%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,313,503 $4,339,525 $4,339,525 0.14 $4,325,147
Plenti PL & Green ABS Trust 2025-1 A1G 5.1291% 11-NOV-2036, 5.13%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 6,017,828 $4,247,190 $4,247,190 0.14 $4,241,835
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 $4,220,540 $4,220,540 0.14 $4,205,227
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,101,776 $4,101,776 0.13 $4,081,809
Wendy's Funding, Series 2018-1 2018_A2II 3.884% 15-MAR-2048, 3.88%, 03/15/48 WEN 2018-1A 95058XAE8 - - 4,120,039 $4,044,366 $4,044,366 0.13 $4,042,144
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,031,831 $4,031,831 0.13 $3,956,730
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - - 3,905,000 $3,902,936 $3,902,936 0.13 $3,889,318
Liberty Series 2024-1 Auto A 5.005% 25-MAY-2032, 5.00%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 5,330,345 $3,771,859 $3,771,859 0.12 $3,760,031
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,748,387 $3,748,387 0.12 $3,740,255
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,703,411 $3,703,411 0.12 $3,640,070
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.51%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,692,175 $3,692,175 0.12 $3,689,273
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,688,607 $3,688,607 0.12 $3,601,727
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,644,216 $3,644,216 0.12 $3,618,481
Plenti PL & Green ABS Trust 2025-1 A1 5.1291% 11-NOV-2036, 5.13%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 5,143,443 $3,631,257 $3,631,257 0.12 $3,626,680
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - - 3,600,000 $3,573,446 $3,573,446 0.11 $3,568,221
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,443,385 $3,443,385 0.11 $3,385,353
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,310,671 $3,310,671 0.11 $3,231,213
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,285,804 $3,285,804 0.11 $3,256,554
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,285,010 $3,285,010 0.11 $3,274,679
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - - 3,250,000 $3,268,871 $3,268,871 0.10 $3,256,873
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,080,232 $3,080,232 0.10 $3,045,748
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,076,786 $3,076,786 0.10 $3,058,271
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,934,989 $2,934,989 0.09 $2,895,085
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,906,199 $2,906,199 0.09 $2,880,325
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,904,461 $2,904,461 0.09 $2,893,939
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,826,445 $2,826,445 0.09 $2,750,278
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 $2,797,985 $2,797,985 0.09 $2,788,868
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,705,122 $2,705,122 0.09 $2,700,477
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 $2,634,373 $2,634,373 0.08 $2,626,382
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,565,681 $2,565,681 0.08 $2,541,684
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,498,415 $2,520,894 $2,520,894 0.08 $2,519,189
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 $2,483,165 $2,483,165 0.08 $2,474,555
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,359,646 $2,359,646 0.08 $2,348,121
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,235,152 $2,235,152 0.07 $2,188,265
Connecticut Avenue Securities Trust 2025-R01 1M1 4.76721% 25-JAN-2045, 4.77%, 01/25/45 CAS 2025-R01 20755JAB9 - - 2,221,011 $2,226,376 $2,226,376 0.07 $2,219,611
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 $2,190,529 $2,190,529 0.07 $2,183,532
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,154,335 $2,154,335 0.07 $2,152,099
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,070,337 $2,100,879 $2,100,879 0.07 $2,099,204
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,070,337 $2,099,139 $2,099,139 0.07 $2,097,506
