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 September 25, 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 $44,068,011 $44,068,011 1.27 $43,624,100
Bank Australia Limited FRN 21-FEB-2028, 6.14%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,282,477 $27,282,477 0.79 $27,110,724
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,095,899 $26,095,899 0.75 $25,781,162
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,743,567 $25,743,567 0.74 $25,246,780
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,227,454 $25,227,454 0.73 $25,017,543
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,155,998 $25,155,998 0.73 $25,036,602
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,868,582 $24,868,582 0.72 $24,649,887
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,917,567 $23,917,567 0.69 $23,644,488
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,371,541 $23,371,541 0.67 $22,975,879
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,269,750 $23,269,750 0.67 $23,105,026
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 $22,973,858 $22,973,858 0.66 $22,868,568
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,673,727 $22,673,727 0.65 $22,297,296
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,140,660 $22,140,660 0.64 $21,961,590
TR Finance LLC 5.1% 15-SEP-2028, 5.10%, 09/15/28 TRICN 87268LAF4 - 21,827,000 $21,775,653 $21,775,653 0.63 $21,741,640
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,189,470 $21,189,470 0.61 $21,126,644
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.37%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,751,997 $20,751,997 0.60 $20,701,290
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,667,042 $20,667,042 0.60 $20,486,063
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,344,804 $20,344,804 0.59 $19,771,905
BX Trust 2025-ROIC A 4.96059% 15-FEB-2042, 4.96%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,262,077 $20,262,077 0.59 $20,227,077
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,116,041 $20,116,041 0.58 $19,743,058
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,937,499 $19,937,499 0.58 $19,585,939
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $19,272,875 $19,272,875 0.56 $18,816,795
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,112,295 $19,112,295 0.55 $19,055,196
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 7.99319% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,294,363 $18,755,248 $18,755,248 0.54 $18,617,070
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,654,095 $18,654,095 0.54 $18,223,347
Citigroup Inc. 5.266% 24-SEP-2029, 5.27%, 09/24/29 C 172967QN4 - 18,649,000 $18,574,521 $18,574,521 0.54 $18,563,609
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,210,465 $18,210,465 0.53 $18,137,031
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,575,726 $17,575,726 0.51 $17,471,180
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,559,241 $17,559,241 0.51 $17,460,051
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,404,275 $17,404,275 0.50 $16,973,630
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,376,372 $17,376,372 0.50 $17,032,548
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,364,149 $17,364,149 0.50 $17,002,576
Parker-Hannifin Corporation 4.75% 14-SEP-2028, 4.75%, 09/14/28 PH 701094AT1 - 17,200,000 $17,077,699 $17,077,699 0.49 $17,045,927
BX Trust 2026-CIP A 5.01676% 15-MAY-2038, 5.02%, 05/15/38 BX 2026-CIP 123917AA4 - 16,785,825 $16,808,557 $16,808,557 0.49 $16,778,147
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,603,654 $16,603,654 0.48 $16,228,585
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,573,113 $16,573,113 0.48 $16,366,682
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,463,799 $16,463,799 0.48 $16,216,666
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,263,139 $16,263,139 0.47 $16,243,893
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,930,513 $15,930,513 0.46 $15,556,327
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,901,572 $15,901,572 0.46 $15,617,156
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,817,015 $15,817,015 0.46 $15,792,893
GlaxoSmithKline Capital, Inc. 4.85% 14-SEP-2029, 4.85%, 09/14/29 GSK 377372AS6 - 15,954,000 $15,794,472 $15,794,472 0.46 $15,766,530
Sysco Holdings Corp. 5.45% 06-OCT-2029, 5.45%, 10/06/29 SYY 87183XAA1 - 15,773,000 $15,713,877 $15,713,877 0.45 $15,713,877
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $15,548,246 $15,548,246 0.45 $15,526,913
Dell International LLC 5.1% 15-SEP-2029, 5.10%, 09/15/29 DELL 24703DBY6 - 15,659,000 $15,532,913 $15,532,913 0.45 $15,504,075
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,302,206 $15,302,206 0.44 $15,035,020
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,246,897 $15,246,897 0.44 $14,977,674
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,209,775 $15,209,775 0.44 $14,969,112
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,064,204 $15,064,204 0.44 $14,867,577
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,710,119 $14,710,119 0.42 $14,583,058
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 6.36%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,709,858 $14,709,858 0.42 $14,597,509
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,671,969 $14,671,969 0.42 $14,524,087
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,666,900 $14,666,900 0.42 $14,524,823
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,666,153 $14,666,153 0.42 $14,518,541
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,649,248 $14,649,248 0.42 $14,521,608
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,487,802 $14,487,802 0.42 $14,168,911
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,384,170 $14,384,170 0.42 $14,089,863
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $14,284,209 $14,284,209 0.41 $13,932,469
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,142,562 $14,142,562 0.41 $13,956,454
