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 April 8, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Amazon.com, Inc. 4.0% 13-MAR-2029, 4.00%, 03/13/29 AMZN 023135DC7 - 45,170,000 $45,171,854 $45,171,854 1.44 $45,041,363
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,330,424 $44,330,424 1.41 $43,820,526
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 33,151,000 $33,095,479 $33,095,479 1.04 $32,823,134
Bank Australia Limited FRN 21-FEB-2028, 5.69%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,529,114 $27,529,114 0.87 $27,331,834
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,386,312 $26,386,312 0.83 $26,024,149
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $26,092,603 $26,092,603 0.82 $25,558,893
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $25,206,800 $25,206,800 0.80 $24,950,516
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.38%, 01/21/29 GS 38141GD76 - 25,000,000 $25,199,799 $25,199,799 0.80 $24,962,550
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 24,331,000 $24,503,377 $24,503,377 0.77 $24,047,002
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $24,348,450 $24,348,450 0.77 $24,036,027
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,812,022 $23,812,022 0.75 $23,605,159
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,443,643 $23,443,643 0.74 $23,015,257
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 $23,303,463 $23,303,463 0.74 $23,163,076
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $23,231,204 $23,231,204 0.73 $22,819,382
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - 23,425,000 $23,201,680 $23,201,680 0.73 $23,160,881
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,080,367 $22,080,367 0.70 $21,884,317
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,688,429 $21,688,429 0.68 $21,597,959
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - 29,790,000 $21,357,124 $21,357,124 0.67 $21,069,770
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.44%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,720,997 $20,720,997 0.65 $20,633,417
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,604,692 $20,604,692 0.65 $19,993,132
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,550,665 $20,550,665 0.65 $20,356,316
BX Trust 2025-ROIC A 4.82383% 15-FEB-2042, 4.82%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,517,801 $20,493,980 $20,493,980 0.65 $20,425,537
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,361,757 $20,361,757 0.64 $19,959,257
Mizuho Bank Ltd|4.395|04/16/2029, 4.39%, 04/16/29 MIZUHO 60688XBN9 - 20,000,000 $19,959,405 $19,959,405 0.63 $19,959,405
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - 19,530,000 $19,538,348 $19,538,348 0.62 $19,484,098
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,259,953 $19,259,953 0.61 $19,179,591
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,075,998 $19,075,998 0.60 $19,055,384
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.0119% 25-APR-2042, 8.01%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,211,363 $18,844,133 $18,844,133 0.59 $18,783,339
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,703,934 $18,703,934 0.59 $18,600,582
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,457,657 $18,457,657 0.58 $18,429,099
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - 17,744,000 $17,848,680 $17,848,680 0.56 $17,717,448
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,677,483 $17,677,483 0.56 $17,550,316
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,602,964 $17,602,964 0.56 $17,140,093
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,538,205 $17,538,205 0.55 $17,413,831
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,522,688 $17,522,688 0.55 $17,149,316
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,491,035 $17,491,035 0.55 $17,103,802
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - 16,885,000 $17,010,365 $17,010,365 0.54 $16,949,016
Australia and New Zealand Banking Group Limited 1.809% 16-SEP-2031, 1.81%, 09/16/31 ANZ BP9829121 - 12,500,000 $16,600,344 $16,600,344 0.52 $16,580,348
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,564,323 $16,564,323 0.52 $16,550,454
National Australia Bank Limited 1.699% 15-SEP-2031, 1.70%, 09/15/31 NAB BR3192670 - 12,385,000 $16,441,665 $16,441,665 0.52 $16,423,058
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $16,096,747 $16,096,747 0.51 $15,696,176
NOW Trust 2024-1 A 5.35% 14-JUN-2032, 5.35%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 22,525,817 $16,004,869 $16,004,869 0.50 $15,948,937
Honeywell Aerospace, Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAC9 - 16,000,000 $15,911,075 $15,911,075 0.50 $15,870,186
UBS AG Stamford Branch FRN 16-MAR-2029, 4.47%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,814,463 $15,814,463 0.50 $15,767,655
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,469,739 $15,469,739 0.49 $15,181,560
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,305,299 $15,305,299 0.48 $15,043,287
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,209,801 $15,209,801 0.48 $14,992,175
Fidelity National Information Services, Inc. 4.45% 10-MAR-2028, 4.45%, 03/10/28 FIS 31620MCA2 - 15,125,000 $15,163,843 $15,163,843 0.48 $15,109,624
