Please ensure Javascript is enabled for purposes of website accessibility Short Duration Income ETF - Janus Henderson Investors - US Offshore
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To US Financial Professionals servicing non-US persons

Short Duration Income ETF Holdings

Full Portfolio Holdings

(As of October 7, 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 $44,130,062 $44,130,062 1.25 $43,626,163
Bank Australia Limited FRN 21-FEB-2028, 6.14%, 02/21/28 BAAUST Q1R67ARV2 - 38,220,000 $27,078,432 $27,078,432 0.77 $26,863,396
Atlas Warehouse Lending Company, L.P. 6.05% 15-JAN-2028, 6.05%, 01/15/28 ATWALD 049463AD4 - 25,655,000 $26,155,312 $26,155,312 0.75 $25,797,461
Molex Electronic Technologies LLC 4.75% 30-APR-2028, 4.75%, 04/30/28 MOLX 60856BAE4 - 25,440,000 $25,799,796 $25,799,796 0.74 $25,269,443
Goldman Sachs Group, Inc. FRN 21-JAN-2029, 4.34%, 01/21/29 GS 38141GD76 - 25,000,000 $25,225,964 $25,225,964 0.72 $24,983,938
Wells Fargo & Company FRN 20-MAY-2029, 4.35%, 05/20/29 WFC 95000U4G5 - 25,000,000 $25,189,058 $25,189,058 0.72 $25,037,562
Bank of America Corporation 4.979% 24-JAN-2029, 4.98%, 01/24/29 BAC 06051GMK2 - 24,707,000 $24,916,730 $24,916,730 0.70 $24,663,864
Australia and New Zealand Banking Group Limited 5.545% 15-JAN-2035, 5.54%, 01/15/35 ANZ YS4857233 - 34,400,000 $23,770,763 $23,770,763 0.67 $23,464,006
LPL Holdings, Inc. 4.625% 15-NOV-2027, 4.62%, 11/15/27 LPLA 50212YAC8 - 23,156,000 $23,453,152 $23,453,152 0.66 $23,027,741
Columbia Pipelines Holding Company LLC 6.042% 15-AUG-2028, 6.04%, 08/15/28 CPGX 19828AAB3 - 22,825,000 $23,304,111 $23,304,111 0.66 $23,101,079
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 $23,041,675 $23,041,675 0.65 $22,904,479
AppLovin Corporation 5.125% 01-DEC-2029, 5.12%, 12/01/29 APP 03831WAB4 - 22,600,000 $22,701,475 $22,701,475 0.64 $22,292,870
NRG Energy, Inc. 2.45% 02-DEC-2027, 2.45%, 12/02/27 NRG 629377CP5 - 22,683,000 $22,163,768 $22,163,768 0.62 $21,969,261
TR Finance LLC 5.1% 15-SEP-2028, 5.10%, 09/15/28 TRICN 87268LAF4 - 21,827,000 $21,842,539 $21,842,539 0.61 $21,777,604
Banco Bilbao Vizcaya Argentaria, S.A. 4.15% 03-MAR-2029, 4.15%, 03/03/29 BBVASM 05946KAT8 - 21,800,000 $21,210,764 $21,210,764 0.60 $21,122,807
Toyota Motor Credit Corporation FRN 05-SEP-2028, 4.37%, 09/05/28 TOYOTA 89236TNS0 - 20,600,000 $20,777,493 $20,777,493 0.58 $20,700,498
Lonsdale Finance Pty Ltd|2.45|11/20/2026, 2.45%, 11/20/26 LOFINA Q5657JAB1 - 29,300,000 $20,518,474 $20,518,474 0.58 $20,325,400
AerCap Ireland Capital Designated Activity Company 6.45% 15-APR-2027, 6.45%, 04/15/27 AER 00774MBG9 - 19,617,000 $20,375,655 $20,375,655 0.57 $19,767,609
BX Trust 2025-ROIC A 4.96059% 15-FEB-2042, 4.96%, 03/15/30 BX 2025-ROIC 05593VAA1 - 20,264,255 $20,251,178 $20,251,178 0.57 $20,189,254
Athene Global Funding 4.83% 09-MAY-2028, 4.83%, 05/09/28 ATH 04685A4N8 - 20,000,000 $20,177,266 $20,177,266 0.57 $19,777,450
Otis Worldwide Corporation 4.488% 07-MAY-2029, 4.49%, 05/07/29 OTIS 68902VAT4 - 20,000,000 $19,973,710 $19,973,710 0.56 $19,597,217
Booz Allen Hamilton, Inc. 3.875% 01-SEP-2028, 3.88%, 09/01/28 BAH 09951LAA1 - 19,647,000 $19,105,045 $19,105,045 0.54 $19,026,798
Glencore Funding LLC 4.907% 01-APR-2028, 4.91%, 04/01/28 GLENLN 378272BY3 - 18,904,000 $18,841,922 $18,841,922 0.53 $18,823,885
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M2 8.04029% 25-APR-2042, 8.04%, 04/25/42 STACR 2022-DNA3 35564KVE6 - 18,294,363 $18,652,906 $18,652,906 0.52 $18,599,789
Citigroup Inc. 5.266% 24-SEP-2029, 5.27%, 09/24/29 C 172967QN4 - 18,649,000 $18,643,540 $18,643,540 0.52 $18,605,348
Danske Bank A/S 4.662% 27-MAR-2029, 4.66%, 03/27/29 DANBNK 23636ABM2 - 18,377,000 $18,264,832 $18,264,832 0.51 $18,241,034
Solventum Corporation 5.4% 01-MAR-2029, 5.40%, 03/01/29 SOLV 83444MAP6 - 18,132,000 $18,220,932 $18,220,932 0.51 $18,120,299
Societe Generale SA 5.25% 19-FEB-2027, 5.25%, 02/19/27 SOCGEN 83368RBZ4 - 17,440,000 $17,598,033 $17,598,033 0.50 $17,473,410
Vistra Operations Co. LLC 3.7% 30-JAN-2027, 3.70%, 01/30/27 VST 92840VAG7 - 17,538,000 $17,578,844 $17,578,844 0.49 $17,456,273
LPL Holdings, Inc. 5.7% 20-MAY-2027, 5.70%, 05/20/27 LPLA 50212YAJ3 - 16,965,000 $17,424,915 $17,424,915 0.49 $17,054,230
Boeing Company 6.259% 01-MAY-2027, 6.26%, 05/01/27 BA 097023DP7 - 16,850,000 $17,417,388 $17,417,388 0.49 $16,957,447
Goldman Sachs Group, Inc. 4.937% 23-APR-2028, 4.94%, 04/23/28 GS 38141GC77 - 17,010,000 $17,390,878 $17,390,878 0.49 $17,005,977
Parker-Hannifin Corporation 4.75% 14-SEP-2028, 4.75%, 09/14/28 PH 701094AT1 - 17,200,000 $17,130,239 $17,130,239 0.48 $17,075,773
BX Trust 2026-CIP A 5.01676% 15-MAY-2038, 5.02%, 05/15/38 BX 2026-CIP 123917AA4 - 16,785,825 $16,792,888 $16,792,888 0.47 $16,739,087
Intesa Sanpaolo SpA 5.0% 29-JUN-2030, 5.00%, 06/29/30 ISPIM 46115HCG0 - 16,700,000 $16,575,252 $16,575,252 0.47 $16,345,627
Toronto-Dominion Bank 5.376% 21-OCT-2027, 5.38%, 10/21/27 TD 89117F7H6 - 22,500,000 $16,500,772 $16,500,772 0.46 $16,105,380
Blackstone Private Credit Fund 3.25% 15-MAR-2027, 3.25%, 03/15/27 BCRED 09261HAK3 - 16,399,000 $16,272,415 $16,272,415 0.46 $16,238,364
Walt Disney Company 3.057% 30-MAR-2027, 3.06%, 03/30/27 DIS 254687FU5 - 22,920,000 $16,106,172 $16,106,172 0.45 $16,095,394
JPMorgan Chase & Co. 5.571% 22-APR-2028, 5.57%, 04/22/28 JPM 46647PEE2 - 15,500,000 $15,954,806 $15,954,806 0.45 $15,556,634
American Express Company 4.444% 03-MAY-2030, 4.44%, 05/03/30 AXP 025816ET2 - 16,000,000 $15,940,759 $15,940,759 0.45 $15,636,592
UBS AG Stamford Branch FRN 16-MAR-2029, 4.46%, 03/16/29 UBS 90261AAF9 - 15,750,000 $15,836,656 $15,836,656 0.45 $15,792,058
GlaxoSmithKline Capital, Inc. 4.85% 14-SEP-2029, 4.85%, 09/14/29 GSK 377372AS6 - 15,954,000 $15,834,940 $15,834,940 0.45 $15,785,505
Sysco Holdings Corporation 5.45% 06-OCT-2029, 5.45%, 10/06/29 SYY 87183XAA1 - 15,773,000 $15,731,356 $15,731,356 0.44 $15,726,580
Dell International LLC 5.1% 15-SEP-2029, 5.10%, 09/15/29 DELL 24703DBY6 - 15,659,000 $15,594,970 $15,594,970 0.44 $15,543,948
Honeywell Aerospace Inc. 4.0% 16-MAR-2029, 4.00%, 03/16/29 HONA 43849RAM7 - 16,000,000 $15,579,630 $15,579,630 0.44 $15,540,519
Marsh & McLennan Companies, Inc. 4.55% 08-NOV-2027, 4.55%, 11/08/27 MRSH 571748BY7 - 15,100,000 $15,323,710 $15,323,710 0.43 $15,037,439
UBS Group AG 4.751% 12-MAY-2028, 4.75%, 05/12/28 UBS 902613AP3 - 15,000,000 $15,277,819 $15,277,819 0.43 $14,988,800
Citigroup Inc. 4.658% 24-MAY-2028, 4.66%, 05/24/28 C 172967NS6 - 15,000,000 $15,232,093 $15,232,093 0.43 $14,972,022
Arthur J. Gallagher & Co. 4.6% 15-DEC-2027, 4.60%, 12/15/27 AJG 04316JAK5 - 14,940,000 $15,084,362 $15,084,362 0.42 $14,868,645
Wells Fargo & Company 4.9% 24-JAN-2028, 4.90%, 01/24/28 WFC 95000U3R2 - 14,586,000 $14,735,910 $14,735,910 0.41 $14,588,997
REGATTA FUNDING LTD 0% 37, 5.03%, 04/17/37 REGT8 2017-1A 75888KBE3 - 14,500,000 $14,677,760 $14,677,760 0.41 $14,509,621
Clover CLO 2021-1, LLC AB FLTG 37, 5.04%, 04/20/37 CLVR 2018-1A 18914GAY7 - 14,500,000 $14,668,502 $14,668,502 0.41 $14,506,128
