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For professional investors in Brazil

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of October 1, 2026)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, National Association 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - 43,610,000 $44,086,521 $44,086,521 1.28 $43,618,615
Bank Australia Limited FRN 21-FEB-2028, 6.14%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $26,913,152 $26,913,152 0.78 $26,725,996
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,108,358 $26,108,358 0.76 $25,776,375
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,772,718 $25,772,718 0.75 $25,262,505
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,225,920 $25,225,920 0.74 $25,003,000
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,168,199 $25,168,199 0.73 $25,035,820
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,884,153 $24,884,153 0.73 $24,651,789
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,594,131 $23,594,131 0.69 $23,310,542
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,415,710 $23,415,710 0.68 $23,008,148
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,283,921 $23,283,921 0.68 $23,103,874
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 $22,945,903 $22,945,903 0.66 $22,827,851
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,696,104 $22,696,104 0.65 $22,306,803
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,144,667 $22,144,667 0.64 $21,959,423
TR Finance LLC 5.1% 15-SEP-2028, 5.10%, 09/15/28 TRICN 87268LAF4 - 21,827,000 $21,809,085 $21,809,085 0.63 $21,762,703
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,185,585 $21,185,585 0.61 $21,112,706
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.37%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,761,774 $20,761,774 0.60 $20,700,473
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,396,935 $20,396,935 0.59 $20,213,059
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,353,823 $20,353,823 0.59 $19,766,866
BX Trust 2025-ROIC A 4.96059% 15-FEB-2042, 4.96%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,259,363 $20,259,363 0.58 $20,213,593
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,147,713 $20,147,713 0.58 $19,763,996
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,945,158 $19,945,158 0.57 $19,583,625
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,100,684 $19,100,684 0.55 $19,035,126
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $18,820,836 $18,820,836 0.54 $18,818,259
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04029% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,294,363 $18,637,491 $18,637,491 0.54 $18,608,890
Citigroup Inc. 5.266% 24-SEP-2029, 5.27%, 09/24/29 C 172967QN4 - 18,649,000 $18,599,133 $18,599,133 0.53 $18,577,310
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,221,377 $18,221,377 0.52 $18,211,857
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,199,607 $18,199,607 0.52 $18,115,293
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,576,614 $17,576,614 0.51 $17,467,251
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,558,909 $17,558,909 0.50 $17,447,153
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,409,962 $17,409,962 0.50 $17,055,394
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,400,273 $17,400,273 0.50 $16,957,909
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,372,079 $17,372,079 0.50 $17,001,174
Parker-Hannifin Corporation 4.75% 14-SEP-2028, 4.75%, 09/14/28 PH 701094AT1 - 17,200,000 $17,099,516 $17,099,516 0.49 $17,058,666
BX Trust 2026-CIP A 5.01676% 15-MAY-2038, 5.02%, 05/15/38 BX 2026-CIP 123917AA4 - 16,785,825 $16,823,884 $16,823,884 0.48 $16,784,118
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,555,547 $16,555,547 0.48 $16,339,838
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,493,290 $16,493,290 0.47 $16,111,772
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,261,427 $16,261,427 0.47 $16,236,259
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,101,962 $16,101,962 0.46 $16,099,267
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,937,169 $15,937,169 0.46 $15,553,389
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,909,895 $15,909,895 0.46 $15,617,579
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,824,906 $15,824,906 0.46 $15,792,559
GlaxoSmithKline Capital, Inc. 4.85% 14-SEP-2029, 4.85%, 09/14/29 GSK 377372AS6 - 15,954,000 $15,812,771 $15,812,771 0.45 $15,776,232
Sysco Holdings Corp. 5.45% 06-OCT-2029, 5.45%, 10/06/29 SYY 87183XAA1 - 15,773,000 $15,727,155 $15,727,155 0.45 $15,727,155
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $15,553,111 $15,553,111 0.45 $15,524,666
Dell International LLC 5.1% 15-SEP-2029, 5.10%, 09/15/29 DELL 24703DBY6 - 15,659,000 $15,548,974 $15,548,974 0.45 $15,511,261
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,309,821 $15,309,821 0.44 $15,035,001
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,264,682 $15,264,682 0.44 $14,987,540
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,215,049 $15,215,049 0.44 $14,966,622
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,061,893 $15,061,893 0.43 $14,857,630
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,718,883 $14,718,883 0.42 $14,583,881
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,667,551 $14,667,551 0.42 $14,512,466
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,656,147 $14,656,147 0.42 $14,500,162
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,655,646 $14,655,646 0.42 $14,505,449
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,632,856 $14,632,856 0.42 $14,497,112
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,507,604 $14,507,604 0.42 $14,181,255
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 6.36%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,507,306 $14,507,306 0.42 $14,386,695
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,407,611 $14,407,611 0.41 $14,105,853
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,144,843 $14,144,843 0.41 $14,022,592
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,111,530 $14,111,530 0.41 $13,919,826