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 14,966,417 $15,146,965 $15,146,965 0.48 $14,990,961
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - 15,250,000 $15,096,855 $15,096,855 0.48 $15,081,160
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - 15,000,000 $15,006,742 $15,006,742 0.47 $14,978,388
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - 15,375,000 $14,944,209 $14,944,209 0.47 $14,931,396
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,832,625 $14,832,625 0.47 $14,664,460
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.81%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,828,816 $14,828,816 0.47 $14,705,343
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,794,611 $14,794,611 0.47 $14,645,712
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - 14,575,000 $14,711,538 $14,711,538 0.46 $14,649,229
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - 14,180,000 $14,624,510 $14,624,510 0.46 $14,309,713
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,547,223 $14,547,223 0.46 $14,345,723
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,372,334 $14,372,334 0.45 $14,233,936
Citigroup Inc. 5.174% 13-FEB-2030, 5.17%, 02/13/30 C 172967PF2 - 14,000,000 $14,366,032 $14,366,032 0.45 $14,253,353
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,358,673 $14,358,673 0.45 $14,354,944
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $14,250,573 $14,250,573 0.45 $14,203,505
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.1619% 25-OCT-2041, 5.16%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 14,083,260 $14,133,571 $14,133,571 0.45 $14,103,281
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,036,538 $14,036,538 0.44 $14,011,414
UBS AG Stamford Branch FRN 17-MAY-2027, 4.28%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,028,906 $14,028,906 0.44 $13,948,192
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,918,429 $13,918,429 0.44 $13,903,992
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,861,744 $13,861,744 0.44 $13,572,635
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.65%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,837,039 $13,837,039 0.44 $13,794,585
Wells Fargo & Company FRN 15-SEP-2029, 4.57%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,816,580 $13,816,580 0.44 $13,774,863
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,749,890 $13,749,890 0.43 $13,569,105
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,739,727 $13,739,727 0.43 $13,595,959
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,627,881 $13,627,881 0.43 $13,313,281
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.54%, 05/25/26 LBRFI BP5662476 - 19,100,000 $13,610,074 $13,610,074 0.43 $13,506,152
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,605,979 $13,605,979 0.43 $13,531,237
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $13,220,473 $13,220,473 0.42 $12,613,738
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,216,966 $13,216,966 0.42 $13,201,016
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,150,538 $13,150,538 0.41 $13,087,932
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $13,122,741 $13,122,741 0.41 $12,847,949
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $13,108,007 $13,108,007 0.41 $12,787,784
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $13,063,842 $13,063,842 0.41 $12,774,191
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $13,019,961 $13,019,961 0.41 $12,857,864
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $13,016,268 $13,016,268 0.41 $12,698,995
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,944,674 $12,944,674 0.41 $12,875,457
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,908,606 $12,908,606 0.41 $12,770,680
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 $12,782,158 $12,782,158 0.40 $12,759,161
NOW Trust 2025-1 A 5.1% 14-FEB-2034, 5.10%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 17,886,414 $12,669,032 $12,669,032 0.40 $12,626,695
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,659,832 $12,659,832 0.40 $12,397,010
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - 12,525,000 $12,646,010 $12,646,010 0.40 $12,608,748
Maple Parent Holdings Corp. 4.75% 26-MAR-2029, 4.75%, 03/26/29 KDP 56530KAA4 - 12,556,000 $12,593,327 $12,593,327 0.40 $12,571,790
Suncorp Group Limited FRN 01-JUN-2037, 6.27%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,378,884 $12,378,884 0.39 $12,299,676
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - 12,100,000 $12,254,813 $12,254,813 0.39 $12,139,460
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,215,155 $12,215,155 0.39 $12,082,895
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,198,921 $12,198,921 0.38 $12,059,933
RAF ABS Series 2025-1 A 4.805% 09-DEC-2031, 4.80%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 17,193,258 $12,180,957 $12,180,957 0.38 $12,133,028
Connecticut Avenue Securities Trust 2022-R03 1M2 7.1619% 25-MAR-2042, 7.16%, 03/25/42 CAS 2022-R03 20753XAB0 - 11,830,738 $12,123,404 $12,123,404 0.38 $12,088,100
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,985,176 $11,985,176 0.38 $11,885,776
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.56%, 12/25/55 BVINV 2025-4 67647DAU3 - 11,912,313 $11,933,403 $11,933,403 0.38 $11,912,270
