Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - LatAm Mexico PA
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For professional investors in Mexico

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of November 28, 2025)

Ticker Cusip Underlying Security Strike Price Quantity (Shares/ Par/ Units/ Contracts) Notional Value Market Value Weight % Current Market Value
Morgan Stanley Bank, N.A. 4.952% 14-JAN-2028, 4.95%, 01/14/28 MS 61690U8A1 - - 43,610,000 $44,814,653 $44,814,653 1.59 $43,992,817
Goldman Sachs Bank USA 5.283% 18-MAR-2027, 5.28%, 03/18/27 GS 38151LAF7 - - 33,575,000 $34,041,510 $34,041,510 1.21 $33,681,829
Janus Henderson AAA CLO ETF JAAA US 47103U845 - - 542,500 $27,521,025 $27,521,025 0.98 $27,521,025
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - - 25,655,000 $27,071,868 $27,071,868 0.97 $26,485,509
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - - 25,440,000 $25,834,129 $25,834,129 0.92 $25,730,072
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - - 24,707,000 $25,602,846 $25,602,846 0.90 $25,168,872
Bank Australia Limited FRN 21-FEB-2028, 5.27%, 02/21/28 BAAUST Q1R67ARV2 - - 38,220,000 $25,498,070 $25,498,070 0.90 $25,461,870
Korea Electric Power Corporation 4.875% 31-JAN-2027, 4.88%, 01/31/27 KORELE 500631BB1 - - 23,450,000 $24,060,120 $24,060,120 0.85 $23,675,882
Illumina, Inc. 5.8% 12-DEC-2025, 5.80%, 12/12/25 ILMN 452327AN9 - - 22,875,000 $23,503,623 $23,503,623 0.83 $22,880,788
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 $23,304,973 $23,304,973 0.82 $23,285,830
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - - 34,400,000 $23,256,635 $23,256,635 0.82 $22,784,140
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - - 23,156,000 $23,198,646 $23,198,646 0.82 $23,151,048
Universal Health Services, Inc. 1.65% 01-SEP-2026, 1.65%, 09/01/26 UHS 913903AZ3 - - 23,425,000 $23,027,228 $23,027,228 0.81 $22,930,599
Broadcom Inc. 5.05% 12-JUL-2027, 5.05%, 07/12/27 AVGO 11135FBZ3 - - 21,525,000 $22,310,958 $22,310,958 0.79 $21,891,250
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.89%, 09/05/28 TOYOTA 89236TNS0 - - 20,600,000 $21,054,437 $21,054,437 0.74 $20,810,359
BX Trust 2025-ROIC A 5.10279% 15-FEB-2042, 5.10%, 03/15/30 BX 2025-ROIC 05593VAA1 - - 20,940,330 $20,915,075 $20,915,075 0.74 $20,866,903
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - - 19,617,000 $20,339,551 $20,339,551 0.72 $20,177,874
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - - 20,000,000 $20,240,194 $20,240,194 0.72 $20,181,161
CNH Industrial Capital Australia Pty Ltd. 5.8% 13-JUL-2026, 5.80%, 07/13/26 CNHI Q2575EAC6 - - 29,790,000 $20,112,645 $20,112,645 0.71 $19,674,927
Nationwide Building Society 4.0% 14-SEP-2026, 4.00%, 09/14/26 NWIDE 63859WAE9 - - 19,530,000 $19,652,303 $19,652,303 0.69 $19,485,213
Air Lease Corporation 5.1% 01-MAR-2029, 5.10%, 03/01/29 AL 00914AAV4 - - 19,000,000 $19,538,400 $19,538,400 0.69 $19,296,150
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - - 19,647,000 $19,522,157 $19,522,157 0.69 $19,331,827
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - - 18,904,000 $19,403,572 $19,403,572 0.69 $19,248,969
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - - 18,132,000 $18,996,223 $18,996,223 0.67 $18,751,441
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - - 29,300,000 $18,879,355 $18,879,355 0.67 $18,865,168
Capital One Financial Corporation 3.75% 28-JUL-2026, 3.75%, 07/28/26 COF 14040HBK0 - - 17,744,000 $17,915,288 $17,915,288 0.63 $17,687,943
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - - 17,440,000 $17,891,620 $17,891,620 0.63 $17,632,200
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - - 17,538,000 $17,616,327 $17,616,327 0.62 $17,398,222
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - - 16,850,000 $17,398,312 $17,398,312 0.61 $17,310,425
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - - 16,965,000 $17,312,426 $17,312,426 0.61 $17,282,879
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - - 17,010,000 $17,285,200 $17,285,200 0.61 $17,196,557
NOW Trust 2024-1 A 4.9474% 14-JUN-2032, 4.95%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - - 26,150,096 $17,283,071 $17,283,071 0.61 $17,243,555
Trinity Acquisition Plc 4.4% 15-MAR-2026, 4.40%, 03/15/26 WTW 89641UAC5 - - 17,097,000 $17,255,001 $17,255,001 0.61 $17,096,189
Marriott International, Inc. 5.45% 15-SEP-2026, 5.45%, 09/15/26 MAR 571903BM4 - - 16,885,000 $17,233,886 $17,233,886 0.61 $17,039,615
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - - 17,683,000 $17,227,434 $17,227,434 0.61 $17,012,021
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - - 22,920,000 $16,576,661 $16,576,661 0.59 $16,491,286
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - - 16,327,000 $16,523,568 $16,523,568 0.58 $16,435,243
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - - 15,500,000 $15,902,711 $15,902,711 0.56 $15,809,165
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - - 14,940,000 $15,401,441 $15,401,441 0.54 $15,084,547
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MMC 571748BY7 - - 15,100,000 $15,313,549 $15,313,549 0.54 $15,269,654
Korea National Oil Corporation 4.625% 31-MAR-2028, 4.62%, 03/31/28 KOROIL 50065LAM2 - - 15,000,000 $15,305,858 $15,305,858 0.54 $15,188,306
Williams Companies, Inc. 5.4% 02-MAR-2026, 5.40%, 03/02/26 WMB 969457CH1 - - 15,050,000 $15,303,345 $15,303,345 0.54 $15,102,428