UBS AG Stamford Branch FRN 17-MAY-2027, 4.13%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,027,728 $14,027,728 0.40 $13,954,360
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.61%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,945,530 $13,945,530 0.40 $13,914,584
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $13,944,816 $13,944,816 0.40 $13,933,220
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $13,923,374 $13,923,374 0.40 $13,890,034
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,910,963 $13,910,963 0.40 $13,707,371
Wells Fargo & Company FRN 15-SEP-2029, 4.53%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,902,939 $13,902,939 0.40 $13,872,516
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 19,500,000 $13,885,492 $13,885,492 0.40 $13,694,998
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19029% 25-MAR-2042, 7.19%, 03/25/42 CAS 2022-R03 20753XAB0 - 13,572,738 $13,734,006 $13,734,006 0.39 $13,715,029
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,728,357 $13,728,357 0.39 $13,455,058
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,698,273 $13,698,273 0.39 $13,695,065
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,632,031 $13,632,031 0.39 $13,501,332
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,585,106 $13,585,106 0.39 $13,489,734
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,566,295 $13,566,295 0.39 $13,460,449
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,520,893 $13,520,893 0.39 $13,221,693
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,490,229 $13,490,229 0.39 $13,427,607
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,476,558 $13,476,558 0.39 $13,306,874
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,188,534 $13,188,534 0.38 $12,986,455
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,167,549 $13,167,549 0.38 $13,094,396
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,119,410 $13,119,410 0.38 $13,064,920
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 18,300,000 $13,101,656 $13,101,656 0.38 $12,905,838
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,072,701 $13,072,701 0.38 $13,070,707
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.55%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,982,440 $12,982,440 0.37 $12,851,897
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,961,886 $12,961,886 0.37 $12,811,859
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,932,541 $12,932,541 0.37 $12,669,477
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,923,682 $12,923,682 0.37 $12,617,828
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,858,311 $12,858,311 0.37 $12,801,844
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,858,132 $12,858,132 0.37 $12,580,695
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,834,321 $12,834,321 0.37 $12,710,594
Aon North America Inc / Aon Global Holdings Plc|5.35|09/17/2029, 5.35%, 09/17/29 AON 036940AA2 - 12,864,000 $12,817,318 $12,817,318 0.37 $12,788,642
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,803,420 $12,803,420 0.37 $12,501,052
Hyundai Capital America, Inc. 5.4% 17-SEP-2029, 5.40%, 09/17/29 HYNMTR 44891AER4 - 12,500,000 $12,449,484 $12,449,484 0.36 $12,421,359
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,404,450 $12,404,450 0.36 $12,155,596
Open Text Corporation 6.7% 15-OCT-2031, 6.70%, 10/15/31 OTEXCN 683715AG1 - 12,410,000 $12,384,838 $12,384,838 0.36 $12,382,528
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,285,519 $12,285,519 0.35 $12,169,189
NOW Trust 2024-1 A 5.7975% 14-JUN-2032, 5.80%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 17,624,282 $12,272,100 $12,272,100 0.35 $12,237,204
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,260,118 $12,260,118 0.35 $12,094,788
Volkswagen Group of America Finance LLC 5.35% 14-SEP-2029, 5.35%, 09/14/29 VW 928668DC3 - 12,416,000 $12,259,230 $12,259,230 0.35 $12,229,707
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,129,161 $12,129,161 0.35 $12,000,634
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04029% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 11,825,000 $12,108,713 $12,108,713 0.35 $12,092,525
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,094,324 $12,094,324 0.35 $12,061,632
Suncorp Group Limited FRN 01-JUN-2037, 6.85%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,072,063 $12,072,063 0.35 $12,002,740
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,058,979 $12,058,979 0.35 $11,864,859
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 12,158,290 $12,047,994 $12,047,994 0.35 $12,036,015
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,040,401 $12,040,401 0.35 $11,919,034
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,959,816 $11,959,816 0.34 $11,868,699
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,915,731 $11,915,731 0.34 $11,782,640
Aon Corporation 2.8% 15-MAY-2030, 2.80%, 05/15/30 AON 037389BE2 - 12,910,000 $11,848,951 $11,848,951 0.34 $11,711,387
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.19029% 25-OCT-2041, 5.19%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 11,813,198 $11,825,306 $11,825,306 0.34 $11,813,384
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,809,797 $11,809,797 0.34 $11,780,994
Santander UK Group Holdings Plc 5.314% 15-SEP-2030, 5.31%, 09/15/30 SANUK 80281LBA2 - 11,730,000 $11,596,338 $11,596,338 0.33 $11,566,903
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,583,539 $11,583,539 0.33 $11,581,836
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,443,705 $11,443,705 0.33 $11,411,662
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,443,339 $11,443,339 0.33 $11,324,714
Teachers Mutual Bank Limited FRN 21-JUN-2027, 6.03%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,240,300 $11,240,300 0.32 $11,223,690
Parker-Hannifin Corporation 4.875% 14-SEP-2029, 4.88%, 09/14/29 PH 701094AU8 - 11,311,000 $11,184,283 $11,184,283 0.32 $11,156,713
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,144,435 $11,144,435 0.32 $11,055,589