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,851,230 $11,851,230 0.37 $11,811,815
Commonwealth Bank of Australia FRN 20-AUG-2031, 5.31%, 08/20/31 CBAAU BQ9802662 - 16,600,000 $11,816,813 $11,816,813 0.37 $11,738,448
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - 11,500,000 $11,779,871 $11,779,871 0.37 $11,508,784
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,484,625 $11,716,399 $11,716,399 0.37 $11,583,709
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - 11,486,000 $11,636,662 $11,636,662 0.37 $11,532,341
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,590,307 $11,590,307 0.37 $11,489,138
Teachers Mutual Bank Limited FRN 21-JUN-2027, 5.61%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,498,658 $11,498,658 0.36 $11,468,875
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 11,000,000 $11,178,557 $11,178,557 0.35 $11,039,407
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 11,126,901 $11,144,050 $11,144,050 0.35 $11,123,591
BX Commercial Mortgage Trust 2026-CSMO A 5.07251% 15-FEB-2043, 5.07%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,051,891 $11,051,891 0.35 $11,013,072
American Honda Finance Corp|4.55|04/10/2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,818,406 $10,818,406 0.34 $10,818,406
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,580,877 $10,580,877 0.33 $10,468,829
NRTH Commercial Mortgage Trust 2025-PARK A 5.07327% 15-OCT-2040, 5.07%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,529,579 $10,529,579 0.33 $10,492,641
Westpac Banking Corporation FRN 10-JUL-2034, 5.41%, 07/10/34 WSTP YW1615916 - 14,300,000 $10,369,586 $10,369,586 0.33 $10,236,593
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - 10,157,000 $10,333,752 $10,333,752 0.33 $10,161,193
Connecticut Avenue Securities Trust 2022-R06 1M2 7.5119% 25-MAY-2042, 7.51%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,000,000 $10,313,382 $10,313,382 0.33 $10,282,082
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,258,054 $10,258,054 0.32 $10,255,439
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,255,930 $10,255,930 0.32 $10,128,554
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - 10,020,000 $10,185,985 $10,185,985 0.32 $10,032,568
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $10,167,582 $10,167,582 0.32 $10,161,723
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $10,075,357 $10,075,357 0.32 $9,943,940
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 10,000,000 $10,036,573 $10,036,573 0.32 $10,023,598
Morgan Stanley 4.238% 09-JAN-2030, 4.24%, 01/09/30 MS 61748UAR3 - 10,000,000 $10,019,490 $10,019,490 0.32 $9,926,489
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $10,011,973 $10,011,973 0.32 $9,880,608
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,985,806 $9,985,806 0.32 $9,721,245
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 $9,971,340 $9,971,340 0.31 $9,936,317
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,810,604 $9,810,604 0.31 $9,787,610
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,763,584 $9,763,584 0.31 $9,759,596
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 $9,730,696 $9,730,696 0.31 $9,674,890
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 5.21%, 05/15/26 BENAU Q1457QKG4 - 13,600,000 $9,677,066 $9,677,066 0.31 $9,604,563
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,740,700 $9,638,871 $9,638,871 0.30 $9,540,930
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,562,740 $9,562,740 0.30 $9,426,269
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,497,974 $9,497,974 0.30 $9,372,656
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,245,207 $9,245,207 0.29 $9,235,126
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,215,606 $9,215,606 0.29 $9,103,256
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,988,103 $8,988,103 0.28 $8,791,073
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,974,790 $8,974,790 0.28 $8,959,781
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,899,429 $8,899,429 0.28 $8,821,989
Macquarie Bank Limited FRN 01-MAR-2034, 5.92%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,802,029 $8,802,029 0.28 $8,750,423
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,775,084 $8,775,084 0.28 $8,680,899
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - 8,489,000 $8,690,652 $8,690,652 0.27 $8,587,051
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,611,795 $8,611,795 0.27 $8,539,928
Connecticut Avenue Securities Trust 2024-R06 1M2 5.2619% 25-SEP-2044, 5.26%, 09/25/44 CAS 2024-R06 20755RAC9 - 8,583,421 $8,601,342 $8,601,342 0.27 $8,582,524
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,587,512 $8,587,512 0.27 $8,468,308
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,577,755 $8,577,755 0.27 $8,524,747
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 $8,521,365 $8,521,365 0.27 $8,486,945
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - 8,040,000 $8,326,130 $8,326,130 0.26 $8,139,602
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,196,767 $8,196,767 0.26 $8,146,627
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,183,775 $8,183,775 0.26 $7,975,423
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,180,503 $8,180,503 0.26 $7,931,940