Discover Bank 5.937039% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,090,750 $14,090,750 0.41 $13,977,726
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 19,500,000 $14,078,683 $14,078,683 0.41 $13,894,053
UBS AG Stamford Branch FRN 17-MAY-2027, 4.13%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,020,243 $14,020,243 0.40 $13,953,767
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,972,792 $13,972,792 0.40 $13,687,250
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $13,939,099 $13,939,099 0.40 $13,913,604
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.61%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,911,159 $13,911,159 0.40 $13,887,665
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,892,033 $13,892,033 0.40 $13,693,260
Wells Fargo & Company FRN 15-SEP-2029, 4.53%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,882,135 $13,882,135 0.40 $13,859,041
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,720,268 $13,720,268 0.40 $13,456,004
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,623,833 $13,623,833 0.39 $13,500,603
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,585,427 $13,585,427 0.39 $13,487,723
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,570,982 $13,570,982 0.39 $13,482,675
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,514,752 $13,514,752 0.39 $13,224,352
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,484,551 $13,484,551 0.39 $13,430,009
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,482,579 $13,482,579 0.39 $13,319,238
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,424,529 $13,424,529 0.39 $13,071,635
Westpac Banking Corporation FRN 03-APR-2034, 6.20%, 04/03/34 WSTP AU3FN0086328 - 18,300,000 $13,286,382 $13,286,382 0.38 $13,096,495
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,176,548 $13,176,548 0.38 $12,981,261
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,165,729 $13,165,729 0.38 $13,099,543
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,103,245 $13,103,245 0.38 $13,053,392
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.54%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,975,604 $12,975,604 0.37 $12,851,813
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,952,208 $12,952,208 0.37 $12,809,079
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,920,285 $12,920,285 0.37 $12,663,924
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,917,509 $12,917,509 0.37 $12,619,866
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,856,149 $12,856,149 0.37 $12,806,968
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,850,654 $12,850,654 0.37 $12,580,197
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,821,386 $12,821,386 0.37 $12,705,772
Aon North America Inc / Aon Global Holdings Plc|5.35|09/17/2029, 5.35%, 09/17/29 AON 036940AA2 - 12,864,000 $12,803,120 $12,803,120 0.37 $12,782,091
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,796,305 $12,796,305 0.37 $12,502,455
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,576,308 $12,576,308 0.36 $12,331,213
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 12,615,508 $12,526,592 $12,526,592 0.36 $12,467,996
Hyundai Capital America, Inc. 5.4% 17-SEP-2029, 5.40%, 09/17/29 HYNMTR 44891AER4 - 12,500,000 $12,442,288 $12,442,288 0.36 $12,421,663
NOW Trust 2024-1 A 5.7975% 14-JUN-2032, 5.80%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 17,624,282 $12,441,913 $12,441,913 0.36 $12,414,383
Connecticut Avenue Securities Trust 2022-R03 1M2 7.14319% 25-MAR-2042, 7.19%, 03/25/42 CAS 2022-R03 20753XAB0 - 12,195,738 $12,407,837 $12,407,837 0.36 $12,325,513
Open Text Corp|6.7|10/15/2031, 6.70%, 10/15/31 OTEXCN 683715AG1 - 12,410,000 $12,407,337 $12,407,337 0.36 $12,407,337
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,271,556 $12,271,556 0.35 $12,161,689
Volkswagen Group of America Finance LLC 5.35% 14-SEP-2029, 5.35%, 09/14/29 VW 928668DC3 - 12,416,000 $12,271,361 $12,271,361 0.35 $12,249,220
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,246,518 $12,246,518 0.35 $12,087,369
Suncorp Group Limited FRN 01-JUN-2037, 6.85%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,238,579 $12,238,579 0.35 $12,177,338
Connecticut Avenue Securities Trust 2023-R02 1M2 6.99319% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 11,825,000 $12,199,411 $12,199,411 0.35 $12,121,265
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $12,182,211 $12,182,211 0.35 $11,994,098
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,117,886 $12,117,886 0.35 $11,995,338
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,080,019 $12,080,019 0.35 $12,050,109
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,030,246 $12,030,246 0.35 $11,915,102
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,963,519 $11,963,519 0.35 $11,877,135
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,903,381 $11,903,381 0.34 $11,777,029
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.14319% 25-OCT-2041, 5.19%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 11,813,198 $11,885,975 $11,885,975 0.34 $11,826,952
Aon Corporation 2.8% 15-MAY-2030, 2.80%, 05/15/30 AON 037389BE2 - 12,910,000 $11,859,550 $11,859,550 0.34 $11,726,003
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,800,200 $11,800,200 0.34 $11,777,460
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,679,849 $11,679,849 0.34 $11,581,094
Santander UK Group Holdings Plc 5.314% 15-SEP-2030, 5.31%, 09/15/30 SANUK 80281LBA2 - 11,730,000 $11,603,077 $11,603,077 0.34 $11,580,568
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,447,628 $11,447,628 0.33 $11,418,312
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,427,419 $11,427,419 0.33 $11,316,447
Teachers Mutual Bank Limited FRN 21-JUN-2027, 6.03%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,394,964 $11,394,964 0.33 $11,385,605