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.87%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,088,054 $2,094,281 $2,094,281 0.07 $2,087,788
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,086,562 $2,086,562 0.07 $2,069,743
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 1,943,869 $2,006,348 $2,006,348 0.06 $1,985,728
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 $2,000,514 $2,000,514 0.06 $1,994,311
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 $1,980,902 $1,980,902 0.06 $1,969,771
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $1,970,232 $1,970,232 0.06 $1,960,843
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.05%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 2,610,949 $1,841,752 $1,841,752 0.06 $1,839,719
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 1,722,041 $1,735,233 $1,735,233 0.06 $1,734,044
Connecticut Avenue Securities Trust 2025-R02 1M1 4.81721% 25-FEB-2045, 4.82%, 02/25/45 CAS 2025-R02 20754TAC6 - - 1,728,892 $1,734,412 $1,734,412 0.06 $1,729,091
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,707,833 $1,707,833 0.05 $1,705,411
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,586,435 $1,586,435 0.05 $1,556,541
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,470,143 $1,470,143 0.05 $1,451,573
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 $1,469,030 $1,469,030 0.05 $1,465,786
Connecticut Avenue Securities Trust 2024-R02 1M1 4.76721% 25-FEB-2044, 4.77%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,337,073 $1,340,724 $1,340,724 0.04 $1,336,652
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,291,612 $1,291,612 0.04 $1,271,315
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,262,131 $1,262,131 0.04 $1,253,388
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,178,531 $1,178,531 0.04 $1,171,876
Connecticut Avenue Securities Trust 2023-R06 1M1 5.36721% 25-JUL-2043, 5.37%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,170,917 $1,178,467 $1,178,467 0.04 $1,174,452
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 $1,155,452 $1,155,452 0.04 $1,151,412
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 $1,051,166 $1,051,166 0.03 $1,047,380
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.13%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,463,600 $1,036,092 $1,036,092 0.03 $1,034,536
Connecticut Avenue Securities Trust 2024-R03 2M1 4.81721% 25-MAR-2044, 4.82%, 03/25/44 CAS 207941AA3 - - 1,022,939 $1,026,014 $1,026,014 0.03 $1,022,866
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $996,612 $996,612 0.03 $972,895
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $990,694 $990,694 0.03 $986,174
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 $973,337 $973,337 0.03 $969,844
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - - 908,812 $890,033 $890,033 0.03 $888,805
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $860,759 $860,759 0.03 $859,409
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $729,209 $729,209 0.02 $722,069
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - - 764,298 $715,999 $715,999 0.02 $711,219
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.57%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $710,536 $710,536 0.02 $703,580
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $710,216 $710,216 0.02 $696,452
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.11%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $705,670 $705,670 0.02 $705,198
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $699,913 $699,913 0.02 $699,115
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - - 800,000 $569,933 $569,933 0.02 $564,705
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $398,404 $398,404 0.01 $394,251
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $105,884 $105,884 0.00 $104,207
Connecticut Avenue Securities Trust 2024-R05 2M1 4.66721% 25-JUL-2044, 4.67%, 07/25/44 CAS 2024-R05 20754XAB9 - - 63,502 $63,692 $63,692 0.00 $63,503