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $8,123,900 $8,123,900 0.26 $7,990,964
Connecticut Avenue Securities Trust 2022-R02 2M2 6.6619% 25-JAN-2042, 6.66%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,963,570 $8,073,535 $8,073,535 0.25 $8,051,430
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,042,694 $8,042,694 0.25 $7,940,553
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - 8,026,000 $8,034,403 $8,034,403 0.25 $8,006,624
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,027,519 $8,027,519 0.25 $8,024,352
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,988,951 $7,988,951 0.25 $7,943,951
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,789,823 $7,789,823 0.25 $7,778,316
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - 7,645,000 $7,787,934 $7,787,934 0.25 $7,664,350
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,781,202 $7,781,202 0.25 $7,616,786
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,701,489 $7,701,489 0.24 $7,670,481
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,610,133 $7,610,133 0.24 $7,533,756
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 7,511,740 $7,591,706 $7,591,706 0.24 $7,570,131
Societe Generale SA 4.45% 12-APR-2030, 4.45%, 04/12/30 SOCGEN 83368RCL4 - 7,435,000 $7,454,298 $7,454,298 0.24 $7,374,340
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.64%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,321,389 $7,321,389 0.23 $7,245,629
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,275,764 $7,275,764 0.23 $7,272,897
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,227,380 $7,227,380 0.23 $7,068,830
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 7,000,000 $7,169,210 $7,169,210 0.23 $7,159,488
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 7,000,000 $7,153,571 $7,153,571 0.23 $7,027,571
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,151,584 $7,151,584 0.23 $7,087,095
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.76%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,001,217 $7,001,217 0.22 $6,981,158
UBS Group AG FRN 23-DEC-2029, 4.53%, 12/23/29 UBS 225401BL1 - 7,000,000 $6,980,258 $6,980,258 0.22 $6,965,439
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,967,377 $6,967,377 0.22 $6,921,642
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,895,490 $6,895,490 0.22 $6,887,399
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,882,190 $6,882,190 0.22 $6,868,617
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 6,832,497 $6,868,889 $6,868,889 0.22 $6,851,014
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,866,106 $6,866,106 0.22 $6,849,937
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 9,500,000 $6,841,502 $6,841,502 0.22 $6,839,225
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.46%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,834,581 $6,834,581 0.22 $6,810,492
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - 6,600,000 $6,801,603 $6,801,603 0.21 $6,640,838
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,768,518 $6,768,518 0.21 $6,600,490
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,610,708 $6,610,708 0.21 $6,569,019
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,585,224 $6,585,224 0.21 $6,579,877
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - 6,500,000 $6,551,788 $6,551,788 0.21 $6,486,950
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.38%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 9,177,351 $6,531,100 $6,531,100 0.21 $6,503,415
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 $6,529,623 $6,529,623 0.21 $6,495,017
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - 4,690,000 $6,528,377 $6,528,377 0.21 $6,317,462
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,504,946 $6,504,946 0.21 $6,454,773
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,497,290 $6,497,290 0.20 $6,475,808
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 6,321,062 $6,415,410 $6,415,410 0.20 $6,394,883
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,406,526 $6,406,526 0.20 $6,318,966
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,313,972 $6,313,972 0.20 $6,296,930
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,263,069 $6,263,069 0.20 $6,195,250
Connecticut Avenue Securities Trust 2025-R01 1M2 5.1619% 25-JAN-2045, 5.16%, 01/25/45 CAS 2025-R01 20755JAC7 - 6,205,000 $6,213,819 $6,213,819 0.20 $6,200,473
Metro Finance 2024-1 Trust|5.2025|09/17/2030, 5.20%, 09/17/30 METR 2024-1 BCC3H5JS3 - 8,682,940 $6,167,734 $6,167,734 0.19 $6,147,642
Insurance Australia Group Limited FRN 15-DEC-2036, 6.62%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,115,564 $6,115,564 0.19 $6,089,279
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,028,795 $6,028,795 0.19 $5,946,348
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,991,963 $5,991,963 0.19 $5,980,381
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - 5,700,000 $5,967,049 $5,967,049 0.19 $5,883,924
Export-Import Bank of Korea FRN 22-SEP-2028, 4.15%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,923,352 $5,923,352 0.19 $5,911,927
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,851,606 $5,851,606 0.18 $5,747,294