UBS Group Funding (Switzerland) AG 4.253% 23-MAR-2028, 4.25%, 03/23/28 UBS 90352JAC7 - - 15,000,000 $15,129,562 $15,129,562 0.53 $15,009,061
Mattel, Inc. 3.75% 01-APR-2029, 3.75%, 04/01/29 MAT 577081BF8 - - 15,375,000 $15,101,303 $15,101,303 0.53 $15,005,209
Aviation Capital Group LLC 1.95% 20-SEP-2026, 1.95%, 09/20/26 ACGCAP 05369AAL5 - - 15,250,000 $15,032,435 $15,032,435 0.53 $14,973,786
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - - 14,586,000 $14,962,959 $14,962,959 0.53 $14,710,824
Volkswagen Group of America Finance LLC 5.7% 12-SEP-2026, 5.70%, 09/12/26 VW 928668BV3 - - 14,575,000 $14,927,391 $14,927,391 0.53 $14,745,082
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAB2 - - 14,284,000 $14,561,356 $14,561,356 0.51 $14,460,654
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - - 14,263,000 $14,515,287 $14,515,287 0.51 $14,366,239
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BK 06405LAH4 - - 14,180,000 $14,507,730 $14,507,730 0.51 $14,431,360
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - - 13,915,000 $14,202,756 $14,202,756 0.50 $14,077,135
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - - 14,000,000 $14,107,989 $14,107,989 0.50 $14,010,135
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - - 13,440,000 $14,080,320 $14,080,320 0.50 $13,673,760
NOW Trust 2025-1 A 4.6974% 14-FEB-2034, 4.70%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - - 21,304,397 $14,036,293 $14,036,293 0.50 $14,005,726
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 5.10%, 09/15/28 HPE 42824CBY4 - - 13,820,000 $14,018,317 $14,018,317 0.50 $13,867,119
Oceanview Mortgage Trust 2025-INV4|4.99888|12/25/2055, 5.00%, 12/25/55 BVINV 2025-4 67647DAU3 - - 14,000,000 $14,003,925 $14,003,925 0.49 $13,992,261
UBS AG Stamford Branch FRN 17-MAY-2027, 4.52%, 05/17/27 UBS 90261AAE2 - - 13,950,000 $13,976,904 $13,976,904 0.49 $13,954,489
Wells Fargo & Company FRN 15-SEP-2029, 5.02%, 09/15/29 WFC 95000U3Z4 - - 13,820,000 $13,959,849 $13,959,849 0.49 $13,811,016
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - - 13,500,000 $13,943,072 $13,943,072 0.49 $13,702,212
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - - 13,831,000 $13,902,829 $13,902,829 0.49 $13,870,844
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - - 13,840,000 $13,850,759 $13,850,759 0.49 $13,587,510
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.68279% 25-OCT-2041, 5.57%, 10/25/41 STACR 2021-DNA6 35564KKY4 - - 13,800,694 $13,843,912 $13,843,912 0.49 $13,831,097
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - - 13,400,000 $13,794,709 $13,794,709 0.49 $13,614,925
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 5.50%, 02/14/29 NEWCAP Q6634VWY6 - - 20,400,000 $13,755,597 $13,755,597 0.49 $13,721,296
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - - 13,200,000 $13,452,344 $13,452,344 0.48 $13,419,344
Royal Caribbean Group 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - - 13,050,000 $13,400,849 $13,400,849 0.47 $13,281,224
Truist Bank Auto Credit Linked Notes, Series 2025-1 B 4.728% 25-SEP-2033, 4.73%, 09/26/33 TACLN 2025-1 897926CB5 - - 13,211,226 $13,236,233 $13,236,233 0.47 $13,225,823
Aviation Capital Group LLC 1.95% 30-JAN-2026, 1.95%, 01/30/26 ACGCAP 05369AAK7 - - 13,168,000 $13,201,996 $13,201,996 0.47 $13,115,690
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - - 13,250,000 $13,178,867 $13,178,867 0.47 $13,055,974
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - - 12,800,000 $13,154,570 $13,154,570 0.46 $12,902,801
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - - 10,100,000 $13,111,311 $13,111,311 0.46 $12,783,670
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - - 12,795,000 $13,110,811 $13,110,811 0.46 $12,946,876
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - - 12,699,000 $13,089,836 $13,089,836 0.46 $12,846,439
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - - 12,750,000 $13,022,050 $13,022,050 0.46 $12,961,730
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - - 12,525,000 $12,987,670 $12,987,670 0.46 $12,930,194
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - - 12,639,000 $12,953,249 $12,953,249 0.46 $12,886,943
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - - 12,356,000 $12,894,300 $12,894,300 0.46 $12,849,584
Hyundai Capital America, Inc. 5.95% 21-SEP-2026, 5.95%, 09/21/26 HYNMTR 44891ACM7 - - 12,525,000 $12,843,709 $12,843,709 0.45 $12,698,801
RAF ABS Series 2025-1 A 4.4975% 09-DEC-2031, 4.50%, 12/09/31 REABS 2025-1 BCC3NSJG2 - - 19,434,970 $12,804,260 $12,804,260 0.45 $12,771,279
Hertz Vehicle Financing III LLC|4.62|05/25/2030, 4.62%, 05/25/30 HERTZ 2025-5A 42806MDL0 - - 12,800,000 $12,793,336 $12,793,336 0.45 $12,793,336
Liberty Financial Pty Ltd. FRN 25-MAY-2026, 6.20%, 05/25/26 LBRFI BP5662476 - - 19,100,000 $12,632,199 $12,632,199 0.45 $12,619,433
Mercedes-Benz Finance North America LLC 5.2% 03-AUG-2026, 5.20%, 08/03/26 MBGGR 58769JAK3 - - 12,100,000 $12,402,704 $12,402,704 0.44 $12,196,466
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - - 12,049,000 $12,385,876 $12,385,876 0.44 $12,172,705
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - - 12,047,000 $12,315,274 $12,315,274 0.44 $12,120,990
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - - 12,000,000 $12,046,931 $12,046,931 0.43 $11,885,997