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-12,916,366 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -308.00 $-33,333,781 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 310.00 $23,724,086 $0 0.00 $0
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-87,930,696 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,575 $-326,615,625 $0 0.00 $0
HCA INC 0% 03/23/2026, 0.00%, 03/23/26 HCA 40412DCP2 - - 91,950,000 $91,907,574 $91,907,574 2.95 $91,907,574
AUTONATION INC 0% 03/20/2026, 0.00%, 03/20/26 AUTONA 05330NCL1 - - 90,300,000 $90,289,588 $90,289,588 2.89 $90,289,588
CONAGRA BRANDS INC 0% 03/20/2026, 0.00%, 03/20/26 CAGPP 20600HCL6 - - 89,500,000 $89,489,681 $89,489,681 2.87 $89,489,681
JABIL INC 0% 03/23/2026, 0.00%, 03/23/26 JBLPP 46652MCP8 - - 88,950,000 $88,919,979 $88,919,979 2.85 $88,919,979
HUMANA INC 0% 03/20/2026, 0.00%, 03/20/26 HUMPP 44486JCL1 - - 60,000,000 $59,993,406 $59,993,406 1.92 $59,993,406
ENERGY TRANSFER LP 0% 03/20/2026, 0.00%, 03/20/26 ENGTRN 29277FCL3 - - 51,600,000 $51,594,257 $51,594,257 1.65 $51,594,257
ENBRIDGE INC 0% 03/20/2026, 0.00%, 03/20/26 ENB 292976QM2 - - 49,780,000 $36,271,006 $36,271,006 1.16 $36,271,006
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - - 45,000,000 $32,709,476 $32,709,476 1.05 $32,709,476
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - - 44,122,000 $32,065,813 $32,065,813 1.03 $32,065,813
HUMANA INC 0% 03/26/2026, 0.00%, 03/26/26 HUMPP 44486JCS6 - - 29,000,000 $28,977,444 $28,977,444 0.93 $28,977,444
GLOBAL PAYMENTS INC 0% 03/20/2026, 0.00%, 03/20/26 GPN 37961DCL2 - - 19,600,000 $19,597,734 $19,597,734 0.63 $19,597,734
JABIL INC 0% 03/20/2026, 0.00%, 03/20/26 JBLPP 46652MCL7 - - 12,500,000 $12,498,430 $12,498,430 0.40 $12,498,430
SEGREGATED CASH SEGCASH - $0.00 6,480,770 $6,480,770 $6,480,770 0.21 $6,480,770
ENBRIDGE INC 0% 03/25/2026, 0.00%, 03/25/26 ENB 292976QS9 - - 7,610,000 $5,542,737 $5,542,737 0.18 $5,542,737
NEW ZEALAND DOLLAR NZD - - 6,516,930 $3,800,358 $3,800,358 0.12 $3,800,358
AUSTRALIAN DOLLARS AUD - - 5,006,144 $3,522,328 $3,522,328 0.11 $3,522,328
EURO EUR - - 1,353,005 $1,557,775 $1,557,775 0.05 $1,557,775
CANADIAN DOLLAR CAD - - 1,519,998 $1,107,588 $1,107,588 0.04 $1,107,588
BRITISH POUND GBP - - -1,129,032 $-1,508,211 $-1,508,211 -0.05 $-1,508,211
US DOLLARS USD MD_142224 - - -256,736,417 $-256,736,417 $-256,736,417 -8.23 $-256,736,417
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.74 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.74 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,972,965 $47,972,965 1.54 $47,972,965
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,972,965 $-47,972,965 -1.54 $-47,972,965
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,952,135 $43,952,135 1.41 $43,952,135
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,952,135 $-43,952,135 -1.41 $-43,952,135
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $62,134,801 $62,134,801 1.99 $62,134,801
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-62,134,801 $-62,134,801 -1.99 $-62,134,801
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $146,141,413 $146,141,413 4.68 $146,141,413
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-146,141,413 $-146,141,413 -4.68 $-146,141,413
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $74,272,967 $74,272,967 2.38 $74,272,967
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-74,272,967 $-74,272,967 -2.38 $-74,272,967
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 4.64 $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 -4.64 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - 6,200,000 $8,282,237 $8,282,237 0.27 $8,282,237
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - - -6,200,000 $-8,282,237 $-8,282,237 -0.27 $-8,282,237
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - 59,400,000 $79,349,176 $79,349,176 2.54 $79,349,176
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - - -59,400,000 $-79,349,176 $-79,349,176 -2.54 $-79,349,176