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,826,397 $5,826,397 0.18 $5,821,631
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,796,477 $5,796,477 0.18 $5,780,232
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,769,874 $5,769,874 0.18 $5,709,940
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,719,708 $5,719,708 0.18 $5,592,193
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - 5,375,000 $5,517,904 $5,517,904 0.17 $5,377,994
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,500,698 $5,500,698 0.17 $5,443,743
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.8619% 25-MAY-2045, 4.86%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 5,373,551 $5,384,805 $5,384,805 0.17 $5,373,919
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.86%, 07/25/45 CAS 2025-R05 20753CAB6 - 5,337,892 $5,353,001 $5,353,001 0.17 $5,342,187
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 5,181,529 $5,194,285 $5,194,285 0.16 $5,183,896
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,189,501 $5,189,501 0.16 $5,173,691
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,207,200 $5,183,231 $5,183,231 0.16 $5,154,668
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,159,440 $5,159,440 0.16 $5,041,440
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 5,099,282 $5,142,816 $5,142,816 0.16 $5,125,937
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,130,202 $5,130,202 0.16 $5,051,827
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 5,000,000 $5,097,198 $5,097,198 0.16 $5,040,531
Mitsubishi UFJ Financial Group Inc|4.592|04/18/2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,094,000 $5,094,000 0.16 $5,094,000
Connecticut Avenue Securities Trust 2024-R01 1M1 4.7119% 25-JAN-2044, 4.71%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 5,042,979 $5,053,847 $5,053,847 0.16 $5,043,946
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 $5,042,635 $5,042,635 0.16 $5,028,429
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,028,767 $5,028,767 0.16 $5,019,064
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,026,222 $5,026,222 0.16 $5,016,792
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,994,631 $4,994,631 0.16 $4,980,633
Macquarie Bank Limited FRN 17-JUN-2031, 6.24%, 06/17/31 MQGAU BP9745582 - 6,980,000 $4,952,460 $4,952,460 0.16 $4,933,096
BX Commercial Mortgage Trust 2024-AIRC A 5.37124% 15-AUG-2041, 5.36%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,856,607 $4,877,873 $4,877,873 0.15 $4,859,783
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 4,787,527 $4,809,239 $4,809,239 0.15 $4,800,117
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,734,155 $4,734,155 0.15 $4,724,452
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,682,051 $4,682,051 0.15 $4,614,687
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,677,468 $4,677,468 0.15 $4,609,747
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,652,608 $4,652,608 0.15 $4,647,713
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,638,829 $4,638,829 0.15 $4,623,785
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,617,216 $4,617,216 0.15 $4,605,712
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,590,888 $4,590,888 0.14 $4,533,375
Connecticut Avenue Securities Trust 2025-R03 2M1 5.2619% 25-MAR-2045, 5.26%, 03/25/45 CAS 2025-R03 20754VAB3 - 4,438,857 $4,456,743 $4,456,743 0.14 $4,447,011
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.9119% 25-MAR-2044, 4.91%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 4,430,304 $4,437,982 $4,437,982 0.14 $4,428,915
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,413,844 $4,413,844 0.14 $4,367,541
RESIMAC Bastille Trust 2024-1NC A2 5.3007% 13-SEP-2055, 5.30%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 6,217,262 $4,407,225 $4,407,225 0.14 $4,390,017
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 $4,271,588 $4,271,588 0.13 $4,254,278
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 $4,203,002 $4,203,002 0.13 $4,194,427
Connecticut Avenue Securities, Series 2021-R01 1M2 5.2119% 25-OCT-2041, 5.21%, 10/25/41 CAS 2021-R01 20754RAB2 - 4,125,036 $4,138,500 $4,138,500 0.13 $4,129,542
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - 4,075,000 $4,113,402 $4,113,402 0.13 $4,082,896
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,105,299 $4,105,299 0.13 $4,019,745
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 $4,045,685 $4,045,685 0.13 $4,035,017
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,902,013 $3,902,013 0.12 $3,894,387
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.8619% 25-AUG-2044, 4.86%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 3,862,928 $3,871,958 $3,871,958 0.12 $3,864,132
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.7119% 25-JAN-2045, 4.71%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 3,774,393 $3,777,998 $3,777,998 0.12 $3,770,588
Lloyds Banking Group plc FRN 06-MAR-2030, 5.75%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,774,836 $3,774,836 0.12 $3,755,026
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,715,966 $3,715,966 0.12 $3,644,209
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.97%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,714,801 $3,714,801 0.12 $3,696,260