BX Commercial Mortgage Trust 2026-CSMO A 5.21676% 15-FEB-2043, 5.22%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,063,534 $11,063,534 0.32 $11,036,387
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,946,883 $10,946,883 0.31 $10,711,734
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,912,219 $10,912,219 0.31 $10,854,870
Connecticut Avenue Securities Trust 2022-R06 1M2 7.54029% 25-MAY-2042, 7.54%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,387,000 $10,571,018 $10,571,018 0.30 $10,555,789
NRTH Commercial Mortgage Trust 2025-PARK A 5.21003% 15-OCT-2040, 5.21%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,526,381 $10,526,381 0.30 $10,500,548
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,453,531 $10,453,531 0.30 $10,224,732
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,273,618 $10,273,618 0.30 $10,170,103
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,187,092 $10,187,092 0.29 $10,015,944
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,169,790 $10,169,790 0.29 $10,053,157
AGL CLO 17 AR 4.68373% 21-JAN-2035, 4.68%, 01/21/35 AGL 2022-17A 00120DAJ5 - 10,000,000 $10,088,943 $10,088,943 0.29 $9,993,967
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,067,764 $10,067,764 0.29 $9,996,691
FS Commercial Mortgage Trust 2026-PALM A 5.21676% 15-JUL-2041, 5.22%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,029,018 $10,029,018 0.29 $10,004,383
Madison Park Funding XIV AR5 4.74214% 22-OCT-2030, 4.72%, 10/22/30 MDPK 2014-14AR 55818RBW5 - 10,000,000 $10,022,616 $10,022,616 0.29 $9,995,070
NOW Trust 2025-1 A 5.5475% 14-FEB-2034, 5.55%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,428,065 $10,022,384 $10,022,384 0.29 $9,995,048
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,985,955 $9,985,955 0.29 $9,860,976
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,947,642 $9,947,642 0.29 $9,771,180
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,897,119 $9,897,119 0.28 $9,773,772
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $9,881,221 $9,881,221 0.28 $9,841,674
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $9,876,773 $9,876,773 0.28 $9,812,773
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,864,163 $9,864,163 0.28 $9,611,785
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,803,985 $9,803,985 0.28 $9,629,421
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 $9,671,906 $9,671,906 0.28 $9,621,379
Ally Bank Auto Credit-Linked Notes, Series 2026-A B 4.709% 15-MAR-2034, 4.71%, 03/15/34 ABCLN 2026-A 02009EAB2 - 9,707,644 $9,648,485 $9,648,485 0.28 $9,626,898
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,516,742 $9,516,742 0.27 $9,501,601
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,457,721 $9,457,721 0.27 $9,259,949
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,439,955 $9,439,955 0.27 $9,352,396
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,427,482 $9,427,482 0.27 $9,311,116
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,407,371 $9,407,371 0.27 $9,234,311
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,361,432 $9,361,432 0.27 $9,234,836
RAF ABS Series 2025-1 A 5.3163% 09-DEC-2031, 5.32%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 13,448,495 $9,342,034 $9,342,034 0.27 $9,310,833
Mitsubishi UFJ Financial Group, Inc. 5.126% 18-SEP-2030, 5.13%, 09/18/30 MUFG 606822EJ9 - 9,368,000 $9,264,339 $9,264,339 0.27 $9,245,665
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,263,268 $9,263,268 0.27 $9,257,892
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,261,436 $9,261,436 0.27 $9,109,047
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,252,132 $9,252,132 0.27 $9,163,756
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,116,551 $9,116,551 0.26 $9,013,563
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,021,867 $9,021,867 0.26 $8,931,160
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,865,960 $8,865,960 0.25 $8,676,857
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,858,926 $8,858,926 0.25 $8,851,422
United Airlines, Inc. 4.625% 15-APR-2029, 4.62%, 04/15/29 UAL 90932LAH0 - 9,000,000 $8,839,023 $8,839,023 0.25 $8,645,929
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,730,073 $8,730,073 0.25 $8,660,846
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 8,711,000 $8,667,741 $8,667,741 0.25 $8,514,421
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 8,675,357 $8,629,280 $8,629,280 0.25 $8,590,509
Macquarie Bank Limited FRN 01-MAR-2034, 6.50%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,624,888 $8,624,888 0.25 $8,578,267
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,600,241 $8,600,241 0.25 $8,513,301
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,579,395 $8,579,395 0.25 $8,438,207
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.59%, 12/25/55 BVINV 2025-4 67647DAU3 - 8,577,432 $8,552,212 $8,552,212 0.25 $8,544,556
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,507,928 $8,507,928 0.24 $8,398,657
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,470,295 $8,470,295 0.24 $8,372,424
Commonwealth Bank of Australia 5.597% 21-AUG-2036, 5.60%, 08/21/36 CBAAU DO5046986 - 6,500,000 $8,448,800 $8,448,800 0.24 $8,393,498
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,445,330 $8,445,330 0.24 $8,399,193
USAA Capital Corporation 5.375% 01-OCT-2029, 5.38%, 10/01/29 USAACA 90327QDB2 - 8,385,000 $8,387,752 $8,387,752 0.24 $8,386,500
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,340,120 $8,340,120 0.24 $8,276,949
Alphabet Inc. 5.2% 27-AUG-2029, 5.20%, 08/27/29 GOOGL DO6481927 - 12,000,000 $8,265,956 $8,265,956 0.24 $8,223,333
Humana Inc. 5.75% 01-DEC-2028, 5.75%, 12/01/28 HUM 444859BZ4 - 8,000,000 $8,218,982 $8,218,982 0.24 $8,064,371
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,212,671 $8,212,671 0.24 $8,208,812
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - 8,262,020 $8,198,682 $8,198,682 0.24 $8,191,087
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,194,872 $8,194,872 0.24 $8,110,633
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,186,893 $8,186,893 0.24 $8,131,938
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,101,694 $8,101,694 0.23 $7,902,076