F&G Global Funding 4.5% 09-JAN-2029, 4.50%, 01/09/29 FG 30321L2M3 - 14,948,000 $14,654,205 $14,654,205 0.41 $14,487,908
SIXTH STREET CLO XVI LT AB FLTG 37, 5.03%, 04/25/37 SIXST 2018-11A 83013FAA5 - 14,500,000 $14,647,826 $14,647,826 0.41 $14,499,926
Newcastle Greater Mutual Group Ltd. FRN 14-FEB-2029, 6.36%, 02/14/29 NEWCAP Q6634VWY6 - 20,400,000 $14,588,263 $14,588,263 0.41 $14,452,160
Bank of New York Mellon Corporation 4.729% 20-APR-2029, 4.73%, 04/20/29 BNY 06405LAH4 - 14,180,000 $14,428,787 $14,428,787 0.41 $14,115,853
Amrize Finance US LLC 4.7% 07-APR-2028, 4.70%, 04/07/28 AMRZ 43475RAQ9 - 14,284,000 $14,179,438 $14,179,438 0.40 $14,177,573
Discover Bank 5.974% 09-AUG-2028, 5.97%, 08/09/28 COF 25466AAN1 - 13,900,000 $14,169,925 $14,169,925 0.40 $14,033,834
Pershing Square Holdings, Ltd. 3.25% 15-NOV-2030, 3.25%, 11/15/30 PSHNA 71531QAD3 - 15,500,000 $14,131,528 $14,131,528 0.40 $13,931,427
UBS AG Stamford Branch FRN 17-MAY-2027, 4.13%, 05/17/27 UBS 90261AAE2 - 13,950,000 $14,039,401 $14,039,401 0.40 $13,955,888
Stellantis Financial Services US Corp. 4.95% 15-SEP-2028, 4.95%, 09/15/28 STLA 85855FAA1 - 14,263,000 $13,971,877 $13,971,877 0.39 $13,926,770
Westpac Banking Corporation FRN 10-JUL-2034, 6.13%, 07/10/34 WSTP YW1615916 - 19,500,000 $13,968,707 $13,968,707 0.39 $13,763,516
Hewlett Packard Enterprise Company FRN 15-SEP-2028, 4.61%, 09/15/28 HPE 42824CBY4 - 13,820,000 $13,955,801 $13,955,801 0.39 $13,913,771
BAE Systems plc 5.0% 26-MAR-2027, 5.00%, 03/26/27 BALN 05523RAH0 - 13,915,000 $13,950,019 $13,950,019 0.39 $13,926,828
Blue Owl Capital Corporation III 3.125% 13-APR-2027, 3.12%, 04/13/27 OBDC 69122JAC0 - 13,878,000 $13,915,806 $13,915,806 0.39 $13,704,986
Wells Fargo & Company FRN 15-SEP-2029, 4.53%, 09/15/29 WFC 95000U3Z4 - 13,820,000 $13,912,993 $13,912,993 0.39 $13,871,670
Connecticut Avenue Securities Trust 2022-R03 1M2 7.19029% 25-MAR-2042, 7.19%, 03/25/42 CAS 2022-R03 20753XAB0 - 13,572,738 $13,739,465 $13,739,465 0.39 $13,704,224
Energy Transfer LP 6.05% 01-DEC-2026, 6.05%, 12/01/26 ET 29273VAR1 - 13,440,000 $13,738,161 $13,738,161 0.39 $13,451,310
Enel Finance International NV 4.125% 30-SEP-2028, 4.12%, 09/30/28 ENELIM 29278GBF4 - 14,000,000 $13,703,536 $13,703,536 0.39 $13,690,703
JPMorgan Chase & Co. 4.979% 22-JUL-2028, 4.98%, 07/22/28 JPM 46647PEL6 - 13,500,000 $13,645,537 $13,645,537 0.38 $13,503,636
Blue Owl Credit Income Corp. 4.7% 08-FEB-2027, 4.70%, 02/08/27 OCINCC 69120VAF8 - 13,528,000 $13,590,651 $13,590,651 0.38 $13,484,682
UBS Group AG 5.428% 08-FEB-2030, 5.43%, 02/08/30 UBS 902613BJ6 - 13,500,000 $13,579,524 $13,579,524 0.38 $13,461,465
Volkswagen Group of America Finance LLC 6.0% 16-NOV-2026, 6.00%, 11/16/26 VW 928668CA8 - 13,200,000 $13,528,448 $13,528,448 0.38 $13,216,048
Danske Bank A/S 5.427% 01-MAR-2028, 5.43%, 03/01/28 DANBNK 23636ABG5 - 13,400,000 $13,502,454 $13,502,454 0.38 $13,427,712
DT Midstream, Inc 4.125% 15-JUN-2029, 4.12%, 06/15/29 DTMINC 23345MAA5 - 13,840,000 $13,499,936 $13,499,936 0.38 $13,320,737
Goldman Sachs Bank USA 4.656% 03-JUN-2029, 4.66%, 06/03/29 GS 38151LAJ9 - 13,130,000 $13,206,132 $13,206,132 0.37 $12,993,864
Intercontinental Exchange, Inc. 4.7% 20-AUG-2029, 4.70%, 08/20/29 ICE 45865VAD2 - 13,341,000 $13,174,460 $13,174,460 0.37 $13,090,856
Duke Energy Corporation 3.15% 15-AUG-2027, 3.15%, 08/15/27 DUK 26441CAX3 - 13,250,000 $13,132,809 $13,132,809 0.37 $13,071,363
Royal Caribbean Cruises Ltd. 5.5% 01-APR-2028, 5.50%, 04/01/28 RCL 780153BG6 - 13,050,000 $13,088,768 $13,088,768 0.37 $13,074,812
Mizuho Financial Group, Inc. FRN 13-JUL-2030, 4.55%, 07/13/30 MIZUHO 60687YDY2 - 12,847,000 $12,983,140 $12,983,140 0.37 $12,842,463
Westpac Banking Corporation FRN 03-APR-2034, 6.65%, 04/03/34 WSTP AU3FN0086328 - 18,300,000 $12,978,125 $12,978,125 0.37 $12,973,484
Duke Energy Corporation 4.85% 05-JAN-2027, 4.85%, 01/05/27 DUK 26441CCB9 - 12,800,000 $12,966,919 $12,966,919 0.36 $12,806,546
American Express Company 4.731% 25-APR-2029, 4.73%, 04/25/29 AXP 025816ED7 - 12,750,000 $12,956,384 $12,956,384 0.36 $12,683,268
Blackstone Holdings Finance Co. LLC 5.9% 03-NOV-2027, 5.90%, 11/03/27 BX 09261BAJ9 - 12,525,000 $12,937,248 $12,937,248 0.36 $12,619,078
Wells Fargo & Company 4.97% 23-APR-2029, 4.97%, 04/23/29 WFC 95000U3T8 - 12,639,000 $12,876,645 $12,876,645 0.36 $12,588,739
Aon North America, Inc. 5.125% 01-MAR-2027, 5.12%, 03/01/27 AON 03740MAA8 - 12,795,000 $12,873,178 $12,873,178 0.36 $12,805,782
VICI Properties L.P. 5.75% 01-FEB-2027, 5.75%, 02/01/27 VICI 92564RAJ4 - 12,699,000 $12,842,914 $12,842,914 0.36 $12,707,017
Aon North America Inc / Aon Global Holdings Plc|5.35|09/17/2029, 5.35%, 09/17/29 AON 036940AA2 - 12,864,000 $12,835,814 $12,835,814 0.36 $12,795,668
Bank of America Corporation 6.204% 10-NOV-2028, 6.20%, 11/10/28 BAC 06051GLC1 - 12,356,000 $12,822,302 $12,822,302 0.36 $12,507,158
CNH Industrial Capital Australia Pty Ltd. 5.4% 17-MAY-2027, 5.40%, 05/17/27 CNHI YX0040411 - 17,600,000 $12,480,467 $12,480,467 0.35 $12,219,407
Hyundai Capital America, Inc. 5.4% 17-SEP-2029, 5.40%, 09/17/29 HYNMTR 44891AER4 - 12,500,000 $12,473,444 $12,473,444 0.35 $12,434,069
Open Text Corporation 6.7% 15-OCT-2031, 6.70%, 10/15/31 OTEXCN 683715AG1 - 12,410,000 $12,431,045 $12,431,045 0.35 $12,414,877
NOW Trust 2024-1 A 5.7975% 14-JUN-2032, 5.80%, 06/14/32 NOW 2024-1 BCC3FTNQ2 - 17,624,282 $12,352,585 $12,352,585 0.35 $12,305,807
Delta Airlines, Inc. Retirement Plan 4.75% 20-OCT-2028, 4.75%, 10/20/28 DAL 830867AB3 - 12,245,250 $12,296,470 $12,296,470 0.35 $12,170,446
Volkswagen Group of America Finance LLC 5.35% 14-SEP-2029, 5.35%, 09/14/29 VW 928668DC3 - 12,416,000 $12,295,189 $12,295,189 0.35 $12,254,595
NRG Energy, Inc. 4.45% 15-JUN-2029, 4.45%, 06/15/29 NRG 629377CL4 - 12,500,000 $12,273,360 $12,273,360 0.35 $12,098,759
Connecticut Avenue Securities Trust 2023-R02 1M2 7.04029% 25-JAN-2043, 7.04%, 01/25/43 CAS 2023-R02 20755AAC6 - 11,825,000 $12,152,767 $12,152,767 0.34 $12,122,704
Suncorp Group Limited FRN 01-JUN-2037, 6.85%, 06/01/37 SUNAU BV5692215 - 17,200,000 $12,147,026 $12,147,026 0.34 $12,063,843
Morgan Stanley Private Bank, National Association 4.466% 06-JUL-2028, 4.47%, 07/06/28 MS 61776NVE0 - 12,047,000 $12,142,906 $12,142,906 0.34 $12,005,412
Golub Capital BDC, Inc. 2.05% 15-FEB-2027, 2.05%, 02/15/27 GBDC 38173MAC6 - 12,215,000 $12,101,954 $12,101,954 0.34 $12,065,089
Truist Bank Auto Credit-Linked Notes, Series 2026-1 B 5.067% 25-JUN-2034, 5.07%, 06/26/34 TACLN 2026-1 897926DQ1 - 12,158,290 $12,060,196 $12,060,196 0.34 $12,037,950
Nationwide Building Society 4.649% 14-JUL-2029, 4.65%, 07/14/29 NWIDE 63861VAM9 - 12,049,000 $12,050,346 $12,050,346 0.34 $11,919,643
Permanent TSB Group Holdings plc 6.625% 30-JUN-2029, 6.62%, 06/30/29 PTSB 8RLP5DXX4 - 10,100,000 $11,979,682 $11,979,682 0.34 $11,774,473
American Tower Corporation 3.55% 15-JUL-2027, 3.55%, 07/15/27 AMT 03027XAP5 - 12,000,000 $11,971,582 $11,971,582 0.34 $11,873,366