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,219,293 $11,219,293 0.32 $11,135,835
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 11,500,000 $11,211,358 $11,211,358 0.32 $11,132,870
Parker-Hannifin Corporation 4.875% 14-SEP-2029, 4.88%, 09/14/29 PH 701094AU8 - 11,311,000 $11,178,293 $11,178,293 0.32 $11,156,849
BX Commercial Mortgage Trust 2026-CSMO A 5.21676% 15-FEB-2043, 5.22%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,067,872 $11,067,872 0.32 $11,047,112
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,936,097 $10,936,097 0.32 $10,706,416
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,919,118 $10,919,118 0.32 $10,865,470
Connecticut Avenue Securities Trust 2022-R06 1M2 7.49319% 25-MAY-2042, 7.54%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,387,000 $10,634,467 $10,634,467 0.31 $10,560,918
Marex Group Limited 5.68% 21-APR-2031, 5.68%, 04/21/31 MARGRO 566539AD4 - 10,656,000 $10,585,125 $10,585,125 0.31 $10,321,164
NRTH Commercial Mortgage Trust 2025-PARK A 5.21003% 15-OCT-2040, 5.21%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,550,984 $10,550,984 0.30 $10,531,229
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,449,154 $10,449,154 0.30 $10,225,585
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,344,357 $10,344,357 0.30 $10,243,644
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,190,351 $10,190,351 0.29 $10,079,856
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,182,032 $10,182,032 0.29 $10,016,405
NOW Trust 2025-1 A 5.5475% 14-FEB-2034, 5.55%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,428,065 $10,159,513 $10,159,513 0.29 $10,137,948
AGL CLO 17 AR 4.68373% 21-JAN-2035, 4.68%, 01/21/35 AGL 2022-17A 00120DAJ5 - 10,000,000 $10,087,975 $10,087,975 0.29 $9,998,204
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,073,008 $10,073,008 0.29 $10,007,402
FS Commercial Mortgage Trust 2026-PALM A 5.21676% 15-JUL-2041, 5.22%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,027,178 $10,027,178 0.29 $10,008,340
Madison Park Funding XIV AR5 4.74214% 22-OCT-2030, 4.72%, 10/22/30 MDPK 2014-14AR 55818RBW5 - 10,000,000 $10,017,299 $10,017,299 0.29 $9,995,000
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,990,097 $9,990,097 0.29 $9,868,767
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,942,917 $9,942,917 0.29 $9,770,443
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $9,901,435 $9,901,435 0.29 $9,867,746
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,888,413 $9,888,413 0.29 $9,769,677
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $9,874,510 $9,874,510 0.29 $9,815,844
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,859,568 $9,859,568 0.28 $9,614,153
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,793,143 $9,793,143 0.28 $9,623,395
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 $9,659,215 $9,659,215 0.28 $9,611,705
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 $9,637,206 $9,637,206 0.28 $9,620,698
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,584,153 $9,584,153 0.28 $9,572,710
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,479,766 $9,479,766 0.27 $9,356,299
RAF ABS Series 2025-1 A 5.3163% 09-DEC-2031, 5.32%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 13,448,495 $9,468,746 $9,468,746 0.27 $9,442,603
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,445,291 $9,445,291 0.27 $9,252,256
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,426,328 $9,426,328 0.27 $9,344,417
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,418,185 $9,418,185 0.27 $9,306,934
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,406,763 $9,406,763 0.27 $9,239,424
Mitsubishi UFJ Financial Group, Inc. 5.126% 18-SEP-2030, 5.13%, 09/18/30 MUFG 606822EJ9 - 9,368,000 $9,260,280 $9,260,280 0.27 $9,246,941
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,258,069 $9,258,069 0.27 $9,255,381
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,257,141 $9,257,141 0.27 $9,109,708
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,240,435 $9,240,435 0.27 $9,157,183
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,117,673 $9,117,673 0.26 $9,020,035
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,021,870 $9,021,870 0.26 $8,937,111
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,872,855 $8,872,855 0.26 $8,688,281
United Airlines, Inc. 4.625% 15-APR-2029, 4.62%, 04/15/29 UAL 90932LAH0 - 9,000,000 $8,871,154 $8,871,154 0.26 $8,682,686
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,859,341 $8,859,341 0.26 $8,856,125
Macquarie Bank Limited FRN 01-MAR-2034, 6.50%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,743,962 $8,743,962 0.25 $8,702,776
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,727,485 $8,727,485 0.25 $8,662,952
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 8,711,000 $8,653,725 $8,653,725 0.25 $8,504,882
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 8,675,357 $8,629,582 $8,629,582 0.25 $8,595,813
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,594,541 $8,594,541 0.25 $8,511,742
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,591,138 $8,591,138 0.25 $8,454,542
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.59%, 12/25/55 BVINV 2025-4 67647DAU3 - 8,577,432 $8,581,966 $8,581,966 0.25 $8,545,239
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,503,539 $8,503,539 0.25 $8,399,945
Commonwealth Bank of Australia 5.597% 21-AUG-2036, 5.60%, 08/21/36 CBAAU DO5046986 - 6,500,000 $8,474,528 $8,474,528 0.24 $8,424,362
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,466,732 $8,466,732 0.24 $8,373,466
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,454,401 $8,454,401 0.24 $8,395,353
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,437,948 $8,437,948 0.24 $8,395,737
USAA Capital Corp|5.375|10/01/2029, 5.38%, 10/01/29 USAACA 90327QDB2 - 8,385,000 $8,377,398 $8,377,398 0.24 $8,377,398
Alphabet Inc. 5.2% 27-AUG-2029, 5.20%, 08/27/29 GOOGL DO6481927 - 12,000,000 $8,368,861 $8,368,861 0.24 $8,330,432