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,078,608 $8,078,608 0.23 $8,036,444
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,070,903 $8,070,903 0.23 $7,833,215
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,067,030 $8,067,030 0.23 $7,977,058
DAE AirFinance Holdings Limited 5.15% 17-MAR-2030, 5.15%, 03/17/30 DUBAEE 55609NAE8 - 8,250,000 $8,032,097 $8,032,097 0.23 $8,014,394
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,024,791 $8,024,791 0.23 $7,839,013
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,001,997 $8,001,997 0.23 $7,908,075
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,997,187 $7,997,187 0.23 $7,958,020
GGP Trust 2026-BRK3 A 5.819816% 05-OCT-2043, 5.82%, 10/05/31 GGP 2026-BRK3 36173WAA2 - 8,000,000 $7,943,921 $7,943,921 0.23 $7,933,574
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $7,939,578 $7,939,578 0.23 $7,870,205
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,906,001 $7,906,001 0.23 $7,886,658
Humana Inc. 4.875% 01-APR-2030, 4.88%, 04/01/30 HUM 444859BN1 - 8,100,000 $7,897,058 $7,897,058 0.23 $7,895,961
Volkswagen Financial Services NV 3.25% 13-APR-2027, 3.25%, 04/13/27 VW BV7724040 - 5,900,000 $7,844,913 $7,844,913 0.23 $7,725,544
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,834,229 $7,834,229 0.23 $7,709,676
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69029% 25-JAN-2042, 6.69%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,756,119 $7,807,478 $7,807,478 0.22 $7,797,388
Huntington Bank Auto Credit-Linked Notes, Series 2026-1 B1 4.503% 20-FEB-2034, 4.50%, 02/20/34 HACLN 2026-1 44644NAV1 - 7,961,132 $7,787,378 $7,787,378 0.22 $7,775,429
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 7,579,130 $7,765,585 $7,765,585 0.22 $7,523,338
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,728,953 $7,728,953 0.22 $7,724,769
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,651,160 $7,651,160 0.22 $7,497,765
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,602,404 $7,602,404 0.22 $7,578,398
Invesco CLO 2021-3 Ltd. AB, 4.67%, 04/15/34 INVCO 2021-1AR 46090XAN1 - 7,500,000 $7,516,505 $7,516,505 0.22 $7,494,131
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,508,669 $7,508,669 0.22 $7,439,421
National Australia Bank Limited 6.322% 03-AUG-2032, 6.32%, 08/03/32 NAB BY0592570 - 10,376,000 $7,286,983 $7,286,983 0.21 $7,212,913
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,276,392 $7,276,392 0.21 $7,108,147
UBS AG Stamford Branch FRN 07-AUG-2029, 4.41%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,193,776 $7,193,776 0.21 $7,145,756
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,168,400 $7,168,400 0.21 $7,017,200
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,130,295 $7,130,295 0.21 $7,057,842
UBS Group AG FRN 23-DEC-2029, 4.50%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,018,928 $7,018,928 0.20 $7,010,718
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.72%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,006,240 $7,006,240 0.20 $6,992,960
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $6,984,050 $6,984,050 0.20 $6,927,365
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,916,911 $6,916,911 0.20 $6,878,452
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.40%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,849,160 $6,849,160 0.20 $6,831,440
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,822,146 $6,822,146 0.20 $6,815,360
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,818,602 $6,818,602 0.20 $6,749,507
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,776,572 $6,776,572 0.19 $6,766,691
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 7,000,000 $6,769,509 $6,769,509 0.19 $6,669,642
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,745,814 $6,745,814 0.19 $6,714,462
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,660,596 $6,660,596 0.19 $6,499,328
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,646,980 $6,646,980 0.19 $6,487,445
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,562,579 $6,562,579 0.19 $6,527,234
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,391,412 $6,391,412 0.18 $6,375,300
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,381,896 $6,381,896 0.18 $6,300,526
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,331,635 $6,331,635 0.18 $6,285,429
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.04029% 25-JUN-2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 6,120,000 $6,301,414 $6,301,414 0.18 $6,293,036
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,282,537 $6,282,537 0.18 $6,271,773
Plenti PL & Green ABS Trust 2024-2 A1 5.4942% 11-APR-2036, 5.57%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - 9,015,343 $6,275,655 $6,275,655 0.18 $6,255,664
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,081,416 $6,081,416 0.17 $6,028,597
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,042,004 $6,042,004 0.17 $5,963,680
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,038,572 $6,038,572 0.17 $5,977,439
BX Trust 2026-SUMT A 5.15% 15-OCT-2051, 5.15%, 10/15/51 BX 2026-SUMT 05595QAA0 - 6,000,000 $5,998,872 $5,998,872 0.17 $5,998,872
Insurance Australia Group Limited FRN 15-DEC-2036, 7.12%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,956,045 $5,956,045 0.17 $5,936,398
ANZ Bank New Zealand Limited. 5.548% 11-AUG-2032, 5.55%, 08/11/32 ANZNZ 00182YAA3 - 5,913,000 $5,954,965 $5,954,965 0.17 $5,908,491
Export-Import Bank of Korea FRN 22-SEP-2028, 4.11%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,915,091 $5,915,091 0.17 $5,908,094
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,895,763 $5,895,763 0.17 $5,889,971
SWVP Trust 2026-PNCL A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 5,830,000 $5,834,844 $5,834,844 0.17 $5,832,293
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,833,039 $5,833,039 0.17 $5,831,979
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,814,701 $5,814,701 0.17 $5,714,282
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,770,031 $5,770,031 0.17 $5,672,014
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,735,684 $5,735,684 0.16 $5,680,805