First-Citizens Bank & Trust Company 5.097% 13-JUL-2029, 5.10%, 07/13/29 FCNCA 337967AA1 - 11,899,000 $11,935,837 $11,935,837 0.34 $11,792,637
Aon Corporation 2.8% 15-MAY-2030, 2.80%, 05/15/30 AON 037389BE2 - 12,910,000 $11,882,306 $11,882,306 0.33 $11,738,718
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA6 M2 5.19029% 25-OCT-2041, 5.19%, 10/25/41 STACR 2021-DNA6 35564KKY4 - 11,813,198 $11,835,337 $11,835,337 0.33 $11,813,196
BNP Paribas SA 4.625% 13-MAR-2027, 4.62%, 03/13/27 BNP 05581KAC5 - 11,800,000 $11,817,271 $11,817,271 0.33 $11,779,372
Santander UK Group Holdings Plc 5.314% 15-SEP-2030, 5.31%, 09/15/30 SANUK 80281LBA2 - 11,730,000 $11,615,845 $11,615,845 0.33 $11,576,021
Zions Bancorporation, National Association 5.239% 01-OCT-2029, 5.24%, 10/01/29 ZION 98971DAF7 - 11,700,000 $11,597,625 $11,597,625 0.33 $11,585,707
Subway Funding, Series 2024-1 A2I 6.028% 30-JUL-2054, 6.03%, 07/30/54 SUBWAY 2024-1A 864300AA6 - 11,426,475 $11,456,254 $11,456,254 0.32 $11,326,150
Blackstone Secured Lending Fund 2.125% 15-FEB-2027, 2.12%, 02/15/27 BXSL 09261XAD4 - 11,550,000 $11,447,476 $11,447,476 0.32 $11,411,342
Teachers Mutual Bank Limited FRN 21-JUN-2027, 6.03%, 06/21/27 TEACHM YX7268668 - 16,140,000 $11,311,120 $11,311,120 0.32 $11,283,290
Parker-Hannifin Corporation 4.875% 14-SEP-2029, 4.88%, 09/14/29 PH 701094AU8 - 11,311,000 $11,210,222 $11,210,222 0.32 $11,173,461
Royal Bank of Canada 5.01% 01-FEB-2033, 5.01%, 02/01/33 RY 780086WK6 - 15,500,000 $11,150,143 $11,150,143 0.31 $11,052,283
BX Commercial Mortgage Trust 2026-CSMO A 5.21676% 15-FEB-2043, 5.22%, 02/15/43 BX 2026-CSMO 12433LAA3 - 11,020,000 $11,067,560 $11,067,560 0.31 $11,030,831
American Honda Finance Corp. 4.55% 10-APR-2028, 4.55%, 04/10/28 HNDA 02665WGV7 - 10,817,000 $10,958,363 $10,958,363 0.31 $10,715,010
Fells Point Funding Trust 3.046% 31-JAN-2027, 3.05%, 01/31/27 CEG 314382AA0 - 10,932,000 $10,927,382 $10,927,382 0.31 $10,864,485
Connecticut Avenue Securities Trust 2022-R06 1M2 7.54029% 25-MAY-2042, 7.54%, 05/25/42 CAS 2022-R06 20754NAK1 - 10,387,000 $10,577,579 $10,577,579 0.30 $10,549,297
NRTH Commercial Mortgage Trust 2025-PARK A 5.21003% 15-OCT-2040, 5.21%, 10/15/40 NRTH 2025-PARK 669985AA1 - 10,500,000 $10,536,641 $10,536,641 0.30 $10,501,691
Enbridge Inc. 3.2% 08-JUN-2027, 3.20%, 06/08/27 ENBCN 29251ZBK2 - 14,500,000 $10,278,233 $10,278,233 0.29 $10,169,386
Amrize Finance US LLC 4.6% 07-APR-2027, 4.60%, 04/07/27 AMRZ 43475RAP1 - 10,232,000 $10,225,093 $10,225,093 0.29 $10,223,785
Ford Motor Credit Company LLC 4.95% 28-MAY-2027, 4.95%, 05/28/27 F 345397C27 - 10,038,000 $10,190,316 $10,190,316 0.29 $10,010,886
SK hynix Inc. 5.5% 16-JAN-2027, 5.50%, 01/16/27 HYUELE 78392BAG2 - 10,045,000 $10,186,361 $10,186,361 0.29 $10,060,520
AGL CLO 17 AR 4.68373% 21-JAN-2035, 4.68%, 01/21/35 AGL 2022-17A 00120DAJ5 - 10,000,000 $10,103,332 $10,103,332 0.28 $10,000,550
Bain Capital Credit CLO AB FLTG 37, 4.92%, 07/16/37 BCC 2024-3AR 05685QAQ6 - 10,000,000 $10,082,233 $10,082,233 0.28 $10,002,959
NOW Trust 2025-1 A 5.5475% 14-FEB-2034, 5.55%, 02/14/34 NOW 2025-1 BCC3L1ZR1 - 14,428,065 $10,081,783 $10,081,783 0.28 $10,045,141
Madison Park Funding XIV AR5 4.74214% 22-OCT-2030, 4.72%, 10/22/30 MDPK 2014-14AR 55818RBW5 - 10,000,000 $10,030,567 $10,030,567 0.28 $9,995,151
FS Commercial Mortgage Trust 2026-PALM A 5.21676% 15-JUL-2041, 5.22%, 07/15/41 FS 2026-PALM 302720AA5 - 10,000,000 $10,029,232 $10,029,232 0.28 $9,995,903
Oracle Corporation 3.25% 15-NOV-2027, 3.25%, 11/15/27 ORCL 68389XBN4 - 10,105,000 $9,997,248 $9,997,248 0.28 $9,866,796
GE Healthcare Technologies Inc. 4.15% 15-DEC-2028, 4.15%, 12/15/28 GEHC 36266GAD9 - 10,000,000 $9,917,084 $9,917,084 0.28 $9,786,820
Ferguson Enterprises Inc. 4.8% 14-AUG-2029, 4.80%, 08/14/29 FERG 31488VAD9 - 10,000,000 $9,892,642 $9,892,642 0.28 $9,820,642
Banco Santander, S.A. 6.527% 07-NOV-2027, 6.53%, 11/07/27 SANTAN 05964HAX3 - 9,600,000 $9,873,273 $9,873,273 0.28 $9,610,452
QTS ISSUER ABS 2025-II 0%55 A2, 5.04%, 10/05/55 QTSII 2025-1A 74690FAA4 - 10,454,000 $9,843,169 $9,843,169 0.28 $9,838,775
Georgia-Pacific LLC 4.4% 15-MAY-2029, 4.40%, 05/15/29 GP 37331NAW1 - 9,850,000 $9,806,667 $9,806,667 0.28 $9,624,880
Corebridge Financial, Inc. 3.65% 05-APR-2027, 3.65%, 04/05/27 CRBG 21871XAD1 - 9,833,000 $9,783,671 $9,783,671 0.28 $9,780,680
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 $9,680,394 $9,680,394 0.27 $9,625,342
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 $9,659,120 $9,659,120 0.27 $9,629,914
Bank of America Corporation 3.615% 16-MAR-2028, 3.62%, 03/16/28 BAC 060505GF5 - 13,500,000 $9,518,142 $9,518,142 0.27 $9,497,326
nVent Finance SARL 4.55% 15-APR-2028, 4.55%, 04/15/28 NVT 67078AAD5 - 9,370,000 $9,455,701 $9,455,701 0.27 $9,250,823
Subway Funding, Series 2024-3 A2I 5.246% 30-JUL-2054, 5.25%, 07/30/54 SUBWAY 2024-3A 864300AG3 - 9,691,380 $9,445,520 $9,445,520 0.27 $9,349,487
DTE Energy Company 4.95% 01-JUL-2027, 4.95%, 07/01/27 DTE 233331BM8 - 9,300,000 $9,434,428 $9,434,428 0.27 $9,310,389
Stellantis Financial Services US Corp. 5.4% 15-JUN-2029, 5.40%, 06/15/29 STLA 85855FAD5 - 9,535,000 $9,426,897 $9,426,897 0.27 $9,245,255
CNH Industrial Capital Australia Pty Ltd. 4.7% 20-JUN-2028, 4.70%, 06/20/28 CNHI YN3225250 - 13,650,000 $9,422,283 $9,422,283 0.27 $9,287,668
RAF ABS Series 2025-1 A 5.3163% 09-DEC-2031, 5.32%, 12/09/31 REABS 2025-1 BCC3NSJG2 - 13,448,495 $9,398,709 $9,398,709 0.26 $9,359,159
Athene Global Funding 2.5% 24-MAR-2028, 2.50%, 03/24/28 ATH 04685A2V2 - 9,677,000 $9,280,224 $9,280,224 0.26 $9,270,816
Mitsubishi UFJ Financial Group, Inc. 5.126% 18-SEP-2030, 5.13%, 09/18/30 MUFG 606822EJ9 - 9,368,000 $9,277,922 $9,277,922 0.26 $9,251,244
Element Fleet Management Corp. 4.8% 29-MAY-2029, 4.80%, 05/29/29 EFNCN 286181AT9 - 9,292,000 $9,273,992 $9,273,992 0.26 $9,114,170
SMBC Aviation Capital Finance DAC 4.95% 23-JUL-2029, 4.95%, 07/23/29 SMBCAC 78448TAS1 - 9,315,000 $9,266,549 $9,266,549 0.26 $9,170,488
General Motors Financial Company, Inc. 5.35% 15-JUL-2027, 5.35%, 07/15/27 GM 37045XEX0 - 9,000,000 $9,133,692 $9,133,692 0.26 $9,022,680
Crestwood Midstream Partners LP 6.0% 01-FEB-2029, 6.00%, 02/01/29 ET 226373AR9 - 8,922,000 $9,034,667 $9,034,667 0.25 $8,935,038
Cheniere Energy, Inc. 4.625% 15-OCT-2028, 4.62%, 10/15/28 LNG 16411RAK5 - 8,814,000 $8,884,022 $8,884,022 0.25 $8,688,124
United Airlines, Inc. 4.625% 15-APR-2029, 4.62%, 04/15/29 UAL 90932LAH0 - 9,000,000 $8,876,988 $8,876,988 0.25 $8,676,957
CVS Health Corporation 4.3% 25-MAR-2028, 4.30%, 03/25/28 CVS 126650CX6 - 8,975,000 $8,866,598 $8,866,598 0.25 $8,852,661
Oracle Corporation 4.8% 03-AUG-2028, 4.80%, 08/03/28 ORCL 68389XCY9 - 8,800,000 $8,740,931 $8,740,931 0.25 $8,664,664
Atlas Warehouse Lending Company, L.P. 4.625% 15-NOV-2028, 4.62%, 11/15/28 ATWALD 049463AF9 - 8,711,000 $8,681,022 $8,681,022 0.24 $8,520,988
Macquarie Bank Limited FRN 01-MAR-2034, 6.50%, 03/01/34 MQGAU AU3FN0085171 - 12,190,000 $8,676,878 $8,676,878 0.24 $8,620,937