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 $8,225,883 $8,225,883 0.24 $8,188,400
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,223,458 $8,223,458 0.24 $8,221,804
Humana Inc. 5.75% 01-DEC-2028, 5.75%, 12/01/28 HUM 444859BZ4 - 8,000,000 $8,209,926 $8,209,926 0.24 $8,060,426
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,189,904 $8,189,904 0.24 $8,139,096
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,185,344 $8,185,344 0.24 $8,105,370
Humana Inc. 4.875% 01-APR-2030, 4.88%, 04/01/30 HUM 444859BN1 - 8,100,000 $8,094,788 $8,094,788 0.23 $7,900,641
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,094,729 $8,094,729 0.23 $7,900,101
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,074,380 $8,074,380 0.23 $8,036,775
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,067,645 $8,067,645 0.23 $7,836,170
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,063,984 $8,063,984 0.23 $7,978,568
DAE AirFinance Holdings Limited 5.15% 17-MAR-2030, 5.15%, 03/17/30 DUBAEE 55609NAE8 - 8,250,000 $8,053,302 $8,053,302 0.23 $8,040,320
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $8,016,436 $8,016,436 0.23 $7,834,880
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $7,997,744 $7,997,744 0.23 $7,908,518
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $7,991,177 $7,991,177 0.23 $7,955,344
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $7,960,094 $7,960,094 0.23 $7,895,505
GGP Trust 2026-BRK3 A 5.930941% 05-OCT-2043, 5.82%, 10/05/31 GGP 2026-BRK3 36173WAA2 - 8,000,000 $7,945,925 $7,945,925 0.23 $7,945,925
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,911,577 $7,911,577 0.23 $7,723,280
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,895,683 $7,895,683 0.23 $7,880,892
Volkswagen Financial Services NV 3.25% 13-APR-2027, 3.25%, 04/13/27 VW BV7724040 - 5,900,000 $7,861,086 $7,861,086 0.23 $7,744,188
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,853,389 $7,853,389 0.23 $7,733,627
Connecticut Avenue Securities Trust 2022-R02 2M2 6.64319% 25-JAN-2042, 6.69%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,756,119 $7,848,859 $7,848,859 0.23 $7,799,065
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 $7,792,214 $7,792,214 0.23 $7,784,247
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 7,782,077 $7,751,411 $7,751,411 0.22 $7,716,186
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,652,303 $7,652,303 0.22 $7,502,583
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,598,650 $7,598,650 0.22 $7,578,644
Invesco CLO 2021-3 Ltd. AB, 4.67%, 04/15/34 INVCO 2021-1AR 46090XAN1 - 7,500,000 $7,519,675 $7,519,675 0.22 $7,501,192
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,505,075 $7,505,075 0.22 $7,439,900
National Australia Bank Limited 6.322% 03-AUG-2032, 6.32%, 08/03/32 NAB BY0592570 - 10,376,000 $7,384,099 $7,384,099 0.21 $7,313,980
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,274,093 $7,274,093 0.21 $7,109,672
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,229,344 $7,229,344 0.21 $7,161,402
UBS AG Stamford Branch FRN 07-AUG-2029, 4.40%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,189,087 $7,189,087 0.21 $7,144,711
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,167,668 $7,167,668 0.21 $7,020,668
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,078,534 $7,078,534 0.20 $7,025,548
UBS Group AG FRN 23-DEC-2029, 4.50%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,010,860 $7,010,860 0.20 $7,006,300
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.72%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,002,626 $7,002,626 0.20 $6,993,167
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,915,951 $6,915,951 0.20 $6,881,650
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.40%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,838,192 $6,838,192 0.20 $6,823,947
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,824,244 $6,824,244 0.20 $6,821,336
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,811,390 $6,811,390 0.20 $6,745,980
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,773,867 $6,773,867 0.20 $6,767,579
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 7,000,000 $6,773,046 $6,773,046 0.20 $6,677,340
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,742,570 $6,742,570 0.19 $6,715,263
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,657,470 $6,657,470 0.19 $6,500,065
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,646,507 $6,646,507 0.19 $6,490,538
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,557,584 $6,557,584 0.19 $6,525,864
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,382,943 $6,382,943 0.18 $6,369,900
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,380,236 $6,380,236 0.18 $6,302,404
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,378,457 $6,378,457 0.18 $6,333,605
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 $6,361,887 $6,361,887 0.18 $6,345,473
Freddie Mac STACR REMIC Trust 2023-HQA2|7.04029|06/25/2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 6,120,000 $6,294,972 $6,294,972 0.18 $6,290,185
Smith & Nephew plc 5.15% 20-MAR-2027, 5.15%, 03/20/27 SNLN 83192PAC2 - 6,270,000 $6,276,946 $6,276,946 0.18 $6,269,771
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,076,817 $6,076,817 0.18 $6,025,551
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,043,839 $6,043,839 0.17 $5,986,526
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,038,755 $6,038,755 0.17 $5,962,786
Insurance Australia Group Limited FRN 15-DEC-2036, 7.12%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $6,038,359 $6,038,359 0.17 $6,023,120
BX Trust 2026-SUMT A 5.15% 15-OCT-2051, 5.15%, 10/15/51 BX 2026-SUMT 05595QAA0 - 6,000,000 $6,000,644 $6,000,644 0.17 $6,000,644
ANZ Bank New Zealand Limited. 5.548% 11-AUG-2032, 5.55%, 08/11/32 ANZNZ 00182YAA3 - 5,913,000 $5,950,676 $5,950,676 0.17 $5,907,847