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - - 11,800,000 $11,954,661 $11,954,661 0.42 $11,836,415
Columbia Pipelines Holding Company LLC 6.055% 15-AUG-2026, 6.05%, 08/15/26 CPGX 19828AAA5 - - 11,486,000 $11,803,010 $11,803,010 0.42 $11,598,231
ICON Investments Six Designated Activity Company 5.809% 08-MAY-2027, 5.81%, 05/08/27 ICLR 45115AAA2 - - 11,520,000 $11,790,995 $11,790,995 0.42 $11,748,241
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - - 15,500,000 $11,719,753 $11,719,753 0.41 $11,536,078
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - - 11,513,700 $11,713,326 $11,713,326 0.41 $11,653,560
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - - 17,600,000 $11,659,671 $11,659,671 0.41 $11,635,765
Boeing Company 2.196% 04-FEB-2026, 2.20%, 02/04/26 BA 097023DG7 - - 11,600,000 $11,636,140 $11,636,140 0.41 $11,553,350
Suncorp Group Limited FRN 01-JUN-2037, 5.86%, 06/01/37 SUNAU BV5692215 - - 17,200,000 $11,627,591 $11,627,591 0.41 $11,462,681
Athene Global Funding 5.62% 08-MAY-2026, 5.62%, 05/08/26 ATH 04685A3V1 - - 11,500,000 $11,607,097 $11,607,097 0.41 $11,565,806
Air Lease Corporation 5.4% 01-JUN-2028, 5.40%, 06/01/28 AL 00912XBP8 - - 14,985,000 $11,530,447 $11,530,447 0.41 $11,239,422
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - - 11,000,000 $11,304,900 $11,304,900 0.40 $11,087,100
Commonwealth Bank of Australia FRN 20-AUG-2031, 4.96%, 08/20/31 CBAAU BQ9802662 - - 16,600,000 $10,947,135 $10,947,135 0.39 $10,933,818
Teachers Mutual Bank Limited FRN 21-JUN-2027, 4.85%, 06/21/27 TEACHM YX7268668 - - 16,140,000 $10,776,926 $10,776,926 0.38 $10,679,945
Connecticut Avenue Securities Trust 2024-R06 1M2 5.78279% 25-SEP-2044, 5.67%, 09/25/44 CAS 2024-R06 20755RAC9 - - 10,673,000 $10,686,718 $10,686,718 0.38 $10,676,629
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - - 14,500,000 $10,593,567 $10,593,567 0.37 $10,433,073
NRTH Commercial Mortgage Trust 2025-PARK A 5.35223% 15-OCT-2040, 5.35%, 10/15/40 NRTH 2025-PARK 669985AA1 - - 10,500,000 $10,514,356 $10,514,356 0.37 $10,489,379
Algonquin Power & Utilities Corp. 5.365% 15-JUN-2026, 5.37%, 06/15/26 AQNCN 015857AF2 - - 10,157,000 $10,459,321 $10,459,321 0.37 $10,208,051
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - - 10,045,000 $10,396,354 $10,396,354 0.37 $10,189,176
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAA4 - - 10,232,000 $10,362,641 $10,362,641 0.37 $10,292,040
Air Lease Corporation 5.3% 25-JUN-2026, 5.30%, 06/25/26 AL 00914AAW2 - - 10,020,000 $10,309,868 $10,309,868 0.36 $10,079,742
Hyundai Capital America, Inc. 5.5% 30-MAR-2026, 5.50%, 03/30/26 HYNMTR 44891ACB1 - - 10,125,000 $10,261,299 $10,261,299 0.36 $10,166,940
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - - 9,600,000 $9,850,447 $9,850,447 0.35 $9,808,674
Athene Global Funding 5.684% 23-FEB-2026, 5.68%, 02/23/26 ATH 04685A3S8 - - 9,660,000 $9,839,189 $9,839,189 0.35 $9,689,719
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - - 9,833,000 $9,812,945 $9,812,945 0.35 $9,757,116
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - - 9,765,360 $9,793,437 $9,793,437 0.35 $9,749,323
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 $9,717,617 $9,717,617 0.34 $9,690,468
Bank of America Corporation 4.623% 09-MAY-2029, 4.62%, 05/09/29 BAC 06051GMT3 - - 9,500,000 $9,656,467 $9,656,467 0.34 $9,629,628
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - - 9,300,000 $9,605,133 $9,605,133 0.34 $9,413,320
Westpac Banking Corporation FRN 10-JUL-2034, 5.26%, 07/10/34 WSTP YW1615916 - - 14,300,000 $9,600,719 $9,600,719 0.34 $9,530,489
Plenti PL & Green ABS Trust 2024-2 A1 4.7299% 11-APR-2036, 4.73%, 04/11/36 PLENG 2024-2 BCC3J0Q70 - - 14,459,682 $9,524,084 $9,524,084 0.34 $9,499,507
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - - 9,000,000 $9,335,599 $9,335,599 0.33 $9,153,699
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 5.38279% 25-MAY-2045, 5.27%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - - 9,292,758 $9,300,916 $9,300,916 0.33 $9,292,751
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - - 9,677,000 $9,290,599 $9,290,599 0.33 $9,245,574
Huntington Bank Auto Credit-Linked Notes, Series 2024-2 B1 5.442% 20-OCT-2032, 5.44%, 10/20/32 HACLN 2024-2 44644NAG4 - - 9,088,659 $9,189,452 $9,189,452 0.32 $9,174,339
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - - 8,975,000 $9,070,638 $9,070,638 0.32 $8,999,885
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - - 13,650,000 $9,064,950 $9,064,950 0.32 $8,875,911
Bendigo and Adelaide Bank Limited FRN 15-MAY-2026, 4.87%, 05/15/26 BENAU Q1457QKG4 - - 13,600,000 $8,972,037 $8,972,037 0.32 $8,953,011
Canadian Imperial Bank of Commerce 4.9% 02-APR-2027, 4.90%, 04/02/27 CM 13607L3Y7 - - 12,300,000 $8,958,004 $8,958,004 0.32 $8,886,740
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - - 8,814,000 $8,866,109 $8,866,109 0.31 $8,814,020
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - - 8,375,000 $8,728,538 $8,728,538 0.31 $8,535,541
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - - 8,567,000 $8,684,200 $8,684,200 0.31 $8,580,146
Connecticut Avenue Securities Trust 2022-R02 2M2 7.18279% 25-JAN-2042, 7.07%, 01/25/42 CAS 2022-R02 20754BAB7 - - 8,251,000 $8,415,665 $8,415,665 0.30 $8,405,940
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - - 8,066,000 $8,327,819 $8,327,819 0.29 $8,218,422