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - 3,600,000 $3,654,848 $3,654,848 0.12 $3,617,741
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 $3,654,276 $3,654,276 0.12 $3,623,404
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 $3,647,680 $3,647,680 0.12 $3,632,886
Liberty Series 2024-1 Auto A 5.25% 25-MAY-2032, 5.25%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 5,123,507 $3,632,159 $3,632,159 0.11 $3,624,357
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,611,464 $3,611,464 0.11 $3,605,438
Western Union Company 4.75% 15-JUN-2029, 4.75%, 06/15/29 WU 959802BB4 - 3,600,000 $3,602,461 $3,602,461 0.11 $3,588,211
Suncorp Group Limited FRN 01-DEC-2038, 6.62%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,305,029 $3,305,029 0.10 $3,283,149
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,294,995 $3,294,995 0.10 $3,257,195
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,261,417 $3,261,417 0.10 $3,254,698
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,090,172 $3,090,172 0.10 $3,048,157
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,088,480 $3,088,480 0.10 $3,064,004
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,917,050 $2,917,050 0.09 $2,883,613
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,903,336 $2,903,336 0.09 $2,897,444
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 $2,711,459 $2,711,459 0.09 $2,690,367
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,704,459 $2,704,459 0.09 $2,696,283
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,580,619 $2,580,619 0.08 $2,553,459
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,498,415 $2,527,320 $2,527,320 0.08 $2,519,141
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.7619% 25-DEC-2031, 4.76%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 2,471,549 $2,479,141 $2,479,141 0.08 $2,474,237
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.4619% 25-NOV-2041, 5.46%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,465,000 $2,478,832 $2,478,832 0.08 $2,473,223
Westpac Banking Corporation FRN 11-NOV-2027, 5.18%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,373,332 $2,373,332 0.07 $2,355,163
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - 3,110,000 $2,248,275 $2,248,275 0.07 $2,195,284
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - 3,270,000 $2,168,247 $2,168,247 0.07 $2,163,366
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 $2,104,331 $2,104,331 0.07 $2,096,490
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 $2,103,563 $2,103,563 0.07 $2,095,520
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.1119% 25-OCT-2044, 5.11%, 10/25/44 STACR 2024-DNA3 35564NFA6 - 2,095,518 $2,100,139 $2,100,139 0.07 $2,095,676
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - 2,100,000 $2,074,910 $2,074,910 0.07 $2,073,390
Connecticut Avenue Securities Trust 2025-R01 1M1 4.7619% 25-JAN-2045, 4.76%, 01/25/45 CAS 2025-R01 20755JAB9 - 2,014,218 $2,017,093 $2,017,093 0.06 $2,013,097
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,943,869 $2,000,540 $2,000,540 0.06 $1,973,893
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,977,191 $1,977,191 0.06 $1,962,556
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.4119% 25-SEP-2042, 9.41%, 09/25/42 STACR 2022-DNA6 35564KH77 - 1,850,000 $1,972,805 $1,972,805 0.06 $1,965,550
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.0119% 25-FEB-2044, 5.01%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 1,960,013 $1,964,467 $1,964,467 0.06 $1,960,374
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.86%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,942,573 $1,946,597 $1,946,597 0.06 $1,942,661
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.8619% 25-MAY-2044, 4.86%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,860,093 $1,863,608 $1,863,608 0.06 $1,859,840
Plenti Auto ABS Trust 2025-1 A 5.05% 12-AUG-2033, 5.05%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,610,949 $1,853,125 $1,853,125 0.06 $1,845,985
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 $1,738,702 $1,738,702 0.05 $1,732,997
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - 1,705,000 $1,710,416 $1,710,416 0.05 $1,703,809
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,601,506 $1,601,506 0.05 $1,566,161
Connecticut Avenue Securities Trust 2025-R02 1M1 4.8119% 25-FEB-2045, 4.81%, 02/25/45 CAS 2025-R02 20754TAC6 - 1,511,814 $1,514,737 $1,514,737 0.05 $1,511,706
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 $1,469,630 $1,469,630 0.05 $1,464,331
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,462,855 $1,462,855 0.05 $1,460,889
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,296,846 $1,296,846 0.04 $1,273,166
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,272,182 $1,272,182 0.04 $1,261,564
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,185,805 $1,185,805 0.04 $1,175,706
Connecticut Avenue Securities Trust 2024-R02 1M1 4.7619% 25-FEB-2044, 4.76%, 02/25/44 CAS 2024-R02 20754GAA8 - 1,161,994 $1,164,100 $1,164,100 0.04 $1,161,794
Connecticut Avenue Securities Trust 2023-R06 1M1 5.3619% 25-JUL-2043, 5.36%, 07/25/43 CAS 2023-R06 20754EAA3 - 1,100,107 $1,104,619 $1,104,619 0.03 $1,102,161