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,658,712 $5,658,712 0.16 $5,647,882
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - 5,531,291 $5,549,575 $5,549,575 0.16 $5,539,541
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,531,980 $5,531,980 0.16 $5,412,638
Banco Santander, S.A. 5.005% 25-AUG-2030, 5.00%, 08/25/30 SANTAN 05971KAZ2 - 5,600,000 $5,527,817 $5,527,817 0.16 $5,499,011
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,437,627 $5,437,627 0.16 $5,367,688
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,348,387 $5,348,387 0.15 $5,296,893
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - 5,338,536 $5,317,991 $5,317,991 0.15 $5,309,170
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 5,447,000 $5,304,534 $5,304,534 0.15 $5,264,604
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,178,900 $5,131,448 $5,131,448 0.15 $5,107,099
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,114,741 $5,114,741 0.15 $5,002,477
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,106,763 $5,106,763 0.15 $5,095,765
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,093,853 $5,093,853 0.15 $4,989,240
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,051,319 $5,051,319 0.15 $4,977,756
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,038,818 $5,038,818 0.14 $5,005,967
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,007,493 $5,007,493 0.14 $5,002,778
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,006,894 $5,006,894 0.14 $5,002,042
SMRT Commercial Mortgage Trust 2026-MINI A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SMRT 2026-MINI 78457AAA9 - 5,000,000 $4,999,948 $4,999,948 0.14 $4,999,948
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,875,923 $4,875,923 0.14 $4,866,591
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 4,815,368 $4,824,836 $4,824,836 0.14 $4,819,882
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 4,832,589 $4,812,647 $4,812,647 0.14 $4,800,232
Metro Finance 2024-1 Trust|5.6708|09/17/2030, 5.67%, 09/17/30 METR 2024-1 BCC3H5JS3 - 6,893,304 $4,796,942 $4,796,942 0.14 $4,785,816
National Australia Bank Limited FRN 09-FEB-2034, 6.45%, 02/09/34 NAB AU3FN0084828 - 6,627,000 $4,720,294 $4,720,294 0.14 $4,677,278
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,695,772 $4,695,772 0.14 $4,694,962
Santander UK Group Holdings Plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,651,592 $4,651,592 0.13 $4,645,885
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,651,572 $4,651,572 0.13 $4,588,010
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,599,531 $4,599,531 0.13 $4,598,919
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.83%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,595,299 $4,594,012 $4,594,012 0.13 $4,578,678
Australia and New Zealand Banking Group Limited FRN 16-JAN-2034, 5.68%, 01/16/34 ANZ AU3FN0084026 - 6,370,000 $4,546,895 $4,546,895 0.13 $4,493,375
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,545,194 $4,545,194 0.13 $4,537,526
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,543,867 $4,543,867 0.13 $4,490,731
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,540,248 $4,540,248 0.13 $4,478,884
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - 4,506,245 $4,536,622 $4,536,622 0.13 $4,527,380
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,495,163 $4,495,163 0.13 $4,485,134
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,340,917 $4,340,917 0.12 $4,298,519
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,246,676 $4,263,644 $4,263,644 0.12 $4,252,598
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 $4,112,949 $4,112,949 0.12 $4,108,661
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,072,492 $4,072,492 0.12 $3,902,456
Santander Bank Auto Credit-Linked Notes, Series 2024-B B 4.965% 15-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - 3,786,916 $3,791,454 $3,791,454 0.11 $3,782,575
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,785,857 $3,785,857 0.11 $3,782,044
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,701,089 $3,701,089 0.11 $3,632,432
Lloyds Banking Group plc FRN 06-MAR-2030, 6.29%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,696,954 $3,696,954 0.11 $3,681,326
Connecticut Avenue Securities Trust 2023-R04 1M2 7.24029% 25-MAY-2043, 7.24%, 05/25/43 CAS 2023-R04 20754QAB4 - 3,495,000 $3,644,593 $3,644,593 0.10 $3,639,673
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 $3,644,542 $3,644,542 0.10 $3,616,589
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,624,336 $3,624,336 0.10 $3,562,720
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.48%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,591,797 $3,591,797 0.10 $3,578,899
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,561,043 $3,561,043 0.10 $3,558,532
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.94029% 25-MAR-2044, 4.94%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,509,812 $3,509,812 0.10 $3,506,444
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,478,686 $3,478,686 0.10 $3,413,985
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.89%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,434,201 $3,436,393 $3,436,393 0.10 $3,433,128
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,353,044 $3,353,044 0.10 $3,276,568
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,317,641 $3,317,641 0.10 $3,297,636
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,278,552 $3,278,552 0.09 $3,243,902
RESIMAC Bastille Trust 2024-1NC A2 5.7475% 13-SEP-2055, 5.75%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,700,674 $3,273,078 $3,273,078 0.09 $3,263,851
Suncorp Group Limited FRN 01-DEC-2038, 7.20%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,221,644 $3,221,644 0.09 $3,202,581
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44029% 25-SEP-2042, 9.44%, 09/25/42 STACR 2022-DNA6 35564KH77 - 3,050,000 $3,191,761 $3,191,761 0.09 $3,186,162
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,165,383 $3,165,383 0.09 $3,162,024
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 3,200,000 $3,154,383 $3,154,383 0.09 $3,138,310