Macquarie Bank Limited FRN 01-MAR-2034, 5.51%, 03/01/34 MQGAU AU3FN0085171 - - 12,190,000 $8,267,029 $8,267,029 0.29 $8,159,576
Broadcom Inc. 4.8% 15-APR-2028, 4.80%, 04/15/28 AVGO 11135FCE9 - - 8,040,000 $8,243,337 $8,243,337 0.29 $8,194,025
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - - 12,300,000 $8,208,203 $8,208,203 0.29 $8,078,010
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - - 7,900,000 $8,153,444 $8,153,444 0.29 $7,990,254
Volkswagen Group of America Finance LLC 4.45% 11-SEP-2027, 4.45%, 09/11/27 VW 928668CV2 - - 8,026,000 $8,127,066 $8,127,066 0.29 $8,047,698
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - - 7,870,000 $8,086,193 $8,086,193 0.29 $8,037,536
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - - 7,823,000 $8,070,433 $8,070,433 0.29 $8,020,721
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - - 8,000,000 $8,023,974 $8,023,974 0.28 $7,935,641
Huntington Bank Auto Credit-Linked Notes, Series 2025-1 B 4.957% 20-MAR-2033, 4.96%, 03/21/33 HACLN 2025-1 446438SX2 - - 7,883,222 $7,931,279 $7,931,279 0.28 $7,919,338
Hyundai Capital America, Inc. 5.65% 26-JUN-2026, 5.65%, 06/26/26 HYNMTR 44891ACG0 - - 7,645,000 $7,890,564 $7,890,564 0.28 $7,704,589
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - - 7,725,000 $7,871,205 $7,871,205 0.28 $7,805,301
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - - 7,744,000 $7,851,446 $7,851,446 0.28 $7,768,424
Huntington Bank Auto Credit-Linked Notes, Series 2024-1 B1 6.153% 20-MAY-2032, 6.15%, 05/20/32 HACLN 2024-1 44644NAA7 - - 7,709,804 $7,829,693 $7,829,693 0.28 $7,815,198
Westpac Banking Corporation FRN 29-JAN-2031, 5.11%, 01/29/31 WSTP BN6416885 - - 11,800,000 $7,783,978 $7,783,978 0.28 $7,748,243
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - - 7,692,733 $7,767,495 $7,767,495 0.27 $7,726,393
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 5.2218% 25-FEB-2045, 5.22%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - - 7,735,929 $7,737,839 $7,737,839 0.27 $7,731,107
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - - 7,459,000 $7,731,003 $7,731,003 0.27 $7,601,671
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - - 7,690,000 $7,717,120 $7,717,120 0.27 $7,670,275
Delta Air Lines, Inc. 4.95% 10-JUL-2028, 4.95%, 07/10/28 DAL 247361A24 - - 7,346,000 $7,631,412 $7,631,412 0.27 $7,458,689
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - - 7,050,000 $7,466,330 $7,466,330 0.26 $7,340,908
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.00%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - - 11,272,960 $7,448,229 $7,448,229 0.26 $7,427,975
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 5.43279% 25-MAR-2044, 5.32%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - - 7,236,448 $7,242,853 $7,242,853 0.26 $7,236,435
Connecticut Avenue Securities Trust 2024-R01 1M1 5.23279% 25-JAN-2044, 5.12%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - - 7,143,414 $7,144,109 $7,144,109 0.25 $7,138,012
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - - 7,000,000 $7,139,285 $7,139,285 0.25 $7,115,135
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - - 7,000,000 $7,085,158 $7,085,158 0.25 $7,071,158
Hyundai Capital America, Inc. FRN 18-SEP-2028, 5.18%, 09/18/28 HYNMTR 44891AEB9 - - 6,960,000 $7,073,162 $7,073,162 0.25 $6,998,729
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - - 6,866,000 $7,059,743 $7,059,743 0.25 $6,959,957
UBS Group AG FRN 23-DEC-2029, 4.94%, 12/23/29 UBS 225401BL1 - - 7,000,000 $7,046,185 $7,046,185 0.25 $6,979,590
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - - 6,795,181 $6,993,349 $6,993,349 0.25 $6,963,009
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - - 6,810,000 $6,981,721 $6,981,721 0.25 $6,917,735
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - - 7,500,000 $6,973,235 $6,973,235 0.25 $6,962,402
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - - 6,808,000 $6,965,015 $6,965,015 0.25 $6,902,136
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.92%, 09/11/28 SUMITR 86563VCC1 - - 6,800,000 $6,888,002 $6,888,002 0.24 $6,812,389
CONNECTICUT AVENUE SECUR 5.55001% 45, 5.27%, 07/25/45 CAS 2025-R05 20753CAB6 - - 6,866,323 $6,871,383 $6,871,383 0.24 $6,865,350
Commonwealth Bank of Australia FRN 09-NOV-2032, 6.36%, 11/09/32 CBAAU BZ9744070 - - 10,000,000 $6,797,621 $6,797,621 0.24 $6,772,491
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - - 10,000,000 $6,790,029 $6,790,029 0.24 $6,673,203
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - - 6,498,000 $6,707,671 $6,707,671 0.24 $6,663,250
ONEOK, Inc. 5.55% 01-NOV-2026, 5.55%, 11/01/26 OKE 682680BH5 - - 6,600,000 $6,706,085 $6,706,085 0.24 $6,675,560
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - - 6,548,000 $6,692,992 $6,692,992 0.24 $6,641,299
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - - 6,520,000 $6,692,237 $6,692,237 0.24 $6,603,422
Connecticut Avenue Securities Trust 2025-R03 2M1 5.78279% 25-MAR-2045, 5.67%, 03/25/45 CAS 2025-R03 20754VAB3 - - 6,593,176 $6,620,858 $6,620,858 0.23 $6,614,625
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - - 6,499,000 $6,572,747 $6,572,747 0.23 $6,511,367
Metro Finance 2024-1 Trust|4.7998|09/17/2030, 4.80%, 09/17/30 METR 2024-1 BCC3H5JS3 - - 9,956,161 $6,565,552 $6,565,552 0.23 $6,553,532