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.5119% 25-NOV-2043, 5.51%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,086,467 $1,093,312 $1,093,312 0.03 $1,090,817
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.6619% 25-JUN-2043, 5.66%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,049,737 $1,049,737 0.03 $1,047,270
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.13%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,463,600 $1,042,256 $1,042,256 0.03 $1,037,225
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $1,000,555 $1,000,555 0.03 $973,930
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - 1,400,000 $996,180 $996,180 0.03 $989,258
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.6619% 25-MAY-2043, 5.66%, 05/25/43 STACR 2023-HQA1 35564KX79 - 914,497 $921,168 $921,168 0.03 $919,010
Connecticut Avenue Securities Trust 2024-R03 2M1 4.8119% 25-MAR-2044, 4.81%, 03/25/44 CAS 207941AA3 - 917,339 $919,006 $919,006 0.03 $917,167
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $891,442 $891,442 0.03 $889,281
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - 656,000 $870,000 $870,000 0.03 $867,734
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $734,565 $734,565 0.02 $726,100
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $715,182 $715,182 0.02 $699,533
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 6.57%, 09/16/31 PFBKAU BR2989365 - 1,000,000 $710,335 $710,335 0.02 $707,284
Wendy's Funding, Series 2021-1 2021_A2I 2.37% 15-JUN-2051, 2.37%, 06/15/51 WEN 2021-1A 95058XAK4 - 762,222 $708,134 $708,134 0.02 $706,930
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - 1,000,000 $704,102 $704,102 0.02 $701,967
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.22%, 10/14/31 BENAU BR8160425 - 800,000 $573,301 $573,301 0.02 $566,442
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $395,841 $395,841 0.01 $395,692
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,542 $106,542 0.00 $104,627
AUST 3YR BOND FUT Jun26 JUN 26 YMM6 AU03Y 29M - -1,205 $-88,428,967 $0 0.00 $0
US 5YR NOTE (CBT) Jun26 JUN 26 FVM6 FUTURES_USD - -279.00 $-30,206,109 $0 0.00 $0
US 2YR NOTE (CBT) Jun26 JUN 26 TUM6 FUTURES_USD - -1,907 $-395,642,906 $0 0.00 $0
CAN 2YR BOND FUT Jun26 JUN 26 CVM6 FUTURES_CAD - 239.00 $18,168,248 $0 0.00 $0
EURO-SCHATZ FUT Jun26 JUN 26 DUM6 FUTURES_EUR - -106.00 $-13,144,164 $0 0.00 $0
HCA INC 0% 04/09/2026, 0.00%, 04/09/26 HCA 40412DD97 - 74,350,000 $74,341,457 $74,341,457 2.35 $74,341,457
JABIL INC 0% 04/09/2026, 0.00%, 04/09/26 JBLPP 46652MD93 - 60,950,000 $60,942,345 $60,942,345 1.92 $60,942,345
AUTONATION INC 0% 04/09/2026, 0.00%, 04/09/26 AUTONA 05330ND97 - 59,400,000 $59,393,151 $59,393,151 1.87 $59,393,151
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 04/27/2026, 0.00%, 04/27/26 FISPP 31622GDT1 - 50,000,000 $49,894,170 $49,894,170 1.57 $49,894,170
HCA INC 0% 04/10/2026, 0.00%, 04/10/26 HCA 40412DDA4 - 43,750,000 $43,745,054 $43,745,054 1.38 $43,745,054
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/20/2026, 0.00%, 04/20/26 STLACP 85855KDL3 - 40,000,000 $39,944,088 $39,944,088 1.26 $39,944,088
ENBRIDGE INC 0% 04/22/2026, 0.00%, 04/22/26 ENB 292976RP4 - 45,000,000 $32,476,141 $32,476,141 1.02 $32,476,141
ENBRIDGE INC 0% 04/23/2026, 0.00%, 04/23/26 ENB 292976RQ2 - 44,122,000 $31,839,945 $31,839,945 1.00 $31,839,945
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/14/2026, 0.00%, 04/14/26 STLACP 85855KDE9 - 30,000,000 $29,979,249 $29,979,249 0.95 $29,979,249
STELLANTIS FINANCIAL SERVICES US CORP 0% 04/09/2026, 0.00%, 04/09/26 STLACP 85855KD90 - 10,950,000 $10,948,737 $10,948,737 0.35 $10,948,737
JABIL INC 0% 04/10/2026, 0.00%, 04/10/26 JBLPP 46652MDA0 - 9,550,000 $9,548,926 $9,548,926 0.30 $9,548,926
SEGREGATED CASH SEGCASH $0.00 8,521,572 $8,521,572 $8,521,572 0.27 $8,521,572
NEW ZEALAND DOLLAR NZD - 6,554,718 $3,826,969 $3,826,969 0.12 $3,826,969
CANADIAN DOLLAR CAD - 2,304,974 $1,665,263 $1,665,263 0.05 $1,665,263
AUSTRALIAN DOLLARS AUD - 2,310,001 $1,630,516 $1,630,516 0.05 $1,630,516
EURO EUR - 1,332,604 $1,558,473 $1,558,473 0.05 $1,558,473
BRITISH POUND GBP - -508,711 $-684,137 $-684,137 -0.02 $-684,137
US DOLLARS USD MD_142224 - -134,802,839 $-134,802,839 $-134,802,839 -4.25 $-134,802,839
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.72 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.72 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 82,265,000 $48,030,384 $48,030,384 1.52 $48,030,384
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - $0.00 -82,265,000 $-48,030,384 $-48,030,384 -1.52 $-48,030,384
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - 75,370,000 $44,004,741 $44,004,741 1.39 $44,004,741
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - -75,370,000 $-44,004,741 $-44,004,741 -1.39 $-44,004,741
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - 106,550,000 $62,209,170 $62,209,170 1.96 $62,209,170
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - -106,550,000 $-62,209,170 $-62,209,170 -1.96 $-62,209,170
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - 109,400,000 $147,126,066 $147,126,066 4.64 $147,126,066
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - -109,400,000 $-147,126,066 $-147,126,066 -4.64 $-147,126,066
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - 55,600,000 $74,773,394 $74,773,394 2.36 $74,773,394