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,920,830 $5,920,830 0.17 $5,893,528
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,917,355 $5,917,355 0.17 $5,823,092
Export-Import Bank of Korea FRN 22-SEP-2028, 4.11%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,912,285 $5,912,285 0.17 $5,908,117
SWVP Trust 2026-PNCL A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 5,830,000 $5,832,179 $5,832,179 0.17 $5,832,179
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,806,042 $5,806,042 0.17 $5,708,889
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,764,657 $5,764,657 0.17 $5,670,237
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,731,261 $5,731,261 0.17 $5,679,270
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,655,220 $5,655,220 0.16 $5,646,797
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 $5,543,885 $5,543,885 0.16 $5,537,196
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,538,885 $5,538,885 0.16 $5,422,339
Banco Santander, S.A. 5.005% 25-AUG-2030, 5.00%, 08/25/30 SANTAN 05971KAZ2 - 5,600,000 $5,523,794 $5,523,794 0.16 $5,498,101
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,512,518 $5,512,518 0.16 $5,445,126
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,347,875 $5,347,875 0.15 $5,299,502
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 $5,313,656 $5,313,656 0.15 $5,307,775
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,178,900 $5,125,777 $5,125,777 0.15 $5,103,747
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,111,925 $5,111,925 0.15 $5,002,939
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,102,172 $5,102,172 0.15 $5,093,923
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,086,956 $5,086,956 0.15 $4,984,943
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,046,081 $5,046,081 0.15 $4,975,268
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,031,643 $5,031,643 0.15 $5,001,529
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,022,142 $5,022,142 0.15 $4,999,271
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,003,742 $5,003,742 0.14 $5,001,721
SMRT Commercial Mortgage Trust 2026-MINI|5.25|10/15/2043, 5.25%, 10/15/43 SMRT 2026-MINI 78457AAA9 - 5,000,000 $5,000,000 $5,000,000 0.14 $5,000,000
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,872,914 $4,872,914 0.14 $4,865,656
Metro Finance 2024-1 Trust|5.6708|09/17/2030, 5.67%, 09/17/30 METR 2024-1 BCC3H5JS3 - 6,893,304 $4,862,680 $4,862,680 0.14 $4,854,404
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,848,059 $4,848,059 0.14 $4,704,676
Connecticut Avenue Securities Trust 2024-R06 1M2 5.24319% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 4,815,368 $4,845,845 $4,845,845 0.14 $4,819,882
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 4,832,589 $4,811,939 $4,811,939 0.14 $4,802,446
National Australia Bank Limited FRN 09-FEB-2034, 6.45%, 02/09/34 NAB AU3FN0084828 - 6,627,000 $4,785,827 $4,785,827 0.14 $4,745,489
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,702,787 $4,702,787 0.14 $4,594,471
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.83%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,595,299 $4,657,191 $4,657,191 0.13 $4,644,601
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,651,322 $4,651,322 0.13 $4,590,136
Santander UK Group Holdings Plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,648,115 $4,648,115 0.13 $4,644,691
Australia and New Zealand Banking Group Limited FRN 16-JAN-2034, 5.68%, 01/16/34 ANZ AU3FN0084026 - 6,370,000 $4,611,569 $4,611,569 0.13 $4,560,068
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,599,265 $4,599,265 0.13 $4,539,987
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,540,300 $4,540,300 0.13 $4,489,664
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,539,633 $4,539,633 0.13 $4,534,156
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 $4,533,001 $4,533,001 0.13 $4,526,839
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,493,033 $4,493,033 0.13 $4,485,869
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,333,709 $4,333,709 0.13 $4,293,543
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,246,676 $4,261,898 $4,261,898 0.12 $4,253,451
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 4,222,000 $4,219,600 $4,219,600 0.12 $4,150,371
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 $4,129,754 $4,129,754 0.12 $4,109,541
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,081,695 $4,081,695 0.12 $3,913,175
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,801,793 $3,801,793 0.11 $3,783,816
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 $3,788,285 $3,788,285 0.11 $3,781,495
Lloyds Banking Group plc FRN 06-MAR-2030, 6.29%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,747,668 $3,747,668 0.11 $3,734,354
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,698,594 $3,698,594 0.11 $3,631,708
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,652,258 $3,652,258 0.11 $3,561,361
Connecticut Avenue Securities Trust 2023-R04 1M2 7.19319% 25-MAY-2043, 7.24%, 05/25/43 CAS 2023-R04 20754QAB4 - 3,495,000 $3,651,565 $3,651,565 0.11 $3,627,808
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.48%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,641,349 $3,641,349 0.11 $3,631,536
Domino's Pizza Master Issuer Series 2017-1 2017-A2III 4.118% 25-JUL-2047, 4.12%, 07/25/47 DPABS 2017-1A 25755TAH3 - 3,647,200 $3,640,914 $3,640,914 0.11 $3,614,630
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,617,413 $3,617,413 0.10 $3,557,596
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.89319% 25-MAR-2044, 4.94%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,521,530 $3,521,530 0.10 $3,505,312
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,516,200 $3,516,200 0.10 $3,453,140
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.89%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,434,201 $3,449,741 $3,449,741 0.10 $3,433,128