Westgate Resorts 2026-1 A 5.19% 20-OCT-2039, 5.19%, 10/20/39 WESTR 2026-1A 959921AA5 - 8,675,357 $8,642,050 $8,642,050 0.24 $8,595,774
Hyundai Capital America, Inc. 4.25% 08-JAN-2029, 4.25%, 01/08/29 HYNMTR 44891AED5 - 8,767,000 $8,619,976 $8,619,976 0.24 $8,526,827
Corebridge Global Funding 4.8% 29-MAY-2029, 4.80%, 05/29/29 CRBG 00138CBN7 - 8,609,000 $8,588,512 $8,588,512 0.24 $8,440,438
OCEANVIEW MORTGAGE TRUST 4.99888% 55, 4.59%, 12/25/55 BVINV 2025-4 67647DAU3 - 8,577,432 $8,543,104 $8,543,104 0.24 $8,528,886
AerCap Ireland Capital Designated Activity Company 6.1% 15-JAN-2027, 6.10%, 01/15/27 AER 00774MBD6 - 8,375,000 $8,513,486 $8,513,486 0.24 $8,395,701
Athene Global Funding 4.95% 07-JAN-2027, 4.95%, 01/07/27 ATH 04685A4E8 - 8,374,000 $8,478,608 $8,478,608 0.24 $8,373,828
EMD Finance LLC 4.125% 15-AUG-2028, 4.12%, 08/15/28 MRKGR 26867LAN0 - 8,567,000 $8,462,783 $8,462,783 0.24 $8,410,756
Commonwealth Bank of Australia 5.597% 21-AUG-2036, 5.60%, 08/21/36 CBAAU DO5046986 - 6,500,000 $8,458,366 $8,458,366 0.24 $8,395,123
Westpac Banking Corporation 5.351% 12-FEB-2035, 5.35%, 02/12/35 WSTP YR2726606 - 12,300,000 $8,407,801 $8,407,801 0.24 $8,336,822
USAA Capital Corporation 5.375% 01-OCT-2029, 5.38%, 10/01/29 USAACA 90327QDB2 - 8,385,000 $8,406,385 $8,406,385 0.24 $8,397,622
Alphabet Inc. 5.2% 27-AUG-2029, 5.20%, 08/27/29 GOOGL DO6481927 - 12,000,000 $8,324,927 $8,324,927 0.23 $8,274,934
Humana Inc. 5.75% 01-DEC-2028, 5.75%, 12/01/28 HUM 444859BZ4 - 8,000,000 $8,228,985 $8,228,985 0.23 $8,066,707
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 $8,227,318 $8,227,318 0.23 $8,213,212
Oracle Corporation 2.3% 25-MAR-2028, 2.30%, 03/25/28 ORCL 68389XCD5 - 8,630,000 $8,219,773 $8,219,773 0.23 $8,212,605
Enel Finance International NV 4.625% 13-JUL-2029, 4.62%, 07/13/29 ENELIM 29278GBK3 - 8,300,000 $8,189,227 $8,189,227 0.23 $8,098,590
Morgan Stanley Bank, National Association FRN 10-MAY-2030, 4.61%, 05/10/30 MS 61778EUS8 - 8,100,000 $8,183,030 $8,183,030 0.23 $8,121,854
Wells Fargo & Company 5.707% 22-APR-2028, 5.71%, 04/22/28 WFC 95000U3L5 - 7,870,000 $8,109,045 $8,109,045 0.23 $7,901,941
Barclays PLC 5.086% 25-FEB-2029, 5.09%, 02/25/29 BACR 06738ECX1 - 8,066,000 $8,088,509 $8,088,509 0.23 $8,039,508
Capital One Financial Corporation 7.149% 29-OCT-2027, 7.15%, 10/29/27 COF 14040HDB8 - 7,823,000 $8,077,425 $8,077,425 0.23 $7,830,416
BNP Paribas SA 5.125% 13-JAN-2029, 5.12%, 01/13/29 BNP 09659W2V5 - 8,000,000 $8,068,150 $8,068,150 0.23 $7,971,344
DAE AirFinance Holdings Limited 5.15% 17-MAR-2030, 5.15%, 03/17/30 DUBAEE 55609NAE8 - 8,250,000 $8,048,729 $8,048,729 0.23 $8,023,945
Penske Truck Leasing Co. LP 5.35% 12-JAN-2027, 5.35%, 01/12/27 PENSKE 709599BY9 - 7,900,000 $8,008,496 $8,008,496 0.23 $7,907,530
VICI Note Co., Inc. 3.75% 15-FEB-2027, 3.75%, 02/15/27 VICI 92564RAD7 - 8,000,000 $8,004,188 $8,004,188 0.23 $7,960,021
Booz Allen Hamilton, Inc. 5.375% 30-JAN-2030, 5.38%, 01/30/30 BAH 09951LAE3 - 8,011,000 $7,943,929 $7,943,929 0.22 $7,867,380
GGP Trust 2026-BRK3 A 5.819816% 05-OCT-2043, 5.82%, 10/05/31 GGP 2026-BRK3 36173WAA2 - 8,000,000 $7,939,563 $7,939,563 0.22 $7,929,217
Trafigura Securitisatio AB FLTG 29, 5.12%, 12/15/29 TRFIG 2026-1A 892725BB7 - 8,000,000 $7,916,499 $7,916,499 0.22 $7,890,330
Humana Inc. 4.875% 01-APR-2030, 4.88%, 04/01/30 HUM 444859BN1 - 8,100,000 $7,910,523 $7,910,523 0.22 $7,902,845
Volkswagen Financial Services NV 3.25% 13-APR-2027, 3.25%, 04/13/27 VW BV7724040 - 5,900,000 $7,851,960 $7,851,960 0.22 $7,728,349
Citadel Securities Global Holdings LLC 5.5% 18-JUN-2030, 5.50%, 06/18/30 CITSEC 17289RAA4 - 7,839,000 $7,851,350 $7,851,350 0.22 $7,719,611
Hyundai Capital America, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 HYNMTR 44891AEK9 - 8,000,000 $7,847,983 $7,847,983 0.22 $7,845,872
Connecticut Avenue Securities Trust 2022-R02 2M2 6.69029% 25-JAN-2042, 6.69%, 01/25/42 CAS 2022-R02 20754BAB7 - 7,756,119 $7,816,141 $7,816,141 0.22 $7,797,403
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 $7,797,711 $7,797,711 0.22 $7,779,787
LSEG US Fin Corp. 4.875% 28-MAR-2027, 4.88%, 03/28/27 LSELN 50222CAA8 - 7,725,000 $7,737,319 $7,737,319 0.22 $7,726,858
Vistra Operations Co. LLC 4.3% 15-OCT-2028, 4.30%, 10/15/28 VST 92840VAX0 - 7,690,000 $7,658,353 $7,658,353 0.22 $7,499,448
F&G Global Funding 4.65% 08-SEP-2028, 4.65%, 09/08/28 FG 30321L2K7 - 7,744,000 $7,617,934 $7,617,934 0.21 $7,587,926
JPMORGAN CHASE BANK, NA AB 0% 34, 4.94%, 07/25/34 CACLN 2026-1 48128DAF4 - 7,579,130 $7,537,910 $7,537,910 0.21 $7,524,395
Invesco CLO 2021-3 Ltd. AB, 4.67%, 04/15/34 INVCO 2021-1AR 46090XAN1 - 7,500,000 $7,524,197 $7,524,197 0.21 $7,495,987
JPMorgan Chase & Co. 4.915% 24-JAN-2029, 4.92%, 01/24/29 JPM 46647PEU6 - 7,459,000 $7,518,828 $7,518,828 0.21 $7,443,470
National Australia Bank Limited 6.322% 03-AUG-2032, 6.32%, 08/03/32 NAB BY0592570 - 10,376,000 $7,334,571 $7,334,571 0.21 $7,252,660
UBS AG Stamford Branch FRN 07-AUG-2029, 4.41%, 08/07/29 UBS 90261AAL6 - 7,141,000 $7,196,657 $7,196,657 0.20 $7,143,284
General Motors Financial Company, Inc. 5.4% 08-MAY-2027, 5.40%, 05/08/27 GM 37045XEQ5 - 7,000,000 $7,179,685 $7,179,685 0.20 $7,022,185
Commonwealth Bank of Australia FRN 09-NOV-2032, 7.20%, 11/09/32 CBAAU BZ9744070 - 10,000,000 $7,175,017 $7,175,017 0.20 $7,093,931
General Motors Financial Company, Inc. 4.75% 06-APR-2029, 4.75%, 04/06/29 GM 37045XFQ4 - 7,245,000 $7,117,114 $7,117,114 0.20 $7,115,202
Australia and New Zealand Banking Group Limited 5.906% 12-AUG-2032, 5.91%, 08/12/32 ANZ BY2422099 - 10,000,000 $7,029,443 $7,029,443 0.20 $6,965,752
UBS Group AG FRN 23-DEC-2029, 4.50%, 12/23/29 UBS 225401BL1 - 7,000,000 $7,024,299 $7,024,299 0.20 $7,010,611
Hyundai Capital America, Inc. FRN 18-SEP-2028, 4.72%, 09/18/28 HYNMTR 44891AEB9 - 6,960,000 $7,006,514 $7,006,514 0.20 $6,987,520
Solventum Corporation 5.45% 25-FEB-2027, 5.45%, 02/25/27 SOLV 83444MAN1 - 6,866,000 $6,924,530 $6,924,530 0.19 $6,879,834
Sumitomo Mitsui Trust Bank, Limited FRN 11-SEP-2028, 4.40%, 09/11/28 SUMITR 86563VCC1 - 6,800,000 $6,854,095 $6,854,095 0.19 $6,831,156
Morgan Stanley 4.868% 12-JUL-2029, 4.87%, 07/12/29 MS 61748UAY8 - 6,813,000 $6,828,186 $6,828,186 0.19 $6,753,563
Daimler Trucks Finance North America LLC 5.125% 25-SEP-2027, 5.12%, 09/25/27 DTRGR 233853AY6 - 6,810,000 $6,827,992 $6,827,992 0.19 $6,815,389
Xcel Energy Inc. 4.75% 21-MAR-2028, 4.75%, 03/21/28 XEL 98389BBD1 - 6,808,000 $6,786,944 $6,786,944 0.19 $6,771,673
Space Exploration Technologies Corp. 5.35% 15-JUL-2031, 5.35%, 07/15/31 SPCX 84615QAA1 - 7,000,000 $6,769,875 $6,769,875 0.19 $6,663,767
BPR Trust 2024-PMDW A 5.358% 05-NOV-2041, 5.36%, 11/05/41 BPR 2024-PMDW 05592VAA2 - 6,795,181 $6,706,026 $6,706,026 0.19 $6,668,606
General Motors Company 5.35% 15-APR-2028, 5.35%, 04/15/28 GM 37045VBC3 - 6,498,000 $6,670,817 $6,670,817 0.19 $6,503,755
Georgia Power Company 5.004% 23-FEB-2027, 5.00%, 02/23/27 SO 373334KV2 - 6,520,000 $6,568,095 $6,568,095 0.18 $6,527,313