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,085,728 $3,085,728 0.09 $3,063,448
Plenti PL & Green ABS Trust 2025-1 A1G 5.585% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - 4,382,968 $3,051,814 $3,051,814 0.09 $3,042,061
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,042,786 $3,042,786 0.09 $3,003,546
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $2,980,633 $2,980,633 0.09 $2,980,297
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,897,834 $2,897,834 0.08 $2,867,184
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,889,797 $2,889,797 0.08 $2,886,851
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24029% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 2,880,873 $2,884,677 $2,884,677 0.08 $2,881,742
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,701,410 $2,701,410 0.08 $2,694,535
Liberty Series 2024-1 Auto A 5.6833% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 3,828,890 $2,672,313 $2,672,313 0.08 $2,656,417
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 $2,657,253 $2,657,253 0.08 $2,638,156
Plenti PL & Green ABS Trust 2025-1 A1 5.585% 11-NOV-2036, 5.58%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - 3,746,127 $2,606,182 $2,606,182 0.07 $2,597,846
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,603,581 $2,603,581 0.07 $2,597,970
Banco Bilbao Vizcaya Argentaria, S.A. 4.977% 03-SEP-2029, 4.98%, 09/03/29 BBVASM 05946KAY7 - 2,600,000 $2,564,528 $2,564,528 0.07 $2,554,104
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,562,261 $2,562,261 0.07 $2,536,447
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) C21_2022_1 3.042933% 15-FEB-2052, 3.16%, 02/15/52 VBTEL 2022-1A 91823AAU5 - 2,500,000 $2,455,665 $2,455,665 0.07 $2,451,939
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,321,811 $2,321,811 0.07 $2,304,085
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.89029% 25-AUG-2044, 4.89%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,296,809 $2,296,809 0.07 $2,294,628
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.49029% 25-NOV-2041, 5.49%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,289,383 $2,293,258 $2,293,258 0.07 $2,290,814
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.74029% 25-JAN-2045, 4.74%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,274,499 $2,275,174 $2,275,174 0.07 $2,273,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84029% 25-FEB-2045, 4.84%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,247,454 $2,248,867 $2,248,867 0.06 $2,246,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44029% 25-JUN-2042, 10.44%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 2,125,000 $2,214,933 $2,214,933 0.06 $2,210,619
Connecticut Avenue Securities Trust 2024-R01 1M1 4.74029% 25-JAN-2044, 4.74%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,096,761 $2,098,526 $2,098,526 0.06 $2,096,594
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.04029% 25-DEC-2041, 6.04%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 2,052,524 $2,057,609 $2,057,609 0.06 $2,055,198
Santander Bank Auto Credit-Linked Notes, Series 2024-B A2 4.911% 15-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - 2,014,981 $2,013,495 $2,013,495 0.06 $2,008,822
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,963,826 $1,963,826 0.06 $1,951,124
Nationwide Building Society 4.125% 18-OCT-2032, 4.12%, 10/18/32 NWIDE 63859WAF6 - 1,900,000 $1,905,694 $1,905,694 0.05 $1,870,425
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,806,472 $1,806,472 0.05 $1,784,213
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.79029% 25-DEC-2031, 4.79%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,616,811 $1,619,853 $1,619,853 0.05 $1,618,347
Connecticut Avenue Securities Trust 2023-R01 1M2 7.44029% 25-DEC-2042, 7.44%, 12/25/42 CAS 2023-R01 207932AB0 - 1,515,000 $1,568,248 $1,568,248 0.05 $1,566,056
Barclays Bank Plc 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,554,257 $1,554,257 0.04 $1,521,436
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 1,547,000 $1,544,579 $1,544,579 0.04 $1,518,331
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - 1,526,041 $1,538,484 $1,538,484 0.04 $1,534,285
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - 1,526,041 $1,538,479 $1,538,479 0.04 $1,534,385
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,503,971 $1,503,971 0.04 $1,483,391
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89029% 25-MAY-2045, 4.89%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 1,485,492 $1,486,905 $1,486,905 0.04 $1,485,492
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,481,023 $1,481,023 0.04 $1,469,291
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - 1,553,528 $1,461,289 $1,461,289 0.04 $1,456,771
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,444,253 $1,444,253 0.04 $1,443,136
Plenti Auto ABS Trust 2025-1 A 5.4975% 12-AUG-2033, 5.50%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,032,557 $1,413,642 $1,413,642 0.04 $1,409,826
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,384,434 $1,384,434 0.04 $1,364,102
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29029% 25-MAR-2045, 5.29%, 03/25/45 CAS 2025-R03 20754VAB3 - 1,368,376 $1,370,639 $1,370,639 0.04 $1,369,231
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,288,248 $1,291,265 $1,291,265 0.04 $1,288,242
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,282,654 $1,282,654 0.04 $1,260,220
Connecticut Avenue Securities Trust 2022-R04 1M2 6.79029% 25-MAR-2042, 6.79%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,272,985 $1,272,985 0.04 $1,271,322
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,255,377 $1,255,377 0.04 $1,245,503
Connecticut Avenue Securities Trust 2022-R01 1M2 5.59029% 25-DEC-2041, 5.59%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,245,610 $1,248,904 $1,248,904 0.04 $1,247,550
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,163,379 $1,163,379 0.03 $1,154,311
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.89029% 25-MAY-2044, 4.89%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,148,949 $1,150,410 $1,150,410 0.03 $1,149,317