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,350,609 $3,350,609 0.10 $3,276,257
RESIMAC Bastille Trust 2024-1NC A2 5.7475% 13-SEP-2055, 5.75%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,700,674 $3,318,349 $3,318,349 0.10 $3,311,070
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,315,940 $3,315,940 0.10 $3,296,877
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,276,075 $3,276,075 0.09 $3,243,225
Suncorp Group Limited FRN 01-DEC-2038, 7.20%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,265,929 $3,265,929 0.09 $3,249,089
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.39319% 25-SEP-2042, 9.44%, 09/25/42 STACR 2022-DNA6 35564KH77 - 3,050,000 $3,211,543 $3,211,543 0.09 $3,184,473
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,180,261 $3,180,261 0.09 $3,164,423
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 3,200,000 $3,162,415 $3,162,415 0.09 $3,148,416
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 $3,094,150 $3,094,150 0.09 $3,086,141
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,085,746 $3,085,746 0.09 $3,064,721
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,043,196 $3,043,196 0.09 $3,005,541
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $3,041,233 $3,041,233 0.09 $2,981,791
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,900,981 $2,900,981 0.08 $2,887,092
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,897,923 $2,897,923 0.08 $2,868,865
Connecticut Avenue Securities, Series 2021-R01 1M2 5.19319% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 2,880,873 $2,897,090 $2,897,090 0.08 $2,881,661
Liberty Series 2024-1 Auto A 5.5075% 25-MAY-2032, 5.51%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 3,828,890 $2,709,236 $2,709,236 0.08 $2,694,736
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,696,922 $2,696,922 0.08 $2,690,790
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 $2,652,582 $2,652,582 0.08 $2,634,625
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 $2,642,363 $2,642,363 0.08 $2,635,517
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,600,871 $2,600,871 0.08 $2,596,195
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,596,751 $2,596,751 0.07 $2,571,184
Banco Bilbao Vizcaya Argentaria, S.A. 4.977% 03-SEP-2029, 4.98%, 09/03/29 BBVASM 05946KAY7 - 2,600,000 $2,564,572 $2,564,572 0.07 $2,555,586
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,353,887 $2,353,887 0.07 $2,337,346
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.84319% 25-AUG-2044, 4.89%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,304,420 $2,304,420 0.07 $2,293,918
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.44319% 25-NOV-2041, 5.49%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,289,383 $2,303,311 $2,303,311 0.07 $2,291,249
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.69319% 25-JAN-2045, 4.74%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,274,499 $2,284,038 $2,284,038 0.07 $2,273,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.79319% 25-FEB-2045, 4.84%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,247,454 $2,259,208 $2,259,208 0.07 $2,247,803
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.39319% 25-JUN-2042, 10.44%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 2,125,000 $2,231,008 $2,231,008 0.06 $2,210,142
Connecticut Avenue Securities Trust 2024-R01 1M1 4.69319% 25-JAN-2044, 4.74%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,096,761 $2,107,467 $2,107,467 0.06 $2,096,597
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 5.99319% 25-DEC-2041, 6.04%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 2,052,524 $2,070,686 $2,070,686 0.06 $2,059,060
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 $2,011,075 $2,011,075 0.06 $2,007,501
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,962,754 $1,962,754 0.06 $1,951,157
Nationwide Building Society 4.125% 18-OCT-2032, 4.12%, 10/18/32 NWIDE 63859WAF6 - 1,900,000 $1,901,721 $1,901,721 0.05 $1,867,323
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,803,035 $1,803,035 0.05 $1,781,933
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.74319% 25-DEC-2031, 4.79%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,616,811 $1,626,125 $1,626,125 0.05 $1,618,381
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,575,317 $1,575,317 0.05 $1,543,075
Connecticut Avenue Securities Trust 2023-R01 1M2 7.39319% 25-DEC-2042, 7.44%, 12/25/42 CAS 2023-R01 207932AB0 - 1,515,000 $1,571,902 $1,571,902 0.05 $1,561,318
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 $1,537,130 $1,537,130 0.04 $1,533,919
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 $1,537,019 $1,537,019 0.04 $1,533,888
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,524,770 $1,524,770 0.04 $1,504,940
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.84319% 25-MAY-2045, 4.89%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 1,485,492 $1,493,849 $1,493,849 0.04 $1,485,492
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,480,824 $1,480,824 0.04 $1,469,862
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,462,027 $1,462,027 0.04 $1,461,306
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 $1,458,644 $1,458,644 0.04 $1,454,556
Plenti Auto ABS Trust 2025-1 A 5.4975% 12-AUG-2033, 5.50%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,032,557 $1,433,242 $1,433,242 0.04 $1,430,231
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,384,872 $1,384,872 0.04 $1,365,595
Connecticut Avenue Securities Trust 2025-R03 2M1 5.24319% 25-MAR-2045, 5.29%, 03/25/45 CAS 2025-R03 20754VAB3 - 1,368,376 $1,377,660 $1,377,660 0.04 $1,369,533
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 $1,290,075 $1,290,075 0.04 $1,287,763
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,281,188 $1,281,188 0.04 $1,259,467
Connecticut Avenue Securities Trust 2022-R04 1M2 6.74319% 25-MAR-2042, 6.79%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,279,185 $1,279,185 0.04 $1,271,156