LPL Holdings, Inc. 4.9% 03-APR-2028, 4.90%, 04/03/28 LPLA 50212YAN4 - 6,548,000 $6,502,111 $6,502,111 0.18 $6,497,655
SK hynix Inc. 4.25% 11-SEP-2028, 4.25%, 09/11/28 HYUELE 78392BAJ6 - 6,499,000 $6,399,359 $6,399,359 0.18 $6,378,643
Vistra Operations Co. LLC 5.05% 30-DEC-2026, 5.05%, 12/30/26 VST 92840VAT9 - 6,305,000 $6,388,910 $6,388,910 0.18 $6,302,234
Daimler Truck Finance Canada, Inc. 2.46% 15-DEC-2026, 2.46%, 12/15/26 DTRGR 233852AE2 - 8,960,000 $6,333,285 $6,333,285 0.18 $6,284,545
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 $6,314,276 $6,314,276 0.18 $6,288,437
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1B 7.04029% 25-JUN-2043, 7.04%, 06/25/43 STACR 2023-HQA2 35564K2G3 - 6,120,000 $6,300,977 $6,300,977 0.18 $6,285,418
Deutsche Bank AG, New York Branch 2.311% 16-NOV-2027, 2.31%, 11/16/27 DB 251526CP2 - 6,050,000 $6,088,096 $6,088,096 0.17 $6,032,947
Hasbro, Inc. 3.55% 19-NOV-2026, 3.55%, 11/19/26 HAS 418056AY3 - 5,972,000 $6,046,961 $6,046,961 0.17 $5,965,103
Bank of New Zealand 5.698% 28-JAN-2035, 5.70%, 01/28/35 BZLNZ 064064AB4 - 6,035,000 $6,033,376 $6,033,376 0.17 $5,966,511
Insurance Australia Group Limited FRN 15-DEC-2036, 7.12%, 12/15/36 IAGAU AU3FN0055497 - 8,550,000 $5,994,406 $5,994,406 0.17 $5,967,683
BX Trust 2026-SUMT A 5.15% 15-OCT-2051, 5.15%, 10/15/51 BX 2026-SUMT 05595QAA0 - 6,000,000 $5,988,950 $5,988,950 0.17 $5,988,950
ANZ Bank New Zealand Limited. 5.548% 11-AUG-2032, 5.55%, 08/11/32 ANZNZ 00182YAA3 - 5,913,000 $5,964,936 $5,964,936 0.17 $5,912,994
Export-Import Bank of Korea FRN 22-SEP-2028, 4.11%, 09/22/28 EIBKOR 302154EN5 - 5,902,000 $5,919,026 $5,919,026 0.17 $5,907,784
TVC Mortgage Trust 2026-RRTL1 A1 4.964% 25-FEB-2041, 4.96%, 02/25/41 TVC 2026-RRTL1 87306XAA3 - 6,000,000 $5,904,176 $5,904,176 0.17 $5,893,421
SWVP Trust 2026-PNCL A 5.43572% 15-OCT-2039, 5.25%, 10/15/43 SWVP 2026-PNCL 78504YAA0 - 5,830,000 $5,837,652 $5,837,652 0.16 $5,830,000
Georgia Power Company 3.25% 30-MAR-2027, 3.25%, 03/30/27 SO 373334KH3 - 5,866,000 $5,830,433 $5,830,433 0.16 $5,826,196
Mobility Global Inc. 5.05% 15-JUN-2029, 5.05%, 06/15/29 MBGL 60744MAA4 - 5,820,000 $5,811,857 $5,811,857 0.16 $5,706,539
Illumina, Inc. 5.75% 13-DEC-2027, 5.75%, 12/13/27 ILMN 452327AP4 - 5,630,000 $5,777,200 $5,777,200 0.16 $5,673,787
NTT Finance Corporation 4.567% 16-JUL-2027, 4.57%, 07/16/27 NTT 62954WAP0 - 5,692,000 $5,740,523 $5,740,523 0.16 $5,681,311
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU USQ2704MAA64 - 6,000,000 $5,662,550 $5,662,550 0.16 $5,648,110
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 $5,553,722 $5,553,722 0.16 $5,538,672
Athene Global Funding 5.146% 01-NOV-2029, 5.15%, 11/01/29 ATH YR6317832 - 4,195,000 $5,542,045 $5,542,045 0.16 $5,417,974
Banco Santander, S.A. 5.005% 25-AUG-2030, 5.00%, 08/25/30 SANTAN 05971KAZ2 - 5,600,000 $5,536,882 $5,536,882 0.16 $5,503,404
Bendigo and Adelaide Bank Limited FRN 14-OCT-2031, 5.95%, 10/14/31 BENAU BR8160425 - 7,750,000 $5,471,777 $5,471,777 0.15 $5,396,191
Capital One Financial Corporation 5.247% 26-JUL-2030, 5.25%, 07/26/30 COF 14040HCV5 - 5,353,000 $5,359,031 $5,359,031 0.15 $5,302,857
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 $5,320,801 $5,320,801 0.15 $5,307,569
Oracle Corporation 4.55% 04-FEB-2029, 4.55%, 02/04/29 ORCL 68389XDW2 - 5,447,000 $5,310,187 $5,310,187 0.15 $5,266,127
DB Master Finance, Series 2017-1 A2II 4.03% 20-NOV-2047, 4.03%, 11/20/47 DNKN 2017-1A 233046AF8 - 5,178,900 $5,137,694 $5,137,694 0.14 $5,109,866
Enbridge Inc. 5.9% 15-NOV-2026, 5.90%, 11/15/26 ENBCN 29250NBW4 - 5,000,000 $5,118,889 $5,118,889 0.14 $5,001,709
Repsol E&P Capital Markets US LLC 4.805% 16-SEP-2028, 4.80%, 09/16/28 REPSEP 76026AAA5 - 5,150,000 $5,112,675 $5,112,675 0.14 $5,097,553
Mitsubishi UFJ Financial Group, Inc. 4.592% 18-APR-2030, 4.59%, 04/18/30 MUFG 606822DU5 - 5,094,000 $5,097,698 $5,097,698 0.14 $4,989,187
ETP Legacy LP 4.95% 15-JUN-2028, 4.95%, 06/15/28 ET 29278NAF0 - 5,000,000 $5,056,320 $5,056,320 0.14 $4,978,633
Martin Marietta Materials, Inc. 4.85% 15-AUG-2029, 4.85%, 08/15/29 MLM 573284BC9 - 5,080,000 $5,044,740 $5,044,740 0.14 $5,007,783
Hyundai Capital America, Inc. 4.85% 25-MAR-2027, 4.85%, 03/25/27 HYNMTR 44891ADP9 - 5,000,000 $5,011,239 $5,011,239 0.14 $5,002,482
RCKT MORTGAGE TRUST 2025-CE 4.99% 34, 4.99%, 07/25/34 RCKTL 2025-1A 74939RAB7 - 5,000,000 $5,009,756 $5,009,756 0.14 $5,000,747
SMRT Commercial Mortgage Trust 2026-MINI A 5.25% 15-OCT-2043, 5.25%, 10/15/43 SMRT 2026-MINI 78457AAA9 - 5,000,000 $4,993,845 $4,993,845 0.14 $4,993,845
Commonwealth Bank of Australia 3.61% 12-SEP-2034, 3.61%, 09/12/34 CBAAU 202712BK0 - 5,170,000 $4,879,230 $4,879,230 0.14 $4,866,788
Connecticut Avenue Securities Trust 2024-R06 1M2 5.29029% 25-SEP-2044, 5.29%, 09/25/44 CAS 2024-R06 20755RAC9 - 4,815,368 $4,829,082 $4,829,082 0.14 $4,819,882
Metro Finance 2024-1 Trust|5.6708|09/17/2030, 5.67%, 09/17/30 METR 2024-1 BCC3H5JS3 - 6,893,304 $4,826,576 $4,826,576 0.14 $4,810,917
ACACIA 2026-1 LLC AB 0% 41, 5.44%, 07/15/41 ACACIA 2026-1 00402VAA3 - 4,832,589 $4,818,724 $4,818,724 0.14 $4,801,928
National Australia Bank Limited FRN 09-FEB-2034, 6.45%, 02/09/34 NAB AU3FN0084828 - 6,627,000 $4,748,690 $4,748,690 0.13 $4,700,548
Medline Borrower, LP 6.25% 01-APR-2029, 6.25%, 04/01/29 MEDIND 58506DAA6 - 4,666,000 $4,700,707 $4,700,707 0.13 $4,695,037
Willis North America Inc. 4.65% 15-JUN-2027, 4.65%, 06/15/27 WTW 970648AL5 - 4,599,000 $4,658,387 $4,658,387 0.13 $4,591,260
Santander UK Group Holdings Plc 4.32% 22-SEP-2029, 4.32%, 09/22/29 SANUK 80281LAX3 - 4,756,000 $4,657,334 $4,657,334 0.13 $4,648,202
CREDABL ABS 2024-1 TRUST FL 2045 A, 5.83%, 05/11/45 CREDABL 2024-1 BCC3H6DP3 - 6,595,299 $4,622,720 $4,622,720 0.13 $4,602,899
VICI Properties L.P. 4.75% 01-APR-2028, 4.75%, 04/01/28 VICI 925650AJ2 - 4,638,000 $4,604,618 $4,604,618 0.13 $4,600,335
Australia and New Zealand Banking Group Limited FRN 16-JAN-2034, 5.68%, 01/16/34 ANZ AU3FN0084026 - 6,370,000 $4,575,182 $4,575,182 0.13 $4,517,237
Westpac Banking Corporation 5.972% 10-JUL-2034, 5.97%, 07/10/34 WSTP YW1615957 - 6,500,000 $4,572,205 $4,572,205 0.13 $4,506,106
Hyundai Capital America, Inc. 4.25% 18-SEP-2028, 4.25%, 09/18/28 HYNMTR 44891ADZ7 - 4,640,000 $4,552,086 $4,552,086 0.13 $4,541,131
Hyundai Capital America, Inc. 5.0% 07-JAN-2028, 5.00%, 01/07/28 HYNMTR 44891ADL8 - 4,501,000 $4,548,447 $4,548,447 0.13 $4,491,560
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 $4,539,232 $4,539,232 0.13 $4,525,368
Australia and New Zealand Banking Group Limited 5.731% 18-SEP-2034, 5.73%, 09/18/34 ANZ 052528AR7 - 4,500,000 $4,500,440 $4,500,440 0.13 $4,486,112
NTT Finance Corporation 4.62% 16-JUL-2028, 4.62%, 07/16/28 NTT 62954WAQ8 - 4,347,000 $4,345,412 $4,345,412 0.12 $4,299,667
BX Commercial Mortgage Trust 2024-AIRC A 5.50824% 15-AUG-2041, 5.51%, 08/15/41 BX 2024-AIRC 12433CAA3 - 4,246,676 $4,265,098 $4,265,098 0.12 $4,250,154
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 $4,121,766 $4,121,766 0.12 $4,113,803