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - 59,400,000 $79,349,176 $79,349,176 2.54 $79,349,176
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - - -59,400,000 $-79,349,176 $-79,349,176 -2.54 $-79,349,176
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - 122,000,000 $162,973,056 $162,973,056 5.22 $162,973,056
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - - -122,000,000 $-162,973,056 $-162,973,056 -5.22 $-162,973,056
FX Forward|EUR|04/17/2026 +EURU - - -12,560,000 $-14,480,085 $-14,480,085 -0.46 $-14,480,085
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 $-14,613,793 $-14,613,793 -0.47 $-14,613,793
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 $-68,075,194 $-68,075,194 -2.18 $-68,075,194
FX Forward|USD|04/17/2026 +CADU - - 67,442,225 $67,442,225 $67,442,225 2.16 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - - -554,340,000 $-389,901,926 $-389,901,926 -12.50 $-389,901,926
FX Forward|USD|04/17/2026 +AUDU - - 370,252,001 $370,252,001 $370,252,001 11.87 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - - -5,100,000 $-2,977,065 $-2,977,065 -0.10 $-2,977,065
FX Forward|USD|04/17/2026 +NZD1 - - 2,937,661 $2,937,661 $2,937,661 0.09 $2,937,661
FX Forward|AUD|04/17/2026 +AUD1 - - 7,000,000 $4,923,537 $4,923,537 0.16 $4,923,537
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 $-8,300,648 $-8,300,648 -0.27 $-8,300,648
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 $8,792,030 $8,792,030 0.28 $8,792,030
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 $2,461,768 $2,461,768 0.08 $2,461,768
FX Forward|USD|04/17/2026 +AUD1 - - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|CAD|03/20/2026 +CADU - - -30,000,000 $-21,860,313 $-21,860,313 -0.70 $-21,860,313
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 $2,672,777 $2,672,777 0.09 $2,672,777
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 $-14,413,233 $-14,413,233 -0.46 $-14,413,233
FX Forward|USD|03/20/2026 +CADU - - 14,471,138 $14,471,138 $14,471,138 0.46 $14,471,138
FX Forward|CAD|03/25/2026 +CADU - - -4,510,000 $-3,286,652 $-3,286,652 -0.11 $-3,286,652
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 $-2,259,118 $-2,259,118 -0.07 $-2,259,118
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 $2,110,087 $2,110,087 0.07 $2,110,087
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 $-5,743,995 $-5,743,995 -0.18 $-5,743,995
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 $-24,044,631 $-24,044,631 -0.77 $-24,044,631
FX Forward|USD|04/17/2026 +GBPU - - 24,316,938 $24,316,938 $24,316,938 0.78 $24,316,938
FX Forward|AUD|04/17/2026 +AUD0 - - 2,500,000 $1,758,406 $1,758,406 0.06 $1,758,406
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 $12,237,631 $12,237,631 0.39 $12,237,631
FX Forward|USD|04/17/2026 +CADU - - -12,292,951 $-12,292,951 $-12,292,951 -0.39 $-12,292,951
FX Forward|AUD|04/17/2026 +AUDU - - 2,000,000 $1,406,725 $1,406,725 0.05 $1,406,725
FX Forward|USD|04/17/2026 +AUDU - - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|EUR|03/23/2026 +EURU - - -14,089,746 $-16,222,147 $-16,222,147 -0.52 $-16,222,147
FX Forward|USD|03/23/2026 +EURU - - 16,239,657 $16,239,657 $16,239,657 0.52 $16,239,657
FX Forward|AUD|04/17/2026 +AUD0 - - 2,000,000 $1,406,725 $1,406,725 0.05 $1,406,725
FX Forward|USD|04/17/2026 +AUD0 - - -1,422,643 $-1,422,643 $-1,422,643 -0.05 $-1,422,643
FX Forward|CAD|04/23/2026 - - - -29,122,000 $-21,252,201 $-21,252,201 -0.68 $-21,252,201
FX Forward|USD|04/23/2026 - - - 21,257,300 $21,257,300 $21,257,300 0.68 $21,257,300
FX Forward|CAD|04/23/2026 - - - -15,000,000 $-10,946,467 $-10,946,467 -0.35 $-10,946,467
FX Forward|USD|04/23/2026 - - - 10,942,340 $10,942,340 $10,942,340 0.35 $10,942,340
FX Forward|CAD|04/22/2026 - - - -45,000,000 $-32,837,917 $-32,837,917 -1.05 $-32,837,917
FX Forward|USD|04/22/2026 - - - 32,824,313 $32,824,313 $32,824,313 1.05 $32,824,313

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