Fortive Corporation 3.15% 15-JUN-2026, 3.15%, 06/15/26 FTV 34959JAG3 - - 6,500,000 $6,556,276 $6,556,276 0.23 $6,461,863
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - - 6,305,000 $6,493,097 $6,493,097 0.23 $6,359,545
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - - 8,960,000 $6,482,271 $6,482,271 0.23 $6,409,063
Westpac Banking Corporation FRN 03-APR-2034, 5.46%, 04/03/34 WSTP AU3FN0086328 - - 9,500,000 $6,420,308 $6,420,308 0.23 $6,365,273
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - - 6,270,000 $6,403,758 $6,403,758 0.23 $6,340,074
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - - 6,035,000 $6,366,088 $6,366,088 0.22 $6,248,598
General Motors Financial Company, Inc. 5.15% 15-AUG-2026, 5.15%, 08/15/26 GM 8BASJMXX0 - - 4,690,000 $6,335,659 $6,335,659 0.22 $6,240,964
Connecticut Avenue Securities Trust 2025-R01 1M2 5.68279% 25-JAN-2045, 5.57%, 01/25/45 CAS 2025-R01 20755JAC7 - - 6,205,000 $6,194,797 $6,194,797 0.22 $6,189,034
Atlas Warehouse Lending Company, L.P. 6.25% 15-JAN-2030, 6.25%, 01/15/30 ATWALD 049463AE2 - - 5,700,000 $6,141,124 $6,141,124 0.22 $6,006,541
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.96%, 01/18/33 SBCLN 2024-B 80280BAB4 - - 5,997,684 $6,060,633 $6,060,633 0.21 $6,047,398
Export-Import Bank of Korea FRN 22-SEP-2028, 4.58%, 09/22/28 EIBKOR 302154EN5 - - 5,902,000 $5,956,243 $5,956,243 0.21 $5,903,456
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - - 5,972,000 $5,952,807 $5,952,807 0.21 $5,945,740
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - - 5,630,000 $5,932,061 $5,932,061 0.21 $5,780,989
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - - 5,866,000 $5,851,015 $5,851,015 0.21 $5,818,711
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - - 6,000,000 $5,847,508 $5,847,508 0.21 $5,799,976
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - - 5,692,000 $5,832,400 $5,832,400 0.21 $5,734,918
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 5.23279% 25-JAN-2045, 5.12%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - - 5,776,863 $5,778,235 $5,778,235 0.20 $5,773,303
Insurance Australia Group Limited FRN 15-DEC-2036, 6.03%, 12/15/36 IAGAU AU3FN0055497 - - 8,550,000 $5,751,461 $5,751,461 0.20 $5,680,132
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 5.38279% 25-AUG-2044, 5.27%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - - 5,686,757 $5,696,859 $5,696,859 0.20 $5,691,862
NRG Energy, Inc. 2.0% 02-DEC-2025, 2.00%, 12/02/25 NRG 629377CN0 - - 5,600,000 $5,655,314 $5,655,314 0.20 $5,599,625
RESIMAC Bastille Trust 2024-1NC A2 4.8975% 13-SEP-2055, 4.90%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - - 8,554,071 $5,654,813 $5,654,813 0.20 $5,641,264
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - - 5,353,000 $5,613,985 $5,613,985 0.20 $5,516,460
Gildan Activewear Inc. 4.7% 07-OCT-2030, 4.70%, 10/07/30 GILCN 375916AF0 - - 5,556,000 $5,581,020 $5,581,020 0.20 $5,541,850
American Express Company 5.645% 23-APR-2027, 5.64%, 04/23/27 AXP 025816DT3 - - 5,375,000 $5,440,291 $5,440,291 0.19 $5,408,263
Plenti PL & Green ABS Trust 2025-1 A1G 4.7499% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WP2 - - 8,068,303 $5,332,518 $5,332,518 0.19 $5,318,747
BX Commercial Mortgage Trust 2024-AIRC A 5.65024% 15-AUG-2041, 5.65%, 08/15/41 BX 2024-AIRC 12433CAA3 - - 5,242,693 $5,264,873 $5,264,873 0.19 $5,251,707
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - - 5,150,000 $5,243,136 $5,243,136 0.19 $5,191,582
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - - 5,000,000 $5,200,934 $5,200,934 0.18 $5,086,810
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - - 5,221,350 $5,167,252 $5,167,252 0.18 $5,160,822
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - - 5,000,000 $5,158,454 $5,158,454 0.18 $5,058,454
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - - 5,000,000 $5,091,879 $5,091,879 0.18 $5,078,768
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - - 5,000,000 $5,084,294 $5,084,294 0.18 $5,039,836
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - - 5,000,000 $5,042,389 $5,042,389 0.18 $5,038,231
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2I 2.045% 20-NOV-2047, 2.04%, 11/20/51 DNKN 2021-1A 233046AN1 - - 5,116,800 $5,007,112 $5,007,112 0.18 $5,003,915
Connecticut Avenue Securities, Series 2021-R01 1M2 5.73279% 25-OCT-2041, 5.62%, 10/25/41 CAS 2021-R01 20754RAB2 - - 4,985,869 $4,999,206 $4,999,206 0.18 $4,994,534
Santander UK Group Holdings plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - - 4,756,000 $4,800,620 $4,800,620 0.17 $4,761,240
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - - 4,599,000 $4,729,787 $4,729,787 0.17 $4,631,176
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - - 4,638,000 $4,725,617 $4,725,617 0.17 $4,688,899
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - - 4,640,000 $4,677,428 $4,677,428 0.17 $4,637,441
Jersey Mike's Funding, Series 2019-1 A2 4.433% 15-FEB-2050, 4.43%, 02/15/50 JMIKE 2019-1A 476681AA9 - - 4,672,770 $4,671,969 $4,671,969 0.17 $4,662,762
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - - 4,501,000 $4,661,947 $4,661,947 0.16 $4,571,927
Macquarie Bank Limited FRN 17-JUN-2031, 5.11%, 06/17/31 MQGAU BP9745582 - - 6,980,000 $4,643,041 $4,643,041 0.16 $4,595,001