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.89%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,119,526 $1,120,590 $1,120,590 0.03 $1,119,526
Connecticut Avenue Securities Trust 2022-R08 1M2 7.29029% 25-JUL-2042, 7.29%, 07/25/42 CAS 2022-R08 20755DAB2 - 1,070,000 $1,095,115 $1,095,115 0.03 $1,093,598
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,047,361 $1,047,361 0.03 $1,046,204
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,022,355 $1,022,355 0.03 $1,016,464
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $987,966 $987,966 0.03 $962,413
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 983,306 $984,783 $984,783 0.03 $983,846
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $899,432 $899,432 0.03 $897,614
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79029% 25-JAN-2045, 4.79%, 01/25/45 CAS 2025-R01 20755JAB9 - 843,121 $843,745 $843,745 0.02 $842,960
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 787,714 $789,304 $789,304 0.02 $788,509
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.04029% 25-FEB-2044, 5.04%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 772,769 $774,010 $774,010 0.02 $773,253
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34029% 25-DEC-2041, 5.34%, 12/25/41 CAS 2021-R03 20754AAB9 - 748,757 $750,437 $750,437 0.02 $749,660
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94029% 25-MAY-2042, 8.94%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 730,000 $749,715 $749,715 0.02 $748,446
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.59%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,051,815 $732,521 $732,521 0.02 $729,761
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $726,287 $726,287 0.02 $718,301
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $702,763 $702,763 0.02 $687,951
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39029% 25-JUL-2043, 5.39%, 07/25/43 CAS 2023-R06 20754EAA3 - 623,588 $625,509 $625,509 0.02 $624,856
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.69029% 25-MAY-2043, 5.69%, 05/25/43 STACR 2023-HQA1 35564KX79 - 573,873 $576,030 $576,030 0.02 $575,395
US 2YR FUTR OPTN Dec26C102.13 102.125 TUZ6C TUZ6 COMDTY $102.13 1,300 $264,773,439 $507,814 0.01 $507,814
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84029% 25-FEB-2045, 4.84%, 02/25/45 CAS 2025-R02 20754TAC6 - 406,343 $406,625 $406,625 0.01 $406,242
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $397,980 $397,980 0.01 $393,552
National Australia Bank Limited FRN 09-MAR-2033, 6.79%, 03/09/33 NAB AU3FN0075966 - 310,000 $219,176 $219,176 0.01 $218,256
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84029% 25-MAR-2044, 4.84%, 03/25/44 CAS 207941AA3 - 172,815 $172,971 $172,971 0.00 $172,808
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $104,770 $104,770 0.00 $102,960
Connecticut Avenue Securities Trust 2022-R05 2M2 6.69029% 25-APR-2042, 6.69%, 04/25/42 CAS 2022-R05 20754DAB3 - 58,014 $58,568 $58,568 0.00 $58,492
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79029% 25-FEB-2044, 4.79%, 02/25/44 CAS 2024-R02 20754GAA8 - 54,577 $54,627 $54,627 0.00 $54,576
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M1B 6.59029% 25-APR-2042, 6.59%, 04/25/42 STACR 2022-DNA3 35564KUX5 - 10,000 $10,110 $10,110 0.00 $10,097
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 4,041 $4,055 $4,055 0.00 $4,051
AUST 3YR BOND FUT Dec26 DEC 26 YMZ6 AU03Y 29Z - -1,041 $-74,100,125 $0 0.00 $0
EURO-SCHATZ FUT Dec26 DEC 26 DUZ6 FUTURES_EUR - -83.00 $-9,810,383 $0 0.00 $0
CAN 2YR BOND FUT Dec26 DEC 26 CVZ6 FUTURES_CAD - -375.00 $-27,463,936 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -441.00 $-45,712,406 $0 0.00 $0
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - -2,555 $-520,381,643 $0 0.00 $0
US 2YR FUTR OPTN Dec26Call 102.5 TUZ6C TUZ6 COMDTY $102.50 -1,300 $-264,773,439 $-264,064 -0.01 $-264,064
GLOBAL PAYMENTS INC 0% 10/02/2026, 0.00%, 10/02/26 GPN 37961DK25 - 54,600,000 $54,593,492 $54,593,492 1.57 $54,593,492
JABIL INC 0% 10/05/2026, 0.00%, 10/05/26 JBLPP 46652MK53 - 50,350,000 $50,332,293 $50,332,293 1.45 $50,332,293
LIBERTY UTILITIES CO 0% 10/19/2026, 0.00%, 10/19/26 LIUTIL 53154MKK9 - 40,000,000 $39,919,608 $39,919,608 1.15 $39,919,608
JABIL INC 0% 10/02/2026, 0.00%, 10/02/26 JBLPP 46652MK20 - 29,650,000 $29,646,524 $29,646,524 0.85 $29,646,524
AUTONATION INC 0% 10/02/2026, 0.00%, 10/02/26 AUTONA 05330NK24 - 28,000,000 $27,996,741 $27,996,741 0.81 $27,996,741
ANTERO RESOURCES CORP 0% 10/09/2026, 0.00%, 10/09/26 ARUSCP 03675WK97 - 24,850,000 $24,827,881 $24,827,881 0.71 $24,827,881
DARDEN RESTAURANTS INC 0% 10/02/2026, 0.00%, 10/02/26 DRI 23719KK24 - 24,800,000 $24,797,242 $24,797,242 0.71 $24,797,242
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/14/2026, 0.00%, 10/14/26 FISPP 31622GKE6 - 24,000,000 $23,965,202 $23,965,202 0.69 $23,965,202
LIBERTY UTILITIES CO 0% 10/05/2026, 0.00%, 10/05/26 LIUTIL 53154MK52 - 20,000,000 $19,991,108 $19,991,108 0.57 $19,991,108
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/16/2026, 0.00%, 10/16/26 FISPP 31622GKG1 - 20,000,000 $19,966,526 $19,966,526 0.57 $19,966,526
HCA INC 0% 10/07/2026, 0.00%, 10/07/26 HCA 40412DK73 - 19,600,000 $19,585,884 $19,585,884 0.56 $19,585,884
HCA INC 0% 10/02/2026, 0.00%, 10/02/26 HCA 40412DK24 - 19,300,000 $19,297,707 $19,297,707 0.55 $19,297,707
HCA INC 0% 10/20/2026, 0.00%, 10/20/26 HCA 40412DKL2 - 19,000,000 $18,960,290 $18,960,290 0.55 $18,960,290
ENBRIDGE INC 0% 10/08/2026, 0.00%, 10/08/26 ENB 292976X85 - 26,800,000 $18,803,364 $18,803,364 0.54 $18,803,364
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/19/2026, 0.00%, 10/19/26 FISPP 31622GKK2 - 18,000,000 $17,963,824 $17,963,824 0.52 $17,963,824
STELLANTIS FINANCIAL SERVICES US CORP 0% 10/05/2026, 0.00%, 10/05/26 STLACP 85855KK50 - 15,000,000 $14,992,497 $14,992,497 0.43 $14,992,497
SEGREGATED CASH SEGCASH $0.00 8,097,710 $8,097,710 $8,097,710 0.23 $8,097,710
ANTERO RESOURCES CORP 0% 10/02/2026, 0.00%, 10/02/26 ARUSCP 03675WK22 - 5,450,000 $5,449,495 $5,449,495 0.16 $5,449,495
NEW ZEALAND DOLLAR NZD - 7,943,718 $4,455,229 $4,455,229 0.13 $4,455,229