LSEG Finance Plc 4.5% 19-OCT-2028, 4.50%, 10/19/28 LSELN YK0862044 - 3,000,000 $4,076,816 $4,076,816 0.11 $3,903,738
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 $3,795,018 $3,795,018 0.11 $3,783,006
Compass Datacenters Issuer II, Series 2024-2 A1_2402 25-AUG-2049, 5.02%, 08/25/49 CMPDC 2024-2A 20469AAD1 - 3,905,000 $3,792,004 $3,792,004 0.11 $3,784,922
Lloyds Banking Group plc FRN 06-MAR-2030, 6.29%, 03/06/30 LLOYDS G55365HP1 - 5,240,000 $3,720,398 $3,720,398 0.10 $3,700,912
Bank of America Corporation 4.376% 27-APR-2028, 4.38%, 04/27/28 BAC 06051GKP3 - 3,644,000 $3,704,583 $3,704,583 0.10 $3,633,268
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 $3,647,979 $3,647,979 0.10 $3,617,524
Starbucks Corporation 4.5% 15-MAY-2028, 4.50%, 05/15/28 SBUX 855244BN8 - 3,598,000 $3,629,424 $3,629,424 0.10 $3,565,110
Liberty Financial Pty Ltd. FRN 16-MAR-2028, 8.48%, 03/16/28 LBRFI Q5S40CAS5 - 5,010,000 $3,614,341 $3,614,341 0.10 $3,596,511
Volkswagen Group of America Finance LLC 5.05% 27-MAR-2028, 5.05%, 03/27/28 VW 928668CP5 - 3,580,000 $3,566,861 $3,566,861 0.10 $3,561,337
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA1 M1 4.94029% 25-MAR-2044, 4.94%, 03/25/44 STACR 2024-HQA1 M1 35564NBX0 - 3,506,408 $3,512,905 $3,512,905 0.10 $3,506,649
Athora Holding Ltd. 6.625% 16-JUN-2028, 6.62%, 06/16/28 ATHORA 8P8PPIXX0 - 2,930,000 $3,455,567 $3,455,567 0.10 $3,387,702
CONNECTICUT AVENUE SECUR 5.55001% 45, 4.89%, 07/25/45 CAS 2025-R05 20753CAB6 - 3,434,201 $3,438,698 $3,438,698 0.10 $3,432,634
Marex Group Limited 5.829% 08-MAY-2028, 5.83%, 05/08/28 MARGRO 566539AB8 - 3,280,000 $3,355,732 $3,355,732 0.09 $3,276,069
Deutsche Bank AG, New York Branch 2.552% 07-JAN-2028, 2.55%, 01/07/28 DB 25160PAH0 - 3,320,000 $3,321,032 $3,321,032 0.09 $3,299,615
RESIMAC Bastille Trust 2024-1NC A2 5.7475% 13-SEP-2055, 5.75%, 09/13/55 RESI 2024-1NC BCC3F7BW0 - 4,700,674 $3,293,798 $3,293,798 0.09 $3,281,429
Daimler Trucks Finance North America LLC 5.0% 15-JAN-2027, 5.00%, 01/15/27 DTRGR 233853AV2 - 3,240,000 $3,280,737 $3,280,737 0.09 $3,243,387
Suncorp Group Limited FRN 01-DEC-2038, 7.20%, 12/01/38 SUNAU AU3FN0075644 - 4,500,000 $3,241,085 $3,241,085 0.09 $3,218,211
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA6 M2 9.44029% 25-SEP-2042, 9.44%, 09/25/42 STACR 2022-DNA6 35564KH77 - 3,050,000 $3,190,976 $3,190,976 0.09 $3,180,578
COMPASS DATACENTERS ISSUER II A1, 5.32%, 05/25/50 CMPDC 2025-1A 20469CAA3 - 3,250,000 $3,163,932 $3,163,932 0.09 $3,157,693
NYC Commercial Mortgage Trust 2025-1155 A 5.8329% 10-JUN-2042, 5.83%, 06/10/42 NYC 2025-1155 67122BAA5 - 3,200,000 $3,142,590 $3,142,590 0.09 $3,123,406
AerCap Global Aviation Trust 3.65% 21-JUL-2027, 3.65%, 07/21/27 AER 00774MAB1 - 3,095,000 $3,090,038 $3,090,038 0.09 $3,065,875
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 $3,070,923 $3,070,923 0.09 $3,058,316
Brown & Brown, Inc. 4.7% 23-JUN-2028, 4.70%, 06/23/28 BRO 115236AJ0 - 3,036,000 $3,047,672 $3,047,672 0.09 $3,006,053
Mozart Debt Merger Sub, Inc. 3.875% 01-APR-2029, 3.88%, 04/01/29 MEDIND 62482BAA0 - 3,120,000 $2,986,623 $2,986,623 0.08 $2,984,273
General Motors Financial Company, Inc. 5.0% 15-JUL-2027, 5.00%, 07/15/27 GM 37045XFH4 - 2,866,000 $2,899,136 $2,899,136 0.08 $2,866,097
Homeward Opportunities Fund Trust 2025-RRTL2 A1 5.237% 25-AUG-2040, 5.24%, 09/25/40 HOF 2025-RRTL2 437923AA3 - 2,893,000 $2,892,575 $2,892,575 0.08 $2,887,104
Connecticut Avenue Securities, Series 2021-R01 1M2 5.24029% 25-OCT-2041, 5.24%, 10/25/41 CAS 2021-R01 20754RAB2 - 2,880,873 $2,887,087 $2,887,087 0.08 $2,881,636
Taco Bell Funding Series 2021-1 A2II 2.294% 25-AUG-2051, 2.29%, 08/25/51 BELL 2021-1A 87342RAH7 - 2,916,060 $2,703,762 $2,703,762 0.08 $2,695,772
Liberty Series 2024-1 Auto A 5.7163% 25-MAY-2032, 5.72%, 05/25/32 LBRTY 2024-1A BCC3G7993 - 3,828,890 $2,674,415 $2,674,415 0.08 $2,670,240
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 $2,659,184 $2,659,184 0.07 $2,638,377
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 $2,621,768 $2,621,768 0.07 $2,610,992
Athene Global Funding 3.205% 08-MAR-2027, 3.21%, 03/08/27 ATH 04685A3L3 - 2,626,000 $2,605,780 $2,605,780 0.07 $2,598,766
Lonsdale Finance Pty Limited 2.1% 15-OCT-2027, 2.11%, 10/15/27 LOFINA Q5657JAC9 - 3,800,000 $2,577,892 $2,577,892 0.07 $2,551,025
Banco Bilbao Vizcaya Argentaria, S.A. 4.977% 03-SEP-2029, 4.98%, 09/03/29 BBVASM 05946KAY7 - 2,600,000 $2,566,299 $2,566,299 0.07 $2,553,718
VB-S1 Issuer Secured Tower Revenue Notes, Series 2022-1 (Vertical Bridge) C21_2022_1 3.042933% 15-FEB-2052, 3.16%, 02/15/52 VBTEL 2022-1A 91823AAU5 - 2,500,000 $2,458,159 $2,458,159 0.07 $2,453,118
Westpac Banking Corporation FRN 11-NOV-2027, 5.66%, 11/11/27 WSTP Q97423E21 - 3,300,000 $2,335,889 $2,335,889 0.07 $2,315,930
Structured Agency Credit Risk (STACR) Debt Notes, Series 2024-HQA2 M1 4.89029% 25-AUG-2044, 4.89%, 08/25/44 STACR 2024-HQA2 35564NDZ3 - 2,293,918 $2,297,252 $2,297,252 0.06 $2,293,202
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA7 M2 5.49029% 25-NOV-2041, 5.49%, 11/25/41 STACR 2021-DNA7 35564KMH9 - 2,289,383 $2,295,339 $2,295,339 0.06 $2,290,800
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA1 M1 4.74029% 25-JAN-2045, 4.74%, 01/25/45 STACR 2025-DNA1 35564NFZ1 - 2,274,499 $2,276,971 $2,276,971 0.06 $2,273,078
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-HQA1 M1 4.84029% 25-FEB-2045, 4.84%, 02/25/45 STACR 2025-HQA1 35564NGZ0 - 2,247,454 $2,250,680 $2,250,680 0.06 $2,246,752
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA5 M2 10.44029% 25-JUN-2042, 10.44%, 06/25/42 STACR 2022-DNA5 35564KYW3 - 2,125,000 $2,216,822 $2,216,822 0.06 $2,208,810
Connecticut Avenue Securities Trust 2024-R01 1M1 4.74029% 25-JAN-2044, 4.74%, 01/25/44 CAS 2024-R01 1M1 20753UAA8 - 2,096,761 $2,099,695 $2,099,695 0.06 $2,096,106
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-HQA4 M2 6.04029% 25-DEC-2041, 6.04%, 12/25/41 STACR 2021-HQA4 35564KNS4 - 2,052,524 $2,060,802 $2,060,802 0.06 $2,056,325
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 $2,014,692 $2,014,692 0.06 $2,008,370
American Express Company 5.098% 16-FEB-2028, 5.10%, 02/16/28 AXP 025816DP1 - 1,950,000 $1,965,702 $1,965,702 0.06 $1,951,343
Nationwide Building Society 4.125% 18-OCT-2032, 4.12%, 10/18/32 NWIDE 63859WAF6 - 1,900,000 $1,907,400 $1,907,400 0.05 $1,870,825
United Airlines, Inc. 5.875% 15-OCT-2027, 5.88%, 10/15/27 UAL 90931GAA7 - 1,771,311 $1,808,146 $1,808,146 0.05 $1,784,153
Bayview Opportunity Master Fund VII Trust 2024-CAR1 A 4.79029% 25-DEC-2031, 4.79%, 12/26/31 BVCLN 2024-CAR1 07336QAA0 - 1,616,811 $1,621,095 $1,621,095 0.05 $1,618,298
Barclays Bank PLC 6.158% 28-MAY-2035, 6.16%, 05/28/35 BACR YT3757895 - 2,230,000 $1,566,647 $1,566,647 0.04 $1,532,092
Athene Global Funding 5.133% 01-JUN-2029, 5.13%, 06/01/29 ATH 04685A4Y4 - 1,547,000 $1,545,922 $1,545,922 0.04 $1,518,350
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 $1,539,854 $1,539,854 0.04 $1,534,173
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 $1,539,378 $1,539,378 0.04 $1,533,839