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - -55,600,000 $-74,773,394 $-74,773,394 -2.36 $-74,773,394
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 4.57 $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 -4.57 $-144,900,000
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - 6,200,000 $8,338,040 $8,338,040 0.26 $8,338,040
PARENT OIS REC FIX GBP 3.5001% PAY SONIO/N 03Dec27 CME_US, 3.50%, 12/03/27 - - -6,200,000 $-8,338,040 $-8,338,040 -0.26 $-8,338,040
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - 59,400,000 $79,883,805 $79,883,805 2.52 $79,883,805
PARENT OIS REC FIX GBP PAY SONIO/N 2y CME_US, 3.40%, 02/27/28 - - -59,400,000 $-79,883,805 $-79,883,805 -2.52 $-79,883,805
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - 25,600,000 $34,428,037 $34,428,037 1.09 $34,428,037
PARENT OIS REC FIX GBP 3.3542% PAY SONIO/N 27Feb28 CME_US, 3.35%, 02/27/28 - - -25,600,000 $-34,428,037 $-34,428,037 -1.09 $-34,428,037
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - 122,000,000 $164,071,115 $164,071,115 5.18 $164,071,115
PARENT OIS PAY FIX GBP 3.8198% REC SONIO/N 06Mar28 CME_US, 3.82%, 03/06/28 - - -122,000,000 $-164,071,115 $-164,071,115 -5.18 $-164,071,115
3M CORRA Futures Dec26 DEC 26 CORZ6 FUTURES_CAD - 840.00 $590,424,448 $0 0.00 $0
3 MONTH SOFR FUT Dec26 DEC 26 SFRZ6 FUTURES_USD - 623.00 $600,385,100 $0 0.00 $0
FX Forward|EUR|04/17/2026 +EURU - -12,560,000 $-14,694,183 $-14,694,183 -0.46 $-14,694,183
FX Forward|USD|04/17/2026 +EURU - 14,700,822 $14,700,822 $14,700,822 0.46 $14,700,822
FX Forward|GBP|04/17/2026 +GBP0 - -10,940,000 $-14,712,409 $-14,712,409 -0.46 $-14,712,409
FX Forward|USD|04/17/2026 +GBP0 - 14,702,321 $14,702,321 $14,702,321 0.46 $14,702,321
FX Forward|CAD|04/17/2026 +CADU - -93,310,000 $-67,436,758 $-67,436,758 -2.13 $-67,436,758
FX Forward|USD|04/17/2026 +CADU - 67,442,225 $67,442,225 $67,442,225 2.13 $67,442,225
FX Forward|AUD|04/17/2026 +AUDU - -554,340,000 $-391,241,978 $-391,241,978 -12.34 $-391,241,978
FX Forward|USD|04/17/2026 +AUDU - 370,252,001 $370,252,001 $370,252,001 11.68 $370,252,001
FX Forward|NZD|04/17/2026 +NZD1 - -5,100,000 $-2,978,428 $-2,978,428 -0.09 $-2,978,428
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 $4,940,459 $4,940,459 0.16 $4,940,459
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 $-8,356,662 $-8,356,662 -0.26 $-8,356,662
FX Forward|USD|04/17/2026 +GBPU - 8,348,546 $8,348,546 $8,348,546 0.26 $8,348,546
FX Forward|AUD|04/17/2026 +AUDU - 12,500,000 $8,822,248 $8,822,248 0.28 $8,822,248
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 $2,470,229 $2,470,229 0.08 $2,470,229
FX Forward|USD|04/17/2026 +AUD1 - -2,493,699 $-2,493,699 $-2,493,699 -0.08 $-2,493,699
FX Forward|AUD|04/17/2026 +AUDU - 3,800,000 $2,681,963 $2,681,963 0.08 $2,681,963
FX Forward|USD|04/17/2026 +AUDU - -2,684,658 $-2,684,658 $-2,684,658 -0.08 $-2,684,658
FX Forward|AUD|04/17/2026 +AUDU - 3,000,000 $2,117,339 $2,117,339 0.07 $2,117,339
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 $-5,782,757 $-5,782,757 -0.18 $-5,782,757
FX Forward|USD|04/17/2026 +GBPU - 5,783,711 $5,783,711 $5,783,711 0.18 $5,783,711
FX Forward|GBP|04/17/2026 +GBPU - -18,000,000 $-24,206,888 $-24,206,888 -0.76 $-24,206,888
FX Forward|USD|04/17/2026 +GBPU - 24,316,938 $24,316,938 $24,316,938 0.77 $24,316,938
FX Forward|AUD|04/17/2026 +AUD0 - 2,500,000 $1,764,450 $1,764,450 0.06 $1,764,450
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 $12,122,861 $12,122,861 0.38 $12,122,861
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 $1,411,560 $1,411,560 0.04 $1,411,560
FX Forward|USD|04/17/2026 +AUDU - -1,433,247 $-1,433,247 $-1,433,247 -0.05 $-1,433,247
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,411,560 $1,411,560 0.04 $1,411,560
FX Forward|USD|04/17/2026 +AUD0 - -1,422,643 $-1,422,643 $-1,422,643 -0.04 $-1,422,643
FX Forward|CAD|04/23/2026 +CADU - -29,122,000 $-21,053,278 $-21,053,278 -0.66 $-21,053,278
FX Forward|USD|04/23/2026 +CADU - 21,257,300 $21,257,300 $21,257,300 0.67 $21,257,300
FX Forward|CAD|04/23/2026 +CADU - -15,000,000 $-10,844,007 $-10,844,007 -0.34 $-10,844,007
FX Forward|USD|04/23/2026 +CADU - 10,942,340 $10,942,340 $10,942,340 0.35 $10,942,340
FX Forward|CAD|04/22/2026 +CADU - -45,000,000 $-32,530,397 $-32,530,397 -1.03 $-32,530,397
FX Forward|USD|04/22/2026 +CADU - 32,824,313 $32,824,313 $32,824,313 1.04 $32,824,313
FX Forward|AUD|04/17/2026 +AUD0 - 2,000,000 $1,411,560 $1,411,560 0.04 $1,411,560
FX Forward|USD|04/17/2026 +AUD0 - -1,410,737 $-1,410,737 $-1,410,737 -0.04 $-1,410,737
FX Forward|CAD|04/17/2026 +CADU - -13,544,369 $-9,788,751 $-9,788,751 -0.31 $-9,788,751
FX Forward|USD|04/17/2026 +CADU - 9,771,035 $9,771,035 $9,771,035 0.31 $9,771,035
FX Forward|CAD|04/17/2026 +CADU - 12,601,000 $9,106,962 $9,106,962 0.29 $9,106,962
FX Forward|USD|04/17/2026 +CADU - -9,053,581 $-9,053,581 $-9,053,581 -0.29 $-9,053,581
FX Forward|AUD|04/17/2026 +AUDU - 1,000,000 $705,780 $705,780 0.02 $705,780
FX Forward|USD|04/17/2026 +AUDU - -689,350 $-689,350 $-689,350 -0.02 $-689,350
FX Forward|AUD|04/17/2026 - - 1,000,000 $705,780 $705,780 0.02 $705,780
FX Forward|USD|04/17/2026 - - -705,752 $-705,752 $-705,752 -0.02 $-705,752

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