Plenti PL & Green ABS Trust 2025-1 A1 4.7499% 11-NOV-2036, 4.75%, 11/11/36 PLENG 2025-1 BCC3M8WN7 - - 6,895,985 $4,545,722 $4,545,722 0.16 $4,533,952
Penske Truck Leasing Canada, Inc. 5.44% 08-DEC-2025, 5.44%, 12/08/25 PENSKE 70960AAE8 - - 6,153,000 $4,531,744 $4,531,744 0.16 $4,415,965
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - - 4,347,000 $4,482,961 $4,482,961 0.16 $4,407,649
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - - 6,500,000 $4,469,677 $4,469,677 0.16 $4,370,063
Volkswagen Group of America Finance LLC 4.9% 14-AUG-2026, 4.90%, 08/14/26 VW 928668CK6 - - 4,075,000 $4,151,982 $4,151,982 0.15 $4,092,634
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M2 5.63279% 25-OCT-2044, 5.52%, 10/25/44 STACR 2024-DNA3 35564NFA6 - - 4,050,000 $4,057,883 $4,057,883 0.14 $4,054,155
LSEGA Financing Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - - 3,000,000 $4,026,680 $4,026,680 0.14 $4,005,607
Liberty Series 2024-1 Auto A 4.7544% 25-MAY-2032, 4.75%, 05/25/32 LBRTY 2024-1A BCC3G7993 - - 6,005,170 $3,955,095 $3,955,095 0.14 $3,952,022
Lloyds Banking Group plc 5.985% 07-AUG-2027, 5.99%, 08/07/27 LLOYDS 539439AY5 - - 3,600,000 $3,711,619 $3,711,619 0.13 $3,643,390
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - - 3,644,000 $3,672,166 $3,672,166 0.13 $3,657,106
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - - 3,580,000 $3,666,829 $3,666,829 0.13 $3,634,689
Lloyds Banking Group plc FRN 06-MAR-2030, 5.39%, 03/06/30 LLOYDS G55365HP1 - - 5,240,000 $3,530,379 $3,530,379 0.12 $3,486,758
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 7.36%, 03/16/28 LBRFI Q5S40CAS5 - - 5,010,000 $3,507,272 $3,507,272 0.12 $3,456,922
Mattel, Inc. 5.0% 17-NOV-2030, 5.00%, 11/17/30 MAT 577081BG6 - - 3,397,000 $3,434,107 $3,434,107 0.12 $3,427,502
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - - 3,240,000 $3,331,995 $3,331,995 0.12 $3,270,795
General Motors Financial Company, Inc. 5.4% 06-APR-2026, 5.40%, 04/06/26 GM 37045XEF9 - - 3,230,000 $3,270,177 $3,270,177 0.12 $3,243,529
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - - 3,036,000 $3,128,007 $3,128,007 0.11 $3,065,382
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 5.28279% 25-DEC-2031, 5.17%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - - 3,105,164 $3,125,683 $3,125,683 0.11 $3,109,007
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - - 3,095,000 $3,111,051 $3,111,051 0.11 $3,070,257
Suncorp Group Limited FRN 01-DEC-2038, 6.21%, 12/01/38 SUNAU AU3FN0075644 - - 4,500,000 $3,102,814 $3,102,814 0.11 $3,057,094
Connecticut Avenue Securities Trust 2025-R01 1M1 5.28279% 25-JAN-2045, 5.17%, 01/25/45 CAS 2025-R01 20755JAB9 - - 3,023,444 $3,025,297 $3,025,297 0.11 $3,022,691
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - - 2,839,000 $2,986,595 $2,986,595 0.11 $2,915,896
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - - 2,866,000 $2,972,792 $2,972,792 0.11 $2,900,744
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - - 2,893,000 $2,906,782 $2,906,782 0.10 $2,904,257
Santander Bank Auto Credit Linked Notes Series 2024-B 18-JAN-2033, 4.91%, 01/18/33 SBCLN 2024-B 80280BAA6 - - 2,823,954 $2,858,343 $2,858,343 0.10 $2,852,179
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.53279% 25-FEB-2044, 5.42%, 02/25/44 STACR 2024-DNA1 35564NAX1 - - 2,832,190 $2,837,871 $2,837,871 0.10 $2,835,312
BBVA USA 5.9% 01-APR-2026, 5.90%, 04/01/26 PNC 20449EEE2 - - 2,750,000 $2,785,347 $2,785,347 0.10 $2,758,305
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - - 2,916,060 $2,701,884 $2,701,884 0.10 $2,700,770
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 5.27%, 05/25/45 CAS 2025-R04 20755TAB7 - - 2,665,160 $2,667,945 $2,667,945 0.09 $2,665,603
Ally Bank Auto Credit-Linked Notes, Series 2024-A B 5.827% 15-MAY-2032, 5.83%, 05/17/32 ABCLN 2024-A 02007GZ55 - - 2,474,287 $2,519,030 $2,519,030 0.09 $2,512,622
Ally Bank Auto Credit-Linked Notes, Series 2024-A A2 5.681% 15-MAY-2032, 5.68%, 05/17/32 ABCLN 2024-A 02007GZ48 - - 2,474,287 $2,514,153 $2,514,153 0.09 $2,507,906
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.10%, 10/15/27 LOFINA Q5657JAC9 - - 3,800,000 $2,386,679 $2,386,679 0.08 $2,379,940
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 5.38279% 25-MAY-2044, 5.27%, 05/25/44 STACR 2024-DNA2 35564NCX9 - - 2,362,646 $2,370,158 $2,370,158 0.08 $2,368,082
Connecticut Avenue Securities Trust 2025-R02 1M1 5.33279% 25-FEB-2045, 5.22%, 02/25/45 CAS 2025-R02 20754TAC6 - - 2,340,808 $2,345,242 $2,345,242 0.08 $2,343,204
Westpac Banking Corporation FRN 11-NOV-2027, 4.89%, 11/11/27 WSTP Q97423E21 - - 3,300,000 $2,198,414 $2,198,414 0.08 $2,193,197
United Airlines 2020-1 Class A Pass Through Trust 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - - 2,030,148 $2,091,830 $2,091,830 0.07 $2,076,589
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 6.18279% 25-JUN-2043, 6.07%, 06/25/43 STACR 2023-HQA2 35564K2F5 - - 2,064,942 $2,070,882 $2,070,882 0.07 $2,068,792
Macquarie Group Limited 1.629% 23-SEP-2027, 1.63%, 09/23/27 MQGAU 55607PAF2 - - 2,100,000 $2,063,762 $2,063,762 0.07 $2,057,300
Westpac Banking Corporation 4.6% 16-FEB-2026, 4.60%, 02/16/26 WSTP Q97423Q93 - - 3,100,000 $2,062,599 $2,062,599 0.07 $2,035,185
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - - 2,040,345 $2,060,707 $2,060,707 0.07 $2,056,200
Volkswagen Financial Services Australia Pty Ltd. 4.95% 13-APR-2026, 4.95%, 04/13/26 VW Q94829DZ0 - - 3,110,000 $2,054,451 $2,054,451 0.07 $2,040,898