Commonwealth Bank of Australia FRN 14-APR-2032, 6.37%, 04/14/32 CBAAU BV7633282 - 2,130,000 $1,513,332 $1,513,332 0.04 $1,491,090
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2025-DNA2 M1 4.89029% 25-MAY-2045, 4.89%, 05/25/45 STACR 2025-DNA2 35564NHZ9 - 1,485,492 $1,488,116 $1,488,116 0.04 $1,485,492
Constellation Energy Generation, LLC 4.625% 01-FEB-2029, 4.62%, 02/01/29 CEG 210385AH3 - 1,497,000 $1,483,584 $1,483,584 0.04 $1,470,699
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 $1,462,754 $1,462,754 0.04 $1,457,590
Waypoint REIT Limited 2.4% 21-SEP-2028, 2.40%, 09/21/28 VERFIN BR2600251 - 2,230,000 $1,453,183 $1,453,183 0.04 $1,451,448
Plenti Auto ABS Trust 2025-1 A 5.4975% 12-AUG-2033, 5.50%, 08/12/33 PLENT 2025-1 BCC3KD5D0 - 2,032,557 $1,422,210 $1,422,210 0.04 $1,417,095
Ares Capital Corporation 7.0% 15-JAN-2027, 7.00%, 01/15/27 ARCC 04010LBE2 - 1,358,000 $1,386,133 $1,386,133 0.04 $1,364,216
Connecticut Avenue Securities Trust 2025-R03 2M1 5.29029% 25-MAR-2045, 5.29%, 03/25/45 CAS 2025-R03 20754VAB3 - 1,368,376 $1,371,845 $1,371,845 0.04 $1,369,231
Ally Bank Auto Credit-Linked Notes, Series 2024-B A2 4.97% 15-SEP-2032, 4.97%, 09/15/32 ABCLN 2024-B 02007G4B6 - 1,288,248 $1,292,032 $1,292,032 0.04 $1,287,941
Lloyds Banking Group plc 5.087% 26-NOV-2028, 5.09%, 11/26/28 LLOYDS 53944YBC6 - 1,260,000 $1,283,836 $1,283,836 0.04 $1,260,334
Connecticut Avenue Securities Trust 2022-R04 1M2 6.79029% 25-MAR-2042, 6.79%, 03/25/42 CAS 2022-R04 20753YCK6 - 1,260,000 $1,273,808 $1,273,808 0.04 $1,270,719
ElectraNet Pty Limited 2.4737% 15-DEC-2028, 2.47%, 12/15/28 ELECTR BR2242732 - 1,930,000 $1,263,393 $1,263,393 0.04 $1,252,920
Connecticut Avenue Securities Trust 2022-R01 1M2 5.59029% 25-DEC-2041, 5.59%, 12/25/41 CAS 2022-R01 20754LAB5 - 1,245,610 $1,250,084 $1,250,084 0.04 $1,247,570
Volkswagen Financial Services Australia Pty Ltd. 5.3% 09-FEB-2027, 5.30%, 02/09/27 VW 9J19VNXX8 - 1,670,000 $1,170,504 $1,170,504 0.03 $1,160,374
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA2 M1 4.89029% 25-MAY-2044, 4.89%, 05/25/44 STACR 2024-DNA2 35564NCX9 - 1,148,949 $1,150,619 $1,150,619 0.03 $1,148,590
Connecticut Avenue Securities Trust 2025-R04 25-MAY-2045, 4.89%, 05/25/45 CAS 2025-R04 20755TAB7 - 1,119,526 $1,121,174 $1,121,174 0.03 $1,119,197
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA2 M1A 5.69029% 25-JUN-2043, 5.69%, 06/25/43 STACR 2023-HQA2 35564K2F5 - 1,045,792 $1,048,268 $1,048,268 0.03 $1,046,119
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2023-HQA3 M1 5.54029% 25-NOV-2043, 5.54%, 11/25/43 STACR 2023-HQA3 35564K3G2 - 1,014,390 $1,018,322 $1,018,322 0.03 $1,016,292
Rolls-Royce Plc 5.75% 15-OCT-2027, 5.75%, 10/15/27 ROLLS 77578JAC2 - 958,000 $989,354 $989,354 0.03 $962,883
RCKT MORTGAGE TRUST 2025-CES 4.9% 34, 4.90%, 07/25/34 RCKTL 2025-1A 74939RAA9 - 983,306 $985,504 $985,504 0.03 $983,764
Taco Bell Funding Series 2021-1 A2I 1.946% 25-AUG-2051, 1.95%, 08/25/51 BELL 2021-1A 87342RAG9 - 908,812 $900,253 $900,253 0.03 $898,141
Connecticut Avenue Securities Trust 2025-R01 1M1 4.79029% 25-JAN-2045, 4.79%, 01/25/45 CAS 2025-R01 20755JAB9 - 843,121 $844,316 $844,316 0.02 $842,857
OBX 2026 HE1 FLTG 2056 A1B, 5.19%, 02/25/56 OBX 2026-HE1 67124BAB1 - 787,714 $788,283 $788,283 0.02 $786,806
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2024-DNA1 M1 5.04029% 25-FEB-2044, 5.04%, 02/25/44 STACR 2024-DNA1 35564NAX1 - 772,769 $774,537 $774,537 0.02 $773,131
Connecticut Avenue Securities, Series 2021-R03 1M2 5.34029% 25-DEC-2041, 5.34%, 12/25/41 CAS 2021-R03 20754AAB9 - 748,757 $751,015 $751,015 0.02 $749,571
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA4 M2 8.94029% 25-MAY-2042, 8.94%, 05/25/42 STACR 2022-DNA4 35564KXA2 - 730,000 $750,379 $750,379 0.02 $748,022
CREDABL ABS 2024-1 TRUST FLT 2045 C, 6.59%, 05/11/45 CREDABL 2024-1 BCC3H6DR9 - 1,051,815 $737,220 $737,220 0.02 $733,652
Computershare US, Inc. 3.147% 30-NOV-2027, 3.15%, 11/30/27 CPUAU BS4738701 - 1,070,000 $730,894 $730,894 0.02 $722,479
Athene Global Funding 4.76% 21-APR-2027, 4.76%, 04/21/27 ATH BV9495979 - 1,000,000 $707,033 $707,033 0.02 $691,597
Connecticut Avenue Securities Trust 2023-R06 1M1 5.39029% 25-JUL-2043, 5.39%, 07/25/43 CAS 2023-R06 20754EAA3 - 623,588 $625,997 $625,997 0.02 $624,783
Structured Agency Credit Risk (STACR) Debt Notes, Series 2023-HQA1 M1A 5.69029% 25-MAY-2043, 5.69%, 05/25/43 STACR 2023-HQA1 35564KX79 - 573,873 $576,298 $576,298 0.02 $575,119
US 2YR FUTR OPTN Dec26C102.13 102.125 TUZ6C TUZ6 COMDTY $102.13 1,300 $264,905,469 $446,875 0.01 $446,875
Connecticut Avenue Securities Trust 2025-R02 1M1 4.84029% 25-FEB-2045, 4.84%, 02/25/45 CAS 2025-R02 20754TAC6 - 406,343 $406,926 $406,926 0.01 $406,216
Network Finance Co Pty Ltd|2.25|11/11/2026, 2.25%, 11/11/26 NETFIN Q66407AD1 - 570,000 $395,876 $395,876 0.01 $395,754
National Australia Bank Limited FRN 09-MAR-2033, 6.79%, 03/09/33 NAB AU3FN0075966 - 310,000 $220,570 $220,570 0.01 $219,405
Connecticut Avenue Securities Trust 2024-R03 2M1 4.84029% 25-MAR-2044, 4.84%, 03/25/44 CAS 207941AA3 - 172,815 $173,118 $173,118 0.00 $172,816
Vicinity Centres RE Ltd. 4.0% 26-APR-2027, 4.00%, 04/26/27 VCXAU AM9809642 - 150,000 $105,425 $105,425 0.00 $103,537
Connecticut Avenue Securities Trust 2022-R05 2M2 6.69029% 25-APR-2042, 6.69%, 04/25/42 CAS 2022-R05 20754DAB3 - 58,014 $58,667 $58,667 0.00 $58,526
Connecticut Avenue Securities Trust 2024-R02 1M1 4.79029% 25-FEB-2044, 4.79%, 02/25/44 CAS 2024-R02 20754GAA8 - 54,577 $54,671 $54,671 0.00 $54,576
Freddie Mac Structured Agency Credit Risk (STACR) REMIC Trust 2022-DNA3 M1B 6.59029% 25-APR-2042, 6.59%, 04/25/42 STACR 2022-DNA3 35564KUX5 - 10,000 $10,116 $10,116 0.00 $10,092
Structured Agency Credit Risk (STACR) Debt Notes, Series 2021-DNA5 M2 5.34029% 25-JAN-2034, 5.34%, 01/25/34 STACR 2021-DNA5 35564KHE2 - 4,041 $4,059 $4,059 0.00 $4,051
US 2YR NOTE (CBT) Dec26 DEC 26 TUZ6 FUTURES_USD - -2,555 $-520,641,134 $0 0.00 $0
US 5YR NOTE (CBT) Dec26 DEC 26 FVZ6 FUTURES_USD - -441.00 $-45,695,180 $0 0.00 $0
EURO-SCHATZ FUT Dec26 DEC 26 DUZ6 FUTURES_EUR - -83.00 $-9,755,060 $0 0.00 $0
CAN 2YR BOND FUT Dec26 DEC 26 CVZ6 FUTURES_CAD - -375.00 $-27,480,524 $0 0.00 $0
AUST 3YR BOND FUT Dec26 DEC 26 YMZ6 AU03Y 29Z - -1,041 $-74,577,100 $0 0.00 $0
US 2YR FUTR OPTN Dec26Call 102.5 TUZ6C TUZ6 COMDTY $102.50 -1,300 $-264,905,469 $-203,125 -0.01 $-203,125
ANTERO RESOURCES CORP 0% 10/09/2026, 0.00%, 10/09/26 ARUSCP 03675WK97 - 56,650,000 $56,636,660 $56,636,660 1.59 $56,636,660
US DOLLARS USD MD_142224 - 43,565,617 $43,565,617 $43,565,617 1.23 $43,565,617
LIBERTY UTILITIES CO 0% 10/19/2026, 0.00%, 10/19/26 LIUTIL 53154MKK9 - 40,000,000 $39,946,476 $39,946,476 1.12 $39,946,476
AUTONATION INC 0% 10/08/2026, 0.00%, 10/08/26 AUTONA 05330NK81 - 37,400,000 $37,395,647 $37,395,647 1.05 $37,395,647
ENBRIDGE US INC 0% 11/04/2026, 0.00%, 11/04/26 ENBUS 29251VL46 - 35,000,000 $34,886,103 $34,886,103 0.98 $34,886,103