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,271,193 $1,271,193 0.04 $1,261,545
Connecticut Avenue Securities Trust 2022-R01 1M2 5.54319% 25-DEC-2041, 5.59%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,245,610 $1,254,367 $1,254,367 0.04 $1,247,722
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,178,675 $1,178,675 0.03 $1,170,158
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.84319% 25-MAY-2044, 4.89%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,148,949 $1,154,549 $1,154,549 0.03 $1,148,949
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.89%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,119,526 $1,125,960 $1,125,960 0.03 $1,120,454
Connecticut Avenue Securities Trust 2022-R08 1M2 7.24319% 25-JUL-2042, 7.29%, 07/25/42 CAS 2022-R08 20755DAB2 - 1,070,000 $1,097,818 $1,097,818 0.03 $1,090,494
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.64319% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,054,732 $1,054,732 0.03 $1,049,154
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.49319% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,024,281 $1,024,281 0.03 $1,019,014
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 983,306 $990,482 $990,482 0.03 $983,831
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $988,243 $988,243 0.03 $963,302
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $898,714 $898,714 0.03 $897,093
Connecticut Avenue Securities Trust 2025-R01 1M1 4.74319% 25-JAN-2045, 4.79%, 01/25/45 CAS 2025-R01 20755JAB9 - 843,121 $847,700 $847,700 0.02 $843,440
OBX 2026 HE1 FLTG 2056 A1B, 5.14%, 02/25/56 OBX 2026-HE1 67124BAB1 - 801,597 $806,917 $806,917 0.02 $803,020
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 4.99319% 25-FEB-2044, 5.04%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 772,769 $777,291 $777,291 0.02 $773,073
Connecticut Avenue Securities, Series 2021-R03 1M2 5.29319% 25-DEC-2041, 5.34%, 12/25/41 CAS 2021-R03 20754AAB9 - 748,757 $753,269 $753,269 0.02 $749,463
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.59%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,051,815 $742,461 $742,461 0.02 $740,195
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $735,478 $735,478 0.02 $727,637
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $712,014 $712,014 0.02 $697,357
Connecticut Avenue Securities Trust 2023-R06 1M1 5.34319% 25-JUL-2043, 5.39%, 07/25/43 CAS 2023-R06 20754EAA3 - 623,588 $628,507 $628,507 0.02 $624,847
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.64319% 25-MAY-2043, 5.69%, 05/25/43 STACR 2023-HQA1 35564KX79 - 573,873 $579,300 $579,300 0.02 $576,017
Connecticut Avenue Securities Trust 2025-R02 1M1 4.79319% 25-FEB-2045, 4.84%, 02/25/45 CAS 2025-R02 20754TAC6 - 406,343 $408,771 $408,771 0.01 $406,493
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $403,296 $403,296 0.01 $398,903
US 2YR FUTR OPTN Dec26C102.13 102.125 TUZ6C TUZ6 COMDTY $102.13 1,300 $264,448,439 $365,625 0.01 $365,625
National Australia Bank Limited FRN 09-MAR-2033, 6.79%, 03/09/33 NAB AU3FN0075966 - 310,000 $222,210 $222,210 0.01 $221,439
Connecticut Avenue Securities Trust 2024-R03 2M1 4.79319% 25-MAR-2044, 4.84%, 03/25/44 CAS 207941AA3 - 172,815 $174,061 $174,061 0.01 $172,865
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $106,148 $106,148 0.00 $104,358
Connecticut Avenue Securities Trust 2022-R05 2M2 6.64319% 25-APR-2042, 6.69%, 04/25/42 CAS 2022-R05 20754DAB3 - 58,014 $58,903 $58,903 0.00 $58,526
Connecticut Avenue Securities Trust 2024-R02 1M1 4.74319% 25-FEB-2044, 4.79%, 02/25/44 CAS 2024-R02 20754GAA8 - 54,577 $55,396 $55,396 0.00 $54,575
Connecticut Avenue Securities Trust 2025-R01 1M2 5.14319% 25-JAN-2045, 5.19%, 01/25/45 CAS 2025-R01 20755JAC7 - - $27,481 $27,481 0.00 $0
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M1B 6.54319% 25-APR-2042, 6.59%, 04/25/42 STACR 2022-DNA3 35564KUX5 - 10,000 $10,164 $10,164 0.00 $10,102
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.29319% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 4,041 $4,074 $4,074 0.00 $4,051
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - -3,149 $-640,575,488 $0 0.00 $0
AUST 3YR BOND FUT Dec26 DEC 26 YMZ6 AU03Y 29Z - -1,041 $-75,077,497 $0 0.00 $0
CAN 2YR BOND FUT Dec26 DEC 26 CVZ6 FUTURES_CAD - -375.00 $-27,632,277 $0 0.00 $0
EURO-SCHATZ FUT Dec26 DEC 26 DUZ6 FUTURES_EUR - -83.00 $-9,886,698 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -538.00 $-55,754,453 $0 0.00 $0
US 2YR FUTR OPTN Dec26Call 102.5 TUZ6C TUZ6 COMDTY $102.50 -1,300 $-264,448,439 $-162,500 0.00 $-162,500
GLENCORE FUNDING LLC 0% 10/01/2026, 0.00%, 10/01/26 GLENPP 37790BK18 - 40,450,000 $40,422,369 $40,422,369 1.17 $40,422,369
LIBERTY UTILITIES CO 0% 10/19/2026, 0.00%, 10/19/26 LIUTIL 53154MKK9 - 40,000,000 $39,892,348 $39,892,348 1.15 $39,892,348
HCA INC 0% 09/28/2026, 0.00%, 09/28/26 HCA 40412DJU4 - 31,400,000 $31,388,771 $31,388,771 0.91 $31,388,771
ANTERO RESOURCES CORP 0% 09/28/2026, 0.00%, 09/28/26 ARUSCP 03675WJU2 - 30,900,000 $30,888,670 $30,888,670 0.89 $30,888,670
AUTONATION INC 0% 09/28/2026, 0.00%, 09/28/26 AUTONA 05330NJU4 - 25,000,000 $24,990,990 $24,990,990 0.72 $24,990,990
SAN DIEGO GAS & ELECTRIC CO 0% 10/01/2026, 0.00%, 10/01/26 SDOPP 79744KK17 - 24,400,000 $24,391,806 $24,391,806 0.70 $24,391,806
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/14/2026, 0.00%, 10/14/26 FISPP 31622GKE6 - 24,000,000 $23,949,002 $23,949,002 0.69 $23,949,002
LIBERTY UTILITIES CO 0% 10/05/2026, 0.00%, 10/05/26 LIUTIL 53154MK52 - 20,000,000 $19,977,742 $19,977,742 0.58 $19,977,742
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/16/2026, 0.00%, 10/16/26 FISPP 31622GKG1 - 20,000,000 $19,952,978 $19,952,978 0.58 $19,952,978
HCA INC 0% 10/07/2026, 0.00%, 10/07/26 HCA 40412DK73 - 19,600,000 $19,571,705 $19,571,705 0.57 $19,571,705
ENBRIDGE INC 0% 10/08/2026, 0.00%, 10/08/26 ENB 292976X85 - 26,800,000 $18,941,232 $18,941,232 0.55 $18,941,232