Charter Hall LWR Pty Limited 2.086% 03-MAR-2028, 2.09%, 03/03/28 CHLWR BO0356143 - - 3,270,000 $2,017,392 $2,017,392 0.07 $2,006,485
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.98279% 25-NOV-2041, 5.87%, 11/25/41 STACR 2021-DNA7 35564KMH9 - - 2,000,000 $2,011,593 $2,011,593 0.07 $2,009,636
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - - 1,950,000 $2,003,947 $2,003,947 0.07 $1,974,952
Plenti Auto ABS Trust 2025-1 A 4.65% 12-AUG-2033, 4.64%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - - 3,028,051 $1,997,627 $1,997,627 0.07 $1,992,826
Connecticut Avenue Securities Trust 2024-R02 1M1 5.28279% 25-FEB-2044, 5.17%, 02/25/44 CAS 2024-R02 20754GAA8 - - 1,961,183 $1,962,292 $1,962,292 0.07 $1,960,602
Wendy's Funding, Series 2018-1 2018_A2II 3.884% 15-MAR-2048, 3.88%, 03/15/48 WEN 2018-1A 95058XAE8 - - 1,744,908 $1,728,344 $1,728,344 0.06 $1,714,037
Illumina, Inc. 4.65% 09-SEP-2026, 4.65%, 09/09/26 ILMN 452327AQ2 - - 1,705,000 $1,727,966 $1,727,966 0.06 $1,709,907
Great Southern Bank (Australia) FRN 01-DEC-2025, 5.29%, 12/01/25 CRUNAU Q29987NU6 - - 2,350,000 $1,561,431 $1,561,431 0.06 $1,541,125
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - - 2,230,000 $1,490,245 $1,490,245 0.05 $1,489,499
DB Master Finance, Series 2021-1 (Dunkin) 2021_A2II 2.493% 20-NOV-2047, 2.49%, 11/20/51 DNKN 2021-1A 233046AQ4 - - 1,565,760 $1,477,860 $1,477,860 0.05 $1,476,667
Connecticut Avenue Securities Trust 2023-R06 1M1 5.88279% 25-JUL-2043, 5.77%, 07/25/43 CAS 2023-R06 20754EAA3 - - 1,430,587 $1,436,191 $1,436,191 0.05 $1,434,815
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - - 2,230,000 $1,367,574 $1,367,574 0.05 $1,360,747
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 6.03279% 25-NOV-2043, 5.92%, 11/25/43 STACR 2023-HQA3 35564K3G2 - - 1,324,184 $1,331,611 $1,331,611 0.05 $1,330,304
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - - 1,260,000 $1,283,579 $1,283,579 0.05 $1,282,689
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - - 1,930,000 $1,194,702 $1,194,702 0.04 $1,180,205
CREDABL ABS 2024-1 TRUST FLT 2045 C, 5.75%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - - 1,797,807 $1,190,567 $1,190,567 0.04 $1,186,852
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - - 1,670,000 $1,117,539 $1,117,539 0.04 $1,099,410
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 6.18279% 25-MAY-2043, 6.07%, 05/25/43 STACR 2023-HQA1 35564KX79 - - 1,100,147 $1,108,454 $1,108,454 0.04 $1,107,341
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - - 958,000 $989,234 $989,234 0.03 $982,195
Westpac Banking Corporation FRN 10-AUG-2026, 4.41%, 08/10/26 WSTP Q974235Q8 - - 1,400,000 $923,062 $923,062 0.03 $920,734
Logicor 2019-1 UK PLC|1.875|11/17/2026, 1.88%, 11/17/26 LOGICR ZQ0630397 - - 656,000 $850,718 $850,718 0.03 $850,138
Connecticut Avenue Securities Trust 2024-R05 2M1 5.18279% 25-JUL-2044, 5.07%, 07/25/44 CAS 2024-R05 20754XAB9 - - 822,110 $822,303 $822,303 0.03 $821,608
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - - 1,070,000 $687,544 $687,544 0.02 $676,351
Heritage & People's Choice Ltd. FRN 16-SEP-2031, 5.96%, 09/16/31 PFBKAU BR2989365 - - 1,000,000 $666,192 $666,192 0.02 $658,054
Australia and New Zealand Banking Group Limited FRN 31-MAR-2026, 4.43%, 03/31/26 ANZ Q0R2ADY78 - - 1,000,000 $661,891 $661,891 0.02 $656,952
McDonald's Corporation 3.45% 08-SEP-2026, 3.45%, 09/08/26 MCD AX3931323 - - 1,000,000 $657,293 $657,293 0.02 $652,086
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - - 1,000,000 $657,278 $657,278 0.02 $653,771
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.04%, 10/14/31 BENAU BR8160425 - - 800,000 $530,062 $530,062 0.02 $526,585
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - - 570,000 $367,703 $367,703 0.01 $366,344
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA3 M1 5.18279% 25-OCT-2044, 5.07%, 10/25/44 STACR 2024-DNA3 35564NEZ2 - - 204,279 $204,452 $204,452 0.01 $204,279
Australia and New Zealand Banking Group Limited FRN 26-FEB-2031, 5.40%, 02/26/31 ANZ AU3FN0055687 - - 150,000 $98,713 $98,713 0.00 $98,640
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - - 150,000 $98,194 $98,194 0.00 $97,806
CAN 2YR BOND FUT Mar26 MAR 26 CVH6 FUTURES_CAD - -479.00 $-36,389,294 $0 0.00 $0
US 5YR NOTE (CBT) Mar26 MAR 26 FVH6 FUTURES_USD - -327.00 $-35,893,359 $0 0.00 $0
AUST 3YR BOND FUT Dec25 DEC 25 YMZ5 AU03Y 28Z - -1,282 $-89,014,212 $0 0.00 $0
US 2YR NOTE (CBT) Mar26 MAR 26 TUH6 FUTURES_USD - -2,760 $-576,451,878 $0 0.00 $0
EURO-SCHATZ FUT Dec25 DEC 25 DUZ5 FUTURES_EUR - -137.00 $-17,008,536 $0 0.00 $0
AMEREN CORP 0% 12/01/2025, 0.00%, 12/01/25 AEE 02360RZ11 - - 84,850,000 $84,821,753 $84,821,753 3.00 $84,821,753
ENERGY TRANSFER LP 0% 12/01/2025, 0.00%, 12/01/25 ENGTRN 29277EZ15 - - 62,100,000 $62,079,016 $62,079,016 2.19 $62,079,016
AIR LEASE CORP 0% 12/02/2025, 0.00%, 12/02/25 AL 00913WZ24 - - 47,000,000 $46,977,760 $46,977,760 1.66 $46,977,760
TARGA RESOURCES CORP 0% 12/01/2025, 0.00%, 12/01/25 TRGP 87613EZ16 - - 41,300,000 $41,285,735 $41,285,735 1.46 $41,285,735
AVIATION CAPITAL GROUP LLC 0% 12/02/2025, 0.00%, 12/02/25 AVTNCP 05369BZ28 - - 39,750,000 $39,732,264 $39,732,264 1.40 $39,732,264
AVIATION CAPITAL GROUP LLC 0% 12/01/2025, 0.00%, 12/01/25 AVTNCP 05369BZ10 - - 15,000,000 $14,994,982 $14,994,982 0.53 $14,994,982