AUSTRALIAN DOLLARS AUD - 3,286,111 $2,275,795 $2,275,795 0.07 $2,275,795
CANADIAN DOLLAR CAD - 1,878,061 $1,318,354 $1,318,354 0.04 $1,318,354
EURO EUR - 370,315 $417,158 $417,158 0.01 $417,158
BRITISH POUND GBP - -1,666,534 $-2,201,585 $-2,201,585 -0.06 $-2,201,585
US DOLLARS USD MD_142224 - -117,757,295 $-117,757,295 $-117,757,295 -3.39 $-117,757,295
Buy Protection, 5.00%, 12/20/31 2I65BRAI7 2I65BRAI7 - 18,000,000 $0 $18,000,000 0.52 $18,000,000
Buy Protection, 5.00%, 12/20/31 2I65BRAI7 2I65BRAI7 - -18,000,000 $-18,000,000 $-18,000,000 -0.52 $-18,000,000
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,271,216 $42,271,216 1.22 $42,271,216
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,271,216 $-42,271,216 -1.22 $-42,271,216
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $59,758,498 $59,758,498 1.72 $59,758,498
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-59,758,498 $-59,758,498 -1.72 $-59,758,498
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $75,265,983 $75,265,983 2.16 $75,265,983
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-75,265,983 $-75,265,983 -2.16 $-75,265,983
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $75,265,983 $75,265,983 2.16 $75,265,983
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-75,265,983 $-75,265,983 -2.16 $-75,265,983
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $77,565,465 $77,565,465 2.23 $77,565,465
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-77,565,465 $-77,565,465 -2.23 $-77,565,465
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - 148,300,000 $83,173,959 $83,173,959 2.39 $83,173,959
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - -148,300,000 $-83,173,959 $-83,173,959 -2.39 $-83,173,959
3M CORRA Futures Sep27 SEP 27 CORU7 FUTURES_CAD - 955.00 $647,728,054 $0 0.00 $0
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $318,989,141 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-796,909 $-796,909 -0.02 $-796,909
FX Forward|USD|10/23/2026 +NZD0 - 830,344 $830,344 $830,344 0.02 $830,344
FX Forward|AUD|10/23/2026 +AUD1 - -435,610,000 $-301,586,179 $-301,586,179 -8.67 $-301,586,179
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 8.76 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-55,475,736 $-55,475,736 -1.60 $-55,475,736
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.62 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,181,704 $-17,181,704 -0.49 $-17,181,704
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.50 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-53,152,415 $-53,152,415 -1.53 $-53,152,415
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.55 $53,792,499
FX Forward|AUD|10/23/2026 +AUD2 - 3,000,000 $2,076,992 $2,076,992 0.06 $2,076,992
FX Forward|USD|10/23/2026 +AUD2 - -2,116,395 $-2,116,395 $-2,116,395 -0.06 $-2,116,395
FX Forward|CAD|10/23/2026 +CADU - -22,435,854 $-15,764,984 $-15,764,984 -0.45 $-15,764,984
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.46 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,384,661 $1,384,661 0.04 $1,384,661
FX Forward|USD|10/23/2026 +AUDU - -1,414,380 $-1,414,380 $-1,414,380 -0.04 $-1,414,380
FX Forward|AUD|10/23/2026 +AUD2 - 2,000,000 $1,384,661 $1,384,661 0.04 $1,384,661
FX Forward|USD|10/23/2026 +AUD2 - -1,416,612 $-1,416,612 $-1,416,612 -0.04 $-1,416,612
FX Forward|GBP|10/23/2026 +GBP0 - -2,257,593 $-2,982,763 $-2,982,763 -0.09 $-2,982,763
FX Forward|USD|10/23/2026 +GBP0 - 3,061,570 $3,061,570 $3,061,570 0.09 $3,061,570
FX Forward|GBP|10/23/2026 +GBP1 - -4,217,974 $-5,572,843 $-5,572,843 -0.16 $-5,572,843
FX Forward|USD|10/23/2026 +GBP1 - 5,716,432 $5,716,432 $5,716,432 0.16 $5,716,432
FX Forward|NZD|10/23/2026 +NZDU - -1,500,000 $-841,805 $-841,805 -0.02 $-841,805
FX Forward|USD|10/23/2026 +NZDU - 884,372 $884,372 $884,372 0.03 $884,372
FX Forward|GBP|10/23/2026 +GBPU - 5,000,000 $6,606,067 $6,606,067 0.19 $6,606,067
FX Forward|USD|10/23/2026 +GBPU - -6,765,101 $-6,765,101 $-6,765,101 -0.19 $-6,765,101
FX Forward|AUD|10/23/2026 +AUDU - -12,000,000 $-8,307,968 $-8,307,968 -0.24 $-8,307,968
FX Forward|USD|10/23/2026 +AUDU - 8,523,610 $8,523,610 $8,523,610 0.25 $8,523,610
FX Forward|AUD|10/23/2026 +AUD2 - 13,000,000 $9,000,299 $9,000,299 0.26 $9,000,299
FX Forward|USD|10/23/2026 +AUD2 - -9,305,387 $-9,305,387 $-9,305,387 -0.27 $-9,305,387
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,384,661 $1,384,661 0.04 $1,384,661
FX Forward|USD|10/23/2026 +AUDU - -1,440,984 $-1,440,984 $-1,440,984 -0.04 $-1,440,984
FX Forward|AUD|10/23/2026 +AUD1 - 1,400,000 $969,263 $969,263 0.03 $969,263
FX Forward|USD|10/23/2026 +AUD1 - -1,002,915 $-1,002,915 $-1,002,915 -0.03 $-1,002,915
FX Forward|CAD|10/08/2026 +CADU - -26,800,000 $-18,816,052 $-18,816,052 -0.54 $-18,816,052
FX Forward|USD|10/08/2026 +CADU - 19,272,650 $19,272,650 $19,272,650 0.55 $19,272,650
FX Forward|GBP|10/23/2026 +GBPU - 14,000,000 $18,496,988 $18,496,988 0.53 $18,496,988
FX Forward|USD|10/23/2026 +GBPU - -18,837,045 $-18,837,045 $-18,837,045 -0.54 $-18,837,045
FX Forward|AUD|10/23/2026 +AUD2 - 4,000,000 $2,769,323 $2,769,323 0.08 $2,769,323
FX Forward|USD|10/23/2026 +AUD2 - -2,843,384 $-2,843,384 $-2,843,384 -0.08 $-2,843,384
FX Forward|GBP|10/23/2026 +GBPU - 13,000,000 $17,175,774 $17,175,774 0.49 $17,175,774
FX Forward|USD|10/23/2026 +GBPU - -17,352,570 $-17,352,570 $-17,352,570 -0.50 $-17,352,570
FX Forward|GBP|10/23/2026 +GBP0 - -5,934,826 $-7,841,172 $-7,841,172 -0.23 $-7,841,172
FX Forward|USD|10/23/2026 +GBP0 - 7,922,877 $7,922,877 $7,922,877 0.23 $7,922,877
FX Forward|AUD|10/23/2026 +AUDU - -13,511,689 $-9,354,557 $-9,354,557 -0.27 $-9,354,557
FX Forward|USD|10/23/2026 +AUDU - 9,537,486 $9,537,486 $9,537,486 0.27 $9,537,486
FX Forward|AUD|10/23/2026 +AUDU - -14,408,683 $-9,975,573 $-9,975,573 -0.29 $-9,975,573
FX Forward|USD|10/23/2026 +AUDU - 10,138,502 $10,138,502 $10,138,502 0.29 $10,138,502
FX Forward|AUD|10/23/2026 +AUDU - -5,349,240 $-3,703,443 $-3,703,443 -0.11 $-3,703,443
FX Forward|USD|10/23/2026 +AUDU - 3,758,395 $3,758,395 $3,758,395 0.11 $3,758,395

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