GLOBAL PAYMENTS INC 0% 09/28/2026, 0.00%, 09/28/26 GPN 37961DJU5 - 18,400,000 $18,393,415 $18,393,415 0.53 $18,393,415
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/19/2026, 0.00%, 10/19/26 FISPP 31622GKK2 - 18,000,000 $17,951,557 $17,951,557 0.52 $17,951,557
STELLANTIS FINANCIAL SERVICES US CORP 0% 10/05/2026, 0.00%, 10/05/26 STLACP 85855KK50 - 15,000,000 $14,981,217 $14,981,217 0.43 $14,981,217
JABIL INC 0% 09/28/2026, 0.00%, 09/28/26 JBLPP 46652MJU0 - 13,600,000 $13,595,020 $13,595,020 0.39 $13,595,020
AVIATION CAPITAL GROUP LLC 0% 09/29/2026, 0.00%, 09/29/26 AVTNCP 05369CJV0 - 12,650,000 $12,648,577 $12,648,577 0.37 $12,648,577
SEGREGATED CASH SEGCASH $0.00 8,431,441 $8,431,441 $8,431,441 0.24 $8,431,441
DARDEN RESTAURANTS INC 0% 09/28/2026, 0.00%, 09/28/26 DRI 23719KJU4 - 6,700,000 $6,697,764 $6,697,764 0.19 $6,697,764
NEW ZEALAND DOLLAR NZD - 7,809,654 $4,420,651 $4,420,651 0.13 $4,420,651
AUSTRALIAN DOLLARS AUD - 3,403,287 $2,390,637 $2,390,637 0.07 $2,390,637
AVIATION CAPITAL GROUP LLC 0% 09/28/2026, 0.00%, 09/28/26 AVTNCP 05369CJU2 - 1,200,000 $1,199,696 $1,199,696 0.03 $1,199,696
CANADIAN DOLLAR CAD - 1,310,287 $926,849 $926,849 0.03 $926,849
EURO EUR - 275,064 $313,613 $313,613 0.01 $313,613
BRITISH POUND GBP - -1,668,103 $-2,209,408 $-2,209,408 -0.06 $-2,209,408
US DOLLARS USD MD_142224 - -98,217,954 $-98,217,954 $-98,217,954 -2.84 $-98,217,954
Buy Protection, 5.00%, 06/20/31 2I65BRAI0 2I65BRAI0 - 20,237,000 $0 $20,237,000 0.58 $20,237,000
Buy Protection, 5.00%, 06/20/31 2I65BRAI0 2I65BRAI0 - -20,237,000 $-20,237,000 $-20,237,000 -0.58 $-20,237,000
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,663,150 $42,663,150 1.23 $42,663,150
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,663,150 $-42,663,150 -1.23 $-42,663,150
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $60,312,573 $60,312,573 1.74 $60,312,573
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-60,312,573 $-60,312,573 -1.74 $-60,312,573
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $75,963,841 $75,963,841 2.19 $75,963,841
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-75,963,841 $-75,963,841 -2.19 $-75,963,841
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $75,963,841 $75,963,841 2.19 $75,963,841
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-75,963,841 $-75,963,841 -2.19 $-75,963,841
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $78,284,644 $78,284,644 2.26 $78,284,644
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-78,284,644 $-78,284,644 -2.26 $-78,284,644
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - 148,300,000 $83,945,138 $83,945,138 2.42 $83,945,138
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - -148,300,000 $-83,945,138 $-83,945,138 -2.42 $-83,945,138
3M CORRA Futures Sep27 SEP 27 CORU7 FUTURES_CAD - 955.00 $651,922,438 $0 0.00 $0
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $322,253,899 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-804,474 $-804,474 -0.02 $-804,474
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 $-305,873,679 $-305,873,679 -8.83 $-305,873,679
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 8.80 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-55,920,339 $-55,920,339 -1.61 $-55,920,339
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 $-17,394,701 $-17,394,701 -0.50 $-17,394,701
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 $-53,292,925 $-53,292,925 -1.54 $-53,292,925
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 $2,106,520 $2,106,520 0.06 $2,106,520
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 $-15,891,331 $-15,891,331 -0.46 $-15,891,331
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.47 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,404,346 $1,404,346 0.04 $1,404,346
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 $1,404,346 $1,404,346 0.04 $1,404,346
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 $-2,990,648 $-2,990,648 -0.09 $-2,990,648
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 $-5,587,575 $-5,587,575 -0.16 $-5,587,575
FX Forward|USD|10/23/2026 +GBP1 - 5,716,432 $5,716,432 $5,716,432 0.17 $5,716,432
FX Forward|NZD|10/23/2026 +NZDU - -1,500,000 $-849,797 $-849,797 -0.02 $-849,797
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 $6,623,530 $6,623,530 0.19 $6,623,530
FX Forward|USD|10/23/2026 +GBPU - -6,765,101 $-6,765,101 $-6,765,101 -0.20 $-6,765,101
FX Forward|AUD|10/23/2026 +AUDU - -12,000,000 $-8,426,079 $-8,426,079 -0.24 $-8,426,079
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 $9,128,252 $9,128,252 0.26 $9,128,252
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 $1,404,346 $1,404,346 0.04 $1,404,346
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 $983,043 $983,043 0.03 $983,043
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 $-18,966,755 $-18,966,755 -0.55 $-18,966,755
FX Forward|USD|10/08/2026 +CADU - 19,272,650 $19,272,650 $19,272,650 0.56 $19,272,650
FX Forward|GBP|10/23/2026 +GBPU - 14,000,000 $18,545,885 $18,545,885 0.54 $18,545,885
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 $2,808,693 $2,808,693 0.08 $2,808,693
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 $17,221,179 $17,221,179 0.50 $17,221,179
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 $-7,861,900 $-7,861,900 -0.23 $-7,861,900
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 - - -13,511,689 $-9,487,546 $-9,487,546 -0.27 $-9,487,546
FX Forward|USD|10/23/2026 - - 9,537,486 $9,537,486 $9,537,486 0.28 $9,537,486
FX Forward|AUD|10/23/2026 - - -14,408,683 $-10,117,391 $-10,117,391 -0.29 $-10,117,391
FX Forward|USD|10/23/2026 - - 10,138,502 $10,138,502 $10,138,502 0.29 $10,138,502
FX Forward|AUD|10/23/2026 - - -5,349,240 $-3,756,093 $-3,756,093 -0.11 $-3,756,093
FX Forward|USD|10/23/2026 - - 3,758,395 $3,758,395 $3,758,395 0.11 $3,758,395

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