SEGREGATED CASH SEGCASH - $0.00 9,157,523 $9,157,523 $9,157,523 0.32 $9,157,523
AUSTRALIAN DOLLARS AUD - - 7,474,566 $4,901,804 $4,901,804 0.17 $4,901,804
NEW ZEALAND DOLLAR NZD - - 7,831,051 $4,495,411 $4,495,411 0.16 $4,495,411
BRITISH POUND GBP - - 2,303,777 $3,052,492 $3,052,492 0.11 $3,052,492
EURO EUR - - 1,195,923 $1,387,929 $1,387,929 0.05 $1,387,929
GENERAL MOTORS FINANCIAL CO INC 0% 12/01/2025, 0.00%, 12/01/25 GMFPP 37046TZ15 - - 1,350,000 $1,349,543 $1,349,543 0.05 $1,349,543
CANADIAN DOLLAR CAD - - 1,655,279 $1,187,389 $1,187,389 0.04 $1,187,389
US DOLLARS USD MD_142224 - - -101,724,114 $-101,724,114 $-101,724,114 -3.59 $-101,724,114
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - 54,400,000 $0 $54,400,000 1.92 $54,400,000
Buy Protection, 1.00%, 06/20/30 2I65BYEH4 2I65BYEH4 - -54,400,000 $-54,400,000 $-54,400,000 -1.92 $-54,400,000
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 82,265,000 $47,224,184 $47,224,184 1.67 $47,224,184
Pay INACTIVE NZD BANK BILL 3MO Receive Fixed 5.12%, 5.12%, 04/22/26 - - $0.00 -82,265,000 $-47,224,184 $-47,224,184 -1.67 $-47,224,184
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - 75,370,000 $43,266,112 $43,266,112 1.53 $43,266,112
Pay NZD BANK BILL 3MO Receive Fixed 3.56%, 3.56%, 10/21/26 - - - -75,370,000 $-43,266,112 $-43,266,112 -1.53 $-43,266,112
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - 106,550,000 $61,164,976 $61,164,976 2.16 $61,164,976
Pay NZD BANK BILL 3MO Receive Fixed 3.45%, 3.45%, 02/17/27 - - - -106,550,000 $-61,164,976 $-61,164,976 -2.16 $-61,164,976
Pay NZD BANK BILL 3MO Receive Fixed 3.03%, 3.03%, 08/08/27 - - - 94,000,000 $53,960,655 $53,960,655 1.91 $53,960,655
Pay NZD BANK BILL 3MO Receive Fixed 3.03%, 3.03%, 08/08/27 - - - -94,000,000 $-53,960,655 $-53,960,655 -1.91 $-53,960,655
Pay NZD BANK BILL 3MO Receive Fixed 2.923%, 2.92%, 08/25/27 - - - 32,900,000 $18,886,229 $18,886,229 0.67 $18,886,229
Pay NZD BANK BILL 3MO Receive Fixed 2.923%, 2.92%, 08/25/27 - - - -32,900,000 $-18,886,229 $-18,886,229 -0.67 $-18,886,229
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - 143,000,000 $143,000,000 $143,000,000 5.05 $143,000,000
PARENT OIS PAY FIX USD 3.4775% REC SOFRRATE 27Aug27 CME_US, 3.48%, 08/27/27 - - - -143,000,000 $-143,000,000 $-143,000,000 -5.05 $-143,000,000
Pay NZD BANK BILL 3MO Receive Fixed 2.665%, 2.67%, 09/25/27 - - - 9,800,000 $5,625,685 $5,625,685 0.20 $5,625,685
Pay NZD BANK BILL 3MO Receive Fixed 2.665%, 2.67%, 09/25/27 - - - -9,800,000 $-5,625,685 $-5,625,685 -0.20 $-5,625,685
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - 109,400,000 $144,954,420 $144,954,420 5.12 $144,954,420
PARENT OIS REC FIX GBP 3.624% PAY SONIO/N 21Oct27 CME_US, 3.62%, 10/21/27 - - - -109,400,000 $-144,954,420 $-144,954,420 -5.12 $-144,954,420
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - 55,600,000 $73,669,705 $73,669,705 2.60 $73,669,705
PARENT OIS REC FIX GBP 3.5513% PAY SONIO/N 06Nov27 CME_US, 3.55%, 11/06/27 - - - -55,600,000 $-73,669,705 $-73,669,705 -2.60 $-73,669,705
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 5.12 $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 -5.12 $-144,900,000
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @25.95C 1, 1.00%, 01/21/26 - XXCZU6 UCAXXCZU6 $1.00 524,900,000 $-524,900,000 $216,616 0.01 $216,616
3 MONTH SOFR FUT Dec27 DEC 27 SFRZ7 FUTURES_USD - -557.00 $-134,954,138 $0 0.00 $0
3 MONTH SOFR FUT Mar26 MAR 26 SFRH6 FUTURES_USD - 557.00 $134,306,625 $0 0.00 $0
PARENT CDS SWAPTION CDX-NAIGS44V1-5Y 21Jan26 PAYER GS_US_SW @19.6C 1, 1.00%, 01/21/26 - UCAXXCZU8 $1.00 -262,450,000 $262,450,000 $-68,597 0.00 $-68,597
FX Forward|AUD|01/16/2026 +AUD2 - - -307,605,000 $-201,793,148 $-201,793,148 -7.13 $-201,793,148
FX Forward|USD|01/16/2026 +AUD2 - - 202,961,778 $202,961,778 $202,961,778 7.17 $202,961,778
FX Forward|AUD|01/16/2026 +AUD0 - - -307,645,000 $-201,819,389 $-201,819,389 -7.13 $-201,819,389
FX Forward|USD|01/16/2026 +AUD0 - - 202,800,507 $202,800,507 $202,800,507 7.17 $202,800,507
FX Forward|CAD|01/16/2026 +CADU - - -99,540,000 $-71,585,452 $-71,585,452 -2.53 $-71,585,452
FX Forward|USD|01/16/2026 +CADU - - 71,662,551 $71,662,551 $71,662,551 2.53 $71,662,551
FX Forward|EUR|01/16/2026 +EUR0 - - -12,410,000 $-14,440,341 $-14,440,341 -0.51 $-14,440,341
FX Forward|USD|01/16/2026 +EUR0 - - 14,478,933 $14,478,933 $14,478,933 0.51 $14,478,933
FX Forward|GBP|01/16/2026 +GBP1 - - -10,460,000 $-13,859,224 $-13,859,224 -0.49 $-13,859,224
FX Forward|USD|01/16/2026 +GBP1 - - 14,005,187 $14,005,187 $14,005,187 0.49 $14,005,187
FX Forward|NZD|01/16/2026 +NZD2 - - -2,400,000 $-1,380,628 $-1,380,628 -0.05 $-1,380,628
FX Forward|USD|01/16/2026 +NZD2 - - 1,391,889 $1,391,889 $1,391,889 0.05 $1,391,889
FX Forward|AUD|01/16/2026 +AUDU - - 12,000,000 $7,872,167 $7,872,167 0.28 $7,872,167
FX Forward|USD|01/16/2026 +AUDU - - -7,829,449 $-7,829,449 $-7,829,449 -0.28 $-7,829,449
FX Forward|AUD|01/16/2026 +AUDU - - 27,000,000 $17,712,375 $17,712,375 0.63 $17,712,375
FX Forward|USD|01/16/2026 +AUDU - - -17,514,962 $-17,514,962 $-17,514,962 -0.62 $-17,514,962
FX Forward|AUD|01/16/2026 +AUDU - - 10,000,000 $6,560,139 $6,560,139 0.23 $6,560,139
FX Forward|USD|01/16/2026 +AUDU - - -6,500,666 $-6,500,666 $-6,500,666 -0.23 $-6,500,666

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