ARES CAPITAL CORP 0% 11/02/2026, 0.00%, 11/02/26 ARCCCP 04022DL21 - 33,350,000 $33,248,026 $33,248,026 0.94 $33,248,026
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/14/2026, 0.00%, 10/14/26 FISPP 31622GKE6 - 24,000,000 $23,981,287 $23,981,287 0.67 $23,981,287
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/16/2026, 0.00%, 10/16/26 FISPP 31622GKG1 - 20,000,000 $19,979,942 $19,979,942 0.56 $19,979,942
HCA INC 0% 10/08/2026, 0.00%, 10/08/26 HCA 40412DK81 - 19,950,000 $19,947,630 $19,947,630 0.56 $19,947,630
HCA INC 0% 10/20/2026, 0.00%, 10/20/26 HCA 40412DKL2 - 19,000,000 $18,970,256 $18,970,256 0.53 $18,970,256
ENBRIDGE INC 0% 10/08/2026, 0.00%, 10/08/26 ENB 292976X85 - 26,800,000 $18,807,681 $18,807,681 0.53 $18,807,681
FIDELITY NATIONAL INFORMATION SERVICES INC 0% 10/19/2026, 0.00%, 10/19/26 FISPP 31622GKK2 - 18,000,000 $17,975,914 $17,975,914 0.51 $17,975,914
GLOBAL PAYMENTS INC 0% 10/08/2026, 0.00%, 10/08/26 GPN 37961DK82 - 15,400,000 $15,398,164 $15,398,164 0.43 $15,398,164
HCA INC 0% 10/09/2026, 0.00%, 10/09/26 HCA 40412DK99 - 13,700,000 $13,698,440 $13,698,440 0.39 $13,698,440
CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK/NEW YORK 0% 10/08/2026, 0.00%, 10/08/26 CACPNY 22533UK85 - 7,200,000 $7,199,230 $7,199,230 0.20 $7,199,230
SEGREGATED CASH SEGCASH $0.00 5,243,176 $5,243,176 $5,243,176 0.15 $5,243,176
NEW ZEALAND DOLLAR NZD - 8,092,383 $4,528,905 $4,528,905 0.13 $4,528,905
AUSTRALIAN DOLLARS AUD - 3,500,112 $2,436,945 $2,436,945 0.07 $2,436,945
EURO EUR - 1,277,022 $1,429,492 $1,429,492 0.04 $1,429,492
CANADIAN DOLLAR CAD - 2,010,343 $1,410,915 $1,410,915 0.04 $1,410,915
BRITISH POUND GBP - -1,676,889 $-2,216,670 $-2,216,670 -0.06 $-2,216,670
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - 75,370,000 $42,180,845 $42,180,845 1.19 $42,180,845
Swap/21/10/2026/P:NZD/BBR/3M /R:NZD 3.56000, 3.56%, 10/21/26 - - -75,370,000 $-42,180,845 $-42,180,845 -1.19 $-42,180,845
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - 106,550,000 $59,630,743 $59,630,743 1.68 $59,630,743
Swap/17/02/2027/P:NZD/BBR/3M /R:NZD 3.45000, 3.45%, 02/17/27 - - -106,550,000 $-59,630,743 $-59,630,743 -1.68 $-59,630,743
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - 134,200,000 $75,105,074 $75,105,074 2.11 $75,105,074
Swap/28/04/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 04/28/27 - - -134,200,000 $-75,105,074 $-75,105,074 -2.11 $-75,105,074
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - 134,200,000 $75,105,074 $75,105,074 2.11 $75,105,074
Swap/01/05/2027/P:NZD/BBR/3M /R:NZD 3.24000, 3.24%, 05/01/27 - - -134,200,000 $-75,105,074 $-75,105,074 -2.11 $-75,105,074
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - 138,300,000 $77,399,641 $77,399,641 2.18 $77,399,641
Swap/25/05/2027/P:NZD/BBR/3M /R:NZD 3.14000, 3.14%, 05/25/27 - - -138,300,000 $-77,399,641 $-77,399,641 -2.18 $-77,399,641
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - 148,300,000 $82,996,144 $82,996,144 2.34 $82,996,144
Pay NZD BANK BILL 3MO Receive Fixed 3.456%, 3.46%, 09/10/27 - - -148,300,000 $-82,996,144 $-82,996,144 -2.34 $-82,996,144
3M CORRA Futures Sep27 SEP 27 CORU7 FUTURES_CAD - 955.00 $648,060,849 $0 0.00 $0
3MO EURO EURIBOR Jun27 JUN 27 ERM7 FUTURES_EUR - 293.00 $317,241,196 $0 0.00 $0
FX Forward|NZD|10/23/2026 +NZD0 - -1,420,000 $-795,053 $-795,053 -0.02 $-795,053
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 $-303,222,002 $-303,222,002 -8.53 $-303,222,002
FX Forward|USD|10/23/2026 +AUD1 - 304,763,777 $304,763,777 $304,763,777 8.58 $304,763,777
FX Forward|CAD|10/23/2026 +CAD2 - -78,950,000 $-55,449,834 $-55,449,834 -1.56 $-55,449,834
FX Forward|USD|10/23/2026 +CAD2 - 56,222,155 $56,222,155 $56,222,155 1.58 $56,222,155
FX Forward|EUR|10/23/2026 +EUR1 - -15,240,000 $-17,069,239 $-17,069,239 -0.48 $-17,069,239
FX Forward|USD|10/23/2026 +EUR1 - 17,447,999 $17,447,999 $17,447,999 0.49 $17,447,999
FX Forward|GBP|10/23/2026 +GBP2 - -40,230,000 $-53,183,627 $-53,183,627 -1.50 $-53,183,627
FX Forward|USD|10/23/2026 +GBP2 - 53,792,499 $53,792,499 $53,792,499 1.51 $53,792,499
FX Forward|AUD|10/23/2026 +AUD2 - 3,000,000 $2,088,258 $2,088,258 0.06 $2,088,258
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 $-15,757,624 $-15,757,624 -0.44 $-15,757,624
FX Forward|USD|10/23/2026 +CADU - 16,157,597 $16,157,597 $16,157,597 0.45 $16,157,597
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,392,172 $1,392,172 0.04 $1,392,172
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 $1,392,172 $1,392,172 0.04 $1,392,172
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 $-2,984,514 $-2,984,514 -0.08 $-2,984,514
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 $-5,576,116 $-5,576,116 -0.16 $-5,576,116
FX Forward|USD|10/23/2026 +GBP1 - 5,716,432 $5,716,432 $5,716,432 0.16 $5,716,432
FX Forward|NZD|10/23/2026 +NZDU - -1,500,000 $-839,845 $-839,845 -0.02 $-839,845
FX Forward|USD|10/23/2026 +NZDU - 884,372 $884,372 $884,372 0.02 $884,372
FX Forward|GBP|10/23/2026 +GBPU - 5,000,000 $6,609,946 $6,609,946 0.19 $6,609,946
FX Forward|USD|10/23/2026 +GBPU - -6,765,101 $-6,765,101 $-6,765,101 -0.19 $-6,765,101
FX Forward|AUD|10/23/2026 +AUDU - -12,000,000 $-8,353,031 $-8,353,031 -0.24 $-8,353,031
FX Forward|USD|10/23/2026 +AUDU - 8,523,610 $8,523,610 $8,523,610 0.24 $8,523,610
FX Forward|AUD|10/23/2026 +AUD2 - 13,000,000 $9,049,117 $9,049,117 0.25 $9,049,117
FX Forward|USD|10/23/2026 +AUD2 - -9,305,387 $-9,305,387 $-9,305,387 -0.26 $-9,305,387
FX Forward|AUD|10/23/2026 +AUDU - 2,000,000 $1,392,172 $1,392,172 0.04 $1,392,172
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 $974,520 $974,520 0.03 $974,520
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 $-18,808,997 $-18,808,997 -0.53 $-18,808,997
FX Forward|USD|10/08/2026 +CADU - 19,272,650 $19,272,650 $19,272,650 0.54 $19,272,650
FX Forward|GBP|10/23/2026 +GBPU - 14,000,000 $18,507,849 $18,507,849 0.52 $18,507,849
FX Forward|USD|10/23/2026 +GBPU - -18,837,045 $-18,837,045 $-18,837,045 -0.53 $-18,837,045
FX Forward|AUD|10/23/2026 +AUD2 - 4,000,000 $2,784,344 $2,784,344 0.08 $2,784,344
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 $17,185,860 $17,185,860 0.48 $17,185,860
FX Forward|USD|10/23/2026 +GBPU - -17,352,570 $-17,352,570 $-17,352,570 -0.49 $-17,352,570
FX Forward|GBP|10/23/2026 +GBP0 - -5,934,826 $-7,845,776 $-7,845,776 -0.22 $-7,845,776
FX Forward|USD|10/23/2026 +GBP0 - 7,922,877 $7,922,877 $7,922,877 0.22 $7,922,877
FX Forward|AUD|10/23/2026 +AUDU - -13,511,689 $-9,405,297 $-9,405,297 -0.26 $-9,405,297
FX Forward|USD|10/23/2026 +AUDU - 9,537,486 $9,537,486 $9,537,486 0.27 $9,537,486
FX Forward|AUD|10/23/2026 +AUDU - -14,408,683 $-10,029,682 $-10,029,682 -0.28 $-10,029,682
FX Forward|USD|10/23/2026 +AUDU - 10,138,502 $10,138,502 $10,138,502 0.29 $10,138,502
FX Forward|AUD|10/23/2026 +AUDU - -5,349,240 $-3,723,531 $-3,723,531 -0.10 $-3,723,531
FX Forward|USD|10/23/2026 +AUDU - 3,758,395 $3,758,395 $3,758,395 0.11 $3,758,395

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